Design of a robust fusion of probability densities
Design of a robust fusion of probability densities
复制标题
概率密度鲁棒融合的设计
DOI：
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发表时间：
2015
期刊：
影响因子：
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通讯作者：
M. Simandl
中科院分区：
文献类型：
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作者：
Jiří Ajgl;M. Simandl
本文讨论概率密度的融合问题。从更一般的角度来看，选择密度的加权几何平均以及选择几何平均本身是合理的。结果表明，切尔诺夫核聚变提供的密度使得最大的Kullback-Leibler发散与被聚变的密度之差最小。对密度的解释进行了讨论，最后给出了例证。
The paper deals with the fusion of probability densities. A selection of the weights of the weighted geometric mean of densities is justified, as well as the selection of the geometric mean itself, from a more general perspective. It is shown that the Chernoff fusion provides the density that minimises the greatest Kullback-Leibler divergence to the densities that are being fused. The interpretation of the densities is discussed and finally, illustrative examples are provided.