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We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…

Probability · Mathematics 2017-03-21 James Thompson

In this work, we investigate the convergence properties of the backward regularized Wasserstein proximal (BRWP) method for sampling a target distribution. The BRWP approach can be shown as a semi-implicit time discretization for a…

Numerical Analysis · Mathematics 2025-12-18 Fuqun Han , Stanley Osher , Wuchen Li

Manifold learning seeks a low dimensional representation that faithfully captures the essence of data. Current methods can successfully learn such representations, but do not provide a meaningful set of operations that are associated with…

Machine Learning · Computer Science 2019-08-21 David Eklund , Søren Hauberg

The present work introduces curvature-based rejection sampling (CURS). This is a method for sampling from a general class of probability densities defined on Riemannian manifolds. It can be used to sample from any probability density which…

Statistics Theory · Mathematics 2025-11-06 Isabella Costa Maia , Marco Congedo , Pedro L. C. Rodrigues , Salem Said

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

We define barycentric coordinates on a Riemannian manifold using Karcher's center of mass technique applied to point masses for n+1 sufficiently close points, determining an n-dimensional Riemannian simplex defined as a "Karcher simplex."…

Numerical Analysis · Mathematics 2016-10-06 Stefan W. von Deylen , David Glickenstein , Max Wardetzky

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Statistical Mechanics · Physics 2018-08-01 Rajesh Singh , Dipanjan Ghosh , R. Adhikari

This paper advocates a novel framework for segmenting a dataset in a Riemannian manifold $M$ into clusters lying around low-dimensional submanifolds of $M$. Important examples of $M$, for which the proposed clustering algorithm is…

Machine Learning · Statistics 2014-10-02 Xu Wang , Konstantinos Slavakis , Gilad Lerman

In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian and Riemann manifold Hamiltonian Monte Carlo samplers using…

Computation · Statistics 2013-02-26 ziyu wang , Shakir Mohamed , Nando de Freitas

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

Statistics Theory · Mathematics 2013-11-21 Ricardo Maronna , Víctor Yohai

A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…

Numerical Analysis · Mathematics 2022-05-18 Valentin Duruisseaux , Melvin Leok

Diffusion probabilistic models (DPMs), while effective in generating high-quality samples, often suffer from high computational costs due to their iterative sampling process. To address this, we propose an enhanced ODE-based sampling method…

Machine Learning · Computer Science 2025-04-03 Jinyoung Choi , Junoh Kang , Bohyung Han

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

Econometrics · Economics 2022-05-09 Jean-Jacques Forneron

When analyzing modern machine learning algorithms, we may need to handle kernel density estimation (KDE) with intricate kernels that are not designed by the user and might even be irregular and asymmetric. To handle this emerging challenge,…

Statistics Theory · Mathematics 2021-06-09 Hau-Tieng Wu , Nan Wu

Consider the geometric inverse problem: There is a set of delta-sources in spacetime that emit waves travelling at unit speed. If we know all the arrival times at the boundary cylinder of the spacetime, can we reconstruct the space, a…

Differential Geometry · Mathematics 2023-08-09 Maarten V. de Hoop , Joonas Ilmavirta , Matti Lassas , Teemu Saksala

We develop algorithms for sampling from a probability distribution on a submanifold embedded in Rn. Applications are given to the evaluation of algorithms in 'Topological Statistics'; to goodness of fit tests in exponential families and to…

Statistics Theory · Mathematics 2012-07-06 Persi Diaconis , Susan Holmes , Mehrdad Shahshahani

We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish…

Optimization and Control · Mathematics 2024-03-06 Zhijian Lai , Akiko Yoshise

Optimization problems with access to only zeroth-order information of the objective function on Riemannian manifolds arise in various applications, spanning from statistical learning to robot learning. While various zeroth-order algorithms…

Optimization and Control · Mathematics 2024-05-10 Chang He , Zhaoye Pan , Xiao Wang , Bo Jiang

We propose a novel kernel-based two-sample test that leverages the spectral decomposition of the maximum mean discrepancy (MMD) statistic to identify and utilize well-estimated directional components in reproducing kernel Hilbert space…

Methodology · Statistics 2025-08-21 Rui Cui , Yuhao Li , Xiaojun Song

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

Probability · Mathematics 2022-04-11 Feng-Yu Wang
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