Statistical analysis on high-dimensional spheres and shape spaces

DOI10.1214/009053605000000264zbMATH Open1078.62058arXivmath/0508279OpenAlexW3104015825WikidataQ58419269 ScholiaQ58419269MaRDI QIDQ2583415FDOQ2583415

Authors: Ian L. Dryden 

Publication date: 16 January 2006

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

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.

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

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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)

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Cited In (29)

• Bayesian Model Choice for Directional Data
• On the Bingham distribution with large dimension
• Distance-based hypothesis tests on the Watson distribution
• Title not available (Why is that?)
• Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
• The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the \(d\)-sphere
• Barycentric subspace analysis on manifolds
• Comment on Geodesic Monte Carlo on Embedded Manifolds by Byrne and Girolami
• Asymptotics for spherical needlets
• Surface shape analysis with an application to brain surface asymmetry in schizophrenia
• Statistical inference under the strongly spiked eigenvalue model
• Linear models for statistical shape analysis based on parametrized closed curves
• Title not available (Why is that?)
• Distance-based tests for planar shape
• Geodesic projection of the von Mises-Fisher distribution for projection pursuit of directional data
• Entropy-based pivotal statistics for multi-sample problems in planar shape
• Poisson Kernel-Based Clustering on the Sphere: Convergence Properties, Identifiability, and a Method of Sampling
• Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test
• On the power of axial tests of uniformity on spheres
• Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
• Geometric classifiers for high-dimensional noisy data
• About simple variational splines from the Hamiltonian viewpoint
• Complete asymptotic expansions for the normalizing constants of high-dimensional matrix Bingham and matrix Langevin distributions
• A Bayesian analysis of the Bingham distribution
• The self-normalized Donsker theorem revisited
• Statistical analysis of scale-space
• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
• High-dimensional tests for spherical location and spiked covariance
• Numerical computation of triangular complex spherical designs with small mesh ratio

Uses Software

• fda (R)

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