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We develop a rigorous and general framework for constructing information-theoretic divergences that subsume both $f$-divergences and integral probability metrics (IPMs), such as the $1$-Wasserstein distance. We prove under which assumptions…

Machine Learning · Statistics 2021-09-16 Jeremiah Birrell , Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Luc Rey-Bellet

Non-Euclidean constraints are inherent in many kinds of data in computer vision and machine learning, typically as a result of specific invariance requirements that need to be respected during high-level inference. Often, these geometric…

Computer Vision and Pattern Recognition · Computer Science 2017-09-26 Suhas Lohit , Pavan Turaga

In this paper, we propose an information geometry (IG) framework to solve the standard linear regression problem. The proposed framework is an extension of the one for computing the mean of complex multivariate Gaussian distribution. By…

Information Theory · Computer Science 2024-08-14 Bingyan Liu , An-An Lu , Mingrui Fan , Jiyuan Yang , Xiqi Gao

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

Probability · Mathematics 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…

Machine Learning · Statistics 2020-12-10 Emile Mathieu , Maximilian Nickel

We develop algorithms for sampling from a probability distribution on a submanifold embedded in Rn. Applications are given to the evaluation of algorithms in 'Topological Statistics'; to goodness of fit tests in exponential families and to…

Statistics Theory · Mathematics 2012-07-06 Persi Diaconis , Susan Holmes , Mehrdad Shahshahani

Latent variable models are powerful tools for learning low-dimensional manifolds from high-dimensional data. However, when dealing with constrained data such as unit-norm vectors or symmetric positive-definite matrices, existing approaches…

Machine Learning · Computer Science 2025-03-10 Leonel Rozo , Miguel González-Duque , Noémie Jaquier , Søren Hauberg

The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding…

Analysis of PDEs · Mathematics 2018-07-20 Martin Bauer , Sarang Joshi , Klas Modin

We propose an integral geometric approach for computing dual distributions for the parameter distributions of multilinear models. The dual distributions can be computed from, for example, the parameter distributions of conics, multiple view…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Sami Sebastian Brandt

Machine learning holds tremendous promise for transforming the fundamental practice of scientific discovery by virtue of its data-driven nature. With the ever-increasing stream of research data collection, it would be appealing to…

Machine Learning · Computer Science 2024-03-06 Jianan Fan , Dongnan Liu , Hang Chang , Heng Huang , Mei Chen , Weidong Cai

Learning is a fundamental characteristic of living systems, enabling them to comprehend their environments and make informed decisions. These decision-making processes are inherently influenced by available information about their…

Disordered Systems and Neural Networks · Physics 2025-04-21 Arnab Barua , Haralampos Hatzikirou , Sumiyoshi Abe

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

We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.

Probability · Mathematics 2012-08-13 Paweł J. Szabłowki

This note introduces the $\texttt{LikelihoodGeometry}$ package for the computer algebra system $\textit{Macaulay2}$. This package gives tools to construct the likelihood correspondence of a discrete algebraic statistical model, a variety…

Computation · Statistics 2024-11-19 David Barnhill , John Cobb , Matthew Faust

We introduce a new information-geometric structure associated with the dynamics on discrete objects such as graphs and hypergraphs. The presented setup consists of two dually flat structures built on the vertex and edge spaces,…

Information Theory · Computer Science 2023-08-08 Tetsuya J. Kobayashi , Dimitri Loutchko , Atsushi Kamimura , Shuhei A. Horiguchi , Yuki Sughiyama

Artificial neural networks (ANNs) are powerful tools capable of approximating any arbitrary mathematical function, but their interpretability remains limited, rendering them as black box models. To address this issue, numerous methods have…

Machine Learning · Computer Science 2024-06-11 Abhiram Anand Thiruthummal , Eun-jin Kim , Sergiy Shelyag

Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…

Machine Learning · Computer Science 2026-01-07 Xingyu Xu , Ziyi Zhang , Yorie Nakahira , Guannan Qu , Yuejie Chi

Recently, studies on machine learning have focused on methods that use symmetry implicit in a specific manifold as an inductive bias. Grassmann manifolds provide the ability to handle fundamental shapes represented as shape spaces, enabling…

Machine Learning · Computer Science 2023-12-06 Ryoma Yataka , Kazuki Hirashima , Masashi Shiraishi

A reparametrized Dirichlet-multinomial distribution is introduced, and the covariance matrix, as well as, the algorithm for calculating the PDF for n species are provided. The distribution is suited for modelling the joint distribution of…

Populations and Evolution · Quantitative Biology 2020-03-04 Christian Damgaard

State-of-the-art image-set matching techniques typically implicitly model each image-set with a Gaussian distribution. Here, we propose to go beyond these representations and model image-sets as probability distribution functions (PDFs)…

Computer Vision and Pattern Recognition · Computer Science 2015-08-03 Mehrtash Harandi , Mathieu Salzmann , Mahsa Baktashmotlagh