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Algorithms and Programs of Dynamic Mixture Estimation - Unified Approach to Different Types of Components (Paperback, 1st ed. 2017)
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Algorithms and Programs of Dynamic Mixture Estimation - Unified Approach to Different Types of Components (Paperback, 1st ed. 2017)
Series: SpringerBriefs in Statistics
Expected to ship within 10 - 15 working days
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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.
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