论文标题
一种经验贝叶斯的方法,用于对对称阳性矩阵的流形的收缩估计
An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
论文作者
论文摘要
James-Stein估计器是多元正常均值的估计器,在平方误差损失下主导最大似然估计器(MLE)。原始工作激发了人们对开发各种问题的收缩估计量的极大兴趣。尽管如此,对流动价值数据的收缩估计的研究很少。在本文中,我们提出了在$ n \ times n $对称阳性矩阵中定义的对数正态分布的参数的收缩估计器。对于此歧管,我们选择日志欧亚公制作为其riemannian度量,因为它易于计算并广泛用于应用程序。通过在损耗函数中使用对数 - 欧几里得距离,我们以分析形式得出收缩估计量,并表明它在包括MLE在内的大型估计器中是渐近最佳的,包括MLE,这是数据的样本fréchet。我们通过几个模拟数据实验证明了提出的收缩估计器的性能。此外,我们将收缩估计器应用于扩散磁共振成像问题中执行统计推断。
The James-Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a variety of problems. Nonetheless, research on shrinkage estimation for manifold-valued data is scarce. In this paper, we propose shrinkage estimators for the parameters of the Log-Normal distribution defined on the manifold of $N \times N$ symmetric positive-definite matrices. For this manifold, we choose the Log-Euclidean metric as its Riemannian metric since it is easy to compute and is widely used in applications. By using the Log-Euclidean distance in the loss function, we derive a shrinkage estimator in an analytic form and show that it is asymptotically optimal within a large class of estimators including the MLE, which is the sample Fréchet mean of the data. We demonstrate the performance of the proposed shrinkage estimator via several simulated data experiments. Furthermore, we apply the shrinkage estimator to perform statistical inference in diffusion magnetic resonance imaging problems.