Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 24, No 1, (2015), 181p-188p
Abstract:
When combining information sources, e.g. measuring devices or experts, we deal with two problems: which combining method to choose (linear combination, geometric mean) and how to measure the reliability of the sources, i.e. how to assign the weights to them. Inspired by [5] we introduce a method which overcomes such shortcomings. Proposed method, based on minimization of the Kullback-Leibler divergence with specific constraints, directly combines data, i.e. probability vectors, thus no additional step to obtain the weights is needed. The detailed description of the proposed method and a comparison with recently introduced dynamic diffusion estimation [2], which heavily depends on the determination of the weights, form the core of this contribution. 2010 Mathematics Subject Classification: 94A17, 62L12.
