Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences

International Journal of Approximate Reasoning

Volumn 52, Issue 6, 2011, Pages 659-671

  Kracík, Jan ^a  

^a INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

Combining probabilities; Expert opinions; Kullback Leibler divergence; Linear opinion pool; Maximum likelihood

Indexed keywords

APPROXIMATE SOLUTION; COMBINING PROBABILITIES; DISCRETE RANDOM VARIABLES; EXPERT INFORMATIONS; EXPERT OPINIONS; ITERATIVE ALGORITHM; KULLBACK LEIBLER DIVERGENCE; LINEAR OPINION POOL; MARGINAL DISTRIBUTION; MARGINALS; MINIMIZATION PROBLEMS; STATISTICAL ESTIMATION; SUFFICIENT CONDITIONS; WEIGHTED SUM;

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; LAKES; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; RANDOM VARIABLES;

PROBABILITY DISTRIBUTIONS;

EID: 79955569018     PISSN: 0888613X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijar.2011.01.002     Document Type: Article

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