 Gaussian sequence model

ID: gaussian-sequence-model

The Gaussian sequence model observes

Y_{k} = θ_{k} + n^{- 1/2} g_{k}, k \geq 1,

where the

g_{k}

are independent standard normal variables and the unknown signal commonly lies in

ℓ^{2}

. It is the coordinate representation of a Gaussian white-noise experiment.

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