Article ID Journal Published Year Pages File Type
1154175 Statistics & Probability Letters 2016 5 Pages PDF
Abstract

A new proof of convergence of Bayes map iterated filtering algorithm, based on supermartingale inequality, is proposed. Relying on log concavity assumption, this approach with verifiable conditions is simpler than the previous approach and is generalizable to more sophisticated algorithms. The assumption could be relaxed at the cost of more technical details.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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