Hidden tiger (6): recursive Bayes formula for any number of roars (proof)

Antonio Sala, UPV

Difficulty: **** ,       Relevance: ,      Duration: 15:55

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Summary:

This video reviews the theory behind the recursive Bayes formula for the $N$ hidden tiger roar problem. The NON-recursive formula was discussed in the video [tiger5EN]. Here we verify that applying $N$ times the Bayes formula with the ‘1 roar conditional table’ gives the same final posterior probability as applying the ‘$N$ roar table’ just one single time. In both cases, ‘conditional independence’ must be assumed for the results to be correct.

Ideas similar to the ones here are behind some ‘recursive Bayes filters’.

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