Related papers: Geodesic Convexity and Regularized Scatter Estimat…

The main goal of this paper is to present results of existence and non-existence of convex functions on Riemannian manifolds and, in the case of the existence, we associate such functions to the geometry of the manifold. Precisely, we prove…

This paper proposes an original approach to better understanding the behavior of robust scatter matrix $M$-estimators. Scatter matrices are of particular interest for many signal processing applications since the resulting performance…

We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…

In our previous paper [SIMAX 31 n.3 1491-1506(2010)], we studied the condition metric in the space of maximal rank matrices. Here, we show that this condition metric induces a Lipschitz-Riemann structure on that space. After investigating…

We consider the problem of multivariate location and scatter matrix estimation when the data contain cellwise and casewise outliers. Agostinelli et al. (2015) propose a two-step approach to deal with this problem: first, apply a univariate…

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…

The generalized Ridge penalty is a powerful tool for dealing with overfitting and for high-dimensional regressions. The generalized Ridge regression can be derived as the mean of a posterior distribution with a Normal prior and a given…

We offer a new proof of uniform convexity inequalities for the Finsler manifold of nonpositive curvature taken on the space of positive-semidefinite matrices with the weighted matrix geometric mean defining the geodesic between two points.…

We study Weil-Petersson (WP) geodesics with narrow end invariant and develop techniques to control length-functions and twist parameters along them and prescribe their itinerary in the moduli space of Riemann surfaces. This class of…

Maronna's and Tyler's $M$-estimators are among the most widely used robust estimators for scatter matrices. However, when the dimension of observations is relatively high, their performance can substantially deteriorate in certain…

In this paper we study nonconvex penalization using Bernstein functions whose first-order derivatives are completely monotone. The Bernstein function can induce a class of nonconvex penalty functions for high-dimensional sparse estimation…

This tutorial provides an exposition of a flexible geometric framework for high dimensional estimation problems with constraints. The tutorial develops geometric intuition about high dimensional sets, justifies it with some results of…

A piecewise flat Finsler metric on a triangulated surface $M$ is a metric whose restriction to any triangle is a flat triangle in some Minkowski space with straight edges. One of the main purposes of this work is to study the properties of…

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…

In geosciences, the use of classical Euclidean methods is unsuitable for treating and analyzing some types of data, as this may not belong to a vector space. This is the case for correlation matrices, belonging to a subfamily of symmetric…

The Convex Gaussian Min-Max Theorem (CGMT) has emerged as a prominent theoretical tool for analyzing the precise stochastic behavior of various statistical estimators in the so-called high dimensional proportional regime, where the sample…

We study optimization of finite sums of geodesically smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sums have witnessed tremendous attention in the recent years, existing work is…

We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…