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Differential geometric approaches to the analysis and processing of data in the form of symmetric positive definite (SPD) matrices have had notable successful applications to numerous fields including computer vision, medical imaging, and…

Differential Geometry · Mathematics 2024-06-10 Cyrus Mostajeran , Nathaël Da Costa , Graham Van Goffrier , Rodolphe Sepulchre

We present a geometric framework for the processing of SPD-valued data that preserves subspace structures and is based on the efficient computation of extreme generalized eigenvalues. This is achieved through the use of the Thompson…

Numerical Analysis · Mathematics 2024-07-08 Cyrus Mostajeran , Nathaël Da Costa , Graham Van Goffrier , Rodolphe Sepulchre

Data encoded as symmetric positive definite (SPD) matrices frequently arise in many areas of computer vision and machine learning. While these matrices form an open subset of the Euclidean space of symmetric matrices, viewing them through…

Computer Vision and Pattern Recognition · Computer Science 2015-12-18 Anoop Cherian , Suvrit Sra

Circular and non-flat data distributions are prevalent across diverse domains of data science, yet their specific geometric structures often remain underutilized in machine learning frameworks. A principled approach to accounting for the…

Methodology · Statistics 2025-09-25 Thibault de Surrel , Fabien Lotte , Sylvain Chevallier , Florian Yger

Symmetric positive definite (SPD) matrix has been demonstrated to be an effective feature descriptor in many scientific areas, as it can encode spatiotemporal statistics of the data adequately on a curved Riemannian manifold, i.e., SPD…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Rui Wang , Xiao-Jun Wu , Hui Li , Josef Kittler

K-means defines one of the most employed centroid-based clustering algorithms with performances tied to the data's embedding. Intricate data embeddings have been designed to push $K$-means performances at the cost of reduced theoretical…

Machine Learning · Computer Science 2022-02-17 Romain Cosentino , Randall Balestriero , Yanis Bahroun , Anirvan Sengupta , Richard Baraniuk , Behnaam Aazhang

The performance of space-time adaptive processing (STAP) is often degraded by factors such as limited sample size and moving targets. Traditional clutter covariance matrix (CCM) estimation relies on Euclidean metrics, which fail to capture…

General Mathematics · Mathematics 2025-01-08 Jia-Mian Li , Jian-Yi Chen , Bing-Zhao Li

Symmetric positive definite~(SPD) matrices have shown important value and applications in statistics and machine learning, such as FMRI analysis and traffic prediction. Previous works on SPD matrices mostly focus on discriminative models,…

Machine Learning · Computer Science 2023-12-14 Yunchen Li , Zhou Yu , Gaoqi He , Yunhang Shen , Ke Li , Xing Sun , Shaohui Lin

We introduce a novel, efficient framework for clustering data on high-dimensional, non-Euclidean manifolds that overcomes the computational challenges associated with standard intrinsic methods. The key innovation is the use of the…

Machine Learning · Computer Science 2025-11-13 Ji Shi , Nicolas Charon , Andreas Mang , Demetrio Labate , Robert Azencott

Symmetric Positive Definite (SPD) matrices have become popular to encode image information. Accounting for the geometry of the Riemannian manifold of SPD matrices has proven key to the success of many algorithms. However, most existing…

Computer Vision and Pattern Recognition · Computer Science 2014-12-16 Sadeep Jayasumana , Richard Hartley , Mathieu Salzmann , Hongdong Li , Mehrtash Harandi

We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate…

Differential Geometry · Mathematics 2015-05-28 Marco Congedo , Bijan Afsari , Alexandre Barachant , Maher Moakher

This paper proposes a variant of the method of Gu\'edon and Verhynin for estimating the cluster matrix in the Mixture of Gaussians framework via Semi-Definite Programming. A clustering oriented embedding is deduced from this estimate. The…

Machine Learning · Statistics 2016-06-30 Stéphane Chrétien , Clément Dombry , Adrien Faivre

We state theoretical properties for $k$-means clustering of Symmetric Positive Definite (SPD) matrices, in a non-Euclidean space, that provides a natural and favourable representation of these data. We then provide a novel application for…

Machine Learning · Statistics 2024-10-30 Daniel Fryer , Hien Nguyen , Pascal Castellazzi

In this paper, we develop a method for unsupervised clustering of two-way (matrix) data by combining two recent innovations from different fields: the Sparse Subspace Clustering (SSC) algorithm [10], which groups points coming from a union…

Machine Learning · Computer Science 2015-02-24 Eric Kernfeld , Shuchin Aeron , Misha Kilmer

Stochastic Dominance (SD) theory provides a rigorous framework for selecting superior assets tailored to the asset allocation needs of investors with varying risk preferences (i.e., risk-averse, risk-seeking, and risk-neutral). However,…

Machine Learning · Statistics 2026-05-26 Hua Li , Xue Jia , Yilin Kang , Wing-Keung Wong

Covariance matrices have attracted attention for machine learning applications due to their capacity to capture interesting structure in the data. The main challenge is that one needs to take into account the particular geometry of the…

Machine Learning · Computer Science 2019-09-13 Daniel Brooks , Olivier Schwander , Frederic Barbaresco , Jean-Yves Schneider , Matthieu Cord

In this paper, we propose a unified framework for sampling, clustering and embedding data points in semi-metric spaces. For a set of data points $\Omega=\{x_1, x_2, \ldots, x_n\}$ in a semi-metric space, we consider a complete graph with…

Social and Information Networks · Computer Science 2017-08-02 Chia-Tai Chang , Cheng-Shang Chang

We explore the use of tools from Riemannian geometry for the analysis of symmetric positive definite matrices (SPD). An SPD matrix is a versatile data representation that is commonly used in chemical engineering (e.g.,…

Applications · Statistics 2022-03-24 Alexander Smith , Benjamin Laubach , Ivan Castillo , Victor M. Zavala

We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…

Dynamical Systems · Mathematics 2025-08-20 Yuanchao Xu , Kaidi Shao , Isao Ishikawa , Yuka Hashimoto , Nikos Logothetis , Zhongwei Shen

A symmetric nonnegative matrix factorization algorithm based on self-paced learning was proposed to improve the clustering performance of the model. It could make the model better distinguish normal samples from abnormal samples in an…

Machine Learning · Computer Science 2024-10-22 Lei Wang , Liang Du , Peng Zhou , Peng Wu
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