Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.Content: <br>Chapter 1 Introduction (pa
Hilbert Space Methods in Probability and Statistical Inference
โ Scribed by Christopher G. Small, Don L. McLeish
- Publisher
- Wiley-Interscience
- Year
- 1994
- Tongue
- English
- Leaves
- 256
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.
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The reproducing kernel Hilbert space construction is a bijection or transform theory which associates a positive definite kernel (gaussian processes) with a Hilbert space offunctions. Like all transform theories (think Fourier), problems in one space may become transparent in the other, and optimal