4,187 research outputs found
An Infinitesimal Probabilistic Model for Principal Component Analysis of Manifold Valued Data
We provide a probabilistic and infinitesimal view of how the principal
component analysis procedure (PCA) can be generalized to analysis of nonlinear
manifold valued data. Starting with the probabilistic PCA interpretation of the
Euclidean PCA procedure, we show how PCA can be generalized to manifolds in an
intrinsic way that does not resort to linearization of the data space. The
underlying probability model is constructed by mapping a Euclidean stochastic
process to the manifold using stochastic development of Euclidean
semimartingales. The construction uses a connection and bundles of covariant
tensors to allow global transport of principal eigenvectors, and the model is
thereby an example of how principal fiber bundles can be used to handle the
lack of global coordinate system and orientations that characterizes manifold
valued statistics. We show how curvature implies non-integrability of the
equivalent of Euclidean principal subspaces, and how the stochastic flows
provide an alternative to explicit construction of such subspaces. We describe
estimation procedures for inference of parameters and prediction of principal
components, and we give examples of properties of the model on embedded
surfaces
Density of Spherically-Embedded Stiefel and Grassmann Codes
The density of a code is the fraction of the coding space covered by packing
balls centered around the codewords. This paper investigates the density of
codes in the complex Stiefel and Grassmann manifolds equipped with the chordal
distance. The choice of distance enables the treatment of the manifolds as
subspaces of Euclidean hyperspheres. In this geometry, the densest packings are
not necessarily equivalent to maximum-minimum-distance codes. Computing a
code's density follows from computing: i) the normalized volume of a metric
ball and ii) the kissing radius, the radius of the largest balls one can pack
around the codewords without overlapping. First, the normalized volume of a
metric ball is evaluated by asymptotic approximations. The volume of a small
ball can be well-approximated by the volume of a locally-equivalent tangential
ball. In order to properly normalize this approximation, the precise volumes of
the manifolds induced by their spherical embedding are computed. For larger
balls, a hyperspherical cap approximation is used, which is justified by a
volume comparison theorem showing that the normalized volume of a ball in the
Stiefel or Grassmann manifold is asymptotically equal to the normalized volume
of a ball in its embedding sphere as the dimension grows to infinity. Then,
bounds on the kissing radius are derived alongside corresponding bounds on the
density. Unlike spherical codes or codes in flat spaces, the kissing radius of
Grassmann or Stiefel codes cannot be exactly determined from its minimum
distance. It is nonetheless possible to derive bounds on density as functions
of the minimum distance. Stiefel and Grassmann codes have larger density than
their image spherical codes when dimensions tend to infinity. Finally, the
bounds on density lead to refinements of the standard Hamming bounds for
Stiefel and Grassmann codes.Comment: Two-column version (24 pages, 6 figures, 4 tables). To appear in IEEE
Transactions on Information Theor
Simulation of Conditioned Semimartingales on Riemannian Manifolds
We present a scheme for simulating conditioned semimartingales taking values
in Riemannian manifolds. Extending the guided bridge proposal approach used for
simulating Euclidean bridges, the scheme replaces the drift of the conditioned
process with an approximation in terms of a scaled radial vector field. This
handles the fact that transition densities are generally intractable on
geometric spaces. We prove the validity of the scheme by a change of measure
argument, and we show how the resulting guided processes can be used in
importance sampling and for approximating the density of the unconditioned
process. The scheme is used for numerically simulating bridges on two- and
three-dimensional manifolds, for approximating otherwise intractable transition
densities, and for estimating the diffusion mean of sampled geometric data
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