Research Article
Bayesian estimation of dynamic finite mixtures
Abstract
The paper introduces an algorithm for estimation of dynamic mixture models. A new feature of the proposed algorithm is the ability to consider a dynamic form not only for component models but also for the pointer model, which describes the activities of the mixture components in time. The pointer model is represented by a table of transition probabilities that stochastically control the switching between the active components in dependence on the last active one. This feature brings the mixture model closer to real multi‐modal systems. It can also serve for a prediction of the future behavior of the modeled system. Copyright © 2011 John Wiley & Sons, Ltd.
Citing Literature
Number of times cited according to CrossRef: 16
- Evženie Suzdaleva, Ivan Nagy, Practical Initialization of Recursive Mixture-Based Clustering for Non-negative Data, Informatics in Control, Automation and Robotics, 10.1007/978-3-030-11292-9_34, (679-698), (2020).
- Sarka Jozova, Ivan Nagy, undefined, 2020 Smart City Symposium Prague (SCSP), 10.1109/SCSP49987.2020.9133938, (1-5), (2020).
- Evženie Suzdaleva, Ivan Nagy, Two-layer pointer model of driving style depending on the driving environment, Transportation Research Part B: Methodological, 10.1016/j.trb.2019.08.009, 128, (254-270), (2019).
- Evgenia Suzdaleva, Ivan Nagy, Mixture Initialization Based on Prior Data Visual Analysis, Intuitionistic Fuzziness and Other Intelligent Theories and Their Applications, 10.1007/978-3-319-78931-6_3, (29-49), (2019).
- Evgenia Suzdaleva, Ivan Nagy, An online estimation of driving style using data-dependent pointer model, Transportation Research Part C: Emerging Technologies, 10.1016/j.trc.2017.11.001, 86, (23-36), (2018).
- Ivan Nagy, Evgenia Suzdaleva, Clustering Non-Gaussian Data Using Mixture Estimation with Uniform Components, Practical Issues of Intelligent Innovations, 10.1007/978-3-319-78437-3_14, (313-330), (2018).
- Ivan Nagy, Evgenia Suzdaleva, Matej Petrous, undefined, 2017 IEEE 15th International Symposium on Intelligent Systems and Informatics (SISY), 10.1109/SISY.2017.8080574, (000315-000320), (2017).
- Evgenia Suzdaleva, Ivan Nagy, Matej Petrous, undefined, 2017 International Conference on Intelligent Informatics and Biomedical Sciences (ICIIBMS), 10.1109/ICIIBMS.2017.8279700, (63-70), (2017).
- Evgenia Suzdaleva, Ivan Nagy, Tereza Mlynarova, undefined, 2016 IEEE 8th International Conference on Intelligent Systems (IS), 10.1109/IS.2016.7737439, (308-315), (2016).
- Ivan Nagyy, Evgenia Suzdaleva, Tereza Mlynarova, undefined, 2016 IEEE 8th International Conference on Intelligent Systems (IS), 10.1109/IS.2016.7737431, (265-271), (2016).
- Evgenia Suzdaleva, Ivan Nagy, Tereza Mlynarova, undefined, 2015 IEEE 8th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications (IDAACS), 10.1109/IDAACS.2015.7340715, (137-142), (2015).
- Ivan Nagy, Evgenia Suzdaleva, Pavla Pecherkova, Krzysztof Urbaniec, undefined, 2015 Smart Cities Symposium Prague (SCSP), 10.1109/SCSP.2015.7181548, (1-6), (2015).
- Lenka Pavelková, Miroslav Kárný, State and parameter estimation of state‐space model with entry‐wise correlated uniform noise, International Journal of Adaptive Control and Signal Processing, 10.1002/acs.2438, 28, 11, (1189-1205), (2013).
- Ivan Nagy, Evgenia Suzdaleva, Mixture estimation with state-space components and Markov model of switching, Applied Mathematical Modelling, 10.1016/j.apm.2013.05.038, 37, 24, (9970-9984), (2013).
- Miroslav Kárný, Automated Preference Elicitation for Decision Making, Decision Making and Imperfection, 10.1007/978-3-642-36406-8_3, (65-99), (2013).
- Ivan Nagy, Evgenia Suzdaleva, Tereza Mlynarova, undefined, Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems, 10.1109/IDAACS.2011.6072822, (527-531), (2011).
