Inferences from optimal filtering equation*
نویسندگان
چکیده
منابع مشابه
Optimal filtering for the backward heat equation
For the backwards heat equation, stabilized by an a priori initial bound, an estimator is determined for intermediate values which is optimal with respect to the bound and the observation accuracy. It is shown how this may be implemented computationally with error estimates for the computed approximation which can be made arbitrarily close to the uncertainty level induced by the ill-posedness o...
متن کاملOptimal filtering
This paper presents short summary about commonly used filters in macroeconomics. We consider Hodrick-Prescott filter, Butterworth filter, Ideal Bandpass filter, Baxter-King filter and Christiano-Fitzgerald filter. 1 The filtering problem Given raw data, {xt}t=1, we are interested in isolating component of xt, denoted by {yt}t=1, with period of oscillation between pl and pu, where 2 ≤ pl < pu < ...
متن کاملStochastic Schroedinger equation from optimal observable evolution
In this article, we consider a set of trial wave-functions denoted by |Q〉 and an associated set of operators Aα which generate transformations connecting those trial states. Using variational principles, we show that we can always obtain a quantum Monte-Carlo method where the quantum evolution of a system is replaced by jumps between density matrices of the form D = |Qa〉 〈Qb|, and where the ave...
متن کاملOptimal properties of some Bayesian inferences
Relative surprise regions are shown to minimize, among Bayesian credible regions, the prior probability of covering a false value from the prior. Such regions are also shown to be unbiased in the sense that the prior probability of covering a false value is bounded above by the prior probability of covering the true value. Relative surprise regions are shown to maximize both the Bayes factor in...
متن کاملScale Adaptive Filtering Derived from the Laplace Equation
In this paper, we present a new approach to scale-space which is derived from the 3D Laplace equation instead of the heat equation. The resulting lowpass and bandpass filters are discussed and they are related to the monogenic signal. As an application, we present a scale adaptive filtering which is used for denoising images. The adaptivity is based on the local energy of spherical quadrature f...
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: Lithuanian Mathematical Journal
سال: 2015
ISSN: 0363-1672,1573-8825
DOI: 10.1007/s10986-015-9289-5