Abstract

We present evolution equations for a family of paths that results from anisotropically weighting curve energies in non-linear statistics of manifold valued data. This situation arises when performing inference on data that have non-trivial covariance and are anisotropic distributed. The family can be interpreted as most probable paths for a driving semi-martingale that through stochastic development is mapped to the manifold. We discuss how the paths are projections of geodesics for a sub-Riemannian metric on the frame bundle of the manifold, and how the curvature of the underlying connection appears in the sub-Riemannian Hamilton-Jacobi equations. Evolution equations for both metric and cometric formulations of the sub-Riemannian metric are derived. We furthermore show how rank-deficient metrics can be mixed with an underlying Riemannian metric, and we relate the paths to geodesics and polynomials in Riemannian geometry. Examples from the family of paths are visualized on embedded surfaces, and we explore computational representations on finite dimensional landmark manifolds with geometry induced from right-invariant metrics on diffeomorphism groups.

Highlights

  • When manifold valued data have non-trivial covariance, non-zero curvature necessitates special care when generalizingEuclidean space normal distributions to manifold valued distributions: in the Euclidean situation, normal distributions can be seen as transition distributions of diffusion processes, but on the manifold, holonomy makes transport of covariance path-dependent in the presence of curvature, preventing a global notion of a spatially constant covariance matrix

  • In the diffusion principal component analysis (PCA) framework [1], and with the class of anisotropic normal distributions on manifolds defined in [2,3], data on non-linear manifolds are modelled as being distributed according to transition distributions of anisotropic diffusion processes that are mapped from Euclidean space to the manifold by stochastic development

  • We relate the paths to geodesics and polynomials in Riemannian geometry, and we explore computational representations on different manifolds including a specific case: the finite dimensional manifolds arising in the Large Deformation Diffeomorphic Metric Mapping (LDDMM) [8] landmark matching problem

Read more

Summary

Introduction

When manifold valued data have non-trivial covariance (i.e., when anisotropy asserts higher variance in some directions than others), non-zero curvature necessitates special care when generalizing. The connection between the weighted distance and statistics of manifold valued data was presented in [2], and the underlying sub-Riemannian and fiber-bundle geometry, together with properties of the generated densities, was further explored in [3]. The fundamental idea is to perform statistics on manifolds by maximum likelihood (ML) instead of parametric constructions that use, for example, approximating geodesic subspaces; by defining natural families of probability distributions (in this case using diffusion processes), ML parameter estimates give a coherent way to statistically model non-linear data. The anisotropically weighted distance and the resulting family of extremal paths arises in this situation when the diffusion processes have non-isotropic covariance (i.e., when the distribution is not generated from a standard Brownian motion). The frames ut ∈ GL(R2 , Txt M) provide local frame coordinates for each time t

Background
The Frame Bundle
Development and Stochastic Development
Adapted Coordinates
Connection and Curvature
The Anisotropically Weighted Metric
Sub-Riemannian Metric on the Horizontal Distribution
Covariance and Nonholonomicity
Riemannian Metrics on FM
Constrained Evolutions
Normal Geodesics for g FM
Evolution in Coordinates
Acceleration and Polynomials for C
Cometric Formulation and Low-Rank Generator
Numerical Experiments
Embedded Surfaces
LDDMM Landmark Equations
Discussion and Concluding
Statistical Estimators
Priors and Low-Rank Estimation
Conclusions
Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call