Before revision: Definition Definition: Generalized filtering rests on the tuple : A sample space from which random fluctuations are drawn Control states – that act as external causes, input or forcing terms Hidden states – that cause sensor states and depend on control states Sensor states – a probabilistic mapping from hidden and control states Generative density – over sensory, hidden and control states under a generative model Variational density – over hidden and control states with mean Here ~ denotes a variable in generalized coordinates of motion: Generalized filtering The objective is to approximate the posterior density over hidden and control states, given sensor states and a generative model – and estimate the (path integral of) model evidence to compare different models.
After revision: Definition Definition: Generalized filtering rests on the tuple : A sample space from which random fluctuations are drawn Control states – that act as external causes, input or forcing terms Hidden states – that cause sensory states and depend on control states Sensor states – a probabilistic mapping from hidden and control states Generative density – over sensory, hidden and control states under a generative model Variational density – over hidden and control states with mean Here ~ denotes a variable in generalized coordinates of motion: Generalized filtering The objective is to approximate the posterior density over hidden and control states, given sensor states and a generative model – and estimate the (path integral of) model evidence to compare different models.