DYNAMIC DISTRIBUTION ESTIMATION DEVICE, METHOD, AND PROGRAM

DYNAMIC DISTRIBUTION ESTIMATION DEVICE, METHOD, AND PROGRAM

An object is to estimate parameters of a model including censored data at high speed, with a saved memory, and with the parameters having temporal continuity. A responsibility update unit 19 updates a responsibility based on data of a newly observed sample. Then, a moment update unit 20 updates a mo...

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Bibliographische Detailangaben
Hauptverfasser: KOJIMA, Masahiro, TODA, Hiroyuki, SHIOHARA, Hisako, KIYOTAKE, Hiroshi, MATSUBAYASHI, Tatsushi
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
COMPUTING
COUNTING
PHYSICS
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Beschreibung
Zusammenfassung:An object is to estimate parameters of a model including censored data at high speed, with a saved memory, and with the parameters having temporal continuity. A responsibility update unit 19 updates a responsibility based on data of a newly observed sample. Then, a moment update unit 20 updates a moment based on the data of the newly observed sample. Then, a statistic update unit 21 updates each statistic based on the responsibility or the moment. Then, a parameter update unit 22 updates a parameter related to a component based on the statistics.