图 书 馆
估计与控制的对偶性Duality Between Estimation and Control |
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| 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: |  |
| 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: | 97 |