Algorithm for splitting and merging complexes of convex polyhedra according to given hyperplanes in general dimension

0346967 - ÚTIA 2011 RIV HU eng C - Conference Paper (international conference)
Šindelář, Jan
Algorithm for splitting and merging complexes of convex polyhedra according to given hyperplanes in general dimension.
Proceedings of the 11th International PhD Workshop on Systems and Control a Young Generation Viewpoint. Veszprém: University of Pannonia, 2010, s. 62-67. ISBN 978-615-5044-00-7.
[11th International PhD Workshop on Systems and Control a Young Generation Viewpoint. Veszprém (HU), 01.09.2010-03.09.2010]
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : regression * Bayesian * complex splitting algorithm * robust
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/AS/sindelar-algorithm for splitting and merging complexes of convex polyhedra according to given hyperplanes in general dimension.pdf

In the article algorithm for splitting and merging complexes of convex polyhedra is proposed. The need for such an algorithm emerges for example in computation of normalization factor of Bayesian estimated posterior likelihood of parameters in an auto-regression model with Laplace distributed innovations, where the split of the complex corresponds to newly arrived data incorporation and the merging relates to making such a model adaptive by forgetting older data values -- the situation is most apparent in case of an estimation on a moving window.
Permanent Link: http://hdl.handle.net/11104/0187853