Adaptive Covariance Estimation with model selection

We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and al. and propose to use a data driven penalty to obtain an oracle inequality for the estimator. We prove that this method is an extension to the matricial regression model of the work by Baraud

Statistical M-Estimation and Consistency in Large Deformable Models for Image Warping

The problem of defining appropriate distances between shapes or images and modeling the variability of natural images by group transformations is at the heart of modern image analysis. A current trend is the study of probabilistic and statistical aspects of deformation models, and the development of consistent statistical procedure for the estimation of template images. In this paper, we consider a set of images randomly warped from a mean template which has to be recovered. For this, we define an appropriate statistical parametric model to generate random diffeomorphic deformations in two-dimensions. Then, we focus on the problem of estimating the mean pattern when the images are observed with noise. This problem is challenging both from a theoretical and a practical point of view. M-estimation theory enables us to build an estimator defined as a minimizer of a well-tailored empirical criterion. We prove the convergence of this estimator and propose a gradient descent algorithm to compute this M-estimator in practice. Simulations of template extraction and an application to image clustering and classification are also provided

Unmixing EEG Inverse Solutions Based on Brain Segmentation

Due to its low resolution, any EEG inverse solution provides a source estimate at each voxel that is a mixture of the true source values over all the voxels of the brain. This mixing effect usually causes notable distortion in estimates of source connectivity based on inverse solutions. To lessen this shortcoming, an unmixing approach is introduced for EEG inverse solutions based on piecewise approximation of the unknown source by means of a brain segmentation formed by specified Regions of Interests (ROIs). The approach is general and flexible enough to be applied to any inverse solution with any specified family of ROIs, including point, surface and 3D brain regions. Two of its variants are elaborated in detail: arbitrary piecewise constant sources over arbitrary regions and sources with piecewise constant intensity of known direction over cortex surface regions. Numerically, the approach requires just solving a system of linear equations. Bounds for the error of unmixed estimates are also given. Furthermore, insights on the advantages and of variants of this approach for connectivity analysis are discussed through a variety of designed simulated examples

A Higher Order Local Linearization Method for Solving Ordinary Differential Equations

The Local Linearization (LL) method for the integration of ordinary differential equations is an explicit one-step method that has a number of suitable dynamical properties. However, a major drawback of the LL integrator is that its order of convergence is only two. The present paper overcomes this limitation by introducing a new class of numerical integrators, called the LLT method, that is based on the addition of a correction term to the LL approximation. In this way an arbitrary order of convergence can be achieved while retaining the dynamic properties of the LL method. In particular, it is proved that the LLT method reproduces correctly the phase portrait of a dynamical system near hyperbolic stationary points to the order of convergence. The performance of the introduced method is further illustrated through computer simulations