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A flag is a sequence of nested subspaces. Flags are ubiquitous in numerical analysis, arising in finite elements, multigrid, spectral, and pseudospectral methods for numerical PDE; they arise in the form of Krylov subspaces in matrix…

最优化与控制 · 数学 2019-08-08 Ke Ye , Ken Sze-Wai Wong , Lek-Heng Lim

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…

统计理论 · 数学 2009-08-19 Leo T. Butler , Boris Levit

Stein's method has been widely used to achieve distributional approximations for probability distributions defined in Euclidean spaces. Recently, techniques to extend Stein's method to manifold-valued random variables with distributions…

统计理论 · 数学 2022-09-20 Xiaoda Qu , Baba C. Vemuri

The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a…

统计方法学 · 统计学 2023-05-30 Moreno Bevilacqua , Eloy Alvarado , Christian Caamaño-Carrillo

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

系统与控制 · 计算机科学 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…

机器学习 · 统计学 2015-06-23 Yu-Hui Chen , Dennis Wei , Gregory Newstadt , Marc DeGraef , Jeffrey Simmons , Alfred Hero

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

数据分析、统计与概率 · 物理学 2023-08-31 Chenxu Yu , Yanxi Zhang

The Fr\'echet mean generalizes the concept of a mean to a metric space setting. In this work we consider equivariant estimation of Fr\'echet means for parametric models on metric spaces that are Riemannian manifolds. The geometry and…

统计理论 · 数学 2021-04-09 Andrew McCormack , Peter Hoff

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

机器学习 · 统计学 2018-06-04 Reshad Hosseini , Suvrit Sra

The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…

统计计算 · 统计学 2025-02-28 David Bolin , Alexandre B. Simas

We introduce a novel approach to inference on parameters that take values in a Riemannian manifold embedded in a Euclidean space. Parameter spaces of this form are ubiquitous across many fields, including chemistry, physics, computer…

统计方法学 · 统计学 2022-12-12 Alexander C Murph , Jan Hannig , Jonathan P Williams

The communications and interrelations between different locations on the Earth's surface have far-reaching implications for both social and natural systems. Effective spatial analytics ideally require a spatial representation, where…

物理与社会 · 物理学 2024-12-02 Hezhishi Jiang , Liyan Xu , Tianshu Li , Jintong Tang , Zekun Chen , Yuxuan Wang , Hongmou Zhang , Yu Liu

The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding…

偏微分方程分析 · 数学 2018-07-20 Martin Bauer , Sarang Joshi , Klas Modin

The probability distribution $\mu_{cl}$ of a general cluster point process in a Riemannian manifold $X$ (with independent random clusters attached to points of a configuration with distribution $\mu$) is studied via the projection of an…

泛函分析 · 数学 2011-09-29 Leonid Bogachev , Alexei Daletskii

This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual…

统计理论 · 数学 2026-03-16 Koki Shimizu , Toshiya Iwashita

Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical…

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

概率论 · 数学 2017-09-21 Mathew D. Penrose

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

统计理论 · 数学 2014-02-05 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

Constrained optimization plays a crucial role in the fields of quantum physics and quantum information science and becomes especially challenging for high-dimensional complex structure problems. One specific issue is that of quantum process…

量子物理 · 物理学 2024-04-30 Daniel Volya , Andrey Nikitin , Prabhat Mishra
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