On the Choice of Gain Functions in Recursive Estimation of Prior Probabilities

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The choice of a gain function in recursive estimation of prior probabilities using a mixture is discussed. In particular, the rate of convergence of two existing schemes is shown to be related to their respective gain functions. Numerical comparisons are made and an improved scheme is proposed.

Original languageEnglish
Pages (from-to)497-498
Number of pages2
JournalIEEE Transactions on Information Theory
Issue number4
StatePublished - Jul 1980
Externally publishedYes

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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