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We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…

Optimization and Control · Mathematics 2023-10-03 Kangkang Deng , Jiang Hu

Estimating the rate of convergence of the empirical measure of an i.i.d. sample to the reference measure is a classical problem in probability theory. Extending recent results of Ambrosio, Stra and Trevisan on 2-dimensional manifolds, in…

Probability · Mathematics 2024-02-20 Bence Borda

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate…

Optimization and Control · Mathematics 2021-11-29 Christopher Criscitiello , Nicolas Boumal

Given a compactly supported probability measure on a Riemannian manifold, we study the asymptotic speed at which it can be approximated (in Wasserstein distance of any exponent p) by finitely supported measure. This question has been…

Optimization and Control · Mathematics 2012-07-17 Benoit Kloeckner

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

Probability · Mathematics 2017-07-04 Jonathan Weed , Francis Bach

In this paper we provide a way of taking $L^p$, $p > \frac{m}{2}$ bounds on a $m-$ dimensional Riemannian metric and transforming that into H\"{o}lder bounds for the corresponding distance function. One can think of this new estimate as a…

Differential Geometry · Mathematics 2021-12-10 Brian Allen

Consensus algorithms are popular distributed algorithms for computing aggregate quantities, such as averages, in ad-hoc wireless networks. However, existing algorithms mostly address the case where the measurements lie in a Euclidean space.…

Dynamical Systems · Mathematics 2012-02-02 Roberto Tron , Bijan Afsari , René Vidal

The techniques and analysis presented in this paper provide new methods to solve optimization problems posed on Riemannian manifolds. A new point of view is offered for the solution of constrained optimization problems. Some classical…

Optimization and Control · Mathematics 2018-04-12 Steven Thomas Smith

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Methodology · Statistics 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

Complex signed measures of finite total variation are a powerful signal model in many applications. Restricting to the $d$-dimensional torus, finitely supported measures allow for exact recovery if the trigonometric moments up to some order…

Numerical Analysis · Mathematics 2022-03-23 Paul Catala , Mathias Hockmann , Stefan Kunis , Markus Wageringel

We consider empirical measures of $\R^{d}$-valued stochastic process in finite discrete-time. We show that the adapted empirical measure introduced in the recent work \cite{backhoff2022estimating} by Backhoff et al. in compact spaces can be…

Probability · Mathematics 2023-10-25 Beatrice Acciaio , Songyan Hou

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

We propose an L-BFGS optimization algorithm on Riemannian manifolds using minibatched stochastic variance reduction techniques for fast convergence with constant step sizes, without resorting to linesearch methods designed to satisfy Wolfe…

Optimization and Control · Mathematics 2017-05-23 Anirban Roychowdhury

The aim of this paper is to find an optimal matching between manifold-valued curves, and thereby adequately compare their shapes, seen as equivalent classes with respect to the action of reparameterization. Using a canonical decomposition…

Differential Geometry · Mathematics 2018-01-22 Alice Le Brigant

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

Probability · Mathematics 2021-07-27 Feng-Yu Wang , Bingyao Wu

We present a method for computing an approximate Riemannian barycenter of a collection of points lying on a Riemannian manifold. Our approach relies on the use of theoretically proven under- and over-approximations of the Riemannian…

Differential Geometry · Mathematics 2025-07-08 Simon Mataigne , P. -A. Absil , Nina Miolane

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…

Optimization and Control · Mathematics 2022-09-08 Boris Shustin , Haim Avron , Barak Sober

The adaptive cubic regularization algorithm employing the inexact gradient and Hessian is proposed on general Riemannian manifolds, together with the iteration complexity to get an approximate second-order optimality under certain…

Optimization and Control · Mathematics 2024-05-07 Z. Y. Li , X. M. Wang