Consistent estimates of deformed isotropic Gaussian random fields on the plane

DOI10.1214/08-AOS647MaRDI QIDQ834342zbMATH OpenFDO

Authors Sourav Chatterjee, Ethan B. Anderes

Publication date 19 August 2009

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

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

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)

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.

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Cited in

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• Interpolation of nonstationary high frequency spatial-temporal temperature data
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• Two-dimensional density estimation using smooth invertible transformations
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