Centrale OMA MIA -MVA 2017-2018 -  · 1 1 Statistic on Riemannian manifolds and Lie groups...

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1 1 Statistic on Riemannian manifolds and Lie groups Computing with diffusion tensor images X. Pennec Epione team 2004, route des Lucioles B.P. 93 06902 Sophia Antipolis Cedex https://team.inria.fr/epione/ Statistical computing on manifolds and data assimilation: from medical images to anatomical and physiological models http://www-sop.inria.fr/asclepios/cours/MVA/Module2/index.htm Centrale OMA MIA - MVA 2017-2018 MVA 01-2018 EPIONE 2 Statistical computing on manifolds and data assimilation: from medical images to anatomical and physiological models Medical Imaging – Module 2 - MVA 2017-2018 Thu Jan 11: Introduction to Medical Image Analysis and Processing [XP] Thu Jan 18: Riemannian manifolds and Lie groups [XP] Thu Jan 25: Biomechanical Modelling [HD] Thu Feb 1: Statistics & Computing with diffusion tensor images [XP] Thu Feb 8: Data assimilation methods for physiological modeling [HD] Thu Mar 1: Diffeomorphic transformations for image registration [XP] Thu Mar 8: Statistics on deformations for computational anatomy [XP] Thu Mar 15: Personalization of tumor growth models [XP] Thu Mar 22: Exam [HD,XP] MVA 01-2018 3 Bases of Algorithms in Riemannian Manifolds Operation Euclidean space Riemannian Subtraction Addition Distance Gradient descent ) ( t t t x C x x ) ( y Log xy x xy x y x y y x ) , ( dist x xy y x ) , ( dist ) ( xy Exp y x )) ( ( t x t x C Exp x t x y xy Reformulate algorithms with exp x and log x Vector -> Bi-point (no more equivalence classes) Exponential map (Normal coordinate system): Exp x = geodesic shooting parameterized by the initial tangent Log x = unfolding the manifold in the tangent space along geodesics Geodesics = straight lines with Euclidean distance Local global domain: star-shaped, limited by the cut-locus Covers all the manifold if geodesically complete MVA 01-2018

Transcript of Centrale OMA MIA -MVA 2017-2018 -  · 1 1 Statistic on Riemannian manifolds and Lie groups...

Page 1: Centrale OMA MIA -MVA 2017-2018 -  · 1 1 Statistic on Riemannian manifolds and Lie groups Computing with diffusion tensor images X. Pennec Epioneteam 2004, route des LuciolesB.P.

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Statistic on Riemannian manifolds and Lie groups

Computing with diffusion tensor images

X. Pennec

Epione team

2004, route des Lucioles B.P. 93

06902 Sophia Antipolis Cedex

https://team.inria.fr/epione/

Statistical computing on manifolds and data assimilation:

from medical images to anatomical and physiological models

http://www-sop.inria.fr/asclepios/cours/MVA/Module2/index.htm

Centrale OMA MIA - MVA 2017-2018

MVA 01-2018

EPIONE

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Statistical computing on manifolds and data assimilation: from medical images to anatomical and physiological models

Medical Imaging – Module 2 - MVA 2017-2018

Thu Jan 11: Introduction to Medical Image Analysis and Processing [XP]

Thu Jan 18: Riemannian manifolds and Lie groups [XP]

Thu Jan 25: Biomechanical Modelling [HD]

Thu Feb 1: Statistics & Computing with diffusion tensor images [XP]

Thu Feb 8: Data assimilation methods for physiological modeling [HD]

Thu Mar 1: Diffeomorphic transformations for image registration [XP]

Thu Mar 8: Statistics on deformations for computational anatomy [XP]

Thu Mar 15: Personalization of tumor growth models [XP]

Thu Mar 22: Exam [HD,XP]

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Bases of Algorithms in Riemannian Manifolds

