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One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…

Optimization and Control · Mathematics 2026-02-24 Zhirayr Tovmasyan , Grigory Malinovsky , Laurent Condat , Peter Richtárik

We consider the problem of recovering a $d-$dimensional manifold $\mathcal{M} \subset \mathbb{R}^n$ when provided with noiseless samples from $\mathcal{M}$. There are many algorithms (e.g., Isomap) that are used in practice to fit manifolds…

Statistics Theory · Mathematics 2017-09-13 Kitty Mohammed , Hariharan Narayanan

In this paper, we introduce the notion of generalized $\epsilon$-stationarity for a class of nonconvex and nonsmooth composite minimization problems on compact Riemannian submanifold embedded in Euclidean space. To find a generalized…

Optimization and Control · Mathematics 2023-10-31 Zheng Peng , Weihe Wu , Jiang Hu , Kangkang Deng

We investigate the problem of density estimation on the unit circle and the unit sphere from a computational perspective. Our primary goal is to develop new density estimators that are both rate-optimal and computationally efficient for…

Statistics Theory · Mathematics 2026-05-08 Athanasios G. Georgiadis , Andrew P. Percival

We study optimization over Riemannian embedded submanifolds, where the objective function is relatively smooth in the ambient Euclidean space. Such problems have broad applications but are still largely unexplored. We introduce two…

Optimization and Control · Mathematics 2025-08-08 Chang He , Jiaxiang Li , Bo Jiang , Shiqian Ma , Shuzhong Zhang

This work introduces the Gaussian integration to address a smoothing problem of a nonlinear stochastic state space model. The probability densities of states at each time instant are assumed to be Gaussian, and their means and covariances…

Signal Processing · Electrical Eng. & Systems 2025-01-14 Rohit Kumar Singh , Kundan Kumar , Shovan Bhaumik

The real symplectic Stiefel manifold is the manifold of symplectic bases of symplectic subspaces of a fixed dimension. It features in a large variety of applications in physics and engineering. In this work, we study this manifold with the…

Differential Geometry · Mathematics 2021-08-31 Thomas Bendokat , Ralf Zimmermann

We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…

Statistics Theory · Mathematics 2015-06-29 Jakob Söhl

We consider a problem of manifold estimation from noisy observations. Many manifold learning procedures locally approximate a manifold by a weighted average over a small neighborhood. However, in the presence of large noise, the assigned…

Statistics Theory · Mathematics 2022-02-07 Nikita Puchkin , Vladimir Spokoiny

Diffusion models often generate novel samples even when the learned score is only \emph{coarse} -- a phenomenon not accounted for by the standard view of diffusion training as density estimation. In this paper, we show that, under the…

Machine Learning · Computer Science 2026-03-26 Zebang Shen , Ya-Ping Hsieh , Niao He

A solution manifold is the collection of points in a $d$-dimensional space satisfying a system of $s$ equations with $s<d$. Solution manifolds occur in several statistical problems including hypothesis testing, curved-exponential families,…

Statistics Theory · Mathematics 2021-12-15 Yen-Chi Chen

In this paper we investigate the problem of estimating the cluster tree for a density $f$ supported on or near a smooth $d$-dimensional manifold $M$ isometrically embedded in $\mathbb{R}^D$. We analyze a modified version of a $k$-nearest…

Modern generative modeling methods have demonstrated strong performance in learning complex data distributions from clean samples. In many scientific and imaging applications, however, clean samples are unavailable, and only noisy or…

Machine Learning · Computer Science 2026-05-29 Willem Diepeveen , Oscar Leong

Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…

Statistics Theory · Mathematics 2019-05-09 Alberto Rodríguez-Casal , Paula Saavedra-Nieves

The random matrix model is popular in extended object tracking, due to its relative simplicity and versatility. In this model, the extended object state consists of a kinematic vector for the position and motion parameters (velocity, etc),…

Signal Processing · Electrical Eng. & Systems 2019-07-24 Karl Granström , Jakob Bramstång

We consider sequences of metrics, $g_j$, on a Riemannian manifold, $M$, which converge smoothly on compact sets away from a singular set $S\subset M$, to a metric, $g_\infty$, on $M\setminus S$. We prove theorems which describe when…

Differential Geometry · Mathematics 2020-08-04 Sajjad Lakzian , Christina Sormani

When observations are truncated, we are limited to an incomplete picture of our dataset. Recent methods propose to use score matching for truncated density estimation, where the access to the intractable normalising constant is not…

Methodology · Statistics 2024-04-15 Daniel J. Williams , Song Liu

This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…

Methodology · Statistics 2016-07-14 Vitaliy Oryshchenko
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