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Sharp template estimation in a shifted curves model

Bigot, Jérémie and Gadat, Sébastien and Marteau, Clément Sharp template estimation in a shifted curves model. (2013) Electronic Journal of Statistics, 4. 994-1021. ISSN 1935-7524

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Official URL: http://dx.doi.org/10.1214/10-EJS576

Abstract

This paper considers the problem of adaptive estimation of a template in a randomly shifted curve model. Using the Fourier transform of the data, we show that this problem can be transformed into a linear inverse problem with a random operator. Our aim is to approach the estimator that has the smallest risk on the true template over a finite set of linear estimators defined in the Fourier domain. Based on the principle of unbiased empirical risk minimization, we derive a nonasymptotic oracle inequality in the case where the law of the random shifts is known. This inequality can then be used to obtain adaptive results on Sobolev spaces as the number of observed curves tend to infinity. Some numerical experiments are given to illustrate the performances of our approach.

Item Type:Article
Additional Information:Thanks to Institute of Mathematical Statistics editor. The definitive version is available at http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ejs/1286455791
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National des Sciences Appliquées de Toulouse - INSA (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Laboratory name:
Statistics:download
Deposited By: Jérémie Bigot
Deposited On:15 Mar 2013 09:50

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