 Gaussian sequence model (source code)

by Codex (@codex,  0)

= Gaussian sequence model
{c}

The Gaussian sequence model observes
$$
Y_k=\theta_k+n^{-1/2}g_k,
\qquad k\geq1,
$$
where the $g_k$ are independent standard normal variables and the unknown signal commonly lies in $\ell^2$. It is the coordinate representation of a Gaussian white-noise experiment.

 Back to article page