On Reduction of Mixtures of the Exponential Family Distributions
2013 (English)Report (Other academic)
Many estimation problems require a mixture reduction algorithm with which an increasing number of mixture components are reduced to a tractable level. In this technical report a discussion on dierent aspects of mixture reduction is given followed by a presentation of numerical simulation on reduction of mixture densities where the component density belongs to the exponential family of distributions.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2013. , 48 p.
LiTH-ISY-R, ISSN 1400-3902 ; 3076
Mixture density, mixture reduction, exponential family, integral square error, Kullback-Leibler divergence, Exponential Distribution, Weibull Distribution, Laplace Distribution, Rayleigh Distribution, Log-normal Distri- bution, Gamma Distribution, Inverse Gamma Distribution, Univariate Gaus- sian Distribution, Multivariate Gaussian Distribution, Gaussian Gamma Dis- tribution, Dirichlet distribution, Wishart Distribution, Inverse Wishart Dis- tribution, Gaussian Inverse Wishart Distribution.
IdentifiersURN: urn:nbn:se:liu:diva-100234ISRN: LiTH-ISY-R-3076OAI: oai:DiVA.org:liu-100234DiVA: diva2:661064