Xavier Pennec Asclepios team, INRIA Sophia-Antipolis – Mediterranée, France with V. Arsigny, P. Fillard, M. Lorenzi, etc. Geometric Structures for Statistics on Shapes and Deformations in Computational Anatomy Geometrical Models in Vision Workshop SubRiemannian Geometry Semester October 23, 2014, IHP, Paris, FR Computational Anatomy Design mathematical methods and algorithms to model and analyze the anatomy Statistics of organ shapes across subjects in species, populations, diseases… Mean shape Shape variability (Covariance) Model organ development across time (heart-beat, growth, ageing, ages…) Predictive (vs descriptive) models of evolution Correlation with clinical variables X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 2 Geometric features in Computational Anatomy Noisy geometric features Tensors, covariance matrices Curves, fiber tracts Surfaces Transformations Rigid, affine, locally affine, diffeomorphisms Goal: statistical modeling at the population level Deal with noise consistently on these non-Euclidean manifolds A consistent computing framework for simple statistics X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 3 Morphometry through Deformations Atlas 1 5 Patient 1 Patient 5 2 Patient 2 3 4 Patient 3 Patient 4 Measure of deformation [D’Arcy Thompson 1917, Grenander & Miller] Observation = random deformation of a reference template Deterministic template = anatomical invariants [Atlas ~ mean] Random deformations = geometrical variability [Covariance matrix] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 4 Longitudinal deformation analysis Deformation trajectories in different reference spaces time Patient A Template ? ? Patient B How to transport longitudinal deformation across subjects? Convenient mathematical settings for transformations? X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 5 Outline Statistical computing on Riemannian manifolds Simple statistics on Riemannian manifolds Extension to manifold-values images Computing on Lie groups Lie groups as affine connection spaces The SVF framework for diffeomorphisms Towards more complex geometries X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 6 Bases of Algorithms in Riemannian Manifolds Riemannian metric : Dot product on tangent space Speed, length of a curve Shortest path: Riemannian Distance Geodesics characterized by 2nd order diff eqs: locally unique for initial point and speed Exponential map (Normal coord. syst.) : Geodesic shooting: Expx(v) = g (x,v)(1) Log: find vector to shoot right (geodesic completeness!) Reformulate algorithms with expx and logx Vector -> Bipoint (no more equivalent class) Operator Subtraction Euclidean space Distance xy y x y x xy dist ( x, y) y x Gradient descent xt xt C( xt ) Addition Riemannian manifold X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 xy Log x ( y ) y Exp x (xy ) dist ( x, y) xy x xt Exp xt (C ( xt )) 7 Random variable in a Riemannian Manifold Intrinsic pdf of x For every set H 𝑃 𝐱∈𝐻 = 𝑝 𝑦 𝑑𝑀(𝑦) 𝐻 Lebesgue’s measure Uniform Riemannian Mesure 𝑑𝑀 𝑦 = det 𝐺 𝑦 𝑑𝑦 Expectation of an observable in M 𝑬𝐱 𝜙 = 𝑀 𝜙 𝑦 𝑝 𝑦 𝑑𝑀 𝑦 𝜙 = 𝑑𝑖𝑠𝑡 2 (variance) : 𝑬𝐱 𝑑𝑖𝑠𝑡 . , 𝑦 𝜙 = 𝑥 (mean) : 𝑬𝐱 𝐱 = 𝑀 X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 2 = 𝑀 𝑑𝑖𝑠𝑡 𝑦, 𝑧 2 𝑝 𝑧 𝑑𝑀(𝑧) 𝑦 𝑝 𝑦 𝑑𝑀 𝑦 8 First Statistical Tools: Moments Frechet / Karcher mean minimize the variance Εx argmin E dist( y, x)2 yM E xx xx. px ( z ).dM( z ) 0 P(C ) 0 M Variational characterization: Exponential barycenters Existence and uniqueness (convexity radius) [Karcher / Kendall / Le / Afsari] Empirical mean: a.s. uniqueness [Arnaudon & Miclo 2013] Gauss-Newton Geodesic marching 1 n x t 1 exp x t (v) with v E yx Log x t (x i ) n i 1 [Oller & Corcuera 95, Battacharya & Patrangenaru 2002, Pennec, JMIV06, NSIP’99 ] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 9 First Statistical Tools: Moments Covariance (PCA) [higher moments] xz . xz . p (z).dM(z) xx E xx . xx T T x M Principal component analysis Tangent-PCA: principal modes of the covariance Principal Geodesic Analysis (PGA) [Fletcher 2004] [Oller & Corcuera 95, Battacharya & Patrangenaru 2002, Pennec, JMIV06, NSIP’99 ] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 10 Statistical Analysis of the Scoliotic Spine [ J. Boisvert et al. ISBI’06, AMDO’06 and IEEE TMI 27(4), 2008 ] Database 307 Scoliotic patients from the Montreal’s Sainte-Justine Hospital. 