Invariant Bayesian Estimation on Manifolds by Ian H. Jermyn Inria

نویسنده

  • IAN H. JERMYN
چکیده

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Invariant Bayesian Estimation on Manifolds

A frequent and well-founded criticism of the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter γ taking values in a differentiable manifold Γ is that they are not invariant to arbitrary ‘reparametrizations’ of Γ. This paper clarifies the issues surrounding this problem, by pointing out the difference between coordinate invariance, which is a si...

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تاریخ انتشار 2016