Related papers: A Geometric Variational Approach to Bayesian Infer…
We introduce an approach based on the Givens representation for posterior inference in statistical models with orthogonal matrix parameters, such as factor models and probabilistic principal component analysis (PPCA). We show how the Givens…
Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial…
We recover the Riemannian gradient of a given function defined on interior points of a Riemannian submanifold in the Euclidean space based on a sample of function evaluations at points in the submanifold. This approach is based on the…
Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…
Sparsity-based representations have recently led to notable results in various visual recognition tasks. In a separate line of research, Riemannian manifolds have been shown useful for dealing with features and models that do not lie in…
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…
We develop a statistical framework for conducting inference on collections of time-varying covariance operators (covariance flows) over a general, possibly infinite dimensional, Hilbert space. We model the intrinsically non-linear structure…
Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the…
Several recent works have explored stochastic gradient methods for variational inference that exploit the geometry of the variational-parameter space. However, the theoretical properties of these methods are not well-understood and these…
We compare the Serret-Frenet frame with a {\em relatively parallel adapted frame} (RPAF) introduced by Bishop to parametrize $W^{2,2}$-curves. Next, we derive the geometric invariants, curvature and torsion, with the RPAF associated to the…
In the present paper, we introduce bi-slant submersions from almost Hermitian manifolds onto Riemannian manifolds as a generalization of invariant, anti-invariant, semi-invariant, slant, semi-slant and hemi-slant Riemannian submersions. We…
This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable…
We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…
We present a novel framework for variable selection in Fr\'echet regression with responses in general metric spaces, a setting increasingly relevant for analyzing non-Euclidean data such as probability distributions and covariance matrices.…
We present a Bayesian model for pairwise nonlinear registration of functional data. We use the Riemannian geometry of the space of warping functions to define appropriate prior distributions and sample from the posterior using importance…
The Fisher-Rao distance between two probability distributions of a statistical model is defined as the Riemannian geodesic distance induced by the Fisher information metric. In order to calculate the Fisher-Rao distance in closed-form, we…
Derivative-free Riemannian optimization (DFRO) aims to minimize an objective function using only function evaluations, under the constraint that the decision variables lie on a Riemannian manifold. The rapid increase in problem dimensions…
We initiate a study of the following problem: Given a continuous domain $\Omega$ along with its convex hull $\mathcal{K}$, a point $A \in \mathcal{K}$ and a prior measure $\mu$ on $\Omega$, find the probability density over $\Omega$ whose…
In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…