Linear estimators for Gaussian random variables in Hilbert spaces
Statistics Theory
2025-11-21 v2 Functional Analysis
Probability
Statistics Theory
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. A linear regression problem in infinite dimensions and some perspectives to statistical and machine learning are presented as well.
Cite
@article{arxiv.2305.11083,
title = {Linear estimators for Gaussian random variables in Hilbert spaces},
author = {Stefan Tappe},
journal= {arXiv preprint arXiv:2305.11083},
year = {2025}
}
Comments
22 pages, 1 figure