arXiv · 0710.0379
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 $f:\Bbb{R}^2\to\Bbb{R}^2$ when observing the deformed random field $Z\circ f$ on a dense grid in a bounded, simply connected domain $Ω$, where $Z$ is assumed to be an isotropic Gaussian random field on $\Bbb{R}^2$. The estimate $\hat{f}$ is constructed on a simply connected domain $U$, such that $\overline{U}\subsetΩ$ 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 $\hat{f}\to R_θf+c$ uniformly on compact subsets of $U$ with probability one as the grid spacing goes to zero, where $R_θ$ is an unidentifiable rotation and $c$ is an unidentifiable translation.
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Ethan Anderes, Sourav Chatterjee. 2009-08-21. Consistent estimates of deformed isotropic Gaussian random fields on the plane. https://doi.org/10.1214/08-aos647
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