The diffusion mean of geometric data

 

Stefan Sommer, University of Copenhagen

Faculty of Science, University of Copenhagen

Zuse Institute Berlin, 2024

shapes - geometric statistics - diffusion means - phylogenetics

w/ Sarang Joshi, Frank v.d. Meulen, Moritz Schauer, Benjamin Eltzner, Stephan Huckemann, Mathias H. Jensen, Pernille E.H. Hansen, Mads Nielsen, Rasmus Nielsen, Christy Hipsley

Villum foundation

Novo nordisk foundation

University of Copenhagen

Statistical shape analysis

Deformations and shape

E_{s_0,s_1}(\phi)=R(\phi)+\frac1\lambda S(\phi.s_0,s_1)

action: \(\phi.s=\phi\circ s\)         (shapes)
             \(\phi.s=s\circ\phi^{-1}\)     (images)

\( \phi \)

\( \phi \) warp of domain \(\Omega\) (2D or 3D space)

landmarks: \(s=(x_1,\ldots,x_n)\)

curves: \(s: \mathbb S^1\to\mathbb R^2\)

surfaces: \(s: \mathbb S^2\to\mathbb R^3\)

s_0
s_1

Riemannian view

R(\phi_t)=\int_0^T\|\partial_t \phi_t\|_{\phi_t}^2dt

\( \phi_t:[0,T]\to\mathrm{Diff}(\Omega) \) path of diffeomorphisms (parameter t)

\mathrm{Diff}(\Omega)
\mathrm{Id}_{\mathrm{Diff}(\Omega)}
\phi_t

LDDMM: Grenander, Miller, Trouve, Younes, Christensen, Joshi, et al.

\partial_t \phi_t
\phi

Evolution with noise

\partial_t \phi_t = F(\phi_t)\ \to\ d\phi_t=F(\phi_t)dt\color{blue}{+\sigma(\phi_t) dW_t}
\mathrm{Diff}(\Omega)
\mathrm{Id}_{\mathrm{Diff}(\Omega)}
\phi_t

Markussen,CVIU'07; Budhiraja,Dupuis,Maroulas,Bernoulli'10
Trouve,Vialard,QAM'12;Vialard,SPA'13;Marsland/Shardlow,SIIMS'17
Arnaudon,Holm,Sommer,IPMI'17; FoCM'18; JMIV'19
Arnaudon,v.d. Meulen,Schauer,Sommer'21

geodesic ODE

perturbed SDE

Geometric statistics

Statistics of geometric data:

- plane directions:      \(\mathbb{S}^1\)

- geographical data:  \(\mathbb{S}^2\)

- 3D directions:           \(\mathrm{SO}(3), \mathbb{S}^2\)

- angles:                       \(\mathbb{T}^N\)

- shapes

Least-squares \(\leftrightarrow\) probabilistic

Deterministic:

  • \(\phi_t\) geodesic evolution
  • square distances:
    \(\quad d(s_0,s_1)^2\)
  • Riemannian least-
    squares

Stochastic:

  • \(\phi_t\) stochastic process
  • (log) transition density
    \(\quad -\log p_T(s_1; s_0)\)
  • ML/MAP
  • bridge:
    \(\quad \phi_t|\phi_T.s_0=s_1\)
  • bridge + noise in observation:
    \(\quad \phi_t|\phi_T.s_0+\epsilon=s_1\)
  • parametric families of probability distributions \(\mu_\theta\)
  • likelihood from density:
    \(\quad\mathcal{L}(\theta; y_1,\ldots,y_N)=\prod_{i=1}^Np_\theta(y_i)\)
  • ML/MAP estimates:
    \(\quad\bar{\theta}=\mathrm{argmax}_\theta\mathcal{L}(\theta; y_1,\ldots,y_N)\)
  • Diffusion mean:
    \(\quad x_t\in M\) Brownian motion
    \(\quad\theta=x_0\)
  • assume \(y\sim x_T\):
    \(\quad\bar{x}_{\mathrm{diffusion}}=\mathrm{argmax}_\theta\mathcal{L}(\theta)\)

 

 

Generalization of Euclidean statistical notions and techniques.

  • i.i.d. samples \(y_1,\ldots,y_N\in M\)
  • Fréchet mean:
    \(\bar{x}=\mathrm{argmin}_{x\in M}\sum_{i=1}^Nd(x,y_i)^2\)

Nye, White, JMIV'14;
Sommer,IPMI'15; Sommer,Svane,JGM'15;
Hansen,Eltzner,Huckemann,Sommer,GSI'21,Bernoulli'23

Means in geometric statistics

M

Diffusion mean on \(\mathbb S^2\)

  • \(x_t\in M\) Brownian motion
  • \(\theta=x_0\), \(y\sim x_T\)
  • \(\bar{x}_{\mathrm{diffusion}}=\mathrm{argmax}_\theta\mathcal{L}(\theta)\)
dx_t= -\frac12g(x_t)^{kl}\Gamma(x_t)_{kl}dt + \sqrt{g(x_t)^*}dW_t

