Alexander Meister - YPNG Talk, 24 Hillhouse Ave., Rm. 107

Friday, September 8, 2017 - 11:30am to 12:45pm
Institute for Mathematics, University of Rostock, Germany
Nonparametric density estimation for intentionally corrupted functional data
Abstract: We consider statistical models in which functional data are artificially contaminated by independent Wiener processes in order to satisfy privacy constraints. We show that the corrupted observations have a Wiener density, which determines the distribution of the original functional data uniquely. A nonparametric estimator of the functional density is constructed and its asymptotic properties are studied. We discuss real data applications in the fields of classification and goodness-of-fit testing. This talk is based on a joint work with Aurore Delaigle (University of Melbourne).
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YPNG Talk, 24 Hillhouse Avenue, Rm. 107