3D Geometry from multi-planar X-rays Mean Main translation variability is axial (growth?) Main rot. var. around anterior-posterior axis X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 11 Statistical Analysis of the Scoliotic Spine [ J. Boisvert et al. ISBI’06, AMDO’06 and IEEE TMI 27(4), 2008 ] AMDO’06 best paper award, Best French-Quebec joint PhD 2009 PCA of the Covariance: 4 first variation modes have clinical meaning • Mode 1: King’s class I or III • Mode 3: King’s class IV + V • Mode 2: King’s class I, II, III • Mode 4: King’s class V (+II) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 12 Outline Statistical computing on Riemannian manifolds Simple statistics on Riemannian manifolds Extension to manifold-values images Computing on Lie groups Lie groups as affine connection spaces The SVF framework for diffeomorphisms Towards more complex geometries X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 13 Diffusion Tensor Imaging Covariance of the Brownian motion of water Filtering, regularization Interpolation / extrapolation Architecture of axonal fibers Symmetric positive definite matrices Cone in Euclidean space (not complete) Convex operations are stable mean, interpolation More complex operations are not PDEs, gradient descent… All invariant metrics under GLn W1 | W2 Id Tr W1T W2 Tr(W1 ).Tr(W2 ) ( -1/n) Exponential map Log map Log ( ) 1/ 2 log( 1/ 2 .. 1/ 2 )1/ 2 Distance dist (, ) 2 | Exp ( ) 1/ 2 exp( 1/ 2 .. 1/ 2 )1/ 2 X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 log( 1/ 2 .. 1/ 2 ) 2 Id 14 Manifold-valued image algorithms Integral or sum in M: weighted Fréchet mean Interpolation Linear between 2 elements: interpolation geodesic Bi- or tri-linear or spline in images: weighted means Gaussian filtering: convolution = weighted mean ( x) min i G ( x xi ) dist 2 (, i ) PDEs for regularization and extrapolation: the exponential map (partially) accounts for curvature Gradient of Harmonic energy = Laplace-Beltrami Anisotropic regularization using robust functions Simple intrinsic numerical schemes thanks the exponential maps! ( x) 1 uS ( x)( x u) O 2 Reg () ( x) ( x ) dx 2 [ Pennec, Fillard, Arsigny, IJCV 66(1), 2005, ISBI 2006] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 15 Filtering and anisotropic regularization of DTI Raw Riemann Gaussian smoothing X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 Euclidean Gaussian smoothing Riemann anisotropic smoothing 16 Outline Statistical computing on Riemannian manifolds Simple statistics on Riemannian manifolds Extension to manifold-values images Computing on Lie groups Lie groups as affine connection spaces The SVF framework for diffeomorphisms Towards more complex geometries X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 17 Limits of the Riemannian Framework Lie group: Smooth manifold with group structure Composition g o h and inversion g-1 are smooth Left and Right translation Lg(f) = g o f Rg (f) = f o g Natural Riemannian metric choices Chose a metric at Id: <x,y>Id Propagate at each point g using left (or right) translation <x,y>g = < DLg .x , DLg .y >Id (-1) (-1) No bi-invariant metric in general Incompatibility of the Fréchet mean with the group structure Left of right metric: different Fréchet means The inverse of the mean is not the mean of the inverse Examples with simple 2D rigid transformations Can we design a mean compatible with the group operations? Is there a more convenient structure for statistics on Lie groups? X. Pennec - STIA - Sep. 18 2014 18 Basics of Lie groups Flow of a left invariant vector field 𝑋 = 𝐷𝐿. 𝑥 from identity 𝛾𝑥 𝑡 exists for all time One parameter subgroup: 𝛾𝑥 𝑠 + 𝑡 = 𝛾𝑥 𝑠 . 𝛾𝑥 𝑡 Lie group exponential Definition: 𝑥 ∈ 𝔤 𝐸𝑥𝑝 𝑥 = 𝛾𝑥 1 𝜖 𝐺 Diffeomorphism from a neighborhood of 0 in g to a neighborhood of e in G (not true in general for inf. dim) 3 curves parameterized by the same tangent vector Left / Right-invariant geodesics, one-parameter subgroups Question: Can one-parameter subgroups be geodesics? X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 19 Affine connection spaces Affine Connection (infinitesimal parallel transport) Acceleration = derivative of the tangent vector along a curve Projection of a tangent space on a neighboring tangent space Geodesics = straight lines Null acceleration: 𝛻𝛾 𝛾 = 0 2nd order differential equation: Normal coordinate system Local exp and log maps X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 Adapted from Lê Nguyên Hoang, science4all.org 20 Cartan-Schouten Connection on Lie Groups A unique connection Symmetric (no torsion) and bi-invariant For which geodesics through Id are one-parameter subgroups (group exponential) Matrices : M(t) = A.exp(t.V) Diffeos : translations of Stationary Velocity Fields (SVFs) Levi-Civita connection of a bi-invariant metric (if it exists) Continues to exists in the absence of such a metric (e.g. for rigid or affine transformations) Two flat connections (left and right) Absolute parallelism: no curvature but torsion (Cartan / Einstein) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 21 Statistics on an affine connection space Fréchet mean: exponential barycenters 𝑖 𝐿𝑜𝑔𝑥 𝑦𝑖 = 0 [Emery, Mokobodzki 91, Corcuera, Kendall 99] Existence local uniqueness if local convexity [Arnaudon & Li, 2005] For Cartan-Schouten connections [Pennec & Arsigny, 2012] 𝐿𝑜𝑔 𝑥 −1 . 𝑦𝑖 = 0 Locus of points x such that Algorithm: fixed point iteration (local convergence) 𝑥𝑡+1 1 = 𝑥𝑡 ∘ 𝐸𝑥𝑝 𝑛 𝐿𝑜𝑔 𝑥𝑡−1 . 𝑦𝑖 Mean stable by left / right composition and inversion If 𝑚 is a mean of 𝑔𝑖 and ℎ is any group element, then ℎ ∘ 𝑚 is a mean of ℎ ∘ 𝑔𝑖 , 𝑚 ∘ ℎ is a mean of the points 𝑔𝑖 ∘ ℎ and 𝑚(−1) is a mean of (−1) 𝑖 𝑔 X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 22 Special matrix groups Heisenberg Group (resp. Scaled Upper Unitriangular Matrix Group) No bi-invariant metric Group geodesics defined globally, all points are reachable Existence and uniqueness of bi-invariant mean (closed form resp. solvable) Rigid-body transformations Logarithm well defined iff log of rotation part is well defined, i.e. if the 2D rotation have angles 𝜃𝑖 < 𝜋 Existence and uniqueness with same criterion as for rotation parts (same as Riemannian) Invertible linear transformations Logarithm unique if no complex eigenvalue on the negative real line Generalization of geometric mean (as in LE case but different) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 23 Generalization of the Statistical Framework Covariance matrix & higher order moments Defined as tensors in tangent space Σ= 𝐿𝑜𝑔𝑥 𝑦 ⊗ 𝐿𝑜𝑔𝑥 𝑦 𝜇(𝑑𝑦) Matrix expression changes according to the basis Other statistical tools Mahalanobis distance well defined and bi-invariant Tangent Principal Component Analysis (t-PCA) Principal Geodesic Analysis (PGA), provided a data likelihood Independent Component Analysis (ICA) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 24 Cartan Connections vs Riemannian What is similar Standard differentiable geometric structure [curved space without torsion] Normal coordinate system with Expx et Logx [finite dimension] Limitations of the affine framework No metric (but no choice of metric to justify) The exponential does always not cover the full group Pathological examples close to identity in finite dimension In practice, similar limitations for the discrete Riemannian framework Global existence and uniqueness of bi-invariant mean? Use a bi-invariant pseudo-Riemannian metric? [Miolane poster] What we gain A globally invariant structure invariant by composition & inversion Simple geodesics, efficient computations (stationarity, group exponential) The simplest linearization of transformations for statistics? X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 25 Outline Statistical computing on Riemannian manifolds Simple statistics on Riemannian manifolds Extension to manifold-values images Computing on Lie groups Lie groups as affine connection spaces The SVF framework for diffeomorphisms Towards more complex geometries X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 26 The SVF framework for Diffeomorphisms Idea: [Arsigny MICCAI 2006, Bossa MICCAI 2007, Ashburner Neuroimage 2007] Exponential