weixin_43728138的博客

$J=E[r(\textbf X)]=\int r(\textbf x)q(\textbf x)d\textbf x $KaTeX parse error: Undefined control sequence: \eqno at position 1: \̲e̲q̲n̲o̲{(1)}属性x=[x1,...,xn]T\textbf x = [x_1,...,x_n]^Tx=[x1​,...,xn​]Tr(x)r(\textbf x)r(x) 为非负标量函数q(x)q(\textbf x)q(x)

1 Problem Context定义 fπ(x)=f(x)∫f(z)dzf_\pi(\textbf x)=\frac{f(\textbf x)}{\int f(\textbf z)d \textbf z}fπ​(x)=∫f(z)dzf(x)​Example 1: Bayesian system identification假设我们有一个模型，能够预测对于已知 X=[X1,...,Xn]T\textbf X=[X_1,...,X_n]^TX=[X1​,...,Xn​]T， 函数 Y=h(X)Y=h(\

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