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Stationary gaussian random fields on hyperbolic spaces and on euclidean spheres

S. CohenM. A. Lifshits — 2012

ESAIM: Probability and Statistics

We recall necessary notions about the geometry and harmonic analysis on a hyperbolic space and provide lecture notes about homogeneous random functions parameterized by this space. The general principles are illustrated by construction of numerous examples analogous to Euclidean case. We also give a brief survey of the fields parameterized by Euclidean spheres. At the end we give a list of important open questions in hyperbolic case.

Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres

S. CohenM. A. Lifshits — 2012

ESAIM: Probability and Statistics

We recall necessary notions about the geometry and harmonic analysis on a hyperbolic space and provide lecture notes about homogeneous random functions parameterized by this space. The general principles are illustrated by construction of numerous examples analogous to Euclidean case. We also give a brief survey of the fields parameterized by Euclidean spheres. At the end we give a list of important open questions in hyperbolic case.

Partition-based conditional density estimation

S. X. CohenE. Le Pennec — 2013

ESAIM: Probability and Statistics

We propose a general partition-based strategy to estimate conditional density with candidate densities that are piecewise constant with respect to the covariate. Capitalizing on a general penalized maximum likelihood model selection result, we prove, on two specific examples, that the penalty of each model can be chosen roughly proportional to its dimension. We first study a strategy in which the densities are chosen piecewise conditional according to the variable. We then consider Gaussian mixture...

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