Abstract
The statistical analysis of covariance matrix data is consideredand, in particular, methodology is discussed which takes into accountthe non-Euclidean nature of the space of positive semi-definite sym-metric matrices. The main motivation for the work is the analysis ofdiffusion tensors in medical image analysis. The primary focus is onestimation of a mean covariance matrix and, in particular, on the useof Procrustes size-and-shape space. Comparisons are made with otherestimation techniques, including using the matrix logarithm, matrixsquare root and Cholesky decomposition. Applications to diffusiontensor imaging are considered and, in particular, a new measure offractional anisotropy called Procrustes Anisotropy is discussed
| Original language | English |
|---|---|
| Pages (from-to) | 1102-1123 |
| Number of pages | 22 |
| Journal | Annals of Applied Statistics |
| Volume | 3 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 30 Sept 2009 |
Keywords
- Anisotropy
- Cholesky
- geodesic
- matrix logarithm
- principal components
- Procrustes
- Riemannian
- shape
- size
- Wishart