Metrics for matrix-valued measures via test functions

It is perhaps not widely recognized that certain common notions of distance between probability measures have an alternative dual interpretation which compares corresponding functionals against suitable families of test functions. This dual viewpoint extends in a straightforward manner to suggest metrics between matrix-valued measures. Our main interest has been in developing weakly-continuous metrics that are suitable for comparing matrix-valued power spectral density functions. To this end, and following the suggested recipe of utilizing suitable families of test functions, we develop a weakly-continuous metric that is analogous to the Wasserstein metric and applies to matrix-valued densities. We use a numerical example to compare this metric to certain standard alternatives including a different version of a matricial Wasserstein metric developed earlier

(k,q)-Compressed Sensing for dMRI with Joint Spatial-Angular Sparsity Prior

Advanced diffusion magnetic resonance imaging (dMRI) techniques, like diffusion spectrum imaging (DSI) and high angular resolution diffusion imaging (HARDI), remain underutilized compared to diffusion tensor imaging because the scan times needed to produce accurate estimations of fiber orientation are significantly longer. To accelerate DSI and HARDI, recent methods from compressed sensing (CS) exploit a sparse underlying representation of the data in the spatial and angular domains to undersample in the respective k- and q-spaces. State-of-the-art frameworks, however, impose sparsity in the spatial and angular domains separately and involve the sum of the corresponding sparse regularizers. In contrast, we propose a unified (k,q)-CS formulation which imposes sparsity jointly in the spatial-angular domain to further increase sparsity of dMRI signals and reduce the required subsampling rate. To efficiently solve this large-scale global reconstruction problem, we introduce a novel adaptation of the FISTA algorithm that exploits dictionary separability. We show on phantom and real HARDI data that our approach achieves significantly more accurate signal reconstructions than the state of the art while sampling only 2-4% of the (k,q)-space, allowing for the potential of new levels of dMRI acceleration.Comment: To be published in the 2017 Computational Diffusion MRI Workshop of MICCA

Matrix-valued Monge-Kantorovich Optimal Mass Transport

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual transportation cost across frequencies, a cost of rotation is also taken into account. We show that it is natural to seek the transportation plan in the tensor product of the spaces for the two matrix-valued marginals. In contrast to the classical Monge-Kantorovich setting, the transportation plan is no longer supported on a thin zero-measure set.Comment: 11 page

Convex Clustering via Optimal Mass Transport

We consider approximating distributions within the framework of optimal mass transport and specialize to the problem of clustering data sets. Distances between distributions are measured in the Wasserstein metric. The main problem we consider is that of approximating sample distributions by ones with sparse support. This provides a new viewpoint to clustering. We propose different relaxations of a cardinality function which penalizes the size of the support set. We establish that a certain relaxation provides the tightest convex lower approximation to the cardinality penalty. We compare the performance of alternative relaxations on a numerical study on clustering.Comment: 12 pages, 12 figure