Algorithms and Programs of Dynamic Mixture Estimation Unified Approach to Different Types of Components /

• Main Authors: Nagy, Ivan (Author), Suzdaleva, Evgenia (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: SpringerBriefs in Statistics,
• Subjects: Mathematics.; Computer simulation.; System theory.; Algorithms.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Systems Theory, Control.; Simulation and Modeling.

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing...