2002
DOI: 10.1214/aoap/1026915624
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On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains

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Cited by 46 publications
(65 citation statements)
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“…Although neither the tube method nor the expected EC is guaranteed to be a good approximation to the probability of interest, in geometrically well behaved problems they seem to agree with each other [Siegmund and Worsley (1995) and Takemura and Kuriki (2002)] and to be reasonably accurate as judged by numerical comparisons with simulations. The present problem is poorly behaved in the sense that the rotation parameter is not identifiable when the scale parameters are equal.…”
Section: The Tubes Approachmentioning
confidence: 93%
See 1 more Smart Citation
“…Although neither the tube method nor the expected EC is guaranteed to be a good approximation to the probability of interest, in geometrically well behaved problems they seem to agree with each other [Siegmund and Worsley (1995) and Takemura and Kuriki (2002)] and to be reasonably accurate as judged by numerical comparisons with simulations. The present problem is poorly behaved in the sense that the rotation parameter is not identifiable when the scale parameters are equal.…”
Section: The Tubes Approachmentioning
confidence: 93%
“…The evidence for this comes from Takemura and Kuriki (2002) who show that if the random field has a terminating Karhunen-Loève expansion then the EC approach and the tubes approach always give the same answer. In our case (and most interesting cases), the expansion does not terminate, so the agreement between the two approaches is still an open question.…”
Section: Introductionmentioning
confidence: 99%
“…There is also significant literature in geometric combinatorics concerning Euler characteristic as a measure [5,23,24]. More recently, integrals involving Euler characteristic have arisen in analyses of the geometry of Gaussian random fields, as in [1,2,32,29]. Many of these papers appear to use integration with respect to Euler characteristic without the formal machinery.…”
Section: Results and Related Workmentioning
confidence: 99%
“…Here the random field is approximated by a finite Karhunen-Loève expansion, and the P -value for its maximum is then the volume of a particular tube about the search region, which can be evaluated using Weyl's (1939) tube formula. Takemura and Kuriki (2002) 15 have proved this conjecture when the expansion is finite. Using results of Piterbarg, Robert Adler has shown that the expected EC is an even more precise P -value approximation than previously thought: the error is exponentially (not just polynomially) smaller than the smallest term in the expected EC expansion.…”
Section: The Roughness Of the Random Fieldmentioning
confidence: 88%