The Annals of Statistics

Testing for a Signal with Unknown Location and Scale in a Stationary Gaussian Random Field

David O. Siegmund and Keith J. Worsley

Full-text: Open access

Abstract

We suppose that our observations can be decomposed into a fixed signal plus random noise, where the noise is modelled as a particular stationary Gaussian random field in $N$-dimensional Euclidean space. The signal has the form of a known function centered at an unknown location and multiplied by an unknown amplitude, and we are primarily interested in a test to detect such a signal. There are many examples where the signal scale or width is assumed known, and the test is based on maximising a Gaussian random field over all locations in a subset of $N$-dimensional Euclidean space. The novel feature of this work is that the width of the signal is also unknown and the test is based on maximising a Gaussian random field in $N + 1$ dimensions, $N$ dimensions for the location plus one dimension for the width. Two convergent approaches are used to approximate the null distribution: one based on the method of Knowles and Siegmund, which uses a version of Weyl's tube formula for manifolds with boundaries, and the other based on some recent work by Worsley, which uses the Hadwiger characteristic of excursion sets as introduced by Adler. Finally we compare the power of our method with one based on a fixed but perhaps incorrect signal width.

Article information

Source
Ann. Statist., Volume 23, Number 2 (1995), 608-639.

Dates
First available in Project Euclid: 11 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176324539

Digital Object Identifier
doi:10.1214/aos/1176324539

Mathematical Reviews number (MathSciNet)
MR1332585

Zentralblatt MATH identifier
0898.62119

JSTOR
links.jstor.org

Subjects
Primary: 60G60: Random fields
Secondary: 62M09: Non-Markovian processes: estimation 60D05: Geometric probability and stochastic geometry [See also 52A22, 53C65] 52A22: Random convex sets and integral geometry [See also 53C65, 60D05]

Keywords
Euler characteristic integral geometry image analysis Gaussian fields volume of tubes adaptive filter

Citation

Siegmund, David O.; Worsley, Keith J. Testing for a Signal with Unknown Location and Scale in a Stationary Gaussian Random Field. Ann. Statist. 23 (1995), no. 2, 608--639. doi:10.1214/aos/1176324539. https://projecteuclid.org/euclid.aos/1176324539


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