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Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a…

Statistics Theory · Mathematics 2020-01-08 Jialun Zhou , Salem Said

This paper introduces a novel approach to statistics and data analysis, departing from the conventional assumption of data residing in Euclidean space to consider a Riemannian Manifold. The challenge lies in the absence of vector space…

Methodology · Statistics 2024-05-14 Oldemar Rodriguez Rojas

The main contribution of this paper is twofold: On the one hand, a general framework for performing Hermite interpolation on Riemannian manifolds is presented. The method is applicable, if algorithms for the associated Riemannian…

Numerical Analysis · Mathematics 2021-12-20 Ralf Zimmermann

This paper considers the problem of minimizing the summation of a differentiable function and a nonsmooth function on a Riemannian manifold. In recent years, proximal gradient method and its invariants have been generalized to the…

Optimization and Control · Mathematics 2021-11-16 Wen Huang , Ke Wei

Riemannian manifolds provide a principled way to model nonlinear geometric structure inherent in data. A Riemannian metric on said manifolds determines geometry-aware shortest paths and provides the means to define statistical models…

Machine Learning · Computer Science 2021-06-11 Christian Fröhlich , Alexandra Gessner , Philipp Hennig , Bernhard Schölkopf , Georgios Arvanitidis

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

Machine Learning · Statistics 2014-02-13 Philipp Hennig , Søren Hauberg

Computing geodesics for Riemannian manifolds is a difficult task that often relies on numerical approximations. However, these approximations tend to be either numerically unstable, have slow convergence, or scale poorly with manifold…

Differential Geometry · Mathematics 2026-02-06 Frederik Möbius Rygaard , Søren Hauberg

Methods and algorithms that work with data on nonlinear manifolds are collectively summarized under the term `Riemannian computing'. In practice, curvature can be a key limiting factor for the performance of Riemannian computing methods.…

Numerical Analysis · Mathematics 2024-04-22 Ralf Zimmermann , Jakob Stoye

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive…

Optimization and Control · Mathematics 2009-10-21 Silvere Bonnabel , Rodolphe Sepulchre

We compute curvatures of a family of tractable metrics on Stiefel manifolds, introduced recently by H{\"u}per, Markina and Silva Leite, which includes the well-known embedded and canonical metrics on Stiefel manifolds as special cases. The…

Differential Geometry · Mathematics 2023-07-11 Du Nguyen

The space of embedded submanifolds plays an important role in applications such as computational anatomy and shape analysis. We can define two different classes on Riemannian metrics on this space: so-called outer metrics are metrics that…

Differential Geometry · Mathematics 2017-09-19 Martins Bruveris

Consider the sum of the first $N$ eigenspaces for the Laplacian on a Riemannian manifold. A basis for this space determines a map to Euclidean space and for $N$ sufficiently large the map is an embedding. In analogy with a fruitful idea of…

Differential Geometry · Mathematics 2014-04-30 Eric Potash

We generalize the concept of Fermi normal coordinates adapted to a geodesic to the case where the tangent space to the manifold at the base point is decomposed into a direct product of an arbitrary number of subspaces, so that we follow…

General Relativity and Quantum Cosmology · Physics 2015-06-05 Eleni-Alexandra Kontou , Ken D. Olum

We study the convergence properties of Riemannian gradient method for solving the consensus problem (for an undirected connected graph) over the Stiefel manifold. The Stiefel manifold is a non-convex set and the standard notion of averaging…

Optimization and Control · Mathematics 2021-01-26 Shixiang Chen , Alfredo Garcia , Mingyi Hong , Shahin Shahrampour

A central part of geometric statistics is to compute the Fr\'echet mean. This is a well-known intrinsic mean on a Riemannian manifold that minimizes the sum of squared Riemannian distances from the mean point to all other data points. The…

Machine Learning · Statistics 2025-11-07 Frederik Möbius Rygaard , Søren Hauberg , Steen Markvorsen

Retractions are the workhorse in Riemannian computing applications, where computational efficiency is of the essence. This work introduces a new retraction on the compact Stiefel manifold of orthogonal frames. The retraction is second-order…

Numerical Analysis · Mathematics 2026-02-24 Rasmus Jensen , Ralf Zimmermann

Landing methods have recently emerged in Riemannian matrix optimization as efficient schemes for handling nonlinear equality constraints without resorting to costly retractions. These methods decompose the search direction into tangent and…

Optimization and Control · Mathematics 2026-03-26 Florentin Goyens , Florian Feppon

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…

Optimization and Control · Mathematics 2024-10-10 Chandler Smith , HanQin Cai , Abiy Tasissa

In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…

Mathematical Physics · Physics 2012-10-09 Sheehan Olver , Thomas Trogdon

We compute the length of geodesics on a Riemannian manifold by regular polynomial interpolation of the global solution of the eikonal equation related to the line element $ds^2=g_{ij}dx^idx^j$ of the manifold. Our algorithm approximates the…

Numerical Analysis · Mathematics 2008-11-12 Joerg Kampen