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Wavelet: from statistic to geometry - Kerkyacharian, Gérard (Auteur de la Conférence) | CIRM H

Multi angle

Since the last twenty years, Littlewood-Paley analysis and wavelet theory has proved to be a very useful tool for non parametric statistic. This is essentially due to the fact that the regularity spaces (Sobolev and Besov) could be characterized by wavelet coefficients. Then it appeared that that the Euclidian analysis is not always appropriate, and lot of statistical problems have their own geometry. For instance: Wicksell problem and Jacobi Polynomials, Tomography and the harmonic analysis of the ball, the study of the Cosmological Microwave Background and the harmonic analysis of the sphere. In these last years it has been proposed to build a Littlewood-Paley analysis and a wavelet theory associated to the Laplacien of a Riemannian manifold or more generally a positive operator associated to a suitable Dirichlet space with a good behavior of the associated heat kernel. This can help to revisit some classical studies of the regularity of Gaussian field.

Keywords: heat kernel - functional calculus - wavelet - Gaussian process[-]
Since the last twenty years, Littlewood-Paley analysis and wavelet theory has proved to be a very useful tool for non parametric statistic. This is essentially due to the fact that the regularity spaces (Sobolev and Besov) could be characterized by wavelet coefficients. Then it appeared that that the Euclidian analysis is not always appropriate, and lot of statistical problems have their own geometry. For instance: Wicksell problem and Jacobi ...[+]

43A85 ; 60G15 ; 60G17 ; 58C50

Sélection Signaler une erreur
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We prove that a measure on $[-d,d]$ is the spectral measure of a factor of i.i.d. process on a vertex-transitive infinite graph if and only if it is absolutely continuous with respect to the spectral measure of the graph. Moreover, we show that the set of spectral measures of factor of i.i.d. processes and that of $\bar{d}_2$-limits of factor of i.i.d. processes are the same.

05C80 ; 60G15

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Fractional Gaussian fields on fractals - Baudoin, Fabrice (Auteur de la Conférence) | CIRM H

Virtualconference

We study the regularity of the Gaussian random measures $(-\Delta)^{-s}W$ on the Sierpiński gasket where $W$ is a white noise and $\Delta$ the Laplacian with respect to the Hausdorff measure. Along the way we prove sharp global Hölder regularity estimates for the fractional Riesz kernels on the gasket which are new and of independent interest.
This is a joint work with Celine Lacaux.

60G60 ; 28A80 ; 60G15

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We consider the monogenic representation for self-similar random fields. This approach is based on the monogenic representation of a greyscale image, using Riesz transform, and is particularly well-adapted to detect directionality of self-similar Gaussian fields. In particular, we focus on distributions of monogenic parameters defined as amplitude, orientation and phase of the spherical coordinates of the wavelet monogenic representation. This allows us to define estimators for some anisotropic fractional fields. We then consider the elliptical monogenic model to define vector-valued random fields according to natural colors, using the RGB color model. Joint work with Philippe Carre (XLIM, Poitiers), Céline Lacaux (LMA, Avignon) and Claire Launay (IDP, Tours).[-]
We consider the monogenic representation for self-similar random fields. This approach is based on the monogenic representation of a greyscale image, using Riesz transform, and is particularly well-adapted to detect directionality of self-similar Gaussian fields. In particular, we focus on distributions of monogenic parameters defined as amplitude, orientation and phase of the spherical coordinates of the wavelet monogenic representation. This ...[+]

60G60 ; 60G15 ; 60G18

Sélection Signaler une erreur