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Related papers: Equivariant Estimation of Fr\'echet Means

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We prove that the spaces of smooth and ultradifferentiable vectors associated with a representation of a real Lie group on a Fr\'{e}chet space $E$ are quasinormable if $E$ is so. A similar result is shown to hold for the linear topological…

Functional Analysis · Mathematics 2024-03-28 Andreas Debrouwere , Michiel Huttener , Jasson Vindas

Models continue to increase their already broad use across industry as well as their sophistication. Worldwide regulation oblige financial institutions to manage and address model risk with the same severity as any other type of risk, which…

Risk Management · Quantitative Finance 2017-05-17 Zuzana Krajcovicova , Pedro Pablo Perez-Velasco , Carlos Vazquez

We consider a quotient of a complete Riemannian manifold modulo an isometrically and properly acting Lie group and lifts of the quotient to the manifolds in optimal position to a reference point on the manifold. With respect to the pushed…

Statistics Theory · Mathematics 2025-03-25 Do Tran Van , Susovan Pal , Benjamin Eltzner , Stephan F. Huckemann

This article is the introductory part of authors PhD thesis. The article presents a new coordinate invariant definition of quasiregular and quasiconformal mappings on Riemannian manifolds that generalizes the definition of quasiregular…

Differential Geometry · Mathematics 2014-08-12 Tony Liimatainen

We consider two statistical problems at the intersection of functional and non-Euclidean data analysis: the determination of a Fr\'echet mean in the Wasserstein space of multivariate distributions; and the optimal registration of deformed…

Statistics Theory · Mathematics 2020-12-17 Yoav Zemel , Victor M. Panaretos

One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…

Statistics Theory · Mathematics 2016-04-29 Kanti V Mardia , John T Kent , Arnab K Laha

We prove that a general class of nonlinear, non-autonomous ODEs in Fr\'echet spaces are close to ODEs in a specific normal form, where closeness means that solutions of the normal form ODE satisfy the original ODE up to a residual that…

Analysis of PDEs · Mathematics 2019-06-12 Peter Hochs , A. J. Roberts

This paper proposes a closed-form optimal estimator based on the theory of estimating functions for a class of linear ARCH models. The estimating function (EF) estimator has the advantage over the widely used maximum likelihood (ML) and…

Statistics Theory · Mathematics 2008-12-05 Ajay Chandra

We propose a novel test for assessing partial effects in Frechet regression on Bures Wasserstein manifolds. Our approach employs a sample splitting strategy: the first subsample is used to fit the Frechet regression model, yielding…

Machine Learning · Statistics 2025-07-01 Haoshu Xu , Hongzhe Li

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Machine Learning · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra

Fr\'echet means are indispensable for nonparametric statistics on non-Euclidean spaces. For suitable random variables, in some sense, they "sense" topological and geometric structure. In particular, smeariness seems to indicate the presence…

Statistics Theory · Mathematics 2021-03-02 Do Tran , Benjamin Eltzner , Stephan Huckemann

Using the results of \cite{P1}, we get some estimates of warping functions for isometric immersions by changing the target manifolds by some types of Riemannian manifolds: constant space forms and Hermitian symmetric spaces. And we deal…

Differential Geometry · Mathematics 2019-03-04 Kwang-Soon Park

Data dimensionality informs us about data complexity and sets limit on the structure of successful signal processing pipelines. In this work we revisit and improve the manifold-adaptive Farahmand-Szepesv\'ari-Audibert (FSA) dimension…

This paper is concerned with the problem of defining and estimating statistics for distributions on spaces such as Riemannian manifolds and more general metric spaces. The challenge comes, in part, from the fact that statistics such as…

Statistics Theory · Mathematics 2025-05-29 Washington Mio , Tom Needham

A local normal form theorem for smooth equivariant maps between Fr\'echet manifolds is established. Moreover, an elliptic version of this theorem is obtained. The proof these normal form results is inspired by the Lyapunov-Schmidt reduction…

Symplectic Geometry · Mathematics 2019-09-04 Tobias Diez

We consider a problem in parametric estimation: given $n$ samples from an unknown distribution, we want to estimate which distribution, from a given one-parameter family, produced the data. Following Schulman and Vazirani, we evaluate an…

Statistics Theory · Mathematics 2025-07-15 Aaron Abrams , Sandy Ganzell , Henry Landau , Zeph Landau , James Pommersheim , Eric Zaslow

The article is devoted to the study of mappings with finite distortion in metric spaces. Analogues of results relating to equicontinuity and normality of families of quasiregular mappings are obtained. It is proved that the indicated…

Complex Variables · Mathematics 2019-01-23 Evgeny Sevost'yanov , Sergei Skvortsov , Evgeniy Petrov

We take a new look at parameter estimation for Gaussian Mixture Models (GMMs). In particular, we propose using \emph{Riemannian manifold optimization} as a powerful counterpart to Expectation Maximization (EM). An out-of-the-box invocation…

Machine Learning · Statistics 2015-06-26 Reshad Hosseini , Suvrit Sra

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

This paper describes a novel framework for computing geodesic paths in shape spaces of spherical surfaces under an elastic Riemannian metric. The novelty lies in defining this Riemannian metric directly on the quotient (shape) space, rather…

Differential Geometry · Mathematics 2016-11-17 Alice Barbara Tumpach , Hassen Drira , Mohamed Daoudi , Anuj Srivastava
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