Additive models for symmetric positive-definite matrices and Lie groups
针对对称正定矩阵响应变量和多个标量预测变量,提出一种加性回归模型,利用对数-乔列斯基或对数-欧几里得框架的阿贝尔群结构,避免维数灾难,并应用于脑扩散张量成像数据分析。
Summary We propose and investigate an additive regression model for symmetric positive-definite matrix-valued responses and multiple scalar predictors. The model exploits the Abelian group structure inherited from either of the log-Cholesky and log-Euclidean frameworks for symmetric positive-definite matrices and naturally extends to general Abelian Lie groups. The proposed additive model is shown to connect to an additive model on a tangent space. This connection not only entails an efficient algorithm to estimate the component functions, but also allows one to generalize the proposed additive model to general Riemannian manifolds. Optimal asymptotic convergence rates and normality of the estimated component functions are established, and numerical studies show that the proposed model enjoys good numerical performance, and is not subject to the curse of dimensionality when there are multiple predictors. The practical merits of the proposed model are demonstrated through an analysis of brain diffusion tensor imaging data.