Bayesian posterior consistency in the functional randomly shifted curves model

preprint2013arXivOpen access

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 $\PP_{f^0,g^0}$ 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 $\PP_{f^0,g^0}$ 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.

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