Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm.
Jiayi KangAndrew SalmonStephen S.-T. YauPublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- expectation maximization
- bayesian framework
- maximum a posteriori
- energy function
- dynamic programming
- em algorithm
- map estimation
- optimal solution
- markov random field
- cost function
- computational complexity
- objective function
- posterior probability
- markov chain
- prior knowledge
- closed form
- prior information
- hyperparameters
- gaussian process
- bayesian networks