Dan Cheng

collaborators

2 papers

math.PR2023

The expected Euler characteristic approximation to excursion probabilities of Gaussian vector fields

Dan Cheng, Yimin Xiao

Let ${(X (t), Y (s)) : t \in T, s \in S}$ be an $R^{2}$ -valued, centered, unit-variance smooth Gaussian vector field, where $T$ and $S$ are compact rectangles in $R^{N}$ …

stat.ME2023

An approximation to peak detection power using Gaussian random field theory

Yu Zhao, Dan Cheng, Armin Schwartzman

We study power approximation formulas for peak detection using Gaussian random field theory. The approximation, based on the expected number of local maxima above the threshold $u$ …