Open Access
2019 Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
Hermine Biermé, Elena Di Bernardino, Céline Duval, Anne Estrade
Electron. J. Statist. 13(1): 536-581 (2019). DOI: 10.1214/19-EJS1530
Abstract

In the present paper we study three geometrical characteristics for the excursion sets of a two-dimensional stationary isotropic random field. First, we show that these characteristics can be estimated without bias if the considered field satisfies a kinematic formula, this is for instance the case of fields given by a function of smooth Gaussian fields or of some shot noise fields. By using the proposed estimators of these geometric characteristics, we describe some inference procedures for the estimation of the parameters of the field. An extensive simulation study illustrates the performances of each estimator. Then, we use the Euler characteristic estimator to build a test to determine whether a given field is Gaussian or not, when compared to various alternatives. The test is based on a sparse information, i.e., the excursion sets for two different levels of the field to be tested. Finally, the proposed test is adapted to an applied case, synthesized 2D digital mammograms.

References

1.

[1] R. J. Adler and J. E. Taylor., Random fields and geometry. Springer Monographs in Mathematics. Springer, New York, 2007. 1149.60003[1] R. J. Adler and J. E. Taylor., Random fields and geometry. Springer Monographs in Mathematics. Springer, New York, 2007. 1149.60003

2.

[2] R. J. Adler and J. E. Taylor., Topological complexity of smooth random functions, volume 2019 of Lecture Notes in Mathematics. Springer, Heidelberg, 2011. Lectures from the 39th Probability Summer School held in Saint-Flour, 2009, École d’Été de Probabilités de Saint-Flour. [Saint-Flour Probability Summer School].[2] R. J. Adler and J. E. Taylor., Topological complexity of smooth random functions, volume 2019 of Lecture Notes in Mathematics. Springer, Heidelberg, 2011. Lectures from the 39th Probability Summer School held in Saint-Flour, 2009, École d’Été de Probabilités de Saint-Flour. [Saint-Flour Probability Summer School].

3.

[3] J. M. Azaïs and M. Wschebor., Level sets and extrema of random processes and fields. John Wiley & Sons, 2009.[3] J. M. Azaïs and M. Wschebor., Level sets and extrema of random processes and fields. John Wiley & Sons, 2009.

4.

[4] F. Baccelli and B. Błaszczyszyn., Stochastic Geometry and Wireless Networks, Volume I - Theory, volume 3, No 3–4 of Foundations and Trends in Networking. NoW Publishers, 2009.[4] F. Baccelli and B. Błaszczyszyn., Stochastic Geometry and Wireless Networks, Volume I - Theory, volume 3, No 3–4 of Foundations and Trends in Networking. NoW Publishers, 2009.

5.

[5] C. Berzin. Estimation of Local Anisotropy Based on Level Sets., ArXiv e-prints :1801.03760, January 2018.[5] C. Berzin. Estimation of Local Anisotropy Based on Level Sets., ArXiv e-prints :1801.03760, January 2018.

6.

[6] H. Biermé and A. Desolneux. On the perimeter of excursion sets of shot noise random fields., The Annals of Probability, 44(1):521–543, 2016. 1343.60060 10.1214/14-AOP980 euclid.aop/1454423048[6] H. Biermé and A. Desolneux. On the perimeter of excursion sets of shot noise random fields., The Annals of Probability, 44(1):521–543, 2016. 1343.60060 10.1214/14-AOP980 euclid.aop/1454423048

7.

[7] H. Biermé and A. Desolneux. Mean Geometry for 2D random fields: level perimeter and level total curvature integrals. Preprint hal -01370902, July, 2017.[7] H. Biermé and A. Desolneux. Mean Geometry for 2D random fields: level perimeter and level total curvature integrals. Preprint hal -01370902, July, 2017.

8.

[8] A. Bulinski, E. Spodarev, and F. Timmermann. Central limit theorems for the excursion set volumes of weakly dependent random fields., Bernoulli, 18(1):100–118, 2012. 1239.60017 10.3150/10-BEJ339 euclid.bj/1327068619[8] A. Bulinski, E. Spodarev, and F. Timmermann. Central limit theorems for the excursion set volumes of weakly dependent random fields., Bernoulli, 18(1):100–118, 2012. 1239.60017 10.3150/10-BEJ339 euclid.bj/1327068619

9.

