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

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

Information geometric methods for complexity

Research on the use of information geometry (IG) in modern physics has witnessed significant advances recently. In this review article, we report on the utilization of IG methods to define measures of complexity in both classical and, whenever available, quantum physical settings. A paradigmatic example of a dramatic change in complexity is given by phase transitions (PTs). Hence we review both global and local aspects of PTs described in terms of the scalar curvature of the parameter manifold and the components of the metric tensor, respectively. We also report on the behavior of geodesic paths on the parameter manifold used to gain insight into the dynamics of PTs. Going further, we survey measures of complexity arising in the geometric framework. In particular, we quantify complexity of networks in terms of the Riemannian volume of the parameter space of a statistical manifold associated with a given network. We are also concerned with complexity measures that account for the interactions of a given number of parts of a system that cannot be described in terms of a smaller number of parts of the system. Finally, we investigate complexity measures of entropic motion on curved statistical manifolds that arise from a probabilistic description of physical systems in the presence of limited information. The Kullback-Leibler divergence, the distance to an exponential family and volumes of curved parameter manifolds, are examples of essential IG notions exploited in our discussion of complexity. We conclude by discussing strengths, limits, and possible future applications of IG methods to the physics of complexity.Comment: review article, 60 pages, no figure

Detection of image structures using the Fisher information and the Rao metric

In many detection problems, the structures to be detected are parameterized by the points of a parameter space. If the conditional probability density function for the measurements is known, then detection can be achieved by sampling the parameter space at a finite number of points and checking each point to see if the corresponding structure is supported by the data. The number of samples and the distances between neighboring samples are calculated using the Rao metric on the parameter space. The Rao metric is obtained from the Fisher information which is, in turn, obtained from the conditional probability density function. An upper bound is obtained for the probability of a false detection. The calculations are simplified in the low noise case by making an asymptotic approximation to the Fisher information. An application to line detection is described. Expressions are obtained for the asymptotic approximation to the Fisher information, the volume of the parameter space, and the number of samples. The time complexity for line detection is estimated. An experimental comparison is made with a Hough transform-based method for detecting lines

Diffeomorphic Metric Mapping of High Angular Resolution Diffusion Imaging based on Riemannian Structure of Orientation Distribution Functions

In this paper, we propose a novel large deformation diffeomorphic registration algorithm to align high angular resolution diffusion images (HARDI) characterized by orientation distribution functions (ODFs). Our proposed algorithm seeks an optimal diffeomorphism of large deformation between two ODF fields in a spatial volume domain and at the same time, locally reorients an ODF in a manner such that it remains consistent with the surrounding anatomical structure. To this end, we first review the Riemannian manifold of ODFs. We then define the reorientation of an ODF when an affine transformation is applied and subsequently, define the diffeomorphic group action to be applied on the ODF based on this reorientation. We incorporate the Riemannian metric of ODFs for quantifying the similarity of two HARDI images into a variational problem defined under the large deformation diffeomorphic metric mapping (LDDMM) framework. We finally derive the gradient of the cost function in both Riemannian spaces of diffeomorphisms and the ODFs, and present its numerical implementation. Both synthetic and real brain HARDI data are used to illustrate the performance of our registration algorithm