Estimating a missing observation in a database

Details Estimating a missing observation in a database Estimating a missing observation in a database

G - Physics

06

F

G06F 17/18 (2006.01) G11B 23/00 (2006.01)

Patent

CA 2292982

A method of estimating a missing observation in a data set comprises creating a probabilistic model that defines the likelihood of the data set given a plurality of model parameters in order to model a within parameter distribution. Then a Bayesian nonparametric prior is selected for the distribution of the observations and a Bayesian nonparametric model is derived from the dataset and the nonparametric prior. The full conditional distribution for the missing observation is then derived and the missing observation is sampled from the full conditional distribution. The missing observation may be derived using a maximum likelihood technique.

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