An Iterative Nonlinear Filter Based on Posterior Distribution Approximation via Penalized Kullback-Leibler Divergence Minimization.
Sanfeng HuLiping GuoJie ZhouPublished in: IEEE Signal Process. Lett. (2022)
Keyphrases
- posterior distribution
- kullback leibler divergence
- kl divergence
- probability density function
- probability distribution
- hyperparameters
- parameter estimation
- bayesian framework
- mutual information
- posterior probability
- latent variables
- prior distribution
- maximum a posteriori
- maximum likelihood
- information theoretic
- model selection
- closed form
- information theory
- marginal distributions
- least squares
- distance measure
- gaussian distribution
- random fields
- markov random field
- prior knowledge
- generative model
- prior information
- em algorithm
- support vector
- cross validation
- diffusion tensor
- multiresolution