Hilbert space representations of general discrete time stochastic processes
نویسندگان
چکیده
منابع مشابه
Discrete Time Stochastic Processes
4 Martingales 35 4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 4.2 Doob Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 4.3 Optional Sampling Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 4.4 Inequalities and Convergence . . . . . . . . . . . ...
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Predictive State Representations (PSRs) are an expressive class of models for controlled stochastic processes. PSRs represent state as a set of predictions of future observable events. Because PSRs are defined entirely in terms of observable data, statistically consistent estimates of PSR parameters can be learned efficiently by manipulating moments of observed training data. Most learning algo...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1985
ISSN: 0304-4149
DOI: 10.1016/0304-4149(85)90049-3