[9] E. M Cabaña. Affine processes: a test of isotropy based on level sets., SIAM Journal on Applied Mathematics, 47(4):886–891, 1987. 0627.62088 10.1137/0147059[9] E. M Cabaña. Affine processes: a test of isotropy based on level sets., SIAM Journal on Applied Mathematics, 47(4):886–891, 1987. 0627.62088 10.1137/0147059

10.

[10] B Casaponsa, B Crill, L Colombo, L Danese, J Bock, A Catalano, A Bonaldi, S Basak, L Bonavera, A Coulais, et al. Planck 2015 results: XVI. Isotropy and statistics of the CMB., 2016.[10] B Casaponsa, B Crill, L Colombo, L Danese, J Bock, A Catalano, A Bonaldi, S Basak, L Bonavera, A Coulais, et al. Planck 2015 results: XVI. Isotropy and statistics of the CMB., 2016.

11.

[11] S.N. Chiu, D. Stoyan, W.S. Kendall, and J. Mecke., Stochastic Geometry and Its Applications. Wiley Series in Probability and Statistics. Wiley, 2013. 1291.60005[11] S.N. Chiu, D. Stoyan, W.S. Kendall, and J. Mecke., Stochastic Geometry and Its Applications. Wiley Series in Probability and Statistics. Wiley, 2013. 1291.60005

12.

[12] E. Di Bernardino, A. Estrade, and J. R. León. A test of Gaussianity based on the Euler Characteristic of excursion sets., Electronic Journal of Statistics, 11(1):843–890, 2017. 1362.62098 10.1214/17-EJS1248[12] E. Di Bernardino, A. Estrade, and J. R. León. A test of Gaussianity based on the Euler Characteristic of excursion sets., Electronic Journal of Statistics, 11(1):843–890, 2017. 1362.62098 10.1214/17-EJS1248

13.

[13] B. Ebner, N. Henze, M. A. Klatt, and K. Mecke. Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images., Electronic Journal of Statistics, 12(2) :2873–2904, 2018. 1404.62045 10.1214/18-EJS1467[13] B. Ebner, N. Henze, M. A. Klatt, and K. Mecke. Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images., Electronic Journal of Statistics, 12(2) :2873–2904, 2018. 1404.62045 10.1214/18-EJS1467

14.

[14] T.W. Epps. Testing that a stationary time series is Gaussian., The Annals of Statistics, pages 1683–1698, 1987. 0644.62093 10.1214/aos/1176350618 euclid.aos/1176350618[14] T.W. Epps. Testing that a stationary time series is Gaussian., The Annals of Statistics, pages 1683–1698, 1987. 0644.62093 10.1214/aos/1176350618 euclid.aos/1176350618

15.

[15] H. Federer. Curvature measures., Transactions of the American Mathematical Society, 93(3):418–491, 1959. 0089.38402 10.1090/S0002-9947-1959-0110078-1[15] H. Federer. Curvature measures., Transactions of the American Mathematical Society, 93(3):418–491, 1959. 0089.38402 10.1090/S0002-9947-1959-0110078-1

16.

[16] J. Fournier. Identification and isotropy characterization of deformed random fields through excursion sets., Advances in Applied Probrobability, 50:706–725, 2018.[16] J. Fournier. Identification and isotropy characterization of deformed random fields through excursion sets., Advances in Applied Probrobability, 50:706–725, 2018.

17.

[17] J. R. Gott, W. N. Colley, C-G Park, C. Park, and C. Mugnolo. Genus topology of the cosmic microwave background from the WMAP 3-year data., Monthly Notices of the Royal Astronomical Society, 377(4) :1668–1678, 2007.[17] J. R. Gott, W. N. Colley, C-G Park, C. Park, and C. Mugnolo. Genus topology of the cosmic microwave background from the WMAP 3-year data., Monthly Notices of the Royal Astronomical Society, 377(4) :1668–1678, 2007.

18.

[18] J. R. Gott, D. C. Hambrick, M. S. Vogeley, J. Kim, C. Park, Y-Y. Choi, R. Cen, J. P. Ostriker, and K. Nagamine. Genus topology of structure in the Sloan Digital Sky Survey: Model testing., The Astrophysical Journal, 675(1):16, 2008.[18] J. R. Gott, D. C. Hambrick, M. S. Vogeley, J. Kim, C. Park, Y-Y. Choi, R. Cen, J. P. Ostriker, and K. Nagamine. Genus topology of structure in the Sloan Digital Sky Survey: Model testing., The Astrophysical Journal, 675(1):16, 2008.

