Séminaire de Probabilités et Statistique :

Le 24 mars 2025 à 13:45 - UM - Bât 09 - Salle de conférence (1er étage)

Présentée par Aboubacar Amir - Université de Lille

Real time estimation for functional data under heteroscedasticity

We address new challenges related to non parametric estimation when the data are of complex nature (massive, sequentially observed and infinite dimensional). We focus on online estimation of the regression and variance operators, when the response Y is a real random variable and the covariate X takes values in an infinite-dimensional space. Estimators are introduced when a sample is supposed to be sequentially collected from a functional regression model. Asymptotic results are established with convergence rates, whereas some applications show how the proposed estimators perform in terms of reducing the computational time without decreasing significantly the accuracy.

Séminaire en salle 109, également retransmis sur zoom : https://umontpellier-fr.zoom.us/j/7156708132