A Sliced-Wasserstein Framework on Correlation Matrices for EEG Decoding

Electroencephalography (EEG) offers noninvasive, millisecond resolution recordings of neuronal activity and is widely used in neuroscience and healthcare. Many EEG decoding pipelines rely on covariance descriptors for their robustness to noise, but such representations are sensitive to channel-wise scaling. Recent studies have therefore advocated full-rank correlation matrices as a scale-invariant alternative for EEG decoding. In this paper, we study Sliced-Wasserstein (SW) discrepancies for probability distributions on the manifold of full-rank correlation matrices. We adopt the pullback-Euclidean formulation of SW, referred to as Pullback Euclidean Metric Sliced-Wasserstein (PEMSW), and instantiate it under two recently introduced correlation geometries, \textit{i.e.}, the Off-Log Metric (OLM) and Log-Scaled Metric (LSM). This yields two Correlation Sliced-Wasserstein (CorSW) discrepancies with closed-form slicing coordinates and efficient computation through one-dimensional Wasserstein distances. Building on CorSW, we further develop a domain generalization (DG) framework for EEG decoding. Experiments on three EEG datasets demonstrate improved generalization under distribution shifts, with low training overhead and no additional inference cost. The source code is available at github.com/ChenHu-ML/CorSW.