Related papers: On a convergence property of a geometrical algorit…
A common belief in high-dimensional data analysis is that data are concentrated on a low-dimensional manifold. This motivates simultaneous dimension reduction and regression on manifolds. We provide an algorithm for learning gradients on…
In recent years, interest in gradient-based optimization over Riemannian manifolds has surged. However, a significant challenge lies in the reliance on hyperparameters, especially the learning rate, which requires meticulous tuning by…
We consider the problem of embedding the nodes of a hypergraph into Euclidean space under the assumption that the interactions arose through closeness to unknown hyperedge centres. In this way, we tackle the inverse problem associated with…
We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
Random geometric graphs are random graph models defined on metric spaces. Such a model is defined by first sampling points from a metric space and then connecting each pair of sampled points with probability that depends on their distance,…
We provide a geometric interpretation to Bayesian inference that allows us to introduce a natural measure of the level of agreement between priors, likelihoods, and posteriors. The starting point for the construction of our geometry is the…
In the present paper, we propose and analyze a novel method for estimating a univariate regression function of bounded variation. The underpinning idea is to combine two classical tools in nonparametric statistics, namely isotonic…
We propose a geometric algorithm for topic learning and inference that is built on the convex geometry of topics arising from the Latent Dirichlet Allocation (LDA) model and its nonparametric extensions. To this end we study the…
The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…
In this paper, we extend the previous convergence results for the generalized alternating projection method applied to subspaces in [arXiv:1703.10547] to hold also for smooth manifolds. We show that the algorithm locally behaves similarly…
A key problem in multiobjective linear programming is to find the set of all efficient extreme points in objective space. In this paper we introduce oriented projective geometry as an efficient and effective framework for solving this…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…
Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high dimensional spaces, (ii) they enable to treat data sequentially, (iii) they are known to be…
An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…
In many real-world applications of regression, conditional probability estimation, and uncertainty quantification, exploiting symmetries rooted in physics or geometry can dramatically improve generalization and sample efficiency. While…
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…
In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…
In this paper, we consider a problem of learning supervised PageRank models, which can account for some properties not considered by classical approaches such as the classical PageRank algorithm. Due to huge hidden dimension of the…