bibtype J - Journal Article
ARLID 0539397
utime 20240103225406.7
mtime 20210209235959.9
WOS 000616106100001
SCOPUS 85100778905
DOI 10.1002/acs.3219
title (primary) (eng) Mixture ratio modeling of dynamic systems
specification
page_count 16 s.
media_type E
serial
ARLID cav_un_epca*0256772
ISSN 0890-6327
title International Journal of Adaptive Control and Signal Processing
volume_id 35
volume 5 (2021)
page_num 660-675
publisher
name Wiley
keyword approximate Bayesian estimation
keyword black-box dynamic model
keyword data stream processing
keyword universal approximation
keyword mixture model
keyword Kullback-Leibler divergence
author (primary)
ARLID cav_un_auth*0101124
name1 Kárný
name2 Miroslav
institution UTIA-B
full_dept (cz) Adaptivní systémy
full_dept (eng) Department of Adaptive Systems
department (cz) AS
department (eng) AS
share 40
garant A
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0333672
name1 Ruman
name2 Marko
institution UTIA-B
full_dept (cz) Adaptivní systémy
full_dept Department of Adaptive Systems
department (cz) AS
department AS
full_dept Department of Adaptive Systems
country SK
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2021/AS/karny-0539397.pdf
source
url https://onlinelibrary.wiley.com/doi/full/10.1002/acs.3219
cas_special
project
project_id LTC18075
agency GA MŠk
country CZ
ARLID cav_un_auth*0372050
abstract (eng) Any knowledge extraction relies (possibly implicitly) on a hypothesis about the modelled-data dependence. The extracted knowledge ultimately serves to a decision-making (DM). DM always faces uncertainty and this makes probabilistic modelling adequate. The inspected black-box modeling deals with “universal” approximators of the relevant probabilistic model. Finite mixtures with components in the exponential family are often exploited. Their attractiveness stems from their flexibility, the cluster interpretability of components and the existence of algorithms for processing high-dimensional data streams. They are even used in dynamic cases with mutually dependent data records while regression and auto-regression mixture components serve to the dependence modeling. These dynamic models, however, mostly assume data-independent component weights, that is, memoryless transitions between dynamic mixture components. Such mixtures are not universal approximators of dynamic probabilistic models. Formally, this follows from the fact that the set of finite probabilistic mixtures is not closed with respect to the conditioning, which is the key estimation and predictive operation. The paper overcomes this drawback by using ratios of finite mixtures as universally approximating dynamic parametric models. The paper motivates them, elaborates their approximate Bayesian recursive estimation and reveals their application potential.
result_subspec WOS
RIV BB
FORD0 20000
FORD1 20200
FORD2 20205
reportyear 2022
num_of_auth 2
mrcbC52 4 A sml 4as 20231122145549.4
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0317312
confidential S
contract
name COPYRIGHT TRANSFER AGREEMENT
date 20210118
mrcbC86 3+4 Article Automation Control Systems|Engineering Electrical Electronic
mrcbC91 C
mrcbT16-e AUTOMATIONCONTROLSYSTEMS|ENGINEERINGELECTRICALELECTRONIC
mrcbT16-j 0.523
mrcbT16-s 0.728
mrcbT16-D Q3
mrcbT16-E Q2
arlyear 2021
mrcbTft \nSoubory v repozitáři: karny-0539397-LicenseCopy_ACS3219_2021-01-18.pdf
mrcbU14 85100778905 SCOPUS
mrcbU24 PUBMED
mrcbU34 000616106100001 WOS
mrcbU63 cav_un_epca*0256772 International Journal of Adaptive Control and Signal Processing 0890-6327 1099-1115 Roč. 35 č. 5 2021 660 675 Wiley