Operation Euclidean space Riemannian

Subtraction

Addition

Distance

Gradient descent )( ttt xCxx

)(yLogxy xxyxy

xyyx ),(distx

xyyx ),(dist

)(xyExpy x

))( ( txt xCExpxt

xyxy

Reformulate algorithms with expx and logx

Vector -> Bi-point (no more equivalence classes)

Exponential map (Normal coordinate system): Expx = geodesic shooting parameterized by the initial tangent

Logx = unfolding the manifold in the tangent space along geodesics

Geodesics = straight lines with Euclidean distance

Local global domain: star-shaped, limited by the cut-locus

Covers all the manifold if geodesically complete

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Statistical Computing on Manifolds for Computational Anatomy

Simple Statistics on Riemannian Manifolds

Mean, Covariance, Parametric distributions / tests

Statistics on the spine

Manifold-Valued Image Processing

Introduction to diffusion tensor imaging

Interpolation, filtering, extrapolation of tensors

Other metrics and applications

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Statistics on Riemannian manifolds

The geometric framework

Simple statistical tools Mean, Covariance, Parametric distributions / tests

Statistics on the spine

Application examples Evaluation of registration performances

Rigid body transformations

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Basic probabilities and statistics

Measure: random vector x of pdf

Approximation:

• Mean:

• Covariance:

Propagation:

Noise model: additive, Gaussian...

Principal component analysis

Statistical distance: Mahalanobis and

dzzpz ).(. ) E(x xx

)x( xxΣx , ~

)(zpx

T)x).(x(E xxxx

x

..x

, x)(Thh

h ~ h xxΣxy

2

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Random variable in a Riemannian Manifold

Intrinsic pdf of x

For every set H

Lebesgue’s measure

Uniform Riemannian Mesure det

Expectation of an observable in M

(variance) : . , ,

log (information) : log log

(mean) :

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Fréchet expectation (1944)

Minimizing the variance

Existence

Finite Variance at one point

Variational characterization: exponential barycenter (P(C)=0)

The case of points: classical expectation

Other central primitives

),dist(E argmin 2xx yy M

Ε

0)().(.xxE 0 )(grad 2 M

M zdzpy xx xx

0xE x xxΕ

1

),dist(E argmin xx yy M

Ε

[Oller & Corcuera 95, Battacharya & Patrangenaru 2002, Pennec, JMIV06, NSIP’99 ]

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Riemannian center of mass,Fréchet or Karcher mean?

Name conventions in geometric statistics Fréchet mean: global minima [Fréchet 1944]

Local Fréchet or Karcher mean: local minima [Karcher 1977, Kendall 1990]

Exponential barycenters: critical points [Emery 1991, Oller & Corcuera 1995]

All are sometimes called Riemannian center of mass [Groove & Karcher 1973-1976] under uniqueness assumptions

Concentration assumption: Existence and uniqueness[Karcher 77 / Buser & Karcher 1981 / Kendall 90 / Afsari 10 / Le 11]

Support of distribution in a regular geodesic ball U(r) with radius ∗ min , / ( upper bound on sect. Curv. on M with convention

that ∞ 0)

Empirical Fréchet mean (finite sample): Almost surely unique [Arnaudon & Miclo 2013]

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A gradient descent (Gauss-Newton) algorithm

Vector space

Manifold

vHvvfxfvxf fTT

..2

1.)()(

fHvvxx ftt

. with )1(

1

),()()())((exp2

1 vvHvfxfvf fx

iin

yx2

yE 2 (y)2 xx

IdH 2 2 x

xyE with )(expx x1 vvtt

Geodesic marching

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Algorithms to compute the mean

Karcher flow (gradient descent)

exp E y ∑ log

Usual algorithm with 1 can diverge on SPD matrices [Bini & Iannazzo, Linear Algebra Appl., 438:4, 2013]

Convergence for non-negative curvature (p-means) [Afsari, Tron and Vidal, SICON 2013]

Inductive / incremental weighted means

exp log

On negatively curved spaces [Sturm 2003], BHV centroid [Billera, Holmes, Vogtmann, 2001]

On non-positive spaces[G. Cheng, J. Ho, H. Salehian, B. C. Vemuri 2016]

