Publikace
Bayesian estimation of dynamic finite mixtures
Typ:
Článek v odborném periodiku
Název periodika:
International Journal of Adaptive Control and Signal Proces
Klíčová slova:
mixture model, Bayesian estimation, clustering
Anotace:
The paper introduces an algorithm for estimation of dynamic mixture models. A new feature of the proposed algorithm is the ability to consider a dynamic form not only for component models but also for the pointer model, which describes the activities of the mixture components in time.