English

Bayesian posterior consistency in the functional randomly shifted curves model

Statistics Theory 2013-03-14 v2 Statistics Theory

Abstract

In this paper, we consider the so-called Shape Invariant Model which stands for the estimation of a function f0f^0 submitted to a random translation of law g0g^0 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 \PPf0,g0\PP_{f^0,g^0} as well as f0f^0 and g0g^0. In this perspective, we adopt a Bayesian point of view and find prior on ff and gg such that the posterior distribution concentrates around \PPf0,g0\PP_{f^0,g^0} at a polynomial rate when nn goes to ++\infty. We obtain a logarithmic posterior contraction rate for the shape f0f^0 and the distribution g0g^0. We also derive logarithmic lower bounds for the estimation of f0f^0 and g0g^0 in a frequentist paradigm.

Keywords

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

R2 v1 2026-06-21T22:58:47.837Z