How to exploit external model of data for parameter estimation?

DOI10.1002/ACS.886zbMATH Open1084.62004OpenAlexW2142855419MaRDI QIDQ3376624FDOQ3376624

Authors: Miroslav Kárný, Josef Andrýsek, Antonella Bodini, Tatiana Valentine Guy, Jan Kracík, Fabrizio Ruggeri Edit this on Wikidata

Publication date: 24 March 2006

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.886

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zbMATH Keywords

decision makingKullback-Leibler divergenceBayesian estimationfully probabilistic design

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99)

Cites Work

• Robust Bayesian analysis

Cited In (5)

• Axiomatisation of fully probabilistic design
• Fully probabilistic knowledge expression and incorporation
• Prior knowledge processing for initial state of Kalman filter
• Automated preference elicitation for decision making
• Adaptive kernels in approximate filtering of state-space models

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