|
Projection Filters
Projection filters are a set of algorithms based on stochastic analysis and information geometry, or the differential geometric approach to statistics, used to find approximate solutions for Filtering problem (stochastic processes), filtering problems for nonlinear state-space systems. The filtering problem consists of estimating the unobserved signal of a random dynamical system from partial noisy observations of the signal. The objective is computing the probability distribution of the signal conditional on the history of the noise-perturbed observations. This distribution allows for calculations of all statistics of the signal given the history of observations. If this distribution has a density, the density satisfies Filtering problem (stochastic processes)#More advanced result: nonlinear filtering SPDE, specific stochastic partial differential equations (SPDEs) called Kushner-Stratonovich equation, or Zakai equation. It is known that the nonlinear filter density evolves in an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Algorithms
In mathematics and computer science, an algorithm () is a finite sequence of mathematically rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can use conditionals to divert the code execution through various routes (referred to as automated decision-making) and deduce valid inferences (referred to as automated reasoning). In contrast, a heuristic is an approach to solving problems without well-defined correct or optimal results.David A. Grossman, Ophir Frieder, ''Information Retrieval: Algorithms and Heuristics'', 2nd edition, 2004, For example, although social media recommender systems are commonly called "algorithms", they actually rely on heuristics as there is no truly "correct" recommendation. As an effective method, an algorithm can be expressed within a finite amount of space and time"Any classic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
