Séminaire Digiplante — 16/11/2015


Pierre Carmier


Application of information theory to hidden Markov models


Date: November 16th, 2015

Time: 03:30 PM

Place: Showroom

Abstract: This is a subject I have recently become interested in, and the purpose of the talk will therefore be to share my progress on this subject with you and to provide some perspective on what I have understood (and achieved) so far. It will be a blackboard presentation in order to make it pedagogical and also to make some of the calculations easier to follow.

I will begin with a gentle introduction to some of the concepts of information theory which are useful in the context of Bayesian inference. I will continue by presenting a natural strategy one can follow when one seeks to optimize experimental observations of a stochastic system. I will provide along the way several illustrative examples where this strategy can be carried (almost) analytically. Finally, some of the issues related to this approach will be discussed.

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