Title

Information and Entry Flow in Statistical Filtering.

Speaker

Sanjoy Mitter, MIT

Abstract

In this talk I discuss Statistical Filtering as an Informationally Dissipative System leading to a relation between Shannon Information and fisher Information. When viewed as a problem in Bayesian Inference the Optimal Fileter (Conditional Distribution ) corresponds to a variational Principle related to Free Energy Minimization. These ideas are related to the recent work of Otto, Jordan and Kinderlehrer on the variational Principle for the Fokker Planck Equation.