Related papers: The Riemannian Langevin equation and conic program…
We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…
Mirror Descent (MD) is a scalable first-order method widely used in large-scale optimization, with applications in image processing, policy optimization, and neural network training. This paper generalizes MD to optimization on Riemannian…
Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties…
We propose a new Riemannian gradient descent method for computing spherical area-preserving mappings of topological spheres using a Riemannian retraction-based framework with theoretically guaranteed convergence. The objective function is…
The integration of Graph Neural Networks (GNNs) and Neural Ordinary and Partial Differential Equations has been extensively studied in recent years. GNN architectures powered by neural differential equations allow us to reason about their…
We present several approaches for deriving the coarse-grained continuous Langevin equation (or Edwards-Wilkinson equation) from a random deposition with surface relaxation (RDSR) model. First we introduce a novel procedure to divide the…
Continuous-time models provide important insights into the training dynamics of optimization algorithms in deep learning. In this work, we establish a non-asymptotic convergence analysis of stochastic gradient Langevin dynamics (SGLD),…
One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…
In this paper, using diffusion processes, we compute the evolution equation on the manifold of Riemannian metrics for the Lagrangian induced by the $L^2$ stochastic kinetic energy functional.
Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…
Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…
We derive logarithmic gradient estimate and universal boundedness estimate for semilinear elliptic equations on \RCD\, metric measure spaces, which contains the class of Riemannian manifolds with Ricci curvature bounded below. These…
We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…
Graph diffusion models have made significant progress in learning structured graph data and have demonstrated strong potential for predictive tasks. Existing approaches typically embed node, edge, and graph-level features into a unified…
Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…
A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic…
Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…
This paper presents a mathematical framework for analyzing machine learning models through the geometry of their induced partitions. By representing partitions as Riemannian simplicial complexes, we capture not only adjacency relationships…