Tagged Questions
2
votes
1answer
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Parameter optimization in probabilistic models
Task: Suppose we model a variable $y = Wx + \mu$ as a linear transformation of $x$ plus some Gaussian noise $\mu\sim\mathcal N(0,\sigma I)$. Our aim is to minimize the estimation error of $x$ given ...
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Parameter estimation for a distribution by minimizing its conditional entropy
Let $X$ be a discrete random variable with Laplacian distribution with mean $0$ and scale $\lambda$, as
$$
p(X) = \frac{1}{2\lambda} \exp\left(-\frac{|x|}{2\lambda}\right), \\
X \in ...
