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Heat kernel smoothing, hot spots conjecture and Fiedler vector Moo K. Chung University of Wisconsin-Madison www.stat.wisc.edu /~ mchung 2017 September 5, Casa Mexicana Oaxaca

Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

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Page 1: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Heat kernel smoothing, �hot spots conjecture �and Fiedler vector

MooK.Chung

UniversityofWisconsin-Madison

www.stat.wisc.edu/~mchung

2017 September 5, Casa Mexicana Oaxaca

Page 2: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

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Abstracts The second eigenfunction of the Laplace-Beltrami operator (often called Fiedler vector in discrete settings) follows the pattern of the overall shape of an object. This geometric property is well known and used for various applications including mesh processing, feature extraction, manifold learning, spectral embedding and the minimum linear arrangement problem. Surprisingly, this geometric property has not been precisely formulated yet. This problem is directly related to the somewhat obscure hot spots conjecture in differential geometry that postulates the behavior of heat diffusion near boundary. The aim of the talk is to discuss and raise the awareness of the problem. As an application of the hot spots conjecture, we show how the second eigenfunction alone can be used for shape modeling of elongated anatomical structures such as hippocampus and mandible, and determining the diameter of large-scale brain networks. This talk is based on Chung et al. 2015 Medical Image Analysis 22:63-76.

Page 3: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

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Acknowledgements

Yuan Wang, Houri Voperian, Andrew Alexander, Seth Pollack,

Richard DavidsonUniversity of Wisconsin-Madison

SeongHoSeoSeoul National University

NIH funding: EB022856, MH098098, MH061285

Page 4: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Diffusion smoothing

Page 5: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Diffusion smoothingwith boundary condition

Page 6: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

2001, Proceedings of the 53rd Session of the International Statistical Institute

Page 7: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

FEM-based discretization of LB-operator

Proved in Lopez-Perez et al, 2004, ECCV

Page 8: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

3T MRI tissue

segmentation

surface extraction

triangle mesh with 1 million

triangles

Yellow: outer cortical surface

Blue: inner cortical surface

Page 9: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

5mm FWHM Diffusion Smoothing

0.00

0.01

mean curvature 20 iterations 100 iterations

Matlab code: http://brainimaging.waisman.wisc.edu/~chung/diffusion

Page 10: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Heat kernel smoothing

Page 11: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Smoothing in manifold

Anatomical manifold

parameter spacemanifold

Hilbert space with inner product

Self-adjoint operator

Parameter space

Basis function

L2(M)

Page 12: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Analytic approach to heat kernel smoothing

t = scale, bandwidth, diffusion time

Analytic representation

Input signal

Kernel smoothing

Weighed Fourier series

PDE:

Chung et al., 2007. IEEE Transactions on Medical Imaging 26:566-581

Page 13: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

X-coordinate smoothed with bandwidth 10and 1269 eigenfunctions

Heat kernel smoothing on manifold

K� ⇤ X(p) =1X

j=0

e��j�Xj j(p)

Xj = hX, ji

Page 14: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Discretize basis functions via FEM

�f = �f C⇥ = �A⇥

A C

MATLAB code:http://brainimaging.waisman.wisc.edu/~chung/lb

Page 15: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

K� ⇤ X(p) =1X

j=0

e��j�Xj j(p)

X0 X1 X2 X3

Functional approach to heat kernel smoothing

Seo et al. 2010 MICCAI 6363:505-512Chung et al. 2015 Medical Image Analysis 22:63-76

Page 16: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Hot Spots Conjecture

Chung et al. 2011 Lecture Notes in Computer Science (LNCS). 7009:225-232

Page 17: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Motivation: determine the length of mandible

First attempt: diffusion with heat source and sink

+ heat source

- heat sink

Page 18: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Laplace-Beltrami eigenfunctions on mandible

Page 19: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Rauch’s hot spots conjecture unsolved since 1974

�f

�t= �f, f(x, t = 0) = X(x)

@f

@n

(x, t) = 0

Neumann boundary conditionConjecture: The distance from the max/min of the solution to the boundary goes to zero as t goes to infinity.

Page 20: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

K� � f(p) =RM f(p) dµ(p)

µ(M)+ f1e

��1�⇥1(p) + R(�, p)

Asymptotic property of diffusion

Mean signal over manifold

Remainder

Restatement: The hot and cold spots of the second eigenfunction occur at the points that give the maximum geodesic distance.

Page 21: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Properties of Fidler vector on graphs

Hilbert nodal line theorem: The Fiedler vector partitions the node set into exactly two sign domains.

Hot spot at the positive domain. Cold spot at the negative domain.

Tlusty 2007 (Electronic Journal of Linear Algebra): The hot/cold spots have to occur at the boundary.

1

4

2

3

0.419

-0.702

0.202

-0.338

50.419

-

+

Page 22: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Example 3D surfaces

Tried more than 30 different objects: 2D, 3D trees, surfaces etc.

Page 23: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Second eigenfunction on trees

Page 24: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

The topology/geometry aware 2nd eigenfunction

Page 25: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Can you guess where the max. and min of the 2nd eigenfunction will occur here?

+ - -

Page 26: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Applications

Page 27: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Red= femaleBlue = male

Centerline of mandible for 70 subjects

Page 28: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Elongation of mandible (length increases, angle decreases)

age

length

angle

children

adults

Page 29: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Diameter:maximum of all possible shortest paths

Running time O(n(n+e)) Worst case O(n3)

Diameter of a large-scale network

Page 30: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

What next?

Persistent homology on hierarchical networks

Page 31: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Dense brain networks (fMRI correlation)

Page 32: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Hierarchical sparse network (compressed sensing)

S(λ)

Sparsity

Sparse modelwith sparseparameter :λ

λ = 0.3

λ = 0

λ = 0.5Directed graph:Chung et al. 2017 IPMI 10265:299-310

Chung et al. 2015 IEEE TMI 34:1928-1939Undirected graph:

Page 33: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

Standard brain parcellation with 116 regions

Precentral gyrus

Page 34: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

18-layer convolutional brain network

Page 35: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

19-layer hierarchical brain parcellation

Page 36: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

White matter fiber tracts

Page 37: Heat kernel smoothing, hot spots conjecture and Fiedler vectorpages.stat.wisc.edu/~mchung/talks/chung.2017.hotspots.pdf · Acknowledgements Yuan Wang, Houri Voperian, Andrew Alexander,

19-layer convolutional brain network