On Reduction of Mixtures of the Exponential Family Distributions

• 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.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Nyckelord

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.

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)