Stochastic algorithm [Arnaudon & Miclo, Stoch. Processes and App. 124, 2014]

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First Statistical Tools: Moments

Covariance (PCA) [higher moments]

Principal component analysis

Tangent-PCA:principal modes of the covariance

Principal Geodesic Analysis (PGA) [Fletcher 2004,Sommer 2014]

M

M )().(.x.xx.xE TT

zdzpzz xxx xx

[Oller & Corcuera 95, Battacharya & Patrangenaru 2002, Pennec, JMIV06, NSIP’99 ]

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PCA vs PGA

PCA find the subspace that best explains the variance

Maximize the squared distance to the mean

Generative model: Gaussian

PGA (Fletcher, Joshi, Lu, Pizer, MMBIA 2004) find a low dimensional sub-manifold generated by geodesic

subspaces that best explain measurements

Minimize the squared Riemannian distance from the measurements to that sub-manifold (no closed form)

Generative model: Implicit uniform distribution within the subspace

Gaussian distribution in the vertical space

Different models in curved spaces (no Pythagore thm)

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Example with 3D rotations

Principal chart:

Distance:

Frechet mean:

nr . :ectorrotation v

2)1(

121 ),dist( rrRR

Centered chart:

mean = barycenter

i

2 ),(distmin arg 3

iSOR

RRR

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Distributions for parametric tests

Uniform density: maximal entropy knowing X

Generalization of the Gaussian density: Stochastic heat kernel p(x,y,t) [complex time dependency] Wrapped Gaussian [Infinite series difficult to compute] Maximal entropy knowing the mean and the covariance

Mahalanobis D2 distance / test:

Any distribution:

Gaussian:

2/x..xexp.)(

TxΓxkyN

)Vol(/)(Ind)( Xzzp Xx

rOk n /1.)det(.2 32/12/ Σ

rO / Ric3

1)1( ΣΓ

yx..yx)y( )1(2 xxx

t

n)(E 2 xx

rOn /)()( 322 xx

[ Pennec, JMIV06, NSIP’99 ]

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Gaussian on the circle

Exponential chart:

Gaussian: truncated standard Gaussian

[. ; .] rrrx

standard Gaussian(Ricci curvature → 0)

uniform pdf with

(compact manifolds)

Dirac

:r

:

:03/).( 22 r

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Computing on manifolds: a summary

The Riemannian metric easily gives Intrinsic measure and probability density functions

Expectation of a function from M into R (variance, entropy)

Integral or sum in M: minimize an intrinsic functional Fréchet / Karcher mean: minimize the variance

Filtering, convolution: weighted means

Gaussian distribution: maximize the conditional entropy

The exponential chart corrects for the curvature at the

reference point Gradient descent: geodesic walking

Covariance and higher order moments

Laplace Beltrami for free

[ Pennec, NSIP’99, JMIV 2006, Pennec et al, IJCV 66(1) 2006, Arsigny, PhD 2006]

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Statistical Analysis of the Scoliotic Spine

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 rotation var. around anterior-posterior axis

PCA of the Covariance 4 first variation modes have clinical meaning

[ J. Boisvert, X. Pennec, N. Ayache, H. Labelle, F. Cheriet,, ISBI’06 ]

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Statistical Analysis of the Scoliotic Spine

• Mode 1: King’s class I or III

• Mode 2: King’s class I, II, III

• Mode 3: King’s class IV + V

• Mode 4: King’s class V (+II)

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Per - Operative US Image

Typical Registration Resultwith Bivariate Correlation Ratio

Pre - Operative MR Image

Registered

Acquisition of images : L. & D. Auer, M. Rudolf

axial

coronal sagittal

axial

coronal sagittal

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US Intensity MR Intensity and Gradient

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Accuracy Evaluation (Consistency)

222/

2 2 USMRUSMRloop

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Validation using Bronze Standard

