Related papers: The Riemannian barycentre as a proxy for global op…
Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…
We establish a universal framework for concentration inequalities based on invariance under diffeomorphism groups. Given a probability measure $\mu$ on a space $E$ and a diffeomorphism $\psi: E \to F$, concentration properties transfer…
In this work we introduce the concept of Bures-Wasserstein barycenter $Q_*$, that is essentially a Fr\'echet mean of some distribution $\mathbb{P}$ supported on a subspace of positive semi-definite Hermitian operators $\mathbb{H}_{+}(d)$.…
Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…
We present a new flexible wavefront propagation algorithm for the boundary value problem for sub-Riemannian (SR) geodesics in the roto-translation group $SE(2) = \mathbb{R}^2 \rtimes S^1$ with a metric tensor depending on a smooth external…
We present a universally-optimal distributed algorithm for the exact weighted min-cut. The algorithm is guaranteed to complete in $\widetilde{O}(D + \sqrt{n})$ rounds on every graph, recovering the recent result of Dory, Efron,…
This article presents a mathematical analysis and numerical strategies for solving the optimization problem of minimizing the quadratic function $J(P) = \text{Tr}(BP)- \frac{1}{2} \text{Tr}(A P A P)$, where $A,B \in \mathbb R^{M \times…
This paper proposes a general framework of Riemannian adaptive optimization methods. The framework encapsulates several stochastic optimization algorithms on Riemannian manifolds and incorporates the mini-batch strategy that is often used…
Motivated by a constrained minimization problem, it is studied the gradient flows with respect to Hessian Riemannian metrics induced by convex functions of Legendre type. The first result characterizes Hessian Riemannian structures on…
We introduce the transport-transform (TT) and the relative transport-transform (RTT) metrics between finite point patterns on a general space, which provide a unified framework for earlier point pattern metrics, in particular the…
In this paper, we target the problem of sufficient dimension reduction with symmetric positive definite matrices valued responses. We propose the intrinsic minimum average variance estimation method and the intrinsic outer product gradient…
Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem's regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this…
The problem of finding minimizing geodesics for a manifold M with a sub-Riemannian structure is equivalent to the time optimal control of a driftless system on M with a bound on the control. We consider here a class of sub-Riemannian…
The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter…
In this note, we show that the solution to the Dirichlet problem for the minimal surface system in any codimension is unique in the space of distance-decreasing maps. This follows as a corollary of the following stability theorem: if 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…
We propose a new metric between probability measures on a compact metric space that mirrors the Riemannian manifold-like structure of quadratic optimal transport but includes entropic regularization. Its metric tensor is given by the…
The notion of strictly outward minimising hull is investigated for open sets of finite perimeter sitting inside a complete noncompact Riemannian manifold. Under natural geometric assumptions on the ambient manifold, the strictly outward…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
Nonsmooth Riemannian optimization has attracted increasing attention, especially in problems with sparse structures. While existing formulations typically involve convex nonsmooth terms, incorporating nonsmooth difference-of-convex (DC)…