估计与控制的对偶性][Duality Between Estimation and Control]

估计与控制的对偶性 Duality Between Estimation and Control


课程网址:	http://videolectures.net/cyberstat2012_mitter_duality/
主讲教师:	Sanjoy K. Mitter
开课单位:	麻省理工学院
开课时间:	2012-10-16
课程语种:	英语
中文简介:	在这次演讲中，我讨论了贝叶斯推理作为自由能量最小化的问题和与此观点相关的Fenchel Legendre对偶性。我将其专门用于非线性观测的非线性扩散估计问题，并说明了如何给出非线性估计问题的随机控制解释。最后，我讨论了香农的噪声信道编码定理如何被视为贝叶斯推理问题并证明其与吉布斯变分原理的相似性。
课程简介:	In this talk I discuss Bayesian Inference as a problem in Free Energy Minimization and the Fenchel-Legendre Duality related to this viewpoint . I specialize this to the estimation problem for nonlinear diffusions with nonlinear observations and show how this gives a stochastic control interpretation for the nonlinear estimation problem . Finally, I discuss how Shannon's Noisy Channel Coding Theorem could be viewed as a Bayesian Inference problem and demonstrate its similarities to the Gibbs variational Principle.
关键词:	贝叶斯推理; 非线性观测; 非线性扩散估计
课程来源:	视频讲座网
最后编审:	2019-03-13：lxf
阅读次数:	133

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