About: Use of Kullback–Leibler divergence for forgetting

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Non-symmetric Kullback–Leibler divergence (KLD) measures proximity of probability density functions (pdfs). Bernardo (Ann. Stat. 1979; 7(3):686–690) had shown its unique role in approximation of pdfs. The order of the KLD arguments is also implied by his methodological result. Functional approximation of estimation and stabilized forgetting, serving for tracking of slowly varying parameters, use the reversed order. This choice has the pragmatic motivation: recursive estimator often approximates the parametric model by a member of exponential family (EF) as it maps prior pdfs from the set of conjugate pdfs (CEF) back to the CEF. Approximations based on the KLD with the reversed order of arguments preserves this property. In the paper, the approximation performed within the CEF but with the proper order of arguments of the KLD is advocated. It is applied to the parameter tracking and performance improvements are demonstrated. Non-symmetric Kullback–Leibler divergence (KLD) measures proximity of probability density functions (pdfs). Bernardo (Ann. Stat. 1979; 7(3):686–690) had shown its unique role in approximation of pdfs. The order of the KLD arguments is also implied by his methodological result. Functional approximation of estimation and stabilized forgetting, serving for tracking of slowly varying parameters, use the reversed order. This choice has the pragmatic motivation: recursive estimator often approximates the parametric model by a member of exponential family (EF) as it maps prior pdfs from the set of conjugate pdfs (CEF) back to the CEF. Approximations based on the KLD with the reversed order of arguments preserves this property. In the paper, the approximation performed within the CEF but with the proper order of arguments of the KLD is advocated. It is applied to the parameter tracking and performance improvements are demonstrated. (en) Nesymetrická Kullback-Leiblerova divergence (KLD) měří blízkost pravděpodobnostních hustot. Dá se ukázat, že jedna z jejich verzí je teoreticky lepší. Článek popisuje využití této skutečnosti ke zlepšení techniky zapomínání. (cs)
Title	Use of Kullback–Leibler divergence for forgetting Použití Kullback–Leibler divergence pro zapomínání (cs) Use of Kullback–Leibler divergence for forgetting (en)
skos:prefLabel	Use of Kullback–Leibler divergence for forgetting Použití Kullback–Leibler divergence pro zapomínání (cs) Use of Kullback–Leibler divergence for forgetting (en)
skos:notation	RIV/67985556:_____/09:00315684!RIV09-GA0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(1M0572), P(2C06001), P(GA102/08/0567), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2009
http://linked.open...aciTvurceVysledku	Kárný, Miroslav Andrýsek, Josef
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	347892
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/09:00315684
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Bayesian estimation; Kullback–Leibler divergence; functional approximation of estimation; parameter tracking by stabilized forgetting; ARX model (en)
http://linked.open.../riv/klicoveSlovo	Bayesian estimation functional approximation of estimation parameter tracking by stabilized forgetting Kullback–Leibler divergence ARX model
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[8DD570FEA618]
http://linked.open...i/riv/nazevZdroje	International Journal of Adaptive Control and Signal Processing
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Data, algorithms, decision making Fully probabilistic design of dynamic decision strategies Fully probabilistic design of adaptive decision-making strategies suitable under informationally demanding conditions
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	23
http://linked.open...iv/tvurceVysledku	Kárný, Miroslav Andrýsek, Josef
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
issn	0890-6327
number of pages	15 (xsd:int)

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