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Estimation of expected Euler characteristic curves of nonstationary smooth random fields

非平稳光滑随机场期望欧拉示性数曲线的估计

The expected Euler characteristic (EEC) of excursion sets of a smooth Gaussian-related random field over a compact manifold approximates the distribution of its supremum for high thresholds. Viewed as a function of the excursion threshold, the EEC of a Gaussian-related field is expressed by the Gaussian kinematic formula (GKF) as a finite sum of known functions multiplied by the Lipschitz–Killing curvatures (LKCs) of the generating Gaussian field. This paper proposes…

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Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate

重复随机场观测下空间超阈值集合的置信区域及气候应用

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 target function, a pair of data-dependent nested excursion sets are constructed that are sub- and super-sets of the true excursion set, respectively, with a desired confidence. Asymptotic coverage probabilities are determined via a…

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Multiple testing of local maxima for detection of peaks in random fields

A topological multiple testing scheme is presented for detecting peaks in images under stationary ergodic Gaussian noise, where tests are performed at local maxima of the smoothed observed signals. The procedure generalizes the one-dimensional scheme of [31] to Euclidean domains of arbitrary dimension. Two methods are developed according to two different ways of computing p-values: (i) using the exact distribution of the height of local maxima, available explicitly when the…

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The Empirical Distribution of a Large Number of Correlated Normal Variables

大量相关正态变量的经验分布

Motivated by the advent of high dimensional highly correlated data, this work studies the limit behavior of the empirical cumulative distribution function (ecdf) of standard normal random variables under arbitrary correlation. First, we provide a necessary and sufficient condition for convergence of the ecdf to the standard normal distribution. Next, under general correlation, we show that the ecdf limit is a random, possible infinite, mixture of normal distribution…

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False Discovery Control in Large-Scale Spatial Multiple Testing

大规模空间多重检验中的错误发现控制

Summary The paper develops a unified theoretical and computational framework for false discovery control in multiple testing of spatial signals. We consider both pointwise and clusterwise spatial analyses, and derive oracle procedures which optimally control the false discovery rate, false discovery exceedance and false cluster rate. A data-driven finite approximation strategy is developed to mimic the oracle procedures on a continuous spatial domain. Our multiple-testing…

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Comment: FDP vs FDR and the Effect of Conditioning

评论:错误发现比例、错误发现率与条件化的影响

Accurate estimation of the false discovery proportion (FDP) and false discovery rate (FDR) is a problem that has been eagerly waiting for a solution. Fan, Han and Gu have found one. They have achieved this by both clarifying the concept of the problem and providing a feasible algorithmic solution. In this comment, I discuss some of the central concepts involving FDP and its estimation via conditioning in contrast with the estimators by Efron (2007) and Friguet et al. (2009).

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Multiple testing of local maxima for detection of peaks in 1D

利用局部极大值多重检验检测一维峰值

A topological multiple testing scheme for one-dimensional domains is proposed where, rather than testing every spatial or temporal location for the presence of a signal, tests are performed only at the local maxima of the smoothed observed sequence. Assuming unimodal true peaks with finite support and Gaussian stationary ergodic noise, it is shown that the algorithm with Bonferroni or Benjamini-Hochberg correction provides asymptotic strong control of the family wise error…

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Group Comparison of Eigenvalues and Eigenvectors of Diffusion Tensors

扩散张量特征值与特征向量的组间比较

Diffusion tensor imaging (DTI) data differ from most medical images in that values at each voxel are not scalars, but 3 × 3 symmetric positive definite matrices called diffusion tensors (DTs). The anatomic characteristics of the tissue at each voxel are reflected by the DT eigenvalues and eigenvectors. In this article we consider the problem of testing whether the means of two groups of DT images are equal at each voxel in terms of the DT's eigenvalues, eigenvectors, or…

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Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

高斯对称矩阵特征值与特征向量的推断

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent repeated samples from one or two populations. These inference problems are relevant in the analysis of diffusion tensor imaging data and polarized cosmic background radiation data, where the observations are, respectively, 3×3 and 2×2 symmetric…

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