The statistical analysis of covariance matrices occurs in many important
applications, e.g. in diffusion tensor imaging and longitudinal data analysis.
We consider the situation where it is of interest to estimate an average
covariance matrix, describe its anisotropy, to carry out principal geodesic
analysis and to interpolate between covariance matrices. There are many choices
of metric available, each with its advantages. The particular choice of what is
best will depend on the particular application.
The statistical analysis of covariance matrix data is considered and, in
particular, methodology is discussed which takes into account the non-Euclidean
nature of the space of positive semi-definite symmetric matrices. The main
motivation for the work is the analysis of diffusion tensors in medical image
analysis. The primary focus is on estimation of a mean covariance matrix and,
in particular, on the use of Procrustes size-and-shape space. Comparisons are
made with other estimation techniques, including using the matrix logarithm,
matrix square root and Cholesky decomposition.
The statistical analysis of covariance matrix data is considered and, in
particular, methodology is discussed which takes into account the non-Euclidean
nature of the space of positive semi-definite symmetric matrices. The main
motivation for the work is the analysis of diffusion tensors in medical image
analysis. The primary focus is on estimation of a mean covariance matrix and,
in particular, on the use of Procrustes size-and-shape space. Comparisons are
made with other estimation techniques, including using the matrix logarithm,
matrix square root and Cholesky decomposition.