Related papers: The leapfrog algorithm as nonlinear Gauss-Seidel
System identification of autoregressive processes on Stiefel and Grassmann manifolds are presented and studied. We define the system parameters as elements in the orthogonal group and we show that the system can be estimated by averaging…
In this paper, we propose a nonlinear distance metric learning scheme based on the fusion of component linear metrics. Instead of merging displacements at each data point, our model calculates the velocities induced by the component…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…
We establish a framework, namely, nuclear bounded Fr\'{e}chet manifolds endowed with Riemann-Finsler structures to study geodesic curves on certain infinite dimensional manifolds such as the manifold of Riemannian metrics on a closed…
Modern machine learning increasingly leverages the insight that high-dimensional data often lie near low-dimensional, non-linear manifolds, an idea known as the manifold hypothesis. By explicitly modeling the geometric structure of data…
Consider a broken geodesics $\alpha([0,l])$ on a compact Riemannian manifold $(M,g)$ with boundary of dimension $n\geq 3$. The broken geodesics are unions of two geodesics with the property that they have a common end point. Assume that for…
We derive a general system of ODEs and associated explicit solutions in a special case for geodesics between full rank matrices in the deep linear network geometry. In the process, we find horizontal straight lines in the invariant balanced…
In this paper, we present an algorithm for the computation of harmonic maps, and respectively, of the harmonic map heat flow between two closed Riemannian manifolds. Our approach is based on the totally geodesic embedding of the target…
The need for efficiently comparing and representing datasets with unknown alignment spans various fields, from model analysis and comparison in machine learning to trend discovery in collections of medical datasets. We use manifold learning…
Numerous problems in optics, quantum physics, stability analysis, and control of dynamical systems can be brought to an optimization problem with matrix variable subjected to the symplecticity constraint. As this constraint nicely forms a…
Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…
We construct Riemannian manifolds with completely integrable geodesic flows, in particular various nonhomogeneous examples. The methods employed are a modification of Thimm's method, Riemannian submersions and connected sums.
In this paper, we propose Wasserstein Isometric Mapping (Wassmap), a nonlinear dimensionality reduction technique that provides solutions to some drawbacks in existing global nonlinear dimensionality reduction algorithms in imaging…
The isometric embedding problem for Riemannian manifolds, which connects intrinsic and extrinsic geometry, is a central question in differential geometry with deep theoretical significance and wide-ranging applications. Despite extensive…
In this paper, several nonlinear elliptic systems are investigated on graphs. One type of the sobolev embedding theorem and a new version of the strong maximum principle are established. Then, by using the variational method, the existence…
We extend the concepts of de Casteljau and de Boor algorithms as well as splines to geodesic spaces and present some applications in geometric modeling. The concept of weighted geometric mean provides another approach to splines. We compare…
From optimal transport to robust dimensionality reduction, a plethora of machine learning applications can be cast into the min-max optimization problems over Riemannian manifolds. Though many min-max algorithms have been analyzed in the…
We consider the optimization problem with a generally quadratic matrix constraint of the form $X^TAX = J$, where $A$ is a given nonsingular, symmetric $n\times n$ matrix and $J$ is a given $k\times k$ symmetric matrix, with $k\leq n$,…
The main goal of this paper is to generalize Jacobi and Gauss-Seidel methods for solving non-square linear system. Towards this goal, we present iterative procedures to obtain an approximate solution for non-square linear system. We derive…