Sanjoy K. Mitter, Nigel J. Newton
Abstract. We consider estimation problems, in which the estimand, X, and observation, Y, take values in measurable spaces. Regular conditional versions of the forward and inverse Bayes formula are...
An Information Theoretic View of Estimation (2007)
Sanjoy K. Mitter, Nigel J. Newton
Dedicated to Manfred Deistler on the occasion of his sixtieth birthday by the first author as a token of his friendship. The problem of nonlinear estimation could be formulated as extracting the...
Sanjoy K. Mitter, Nigel J. Newton
Abstract. We consider estimation problems, in which the estimand, X, and observation, Y, take values in measurable spaces. Regular conditional versions of the forward and inverse Bayes formula have...