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In probabilistic modeling, parameter estimation is commonly formulated as a minimization problem on a parameter manifold. Optimization in such spaces requires geometry-aware methods that respect the underlying information structure. While…

Computation · Statistics 2025-11-17 Derun Zhou , Keisuke Yano , Mahito Sugiyama

Information geometry and optimal transport are two distinct geometric frameworks for modeling families of probability measures. During the recent years, there has been a surge of research endeavors that cut across these two areas and…

Optimization and Control · Mathematics 2022-07-01 Gabriel Khan , Jun Zhang

Manifold learning seeks a low dimensional representation that faithfully captures the essence of data. Current methods can successfully learn such representations, but do not provide a meaningful set of operations that are associated with…

Machine Learning · Computer Science 2019-08-21 David Eklund , Søren Hauberg

Computing optimal, collision-free trajectories for high-dimensional systems is a challenging problem. Sampling-based planners struggle with the dimensionality, whereas trajectory optimizers may get stuck in local minima due to inherent…

Robotics · Computer Science 2023-05-12 Thomas Cohn , Mark Petersen , Max Simchowitz , Russ Tedrake

Information geometry is a study of statistical manifolds, that is, spaces of probability distributions from a geometric perspective. Its classical information-theoretic applications relate to statistical concepts such as Fisher information,…

Information Theory · Computer Science 2023-10-09 Kumar Vijay Mishra , M. Ashok Kumar , Ting-Kam Leonard Wong

Circular and non-flat data distributions are prevalent across diverse domains of data science, yet their specific geometric structures often remain underutilized in machine learning frameworks. A principled approach to accounting for the…

Methodology · Statistics 2025-09-25 Thibault de Surrel , Fabien Lotte , Sylvain Chevallier , Florian Yger

The Riemannian geometry is one of the main theoretical pieces in Modern Mathematics and Physics. The study of Riemann Geometry in the relevant literature is performed by using a well defined analytical path. Usually it starts from the…

Differential Geometry · Mathematics 2015-07-07 Juan Mendez

We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of probability distributions, such as normal, gamma, beta,…

Machine Learning · Computer Science 2022-11-22 Alice Le Brigant , Jules Deschamps , Antoine Collas , Nina Miolane

In this paper we give a new proof of the (strong) displacement convexity of a class of integral functionals defined on a compact Riemannian manifold satisfying a lower Ricci curvature bound. Our approach does not rely on existence and…

Analysis of PDEs · Mathematics 2014-09-16 Sara Daneri , Giuseppe Savare

We consider a system with a discrete configuration space. We show that the geometrical structures associated with such a system provide the tools necessary for a reconstruction of discrete quantum mechanics once dynamics is brought into the…

Mathematical Physics · Physics 2013-12-03 Marcel Reginatto , Michael J. W. Hall

The space of all Riemannian metrics on a smooth second countable finite dimensional manifold is itself a smooth manifold modeled on the space of symmetric (0,2)-tensor fields with compact support. It carries a canonical Riemannian metric…

Differential Geometry · Mathematics 2008-02-03 Olga Gil-Medrano , Peter W. Michor

We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical…

Mathematical Physics · Physics 2009-03-12 Max-K. von Renesse

The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…

Optimization and Control · Mathematics 2026-05-07 Chandler Smith , HanQin Cai , Abiy Tasissa

We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…

Probability · Mathematics 2019-10-22 Cheuk Ting Li , Venkat Anantharam

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

This paper proposes two innovative vector transport operators, leveraging the Cayley transform, for the generalized Stiefel manifold embedded with a non-standard metric. Specifically, it introduces the differentiated retraction and an…

Optimization and Control · Mathematics 2024-05-28 Xuejie Wang , Kangkang Deng , Zheng Peng , Chengcheng Yan

In order to compare and interpolate signals, we investigate a Riemannian geometry on the space of signals. The metric allows discontinuous signals and measures both horizontal (thus providing many benefits of the Wasserstein metric) and…

Metric Geometry · Mathematics 2023-04-25 Ruiyu Han , Dejan Slepčev , Yunan Yang

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

We extend the application of Hamiltonian Monte Carlo to allow for sampling from probability distributions defined over symmetric or Hermitian positive definite matrices. To do so, we exploit the Riemannian structure induced by Cartan's…

Computation · Statistics 2016-12-28 Andrew Holbrook , Shiwei Lan , Alexander Vandenberg-Rodes , Babak Shahbaba

We consider the space of probability measures on a discrete set $X$, endowed with a dynamical optimal transport metric. Given two probability measures supported in a subset $Y \subseteq X$, it is natural to ask whether they can be connected…

Metric Geometry · Mathematics 2018-06-01 Matthias Erbar , Jan Maas , Melchior Wirth