Decomposition of Triebel-Lizorkin and Besov spaces in the context of Laguerre expansions

A pair of dual frames with almost exponentially localized elements (needlets) are constructed on \RR_+^d based on Laguerre functions. It is shown that the Triebel-Lizorkin and Besov spaces induced by Laguerre expansions can be characterized in terms of respective sequence spaces that involve the needlet coefficients.Comment: 42 page

Asymptotics for spherical needlets

We investigate invariant random fields on the sphere using a new type of spherical wavelets, called needlets. These are compactly supported in frequency and enjoy excellent localization properties in real space, with quasi-exponentially decaying tails. We show that, for random fields on the sphere, the needlet coefficients are asymptotically uncorrelated for any fixed angular distance. This property is used to derive CLT and functional CLT convergence results for polynomial functionals of the needlet coefficients: here the asymptotic theory is considered in the high-frequency sense. Our proposals emerge from strong empirical motivations, especially in connection with the analysis of cosmological data sets.Comment: Published in at http://dx.doi.org/10.1214/08-AOS601 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Subsampling needlet coefficients on the sphere

In a recent paper, we analyzed the properties of a new kind of spherical wavelets (called needlets) for statistical inference procedures on spherical random fields; the investigation was mainly motivated by applications to cosmological data. In the present work, we exploit the asymptotic uncorrelation of random needlet coefficients at fixed angular distances to construct subsampling statistics evaluated on Voronoi cells on the sphere. We illustrate how such statistics can be used for isotropy tests and for bootstrap estimation of nuisance parameters, even when a single realization of the spherical random field is observed. The asymptotic theory is developed in detail in the high resolution sense.Comment: Published in at http://dx.doi.org/10.3150/08-BEJ164 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus

We prove a multivariate CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we refer to observations of a single field which is sampled at higher and higher frequencies. We consider also studentized statistics for the case of an unknown correlation structure. The results are motivated by the analysis of high-frequency financial data or cosmological data sets, with a particular interest towards testing for Gaussianity and isotropy. (c) 2007 Elsevier Inc. All rights reserved

Atomic and molecular decomposition of homogeneous spaces of distributions associated to non-negative self-adjoint operators

We deal with homogeneous Besov and Triebel-Lizorkin spaces in the setting of a doubling metric measure space in the presence of a non-negative self-adjoint operator whose heat kernel has Gaussian localization and the Markov property. The class of almost diagonal operators on the associated sequence spaces is developed and it is shown that this class is an algebra. The boundedness of almost diagonal operators is utilized for establishing smooth molecular and atomic decompositions for the above homogeneous Besov and Triebel-Lizorkin spaces. Spectral multipliers for these spaces are established as well

Spherical Needlets for CMB Data Analysis

We discuss Spherical Needlets and their properties. Needlets are a form of spherical wavelets which do not rely on any kind of tangent plane approximation and enjoy good localization properties in both pixel and harmonic space; moreover needlets coefficients are asymptotically uncorrelated at any fixed angular distance, which makes their use in statistical procedures very promising. In view of these properties, we believe needlets may turn out to be especially useful in the analysis of Cosmic Microwave Background (CMB) data on the incomplete sky, as well as of other cosmological observations. As a final advantage, we stress that the implementation of needlets is computationally very convenient and may rely completely on standard data analysis packages such as HEALPix.Comment: 7 pages, 7 figure

Efficiently Learning Structured Distributions from Untrusted Batches

We study the problem, introduced by Qiao and Valiant, of learning from untrusted batches. Here, we assume $m$ users, all of whom have samples from some underlying distribution $p$ over $1, \ldots, n$. Each user sends a batch of $k$ i.i.d. samples from this distribution; however an $\epsilon$-fraction of users are untrustworthy and can send adversarially chosen responses. The goal is then to learn $p$ in total variation distance. When $k = 1$ this is the standard robust univariate density estimation setting and it is well-understood that $\Omega (\epsilon)$ error is unavoidable. Suprisingly, Qiao and Valiant gave an estimator which improves upon this rate when $k$ is large. Unfortunately, their algorithms run in time exponential in either $n$ or $k$. We first give a sequence of polynomial time algorithms whose estimation error approaches the information-theoretically optimal bound for this problem. Our approach is based on recent algorithms derived from the sum-of-squares hierarchy, in the context of high-dimensional robust estimation. We show that algorithms for learning from untrusted batches can also be cast in this framework, but by working with a more complicated set of test functions. It turns out this abstraction is quite powerful and can be generalized to incorporate additional problem specific constraints. Our second and main result is to show that this technology can be leveraged to build in prior knowledge about the shape of the distribution. Crucially, this allows us to reduce the sample complexity of learning from untrusted batches to polylogarithmic in $n$ for most natural classes of distributions, which is important in many applications. To do so, we demonstrate that these sum-of-squares algorithms for robust mean estimation can be made to handle complex combinatorial constraints (e.g. those arising from VC theory), which may be of independent technical interest.Comment: 46 page