Detection and Estimation Theory Lecture 13 Mojtaba Soltanalian- UIC - - PowerPoint PPT Presentation

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Detection and Estimation Theory Lecture 13 Mojtaba Soltanalian- UIC - - PowerPoint PPT Presentation

Mar 29, 2023 654 likes •887 views

Detection and Estimation Theory Lecture 13 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) Bayesian Estimation -- Summary Bayesian Risk From Bayesian Risk to Estimation

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Detection and Estimation Theory Lecture 13

Mojtaba Soltanalian- UIC

msol@uic.edu http://msol.people.uic.edu

Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye)

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Bayesian Estimation

  • - Summary
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Bayesian Risk

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From Bayesian Risk to Estimation

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From Bayesian Risk to Estimation

Various cost functions

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From Bayesian Risk to Estimation

Various cost functions

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From Bayesian Risk to Estimation

Various cost functions discrete case continuous case

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From Bayesian Risk to Estimation

Various cost functions

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From Bayesian Risk to Estimation

Various cost functions

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From Bayesian Risk to Estimation

Various cost functions

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From Bayesian Risk to Estimation

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From Bayesian Risk to Estimation

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MMSE Estimators

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MMSE Estimators

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MMSE Estimators Example

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Bayesian Estimation on Gaussian Priors/ Noise

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Bayesian Estimation on Gaussian Priors/ Noise

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Bayesian Linear Model

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Bayesian Linear Model

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MMSE: More Properties

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Maximum a Posteriori (MAP) Estimation