Title
Recursive Estimation of the Stein Center of SPD Matrices & its Applications.
Abstract
Symmetric positive-definite (SPD) matrices are ubiquitous in Computer Vision, Machine Learning and Medical Image Analysis. Finding the center/average of a population of such matrices is a common theme in many algorithms such as clustering, segmentation, principal geodesic analysis, etc. The center of a population of such matrices can be defined using a variety of distance/divergence measures as the minimizer of the sum of squared distances/divergences from the unknown center to the members of the population. It is well known that the computation of the Karcher mean for the space of SPD matrices which is a negatively-curved Riemannian manifold is computationally expensive. Recently, the LogDet divergence-based center was shown to be a computationally attractive alternative. However, the LogDet-based mean of more than two matrices can not be computed in closed form, which makes it computationally less attractive for large populations. In this paper we present a novel recursive estimator for center based on the Stein distance - which is the square root of the LogDet divergence - that is significantly faster than the batch mode computation of this center. The key theoretical contribution is a closed-form solution for the weighted Stein center of two SPD matrices, which is used in the recursive computation of the Stein center for a population of SPD matrices. Additionally, we show experimental evidence of the convergence of our recursive Stein center estimator to the batch mode Stein center. We present applications of our recursive estimator to K-means clustering and image indexing depicting significant time gains over corresponding algorithms that use the batch mode computations. For the latter application, we develop novel hashing functions using the Stein distance and apply it to publicly available data sets, and experimental results have shown favorable comparisons to other competing methods.
Year
DOI
Venue
2013
10.1109/ICCV.2013.225
ICCV
Keywords
Field
DocType
unknown center,spd matrices,weighted stein center,batch mode computation,logdet divergence-based center,stein center,stein distance,large population,spd matrix,recursive estimation,recursive stein center estimator,batch mode stein center,cryptography,bioinformatics,biomedical research,computer vision
Population,Square (algebra),Matrix (mathematics),Artificial intelligence,Cluster analysis,Mathematical optimization,Pattern recognition,Stein's example,Principal geodesic analysis,Algorithm,Square root,Mathematics,Estimator
Conference
Volume
Issue
ISSN
2013
1
1550-5499
Citations 
PageRank 
References 
0
0.34
8
Authors
4
Name
Order
Citations
PageRank
Hesamoddin Salehian1152.81
Guang Cheng2403.46
B.C. Vemuri34208536.42
Jeffrey Ho42190101.78