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Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

Machine Learning · Computer Science 2021-06-01 Paavo Parmas , Masashi Sugiyama

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

Computation · Statistics 2021-02-26 Eric Chuu , Debdeep Pati , Anirban Bhattacharya

This article presents certain recent methodologies and some new results for the statistical analysis of probability distributions on manifolds. An important example considered in some detail here is the 2-D shape space of k-ads, comprising…

Geometric Topology · Mathematics 2008-12-18 Abhishek Bhattacharya , Rabi Bhattacharya

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

The classical tools which ensure the completeness of vector fields and second order differential equations for mechanical systems are revisited. Possible extensions in three directions are discussed: infinite dimensional Banach and Hilbert…

Differential Geometry · Mathematics 2015-05-05 Miguel Sánchez

The restricted Feynman path integrals (RFPIs) have been proposed to study continuous quantum measurements in physics. The RFPIs are heuristically determined in terms of the usual probability amplitude multiplied by weight for each path,…

Mathematical Physics · Physics 2021-08-20 Wataru Ichinose

This paper, the second of a series, deals with the function space of all smooth K\"ahler metrics in any given closed complex manifold $M$ in a fixed cohomology class. The previous result of the second author \cite{chen991} showed that the…

Differential Geometry · Mathematics 2007-05-23 E. Calabi , X. X. Chen

We call any measure on a path space, a path measure. Some notions about path measures which appear naturally when solving the Schr\"odinger problem are presented and worked out in detail.

Probability · Mathematics 2022-09-05 Christian Léonard

We study Laplace eigenvalues $\lambda_k$ on K\"ahler manifolds as functionals on the space of K\"ahler metrics with cohomologous K\"ahler forms. We introduce a natural notion of a $\lambda_k$-extremal K\"ahler metric and obtain necessary…

Differential Geometry · Mathematics 2015-02-03 Vestislav Apostolov , Dmitry Jakobson , Gerasim Kokarev

This paper extends our earlier results to higher dimensions using a different approach, based on the rigidity of complex structures on certain domains.

Differential Geometry · Mathematics 2011-04-22 X-X. Chen , S. K. Donaldson

I describe a new method for computing trace anomalies in quantum field theories which makes use of path-integrals for particles moving in curved spaces. After presenting the main ideas of the method, I discuss how it is connected to the…

High Energy Physics - Theory · Physics 2010-11-01 Fiorenzo Bastianelli

Given a semi-Riemannian $4$-manifold $(M,g)$ with two distinguished vector fields satisfying properties determined by their shear, twist and various Lie bracket relations, a family of K\"ahler metrics $g_K$ is constructed, defined on an…

Differential Geometry · Mathematics 2020-12-23 Amir Babak Aazami , Gideon Maschler

We consider method-of-quantiles estimators of unknown parameters, namely the analogue of method-of-moments estimators obtained by matching empirical and theoretical quantiles at some probability level lambda in (0,1). The aim is to present…

Statistics Theory · Mathematics 2018-11-20 Valeria Bignozzi , Claudio Macci , Lea Petrella

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Probability · Mathematics 2007-12-12 Charles Bordenave

Using the path integral measure factorization method based on the nonlinear filtering equation from the stochastic process theory, we consider the reduction procedure in Wiener path integrals for a mechanical system with symmetry that…

Mathematical Physics · Physics 2020-01-01 S. N. Storchak

We study approximations of Feynman path integrals in finite dimensional spaces and how the approximations determine the propagator.

Logic · Mathematics 2024-09-09 Tapani Hyttinen

We obtain an estimate for the volume of neighbourhoods of sets of large curvature in three-dimensional K\"ahler-Einstein manifolds.

Differential Geometry · Mathematics 2011-04-22 X-X. Chen , S. K. Donaldson

For a Reproducing Kernel Hilbert Space on a complex domain we give a formula that describes the Hermitean metrics on the domain which are pull-backs of some metric on the (dual of) the RKHS via the evaluation map. Then we consider the…

Functional Analysis · Mathematics 2018-10-16 Eugene Bilokopytov

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…

Probability · Mathematics 2022-10-14 Iosif Pinelis