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Bi-invariant Dissimilarity Measures for Sample Distributions in Lie Groups

  • Data sets sampled in Lie groups are widespread, and as with multivariate data, it is important for many applications to assess the differences between the sets in terms of their distributions. Indices for this task are usually derived by considering the Lie group as a Riemannian manifold. Then, however, compatibility with the group operation is guaranteed only if a bi-invariant metric exists, which is not the case for most non-compact and non-commutative groups. We show here that if one considers an affine connection structure instead, one obtains bi-invariant generalizations of well-known dissimilarity measures: a Hotelling $T^2$ statistic, Bhattacharyya distance and Hellinger distance. Each of the dissimilarity measures matches its multivariate counterpart for Euclidean data and is translation-invariant, so that biases, e.g., through an arbitrary choice of reference, are avoided. We further derive non-parametric two-sample tests that are bi-invariant and consistent. We demonstrate the potential of these dissimilarity measures by performing group tests on data of knee configurations and epidemiological shape data. Significant differences are revealed in both cases.
Author:Martin HanikORCiD, Hans-Christian HegeORCiDGND, Christoph von TycowiczORCiD
Document Type:Article
Parent Title (English):SIAM Journal on Mathematics of Data Science
First Page:1223
Last Page:1249
Year of first publication:2022
ArXiv Id:http://arxiv.org/abs/2402.12901
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