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Optimization is an essential component for solving problems in wide-ranging fields. Ideally, the objective function should be designed such that the solution is unique and the optimization problem can be solved stably. However, the…

Robotics · Computer Science 2020-07-27 Takayuki Osa

Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…

Optimization and Control · Mathematics 2019-06-14 Jiang Hu , Xin Liu , Zaiwen Wen , Yaxiang Yuan

While classical data analysis has addressed observations that are real numbers or elements of a real vector space, at present many statistical problems of high interest in the sciences address the analysis of data that consist of more…

Statistics Theory · Mathematics 2023-08-15 Zhigang Yao , Jiaji Su , Bingjie Li , Shing-Tung Yau

There has been an emerging trend in non-Euclidean statistical analysis of aiming to recover a low dimensional structure, namely a manifold, underlying the high dimensional data. Recovering the manifold requires the noise to be of certain…

Machine Learning · Statistics 2024-06-11 Zhigang Yao , Yuqing Xia

The general aim of manifold estimation is reconstructing, by statistical methods, an $m$-dimensional compact manifold $S$ on ${\mathbb R}^d$ (with $m\leq d$) or estimating some relevant quantities related to the geometric properties of $S$.…

Statistics Theory · Mathematics 2014-11-13 José R. Berrendero , Alejandro Cholaquidis , Antonio Cuevas , Ricardo Fraiman

This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The…

Economics · Quantitative Finance 2015-06-16 Viktors Ajevskis

In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes…

Graphics · Computer Science 2020-02-27 Barak Sober , David Levin

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

Maps from a source manifold $ {\mathcal M}$ to a target manifold ${\mathcal N}$ appear in liquid crystals, colour image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems…

Numerical Analysis · Mathematics 2017-10-27 Nathan D. King , Steven J. Ruuth

The paper studies a distributed gradient descent (DGD) process and considers the problem of showing that in nonconvex optimization problems, DGD typically converges to local minima rather than saddle points. The paper considers…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Ryan Murray , H. Vincent Poor , Soummya Kar

Consider the set of solutions to a system of polynomial equations in many variables. An algebraic manifold is an open submanifold of such a set. We introduce a new method for computing integrals and sampling from distributions on algebraic…

Algebraic Geometry · Mathematics 2020-03-10 Paul Breiding , Orlando Marigliano

Modern sample points in many applications no longer comprise real vectors in a real vector space but sample points of much more complex structures, which may be represented as points in a space with a certain underlying geometric structure,…

Machine Learning · Statistics 2022-02-07 Zhigang Yao , Bingjie Li , Wee Chin Tan

Manifold models provide low-dimensional representations that are useful for processing and analyzing data in a transformation-invariant way. In this paper, we study the problem of learning smooth pattern transformation manifolds from image…

Computer Vision and Pattern Recognition · Computer Science 2013-05-20 Elif Vural , Pascal Frossard

We propose a robust and scalable procedure for general optimization and inference problems on manifolds leveraging the classical idea of `median-of-means' estimation. This is motivated by ubiquitous examples and applications in modern data…

Methodology · Statistics 2020-06-16 Lizhen Lin , Drew Lazar , Bayan Sarpabayeva , David B. Dunson

The Manifold Hypothesis is a widely accepted tenet of Machine Learning which asserts that nominally high-dimensional data are in fact concentrated near a low-dimensional manifold, embedded in high-dimensional space. This phenomenon is…

Methodology · Statistics 2025-03-24 Nick Whiteley , Annie Gray , Patrick Rubin-Delanchy

In statistical dimensionality reduction, it is common to rely on the assumption that high dimensional data tend to concentrate near a lower dimensional manifold. There is a rich literature on approximating the unknown manifold, and on…

Machine Learning · Statistics 2022-02-22 Didong Li , Minerva Mukhopadhyay , David B. Dunson

We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…

Machine Learning · Statistics 2021-01-14 Wenjing Liao , Mauro Maggioni , Stefano Vigogna

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

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
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