Kolmogorov N-Width of the Likelihood Functions in Nonlinear Filtering
组织者
演讲者
孙泽钜
时间
2023年09月22日 20:00 至 20:30
地点
Online
摘要
Kolmogorov n-width is a concept originated from approximation theory, which describes the optimal approximation efficiency for a subset in function space by an n-dimensional subspace. In this talk, the subset we need to approximate stems from the likelihood functions in nonlinear filtering. With the help of polynomial interpolation theory, we can prove that the Kolmogorov n-width of the target subset decay rapidly as the dimension n tends to infinity, which shows that it is practical to use finite-dimensional vector spaces to approximate the subset of likelihood functions.