Consistent estimates of deformed isotropic Gaussian random fields on the plane

Citation
Anderes, Ethan et Chatterjee, Sourav, Consistent estimates of deformed isotropic Gaussian random fields on the plane, Annals of statistics , 37(5A), 2009, pp. 2324-2350
Journal title
ISSN journal
00905364
Volume
37
Issue
5A
Year of publication
2009
Pages
2324 - 2350
Database
ACNP
SICI code
Abstract
This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation f: .2..2 when observing the deformed random field Z.f on a dense grid in a bounded, simply connected domain ., where Z is assumed to be an isotropic Gaussian random field on .2. The estimate f. is constructed on a simply connected domain U, such that U... 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 f..R.f+c uniformly on compact subsets of U with probability one as the grid spacing goes to zero, where R. is an unidentifiable rotation and c is an unidentifiable translation.