A deconvolution approach to estimation of a common shape in a shifted curves model

Details A deconvolution approach to estimation of a common shape in a shifted curves model A deconvolution approach to estimation of a common shape in a shifted curves model

2008-12-18

arxiv.org/abs/0812.3502v3

Annals of Statistics 2010, Vol. 38, No. 4, 2422-2464

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/10-AOS800 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/10-AOS800

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role of a convolution operator. An adaptive estimator of the mean pattern, based on wavelet thresholding is proposed. We study its consistency for the quadratic risk as the number of observed curves tends to infinity, and this estimator is shown to achieve a near-minimax rate of convergence over a large class of Besov balls. This rate depends both on the smoothness of the common shape of the curves and on the decay of the Fourier coefficients of the density of the random shifts. Hence, this paper makes a connection between mean pattern estimation and the statistical analysis of linear inverse problems, which is a new point of view on curve registration and image warping problems. We also provide a new method to estimate the unknown random shifts between curves. Some numerical experiments are given to illustrate the performances of our approach and to compare them with another algorithm existing in the literature.

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