Related papers: A Riemannian Block Coordinate Descent Method for C…
Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…
Riemannian optimization uses local methods to solve optimization problems whose constraint set is a smooth manifold. A linear step along some descent direction usually leaves the constraints, and hence retraction maps are used to…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
In recent years, stochastic variance reduction algorithms have attracted considerable attention for minimizing the average of a large but finite number of loss functions. This paper proposes a novel Riemannian extension of the Euclidean…
Stochastic minimax optimization on Riemannian manifolds has recently attracted significant attention due to its broad range of applications, such as robust training of neural networks and robust maximum likelihood estimation. Existing…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…
In this paper, we consider a class of nonconvex-linear minimax problems on Riemannian manifolds, which find wide applications in machine learning and signal processing. For solving this class of problems, we develop a flexible Riemannian…
The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…
The problem of determining the configuration of points from partial distance information, known as the Euclidean Distance Geometry (EDG) problem, is fundamental to many tasks in the applied sciences. In this paper, we propose two algorithms…
We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…
We investigate Riemannian gradient flows for preparing ground states of a desired Hamiltonian on a quantum device. We show that the number of steps of the corresponding Riemannian gradient descent (RGD) algorithm that prepares a ground…
We study the problem of finding the global Riemannian center of mass of a set of data points on a Riemannian manifold. Specifically, we investigate the convergence of constant step-size gradient descent algorithms for solving this problem.…
This paper considers the problems of unconstrained minimization of large scale smooth convex functions having block-coordinate-wise Lipschitz continuous gradients. The block coordinate descent (BCD) method are among the first optimization…
In this article, we present the theoretical basis for an approach to Stein's method for probability distributions on Riemannian manifolds. Using a semigroup representation for the solution to the Stein equation, we use tools from stochastic…
This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…
Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…
Wasserstein distance is a key metric for quantifying data divergence from a distributional perspective. However, its application in privacy-sensitive environments, where direct sharing of raw data is prohibited, presents significant…
Smooth, non-convex optimization problems on Riemannian manifolds occur in machine learning as a result of orthonormality, rank or positivity constraints. First- and second-order necessary optimality conditions state that the Riemannian…
Boundary discontinuity and its inconsistency to the final detection metric have been the bottleneck for rotating detection regression loss design. In this paper, we propose a novel regression loss based on Gaussian Wasserstein distance as a…