Papers › Sliced-Wasserstein on Symmetric Positive Definite Matrices for M/EEG Signals

Sliced-Wasserstein on Symmetric Positive Definite Matrices for M/EEG Signals

10 Mar 2023arXiv:2303.05798archive 2025-07-28

Clément Bonet, Benoît Malézieux, Alain Rakotomamonjy, Lucas Drumetz, Thomas Moreau, Matthieu Kowalski, Nicolas Courty

When dealing with electro or magnetoencephalography records, many supervised prediction tasks are solved by working with covariance matrices to summarize the signals. Learning with these matrices requires using Riemanian geometry to account for their structure. In this paper, we propose a new method to deal with distributions of covariance matrices and demonstrate its computational efficiency on M/EEG multivariate time series. More specifically, we define a Sliced-Wasserstein distance between measures of symmetric positive definite matrices that comes with strong theoretical guarantees. Then, we take advantage of its properties and kernel methods to apply this distance to brain-age prediction from MEG data and compare it to state-of-the-art algorithms based on Riemannian geometry. Finally, we show that it is an efficient surrogate to the Wasserstein distance in domain adaptation for Brain Computer Interface applications.

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Brain Computer InterfaceComputational EfficiencyDomain AdaptationEEGElectroencephalogram (EEG)Time SeriesTime Series Analysis

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