Brownian motion starting point

Uniqueness and asymptotics

Hotz,Huckemann'11; Le,Barden'14

Eltzner,Huckeman'19; Hansen,Eltzner,Huckemann,Sommer'23

Finite sample size smeariness

variance modulation:

Estimation: Simulation of Conditioned Semimartingales on Riemannian Manifolds

Jensen, Mallasto, Sommer 2019 ; Jensen, Sommer 2021, 2022

Heat kernel approximations

Bridges on Lie groups and homogenous spaces

  • \(A\) quadratic form on \(so(3)\)
  • \(x_t\in SO(3)\) Brownian motion
  • \(\theta=(x_0,A)\)
  • \((\bar{x},\bar{A})=\mathrm{argmax}_\theta\mathcal{L}(\theta)\)

\(\pi\)

Thompson'16, Sommer,Joshi,Højgaard,'22

Stochastic morphometry along phylogenies

A return to morphology:

- Rules of morphological change

- Drivers of morphological change (ecology, historical contingency)

- Mechanisms of morphological change (genetic basis)

Center for Computational Evolutionary Morphometrics

w/ Rasmus Nielsen

Felsenstein's pruning algorithm for shapes

Brown. motion

Brown. motion

Brown. motion

Brown. motion

branch (independent children)

incorporate leaf observations \(x_{V_T}\) into probabilistic model:
\(p(X_t|x_{V_T})\)

Doob’s h-transform

\(h_s(x)=\prod_{t\in\mathrm{ch(s)}}h_{s\to t}(x)\)

conditioned process \(X^*_t\)

approximations \(\tilde{h}\)

guided process \(X^\circ_t\)

Geometry, stochastics, geometric statistics

code: http://bitbucket.com/stefansommer/jaxgeometry                          Centre for Computational Evolutionary Morphometry: http://www.ccem.dk

slides: https://slides.com/stefansommer                                                     Stochastic Morphometry: https://www.ccem.dk/stochastic-morphometry/

References:

  • Philipp Harms, Peter W. Michor, Xavier Pennec, Stefan Sommer: Geometry of sample spaces, Diff. Geom. and its Appl., 2023, arXiv:2010.08039
  • Hansen, Eltzner, Huckemann, Sommer: Diffusion Means in Geometric Spaces, Bernoulli, 2023, arXiv:2105.12061
  • Grong, Sommer: Most probable paths for anisotropic Brownian motions on manifolds, FoCM 2022, arXiv:2110.15634
  • Højgaard, Joshi, Sommer: Discrete-Time Observations of Brownian Motion on Lie Groups and Homogeneous Spaces: Sampling and Metric Estimation, Algorithms, 2022, 
  • Jensen, Sommer: Mean Estimation on the Diagonal of Product Manifolds, Algorithms, 2022, https://www.mdpi.com/1999-4893/15/3/92
  • Arnaudon, v.d. Meulen, Schauer, Sommer: Diffusion bridges for stochastic Hamiltonian systems and shape evolutions,SIIMS,2022,arXiv:2002.00885
  • Hansen, Eltzner, Sommer: Diffusion Means and Heat Kernel on Manifolds, 2021, GSI 2021, arXiv:2103.00588.
  • Højgaard Jensen, Sommer: Simulation of Conditioned Diffusions on Riemannian Manifolds, 2021, arXiv:2105.13190.
  • Sommer, Bronstein: Horizontal Flows and Manifold Stochastics in Geometric Deep Learning, TPAMI, 2020, doi: 10.1109/TPAMI.2020.2994507
  • Arnaudon, Holm, Sommer: A Geometric Framework for Stochastic Shape Analysis, Foundations of Computational Mathematics, 2019, arXiv:1703.09971.
  • Højgaard Jensen, Mallasto, Sommer: Simulation of Conditioned Diffusions on the Flat Torus, GSI 2019., arXiv:1906.09813.
  • Sommer, Svane: Modelling Anisotropic Covariance using Stochastic Development and Sub-Riemannian Frame Bundle Geometry, JoGM, 2017, arXiv:1512.08544.
  • Sommer: Anisotropically Weighted and Nonholonomically Constrained Evolutions, Entropy, 2017, arXiv:1609.00395 .
  • Sommer, Svane: Modelling Anisotropic Covariance using Stochastic Development and Sub-Riemannian Frame Bundle Geometry, JoGM, 2017, arXiv:1512.08544.
  • Sommer: Anisotropically Weighted and Nonholonomically Constrained Evolutions, Entropy, 2017, arXiv:1609.00395 .
  • Arnaudon, Holm, Sommer: A Stochastic Large Deformation Model for Computational Anatomy, IPMI 2017, arXiv:1612.05323.
  • Sommer: Anisotropic Distributions on Manifolds: Template Estimation and Most Probable Paths, IPMI 2015, doi: 10.1007/978-3-319-19992-4_15.