Material Detail
Duality Between Estimation and Control
This video was recorded at Workshop on Statistical Physics of Inference and Control Theory, Granada 2012. 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.
Quality
- User Rating
- Comments
- Learning Exercises
- Bookmark Collections
- Course ePortfolios
- Accessibility Info
More about this material
- Mobile Compatibility:
- Not specified at this time
- Language:
- English
- Cost Involved:
- No
- Source Code Available:
- No
- Creative Commons:
-
This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States
