Separating signal from noise

DOI10.1112/plms/pdu057zbMath1319.60084arXiv1312.6843OpenAlexW3102810525MaRDI QIDQ5248612

Yuval Peres, Nir Lev, Ron Peled

Publication date: 8 May 2015

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6843

zbMATH Keywords

noisesignal recoveryfilteringsignal detectionGaussian random variables

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Related Items (2)

White noise space analysis and multiplicative change of measures ⋮ Empirical risk minimization and complexity of dynamical models

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