| bibtype |
J -
Journal Article
|
| ARLID |
0445817 |
| utime |
20240103210257.3 |
| mtime |
20150723235959.9 |
| title
(primary) (eng) |
DYNAMIC PARAMETER ESTIMATION BASED ON MINIMUM CROSS-ENTROPY METHOD FOR COMBINING INFORMATION SOURCES |
| specification |
| page_count |
8 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0393988 |
| ISSN |
0204-9805 |
| title
|
Pliska Studia Mathematica Bulgarica |
| volume_id |
24 |
| volume |
5 (2015) |
| page_num |
181-188 |
|
| keyword |
minimum cross-entropy principle |
| keyword |
Kullback-Leibler divergence |
| keyword |
dynamic diffusion estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0263972 |
| name1 |
Sečkárová |
| name2 |
Vladimíra |
| full_dept (cz) |
Adaptivní systémy |
| full_dept (eng) |
Department of Adaptive Systems |
| department (cz) |
AS |
| department (eng) |
AS |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
SVV 260225/2015 |
| agency |
GA UK |
| country |
CZ |
| ARLID |
cav_un_auth*0318139 |
|
| project |
| project_id |
GA13-13502S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0292725 |
|
| abstract
(eng) |
When combining information sources, e.g. measuring devices or experts, we deal with two problems: which combining method to choose (linear combination, geometric mean) and how to measure the reliability of the sources, i.e. how to assign the weights to them. We introduce a method which overcomes such shortcomings. Proposed method, based on minimization of the Kullback-Leibler divergence with specific constraints, directly combines data, i.e. probability vectors, thus no additional step to obtain the weights is needed. The detailed description of the proposed method and a comparison with recently introduced dynamic diffusion estimation, which heavily depends on the determination of the weights, form the core of this contribution. |
| action |
| ARLID |
cav_un_auth*0318138 |
| name |
XVI-th International Summer Conference on Probability and Statistics (ISCPS-2014) |
| place |
Pomorie |
| dates |
21.6.-29.6.2014 |
| country |
BG |
|
| reportyear |
2016 |
| RIV |
BB |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0247988 |
| cooperation |
| ARLID |
cav_un_auth*0296001 |
| institution |
MFF UK |
| name |
Univerzita Karlova v Praze, Matematicko-fyzikální fakulta |
| country |
CZ |
|
| confidential |
S |
| arlyear |
2015 |
| mrcbU63 |
cav_un_epca*0393988 Pliska Studia Mathematica Bulgarica 0204-9805 Roč. 24 č. 5 2015 181 188 |
|