Covariances in Computer Vision and Machine Learning
Abstract Covariance matrices play important roles in many areas of mathematics, statistics, and machine learning, as well as their applications. In computer vision and image processing, they give rise to a powerful data representation, namely the covariance descriptor, with numerous practical applications. In this book, we begin by presenting an overview of the {\it finite-dimensional covariance matrix} representation approach of images, along with its statistical interpretation. In particular, we discuss the various distances and divergences that arise from the intrinsic geometrical structures of the set of Symmetric Positive Definite (SPD) matrices, namely Riemannian manifold and convex cone structures. Computationally, we focus on kernel methods on covariance matrices, especially using the Log-Euclidean distance. We then show some of the latest developments in the generalization of the finite-dimensional covariance matrix representation to the {\it infinite-dimensional covariance operator} representati...