Invariant Bayesian Estimation on Manifolds by Ian H. Jermyn Inria
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منابع مشابه
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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It is frequently stated that the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter γ are not invariant to arbitrary “reparametrizations” of the parameter space Γ. This report clarifies the issues surrounding this problem, by pointing out the difference between coordinate invariance, which is a sine qua non for a mathematically well-defined prob...
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Key members: Péter Horváth [1] Zoltán Kató [2] Founded by: Hungarian Science and Technology Foundation (TET), Hungarian-French Cooperation (Balaton) [3] Hungarian Scientific Research Fund (OTKA) [4] European Union FP5 project IMAVIS PhD Scholarship of the Doctoral School in Mathematics and Computer Science of the University of Szeged [5] PhD Scholarship of the French Government Partners: Ariana...
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Key members: Péter Horváth [1] Zoltán Kató [2] Founded by: Hungarian Science and Technology Foundation (TET), Hungarian-French Cooperation (Balaton) [3] Hungarian Scientific Research Fund (OTKA) [4] European Union FP5 project IMAVIS PhD Scholarship of the Doctoral School in Mathematics and Computer Science of the University of Szeged [5] PhD Scholarship of the French Government Partners: Ariana...
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