add wf demo
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demo_wiener_filter.ipynb
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- Assuming we have a distribution $\mathcal{G}(b,B)$ we can sample from and we want to draw a sample from a distritbution $\mathcal{G}(c,C)$ with covariance $C$. The two distributions are connected via the relation $C = ABA^{\dagger}.$ One can show that $c= Ab$ with $b \curvearrowleft \mathcal{G}(b,B)$ has a probability distribution with covariance $C$ as desired.