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Journal of Mathematical Imaging and Vision (2018) 60:1306–1323
https://doi.org/10.1007/s10851-018-0814-0
Rate-Invariant Analysis of Covariance Trajectories
Zhengwu Zhang1·Jingyong Su2·Eric Klassen3·Huiling Le4·Anuj Srivastava5
Received: 10 August 2016 / Accepted: 31 March 2018 / Published online: 24 April 2018
© Springer Science+Business Media, LLC, part of Springer Nature 2018
Abstract
Statistical analysis of dynamic systems, such as videos and dynamic functional connectivity, is often translated into a problem of
analyzing trajectories of relevant features, particularly covariance matrices. As an example, in video-based action recognition,
a natural mathematical representation of activity videos is as parameterized trajectories on the set of symmetric, positive-
definite matrices (SPDMs). The execution rates of actions, implying arbitrary parameterizations of trajectories, complicate their
analysis. To handle this challenge, we represent covariance trajectories using transported square-root vector fields, constructed
by parallel translating scaled-velocity vectors of trajectories to their starting points. The space of such representations forms
a vector bundle on the SPDM manifold. Using a natural Riemannian metric on this vector bundle, we approximate geodesic
paths and geodesic distances between trajectories in the space of this vector bundle. This metric is invariant to the action of the
re-parameterization group, and leads to a rate-invariant analysis of trajectories. In the process, we remove the parameterization
variability and temporally register trajectories. We demonstrate this framework in multiple contexts, using both generative
statistical models and discriminative data analysis. The latter is illustrated using several applications involving video-based
action recognition and dynamic functional connectivity analysis.
Keywords SPDM Riemannian structure ·SPDM parallel transport ·Invariant metrics ·Covariance trajectories ·
Vector bundles ·Rate-invariant classification
Electronic supplementary material The online version of this article
(https://doi.org/10.1007/s10851-018- 0814-0) contains supplementary
material, which is available to authorized users.
BZhengwu Zhang
zhengwu_zhang@urmc.rochester.edu
Jingyong Su
jingyong.su@ttu.edu
Eric Klassen
klassen@math.fsu.edu
Huiling Le
huiling.le@nottingham.ac.uk
Anuj Srivastava
anuj@stat.fsu.edu
1Department of Biostatistics and Computational Biology,
University of Rochester, Rochester, NY, USA
2Department of Mathematics and Statistics, Texas Tech
University, Lubbock, TX, USA
3Department of Mathematics, Florida State University,
Tallahassee, FL, USA
4School of Mathematical Sciences, University of Nottingham,
Nottingham, UK
1 Introduction
The problem of studying dynamical systems using image
sequences (such as videos) is both important and chal-
lenging. It has applications in many areas including video
surveillance, lip reading, pedestrian tracking, hand gesture
recognition, human–machine interfaces, brain functional
connectivity analysis and medical diagnosis. Since the size
of video data is generally very high, analyses are often
performed by extracting certain low-dimensional features
of interest—geometric, motion and colorimetric features,
etc—from each frame and then forming temporal sequences
of these features for full videos. Consequently, analysis of
videos gets replaced by analysis of longitudinal observations
in a certain feature space. (Some papers (e.g., [13,40]) dis-
card temporal structure by pooling all the feature together but
that may represent a severe loss of information.) Since many
features are naturally constrained to lie on nonlinear mani-
folds, the corresponding representations form parameterized
trajectories on these manifolds. Examples of these manifolds
5Department of Statistics, Florida State University,
Tallahassee, FL, USA
123
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