Optimal projection of observations in a Bayesian setting.

Loïc Giraldi Olivier P. Le Maître Ibrahim Hoteit Omar M. Knio

Published in: Comput. Stat. Data Anal. (2018)

Keyphrases

dynamic programming
optimal solution
bayesian networks
maximum likelihood
gaussian processes
bayesian estimation
bayesian decision
database
databases
decision making
state space
data driven
optimal policy
closed form
optimal strategy