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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

This paper explores methods for estimating or approximating the total variation distance and the chi-squared divergence of probability measures within topological sample spaces, using independent and identically distributed samples. Our…

Information Theory · Computer Science 2023-12-20 Chong Xiao Wang , Wee Peng Tay

A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…

Computational Physics · Physics 2022-10-27 Hao Zhang , Johann Guilleminot

Let $(M,g)$ be a Riemannian manifold. If $\mu$ is a probability measure on $M$ given by a continuous density function, one would expect the Fr\'{e}chet means of data-samples $Q=(q_1,q_2,\dots, q_N)\in M^N$, with respect to $\mu$, to behave…

Probability · Mathematics 2023-09-26 David Groisser , Sungkyu Jung , Armin Schwartzman

Statistical analysis is increasingly confronted with complex data from metric spaces. Petersen and M\"uller (2019) established a general paradigm of Fr\'echet regression with complex metric space valued responses and Euclidean predictors.…

Machine Learning · Statistics 2025-02-10 Rui Qiu , Zhou Yu , Ruoqing Zhu

We undertake to show how the relativistic Finslerian Metric Function (FMF) should arise under uni-directional violation of spatial isotropy, keeping the condition that the indicatrix (mass-shell) is a space of constant negative curvature.…

General Relativity and Quantum Cosmology · Physics 2007-05-23 G. S. Asanov

An important aspect of modeling spatially-referenced data is appropriately specifying the covariance function of the random field. A practitioner working with spatial data is presented a number of choices regarding the structure of the…

Methodology · Statistics 2015-11-06 Zachary D. Weller , Jennifer A. Hoeting

Euclidean embeddings of data are fundamentally limited in their ability to capture latent semantic structures, which need not conform to Euclidean spatial assumptions. Here we consider an alternative, which embeds data as discrete…

Machine Learning · Computer Science 2019-05-10 Charlie Frogner , Farzaneh Mirzazadeh , Justin Solomon

As a growing number of problems involve variables that are random objects, the development of models for such data has become increasingly important. This paper introduces a novel varying-coefficient Fr\'echet regression model that extends…

Methodology · Statistics 2025-09-16 Yanzhao Wang , Jianqiang Zhang , Wangli Xu

We propose a natural intrinsic extension of ridge regression from Euclidean spaces to general Riemannian manifolds for time-series prediction. Our approach combines Riemannian least-squares fitting via B\'ezier curves, empirical covariance…

Differential Geometry · Mathematics 2025-11-20 Esfandiar Nava-Yazdani

A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geometric theory that improves and generalises this…

Probability · Mathematics 2021-05-07 Alessandro Barp , So Takao , Michael Betancourt , Alexis Arnaudon , Mark Girolami

We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term;…

Machine Learning · Computer Science 2026-05-06 Dan Tsir Cohen , Aryeh Kontorovich

We propose a robust and scalable procedure for general optimization and inference problems on manifolds leveraging the classical idea of `median-of-means' estimation. This is motivated by ubiquitous examples and applications in modern data…

Methodology · Statistics 2020-06-16 Lizhen Lin , Drew Lazar , Bayan Sarpabayeva , David B. Dunson

Density estimation is an important technique for characterizing distributions given observations. Much existing research on density estimation has focused on cases wherein the data lies in a Euclidean space. However, some kinds of data are…

Machine Learning · Statistics 2021-07-12 James A. Brofos , Marcus A. Brubaker , Roy R. Lederman

In this article, we develop an asymptotic method for constructing confidence regions for the set of all linear subspaces arising from PCA, from which we derive hypothesis tests on this set. Our method is based on the geometry of Riemannian…

Statistics Theory · Mathematics 2024-11-06 Dimbihery Rabenoro , Xavier Pennec

This article introduces a new data-driven approach that leverages a manifold embedding generated by the invertible neural network to improve the robustness, efficiency, and accuracy of the constitutive-law-free simulations with limited…

Machine Learning · Computer Science 2022-05-19 Bahador Bahmani , WaiChing Sun

We propose a solution to the problem of estimating a Riemannian metric associated with a given differentiable manifold. The metric learning problem is based on minimizing the relative volume of a given set of points. We derive the details…

Machine Learning · Computer Science 2012-12-12 Guy Lebanon

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra