User:Samohyl Jan/Bayesian filtering

This article is about statistical method. For application of Bayesian methods in classification of text or spam, see Bayesian spam filtering.

Bayesian filtering, is a generic name of statistical methods for obtaining hidden state of dynamical system from its observables and history using bayesian inference. It is a generalization of well known hidden Markov models and Kalman filters.

Basic idea

One is given:

See also

• hidden Markov model
• Kalman filter

External links

A survey of probabilistic models, using the Bayesian Programming methodology as a unifying framework

TODO!!!

• Move Bayesian filtering to Bayesian spam filtering
  • fix intro
  • mention naive Bayes classifier
• Describe the model
• Note that we don't require dynamical system to be deterministic
• fix link to Bayesian filtering at Project Cybersyn and check other places