Lecture

Bayes Estimator, Simulated Annealing and EM

In course

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Description

This lecture covers the concepts of Bayes estimator, Simulated Annealing, and Expectation Maximization. It explains how to compute averages from the MCMC, obtain the MMSE estimator, and perform EM for parameter estimation. The lecture also discusses the annealing schedule and the optimization procedure of Simulated Annealing.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_9xsnfl0b

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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