19.

[19] D. Hug, G. Last, and M. Schulte. Second-order properties and central limit theorems for geometric functionals of Boolean models., The Annals of Applied Probability, 26(1):73–135, 2016. 1348.60013 10.1214/14-AAP1086 euclid.aoap/1452003235[19] D. Hug, G. Last, and M. Schulte. Second-order properties and central limit theorems for geometric functionals of Boolean models., The Annals of Applied Probability, 26(1):73–135, 2016. 1348.60013 10.1214/14-AAP1086 euclid.aoap/1452003235

20.

[20] M. Kratz and S. Vadlamani. Central limit theorem for Lipschitz–Killing curvatures of excursion sets of Gaussian random fields., Journal of Theoretical Probability, 31(3) :1729–1758, 2017. 1404.60034 10.1007/s10959-017-0760-6[20] M. Kratz and S. Vadlamani. Central limit theorem for Lipschitz–Killing curvatures of excursion sets of Gaussian random fields., Journal of Theoretical Probability, 31(3) :1729–1758, 2017. 1404.60034 10.1007/s10959-017-0760-6

21.

[21] R. Lachièze-Rey. Shot-noise excursions and non-stabilizing Poisson functionals., ArXiv e-prints 1712.01558, December 2017.[21] R. Lachièze-Rey. Shot-noise excursions and non-stabilizing Poisson functionals., ArXiv e-prints 1712.01558, December 2017.

22.

[22] Z. Li, A. Desolneux, S. Muller, and A. K. Carton. A novel 3D stochastic solid breast texture model for x-ray breast imaging. In Anders Tingberg, Kristina Lång, and Pontus Timberg, editors, Breast Imaging, pages 660–667, Cham, 2016. Springer International Publishing.[22] Z. Li, A. Desolneux, S. Muller, and A. K. Carton. A novel 3D stochastic solid breast texture model for x-ray breast imaging. In Anders Tingberg, Kristina Lång, and Pontus Timberg, editors, Breast Imaging, pages 660–667, Cham, 2016. Springer International Publishing.

23.

[23] G. Lindgren. Spectral moment estimation by means of level crossings., Biometrika, 61(2):401–418, 1974. 0292.62063 10.1093/biomet/61.2.401[23] G. Lindgren. Spectral moment estimation by means of level crossings., Biometrika, 61(2):401–418, 1974. 0292.62063 10.1093/biomet/61.2.401

24.

[24] G. Lindgren. Wave analysis by slepian models., Probabilistic engineering mechanics, 15(1):49–57, 2000.[24] G. Lindgren. Wave analysis by slepian models., Probabilistic engineering mechanics, 15(1):49–57, 2000.

25.

[25] M. S Longuet-Higgins. The statistical analysis of a random, moving surface., Philosophical Transactions of the Royal Society A, 249(966):321–387, 1957. 0077.12707 10.1098/rsta.1957.0002[25] M. S Longuet-Higgins. The statistical analysis of a random, moving surface., Philosophical Transactions of the Royal Society A, 249(966):321–387, 1957. 0077.12707 10.1098/rsta.1957.0002

26.

[26] D. Müller. A central limit theorem for Lipschitz–Killing curvatures of gaussian excursions., Journal of Mathematical Analysis and Applications, 452(2) :1040–1081, 2017. 1373.60054 10.1016/j.jmaa.2017.03.036[26] D. Müller. A central limit theorem for Lipschitz–Killing curvatures of gaussian excursions., Journal of Mathematical Analysis and Applications, 452(2) :1040–1081, 2017. 1373.60054 10.1016/j.jmaa.2017.03.036

27.

[27] A. Nieto-Reyes, J. A. Cuesta-Albertos, and F. Gamboa. A random-projection based test of Gaussianity for stationary processes., Computational Statistics & Data Analysis, 75:124–141, 2014. 06983949 10.1016/j.csda.2014.01.013[27] A. Nieto-Reyes, J. A. Cuesta-Albertos, and F. Gamboa. A random-projection based test of Gaussianity for stationary processes., Computational Statistics & Data Analysis, 75:124–141, 2014. 06983949 10.1016/j.csda.2014.01.013

28.

