Séminaire Digiplante — 16/11/2015

Speaker:

Pierre Carmier

Title:

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.

Comments are closed