Algorithms And Programs Of Dynamic Mixture Estimation Unified Approach To Different Types Of Components Nagy by Nagy, Ivan, Suzdaleva, Evgenia instant download after payment.

1 online resource (116 pages), 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 the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers the recursive estimation of dynamic mixtures, which are free of iterative processes and close to analytical solutions as much as possible. In addition, these methods can be used online and simultaneously perform learning, which improves their efficiency during estimation. The book includes detailed program codes for solving the presented theoretical tasks. Codes are implemented in the open source platform for engineering computations. The program codes given serve to illustrate the theory and demonstrate the work of the included algorithms, Print version record, Acknowledgements; Contents; 1 Introduction; 1.1 On Dynamic Mixtures; 1.2 General Conventions; 2 Basic Models; 2.1 Regression Model; 2.1.1 Estimation; 2.1.2 Point Estimates; 2.1.3 Prediction; 2.2 Categorical Model; 2.2.1 Estimation; 2.2.2 Point Estimates; 2.2.3 Prediction; 2.3 State-Space Model; 2.3.1 State Estimation; 3 Statistical Analysis of Dynamic Mixtures; 3.1 Dynamic Mixture; 3.2 Unified Approach to Mixture Estimation; 3.2.1 The Component Part; 3.2.2 The Pointer Part; 3.2.3 Main Subtasks of Mixture Estimation; 3.2.4 General Algorithm; 3.3 Mixture Prediction; 3.3.1 Pointer Prediction, 3.3.2 Data Prediction4 Dynamic Mixture Estimation; 4.1 Normal Regression Components; 4.1.1 Algorithm; 4.1.2 Simple Program; 4.1.3 Comments; 4.2 Categorical Components; 4.2.1 Algorithm; 4.2.2 Simple Program; 4.2.3 Comments; 4.3 State-Space Components; 4.3.1 Algorithm; 4.3.2 Simple Program; 4.3.3 Comments; 5 Program Codes; 5.1 Main Program; 5.1.1 Comments; 5.2 Subroutines; 5.2.1…