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math.ST2016
Maximum a Posteriori Estimators as a Limit of Bayes Estimators
Robert Bassett, Julio Deride
Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limi…
math.OC2016
Log-Concave Duality in Estimation and Control
Robert Bassett, Michael Casey, Roger J-B Wets
In this paper we generalize the estimation-control duality that exists in the linear-quadratic-Gaussian setting. We extend this duality to maximum a posteriori estimation of the sy…