Adaptive multiscale detection of filamentary structures in a background of uniform random points

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Abstract: We are given a set of n points that might be uniformly distributed in the unit square [0,1]2. We wish to test whether the set, although mostly consisting of uniformly scattered points, also contains a small fraction of points sampled from some (a priori unknown) curve with Calpha-norm bounded by . An asymptotic detection threshold exists in this problem; for a constant , if the number of points sampled from the curve is smaller than , reliable detection is not possible for large n. We describe a multiscale significant-runs algorithm that can reliably detect concentration of data near a smooth curve, without knowing the smoothness information alpha or in advance, provided that the number of points on the curve exceeds . This algorithm therefore has an optimal detection threshold, up to a factor T∗/T−. At the heart of our approach is an analysis of the data by counting membership in multiscale multianisotropic strips. The strips will have area 2/n and exhibit a variety of lengths, orientations and anisotropies. The strips are partitioned into anisotropy classes; each class is organized as a directed graph whose vertices all are strips of the same anisotropy and whose edges link such strips to their ``good continuations. The point-cloud data are reduced to counts that measure membership in strips. Each anisotropy graph is reduced to a subgraph that consist of strips with significant counts. The algorithm rejects mathbfH0 whenever some such subgraph contains a path that connects many consecutive significant counts.












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