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Chapter 3: Inference, or Model-Driven Prediction

Chapter 3: Inference, or Model-Driven Prediction

pp. 53-93

Authors

, King's College London
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Summary

As discussed in Chapter 2, learning is needed when a “physics”-based mathematical model for the data generation mechanism is not available or is too complex to use for design purposes. As an essential benchmark setting, this chapter discusses the ideal case in which an accurate mathematical model is known, and hence learning is not necessary. As in large part of machine learning, we specifically focus on the problem of prediction. The goal is to predict a target variable given the observation of an input variable based on a mathematical model that describes the joint generation of both variables. Model-based prediction is also known as inference.

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