Finsler geometry on higher order tensor fields and applications to high angular resolution diffusion imaging.

We study 3D-multidirectional images, using Finsler geometry. The application considered here is in medical image analysis, specifically in High Angular Resolution Diffusion Imaging (HARDI) (Tuch et al. in Magn. Reson. Med. 48(6):1358–1372, 2004) of the brain. The goal is to reveal the architecture of the neural fibers in brain white matter. To the variety of existing techniques, we wish to add novel approaches that exploit differential geometry and tensor calculus. In Diffusion Tensor Imaging (DTI), the diffusion of water is modeled by a symmetric positive definite second order tensor, leading naturally to a Riemannian geometric framework. A limitation is that it is based on the assumption that there exists a single dominant direction of fibers restricting the thermal motion of water molecules. Using HARDI data and higher order tensor models, we can extract multiple relevant directions, and Finsler geometry provides the natural geometric generalization appropriate for multi-fiber analysis. In this paper we provide an exact criterion to determine whether a spherical function satisfies the strong convexity criterion essential for a Finsler norm. We also show a novel fiber tracking method in Finsler setting. Our model incorporates a scale parameter, which can be beneficial in view of the noisy nature of the data. We demonstrate our methods on analytic as well as simulated and real HARDI data

Inference on Riemannian Manifolds: Regression and Stochastic Differential Equations

Statistical inference for manifolds attracts much attention because of its power of working with more general forms of data or geometric objects. We study regression and stochastic differential equations on manifolds from the intrinsic point of view. Firstly, we are able to provide alternative parametrizations for data that lie on Lie group in the problem of fitting a regression model, by mapping this space intrinsically onto its Lie algebra, while we explore the behaviour of fitted values when this base point is chosen differently. Due to the nature of our data in the application of soft tissue artefacts, we employ two correlation structures, namely Matern and quasi-periodic correlation functions when using the generalized least squares, and show that some patterns of the residuals are removed. Secondly, we construct a generalization of the Ornstein-Uhlenbeck process on the cone of covariance matrices SP(n) endowed with two popular Riemannian metrics, namely Log-Euclidean (LE) and Affine-Invariant (AI) metrics. We show that the Riemannian Brownian motion on SP(n) has infinite explosion time as on the Euclidean space and establish the calculation for the horizontal lifts of smooth curves. Moreover, we provide Bayesian inference for discretely observed diffusion processes of covariance matrices associated with either the LE or the AI metrics, and present a novel diffusion bridge sampling method using guided proposals when equipping SP(n) with the AI metric. The estimation algorithms are illustrated with an application in finance, together with a goodness-of-fit test comparing models associated with different metrics. Furthermore, we explore the multivariate volatility models via simulation study, in which covariance matrices in the models are assumed to be unobservable