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

Geometry-aware Manipulability Learning, Tracking and Transfer

Body posture influences human and robots performance in manipulation tasks, as appropriate poses facilitate motion or force exertion along different axes. In robotics, manipulability ellipsoids arise as a powerful descriptor to analyze, control and design the robot dexterity as a function of the articulatory joint configuration. This descriptor can be designed according to different task requirements, such as tracking a desired position or apply a specific force. In this context, this paper presents a novel \emph{manipulability transfer} framework, a method that allows robots to learn and reproduce manipulability ellipsoids from expert demonstrations. The proposed learning scheme is built on a tensor-based formulation of a Gaussian mixture model that takes into account that manipulability ellipsoids lie on the manifold of symmetric positive definite matrices. Learning is coupled with a geometry-aware tracking controller allowing robots to follow a desired profile of manipulability ellipsoids. Extensive evaluations in simulation with redundant manipulators, a robotic hand and humanoids agents, as well as an experiment with two real dual-arm systems validate the feasibility of the approach.Comment: Accepted for publication in the Intl. Journal of Robotics Research (IJRR). Website: https://sites.google.com/view/manipulability. Code: https://github.com/NoemieJaquier/Manipulability. 24 pages, 20 figures, 3 tables, 4 appendice

Steklov Spectral Geometry for Extrinsic Shape Analysis

We propose using the Dirichlet-to-Neumann operator as an extrinsic alternative to the Laplacian for spectral geometry processing and shape analysis. Intrinsic approaches, usually based on the Laplace-Beltrami operator, cannot capture the spatial embedding of a shape up to rigid motion, and many previous extrinsic methods lack theoretical justification. Instead, we consider the Steklov eigenvalue problem, computing the spectrum of the Dirichlet-to-Neumann operator of a surface bounding a volume. A remarkable property of this operator is that it completely encodes volumetric geometry. We use the boundary element method (BEM) to discretize the operator, accelerated by hierarchical numerical schemes and preconditioning; this pipeline allows us to solve eigenvalue and linear problems on large-scale meshes despite the density of the Dirichlet-to-Neumann discretization. We further demonstrate that our operators naturally fit into existing frameworks for geometry processing, making a shift from intrinsic to extrinsic geometry as simple as substituting the Laplace-Beltrami operator with the Dirichlet-to-Neumann operator.Comment: Additional experiments adde

Diagonality Measures of Hermitian Positive-Definite Matrices with Application to the Approximate Joint Diagonalization Problem

In this paper, we introduce properly-invariant diagonality measures of Hermitian positive-definite matrices. These diagonality measures are defined as distances or divergences between a given positive-definite matrix and its diagonal part. We then give closed-form expressions of these diagonality measures and discuss their invariance properties. The diagonality measure based on the log-determinant $\alpha$-divergence is general enough as it includes a diagonality criterion used by the signal processing community as a special case. These diagonality measures are then used to formulate minimization problems for finding the approximate joint diagonalizer of a given set of Hermitian positive-definite matrices. Numerical computations based on a modified Newton method are presented and commented

Uncertainty-Aware Principal Component Analysis

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to non-linear methods, linear dimensionality reduction techniques have the advantage that the characteristics of such probability distributions remain intact after projection. We derive a representation of the PCA sample covariance matrix that respects potential uncertainty in each of the inputs, building the mathematical foundation of our new method: uncertainty-aware PCA. In addition to the accuracy and performance gained by our approach over sampling-based strategies, our formulation allows us to perform sensitivity analysis with regard to the uncertainty in the data. For this, we propose factor traces as a novel visualization that enables to better understand the influence of uncertainty on the chosen principal components. We provide multiple examples of our technique using real-world datasets. As a special case, we show how to propagate multivariate normal distributions through PCA in closed form. Furthermore, we discuss extensions and limitations of our approach

Hypothesis Testing For Network Data in Functional Neuroimaging

In recent years, it has become common practice in neuroscience to use networks to summarize relational information in a set of measurements, typically assumed to be reflective of either functional or structural relationships between regions of interest in the brain. One of the most basic tasks of interest in the analysis of such data is the testing of hypotheses, in answer to questions such as "Is there a difference between the networks of these two groups of subjects?" In the classical setting, where the unit of interest is a scalar or a vector, such questions are answered through the use of familiar two-sample testing strategies. Networks, however, are not Euclidean objects, and hence classical methods do not directly apply. We address this challenge by drawing on concepts and techniques from geometry, and high-dimensional statistical inference. Our work is based on a precise geometric characterization of the space of graph Laplacian matrices and a nonparametric notion of averaging due to Fr\'echet. We motivate and illustrate our resulting methodologies for testing in the context of networks derived from functional neuroimaging data on human subjects from the 1000 Functional Connectomes Project. In particular, we show that this global test is more statistical powerful, than a mass-univariate approach. In addition, we have also provided a method for visualizing the individual contribution of each edge to the overall test statistic.Comment: 34 pages. 5 figure

Integrators on homogeneous spaces: Isotropy choice and connections

We consider numerical integrators of ODEs on homogeneous spaces (spheres, affine spaces, hyperbolic spaces). Homogeneous spaces are equipped with a built-in symmetry. A numerical integrator respects this symmetry if it is equivariant. One obtains homogeneous space integrators by combining a Lie group integrator with an isotropy choice. We show that equivariant isotropy choices combined with equivariant Lie group integrators produce equivariant homogeneous space integrators. Moreover, we show that the RKMK, Crouch--Grossman or commutator-free methods are equivariant. To show this, we give a novel description of Lie group integrators in terms of stage trees and motion maps, which unifies the known Lie group integrators. We then proceed to study the equivariant isotropy maps of order zero, which we call connections, and show that they can be identified with reductive structures and invariant principal connections. We give concrete formulas for connections in standard homogeneous spaces of interest, such as Stiefel, Grassmannian, isospectral, and polar decomposition manifolds. Finally, we show that the space of matrices of fixed rank possesses no connection