Consistent estimates of deformed isotropic Gaussian random fields on the plane
Anderes, Ethan ; Chatterjee, Sourav
Ann. Statist., Tome 37 (2009) no. 1, p. 2324-2350 / Harvested from Project Euclid
This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation f: ℝ2→ℝ2 when observing the deformed random field Z○f on a dense grid in a bounded, simply connected domain Ω, where Z is assumed to be an isotropic Gaussian random field on ℝ2. The estimate f̂ is constructed on a simply connected domain U, such that U̅⊂Ω and is defined using kernel smoothed quadratic variations, Bergman projections and results from quasiconformal theory. We show, under mild assumptions on the random field Z and the deformation f, that f̂→Rθf+c uniformly on compact subsets of U with probability one as the grid spacing goes to zero, where Rθ is an unidentifiable rotation and c is an unidentifiable translation.
Publié le : 2009-10-15
Classification:  Deformation,  quasiconformal maps,  nonstationary random fields,  Bergman space,  60G60,  62M30,  62M40,  62G05
@article{1247663757,
     author = {Anderes, Ethan and Chatterjee, Sourav},
     title = {Consistent estimates of deformed isotropic Gaussian random fields on the plane},
     journal = {Ann. Statist.},
     volume = {37},
     number = {1},
     year = {2009},
     pages = { 2324-2350},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1247663757}
}
Anderes, Ethan; Chatterjee, Sourav. Consistent estimates of deformed isotropic Gaussian random fields on the plane. Ann. Statist., Tome 37 (2009) no. 1, pp.  2324-2350. http://gdmltest.u-ga.fr/item/1247663757/