Minimax Optimal Estimation of Mean and Covariance Functions with Spectral Regularization
谱正则化下均值与协方差函数的极小极大最优估计
Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and the covariance functions within a reproducing kernel Hilbert space (RKHS) setting. Our approach utilizes a spectral regularization technique under Hölder-type source conditions, allowing for a broad class of regularization schemes and…