Related papers: Posterior Integration on a Riemannian Manifold
In many applications, one encounters signals that lie on manifolds rather than a Euclidean space. In particular, covariance matrices are examples of ubiquitous mathematical objects that have a non Euclidean structure. The application of…
In this paper, we rigorously characterize for the first time the manifold of unitary and symmetric matrices, deriving its tangent space and its geodesics. The resulting parameterization of the geodesics (through a real and symmetric matrix)…
Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…
The use of non-differentiable priors in Bayesian statistics has become increasingly popular, in particular in Bayesian imaging analysis. Current state of the art methods are approximate in the sense that they replace the posterior with a…
The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…
In this paper, we propose a new randomized method for numerical integration on a compact complex manifold with respect to a continuous volume form. Taking for quadrature nodes a suitable determinantal point process, we build an unbiased…
Let M be a smooth compact oriented manifold without boundary, imbedded in a euclidean space E and let f be a smooth map of M into a Riemannian manifold N. An unknown state x in M is observed via X=x+su where s>0 is a small parameter and u…
Representing graphs as sets of node embeddings in certain curved Riemannian manifolds has recently gained momentum in machine learning due to their desirable geometric inductive biases, e.g., hierarchical structures benefit from hyperbolic…
The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order to use such priors successfully,…
Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…
We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approaches, the proposed method is derived from an approximation of…
Markov Chain Monte Carlo (MCMC) is an invaluable means of inference with complicated models, and Hamiltonian Monte Carlo, in particular Riemannian Manifold Hamiltonian Monte Carlo (RMHMC), has demonstrated impressive success in many…
Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a powerful method of Bayesian inference that exploits underlying geometric information of the posterior distribution in order to efficiently traverse the parameter space. However, the…
We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…
We introduce a new approach to the anisotropic Calder\'on problem, based on a map called Poisson embedding that identifies the points of a Riemannian manifold with distributions on its boundary. We give a new uniqueness result for a large…
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…
We propose a natural intrinsic extension of ridge regression from Euclidean spaces to general Riemannian manifolds for time-series prediction. Our approach combines Riemannian least-squares fitting via B\'ezier curves, empirical covariance…
The index of a Riemannian symmetric space is the minimal codimension of a proper totally geodesic submanifold (Onishchik, 1980). There is a conjecture by the first two authors for how to calculate the index. In this paper we give an…
In the paper we prove integral formulae for a Riemannian manifold endowed with $k>2$ orthogonal complementary distributions, which generalize well-known formula for $k=2$ and give applications to splitting and isometric immersions of…