Best explanation of the observations (ML) : LSQ criterion

Robust Fréchet mean

Robust initialization and Newton gradient descent

Grid scheduling for efficiency

Result

221

221

2 ),,(min),( TTTTd

transrotjiT ,,,

ij ijij TTdC )ˆ,(2

[ T. Glatard & al, MICCAI 2006,

Int. Journal of HPC Apps, 2006 ]

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Data (per-operative US) 2 pre-op MR (0.9 x 0.9 x 1.1 mm)

3 per-op US (0.63 and 0.95 mm)

3 loops

Robustness and precision

Consistency of BCR

Results on per-operative patient images

Success var rot (deg) var trans (mm)MI 29% 0.53 0.25CR 90% 0.45 0.17

BCR 85% 0.39 0.11

var rot (deg) var trans (mm) var test (mm)Multiple MR 0.06 0.06 0.10

Loop 2.22 0.82 2.33MR/US 1.57 0.58 1.65

[Roche et al, TMI 20(10), 2001 ]

[Pennec et al, Multi-Sensor Image Fusion, Chap. 4, CRC Press, 2005]

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Statistical Computing on Manifolds for Computational Anatomy

Simple Statistics on Riemannian Manifolds

Manifold-Valued Image Processing

Introduction to diffusion tensor imaging

Interpolation, filtering, extrapolation of tensors

Other metrics and applications

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Introduction to diffusion tensor imaging (DTI)

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Introduction to diffusion tensor imaging (DTI)

Classical MRI: white mater, grey matter, CSF

Diffusion MRI: MR technique born in the mid-80ies (Basser, LeBihan).

in vivo imaging of the white mater architecture

set of nervous fibers (axons): information highways of the brain!

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Anatomy of a diffusion MRI

T2 image

+

6 diffusion weighted images

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Stejskal & Tanner equation

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Visualization using ellipsoids

PL

S

RA

I

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Diffusion Tensor ImagingCovariance of the Brownian motion of water

-> Architecture of axonal fibers

Symmetric positive definite matrices

Cone: Convex operations are stable mean, interpolation

Null eigenvalues are reachable in a finite time : not physical!

More complex operations are not PDEs, gradient descent…

SPD-valued image processing

Clinical images: Very noisy data

Robust estimation

Filtering, regularization

Interpolation / extrapolation Diffusion Tensor Field(slice of a 3D volume)

Intrinsic computing on Manifold-valued images?

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Statistical Computing on Manifolds for Computational Anatomy

Simple Statistics on Riemannian Manifolds

Manifold-Valued Image Processing

Introduction to diffusion tensor imaging

Interpolation, filtering, extrapolation of tensors

Other metrics and applications

Metric and Affine Geometric Settings for Lie Groups

Analysis of Longitudinal Deformations

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GL(n)-Invariant Metrics on SPD matrices

Action of the Linear Group GLn

Invariant metric

Isotropy group at the identity: Rotations All rotationally invariant scalar products:

Geodesics at Id

Exponential map

Log map

Distance

-1/n)( )Tr().Tr( Tr| 212121 WWWWWW Tdef

Id

Id

def

AA

tt WWAAWAAWWWt 2

2/11

2/12121 ,||

TAAA ..

2/12/12/12/1 )..exp()( Exp

22/12/12 )..log(|),(Id

dist

2/12/12/12/1 )..log()( Log

)exp()(, tWtWId

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GL(n)-Invariant Metrics on Tensors

Space of Gaussian distributions (Information geometry) (=0) Fisher information metric [Burbea & Rao J. Multivar Anal 12 1982,

Skovgaard Scand J. Stat 11 1984, Calvo & Oller Stat & Dec. 9 1991] Tensor segmentation [Lenglet RR04 & JMIV 25(3) 2006]

Affine-invariant metrics for DTI processing (=0) [Pennec, Fillard, Ayache, IJCV 66(1), Jan 2006 / INRIA RR-5255, 2004] PGA on tensors [Fletcher & Joshi CVMIA04, SigPro 87(2) 2007]

Geometric means (=0) Covariance matrices in computer vision [Forstner TechReport 1999] Math. properties [Moakher SIAM J. Matrix Anal App 26(3) 2004] Geodesic Anisotropy [Batchelor MRM 53 2005]

Homogeneous Embedding (=-1/(n+1) ) [Lovric & Min-Oo, J. Multivar Anal 74(1), 2000]

-1/n)( Tr .Tr21112

WWWW

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Bi-linear, tri-linear or spline interpolation?

