Related papers: Posterior Integration on a Riemannian Manifold
We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…
The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…
Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…
We present a numerical implementation of the geodesic ray transform and its inversion over functions and solenoidal vector fields on two-dimensional Riemannian manifolds. For each problem, inversion formulas previously derived in…
We present a new framework for statistical inference on Riemannian manifolds that achieves high-order accuracy, addressing the challenges posed by non-Euclidean parameter spaces frequently encountered in modern data science. Our approach…
We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction tasks in higher dimensions with simpler models at greater…
A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the first order of weak convergence. Together with the Monte…
Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…
Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…
This paper studies robust regression for data on Riemannian manifolds. Geodesic regression is the generalization of linear regression to a setting with a manifold-valued dependent variable and one or more real-valued independent variables.…
In Riemannian computing applications, it is crucial to map manifold data to a Euclidean domain, where vector space arithmetic is available, and back. Classical manifold theory guarantees the existence of such mappings, called charts and…
Estimating means on Riemannian manifolds is generally computationally expensive because the Riemannian distance function is not known in closed-form for most manifolds. To overcome this, we show that Riemannian diffusion means can be…
This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in various machine learning and signal processing applications. By…
This article investigates the genericity of ergodic probability measures for the geodesic flow on non-positively curved Riemannian manifolds. We demonstrate that the existence of an open isometric embedding of a product manifold with a…
Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…
We use a new method to give conditions for the existence of a local isometric immersion of a Riemannian $n$-manifold $M$ in $\mathbb{R}^{n+k}$, for a given $n$ and $k$. These equate to the (local) existence of a $k$-tuple of scalar fields…
This paper advocates proximal Markov Chain Monte Carlo (ProxMCMC) as a flexible and general Bayesian inference framework for constrained or regularized estimation. Originally introduced in the Bayesian imaging literature, ProxMCMC employs…
We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…
In this manuscript, an original numerical procedure for the nonlinear peridynamics on arbitrarily--shaped two-dimensional (2D) closed manifolds is proposed. When dealing with non parameterized 2D manifolds at the discrete scale, the problem…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…