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Related papers: Equivariant Estimation of Fr\'echet Means

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This paper considers the problem of finding a meaningful template function that represents the common pattern of a sample of curves. To address this issue, a novel algorithm based on a robust version of the isometric featuring mapping…

Statistics Theory · Mathematics 2013-06-17 Chloé Dimeglio , Santiago Gallón , Jean-Michel Loubes , Elie Maza

A modelling framework suitable for detecting shape shifts in functional profiles combining the notion of Fr\'echet mean and the concept of deformation models is developed and proposed. The generalized mean sense offered by the Fr\'echet…

Methodology · Statistics 2023-10-31 Georgios I. Papayiannis , Stelios Psarakis , Athanasios N. Yannacopoulos

In this paper, we provide extended convolution bounds for the Fr\'{e}chet problem and discuss related implications in quantitative risk management. First, we establish a new form of inequality for the Range-Value-at-Risk (RVaR). Based on…

Risk Management · Quantitative Finance 2025-12-01 Peng Liu , Yang Liu , Houhan Teng

For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the area of sieve estimators, mollifier smoothing,…

Optimization and Control · Mathematics 2022-08-09 Eugene A. Feinberg , Pavlo O. Kasyanov , Johannes O. Royset

The extension of bivariate measures of dependence to non-Euclidean spaces is a challenging problem. The non-linear nature of these spaces makes the generalisation of classical measures of linear dependence (such as the covariance) not…

Statistics Theory · Mathematics 2024-10-10 Meshal Abuqrais , Davide Pigoli

Optimal statistical decisions should transcend the language used to describe them. Yet, how do we guarantee that the choice of coordinates - the parameterisation of an optimisation problem - does not subtly dictate the solution? This paper…

Other Computer Science · Computer Science 2025-05-06 William Cook

We study extensions of Fr\'{e}chet means for random objects in the space ${\rm Sym}^+(p)$ of $p \times p$ symmetric positive-definite matrices using the scaling-rotation geometric framework introduced by Jung et al. [\textit{SIAM J. Matrix.…

Methodology · Statistics 2023-06-22 Sungkyu Jung , Brian Rooks , David Groisser , Armin Schwartzman

We consider two types of averaging of complex covariance matrices, a sample mean (average) and the sample Fr\'echet mean. We analyse the performance of these quantities as estimators for the true covariance matrix via `intrinsic' versions…

Statistics Theory · Mathematics 2018-01-09 L. Zhuang , A. T. Walden

Approximating a manifold-valued function from samples of input-output pairs consists of modeling the relationship between an input from a vector space and an output on a Riemannian manifold. We propose a function approximation method that…

Numerical Analysis · Mathematics 2025-04-18 Hang Wang , Raf Vandebril , Joeri Van der Veken , Nick Vannieuwenhoven

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

Statistics Theory · Mathematics 2007-06-13 Jean-François Angers , Peter T. Kim

Physical theories grounded in mathematical symmetries are an essential component of our understanding of a wide range of properties of the universe. Similarly, in the domain of machine learning, an awareness of symmetries such as rotation…

A study is made of linear isometries on Fr\'echet spaces for which the metric is given in terms of a sequence of seminorms. This establishes sufficient conditions on the growth of the function that defines the metric in terms of the…

Functional Analysis · Mathematics 2025-06-23 Isabelle Chalendar , Lucas Oger , Jonathan R. Partington

We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Statistics Theory · Mathematics 2020-12-04 Samprit Banerjee , Stefano Monni

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

Statistics Theory · Mathematics 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

Computing distances on Riemannian manifolds is a challenging problem with numerous applications, from physics, through statistics, to machine learning. In this paper, we introduce the metric-constrained Eikonal solver to obtain continuous,…

Machine Learning · Computer Science 2024-04-16 Daniel Kelshaw , Luca Magri

In the shape analysis approach to computer vision problems, one treats shapes as points in an infinite-dimensional Riemannian manifold, thereby facilitating algorithms for statistical calculations such as geodesic distance between shapes…

Differential Geometry · Mathematics 2018-03-30 Sebastian Kurtek , Tom Needham

One of the most fundamental problems in machine learning is to compare examples: Given a pair of objects we want to return a value which indicates degree of (dis)similarity. Similarity is often task specific, and pre-defined distances can…

Machine Learning · Statistics 2022-08-31 Shubhendu Trivedi

Intrinsic wavelet transforms and wavelet estimation methods are introduced for curves in the non-Euclidean space of Hermitian positive definite matrices, with in mind the application to Fourier spectral estimation of multivariate stationary…

Methodology · Statistics 2019-11-12 Joris Chau , Rainer von Sachs

We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from a hierarchy of data sources of differing fidelities and…

Computation · Statistics 2023-05-30 Aimee Maurais , Terrence Alsup , Benjamin Peherstorfer , Youssef Marzouk

Riemannian metrics on the position-orientation space M(3) that are roto-translation group SE(3) invariant play a key role in image analysis tasks like enhancement, denoising, and segmentation. These metrics enable roto-translation…

Differential Geometry · Mathematics 2025-07-04 Gijs Bellaard , Bart M. N. Smets
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