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Sequential Sampling Techniques for Log-Normal Combination of Probability Densities

Typ:
Research report
Authors:
Name of edition:
Research Report
Article number:
2245
Publisher:
ÚTIA AV ČR
Serie:
Praha
Year:
2008
Keywords:
probability combination, distribution merging, importance sa
Anotation:
Bayesian approach to combination of probability densities is studied. We have derived analytical formula for posterior expectation and proposed numerical evaluation of the merged density. The resulting algorithm was tested on simple examples.
 
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