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- W1010647942 abstract "The contribution deals with sequential distributed estimation of global parameters of normal mixture models, namely mixing probabilities and component means and covariances. The network of cooperating agents is represented by a directed or undirected graph, consisting of vertices taking observations, incorporating them into own statistical knowledge about the inferred parameters and sharing the observations and the posterior knowledge with other vertices. The aim to propose a computationally cheap online estimation algorithm naturally disqualifies the popular (sequential) Monte Carlo methods for the associated high computational burden, as well as the expectation-maximization (EM) algorithms for their difficulties with online settings requiring data batching or stochastic approximations. Instead, we proceed with the quasi-Bayesian approach, allowing sequential analytical incorporation of the (shared) observations into the normal inverse-Wishart conjugate priors. The posterior distributions are subsequently merged using the Kullback–Leibler optimal procedure." @default.
- W1010647942 created "2016-06-24" @default.
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- W1010647942 date "2015-01-01" @default.
- W1010647942 modified "2023-09-27" @default.
- W1010647942 title "Distributed Estimation of Mixture Models" @default.
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- W1010647942 doi "https://doi.org/10.1007/978-3-319-16238-6_3" @default.
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