Allen Tannenbaum

Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models. Basically, we study such models on a certain submanifold of probability densities with certain structure. Different aspects of this framework are discussed and several examples are presented to illustrate the results. This method represents our first attempt to study optimal transport problems for more general probability densities with structures.

Yongxin Chen, Tryphon Georgiou, Allen Tannenbaum

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work needed to transition from one equilibrium state to another is the difference between the Helmholtz free energy of the two states and can only be achieved by a reversible (infinitely slow) process. The minimal gap between the work needed in a finite-time transition and the work during a reversible one, turns out to equal the square of the optimal mass transport (Wasserstein-2) distance between the two end-point distributions times the inverse of the duration needed for the transition. This result, in fact, relates non-equilibrium optimal control strategies (protocols) to gradient flows of entropy functionals via and the Jordan-Kinderlehrer-Otto scheme. The purpose of this paper is to introduce ideas and results from the emerging field of stochastic thermodynamics in the setting of classical regulator theory, and to draw connections and derive such fundamental relations from a control perspective in a multivariable setting.

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon et al.

We consider transport over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed to be consistent with certain initial and final marginals. The random evolution is selected to be closest to a prior measure on paths in the relative entropy sense, i.e., a Schroedinger bridge between the two marginals. This is an atypical stochastic control problem where the control consists in suitably modifying the transition mechanism. The prior can incorporate cost of traversing edges or allocate equal probability to all paths of equal length connecting any two given nodes, i.e., a uniform measure on paths. This latter choice relies on the so-called Ruelle-Bowen random walk and gives rise to a scheduling that tends to utilize all paths as uniformly as the topology allows. Thus, when the Ruelle-Bowen law is taken as prior, the transportation plan tends to lessen congestion and ensure a level of robustness. We show that the Ruelle-Bowen law is itself a Schroedinger bridge albeit with a prior that is not a probability measure. The paradigm of Schroedinger bridges as a mechanism for scheduling transport on networks can be adapted to graphs that are not strongly connected as well as to weighted graphs. The latter leads to transportation plans that effect a compromise between robustness and transportation cost.

Anqi Dong, Tryphon T. Georgiou, Allen Tannenbaum

Biological networks often encapsulate promotion/inhibition as signed edge-weights of a graph. Nodes may correspond to genes assigned expression levels (mass) of respective proteins. The promotion/inhibition nature of co-expression between nodes is encoded in the sign of the corresponding entry of a sign-indefinite adjacency matrix, though the strength of such co-expression (i.e., the precise value of edge weights) cannot typically be directly measured. Herein we address the inverse problem to determine network edge-weights based on a sign-indefinite adjacency and expression levels at the nodes. While our motivation originates in gene networks, the framework applies to networks where promotion/inhibition dictates a stationary mass distribution at the nodes. In order to identify suitable edge-weights we adopt a framework of ``negative probabilities,'' advocated by P.\ Dirac and R.\ Feynman, and we set up a likelihood formalism to obtain values for the sought edge-weights. The proposed optimization problem can be solved via a generalization of the well-known Sinkhorn algorithm; in our setting the Sinkhorn-type ``diagonal scalings'' are multiplicative or inverse-multiplicative, depending on the sign of the respective entries in the adjacency matrix, with value computed as the positive root of a quadratic polynomial.

Jung Hun Oh, Rena Elkin, Anish Kumar Simhal et al.

The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT into widely used probabilistic models, such as Gaussian or Gaussian mixture, have been developed to enhance the capability of modeling complex multimodal densities of real datasets. However, very few studies have explored the OMT problems in a reproducing kernel Hilbert space (RKHS), wherein the kernel trick is utilized to avoid the need to explicitly map input data into a high-dimensional feature space. In the current study, we propose a Wasserstein-type metric to compute the distance between two Gaussian mixtures in a RKHS via the kernel trick, i.e., kernel Gaussian mixture models.

Jiening Zhu, Kaiming Xu, Allen Tannenbaum

Vector-valued Gaussian mixtures form an important special subset of vector-valued distributions. In general, vector-valued distributions constitute natural representations for physical entities, which can mutate or transit among alternative manifestations distributed in a given space. A key example is color imagery. In this note, we vectorize the Gaussian mixture model and study several different optimal mass transport related problems associated to such models. The benefits of using vector Gaussian mixture for optimal mass transport include computational efficiency and the ability to preserve structure.

Saad Nadeem, Travis Hollmann, Allen Tannenbaum

Variations in hematoxylin and eosin (H&E) stained images (due to clinical lab protocols, scanners, etc) directly impact the quality and accuracy of clinical diagnosis, and hence it is important to control for these variations for a reliable diagnosis. In this work, we present a new approach based on the multimarginal Wasserstein barycenter to normalize and augment H&E stained images given one or more references. Specifically, we provide a mathematically robust way of naturally incorporating additional images as intermediate references to drive stain normalization and augmentation simultaneously. The presented approach showed superior results quantitatively and qualitatively as compared to state-of-the-art methods for stain normalization. We further validated our stain normalization and augmentations in the nuclei segmentation task on a publicly available dataset, achieving state-of-the-art results against competing approaches.

Jung Hun Oh, Maryam Pouryahya, Aditi Iyer et al.

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common divergences on distributions such as Kullback-Leibler or Jensen-Shannon, it is (weakly) continuous, and thus ideal for analyzing corrupted data. To date, however, no kernel methods for dealing with nonlinear data have been proposed via the Wasserstein distance. In this work, we develop a novel method to compute the L2-Wasserstein distance in a kernel space implemented using the kernel trick. The latter is a general method in machine learning employed to handle data in a nonlinear manner. We evaluate the proposed approach in identifying computerized tomography (CT) slices with dental artifacts in head and neck cancer, performing unsupervised hierarchical clustering on the resulting Wasserstein distance matrix that is computed on imaging texture features extracted from each CT slice. Our experiments show that the kernel approach outperforms classical non-kernel approaches in identifying CT slices with artifacts.

Wookjin Choi, Saad Nadeem, Sadegh Riyahi et al.

Spiculations are important predictors of lung cancer malignancy, which are spikes on the surface of the pulmonary nodules. In this study, we proposed an interpretable and parameter-free technique to quantify the spiculation using area distortion metric obtained by the conformal (angle-preserving) spherical parameterization. We exploit the insight that for an angle-preserved spherical mapping of a given nodule, the corresponding negative area distortion precisely characterizes the spiculations on that nodule. We introduced novel spiculation scores based on the area distortion metric and spiculation measures. We also semi-automatically segment lung nodule (for reproducibility) as well as vessel and wall attachment to differentiate the real spiculations from lobulation and attachment. A simple pathological malignancy prediction model is also introduced. We used the publicly-available LIDC-IDRI dataset pathologists (strong-label) and radiologists (weak-label) ratings to train and test radiomics models containing this feature, and then externally validate the models. We achieved AUC$=$0.80 and 0.76, respectively, with the models trained on the 811 weakly-labeled LIDC datasets and tested on the 72 strongly-labeled LIDC and 73 LUNGx datasets; the previous best model for LUNGx had AUC$=$0.68. The number-of-spiculations feature was found to be highly correlated (Spearman's rank correlation coefficient $ρ= 0.44$) with the radiologists' spiculation score. We developed a reproducible and interpretable, parameter-free technique for quantifying spiculations on nodules. The spiculation quantification measures was then applied to the radiomics framework for pathological malignancy prediction with reproducible semi-automatic segmentation of nodule. Using our interpretable features (size, attachment, spiculation, lobulation), we were able to achieve higher performance than previous models.

Rena Elkin, Saad Nadeem, Eldad Haber et al.

The glymphatic system (GS) is a transit passage that facilitates brain metabolic waste removal and its dysfunction has been associated with neurodegenerative diseases such as Alzheimer's disease. The GS has been studied by acquiring temporal contrast enhanced magnetic resonance imaging (MRI) sequences of a rodent brain, and tracking the cerebrospinal fluid injected contrast agent as it flows through the GS. We present here a novel visualization framework, GlymphVIS, which uses regularized optimal transport (OT) to study the flow behavior between time points at which the images are taken. Using this regularized OT approach, we can incorporate diffusion, handle noise, and accurately capture and visualize the time varying dynamics in GS transport. Moreover, we are able to reduce the registration mean-squared and infinity-norm error across time points by up to a factor of 5 as compared to the current state-of-the-art method. Our visualization pipeline yields flow patterns that align well with experts' current findings of the glymphatic system.

Stanley L. Tuznik, Peter J. Olver, Allen Tannenbaum

Image feature points are detected as pixels which locally maximize a detector function, two commonly used examples of which are the (Euclidean) image gradient and the Harris-Stephens corner detector. A major limitation of these feature detectors are that they are only Euclidean-invariant. In this work we demonstrate the application of a 2D affine-invariant image feature point detector based on differential invariants as derived through the equivariant method of moving frames. The fundamental equi-affine differential invariants for 3D image volumes are also computed.

Yongxin Chen, Eldad Haber, Kaoru Yamamoto et al.

We present an efficient algorithm for recent generalizations of optimal mass transport theory to matrix-valued and vector-valued densities. These generalizations lead to several applications including diffusion tensor imaging, color images processing, and multi-modality imaging. The algorithm is based on sequential quadratic programming (SQP). By approximating the Hessian of the cost and solving each iteration in an inexact manner, we are able to solve each iteration with relatively low cost while still maintaining a fast convergent rate. The core of the algorithm is solving a weighted Poisson equation, where different efficient preconditioners may be employed. We utilize incomplete Cholesky factorization, which yields an efficient and straightforward solver for our problem. Several illustrative examples are presented for both the matrix and vector-valued cases.

Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum

We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to define an appropriate notion of optimal transport on a graph. The corresponding distance between distributions is readily computable via convex optimization and provides a suitable generalization of Wasserstein-type metrics. Building on this, we define Wasserstein-type metrics on vector-valued distributions supported on continuous spaces as well as graphs. Motivation for developing vector-valued mass transport is provided by applications such as multi-color image processing, polarimetric radar, as well as network problems where resources may be vectorial.

Liangjia Zhu, Peter Karasev, Ivan Kolesov et al.

Image segmentation is a fundamental problem in computational vision and medical imaging. Designing a generic, automated method that works for various objects and imaging modalities is a formidable task. Instead of proposing a new specific segmentation algorithm, we present a general design principle on how to integrate user interactions from the perspective of feedback control theory. Impulsive control and Lyapunov stability analysis are employed to design and analyze an interactive segmentation system. Then stabilization conditions are derived to guide algorithm design. Finally, the effectiveness and robustness of proposed method are demonstrated.

Romeil Sandhu, Ayelet Dominitz, Yi Gao et al.

In this work, we present a technique to map any genus zero solid object onto a hexahedral decomposition of a solid cube. This problem appears in many applications ranging from finite element methods to visual tracking. From this, one can then hopefully utilize the proposed technique for shape analysis, registration, as well as other related computer graphics tasks. More importantly, given that we seek to establish a one-to-one correspondence of an input volume to that of a solid cube, our algorithm can naturally generate a quality hexahedral mesh as an output. In addition, we constrain the mapping itself to be volume preserving allowing for the possibility of further mesh simplification. We demonstrate our method both qualitatively and quantitatively on various 3D solid models