Statistical analysis on high-dimensional spheres and shape spaces

DOI10.1214/009053605000000264MaRDI QIDQ2583415zbMATH OpenOpenAlexWikidataFDO

Authors Ian L. Dryden

Publication date 16 January 2006

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0508279

zbMATH Keywords

Bingham distributionfunctional data analysisshapedirectional dataWiener processWiener measurespheresvon Mises-Fisher distributionWatson distributionbrain shape modellingcomplex Binghamcomplex Watsoninfinite-dimensional spheres

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Inference from stochastic processes (62M99) Gaussian processes (60G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Abstract: We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available--a commonly encountered situation in many disciplines. First the uniform measure on the infinite-dimensional sphere is reviewed, together with connections with Wiener measure. We then discuss densities of Gaussian measures with respect to Wiener measure. Some nonuniform distributions on infinite-dimensional spheres and shape spaces are introduced, and special cases which have important practical consequences are considered. We focus on the high-dimensional real and complex Bingham, uniform, von Mises-Fisher, Fisher-Bingham and the real and complex Watson distributions. Asymptotic distributions in the cases where dimension and sample size are large are discussed. Approximations for practical maximum likelihood based inference are considered, and in particular we discuss an application to brain shape modeling.

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Cited in

(29)

• On the Bingham distribution with large dimension
• Bayesian Model Choice for Directional Data
• Distance-based hypothesis tests on the Watson distribution
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