Canonical Correlation Analysis on Riemannian Manifolds and its Applications
Hyunwoo J. Kim, Nagesh Adluru, Barbara B. Bendlin, Sterling C. Johnson, Baba C. Vemuri, Vikas Singh,
Canonical Correlation Analysis on Riemannian Manifolds and its Applications
, In European Conference on Computer Vision (ECCV), September 2014.
Abstract
Canonical correlation analysis (CCA) is a widely used statistical technique
to capture correlations between two sets of multi-variate
random variables and has found a multitude of applications in computer
vision, medical imaging and machine learning. The classical formulation
assumes that the data lives in a pair of vector spaces which makes its use
in certain important scientific domains problematic. For instance, the
set of symmetric positive definite matrices (SPD), rotations and
probability distributions, all belong to certain curved Riemannian manifolds
where vector-space operations are in general not applicable. Analyzing
the space of such data via the classical versions of inference models is
rather sub-optimal. But perhaps more importantly, since the algorithms
do not respect the underlying geometry of the data space, it is hard to
provide statistical guarantees (if any) on the results. Using the space of
SPD matrices as a concrete example, this paper gives a principled
generalization of the well known CCA to the Riemannian setting. Our CCA
algorithm operates on the product Riemannian manifold representing
SPD matrix-valued fields to identify meaningful statistical relationships
on the product Riemannian manifold. As a proof of principle, we present
results on an Alzheimer’s disease (AD) study where the analysis
task involves identifying correlations across diffusion tensor images (DTI) and
Cauchy deformation tensor fields derived from T1-weighted magnetic
resonance (MR) images.
Acknowledgmentis
This work was supported in part by NIH grants AG040396 (VS),
AG037639 (BBB), AG021155 (SCJ), R01 NS066340 (BCV) and NSF CAREER award
1252725 (VS). Partial support was also provided by UW ADRC, UW ICTR, and
Waisman Core grant P30 HD003352-45. The contents do not represent views of the
Dept. of Veterans Affairs or the United States Government.
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