2016-01-03

inferring a Gaussian from samples from random projections

My whole project from the last days of 2015 worked: If you give me samples from random projections of a Gaussian, I can infer the variance tensor of that Gaussian! Even if I only get one single sample point from each projection. I am amazed, but it is the magic of asymptotically unbiased, efficient estimators. (I think!) Anyway, I spent my bits of time here and there over the break coding, running, and visualizing. Now I have a good argument and acceptable (though slow) code. The question is: Is this publishable in any journal? It is a pure statistics result, but obvious in that context. I am pursuing it related to diffraction microscopy, but the problem is way too artificial for that audience, I expect. I need a scope.

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