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Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points

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  • Cheng, Dan

Abstract

This paper studies Gaussian random fields with Matérn covariance functions with smooth parameter ν>2. Two cases of parameter spaces, the Euclidean space and N-dimensional sphere, are considered. For such smooth Gaussian fields, we have derived the explicit formulae for the expected Euler characteristic of the excursion set, the expected number and height distribution of critical points. The results are valuable for approximating the excursion probability in family-wise error control and for computing p-values in peak inference.

Suggested Citation

  • Cheng, Dan, 2024. "Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points," Statistics & Probability Letters, Elsevier, vol. 210(C).
    • Handle: RePEc:eee:stapro:v:210:y:2024:i:c:s0167715224000853
    DOI: 10.1016/j.spl.2024.110116
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    1. Peter Guttorp & Tilmann Gneiting, 2006. "Studies in the history of probability and statistics XLIX On the Matern correlation family," Biometrika, Biometrika Trust, vol. 93(4), pages 989-995, December.
    2. Taylor, Jonathan E. & Worsley, Keith J., 2007. "Detecting Sparse Signals in Random Fields, With an Application to Brain Mapping," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 913-928, September.
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