Consistent estimates of deformed isotropic Gaussian random fields on the plane
Abstract
This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation when observing the deformed random field on a dense grid in a bounded, simply connected domain , where is assumed to be an isotropic Gaussian random field on . The estimate is constructed on a simply connected domain , such that and is defined using kernel smoothed quadratic variations, Bergman projections and results from quasiconformal theory. We show, under mild assumptions on the random field and the deformation , that uniformly on compact subsets of with probability one as the grid spacing goes to zero, where is an unidentifiable rotation and is an unidentifiable translation.
Keywords
Cite
@article{arxiv.0710.0379,
title = {Consistent estimates of deformed isotropic Gaussian random fields on the plane},
author = {Ethan Anderes and Sourav Chatterjee},
journal= {arXiv preprint arXiv:0710.0379},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/08-AOS647 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)