Research Colloquium with Omar Kassi (Bocconi University)

Omar Kassi will give talk on Structural adaptation and rate accelerated estimation in bivariate functional data

We introduce directional regularity, a new definition of anisotropy for multivariate functional data. Instead of taking the conventional view, which determines anisotropy as a notion of smoothness along a dimension, directional regularity additionally views anisotropy through the lens of directions. We show that faster rates of convergence for smoothing can be obtained through a change-of-basis by adapting to the anisotropy of a bivariate process. An algorithm for the estimation and identification of the change-of-basis matrix is constructed. Non-asymptotic bounds are provided for our algorithm, supplemented by numerical evidence from an extensive simulation study.

Everyone is cordially invited.

The event will be held in a hybrid format. Contact Bernhard Stankewitz in case you want to participate online.