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Depth is a concept that measures the `centrality' of a point in a given data cloud or in a given probability distribution. Every depth defines a family of so-called trimmed regions. For statistical applications it is desirable that with…

Statistics Theory · Mathematics 2017-04-13 Rainer Dyckerhoff

We introduce slant Riemannian maps from Riemannian manifolds to almost Hermitian manifolds as a generalization of slant immersions, invariant Riemannian maps and anti-invariant Riemannian maps. We give examples, obtain characterizations and…

Differential Geometry · Mathematics 2012-06-18 Bayram Sahin

The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…

Recently, the theory of diffusion maps was extended to a large class of local kernels with exponential decay which were shown to represent various Riemannian geometries on a data set sampled from a manifold embedded in Euclidean space.…

Classical Analysis and ODEs · Mathematics 2015-09-28 Tyrus Berry , John Harlim

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

Mathematical Physics · Physics 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł

The space of positive definite symmetric matrices has been studied extensively as a means of understanding dependence in multivariate data along with the accompanying problems in statistical inference. Many books and papers have been…

Statistics Theory · Mathematics 2012-03-16 L. R. Haff , P. T. Kim , J. -Y. Koo , D. St. P. Richards

Starting with Tukey's pioneering work in the 1970's, the notion of depth in statistics has been widely extended especially in the last decade. These extensions include high dimensional data, functional data, and manifold-valued data. In…

Statistics Theory · Mathematics 2020-11-24 Alejandro Cholaquidis , Ricardo Fraiman , Fabrice Gamboa , Leonardo Moreno

Positive semidefinite Hermitian matrices that are not fully specified can be completed provided their underlying graph is chordal. If the matrix is positive definite the completion can be uniquely characterized as the matrix that maximizes…

Rings and Algebras · Mathematics 2021-12-08 Olaf Dreyer

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

The statistical rank tests play important roles in univariate non-parametric data analysis. If one attempts to generalize the rank tests to a multivariate case, the problem of defining a multivariate order will occur. It is not clear how to…

Computational Geometry · Computer Science 2019-05-28 Rasoul Shahsavarifar

Quantum mechanics features a variety of distinct properties such as coherence and entanglement, which could be explored to showcase potential advantages over classical counterparts in information processing. In general, legitimate quantum…

Quantum Physics · Physics 2023-08-17 Fuchuan Wei , Zhenhuan Liu , Guoding Liu , Zizhao Han , Xiongfeng Ma , Dong-Ling Deng , Zhengwei Liu

We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and…

Machine Learning · Statistics 2023-07-07 Xiucai Ding , Rong Ma

Entrywise functions preserving Loewner positivity have been studied by many authors, most notably Schoenberg and Rudin. Following their work, it is known that functions preserving positivity when applied entrywise to positive semidefinite…

Functional Analysis · Mathematics 2014-04-30 Dominique Guillot , Apoorva Khare , Bala Rajaratnam

With the wide adoption of functional magnetic resonance imaging (fMRI) by cognitive neuroscience researchers, large volumes of brain imaging data have been accumulated in recent years. Aggregating these data to derive scientific insights…

Applications · Statistics 2020-06-01 Ming Bo Cai , Michael Shvartsman , Anqi Wu , Hejia Zhang , Xia Zhu

Two frameworks for multivariate functional depth based on multivariate depths are introduced in this paper. The first framework is multivariate functional integrated depth, and the second framework involves multivariate functional extremal…

Methodology · Statistics 2022-11-29 Zhuo Qu , Wenlin Dai , Marc G. Genton

Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…

Probability · Mathematics 2023-02-16 Simon Heuveline , Salem Said , Cyrus Mostajeran

The ability to represent and compare machine learning models is crucial in order to quantify subtle model changes, evaluate generative models, and gather insights on neural network architectures. Existing techniques for comparing data…

In the realm of high-dimensional data analysis, the estimation of covariance matrices is a fundamental task, and this holds true for interval-valued data as well. However, there is no unified definition for the covariance matrix of…

Methodology · Statistics 2026-04-02 Wan Tian , Wenhao Cui , Rui Zhang , Bingyi Jing , Yang Liu , Yijie Peng

A method for extracting multiscale geometric features from a data cloud is proposed and analyzed. The basic idea is to map each pair of data points into a real-valued feature function defined on $[0,1]$. The construction of these feature…

Statistics Theory · Mathematics 2019-12-16 Gabriel Chandler , Wolfgang Polonik