Integral Invariants from Covariance Analysis of Embedded Riemannian Manifolds

Abstract: Principal Component Analysis can be performed over small domains of an embedded Riemannian manifold in order to relate the covariance analysis of the underlying point set with the local extrinsic and intrinsic curvature. We show that the volume of domains on a submanifold of general codimension, determined by the intersection with higher-dimensional cylinders and balls in the ambient space, have asymptotic expansions in terms of the mean and scalar curvatures. Moreover, we propose a generalization of the classical third fundamental form to general submanifolds and prove that the eigenvalue decomposition of the covariance matrices of the domains have asymptotic expansions with scale that contain the curvature information encoded by the traces of this tensor. In the case of hypersurfaces, this covariance analysis recovers the principal curvatures and principal directions, which can be used as descriptors at scale to build up estimators of the second fundamental form, and thus the Riemann tensor, of general submanifolds.