Additive models for symmetric positive-definite matrices and Lie groups

DOI10.1093/BIOMET/ASAC055MaRDI QIDQ6045147zbMATH OpenWikidataFDO

Authors Zhenhua Lin, Hans-Georg Müller, Byeong U. Park

Publication date 26 May 2023

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.08789

zbMATH Keywords

additive regressionasymptotic normalitydiffusion tensorlog-Cholesky metriclog-Euclidean metricRiemannian manifoldtoroidal data

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: In this paper an additive regression model for a symmetric positive-definite matrix valued response and multiple scalar predictors is proposed. The model exploits the abelian group structure inherited from either the Log-Cholesky metric or the Log-Euclidean framework that turns the space of symmetric positive-definite matrices into a Riemannian manifold and further a bi-invariant Lie group. The additive model for responses in the space of symmetric positive-definite matrices with either of these metrics is shown to connect to an additive model on a tangent space. This connection not only entails an efficient algorithm to estimate the component functions but also allows to generalize the proposed additive model to general Riemannian manifolds that might not have a Lie group structure. Optimal asymptotic convergence rates and normality of the estimated component functions are also established. Numerical studies show that the proposed model enjoys superior numerical performance, especially when there are multiple predictors. The practical merits of the proposed model are demonstrated by analyzing diffusion tensor brain imaging data.

Cited in

(17)

• Hilbertian additive regression with parametric help
• K-splines on SPD manifolds
• Efficient functional Lasso kernel smoothing for high-dimensional additive regression
• Functional data analysis: an introduction and recent developments
• High-dimensional Hilbert-Schmidt linear regression with Hilbert manifold variables
• High-dimensional partially linear additive models on Riemannian manifolds
• Estimating maximal symmetries of regression functions via subgroup lattices
• Distance weighted directional regression for Fréchet sufficient dimension reduction
• Additive regression for Riemannian functional responses
• Gradient learning of symmetric positive-definite matrix regression
• High-dimensional generalized linear models for Hilbert manifold covariates
• Entropic covariance models
• Wasserstein F-tests for Fréchet regression on Bures-Wasserstein manifolds
• Variable screening and spatial smoothing in Fréchet regression with application to diffusion tensor imaging
• High-dimensional convolution-smoothed quantile linear models for Hilbert manifold covariates
• Intrinsic minimum average variance estimation for dimension reduction with symmetric positive definite matrices and beyond
• Kernel regression with predictors in metric spaces

This page was built for publication: Additive models for symmetric positive-definite matrices and Lie groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6045147)