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We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

This paper addresses the problem of detecting and estimating the anisotropy of a stationary real-valued random field from a single realization of one of its excursion sets. This setting is challenging as it relies on observing a binary…

Methodology · Statistics 2025-12-15 Jean-Marc Azaïs , Federico Dalmao , Yohann De Castro

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…

Probability · Mathematics 2021-10-15 Abhinav Das , Vitalii Makogin , Evgeny Spodarev

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on $\mathbb R^2$ under small spatial-invariant random perturbations. An expansion formula for mean curvatures is derived when the magnitude of the perturbation…

Probability · Mathematics 2019-05-06 Elena Di Bernardino , Anne Estrade , Maurizia Rossi

The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the…

Methodology · Statistics 2015-01-29 Max Sommerfeld , Stephen Sain , Armin Schwartzman

The excursion set of a $C^2$ smooth random field carries relevant information in its various geometric measures. From a computational viewpoint, one never has access to the continuous observation of the excursion set, but rather to…

Probability · Mathematics 2022-09-22 Ryan Cotsakis , Elena Di Bernardino , Céline Duval

We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is defined which appears to be a kind of a weighted…

Statistics Theory · Mathematics 2022-09-07 Vitalii Makogin , Evgeny Spodarev

We investigate the estimation of the perimeter of a set by a graph cut of a random geometric graph. For $\Omega \subset D = (0,1)^d$, with $d \geq 2$, we are given $n$ random i.i.d. points on $D$ whose membership in $\Omega$ is known. We…

Statistics Theory · Mathematics 2016-08-16 Nicolás García Trillos , Dejan Slepčev , James von Brecht

This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in…

Probability · Mathematics 2017-02-21 Dennis Müller

This is a brief review, in relatively non-technical terms, of recent advances in the theory of random field geometry. These advances have provided a collection of explicit new formulae describing mean values of a variety of geometric…

Probability · Mathematics 2008-05-08 Robert J Adler

We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the objective function is assumed to be a realization of a Gaussian…

Statistics Theory · Mathematics 2017-08-02 Dario Azzimonti , Julien Bect , Clément Chevalier , David Ginsbourger

Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion…

Probability · Mathematics 2017-04-04 Marie Kratz , Sreekar Vadlamani

Let $X= \{X(p), p\in M\}$ be a centered Gaussian random field, where $M$ is a smooth Riemannian manifold. For a suitable compact subset $D\subset M$, we obtain the approximations to excursion probability $\mathbb{P}\{\sup_{p\in D} X(p) \ge…

Probability · Mathematics 2015-05-05 Dan Cheng

The surface area of a set which is only observed as a binary pixel image is often estimated by a weighted sum of pixel configurations counts. In this paper we examine these estimators in a design based setting -- we assume that the observed…

Statistics Theory · Mathematics 2019-06-20 Jürgen Kampf

In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit.…

Probability · Mathematics 2020-10-30 Anna Paola Todino

Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…

Probability · Mathematics 2007-12-28 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

A deterministic application $\theta\,:\,\mathbb{R}^2\rightarrow\mathbb{R}^2$ deforms bijectively and regularly the plane and allows to build a deformed random field $X\circ\theta\,:\,\mathbb{R}^2\rightarrow\mathbb{R}$ from a regular,…

Probability · Mathematics 2017-05-24 Julie Fournier

When a random field $(X_t, \ t\in {\mathbb R}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $~1_{[u, \infty)}(X_t)$. The purpose of this work is to study functionals (as established in stochastic…

Probability · Mathematics 2014-10-30 Marie Kratz , Werner Nagel

This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…

Statistics Theory · Mathematics 2008-12-18 Ethan B. Anderes , Michael L. Stein

Extreme events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary with the spatial location and the extremeness of the events.…

Statistics Theory · Mathematics 2025-01-15 Ryan Cotsakis , Elena Di Bernardino , Thomas Opitz
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