Stochastic recovery problem

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• 作者：B. S. Darkhovsky
• 刊名：Problems of Information Transmission
• 出版年：2008
• 出版时间：December, 2008
• 年：2008
• 卷：44
• 期：4
• 页码：303-314
• 全文大小：416.6 KB

文摘

We consider the problem of estimating a functional defined on some functional class from observations (with noise) of values of other functionals at the same functional class. In general, all functionals are nonlinear. We propose a formal mathematical statement of the problem. For the proposed statement, we give a nonasymptotically optimal estimation method under rather weak constraints on the estimated functional and noise. Some examples are considered.