Set Estimation from Reflected Brownian Motion

DOI10.1111/RSSB.12149MaRDI QIDQ5378381zbMATH OpenOpenAlexWikidataFDO

Authors Alejandro Cholaquidis, B. Pateiro-López, Ricardo Fraiman, Gábor Lugosi

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.0433

zbMATH Keywords

home range estimationreflected Brownian motionset estimation

Mathematics Subject Classification ID

Brownian motion (60J65) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Abstract: We study the problem of estimating a compact set $Ssubsetmathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various estimators of $S$ and its boundary. This problem has relevant applications in ecology in estimating the home range of an animal based on tracking data. There are a variety of studies on the habitat of animals that employ the notion of home range. This paper offers theoretical foundations for a new methodology that, under fairly unrestrictive shape assumptions, allows one to find flexible regions close to reality. The theoretical findings are illustrated on simulated and real data examples.

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• Universally consistent estimation of the reach
• Coupled stochastic systems of Skorokhod type: Well‐posedness of a mathematical model and its applications
• Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
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• Boundary detection algorithm inspired by locally linear embedding
• Sharp rates of convergence in the Hausdorff metric for some compactly supported stationary sequences
• Estimating the convex hull of the image of a set with smooth boundary: error bounds and applications

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