Recovering a Gaussian distribution from its minimum
Probability
2016-04-12 v2
Abstract
Let be a Gaussian random vector such that . We consider the problem of determining the matrix , up to permutation, based on the knowledge of the distribution of . Particularly, we establish a connection between this identification problem and a geometric identification problem in the context of the theory of the circular radon transform.
Cite
@article{arxiv.1508.02092,
title = {Recovering a Gaussian distribution from its minimum},
author = {Ricardo Restrepo and Carlos Marín and Jose Solano},
journal= {arXiv preprint arXiv:1508.02092},
year = {2016}
}