Geometric mean and geodesic regression on Grassmannians (Q472423): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.laa.2014.10.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2091747063 / rank
 
Normal rank

Revision as of 21:28, 19 March 2024

scientific article
Language Label Description Also known as
English
Geometric mean and geodesic regression on Grassmannians
scientific article

    Statements

    Geometric mean and geodesic regression on Grassmannians (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    19 November 2014
    0 references
    The main purpose of the paper is to generalize linear regression on Grassmann manifolds. A Grassmannian (\(k\) dimensional subspace of \(\mathbb{R}^n\)) is identified with the subclass of orthogonal projection matrices (idempotent symmetric \(n\times n\) matrices of rank \(k\)) equipped with the Euclidean metric. A first step is to give a formula for the geodesic distance between two points: \(d^2(P,Q)=-\frac{1}{4}\mathrm{tr}(\log^2((I-2Q)(I-2P)))\). Next, the geometric mean of a finite set of points \(\{P_i\}\) is considered. It is a solution of the equations expressing the necessary and sufficient conditions for minimizing the function \(\Phi(P)=\sum_i d^2(P,P_i)\). The ultimate fitting problem is then as follows. Given a finite set of time-labeled points \((P_i,t_i)\) on the Grassmannian, find a geodesic path \(\gamma(t)\) that minimizes \(E(\gamma)=\sum_i d^2(P_i,\gamma(t_i))\). A geodesic path through \(P\) has the form \(\gamma(t)=e^{t\Omega}Pe^{-t\Omega}\) with \(\Omega\) skew-symmetric so that the problem for \(\gamma\) can be reformulated as an optimization problem in \(P\) and \(\Omega\).
    0 references
    Grassmann manifold
    0 references
    geodesic distance
    0 references
    geometric mean
    0 references
    normal equations
    0 references
    fitting problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references