Application of fast spherical Fourier transform to density estimation

Harrie Hendriks

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 209-221

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.

Keywords: Band; limited; function; Randomization; of; grid; Box; kernel; Optimal; convergence; rate; Legendre; polynomials (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (5)

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