تقرير
Linear estimators for Gaussian random variables in Hilbert spaces
| العنوان: | Linear estimators for Gaussian random variables in Hilbert spaces |
|---|---|
| المؤلفون: | Tappe, Stefan |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, Mathematics - Functional Analysis, Mathematics - Probability |
| الوصف: | We study a statistical model for infinite dimensional Gaussian random variables with unknown parameters. For this model we derive linear estimators for the mean and the variance of the Gaussian distribution. Furthermore, we construct confidence intervals and perform hypothesis testing. A linear regression problem in infinite dimensions and some perspectives to statistical and machine learning are presented as well. Comment: 22 pages, 1 figure |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2305.11083 |
| رقم الأكسشن: | edsarx.2305.11083 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |