Optimization over geodesics for exact principal geodesic analysis

DOI10.1007/S10444-013-9308-1MaRDI QIDQ457684zbMATHOpenAlexFDO

Authors Stefan Sommer, François Lauze, Mads Nielsen

Publication date 29 September 2014

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.1902

zbMATH Keywords

dimensionality reductionnumerical examplesalgorithmmanifold statisticsgeometric optimizationdifferential geometryRiemannian metricsprincipal geodesic analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Differential topology (57R99)

Abstract: In fields ranging from computer vision to signal processing and statistics, increasing computational power allows a move from classical linear models to models that incorporate non-linear phenomena. This shift has created interest in computational aspects of differential geometry, and solving optimization problems that incorporate non-linear geometry constitutes an important computational task. In this paper, we develop methods for numerically solving optimization problems over spaces of geodesics using numerical integration of Jacobi fields and second order derivatives of geodesic families. As an important application of this optimization strategy, we compute exact Principal Geodesic Analysis (PGA), a non-linear version of the PCA dimensionality reduction procedure. By applying the exact PGA algorithm to synthetic data, we exemplify the differences between the linearized and exact algorithms caused by the non-linear geometry. In addition, we use the numerically integrated Jacobi fields to determine sectional curvatures and provide upper bounds for injectivity radii.

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Cited in

(13)

• Sparse Wasserstein barycenters and application to reduced order modeling
• Point-Process Principal Components Analysis via Geometric Optimization
• 3D human pose tracking priors using geodesic mixture models
• Nonlinear model reduction on metric spaces. Application to one-dimensional conservative PDEs in Wasserstein spaces
• Localizing differentially evolving covariance structures via scan statistics
• Canonical correlation analysis on SPD\((n)\) manifolds
• Advances in geometric statistics for manifold dimension reduction
• Long-time principal geodesic analysis in director-based dynamics of hybrid mechanical systems
• Principal symmetric space analysis
• On the robust PCA and Weiszfeld's algorithm
• Recent advances in directional statistics
• Barycentric subspace analysis on manifolds
• Principal component geodesics for planar shape spaces

Describes a project that uses

Uses Software

• MANPAK

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