Skip to main content

All Questions

Filter by
Sorted by
Tagged with
1 vote
0 answers
62 views

Distances between up and down crosses in Gaussian Processes

Given a gaussian process $g := \mathcal{GP}\left(\mu, \Sigma \right)$, where $\mu$ is the mean and $\Sigma$ is the covariance function, I am interested in estimating the mean value $L_m$ of the ...
Kikolo's user avatar
  • 91
4 votes
2 answers
519 views

Cramér–Rao type bound for absolute estimation error

Let $\{X_1, X_2, \dotsc, X_n\}$ be independent and identically distributed (i.i.d.) random variables sampled from a common distribution with density $f_{\theta}(x)$, where $\theta$ is an unknown ...
Michael's user avatar
  • 544