Some asymptotic properties of the probabilistic teacher (Corresp.)

  • Authors:
  • B. Silverman

  • Affiliations:
  • -

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

The problem of sequentially determining a mixture proportion is discussed, and the "probabilistic teacher" method, where successive observations are randomly classified according to current posterior probabilities, is investigated. The method is shown to be consistent and expressions for its statistical efficiency are obtained.