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Application of fast spherical Fourier transform to density estimation

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  • Hendriks, Harrie

Abstract

This paper is on density estimation on the 2-sphere, S2, using the orthogonal series estimator corresponding to spherical harmonics. In the standard approach of truncating the Fourier series of the empirical density, the Fourier transform is replaced with a version of the discrete fast spherical Fourier transform, as developed by Driscoll and Healy. The fast transform only applies to quantitative data on a regular grid. We will apply a kernel operator to the empirical density, to produce a function whose values at the vertices of such a grid will be the basis for the density estimation. The proposed estimation procedure also contains a deconvolution step, in order to reduce the bias introduced by the initial kernel operator. The main issue is to find necessary conditions on the involved discretization and the bandwidth of the kernel operator, to preserve the rate of convergence that can be achieved by the usual computationally intensive Fourier transform. Density estimation is considered in L2(S2) and more generally in Sobolev spaces Hv(S2), any v[greater-or-equal, slanted]0, with the regularity assumption that the probability density to be estimated belongs to Hs(S2) for some s>v. The proposed technique to estimate the Fourier transform of an unknown density keeps computing cost down to order O(n), where n denotes the sample size.

Suggested Citation

  • Hendriks, Harrie, 2003. "Application of fast spherical Fourier transform to density estimation," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 209-221, February.
  • Handle: RePEc:eee:jmvana:v:84:y:2003:i:2:p:209-221
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    References listed on IDEAS

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    1. Healy, Dennis M. & Hendriks, Harrie & Kim, Peter T., 1998. "Spherical Deconvolution," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 1-22, October.
    2. Ta-Hsin Li & Gerald North, 1997. "Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 341-354, June.
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    Cited by:

    1. Hall, Peter & Yatchew, Adonis, 2010. "Nonparametric least squares estimation in derivative families," Journal of Econometrics, Elsevier, vol. 157(2), pages 362-374, August.
    2. Khardani, Salah & Yao, Anne Françoise, 2022. "Nonparametric recursive regression estimation on Riemannian Manifolds," Statistics & Probability Letters, Elsevier, vol. 182(C).
    3. J. Fernández-Durán & M. Gregorio-Domínguez, 2014. "Distributions for spherical data based on nonnegative trigonometric sums," Statistical Papers, Springer, vol. 55(4), pages 983-1000, November.
    4. Pelletier, Bruno, 2005. "Kernel density estimation on Riemannian manifolds," Statistics & Probability Letters, Elsevier, vol. 73(3), pages 297-304, July.
    5. Kim, Yoon Tae & Park, Hyun Suk, 2013. "Geometric structures arising from kernel density estimation on Riemannian manifolds," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 112-126.

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