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One of the most widely-used procedures for dimensionality reduction of high dimensional data is Principal Component Analysis (PCA). More broadly, low-dimensional stochastic representation of random fields with finite variance is provided via the well known Karhunen–Loève expansion (KLE). The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e., which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition) on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build probabilistic Karhunen–Loève expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion. [ABSTRACT FROM AUTHOR]

This paper deals with area-based subpixel image registration under the rotation-isometric scaling-translation transformation hypothesis. Our approach is based on parametrical modeling of geometrically transformed textural image fragments and maximum-likelihood estimation of the transformation vector between them. Due to the parametrical approach based on the fractional Brownian motion modeling of the local fragments' texture, the proposed estimator \mboxML_\mathrmfBm (ML stands for “maximum likelihood” and fBm stands for “fractal Brownian motion”) has the ability to better adapt to real image texture content compared with other methods relying on universal similarity measures such as mutual information or normalized correlation. The main benefits are observed when assumptions underlying the fBm model are fully satisfied, e.g., for isotropic normally distributed textures with stationary increments. Experiments on both simulated and real images and for high and weak correlations between registered images show that the \mboxML_\mathrmfBm estimator offers significant improvement compared with other state-of-the-art methods. It reduces translation vector, rotation angle, and scaling factor estimation errors by a factor of about 1.75–2, and it decreases the probability of false match by up to five times. In addition, an accurate confidence interval for \mboxML_\mathrmfBm estimates can be obtained from the Cramér–Rao lower bound on rotation-scaling-translation parameter estimation error. This bound depends on texture roughness, noise level in reference and template images, correlation between these images, and geometrical transformation parameters. [ABSTRACT FROM AUTHOR]