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Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a…

Statistics Theory · Mathematics 2020-01-08 Jialun Zhou , Salem Said

Hypersurfaces embedded in conformal manifolds appear frequently as boundary data in boundary-value problems in cosmology and string theory. Viewed as the non-null conformal infinity of a spacetime, we consider hypersurfaces embedded in a…

Differential Geometry · Mathematics 2023-02-06 Samuel Blitz

Machine learning algorithms such as linear regression, SVM and neural network have played an increasingly important role in the process of scientific discovery. However, none of them is both interpretable and accurate on nonlinear datasets.…

Quantitative Methods · Quantitative Biology 2017-10-31 Chengyu Liu , Wei Wang

An important problem in network analysis is predicting a node attribute using both network covariates, such as graph embedding coordinates or local subgraph counts, and conventional node covariates, such as demographic characteristics.…

Methodology · Statistics 2023-02-24 Robert Lunde , Elizaveta Levina , Ji Zhu

We extend the method of conformal prediction beyond the case relying on labeled calibration data. Replacing the calibration scores by suitable estimates, we identify conformity sets $C$ for classification and regression models that rely on…

Methodology · Statistics 2025-09-15 Jonas Flechsig , Maximilian Pilz

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

These notes provide an exposition on obtaining the well-known standard results of quasiregular maps on Riemannian manifolds, given the corresponding theory in the Euclidean setting. We recall several different approaches to first-order…

Complex Variables · Mathematics 2021-09-06 Ilmari Kangasniemi

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…

Machine Learning · Computer Science 2011-02-01 Gilles Meyer , Silvere Bonnabel , Rodolphe Sepulchre

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Machine Learning · Statistics 2024-07-08 Maxime Cauchois , Suyash Gupta , Alnur Ali , John C. Duchi

`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…

Machine Learning · Statistics 2013-02-04 Barnabas Poczos , Alessandro Rinaldo , Aarti Singh , Larry Wasserman

For functional data lying on an unknown nonlinear low-dimensional space, we study manifold learning and introduce the notions of manifold mean, manifold modes of functional variation and of functional manifold components. These constitute…

Statistics Theory · Mathematics 2012-05-29 Dong Chen , Hans-Georg Müller

In many applications, the curvature of the space supporting the data makes the statistical modelling challenging. In this paper we discuss the construction and use of probability distributions wrapped around manifolds using exponential…

Methodology · Statistics 2022-10-11 Emmanuel Chevallier , Didong Li , Yulong Lu , David B. Dunson

Let M be a smooth compact oriented manifold without boundary, imbedded in a euclidean space E and let f be a smooth map of M into a Riemannian manifold N. An unknown state x in M is observed via X=x+su where s>0 is a small parameter and u…

Statistics Theory · Mathematics 2009-08-19 Leo T. Butler , Boris Levit

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…

Statistics Theory · Mathematics 2016-08-16 Frédéric Ferraty , André Mas , Philippe Vieu

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

Gaussian graphical models represent the backbone of the statistical toolbox for analyzing continuous multivariate systems. However, due to the intrinsic properties of the multivariate normal distribution, use of this model family may hide…

Statistics Theory · Mathematics 2014-09-09 Henrik Nyman , Johan Pensar , Jukka Corander

The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing…

Statistics Theory · Mathematics 2017-05-15 Salem Said , Hatem Hajri , Lionel Bombrun , Baba C. Vemuri

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

In this paper we present a fully Bayesian latent variable model which exploits conditional nonlinear(in)-dependence structures to learn an efficient latent representation. The latent space is factorized to represent shared and private…

Machine Learning · Computer Science 2012-06-22 Andreas Damianou , Carl Ek , Michalis Titsias , Neil Lawrence