12,383 research outputs found
Random normal matrices, Bergman kernel and projective embeddings
We investigate the analogy between the large N expansion in normal matrix
models and the asymptotic expansion of the determinant of the Hilb map,
appearing in the study of critical metrics on complex manifolds via projective
embeddings. This analogy helps to understand the geometric meaning of the
expansion of matrix model free energy and its relation to gravitational
effective actions in two dimensions. We compute the leading terms of the free
energy expansion in the pure bulk case, and make some observations on the
structure of the expansion to all orders. As an application of these results,
we propose an asymptotic formula for the Liouville action, restricted to the
space of the Bergman metrics.Comment: 16 pages, typos corrected, references adde
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach
The paper addresses the problem of learning a regression model parameterized
by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear
nature of the search space and on scalability to high-dimensional problems. The
mathematical developments rely on the theory of gradient descent algorithms
adapted to the Riemannian geometry that underlies the set of fixed-rank
positive semidefinite matrices. In contrast with previous contributions in the
literature, no restrictions are imposed on the range space of the learned
matrix. The resulting algorithms maintain a linear complexity in the problem
size and enjoy important invariance properties. We apply the proposed
algorithms to the problem of learning a distance function parameterized by a
positive semidefinite matrix. Good performance is observed on classical
benchmarks
Log-Euclidean Bag of Words for Human Action Recognition
Representing videos by densely extracted local space-time features has
recently become a popular approach for analysing actions. In this paper, we
tackle the problem of categorising human actions by devising Bag of Words (BoW)
models based on covariance matrices of spatio-temporal features, with the
features formed from histograms of optical flow. Since covariance matrices form
a special type of Riemannian manifold, the space of Symmetric Positive Definite
(SPD) matrices, non-Euclidean geometry should be taken into account while
discriminating between covariance matrices. To this end, we propose to embed
SPD manifolds to Euclidean spaces via a diffeomorphism and extend the BoW
approach to its Riemannian version. The proposed BoW approach takes into
account the manifold geometry of SPD matrices during the generation of the
codebook and histograms. Experiments on challenging human action datasets show
that the proposed method obtains notable improvements in discrimination
accuracy, in comparison to several state-of-the-art methods
Sparse Coding on Symmetric Positive Definite Manifolds using Bregman Divergences
This paper introduces sparse coding and dictionary learning for Symmetric
Positive Definite (SPD) matrices, which are often used in machine learning,
computer vision and related areas. Unlike traditional sparse coding schemes
that work in vector spaces, in this paper we discuss how SPD matrices can be
described by sparse combination of dictionary atoms, where the atoms are also
SPD matrices. We propose to seek sparse coding by embedding the space of SPD
matrices into Hilbert spaces through two types of Bregman matrix divergences.
This not only leads to an efficient way of performing sparse coding, but also
an online and iterative scheme for dictionary learning. We apply the proposed
methods to several computer vision tasks where images are represented by region
covariance matrices. Our proposed algorithms outperform state-of-the-art
methods on a wide range of classification tasks, including face recognition,
action recognition, material classification and texture categorization
Information-geometric Markov Chain Monte Carlo methods using Diffusions
Recent work incorporating geometric ideas in Markov chain Monte Carlo is
reviewed in order to highlight these advances and their possible application in
a range of domains beyond Statistics. A full exposition of Markov chains and
their use in Monte Carlo simulation for Statistical inference and molecular
dynamics is provided, with particular emphasis on methods based on Langevin
diffusions. After this geometric concepts in Markov chain Monte Carlo are
introduced. A full derivation of the Langevin diffusion on a Riemannian
manifold is given, together with a discussion of appropriate Riemannian metric
choice for different problems. A survey of applications is provided, and some
open questions are discussed.Comment: 22 pages, 2 figure
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