Simultaneous white noise models and shrinkage recovery of functional data
Fang Yao · Jan 16, 2015
Date: 2015-01-16 Time: 15:30-16:30 Location: BURN 1205 Abstract: We consider the white noise representation of functional data taken as i.i.d. realizations of a Gaussian process. The main idea is to establish an asymptotic equivalence in Le Cam’s sense between an experiment which simultaneously describes these realizations and a collection of white noise models. In this context, we project onto an arbitrary basis and apply a novel variant of Stein-type estimation for optimal recovery of the realized trajectories.