Algorithms and Programs of Dynamic Mixture Estimation
Presents and explains the theory of the recursive Bayesian estimation algorithms for dynamic mixture models Develops a unified scheme for constructing the estimation algorithm of dynamic mixtures with reproducible statistics Includes open source programs that can be easily modified or extended by readers
Autor: | Nagy, Ivan Suzdaleva, Evgenia |
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ISBN: | 9783319646701 |
Sprache: | Englisch |
Seitenzahl: | 113 |
Produktart: | Kartoniert / Broschiert |
Verlag: | Springer International Publishing |
Veröffentlicht: | 24.08.2017 |
Untertitel: | Unified Approach to Different Types of Components |
Schlagworte: | Markov switching models dynamic mixtures mixture estimation algorithms mixture models mixture prediction mixtures of various distributions open source programs recursive Bayesian estimation |
Doc. Ing. Ivan Nagy , CSc. (Ph.D.), born 1956 in Prague, Czech Republic, received his CSc. (Ph.D.) in cybernetics from UTIA, Prague in 1983. In 1980, he started working as a researcher at the Institute of Information Theory and Automation of the Czech Academy of Sciences. Since 1998, he has also been a lecturer at the Czech Technical University Faculty of Transportation Sciences in Prague. Ing. Evgenia Suzdaleva , CSc. (Ph.D.), born 1977 in Krasnoyarsk, Russia, obtained her CSc. (Ph.D.) in 2002 in system analysis at the Siberian State Aerospace University, Krasnoyarsk, Russia. Since 2004, she has been a researcher at the Institute of Information Theory and Automation at the Czech Academy of Sciences. At the same time, she works as a lecturer at the Czech Technical University Faculty of Transportation Sciences in Prague.