Möbius deconvolution on the hyperbolic plane with application to impedance density estimation

preprint2010arXivOpen access

Abstract

In this paper we consider a novel statistical inverse problem on the Poincaré, or Lobachevsky, upper (complex) half plane. Here the Riemannian structure is hyperbolic and a transitive group action comes from the space of 2×22\times2 real matrices of determinant one via Möbius transformations. Our approach is based on a deconvolution technique which relies on the Helgason--Fourier calculus adapted to this hyperbolic space. This gives a minimax nonparametric density estimator of a hyperbolic density that is corrupted by a random Möbius transform. A motivation for this work comes from the reconstruction of impedances of capacitors where the above scenario on the Poincaré plane exactly describes the physical system that is of statistical interest.

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