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We study geodesic equations for a family of right-invariant Riemannian metrics on the group of diffeomorphisms of a compact manifold. The metrics descend to Fisher's information metric on the space of smooth probability densities. The right…

Mathematical Physics · Physics 2014-03-03 Klas Modin

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

Machine Learning · Computer Science 2023-06-21 Marin Ballu , Quentin Berthet

Recent advances in {matrix-mimetic} tensor frameworks have made it possible to preserve linear algebraic properties for multilinear data analysis and, as a result, to obtain optimal representations of multiway data. Matrix mimeticity arises…

Numerical Analysis · Mathematics 2024-06-12 Elizabeth Newman , Katherine Keegan

This article presents a novel approach to solving the sparsity-constrained Orthogonal Nonnegative Matrix Factorization (SCONMF) problem, which requires decomposing a non-negative data matrix into the product of two lower-rank non-negative…

Data Structures and Algorithms · Computer Science 2025-04-07 Salar Basiri , Alisina Bayati , Srinivasa Salapaka

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the…

Optimization and Control · Mathematics 2019-02-12 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

We show how to incorporate information from labeled examples into nonnegative matrix factorization (NMF), a popular unsupervised learning algorithm for dimensionality reduction. In addition to mapping the data into a space of lower…

Machine Learning · Computer Science 2011-12-19 Youngmin Cho , Lawrence K. Saul

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice including collaborative filtering, prior information and special structures are usually…

Statistics Theory · Mathematics 2022-03-09 Ji Chen , Xiaodong Li , Zongming Ma

In this paper, we study the problem of a batch of linearly correlated image alignment, where the observed images are deformed by some unknown domain transformations, and corrupted by additive Gaussian noise and sparse noise simultaneously.…

Computer Vision and Pattern Recognition · Computer Science 2022-12-14 Sijia Xia , Duo Qiu , Xiongjun Zhang

This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…

Optimization and Control · Mathematics 2025-06-11 Liang Chen , Youyicun Lin , Yuxuan Zhou

In his classical argument, Rao derives the Riemannian distance corresponding to the Fisher metric using a mapping between the space of positive measures and Euclidean space. He obtains the Hellinger distance on the full space of measures…

Statistics Theory · Mathematics 2022-09-27 Jesse van Oostrum

Data with underlying nonlinear structure are collected across numerous application domains, necessitating new data processing and analysis methods adapted to nonlinear domain structure. Riemannanian manifolds present a rich environment in…

Numerical Analysis · Mathematics 2025-02-24 Joyce Chew , Willem Diepeveen , Deanna Needell

Recent approaches to the tensor completion problem have often overlooked the nonnegative structure of the data. We consider the problem of learning a nonnegative low-rank tensor, and using duality theory, we propose a novel factorization of…

Computer Vision and Pattern Recognition · Computer Science 2023-05-16 Tanmay Kumar Sinha , Jayadev Naram , Pawan Kumar

In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…

Mathematical Physics · Physics 2016-10-11 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…

Risk Management · Quantitative Finance 2024-08-13 Max Nendel , Alessandro Sgarabottolo

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Machine Learning · Statistics 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

How can we process a piece of recorded music to detect and visualize the onset of each instrument? A simple, interpretable approach is based on partially fixed nonnegative matrix factorization (NMF). Yet despite the method's simplicity,…

Numerical Analysis · Mathematics 2026-01-16 Alisha L. Foster , Robert J. Webber

We address optimization of nonlinear functions of the form $f(Wx)$, where $f:\R^d\to \R$ is a nonlinear function, $W$ is a $d\times n$ matrix, and feasible $x$ are in some large finite set $F$ of integer points in $\R^n$. One motivation is…

Combinatorics · Mathematics 2008-07-25 Yael Berstein , Jon Lee , Shmuel Onn , Robert Weismantel
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