Estimation of anisotropic Gaussian fields through Radon transform
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Abstract: We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional Brownian field and prove that these processes admit a spectral density satisfying the previous assumptions. Finally we use simulated fields to test the proposed estimator in different anisotropic and isotropic cases. Results show that the estimator behaves similarly in all cases and is able to detect anisotropy quite accurately.
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Cited in
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- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
- Estimation of local anisotropy based on level sets
- Estimating anisotropy directly via neural timeseries
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
- Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures
- Estimation of self-similar Gaussian fields using wavelet transform
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- Identification and series decomposition of anisotropic Gaussian fields
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- Regularized local multiband complex wavelet analysis for piecewise homogeneous anisotropic self-similar textures
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