Separating signal from noise
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Publication:5248612
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
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)
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White noise space analysis and multiplicative change of measures, Empirical risk minimization and complexity of dynamical models
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