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A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…

Probability · Mathematics 2013-05-28 Marc Arnaudon , Laurent Miclo

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…

Computation · Statistics 2020-04-27 Dimitris Korobilis , Davide Pettenuzzo

In geosciences, the use of classical Euclidean methods is unsuitable for treating and analyzing some types of data, as this may not belong to a vector space. This is the case for correlation matrices, belonging to a subfamily of symmetric…

Applications · Statistics 2021-10-04 Alvaro Riquelme

This article presents an overview of robot learning and adaptive control applications that can benefit from a joint use of Riemannian geometry and probabilistic representations. The roles of Riemannian manifolds, geodesics and parallel…

Robotics · Computer Science 2020-03-31 Sylvain Calinon

Latent space geometry provides a rigorous and empirically valuable framework for interacting with the latent variables of deep generative models. This approach reinterprets Euclidean latent spaces as Riemannian through a pull-back metric,…

Machine Learning · Statistics 2024-08-15 Stas Syrota , Pablo Moreno-Muñoz , Søren Hauberg

This paper reviews several Riemannian metrics and evolution equations in the context of diffeomorphic shape analysis. After a short review of of various approaches at building Riemannian spaces of shapes, with a special focus on the…

Differential Geometry · Mathematics 2022-05-04 Nicolas Charon , Laurent Younes

By restricting the iterate on a nonlinear manifold, the recently proposed Riemannian optimization methods prove to be both efficient and effective in low rank tensor completion problems. However, existing methods fail to exploit the easily…

Machine Learning · Statistics 2017-02-24 Tengfei Zhou , Hui Qian , Zebang Shen , Congfu Xu

The Euclidean space notion of convex sets (and functions) generalizes to Riemannian manifolds in a natural sense and is called geodesic convexity. Extensively studied computational problems such as convex optimization and sampling in convex…

Optimization and Control · Mathematics 2020-02-10 Navin Goyal , Abhishek Shetty

We study the geometric Whitney problem on how a Riemannian manifold $(M,g)$ can be constructed to approximate a metric space $(X,d_X)$. This problem is closely related to manifold reconstruction where a smooth $n$-dimensional submanifold…

Differential Geometry · Mathematics 2019-11-18 Charles Fefferman , Sergei Ivanov , Yaroslav Kurylev , Matti Lassas , Hariharan Narayanan

Asymptotic efficiency theory is one of the pillars in the foundations of modern mathematical statistics. Not only does it serve as a rigorous theoretical benchmark for evaluating statistical methods, but it also sheds light on how to…

Statistics Theory · Mathematics 2025-10-16 Lvfang Sun , Zhenhua Lin , Lin Liu

This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…

Mathematical Physics · Physics 2008-06-26 Pavel M. Bleher

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

This paper is devoted to Riemann-Hilbert problems with constraints. We obtain results characterizing the existence of solutions as well as the dimension of the solution space in terms of certain indices. As an application, we show how such…

Complex Variables · Mathematics 2018-08-22 Florian Bertrand , Giuseppe Della Sala

Variance parameter estimation in linear mixed models is a challenge for many classical nonlinear optimization algorithms due to the positive-definiteness constraint of the random effects covariance matrix. We take a completely novel view on…

Machine Learning · Statistics 2022-12-20 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…

Statistics Theory · Mathematics 2023-02-16 Salem Said , Simon Heuveline , Cyrus Mostajeran

This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies developing novel schemes with an understanding of the rich…

Optimization and Control · Mathematics 2022-03-28 Colin Grudzien , Marc Bocquet

We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to…

Optimization and Control · Mathematics 2021-02-16 Foivos Alimisis , Antonio Orvieto , Gary Bécigneul , Aurelien Lucchi

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Optimization and Control · Mathematics 2025-10-28 Jishu Zhao , Xi Wang , Jinlong Lei , Shixiang Chen

We introduce Riemannian Lie algebroids as a generalization of Riemannian manifolds and we show that most of the classical tools and results known in Riemannian geometry can be stated in this setting. We give also some new results on the…

Differential Geometry · Mathematics 2008-08-29 Mohamed Boucetta

The purpose of the paper is to review a variety of recent developments in the theory of positive solutions of general linear elliptic and parabolic equations of second-order on noncompact Riemannian manifolds, and to point out a number of…

Analysis of PDEs · Mathematics 2007-05-23 Yehuda Pinchover