of a smooth vector field is a diffeomorphism Parameterize deformation by time-varying Stationary Velocity Fields •exp Stationary velocity field Diffeomorphism Direct generalization of numerical matrix algorithms Computing the deformation: Scaling and squaring [Arsigny MICCAI 2006] recursive use of exp(v)=exp(v/2) o exp(v/2) Updating the deformation parameters: BCH formula [Bossa MICCAI 2007] exp(v) ○ exp(εu) = exp( v + εu + [v,εu]/2 + [v,[v,εu]]/12 + … ) Lie bracket [v,u](p) = Jac(v)(p).u(p) - Jac(u)(p).v(p) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 28 Measuring Temporal Evolution with deformations Optimize LCC with deformation parameterized by SVF 𝝋𝒕 𝒙 = 𝒆𝒙𝒑(𝒕. 𝒗 𝒙 ) https://team.inria.fr/asclepios/software/lcclogdemons/ [ Lorenzi, Ayache, Frisoni, Pennec, Neuroimage 81, 1 (2013) 470-483 ] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 - 29 Longitudinal deformation analysis in AD From patient specific evolution to population trend (parallel transport of SVS parameterizing deformation trajectories) Inter-subject and longitudinal deformations are of different nature and might require different deformation spaces/metrics Consistency of the numerical scheme with geodesics? Patient A Template ? ? Patient B X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 30 Parallel transport along arbitrary curves Infinitesimal parallel transport = connection g’X : TMTM A numerical scheme to integrate for symmetric connections: Schild’s Ladder [Elhers et al, 1972] Build geodesic parallelogrammoid Iterate along the curve PN PA) A’ P’1 P P’N 1 C P0 P2 A P’0 A P0 P’0 [Lorenzi, Pennec: Efficient Parallel Transport of Deformations in Time Series of Images: from Schild's to pole Ladder, JMIV 50(1-2):5-17, 2013 ] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 31 Parallel transport along geodesics Along geodesics: Pole Ladder [Lorenzi and Pennec, JMIV 2013] T0 PA) P’1P1 C P0 P0 P1 PA) T’0 P’1 C geodesic A’ -A’ AA PA) P’0 P’0 P0 A P’0 [Lorenzi, Pennec: Efficient Parallel Transport of Deformations in Time Series of Images: from Schild's to pole Ladder, JMIV 50(1-2):5-17, 2013 ] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 32 Analysis of longitudinal datasets Multilevel framework Single-subject, two time points Log-Demons (LCC criteria) Single-subject, multiple time points 4D registration of time series within the Log-Demons registration. Multiple subjects, multiple time points Pole or Schild’s Ladder [Lorenzi et al, in Proc. of MICCAI 2011] X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 34 Longitudinal model for AD Estimated from 1 year changes – Extrapolation to 15 years 70 AD subjects (ADNI data) year Extrapolated Observed X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 Extrapolated 35 Mean deformation / atrophy per group M Lorenzi, N Ayache, X Pennec G B. Frisoni, for ADNI. Disentangling the normal aging from the pathological Alzheimer's disease progression on structural MR images. 5th Clinical Trials in Alzheimer's Disease (CTAD'12), Monte Carlo, October 2012. (see also MICCAI 2012) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 36 Study of prodromal Alzheimer’s disease Linear regression of the SVF over time: interpolation + prediction Multivariate group-wise comparison of the transported SVFs shows statistically significant differences (nothing significant on log(det) ) T (t ) Exp (v~(t )) *T0 [Lorenzi, Ayache, Frisoni, Pennec, in Proc. of MICCAI 2011] X. Pennec - NZMRI, Jan 13-17 2013 37 Group-wise flux analysis in Alzheimer’s disease: Quantification …to subject specific From group-wise… Effect size on left hippocampus NIBAD’12 Challenge: Top-ranked on Hippocampal atrophy measures X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 38 The Stationnary Velocity Fields (SVF) framework for diffeomorphisms SVF framework for diffeomorphisms is algorithmically simple Compatible with “inverse-consistency” Vector statistics directly generalized to diffeomorphisms. A zoo of log-demons registration algorithms: Log-demons: Open-source ITK implementation (Vercauteren MICCAI 2008) http://hdl.handle.net/10380/3060 [MICCAI Young Scientist Impact award 2013] Tensor (DTI) Log-demons (Sweet WBIR 2010): https://gforge.inria.fr/projects/ttk LCC log-demons for AD (Lorenzi, Neuroimage. 