No Arabic abstract
Given an inhomogeneous chain embedded in a noisy image, we consider the conditions under which such an embedded chain is detectable. Many applications, such as detecting moving objects, detecting ship wakes, can be abstracted as the detection on the existence of chains. In this work, we provide the detection algorithm with low order of computation complexity to detect the chain and the optimal theoretical detectability regarding SNR (signal to noise ratio) under the normal distribution model. Specifically, we derive an analytical threshold that specifies what is detectable. We design a longest significant chain detection algorithm, with computation complexity in the order of $O(nlog n)$. We also prove that our proposed algorithm is asymptotically powerful, which means, as the dimension $n rightarrow infty$, the probability of false detection vanishes. We further provide some simulated examples and a real data example, which validate our theory.
We develop an unsupervised, nonparametric, and scalable statistical learning method for detection of unknown objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown shapes and sizes in the presence of nonparametric noise of unknown level. The noise density is assumed to be unknown and can be very irregular. The algorithm has linear complexity and exponential accuracy and is appropriate for real-time systems. We prove strong consistency and scalability of our method in this setup with minimal assumptions.
Optimal linear prediction (also known as kriging) of a random field ${Z(x)}_{xinmathcal{X}}$ indexed by a compact metric space $(mathcal{X},d_{mathcal{X}})$ can be obtained if the mean value function $mcolonmathcal{X}tomathbb{R}$ and the covariance function $varrhocolonmathcal{X}timesmathcal{X}tomathbb{R}$ of $Z$ are known. We consider the problem of predicting the value of $Z(x^*)$ at some location $x^*inmathcal{X}$ based on observations at locations ${x_j}_{j=1}^n$ which accumulate at $x^*$ as $ntoinfty$ (or, more generally, predicting $varphi(Z)$ based on ${varphi_j(Z)}_{j=1}^n$ for linear functionals $varphi, varphi_1, ldots, varphi_n$). Our main result characterizes the asymptotic performance of linear predictors (as $n$ increases) based on an incorrect second order structure $(tilde{m},tilde{varrho})$, without any restrictive assumptions on $varrho, tilde{varrho}$ such as stationarity. We, for the first time, provide necessary and sufficient conditions on $(tilde{m},tilde{varrho})$ for asymptotic optimality of the corresponding linear predictor holding uniformly with respect to $varphi$. These general results are illustrated by weakly stationary random fields on $mathcal{X}subsetmathbb{R}^d$ with Matern or periodic covariance functions, and on the sphere $mathcal{X}=mathbb{S}^2$ for the case of two isotropic covariance functions.
In this work we introduce the concept of Bures-Wasserstein barycenter $Q_*$, that is essentially a Frechet mean of some distribution $mathbb{P}$ supported on a subspace of positive semi-definite Hermitian operators $mathbb{H}_{+}(d)$. We allow a barycenter to be restricted to some affine subspace of $mathbb{H}_{+}(d)$ and provide conditions ensuring its existence and uniqueness. We also investigate convergence and concentration properties of an empirical counterpart of $Q_*$ in both Frobenius norm and Bures-Wasserstein distance, and explain, how obtained results are connected to optimal transportation theory and can be applied to statistical inference in quantum mechanics.
We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score tests for the case of unknown density. The tests are incorporated with model selection rules to choose reasonable model dimensions automatically by the data. Consistency of the tests is proved.
Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of independent identically distributed random variables and second order stationary processes. In recent years, we observe heavy-tailed data in many fields. To model such data suitably, we consider symmetric scalar and multivariate $alpha$-stable linear processes generated by infinite variance innovation sequence. We use a Whittle likelihood type estimating function in the empirical likelihood ratio function and derive the asymptotic distribution of the empirical likelihood ratio statistic for $alpha$-stable linear processes. With the empirical likelihood statistic approach, the theory of estimation and testing for second order stationary processes is nicely extended to heavy-tailed data analyses, not straightforward, and applicable to a lot of financial statistical analyses.