A Quasi-Bayes Sequential Procedure for Mixtures

Abstract
Summary: Coherent Bayes sequential learning and classification procedures are often useless in practice because of ever-increasing computational requirements. On the other hand, computationally feasible procedures may not resemble the coherent solution, nor guarantee consistent learning and classification. In this paper, a particular form of classification problem is considered and a “quasi-Bayes” approximate solution requiring minimal computation is motivated and defined. Convergence properties are established and a numerical illustration provided.

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