Recent advances in directional statistics

Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page

Mixed Needlets

The construction of needlet-type wavelets on sections of the spin line bundles over the sphere has been recently addressed in Geller and Marinucci (2008), and Geller et al. (2008,2009). Here we focus on an alternative proposal for needlets on this spin line bundle, in which needlet coefficients arise from the usual, rather than the spin, spherical harmonics, as in the previous constructions. We label this system mixed needlets and investigate in full their properties, including localization, the exact tight frame characterization, reconstruction formula, decomposition of functional spaces, and asymptotic uncorrelation in the stochastic case. We outline astrophysical applications.Comment: 26 page

Inversion of noisy Radon transform by SVD based needlet

A linear method for inverting noisy observations of the Radon transform is developed based on decomposition systems (needlets) with rapidly decaying elements induced by the Radon transform SVD basis. Upper bounds of the risk of the estimator are established in $L^p$ ($1\le p\le \infty$) norms for functions with Besov space smoothness. A practical implementation of the method is given and several examples are discussed

On high-frequency limits of UU-statistics in Besov spaces over compact manifolds

In this paper, quantitative bounds in high-frequency central limit theorems are derived for Poisson based $U$-statistics of arbitrary degree built by means of wavelet coefficients over compact Riemannian manifolds. The wavelets considered here are the so-called needlets, characterized by strong concentration properties and by an exact reconstruction formula. Furthermore, we consider Poisson point processes over the manifold such that the density function associated to its control measure lives in a Besov space. The main findings of this paper include new rates of convergence that depend strongly on the degree of regularity of the control measure of the underlying Poisson point process, providing a refined understanding of the connection between regularity and speed of convergence in this framework.Comment: 19 page

Nonparametric estimation in random coefficients binary choice models

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse prob- lem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification problem. More importantly, it leads to a closed form estimator formula that yields a simple plug-in procedure requiring no numerical optimization. The new estimator, therefore, is easy to implement in empirical applications, while being flexible about the treatment of unobserved hetero- geneity. Extensions including treatments of non-random coefficients and models with endogeneity are discussed

Normal Approximations for Wavelet Coefficients on Spherical Poisson Fields

We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelets/needlets coefficients based on a homogeneous spherical Poisson field. In particular, we develop some results from Peccati and Zheng (2011), based on Malliavin calculus and Stein's methods, to assess the rate of convergence to Gaussianity for a triangular array of needlet coefficients with growing dimensions. Our results are motivated by astrophysical and cosmological applications, in particular related to the search for point sources in Cosmic Rays data.Comment: 28 page

Modern Nonparametric Statistics: Going Beyond Asymptotic Minimax

During the years 1975-1990 a major emphasis in nonparametric estimation was put on computing the asymptotic minimax risk for many classes of functions. Modern statistical practice indicates some serious limitations of the asymptotic minimax approach and calls for some new ideas and methods which can cope with the numerous challenges brought to statisticians by modern sets of data

Nonparametric estimation in random coefficients binary choice models

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse prob- lem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification problem. More importantly, it leads to a closed form estimator formula that yields a simple plug-in procedure requiring no numerical optimization. The new estimator, therefore, is easy to implement in empirical applications, while being flexible about the treatment of unobserved hetero- geneity. Extensions including treatments of non-random coefficients and models with endogeneity are discussed