Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian manifolds, where non-analytic ordinary differential equations are involved in virtually all computations. The probabilistic formulation permits marginalising the uncertainty of the numerical solution such that statistics are less sensitive to inaccuracies. This leads to new Riemannian algorithms for mean value computations and principal geodesic analysis. Marginalisation also means results can be less precise than point estimates, enabling a noticeable speed-up over the state of the art. Our approach is an argument for a wider point that uncertainty caused by numerical calculations should be tracked throughout the pipeline of machine learning algorithms.Comment: 11 page (9 page conference paper, plus supplements

Manifold interpolation and model reduction

One approach to parametric and adaptive model reduction is via the interpolation of orthogonal bases, subspaces or positive definite system matrices. In all these cases, the sampled inputs stem from matrix sets that feature a geometric structure and thus form so-called matrix manifolds. This work will be featured as a chapter in the upcoming Handbook on Model Order Reduction (P. Benner, S. Grivet-Talocia, A. Quarteroni, G. Rozza, W.H.A. Schilders, L.M. Silveira, eds, to appear on DE GRUYTER) and reviews the numerical treatment of the most important matrix manifolds that arise in the context of model reduction. Moreover, the principal approaches to data interpolation and Taylor-like extrapolation on matrix manifolds are outlined and complemented by algorithms in pseudo-code.Comment: 37 pages, 4 figures, featured chapter of upcoming "Handbook on Model Order Reduction

Principal Boundary on Riemannian Manifolds

We consider the classification problem and focus on nonlinear methods for classification on manifolds. For multivariate datasets lying on an embedded nonlinear Riemannian manifold within the higher-dimensional ambient space, we aim to acquire a classification boundary for the classes with labels, using the intrinsic metric on the manifolds. Motivated by finding an optimal boundary between the two classes, we invent a novel approach -- the principal boundary. From the perspective of classification, the principal boundary is defined as an optimal curve that moves in between the principal flows traced out from two classes of data, and at any point on the boundary, it maximizes the margin between the two classes. We estimate the boundary in quality with its direction, supervised by the two principal flows. We show that the principal boundary yields the usual decision boundary found by the support vector machine in the sense that locally, the two boundaries coincide. Some optimality and convergence properties of the random principal boundary and its population counterpart are also shown. We illustrate how to find, use and interpret the principal boundary with an application in real data.Comment: 31 pages,10 figure

The Square Root Velocity Framework for Curves in a Homogeneous Space

In this paper we study the shape space of curves with values in a homogeneous space $M = G/K$, where $G$ is a Lie group and $K$ is a compact Lie subgroup. We generalize the square root velocity framework to obtain a reparametrization invariant metric on the space of curves in $M$. By identifying curves in $M$ with their horizontal lifts in $G$, geodesics then can be computed. We can also mod out by reparametrizations and by rigid motions of $M$. In each of these quotient spaces, we can compute Karcher means, geodesics, and perform principal component analysis. We present numerical examples including the analysis of a set of hurricane paths.Comment: To appear in 3rd International Workshop on Diff-CVML Workshop, CVPR 201

Isometric action of SL(2,R) on homogeneous spaces

We investigate the SL(2,R) invariant geodesic curves with the as- sociated invariant distance function in parabolic geometry. Parabolic geom- etry naturally occurs in the study of SL(2,R) and is placed in between the elliptic and the hyperbolic (also known as the Lobachevsky half-plane and 2- dimensional Minkowski half-plane space-time) geometries. Initially we attempt to use standard methods of finding geodesics but they lead to degeneracy in this setup. Instead, by studying closely the two related elliptic and hyperbolic geometries we discover a unified approach to a more exotic and less obvious parabolic case. With aid of common invariants we describe the possible dis- tance functions that turn out to have some unexpected, interesting properties.Comment: LaTeX, 10 pages, 9 EPS figure

Covariant un-reduction for curve matching

The process of un-reduction, a sort of reversal of reduction by the Lie group symmetries of a variational problem, is explored in the setting of field theories. This process is applied to the problem of curve matching in the plane, when the curves depend on more than one independent variable. This situation occurs in a variety of instances such as matching of surfaces or comparison of evolution between species. A discussion of the appropriate Lagrangian involved in the variational principle is given, as well as some initial numerical investigations.Comment: Conference paper for MFCA201