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Description
  • The paper deals with the problem of combining marginal probability distributions as a means for aggregating pieces of expert information. The combined distribution is searched as a minimizer of a weighted sum of Kullback–Leibler divergences of the given marginal distributions and corresponding marginals of the searched one. Necessary and sufficient conditions for a distribution to be a minimizer are stated. For discrete random variables an iterative algorithm for approximate solution of the minimization problem is proposed and its convergence is proved.
  • The paper deals with the problem of combining marginal probability distributions as a means for aggregating pieces of expert information. The combined distribution is searched as a minimizer of a weighted sum of Kullback–Leibler divergences of the given marginal distributions and corresponding marginals of the searched one. Necessary and sufficient conditions for a distribution to be a minimizer are stated. For discrete random variables an iterative algorithm for approximate solution of the minimization problem is proposed and its convergence is proved. (en)
Title
  • Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences
  • Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences (en)
skos:prefLabel
  • Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences
  • Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences (en)
skos:notation
  • RIV/67985556:_____/11:00359399!RIV12-AV0-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA102/08/0567), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 190899
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/11:00359399
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • combining probabilities; Kullback-Leibler divergence; maximum likelihood; expert opinions; linear opinion pool (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [D27361857AD5]
http://linked.open...i/riv/nazevZdroje
  • International Journal of Approximate Reasoning
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 52
http://linked.open...iv/tvurceVysledku
  • Kracík, Jan
http://linked.open...ain/vavai/riv/wos
  • 000291137100001
http://linked.open...n/vavai/riv/zamer
issn
  • 0888-613X
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.ijar.2011.01.002
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