2 papers
math.ST2024
Estimation: On the Optimality of Linear Estimators
Leighton P. Barnes, Alex Dytso, Jingbo Liu +1
Consider the problem of estimating a random variable from noisy observations , where is standard normal, under the fidelity criterion. It is well known that…
math.ST2024
Multivariate Priors and the Linearity of Optimal Bayesian Estimators under Gaussian Noise
Leighton P. Barnes, Alex Dytso, Jingbo Liu +1
Consider the task of estimating a random vector from noisy observations , where is a standard normal vector, under the fidelity criterion. This work establ…