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- Title
A learning algorithm for source aggregation.
- Authors
Papayiannis, Georgios I.; Yannacopoulos, Athanassios N.
- Abstract
The problem of model aggregation fromvarious information sources of unknown validity is addressed in terms of a variational problem in the space of probabilitymeasures. Aweight allocation scheme to the various sources is proposed, which is designed to lead to the best aggregatemodel compatible with the available data and the set of priormeasures provided by the information sources.
- Subjects
AGGREGATION (Statistics); PROBABILITY theory; FRECHET spaces; MATHEMATICAL optimization; WEIERSTRASS-Stone theorem
- Publication
Mathematical Methods in the Applied Sciences, 2018, Vol 41, Issue 3, p1033
- ISSN
0170-4214
- Publication type
Article
- DOI
10.1002/mma.4086