Tensor interpolationGeodesic walking in 1D )(exp)( 211

tt

2),( )(min)( ii distxwxRephrase as weighted mean

RiemannianEuclidean

RiemannianEuclidean

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Gaussian filtering: Gaussian weighted mean

n

iii distxxGx

1

2),( )(min)(

Raw Coefficients =2 Riemann =2

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PDE for filtering and diffusion

Harmonic regularization

Gradient = manifold Laplacian

Trivial intrinsic numerical schemes with exponential maps!

Geodesic marching

Anisotropic diffusion Perona-Malik 90 / Gerig 92

Robust functions

2

2)1(

,, ,,

2 )()( )( uO

u

uxxx

ui

zyxi zyxiii

dxxC

x

2

)()()(

))((exp)( )(1 xCx xt t

u uxuw xxwx )( )()(

)(

dxx

x

2

)()()(Reg

[ Pennec, Fillard, Arsigny, IJCV 66(1), 2005, ISBI 2006]

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Anisotropic filtering

Initial

Noisy

Recovered

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Anisotropic filtering

Raw Riemann Gaussian Riemann anisotropic

)/exp()( with )( )()(ˆ 22

)(ttwxxwx

uuxu

2)1(2 /)()( )( uuxxx uuuu

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Extrapolation by Diffusion

Diffusion =0.01Original tensors Diffusion =

2

)(1

2 )(2

)),(()(2

1)(

x

n

iii xdxxdistxxGC

))(()()())((1

xxxxGxCn

iii

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Statistical Computing on Manifolds for Computational Anatomy

Simple Statistics on Riemannian Manifolds

Manifold-Valued Image Processing

Introduction to diffusion tensor imaging

Interpolation, filtering, extrapolation of tensors

Other metrics and applications

Metric and Affine Geometric Settings for Lie Groups

Analysis of Longitudinal Deformations

MVA 01-2018

Log Euclidean Metric on Tensors

Exp/Log: global diffeomorphism Tensors/sym. matrices

Vector space structure carried from the tangent space to

the manifold

Log. product

Log scalar product

Bi-invariant metric

Properties

Invariance by the action of similarity transformations only

Very simple algorithmic framework

2121 loglogexp

logexp

2

212

21 loglog, dist

[Arsigny, MICCAI 2005 & MRM 56(2), 2006]

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Riemannian Frameworks on tensors

Affine-invariant Metric (Curved space – Hadamard)

Dot product

Geodesics

Distance

Log-Euclidean similarity invariant metric (vector space)

Transport Euclidean structure through matrix exponential

Dot product

Geodesics

Distance

[ Arsigny, Pennec, Fillard, Ayache, SIAM’06, MRM’06 ]

[ Pennec, Fillard, Ayache, IJCV 66(1), 2006, Lenglet JMIV’06, etc]

2/12/12/12/1 )...exp().( ttExp

22/12/12

2

)..log(|),(distL

2

212

21 loglog,dist

))log(.)exp(log().( ttExp

IdAA

TT WVAWAAVAWVT

2/12/12/12/1 |||

IdWVWV )log(|)log(|

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Log Euclidean vs Affine invariant

Means are geometric (vs arithmetic for Euclidean)

Log Euclidean slightly more anisotropic

Speedup ratio: 7 (aniso. filtering) to >50 (interp.)

Euclidean Affine invariantLog-Euclidean

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Log Euclidean vs Affine invariant

Real DTI images: anisotropic filtering

Difference is not significant

Speedup of a factor 7 for Log-Euclidean

Original Euclidean Log-Euclidean Diff. LE/affine (x100)

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Some other metrics on tensors

Square root metrics Cholesky [Wang Vemuri et al, IPMI’03, TMI 23(8) 2004.]

