Linear estimators for Gaussian random variables in Hilbert spaces
From MaRDI portal
Publication:6437115
arXiv2305.11083MaRDI QIDQ6437115FDOQ6437115
Authors: Stefan Tappe 
Publication date: 18 May 2023
Abstract: 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. An application to Machine Learning is presented as well, namely we treat a linear regression problem in infinite dimensions.
This page was built for publication: Linear estimators for Gaussian random variables in Hilbert spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6437115)
