User:Samohyl Jan/Bayesian filtering
This article is about statistical method. For application of Bayesian methods in classification of text or spam, see Bayesian spam filtering.
Bayesian filtering, is a generic name of statistical methods for obtaining hidden state of dynamical system from its observables and history using bayesian inference. It is a generalization of well known hidden Markov models and Kalman filters.
Basic idea
One is given:
See also
External links
[http://julien.diard.free.fr/articles/CIRAS03.pdf A survey of probabilistic models, using the Bayesian Programming methodology as a unifying framework]
TODO!!!
- Move Bayesian filtering to Bayesian spam filtering
- fix intro
- mention naive Bayes classifier
- Describe the model
- Note that we don't require dynamical system to be deterministic
- fix link to Bayesian filtering at Project Cybersyn and check other places