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Duality Between Estimation and Control

Published on Oct 16, 20124313 Views

Sanjoy K. Mitter

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 nonlinea

Workshop on Statistical Physics 2012 - Granada

Related categories

Control TheoryStatistical Physics

Chapter list

Duality Between Estimation and Control00:00
Data Assimilation00:09
Duality of a Source and a Channel (1)10:41
Duality of a Source and a Channel (2)12:12
Nonlinear Filtering - Model (1)13:32
Nonlinear Filtering - Model (2)14:02
Nonlinear Filtering - Model (3)15:16
Nonlinear Filtering - Model (4)15:17
Nonlinear Filtering - Model (5)15:19
Nonlinear Filtering - Model (6)16:17
Nonlinear Filtering - Model (7)16:55
Nonlinear Filtering - Model (8)17:27
Nonlinear Filtering - Model (9)17:30
Nonlinear Filtering - Model (10)18:21
Nonlinear Filtering - Model (11)22:53
Nonlinear Filtering - Model (12)22:58
Nonlinear Filtering - Model (13)23:01
Nonlinear Filtering - Model (14)24:37
Nonlinear Filtering - Model (15)24:41
Nonlinear Filtering - Model (16)25:27
Nonlinear Filtering - Model (17)25:33
Nonlinear Filtering - Model (18)25:35
A Variational Formulation of Bayesian Estimation (1)25:37
A Variational Formulation of Bayesian Estimation (2)29:21
A Variational Formulation of Bayesian Estimation (3)30:04
A Variational Formulation of Bayesian Estimation (4)30:08
A Variational Formulation of Bayesian Estimation (5)32:19
A Variational Formulation of Bayesian Estimation (6)33:30
Theorem 133:54
Conceptualization (1)35:07
Conceptualization (2)35:16
Conceptualization (3)35:17
Path estimation and the Stochastic Control View (1)35:22
Path estimation and the Stochastic Control View (2)38:01
Path estimation and the Stochastic Control View (3)38:31
Path estimation and the Stochastic Control View (4)41:40
Path estimation and the Stochastic Control View (5)41:40
Path estimation and the Stochastic Control View (6)41:42
Stochastic Control Problem49:43
Lemma (1)49:58
Lemma (2)50:01
Lemma (3)51:41
Theorem 2 (1)52:14
Theorem 2 (2)52:21
Theorem 2 (3)52:29
The Inverse Problem (1)52:54
The Inverse Problem (2)52:56
The Inverse Problem (3)52:57
The Inverse Problem (4)52:58
The Inverse Problem (5)52:59
The Inverse Problem (6)53:00
The Inverse Problem (7)53:01
Sum53:02