A note on the identifiability of the conditional expectation for the mixtures of neural networks
- We consider a generalized mixture of nonlinear AR models, a hidden Markov model for which the autoregressive functions are single layer feedforward neural networks. The non trivial problem of identifiability, which is usually postulated for hidden Markov models, is addressed here.
Author: | Jürgen Franke, Jean-Pierre Stockis, Joseph Tadjuidje Kamgaing |
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URN: | urn:nbn:de:hbz:386-kluedo-14760 |
Series (Serial Number): | Report in Wirtschaftsmathematik (WIMA Report) (104) |
Document Type: | Preprint |
Language of publication: | English |
Year of Completion: | 2007 |
Year of first Publication: | 2007 |
Publishing Institution: | Technische Universität Kaiserslautern |
Date of the Publication (Server): | 2007/01/12 |
Tag: | Identifiability; Mixture Models; Neural networks |
Faculties / Organisational entities: | Kaiserslautern - Fachbereich Mathematik |
DDC-Cassification: | 5 Naturwissenschaften und Mathematik / 510 Mathematik |
Licence (German): | Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011 |