Počet záznamů: 1

Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences

  1. 1.
    0359399 - UTIA-B 2012 RIV US eng J - Článek v odborném periodiku
    Kracík, Jan
    Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences.
    International Journal of Approximate Reasoning. Roč. 52, č. 6 (2011), s. 659-671 ISSN 0888-613X
    Grant CEP: GA ČR GA102/08/0567
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: combining probabilities * Kullback-Leibler divergence * maximum likelihood * expert opinions * linear opinion pool
    Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
    Impakt faktor: 1.948, rok: 2011
    http://library.utia.cas.cz/separaty/2011/AS/kracik-0359399.pdf http://library.utia.cas.cz/separaty/2011/AS/kracik-0359399.pdf

    The paper deals with the problem of combining marginal probability distributions as a means for aggregating pieces of expert information. The combined distribution is searched as a minimizer of a weighted sum of Kullback–Leibler divergences of the given marginal distributions and corresponding marginals of the searched one. Necessary and sufficient conditions for a distribution to be a minimizer are stated. For discrete random variables an iterative algorithm for approximate solution of the minimization problem is proposed and its convergence is proved.
    Trvalý link: http://hdl.handle.net/11104/0197196