recognition /
Statistics /
Statistics.BayesianFilteringFromVFE /
explainer
No prose has been written for this declaration yet. The Lean source and graph data below render
without it.
generate prose now
formal statement (Lean)
33 def bayesStep (prior : ProbDist ι) (L : Likelihood ι Obs) (o : Obs) : ProbDist ι :=
proof body
Definition body.
34 { prob := fun i => prior.prob i * L.like o i / evidence prior L o
35 prob_pos := by
36 intro i
37 exact div_pos (mul_pos (prior.prob_pos i) (L.like_pos o i)) (evidence_pos prior L o)
38 prob_sum := by
39 unfold evidence
40 rw [← Finset.sum_div]
41 exact div_self (ne_of_gt (evidence_pos prior L o)) }
42
used by (4)
From the project-wide theorem graph. These declarations reference this one in their body.
BayesianFilteringCert
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
bayesStep_is_update
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
iterFilter
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
iterFilter_cons
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
depends on (9)
Lean names referenced from this declaration's body.
prob
in IndisputableMonolith.Decision.StPetersburg
decl_use
prob_pos
in IndisputableMonolith.Decision.StPetersburg
decl_use
ProbDist
in IndisputableMonolith.Information.ShannonEntropy
decl_use
L
in IndisputableMonolith.Recognition
decl_use
L
in IndisputableMonolith.Recognition.Cycle3
decl_use
evidence
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
evidence_pos
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
Likelihood
in IndisputableMonolith.Statistics.BayesianFilteringFromVFE
decl_use
ProbDist
in IndisputableMonolith.Statistics.VariationalFreeEnergyFromRCL
decl_use