Publication details
Conference Paper (international conference)
Algorithm for splitting and merging complexes of convex polyhedra according to given hyperplanes in general dimension
: Proceedings of the 11th International PhD Workshop on Systems and Control a Young Generation Viewpoint, p. 62-67
: 11th International PhD Workshop on Systems and Control a Young Generation Viewpoint, (Veszprém, HU, 01.09.2010-03.09.2010)
: CEZ:AV0Z10750506
: 1M0572, GA MŠk, GA102/08/0567, GA ČR
: regression, Bayesian, complex splitting algorithm, robust
(eng): In the article algorithm for splitting and merging complexes of convex polyhedra is proposed. The need for such an algorithm emerges for example in computation of normalization factor of Bayesian estimated posterior likelihood of parameters in an auto-regression model with Laplace distributed innovations, where the split of the complex corresponds to newly arrived data incorporation and the merging relates to making such a model adaptive by forgetting older data values -- the situation is most apparent in case of an estimation on a moving window.
: BB