Equivalence and perpendicularity of Gaussian processes

Cited In (55)

Fisher-Rao Riemannian geometry of equivalent Gaussian measures on Hilbert space
Fisher-Rao geometry of equivalent Gaussian measures on infinite-dimensional Hilbert spaces
Transportation-based functional ANOVA and PCA for covariance operators
Innovative processes and the factorization problem
Singularity of measures on linear spaces
Non-linear equivalence transformations of Brownian motion
Quasi-invariant Gaussian measures for the two-dimensional defocusing cubic nonlinear wave equation
Radon-Nikodým derivative in the case of a random Schrödinger-type equation
Asymptotic minimax theorems for the sample distribution function
Gaussian sample functions and the Hausdorff dimension of level crossings
An elementary proof of the Gaussian dichotomy theorem
Equivalence-Singularity Dichotomies from Zero-One Laws
On the Cameron-Martin theorem and almost-sure global existence
Joint Measures and Cross-Covariance Operators
Measures on infinite dimensional vector spaces
Parameter estimation for stochastic processes
Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
Optimal classification of Gaussian processes in homo- and heteroscedastic settings
Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces
An equivalence criterion for infinite products of Cauchy measures
Equivalence-Singularity Dichotomies from Zero-One Laws
Gaussian measures on linear spaces
Supervised classification for a family of Gaussian functional models
Brittleness of Bayesian inference under finite information in a continuous world
Non-linear equivalence transformations of Brownian motion
Examples of Non-Gaussian Quasi-Invariant Distributions in Hilbert Space
Conditions for singularity for measures generated by two fractional psuedo-diffusion processes
Discrimination with respect to a Gaussian process
Transportation inequalities for Markov kernels and their applications
Linear transformation of quasi-invariant measures
Equivalence and Radon-Nikodym derivatives of Gaussian measures
Singularity of generalized grey Brownian motions with different parameters
Merging of opinions in game-theoretic probability
An elementary proof of the Gaussian dichotomy theorem
Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
Gaussian measures on a Banach space
Equivalence singularity dichotomies for a class of ergodic measures
On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification
Potential theory on Hilbert space
Some asymptotic theory for functional regression and classification
Representation Formulae for the Fractional Brownian Motion
Elliott-Morse measures and Kakutani's dichotomy theorem
Nonparametric detection for univariate and functional data
Absolute continuity of Wiener processes
Singular translates of measures on linear spaces
Optimizing selection for function-valued traits
Hellinger integrals of gaussian processes with independent increments
Some remarks on spherically invariant distributions
Some remarks on the equivalence of Gaussian processes
ON PRODUCT SYSTEMS ARISING FROM SUM SYSTEMS
A note on arbitrage in term structure
On the measures induced on L\(_2\) by a stochastic process
An aspect of quasi-invariant measures on \(R^\infty\)
Some new examples of quasi-invariant measures on a Hilbert space
Canonical representations generated by translationally quasi-invariant measures

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