Asymptotically efficient estimation of prior probabilities in multiclass finite mixtures

DOI10.1109/18.79904zbMath0738.62066OpenAlexW2159229891MaRDI QIDQ3981578

G. R. Dattatreya, Laveen N. Kanal

Publication date: 26 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.79904

zbMATH Keywords

simulationasymptotic efficiencyrecursive estimatorsconvergence with probability oneconditional density functionsmixing probabilitiesCramer-Rao minimum variance boundfinite class mixturesprior probability estimatorvariable gain matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Stochastic approximation (62L20)

Related Items (4)

Parameter estimation: Known vector signals in unknown Gaussian noise ⋮ Transfer estimation of evolving class priors in data stream classification ⋮ Non-stationary data sequence classification using online class priors estimation ⋮ Asymptotically efficient recursive estimation for incomplete data models using the observed information.

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