1973The Annals of ProbabilityOpen access

A Note on Minimax Filtering

Leo Breiman

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Abstract

A minimax procedure is found for filtering the "signal" from the "noise" in a stationary time series when it is known only that the spectral distribution function of the "signal" lies in a convex set defined by linear inequalities.

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A minimax procedure is found for filtering the "signal" from the "noise" in a stationary time series when it is known only that the spectral distribution function of the "signal" lies in a convex set defined by linear inequalities.

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Available abstract

A minimax procedure is found for filtering the "signal" from the "noise" in a stationary time series when it is known only that the spectral distribution function of the "signal" lies in a convex set defined by linear inequalities.

Key concepts: Mathematics, Minimax, Series (stratigraphy), Applied mathematics, Regular polygon, Noise (video), Set (abstract data type), Function (biology)

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