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This math is far above me, but I get a feeling like there's some relationship between the Fisher Information Metric and Kalman Filters. I think I'll take anothe
by throw149102 5y ago
This math is far above me, but I get a feeling like there's some relationship between the Fisher Information Metric and Kalman Filters. I think I'll take another look later tonight
- derbOac 5y agoOften in the information-theoretic statistical literature these topics are discussed under the umbrella of prequential coding or inference. E.g., in this text: https://www.google.com/books/edition/The_Minimum_Description_Length_Principle/mbU6T7oUrBgC?hl=en&gbpv=1 https://www.google.com/books/edition/The_Minimum_Description...
- vladTheInhaler 5y agoAre you maybe referring to the alternative formulation described in [1]? [1] https://en.wikipedia.org/wiki/Kalman_filter#Information_filter https://en.wikipedia.org/wiki/Kalman_filter#Information_filt...