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The goal of this note is to provide a geometric setting in which generalized arithmetic means are best predictors in an appropriate metric. This characterization provides a geometric interpretation to the concept of certainty equivalent.…

Probability · Mathematics 2020-05-19 Henryk Gzyl

We study the problem of estimating, in the sense of optimal transport metrics, a measure which is assumed supported on a manifold embedded in a Hilbert space. By establishing a precise connection between optimal transport metrics, optimal…

Machine Learning · Computer Science 2012-09-06 Guillermo D. Canas , Lorenzo Rosasco

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 Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…

Information Theory · Computer Science 2022-03-25 Alexandre L. M. Levada

This paper discusses the extent to which one can determine the space-time metric from a knowledge of a certain subset of the (unparametrised) geodesics of its Levi-Civita connection, that is, from the experimental evidence of the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 G. S. Hall , D. P. Lonie

Metrics on the space of sets of trajectories are important for scientists in the field of computer vision, machine learning, robotics, and general artificial intelligence. However, existing notions of closeness between sets of trajectories…

Computer Vision and Pattern Recognition · Computer Science 2020-11-17 José Bento , Jia Jie Zhu

We present a general method to derive continuity estimates for conditional probabilities of general (possibly continuous) spin models sub jected to local transformations. Such systems arise in the study of a stochastic time-evolution of…

Probability · Mathematics 2007-11-26 C. Kuelske , A. A. Opoku

Distances to compact sets are widely used in the field of Topological Data Analysis for inferring geometric and topological features from point clouds. In this context, the distance to a probability measure (DTM) has been introduced by…

Statistics Theory · Mathematics 2016-03-17 Frédéric Chazal , Pascal Massart , Bertrand Michel

A central property of a classical geometry is that the geodesic distance between two events is \emph{additive}. When considering quantum fluctuations in the metric or a quantum or statistical superposition of different spacetimes,…

High Energy Physics - Theory · Physics 2023-09-06 Federico Piazza , Andrew J. Tolley

Most research into similarity search in metric spaces relies upon the triangle inequality property. This property allows the space to be arranged according to relative distances to avoid searching some subspaces. We show that many common…

Information Retrieval · Computer Science 2017-03-03 Richard Connor , Franco Alberto Cardillo , Lucia Vadicamo , Fausto Rabitti

Metric spaces $(X, d)$ are ubiquitous objects in mathematics and computer science that allow for capturing (pairwise) distance relationships $d(x, y)$ between points $x, y \in X$. Because of this, it is natural to ask what useful…

Computational Geometry · Computer Science 2023-08-10 Willow Barkan-Vered , Huck Bennett , Amir Nayyeri

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

Dynamical Systems · Mathematics 2017-10-05 Stefano Galatolo , Isaia Nisoli

We propose a new method for local distance metric learning based on sample similarity as side information. These local metrics, which utilize conical combinations of metric weight matrices, are learned from the pooled spatial…

Machine Learning · Computer Science 2019-02-25 YInjie Huang , Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

Magnitude is an isometric invariant of metric spaces introduced by Leinster. Since its inception, it has inspired active research into its connections with integral geometry, geometric measure theory, fractal dimensions, persistent…

General Topology · Mathematics 2026-05-21 Sara Kališnik , Davorin Lešnik

The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Lénaïc Chizat , Soheil Kolouri , Shahin Shahrampour , Umut Şimşekli

We prove that the set of orthogonal projections on a Hilbert space equipped with the length metric is $\frac\pi2$-geodesic. As an application, we consider the problem of variation of spectral subspaces for bounded linear self-adjoint…

Spectral Theory · Mathematics 2010-07-12 Konstantin A. Makarov , Albrecht Seelmann

Let $G$ be a sofic group, and let $\Sigma = (\sigma_n)_{n\geq 1}$ be a sofic approximation to it. For a probability-preserving $G$-system, a variant of the sofic entropy relative to $\Sigma$ has recently been defined in terms of sequences…

Dynamical Systems · Mathematics 2018-09-20 Tim Austin

Distances are pervasive in machine learning. They serve as similarity measures, loss functions, and learning targets; it is said that a good distance measure solves a task. When defining distances, the triangle inequality has proven to be a…

Machine Learning · Computer Science 2020-07-08 Silviu Pitis , Harris Chan , Kiarash Jamali , Jimmy Ba

Many authors have studied the phenomenon of typically Gaussian marginals of high-dimensional random vectors; e.g., for a probability measure on $\R^d$, under mild conditions, most one-dimensional marginals are approximately Gaussian if $d$…

Probability · Mathematics 2011-04-22 Elizabeth Meckes

We show that for Gibbs measures on self-conformal sets in $\mathbb{R}^d$ $(d\ge2)$ satisfying certain minimal assumptions, without requiring any separation condition, the Hausdorff dimension of orthogonal projections to $k$-dimensional…

Dynamical Systems · Mathematics 2019-02-20 Catherine Bruce , Xiong Jin
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