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A quasi-Bayes unsupervised learning procedure for priors (Corresp.)

By: Makov, U.; Smith, A.;

1977 / IEEE

Description

This item was taken from the IEEE Periodical ' A quasi-Bayes unsupervised learning procedure for priors (Corresp.) ' Unsupervised Bayes sequential learning procedures for classification and estimation are often useless in practice because of the amount of computation required. In this paper, a version of a two-class decision problem is considered, and a quasi-Bayes procedure is motivated and defined. The proposed procedure mimics closely the formal Bayes solution while involving only a minimal amount of computation. Convergence properties are established and some numerical illustrations provided. The approach compares favorably with other non-Bayesian learning procedures that have been proposed and can be extended to more general situations.