detection and estimation theory lecture 13
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Detection and Estimation Theory Lecture 13 Mojtaba Soltanalian- UIC - PowerPoint PPT Presentation

Detection and Estimation Theory Lecture 13 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) Bayesian Estimation -- Summary Bayesian Risk From Bayesian Risk to Estimation


  1. Detection and Estimation Theory Lecture 13 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye)

  2. Bayesian Estimation -- Summary

  3. Bayesian Risk

  4. From Bayesian Risk to Estimation

  5. From Bayesian Risk to Estimation Various cost functions

  6. From Bayesian Risk to Estimation Various cost functions

  7. From Bayesian Risk to Estimation Various cost functions discrete case continuous case

  8. From Bayesian Risk to Estimation Various cost functions

  9. From Bayesian Risk to Estimation Various cost functions

  10. From Bayesian Risk to Estimation Various cost functions

  11. From Bayesian Risk to Estimation

  12. From Bayesian Risk to Estimation

  13. MMSE Estimators

  14. MMSE Estimators

  15. MMSE Estimators Example

  16. Bayesian Estimation on Gaussian Priors/ Noise

  17. Bayesian Estimation on Gaussian Priors/ Noise

  18. Bayesian Linear Model

  19. Bayesian Linear Model

  20. MMSE: More Properties

  21. Maximum a Posteriori (MAP) Estimation

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