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arXiv 1603.04419stat.MLmath.OC
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离散时间倒易过程的概率图模型建模与估计

Modeling and Estimation of Discrete-Time Reciprocal Processes via Probabilistic Graphical Models

Francesca Paola Carli

摘要:

倒易过程是Bernstein在1932年引入的马尔可夫过程的因果推广。在文献中,大量的注意力一直集中在发展动力学模型的互惠过程。在本文中,我们提供了一个概率图形模型的互惠过程。这导致通过消息传递算法的平滑问题的原则性解决方案。对于有限状态空间的情况下,收敛性分析重新通过希尔伯特度量。

英文摘要:

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. In this paper, we provide a probabilistic graphical model for reciprocal processes. This leads to a principled solution of the smoothing problem via message passing algorithms. For the finite state space case, convergence analysis is revisited via the Hilbert metric.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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