The authors formulate geodesic PCA in Wasserstein space through Otto's fiber bundle, solve it exactly for Gaussians, and approximate it for general measures with neural geodesic parameterizations.
Approximation of Riemannian Distances and Applications to Distance-Based Learning on Manifolds
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abstract
Several important algorithms for machine learning and data analysis use pairwise distances as input. On Riemannian manifolds these distances may be prohibitively costly to compute, in particular for large datasets. To tackle this problem, we propose a distance approximation which requires only a linear number of geodesic boundary value problems to be solved. The approximation is constructed by fitting a two-dimensional model space with constant curvature to each pair of samples. We demonstrate the usefulness of our approach in the context of shape analysis on landmarks spaces.
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On the Wasserstein Geodesic Principal Component Analysis of probability measures
The authors formulate geodesic PCA in Wasserstein space through Otto's fiber bundle, solve it exactly for Gaussians, and approximate it for general measures with neural geodesic parameterizations.