Bayesian Programming
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Bayesian Programming
Bayesian programming is a formalism and a methodology for having a technique to specify probabilistic models and solve problems when less than the necessary information is available. Edwin T. Jaynes proposed that probability could be considered as an alternative and an extension of logic for rational reasoning with incomplete and uncertain information. In his founding book ''Probability Theory: The Logic of Science'' he developed this theory and proposed what he called “the robot,” which was not a physical device, but an inference engine to automate probabilistic reasoning—a kind of Prolog for probability instead of logic. Bayesian programming is a formal and concrete implementation of this "robot". Bayesian programming may also be seen as an algebraic formalism to specify graphical models such as, for instance, Bayesian networks, dynamic Bayesian networks, Kalman filters or hidden Markov models. Indeed, Bayesian Programming is more general than Bayesian networks and has ...
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Probability Distribution
In probability theory and statistics, a probability distribution is a Function (mathematics), function that gives the probabilities of occurrence of possible events for an Experiment (probability theory), experiment. It is a mathematical description of a Randomness, random phenomenon in terms of its sample space and the Probability, probabilities of Event (probability theory), events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that fair coin, the coin is fair). More commonly, probability distributions are used to compare the relative occurrence of many different random values. Probability distributions can be defined in different ways and for discrete or for continuous variables. Distributions with special properties or for especially important applications are given specific names. Introduction A prob ...
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Conditional Independence
In probability theory, conditional independence describes situations wherein an observation is irrelevant or redundant when evaluating the certainty of a hypothesis. Conditional independence is usually formulated in terms of conditional probability, as a special case where the probability of the hypothesis given the uninformative observation is equal to the probability without. If A is the hypothesis, and B and C are observations, conditional independence can be stated as an equality: :P(A\mid B,C) = P(A \mid C) where P(A \mid B, C) is the probability of A given both B and C. Since the probability of A given C is the same as the probability of A given both B and C, this equality expresses that B contributes nothing to the certainty of A. In this case, A and B are said to be conditionally independent given C, written symbolically as: (A \perp\!\!\!\perp B \mid C). The concept of conditional independence is essential to graph-based theories of statistical inference, as it estab ...
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Hidden Markov Model
A hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent (or ''hidden'') Markov process (referred to as X). An HMM requires that there be an observable process Y whose outcomes depend on the outcomes of X in a known way. Since X cannot be observed directly, the goal is to learn about state of X by observing Y. By definition of being a Markov model, an HMM has an additional requirement that the outcome of Y at time t = t_0 must be "influenced" exclusively by the outcome of X at t = t_0 and that the outcomes of X and Y at t < t_0 must be conditionally independent of Y at t=t_0 given X at time t = t_0. Estimation of the parameters in an HMM can be performed using maximum likelihood estimation. For linear chain HMMs, the Baum–Welch algorithm can be used to estimate parameters. Hidden Markov models are known for their applications to thermodynamics, statistical mechanics, physics, chem ...
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Recursive Bayesian Estimation
In probability theory, statistics, and machine learning, recursive Bayesian estimation, also known as a Bayes filter, is a general probabilistic approach for estimating an unknown probability density function (PDF) recursively over time using incoming measurements and a mathematical process model. The process relies heavily upon mathematical concepts and models that are theorized within a study of prior and posterior probabilities known as Bayesian statistics. In robotics A Bayes filter is an algorithm used in computer science for calculating the probabilities of multiple beliefs to allow a robot to infer its position and orientation. Essentially, Bayes filters allow robots to continuously update their most likely position within a coordinate system, based on the most recently acquired sensor data. This is a recursive algorithm. It consists of two parts: prediction and innovation. If the variables are normally distributed and the transitions are linear, the Bayes filter becomes ...
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Normalizing Constant
In probability theory, a normalizing constant or normalizing factor is used to reduce any probability function to a probability density function with total probability of one. For example, a Gaussian function can be normalized into a probability density function, which gives the standard normal distribution. In Bayes' theorem, a normalizing constant is used to ensure that the sum of all possible hypotheses equals 1. Other uses of normalizing constants include making the value of a Legendre polynomial at 1 and in the orthogonality of orthonormal functions. A similar concept has been used in areas other than probability, such as for polynomials. Definition In probability theory, a normalizing constant is a constant by which an everywhere non-negative function must be multiplied so the area under its graph is 1, e.g., to make it a probability density function or a probability mass function. Examples If we start from the simple Gaussian function p(x) = e^, \quad x\in(-\infty,\ ...
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Incremental Learning
In computer science, incremental learning is a method of machine learning in which input data is continuously used to extend the existing model's knowledge i.e. to further train the model. It represents a dynamic technique of supervised learning and unsupervised learning that can be applied when training data becomes available gradually over time or its size is out of system memory limits. Algorithms that can facilitate incremental learning are known as incremental machine learning algorithms. Many traditional machine learning algorithms inherently support incremental learning. Other algorithms can be adapted to facilitate incremental learning. Examples of incremental algorithms include decision trees (IDE4, ID5R angaenari, decision rules, artificial neural networks ( RBF networks, Learn++, Fuzzy ARTMAP, TopoART,Marko Tscherepanow, Marco Kortkamp, and Marc KammerA Hierarchical ART Network for the Stable Incremental Learning of Topological Structures and Associations from Noisy ...
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PPM Compression Algorithm
Prediction by partial matching (PPM) is an adaptive statistical data compression technique based on context modeling and prediction. PPM models use a set of previous symbols in the uncompressed symbol stream to predict the next symbol in the stream. PPM algorithms can also be used to cluster data into predicted groupings in cluster analysis. Theory Predictions are usually reduced to symbol rankings. Each symbol (a letter, bit or any other amount of data) is ranked before it is compressed, and the ranking system determines the corresponding codeword (and therefore the compression rate). In many compression algorithms, the ranking is equivalent to probability mass function estimation. Given the previous letters (or given a context), each symbol is assigned with a probability. For instance, in arithmetic coding the symbols are ranked by their probabilities to appear after previous symbols, and the whole sequence is compressed into a single fraction that is computed according to ...
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