2013) https://team.inria.fr/asclepios/software/lcclogdemons/ Hierarchichal multiscale polyaffine log-demons (Seiler, Media 2012) http://www.stanford.edu/~cseiler/software.html [MICCAI 2011 Young Scientist award] 3D myocardium strain / incompressible deformations (Mansi MICCAI’10) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 39 Outline Statistical computing on Riemannian manifolds Simple statistics on Riemannian manifolds Extension to manifold-values images Computing on Lie groups Lie groups as affine connection spaces The SVF framework for diffeomorphisms Towards more complex geometries X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 40 Expx / Logx is the basis of algorithms to compute on (fields of) Riemannian / affine manifolds Simple statistics Mean through an exponential barycenter iteration Covariance matrices and higher order moments Interpolation / filtering / convolution weighted means Diffusion, extrapolation: standard discrete Laplacian = Laplace-Beltrami Discrete parallel transport using Schild / Pole ladder The Fréchet mean/exponential barycenter is the key Existance & uniqueness? X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 41 Towards more complex geometries? Statistics on surfaces seen as currents Characterize curves or surfaces by the flux (along or through them) of all smooth vector fields (in a RKHS) Extrinsinc statistical analysis in space of currents (mean, PCA) [Durrleman et al, MFCA 2008] (mean current is not a surface) Original Shape (1476 delta currents) Compressed Shape (281 delta currents) X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 42 Towards more complex geometries? Fibre bundles and non integrable geometries Locally affine atoms of transformation: Polyaffine deformations [Arsigny et al., MICCAI 06, JMIV 09] Jetlets diffeomorphisms [Sommer SIIMS 2013, Jacobs / Cotter 2014] Multiscale LDDMM [Sommer et al, JMIV 2013] Fibers and sheets in the myocardium Standard contact structure of the Heisenberg group X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 43 Which space for anatomical shapes? Physics Homogeneous space-time structure at large scale (universality of physics laws) [Einstein, Weil, Cartan…] Heterogeneous structure at finer scales: embedded submanifolds (filaments…) The universe of anatomical shapes? Modélisation de la structure de l'Univers. NASA Affine, Riemannian of fiber bundle structure? Learn locally the topology and metric Very High Dimensional Low Sample size setup Geometric prior might be the key! X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 48 Some references Statistics on Riemannnian manifolds Xavier Pennec. Intrinsic Statistics on Riemannian Manifolds: Basic Tools for Geometric Measurements. Journal of Mathematical Imaging and Vision, 25(1):127-154, July 2006. http://www.inria.fr/sophia/asclepios/Publications/Xavier.Pennec/Pennec.JMIV06.pdf Invariant metric on SPD matrices and of Frechet mean to define manifoldvalued image processing algorithms Xavier Pennec, Pierre Fillard, and Nicholas Ayache. A Riemannian Framework for Tensor Computing. International Journal of Computer Vision, 66(1):41-66, Jan. 2006. http://www.inria.fr/sophia/asclepios/Publications/Xavier.Pennec/Pennec.IJCV05.pdf Bi-invariant means with Cartan connections on Lie groups Xavier Pennec and Vincent Arsigny. Exponential Barycenters of the Canonical Cartan Connection and Invariant Means on Lie Groups. In Frederic Barbaresco, Amit Mishra, and Frank Nielsen, editors, Matrix Information Geometry, pages 123-166. Springer, May 2012. http://hal.inria.fr/hal-00699361/PDF/Bi-Invar-Means.pdf Cartan connexion for diffeomorphisms: Marco Lorenzi and Xavier Pennec. Geodesics, Parallel Transport & One-parameter Subgroups for Diffeomorphic Image Registration. International Journal of Computer Vision, 105(2), November 2013 https://hal.inria.fr/hal-00813835/document X. Pennec - IHP, Sub-Riemannian Geom, 23/10/2014 49 Thank You! Publications: https://team.inria.fr/asclepios/publications/ Software: https://team.inria.fr/asclepios/software/ X. 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