# Gauss Linear Model

The model says that the are generated as follows:

- there are no restrictions on the way are generated;
- given , the are generated from , where is a vector of parameters, is distributed as , and is another parameter.

See Section 8.5 of Vovk et al. (2005) and Vovk et al. (2008) for the formulation of this model as an on-line compression model.

**Bibliography**

- Vladimir Vovk, Alexander Gammerman and Glenn Shafer (2005). Algorithmic learning in a random world. Springer, New York.
- Vladimir Vovk, Ilia Nouretdinov, and Alexander Gammerman (2008). On-line predictive linear regression. To appear in
*Annals of Statistics*.