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A central part of geometric statistics is to compute the Fr\'echet mean. This is a well-known intrinsic mean on a Riemannian manifold that minimizes the sum of squared Riemannian distances from the mean point to all other data points. The…

Machine Learning · Statistics 2025-11-07 Frederik Möbius Rygaard , Søren Hauberg , Steen Markvorsen

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

The Frechet mean or barycenter generalizes the idea of averaging in spaces where pairwise addition is not well-defined. In general metric spaces, the Frechet sample mean is not a consistent estimator of the theoretical Frechet mean. For…

Statistics Theory · Mathematics 2013-05-16 Cedric E. Ginestet

Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…

Optimization and Control · Mathematics 2024-05-17 Francesca R. Crucinio , Valentin De Bortoli , Arnaud Doucet , Adam M. Johansen

Fr\'echet regression generalizes linear regression to metric-space-valued responses by defining fitted values as minimizers of weighted Fr\'echet functionals. Since these weights may have mixed signs, the resulting objective is a signed…

Optimization and Control · Mathematics 2026-05-25 Yamin Zhou , César A. Uribe

We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…

Machine Learning · Computer Science 2025-03-27 Francesco Micheli , Efe C. Balta , Anastasios Tsiamis , John Lygeros

This work resolves the following question in non-Euclidean statistics: Is it possible to consistently estimate the Fr\'echet mean set of an unknown population distribution, with respect to the Hausdorff metric, when given access to…

Statistics Theory · Mathematics 2025-07-02 Moise Blanchard , Adam Quinn Jaffe

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…

Statistics Theory · Mathematics 2025-09-17 Marta Catalano , Hugo Lavenant

We study a class of optimization problems in the Wasserstein space (the space of probability measures) where the objective function is nonconvex along generalized geodesics. Specifically, the objective exhibits some difference-of-convex…

Optimization and Control · Mathematics 2025-01-08 Hoang Phuc Hau Luu , Hanlin Yu , Bernardo Williams , Petrus Mikkola , Marcelo Hartmann , Kai Puolamäki , Arto Klami

Estimating the rate of convergence of the empirical measure of an i.i.d. sample to the reference measure is a classical problem in probability theory. Extending recent results of Ambrosio, Stra and Trevisan on 2-dimensional manifolds, in…

Probability · Mathematics 2024-02-20 Bence Borda

This paper investigates the computational geometry relevant to calculations of the Frechet mean and variance for probability distributions on the phylogenetic tree space of Billera, Holmes and Vogtmann, using the theory of probability…

Metric Geometry · Mathematics 2014-02-18 Ezra Miller , Megan Owen , J. Scott Provan

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

As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…

Optimization and Control · Mathematics 2024-11-20 Clément Bonet , Théo Uscidda , Adam David , Pierre-Cyril Aubin-Frankowski , Anna Korba

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Probability · Mathematics 2022-04-29 Huaiqian Li , Bingyao Wu

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these…

Machine Learning · Statistics 2025-03-25 Brendan Mallery , James M. Murphy , Shuchin Aeron

Used as priors for Bayesian inverse problems, diffusion models have recently attracted considerable attention in the literature. Their flexibility and high variance enable them to generate multiple solutions for a given task, such as…

Machine Learning · Computer Science 2025-07-10 Emile Pierret , Bruno Galerne

Archetypal analysis is an unsupervised machine learning method that summarizes data using a convex polytope. In its original formulation, for fixed k, the method finds a convex polytope with k vertices, called archetype points, such that…

Machine Learning · Statistics 2022-10-27 Katy Craig , Braxton Osting , Dong Wang , Yiming Xu

In this paper, we propose an efficient method to estimate the Weingarten map for point cloud data sampled from manifold embedded in Euclidean space. A statistical model is established to analyze the asymptotic property of the estimator. In…

Machine Learning · Statistics 2021-05-17 Yueqi Cao , Didong Li , Huafei Sun , Amir H Assadi , Shiqiang Zhang