Slide 18
Slide 18 text
Bayesian inference : Likelihood
Hidden dynamics : X1:T : Series of “micro-states” Xt
∈ X(who’s in what state?)
Observed : Noisy macro states Y1:T. Ex. : number of infectious w/ Gaussian noise.
L
P(Y1:T
|β, σ, γ)
G
∫
XT
P(Y1:T
, x1:T
, G|β, γ, σ)dx1:T
.
A
Maximal contribution under a mean-field (MF) approximation :
P(Y1:T
|β, γ, σ)
t
q(Yt
| ˜
yt
(β, γ), σ)
where q(Yt
|y, σ) is the pdf of a Gaussian, and ˜
yt is the MF solution of the dynamics
on ensemble P(G).