STAD seminar: Stochastic filtering with moments representation, and some applications for machine learning
- Date
- 9 February 2023, 12:15–13:00
- Location
- Ångström Laboratory, Å64119 + Zoom
- Type
- Seminar
- Lecturer
- Zheng Zhao, IT dept, Uppsala University
- Organiser
- Matematiska institutionen
- Contact person
- Rolf Larsson
Welcome to this seminar held by Zheng Zhao, IT dept, Uppsala University, with the title "Stochastic filtering with moments representation, and some applications for machine learning".
Participate on site or via Zoom link (meeting ID: 699 250 9213)
Abstract: In this talk, I would like to present an ongoing work on stochastic filtering with moments. In a nutshell, we represent the filtering measure by a sequence of moments, then we recursively approximate these moments in time by a Gauss quadrature method. After this, I illustrate a few examples on how to view some machine learning problems as stochastic filtering problems.
This is a seminar in our seminar series within Statistics, AI and Data Science (STAD).