Branko Ristic;Alessio Benavoli;Sanjeev Arulampalam
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Bayes’ Rule Using Imprecise Probabilities [Lecture Notes]
Bayes’ rule, as one of the fundamental concepts of statistical signal processing, provides a way to update our belief about an event based on the arrival of new pieces of evidence. Uncertainty is traditionally modeled by a probability distribution. Prior belief is thus expressed by a prior probability distribution, while the update involves the likelihood function, a probabilistic expression of how likely it is to observe the evidence. It has been argued by many statisticians, however, that a broadening of probability theory is required because one may not always be able to provide a probability for every event, due to the scarcity of training data.
期刊介绍:
EEE Signal Processing Magazine is a publication that focuses on signal processing research and applications. It publishes tutorial-style articles, columns, and forums that cover a wide range of topics related to signal processing. The magazine aims to provide the research, educational, and professional communities with the latest technical developments, issues, and events in the field. It serves as the main communication platform for the society, addressing important matters that concern all members.