Dans cette Note, nous présentons une estimation des paramètres du mélange de lois basée sur les distances de Wasserstein et de Cramèr–von Mises–Hellinger. L'approche est illustrée par une simulation dans le cas d'un mélange gaussien unidimensionnel.
In this Note, we present an estimation of the parameters of the probability-mixture based upon the Wasserstein and Cramèr–von Mises–Hellinger distances. This approach is illustrated by a simulation in the case of the univariate Gaussian mixture.
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@article{CRMATH_2004__339_9_653_0,
author = {Belili, Nacereddine and Heinich, Henri},
title = {Estimation du m\'elange de probabilit\'es},
journal = {Comptes Rendus. Math\'ematique},
pages = {653--658},
publisher = {Elsevier},
volume = {339},
number = {9},
year = {2004},
doi = {10.1016/j.crma.2004.09.019},
language = {fr},
url = {http://www.numdam.org/articles/10.1016/j.crma.2004.09.019/}
}
TY - JOUR AU - Belili, Nacereddine AU - Heinich, Henri TI - Estimation du mélange de probabilités JO - Comptes Rendus. Mathématique PY - 2004 SP - 653 EP - 658 VL - 339 IS - 9 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2004.09.019/ DO - 10.1016/j.crma.2004.09.019 LA - fr ID - CRMATH_2004__339_9_653_0 ER -
%0 Journal Article %A Belili, Nacereddine %A Heinich, Henri %T Estimation du mélange de probabilités %J Comptes Rendus. Mathématique %D 2004 %P 653-658 %V 339 %N 9 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2004.09.019/ %R 10.1016/j.crma.2004.09.019 %G fr %F CRMATH_2004__339_9_653_0
Belili, Nacereddine; Heinich, Henri. Estimation du mélange de probabilités. Comptes Rendus. Mathématique, Tome 339 (2004) no. 9, pp. 653-658. doi : 10.1016/j.crma.2004.09.019. http://www.numdam.org/articles/10.1016/j.crma.2004.09.019/
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