Riemannian Optimization for Non-Centered Mixture of Scaled Gaussian Distributions - Archive ouverte HAL
Article Dans Une Revue IEEE Transactions on Signal Processing Année : 2023

Riemannian Optimization for Non-Centered Mixture of Scaled Gaussian Distributions

Résumé

This paper studies the statistical model of the noncentered mixture of scaled Gaussian distributions (NC-MSG). Using the Fisher-Rao information geometry associated with this distribution, we derive a Riemannian gradient descent algorithm. This algorithm is leveraged for two minimization problems. The first is the minimization of a regularized negative loglikelihood (NLL). The latter makes the trade-off between a white Gaussian distribution and the NC-MSG. Conditions on the regularization are given so that the existence of a minimum to this problem is guaranteed without assumptions on the samples. Then, the Kullback-Leibler (KL) divergence between two NC-MSG is derived. This divergence enables us to define a second minimization problem. The latter is the computation of centers of mass of several NC-MSGs. Numerical experiments show the good performance and the speed of the Riemannian gradient descent on the two problems. Finally, a Nearest centroïd classifier is implemented leveraging the KL divergence and its associated center of mass. Applied on the large-scale dataset Breizhcrops, this classifier shows good accuracies and robustness to rigid transformations of the test set.
Fichier principal
Vignette du fichier
DEMR23059.pdf (1.73 Mo) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Licence
Copyright (Tous droits réservés)

Dates et versions

hal-04171793 , version 1 (26-07-2023)

Licence

Copyright (Tous droits réservés)

Identifiants

Citer

Antoine Collas, Arnaud Breloy, Chengfang Ren, Guillaume Ginolhac, Jean-Philippe Ovarlez. Riemannian Optimization for Non-Centered Mixture of Scaled Gaussian Distributions. IEEE Transactions on Signal Processing, 2023, 71, pp.2475-2490. ⟨10.1109/TSP.2023.3290354⟩. ⟨hal-04171793⟩
43 Consultations
34 Téléchargements

Altmetric

Partager

More