Size and shape space [Dryden, Koloydenko & Zhou, 2008]

Power Euclidean [Dryden & Pennec, arXiv 2011]

Non Riemannian distances J-Divergence [Wang & Vemuri, TMI 24(10), 2005]

Geodesic Loxodromes [Kindlmann et al. MICCAI 2007]

4th order tensors [Gosh, Descoteau & Deriche MICCAI’08]

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Euclidean metric

Choleski metric

Log-Euclidean metric

Geodesic shooting in tensors spaces

Undefined (non positive)

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DTI Estimation from DWI

Baseline + at least 6 DWI

iTii DgbgSS exp0

+

Stejskal & Tanner diffusion equation

Diffusion Tensor Field

Noise is Gaussian in complex DW signal Rician = amplitude of complex

Gaussian LSQ on Rician noise = bias for low

SNRs [Sijbers, TMI 1998]

Estimation / Regularization on complex DWI: Anisotropic diffusion on Choleski factors

[Wang & Vemuri, TMI’04]

Estimation with a Rician noise Smoothing DWI before estimation

[Basu & Fletcher, MICCAI 2006] ML (MMSE) [Aja-Fernández et al, TMI 2008] MAP with log-Euclidean prior

[Fillard et al., ISBI 2006, TMI 2007]

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Rician MAP estimation with Riemannian spatial prior

ML Rician MAP RicianStandard

Estimated tensors

FA

[ Fillard, Arsigny, Pennec, Ayache ISBI’06, TMI 26(11) 2007 ]

dxxdxSS

ISSS

MAPx

N

i

iiiii .)( .ˆ)(

2

)(ˆexp

ˆlog

2

)(1

202

22

2

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Clinical DTI of the spinal cord: fiber tracking

MAP RicianStandard

[ Fillard, Arsigny, Pennec, Ayache ISBI’06, TMI 26(11) 2007 ]

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T1 + Activation map + fibers

Corpus callosum + cingulum

Corticospinal tract and thalamo cortical connections

Courtesy of P. Fillardusing MedINRIA

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Database 7 canine hearts from JHU

Anatomical MRI and DTI

Freely available at http://www-sop.inria.fr/asclepios/data/heart

•Average cardiac structure

•Variability of fibers, sheets

A Statistical Atlas of the Cardiac Fiber Structure[ J.M. Peyrat, et al., MICCAI’06, TMI 26(11), 2007]

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Database 7 canine hearts from JHU

Anatomical MRI and DTI

Method Normalization based on aMRIs

Log-Euclidean statistics of Tensors

A Statistical Atlas of the Cardiac Fiber Structure[ J.M. Peyrat, et al., MICCAI’06, TMI 26(11), 2007]

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Norm covariance

Eigenvalues covariance (1st, 2nd, 3rd)

Eigenvectors orientation covariance (around 1st, 2nd, 3rd)

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Diffusion model of the human heart10 human ex vivo hearts (CREATIS-LRMN, Lyon, France)

Classified as healthy (controlling weight, septal thickness, pathology examination)

Acquired on 1.5T MR Avento Siemens bipolar echo planar imaging, 4 repetitions, 12 gradients

Volume size: 128×128×52, 2 mm resolution

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[ H. Lombaert Statistical Analysis of the Human Cardiac Fiber Architecture from DT-

MRI, ISMRM 2011, FIMH 2011]

Fiber tractography in the left ventricle

Helix angle highly correlated to the transmural distance

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A Statistical Atlas of the Cardiac Fiber Structure

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[ R. Mollero, M.M Rohé, et al, to appear in FIMH 2015]

10 human ex vivo hearts (CREATIS-LRMN, France)

Classified as healthy (controlling weight, septal thickness, pathology examination)

Acquired on 1.5T MR Avento Siemens bipolar echo planar imaging, 4 repetitions, 12

gradients

Volume size: 128×128×52, 2 mm resolution

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