Abstract
The formalism of the Wiener filter (WF) and constrained realizations (CRs) is reviewed here within the cosmological context of the primordial perturbations constituting a random Gaussian field. It is shown that in such a context the WF/CRs methodology is the optimal tool of reconstructing the (linear) large-scale structure of the universe from noisy, sparse and incomplete data. The emphasis of the chapter is on reviewing the WF and CR algorithm as applied to the linear regime of the gravitational instability and Gaussian random fields. Applications to the reconstruction of the cosmography from redshift and peculiar surveys are briefly reviewed.
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