Scale and curvature effects in principal geodesic analysis

DOI10.1016/J.JMVA.2016.09.009MaRDI QIDQ2374401zbMATHOpenAlexFDO

Authors Drew Lazar, Lizhen Lin

Publication date 15 December 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.01537

zbMATH Keywords

dimension reductioncurvature effectssymmetric spacesdata scalingdiffusion tensorsmanifold-valued statisticsprincipal geodesic analysis (PGA)

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Geometric probability and stochastic geometry (60D05) Geodesics in global differential geometry (53C22)

Abstract: There is growing interest in using the close connection between differential geometry and statistics to model smooth manifold-valued data. In particular, much work has been done recently to generalize principal component analysis (PCA), the method of dimension reduction in linear spaces, to Riemannian manifolds. One such generalization is known as principal geodesic analysis (PGA). This paper, in a novel fashion, obtains Taylor expansions in scaling parameters introduced in the domain of objective functions in PGA. It is shown this technique not only leads to better closed-form approximations of PGA but also reveals the effects that scale, curvature and the distribution of data have on solutions to PGA and on their differences to first-order tangent space approximations. This approach should be able to be applied not only to PGA but also to other generalizations of PCA and more generally to other intrinsic statistics on Riemannian manifolds.

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Cited in

(10)

• A 50-year personal journey through time with principal component analysis
• Dihedral angles principal geodesic analysis using nonlinear statistics
• A geometric interpretation of Darroch and Ratcliff's generalized iterative scaling
• Exploring the variability of DNA molecules via principal geodesic analysis on the shape space
• Long-time principal geodesic analysis in director-based dynamics of hybrid mechanical systems
• Statistical inference on the Hilbert sphere with application to random densities
• Principal symmetric space analysis
• Robust optimization and inference on manifolds
• An infinitesimal probabilistic model for principal component analysis of manifold valued data
• Optimization over geodesics for exact principal geodesic analysis

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