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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 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.

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