English

A Schur transform for spatial stochastic processes

Statistics Theory 2018-11-19 v2 Statistics Theory

Abstract

The variance, higher order moments, covariance, and joint moments or cumulants are shown to be special cases of a certain tensor in VnV^{\otimes n} defined in terms of a collection X1,...,XnX_1,...,X_n of VV-valued random variables, for an appropriate finite-dimensional real vector space VV. A statistical transform is proposed from such collections--finite spatial stochastic processes--to numerical tuples using the Schur-Weyl decomposition of VnV^{\otimes n}. It is analogous to the Fourier transform, replacing the periodicity group Z\mathbb{Z}, R\mathbb{R}, or U(1)U(1) with the permutation group SnS_{n}. As a test case, we apply the transform to one of the datasets used for benchmarking the Continuous Registration Challenge, the thoracic 4D Computed Tomography (CT) scans from the M.D. Anderson Cancer Center available for download from DIR-Lab. Further applications to morphometry and statistical shape analysis are suggested.

Keywords

Cite

@article{arxiv.1811.06221,
  title  = {A Schur transform for spatial stochastic processes},
  author = {James Mathews},
  journal= {arXiv preprint arXiv:1811.06221},
  year   = {2018}
}

Comments

9 pages, 1 figure

R2 v1 2026-06-23T05:16:35.578Z