MINIMAX PROPERTIES OF FRÉCHET MEANS OF DISCRETELY SAMPLED CURVES

Citation
Jérémie Bigot et Xavier Gendre, MINIMAX PROPERTIES OF FRÉCHET MEANS OF DISCRETELY SAMPLED CURVES, Annals of statistics , 41(2), 2013, pp. 923-956
Journal title
ISSN journal
00905364
Volume
41
Issue
2
Year of publication
2013
Pages
923 - 956
Database
ACNP
SICI code
Abstract
We study the problem of estimating a mean pattern from a set of similar curves in the setting where the variability in the data is due to random geometric deformations and additive noise. We propose an estimator based on the notion of Fréchet mean that is a generalization of the standard notion of averaging to non-Euclidean spaces. We derive a minimax rate for this estimation problem, and we show that our estimator achieves this optimal rate under the asymptotics where both the number of curves and the number of sampling points go to infinity.