Bayesian posterior consistency in the functional randomly shifted curves model
Abstract
In this paper, we consider the so-called Shape Invariant Model which stands for the estimation of a function submitted to a random translation of law in a white noise model. We are interested in such a model when the law of the deformations is unknown. We aim to recover the law of the process as well as and . In this perspective, we adopt a Bayesian point of view and find prior on and such that the posterior distribution concentrates around at a polynomial rate when goes to . We obtain a logarithmic posterior contraction rate for the shape and the distribution . We also derive logarithmic lower bounds for the estimation of and in a frequentist paradigm.
Cite
@article{arxiv.1212.5429,
title = {Bayesian posterior consistency in the functional randomly shifted curves model},
author = {Dominique Bontemps and Sébastien Gadat},
journal= {arXiv preprint arXiv:1212.5429},
year = {2013}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1302.2043, arXiv:1302.2044