Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
نویسندگان
چکیده
منابع مشابه
Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
System identiication for stationary Gaussian processes includes an approximation problem. Currently the subspace algorithm for this problem enjoys much attention. This algorithm is based on a transformation of a nite time series to canonical variable form followed by a truncation. There is no proof that this algorithm is the optimal solution to an approximation problem with a speciic criterion....
متن کاملThe Rate of Entropy for Gaussian Processes
In this paper, we show that in order to obtain the Tsallis entropy rate for stochastic processes, we can use the limit of conditional entropy, as it was done for the case of Shannon and Renyi entropy rates. Using that we can obtain Tsallis entropy rate for stationary Gaussian processes. Finally, we derive the relation between Renyi, Shannon and Tsallis entropy rates for stationary Gaussian proc...
متن کاملContrastive Divergence In Gaussian Diffusion Processes
Contrastive Divergence (CD) is a recent learning rule found to work very well in practice despite its still unclear theoretical underpinnings (Carreira-Perpiñan and Hinton, 2005; Hinton, 2002; Hinton and Salakhutdinov, 2006; Hyvärinen, 2006; MacKay, 2001; Roth and Black, 2005; Williams and Agakov, 2002; Yuille, 2004). This paper presents a theoretical analysis of CD in Gaussian Diffusion Proces...
متن کاملWhen Non-Gaussian States are Gaussian: Generalization of Non-Separability Criterion for Continuous Variables
Whether a quantum state is entangled or not represents a very important question in quantum-information theory. Such knowledge reveals whether one can take advantage of the non-local properties of the state in quantum protocols such as quantum teleportation [1] and quantum cryptography [2]. This issue has been dealt with by many authors in recent years primarily in qubit systems where the Peres...
متن کاملEvolution strategies assisted by Gaussian processes with improved preselection criterion
In many engineering optimization problems, the number of fitness function evaluations is limited by time and cost. These problems pose a special challenge to the field of evolutionary computation, since existing evolutionary methods require a very large number of problem function evaluations. One popular way to address this challenge is the application of approximation models as a surrogate of ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 1998
ISSN: 0167-6911
DOI: 10.1016/s0167-6911(98)00053-x