Related papers: Brownian bridges to submanifolds

We present an overview of the history of the heat kernel and eigenfunctions on Riemannian manifolds and how the theory has lead to modern methods of analyzing high dimensional data via eigenmaps and other spectral embeddings. We begin with…

This paper considers optimization problems on Riemannian manifolds and analyzes iteration-complexity for gradient and subgradient methods on manifolds with non-negative curvature. By using tools from the Riemannian convex analysis and…

In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (1996) and removes in particular the…

We prove a general Bismut's formula for the gradient of a class of smooth Wiener functionals over vector bundles of a compact Riemannian manifold. This general formula can be used repeatedly for obtaining probabilistic representation of…

In this article, we consider flat and curved Riemannian symmetric spaces in the complex case and we study their basic integral kernels, in potential and spherical analysis: heat, Newton, Poisson kernels and spherical functions, i.e. the…

We study the law of the minimum of a Brownian bridge, conditioned to take specific values at specific points, and the law of the location of the minimum. They are used to compare some non-adaptive optimisation algorithms for black-box…

An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements…

We generalize the Benjamini-Pemantle-Peres estimate relating hitting probability and Martin capacity to the setting of manifolds with Ricci curvature bounded below. As applications we obtain: (1) a sharp estimate for the probability that…

Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter $\alpha\in(0,1)$. In particular, we establish existence,…

We obtain upper bounds for the isoperimetric quotients of extrinsic balls of submanifolds in ambient spaces which have a lower bound on their radial sectional curvatures. The submanifolds are themselves only assumed to have lower bounds on…

We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…

This paper provides a characterization of functions of bounded variation (BV) in a compact Riemannian manifold in terms of the short time behavior of the heat semigroup. In particular, the main result proves that the total variation of a…

We prove a geometrically meaningful stochastic representation of the derivative of the heat semigroup on sub-Riemannian manifolds with tranverse symmetries. This representation is obtained from the study of Bochner-Weitzenbock type formulas…

We calculate heat invariants of arbitrary Riemannian manifolds without boundary. Every heat invariant is expressed in terms of powers of the Laplacian and the distance function. Our approach is based on a multi-dimensional generalization of…

In this paper, motivated by finding sharp Li-Yau type gradient estimate for positive solution of heat equations on complete Riemannian manifolds with negative Ricci curvature lower bound, we first introduce the notion of Li-Yau multiplier…

It is known that the couple formed by the two dimensional Brownian motion and its L\'evy area leads to the heat kernel on the Heisenberg group, which is one of the simplest sub-Riemannian space. The associated diffusion operator is…

We consider the entropy of the solution to the heat equation on a Riemannian manifold. When the manifold is compact, we provide two estimates on the rate of change of the entropy in terms of the lower bound on the Ricci curvature and the…

In this paper, we introduce a new concept of glued manifolds and investigate under which conditions the canonical heat flow on these glued manifolds is ergodic and irreducible. Glued manifolds are metric spaces consisting of manifolds of…

Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…

We present a scheme for simulating conditioned semimartingales taking values in Riemannian manifolds. Extending the guided bridge proposal approach used for simulating Euclidean bridges, the scheme replaces the drift of the conditioned…