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We present a novel multiscale framework for analyzing sequences of probability measures in Wasserstein spaces over Euclidean domains. Exploiting the intrinsic geometry of optimal transport, we construct a multiscale transform applicable to…

Numerical Analysis · Mathematics 2026-04-13 Wael Mattar , Nir Sharon

We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of optimal prediction. Distances between "infinitesimally close"…

Optimization and Control · Mathematics 2016-11-18 Xianhua Jiang , Lipeng Ning , Tryphon T. Georgiou

Here shape space is either the manifold of simple closed smooth unparameterized curves in $\mathbb R^2$ or is the orbifold of immersions from $S^1$ to $\mathbb R^2$ modulo the group of diffeomorphisms of $S^1$. We investige several…

Differential Geometry · Mathematics 2009-10-01 Peter W. Michor , David Mumford

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

Human similarity judgments are inconsistent with Euclidean, Hamming, Mahalanobis, and the majority of measures used in the extensive literatures on similarity and dissimilarity. From intrinsic properties of brain circuitry, we derive…

Neurons and Cognition · Quantitative Biology 2017-09-27 Antonio M Rodriguez , Richard Granger

It has been shown beneficial for many types of data which present an underlying hierarchical structure to be embedded in hyperbolic spaces. Consequently, many tools of machine learning were extended to such spaces, but only few…

Machine Learning · Computer Science 2023-06-27 Clément Bonet , Laetitia Chapel , Lucas Drumetz , Nicolas Courty

We consider problems of estimation of structured covariance matrices, and in particular of matrices with a Toeplitz structure. We follow a geometric viewpoint that is based on some suitable notion of distance. To this end, we overview and…

Optimization and Control · Mathematics 2011-10-18 Lipeng Ning , Xianhua Jiang , Tryphon Georgiou

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

Our study addresses the inference of jumps (i.e. sets of discontinuities) within multivariate signals from noisy observations in the non-parametric regression setting. Departing from standard analytical approaches, we propose a new…

Statistics Theory · Mathematics 2024-10-07 Hugo Henneuse

Optimal transport enables one to construct a metric on the set of (sufficiently small at infinity) probability measures on any (not too wild) metric space X, called its Wasserstein space W(X). In this paper we investigate the geometry of…

Metric Geometry · Mathematics 2013-02-08 Jérôme Bertrand , Benoît Kloeckner

The theory of geodesic regression aims to find a geodesic curve which is an optimal fit to a given set of data. In this article we restrict ourselves to the Riemannian manifold of positive definite operators (matrices) on a Hilbert space of…

Mathematical Physics · Physics 2020-05-29 Frank Hansen

For a complete connected Riemannian manifold $M$ let $V\in C^2(M)$ be such that $\mu(d x)={\rm e}^{-V(x)} \mbox{vol}(d x)$ is a probability measure on $M$. Taking $\mu$ as reference measure, we derive inequalities for probability measures…

Differential Geometry · Mathematics 2022-10-19 Li-Juan Cheng , Feng-Yu Wang , Anton Thalmaier

A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and distance function. This new geometry is applied on a change…

Machine Learning · Statistics 2020-05-21 Florent Bouchard , Ammar Mian , Jialun Zhou , Salem Said , Guillaume Ginolhac , Yannick Berthoumieu

Reeb graphs are a fundamental structure for analyzing the topological and geometric properties of scalar fields. Comparing Reeb graphs is crucial for advancing research in this domain, yet existing metrics are often computationally…

Computational Geometry · Computer Science 2025-07-03 Erin W. Chambers , Guangyu Meng

A general class of Lorentzian metrics, $M_0 x R^2$, $ds^2 = <.,.> + 2 du dv + H(x,u) du^2$, with $(M_0, <.,.>$ any Riemannian manifold, is introduced in order to generalize classical exact plane fronted waves. Here, we start a systematic…

General Relativity and Quantum Cosmology · Physics 2015-06-25 A. M. Candela , J. L. Flores , Miguel Sanchez

We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the…

Machine Learning · Statistics 2014-12-01 Alessandra Tosi , Søren Hauberg , Alfredo Vellido , Neil D. Lawrence

We introduce a novel application of the Hartmann sensor, traditionally designed for wavefront sensing, to measure the coherence properties of optical signals. By drawing an analogy between the coherence matrix and the density matrix of a…

Quantum Physics · Physics 2025-04-04 M. Vitek , M. Peterek , D. Koutny , M. Paur , L. Motka , B. Stoklasa , J. Rehacek , Z. Hradil , L. L. Sanchez-Soto

In this paper the space of images is considered as a Riemannian manifold using the metamorphosis approach, where the underlying Riemannian metric simultaneously measures the cost of image transport and intensity variation. A robust and…

Numerical Analysis · Mathematics 2015-05-28 Benjamin Berkels , Alexander Effland , Martin Rumpf

Correlation matrices are fundamental summaries of functional brain networks, yet standard analyses often treat entries independently, ignoring the curved geometry of correlation space. Existing geometric methods frequently lack closed-form…

Machine Learning · Computer Science 2026-05-22 Mario Severino , Manuela Moretto , Robert A. McCutcheon , Mattia Veronese

This article provides an overview of various notions of shape spaces, including the space of parametrized and unparametrized curves, the space of immersions, the diffeomorphism group and the space of Riemannian metrics. We discuss the…

Differential Geometry · Mathematics 2014-10-07 Martin Bauer , Martins Bruveris , Peter W. Michor