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Publikace

Sequential Sampling Techniques for Log-Normal Combination of Probability Densities

Typ:
Výzkumná zpráva
Autoři publikace:
Název edice:
Research Report
Číslo zprávy:
2245
Nakladatel:
ÚTIA AV ČR
Místo vydání:
Praha
Rok:
2008
Klíčová slova:
probability combination, distribution merging, importance sa
Anotace:
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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