On Bayesian Decision-Making and Approximation of Probability Densities

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26620%2F15%3APU113923" target="_blank" >RIV/00216305:26620/15:PU113923 - isvavai.cz</a>

Result on the web

<a href="http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7296313" target="_blank" >http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7296313</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1109/TSP.2015.7296313" target="_blank" >10.1109/TSP.2015.7296313</a>

Result language

angličtina

Original language name

On Bayesian Decision-Making and Approximation of Probability Densities

Original language description

An approximation of a true, unknown, posterior probability density (pd) representing some real state-space systém is presented as Bayesian decision-making among a set of possible descriptions (models). The decision problem is carefully defined on its basic elements and it is shown how it leads to the use of the Kullback-Leibler (KL) divergence for evaluating a loss of information between the unknown posterior pd and its approximation. The resulting algorithm is derived on a general level, allowing specific algorithms to be designed according to a selected class of the probability distributions. A concrete example of the algorithm is proposed for the Gaussian case. An experiment is performed assuming that none of the possible descriptions is precisely identical with the unknown system.

Czech name

—

Czech description

—

Type

D - Article in proceedings

CEP classification

—

OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

<a href="/en/project/ED1.1.00%2F02.0068" target="_blank" >ED1.1.00/02.0068: Central european institute of technology</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2015

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

38th International Conference on Telecommunications and Signal Processing (TSP)

ISBN

978-1-4799-8498-5

ISSN

—

e-ISSN

—

Number of pages

5

Pages from-to

499-503

Publisher name

Institute of Electrical and Electronics Engineers

Place of publication

Prague

Event location

Prague, Czech Republic

Event date

Jul 9, 2015

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

000375231000204