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We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction tasks in higher dimensions with simpler models at greater…

Computation · Statistics 2016-06-15 Andrew Holbrook , Alexander Vandenberg-Rodes , Babak Shahbaba

We propose a theoretically justified and practically applicable slice sampling based Markov chain Monte Carlo (MCMC) method for approximate sampling from probability measures on Riemannian manifolds. The latter naturally arise as posterior…

Computation · Statistics 2025-08-25 Alain Durmus , Samuel Gruffaz , Mareike Hasenpflug , Daniel Rudolf

Small area estimation has received enormous attention in recent years due to its wide range of application, particularly in policy making decisions. The variance based on direct sample size of small area estimator is unduly large and there…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre

Multidimensional scaling (MDS) is a family of methods that embed a given set of points into a simple, usually flat, domain. The points are assumed to be sampled from some metric space, and the mapping attempts to preserve the distances…

Computational Geometry · Computer Science 2014-03-05 Yonathan Aflalo , Anastasia Dubrovina , Ron Kimmel

Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…

Statistics Theory · Mathematics 2021-07-13 Ruda Zhang , Simon Mak , David Dunson

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

Machine Learning · Statistics 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

The approximation of both geodesic distances and shortest paths on point cloud sampled from an embedded submanifold $\mathcal{M}$ of Euclidean space has been a long-standing challenge in computational geometry. Given a sampling resolution…

Numerical Analysis · Mathematics 2020-11-23 Barak Sober , Robert Ravier , Ingrid Daubechies

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

Statistics Theory · Mathematics 2018-02-13 Loïc Giraldi , Olivier P. Le Maître , Ibrahim Hoteit , Omar M. Knio

Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…

Statistics Theory · Mathematics 2022-02-15 Vincent Divol

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because…

Machine Learning · Statistics 2013-11-13 Amin Zollanvari , Edward R. Dougherty

Ridge functions have recently emerged as a powerful set of ideas for subspace-based dimension reduction. In this paper we begin by drawing parallels between ridge subspaces, sufficient dimension reduction and active subspaces, contrasting…

Methodology · Statistics 2019-01-04 Pranay Seshadri , Shaowu Yuchi , Geoffrey T. Parks

Mean squared error (MSE) is one of the most widely used metrics to expression differences between multi-dimensional entities, including images. However, MSE is not locally sensitive as it does not take into account the spatial arrangement…

Computer Vision and Pattern Recognition · Computer Science 2022-06-02 Amogh Gudi , Fritjof Büttner , Jan van Gemert

The Busemann function has recently found much interest in a variety of geometric machine learning problems, as it naturally defines projections onto geodesic rays of Riemannian manifolds and generalizes the notion of hyperplanes. As several…

Machine Learning · Computer Science 2026-03-13 Clément Bonet , Elsa Cazelles , Lucas Drumetz , Nicolas Courty

Motivated by the widely used geometric median-of-means estimator in machine learning, this paper studies statistical inference for ultrahigh dimensionality location parameter based on the sample spatial median under a general multivariate…

Methodology · Statistics 2023-01-10 Guanghui Cheng , Liuhua Peng , Changliang Zou

Distributional comparison is a fundamental problem in statistical data analysis with numerous applications in a variety of scientific and engineering fields. Numerous methods exist for distributional comparison but kernel Stein's method has…

Statistics Theory · Mathematics 2025-06-12 Xiaoda Qu , Baba C. Vemuri

Accurate channel estimation is essential for reliable communication in sub-THz extremely large (XL) MIMO systems. Deploying XL-MIMO in high-frequency bands not only increases the number of antennas, but also fundamentally alters channel…

Signal Processing · Electrical Eng. & Systems 2025-04-15 Wen-Xuan Long , Marco Moretti , Michele Morelli , Luca Sanguinetti , Rui Chen

The minimum mean-square error (MMSE) achievable by optimal estimation of a random variable $Y\in\mathbb{R}$ given another random variable $X\in\mathbb{R}^{d}$ is of much interest in a variety of statistical settings. In the context of…

Information Theory · Computer Science 2022-07-12 Mario Diaz , Peter Kairouz , Lalitha Sankar

Motivated by the necessity of a high-quality stray light control in the detection of the gravitational waves in space, the spot size of a flat top beam generated by the clipping of the Gaussian beam (GB) is studied. By adopting the mode…

Instrumentation and Methods for Astrophysics · Physics 2023-02-08 Zhen-Xiang Hao , Tim Haase , Hong-Bo Jin , Ya-Zheng Tao , Gudrun Wanner , Ruo-Xi Wu , Yue-Liang Wu

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina