Consistent estimates of deformed isotropic Gaussian random fields on the plane

DOI10.1214/08-AOS647zbMATH Open1171.62056arXiv0710.0379MaRDI QIDQ834342FDOQ834342

Authors: Sourav Chatterjee, Ethan B. Anderes 

Publication date: 19 August 2009

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

Abstract: This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation $f:Bbb{R}^{2}oBbb{R}^2$ when observing the deformed random field $Zcircf$ on a dense grid in a bounded, simply connected domain $Omega$, where $Z$ is assumed to be an isotropic Gaussian random field on $Bbb{R}^2$. The estimate $hatf$ is constructed on a simply connected domain $U$, such that $overlineUsubsetOmega$ 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 $hatfo{R}_{heta}f+c$ uniformly on compact subsets of $U$ with probability one as the grid spacing goes to zero, where $R_{heta}$ is an unidentifiable rotation and $c$ is an unidentifiable translation.

Full work available at URL: https://arxiv.org/abs/0710.0379

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zbMATH Keywords

Bergman spacedeformationquasi-conformal mapsnonstationary random fields

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Random fields (60G60)

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• Consistent estimates of deformed isotropic Gaussian random fields on the plane
• Two-dimensional density estimation using smooth invertible transformations
• Spin needlets spectral estimation
• On the consistent separation of scale and variance for Gaussian random fields
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
• Estimation of Spatial Deformation for Nonstationary Processes via Variogram Alignment
• Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
• Estimating deformations of isotropic Gaussian random fields on the plane
• Identification and isotropy characterization of deformed random fields through excursion sets
• Argumentwise invariant kernels for the approximation of invariant functions
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• Amplitude and phase variation of point processes
• Statistical downscaling with spatial misalignment: application to wildland fire \(\mathrm{PM}_{2.5}\) concentration forecasting

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