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added note RE phase shift (#295)
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odunbar authored Apr 2, 2024
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6 changes: 3 additions & 3 deletions docs/src/examples/sinusoid_example.md
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Expand Up @@ -19,14 +19,14 @@ We have a model of a sinusoidal signal that is a function of parameters $\theta=
```math
f(A, v) = A \sin(\phi + t) + v, \forall t \in [0,2\pi]
```
Here, $\phi$ is the random phase of each signal.
Here, $\phi$ is a random phase of each signal.
The goal is to estimate the not just point estimates of the parameters $\theta=(A,v)$, but entire probability distributions of them, given some noisy observations. We will use the range and mean of a signal as our observable:
```math
G(\theta) = \big[ \text{range}\big(f(\theta)\big), \text{mean}\big(f(\theta)\big) \big]
```
Then, our noisy observations, $y_{obs}$, can be written as:
This highlights the role of choosing a good observable, in particular our choice of $G$ is independent of the random phase shift $\phi$ and is in fact deterministic. This allows us to write out an expression for the noisy observation, $y_{obs}$:
```math
y_{obs} = G(\theta) + \mathcal{N}(0, \Gamma)
y_{obs} = G(\theta) + \gamma, \qquad \gamma \sim \mathcal{N}(0, \Gamma)
```
where $\Gamma$ is the observational covariance matrix. We will assume the noise to be independent for each observable, giving us a diagonal covariance matrix.

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