[28] U. Pantle, V. Schmidt, and E. Spodarev. On the estimation of integrated covariance functions of stationary random fields., Scandinavian Journal of Statistics, 37(1):47–66, 2010. 1224.62095 10.1111/j.1467-9469.2009.00663.x[28] U. Pantle, V. Schmidt, and E. Spodarev. On the estimation of integrated covariance functions of stationary random fields., Scandinavian Journal of Statistics, 37(1):47–66, 2010. 1224.62095 10.1111/j.1467-9469.2009.00663.x

29.

[29] T. R. Reddy, S. Vadlamani, and D. Yogeshwaran. Central limit theorem for exponentially quasi-local statistics of spin models on cayley graphs., Journal of Statistical Physics, 173:941-984, 2018. 1405.82011 10.1007/s10955-018-2026-9[29] T. R. Reddy, S. Vadlamani, and D. Yogeshwaran. Central limit theorem for exponentially quasi-local statistics of spin models on cayley graphs., Journal of Statistical Physics, 173:941-984, 2018. 1405.82011 10.1007/s10955-018-2026-9

30.

[30] K. Sato., Lévy processes and infinitely divisible distributions, volume 68 of Cambridge Studies in Advanced Mathematics. Cambridge University Press, Cambridge, 2013. Translated from the 1990 Japanese original, Revised edition of the 1999 English translation. MR3185174[30] K. Sato., Lévy processes and infinitely divisible distributions, volume 68 of Cambridge Studies in Advanced Mathematics. Cambridge University Press, Cambridge, 2013. Translated from the 1990 Japanese original, Revised edition of the 1999 English translation. MR3185174

31.

[31] J. Schmalzing and K. M. Górski. Minkowski functionals used in the morphological analysis of cosmic microwave background anisotropy maps., Monthly Notices of the Royal Astronomical Society, 297(2):355–365, June 1998.[31] J. Schmalzing and K. M. Górski. Minkowski functionals used in the morphological analysis of cosmic microwave background anisotropy maps., Monthly Notices of the Royal Astronomical Society, 297(2):355–365, June 1998.

32.

[32] R. Schneider and W. Weil., Stochastic and integral geometry. Probability and its Applications. Springer-Verlag, Berlin, 2008. 1175.60003[32] R. Schneider and W. Weil., Stochastic and integral geometry. Probability and its Applications. Springer-Verlag, Berlin, 2008. 1175.60003

33.

[33] E. Spodarev. Limit theorems for excursion sets of stationary random fields. In, Modern stochastics and applications, volume 90 of Springer Optim. Appl., pages 221–241. Springer, Cham, 2014. 1322.60014[33] E. Spodarev. Limit theorems for excursion sets of stationary random fields. In, Modern stochastics and applications, volume 90 of Springer Optim. Appl., pages 221–241. Springer, Cham, 2014. 1322.60014

34.

[34] D. Stoyan and H. Stoyan., Fractals, random shapes, and point fields: methods of geometrical statistics. Wiley series in probability and mathematical statistics: Applied probability and statistics. Wiley, 1994. 0828.62085[34] D. Stoyan and H. Stoyan., Fractals, random shapes, and point fields: methods of geometrical statistics. Wiley series in probability and mathematical statistics: Applied probability and statistics. Wiley, 1994. 0828.62085

35.

[35] C. Thäle. 50 years sets with positive reach - a survey., Surveys in Mathematics and its Applications, 3:123–165, 2008.[35] C. Thäle. 50 years sets with positive reach - a survey., Surveys in Mathematics and its Applications, 3:123–165, 2008.

36.

[36] K. J. Worsley. Local maxima and the expected Euler characteristic of excursion sets of $\chi^2,\ F$ and $t$ fields., Advances in Applied Probability, 26(1):13–42, 1994. 0797.60042 10.2307/1427576[36] K. J. Worsley. Local maxima and the expected Euler characteristic of excursion sets of $\chi^2,\ F$ and $t$ fields., Advances in Applied Probability, 26(1):13–42, 1994. 0797.60042 10.2307/1427576

37.

[37] M. Wschebor., Surfaces aléatoires: mesure géométrique des ensembles de niveau, volume 1147. Springer, 2006.[37] M. Wschebor., Surfaces aléatoires: mesure géométrique des ensembles de niveau, volume 1147. Springer, 2006.
Hermine Biermé, Elena Di Bernardino, Céline Duval, and Anne Estrade "Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields," Electronic Journal of Statistics 13(1), 536-581, (2019). https://doi.org/10.1214/19-EJS1530
Received: 1 May 2018; Published: 2019
Vol.13 • No. 1 • 2019
Back to Top