arXiv research

A new sampler speeds up Bayesian mixture models.

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the t…

A new sampler improves the inference of causal structures from observational data.

Estimates Markov chain mixing time from a single trajectory.

HDT improves MCMC on graphs with history-dependent sampling.

The book covers scalable MCMC methods for Bayesian learning.

The paper proves inequalities for Steklov eigenvalues on finite graphs.

New PDMP samplers tackle variable selection in models.

Boundary rigidity proven for non-reversible Finsler metrics.

Characterizes isometries between non-reversible Finsler manifolds.

Adaptive algorithm improves convergence rate of Langevin dynamics.

Sampling the parameters of high-dimensional Continuous Time Markov Chains (CTMC) is a challenging problem with important applications in many fields of applied statistics. In this work a recently proposed type of non-reversible rejection-free Markov Chain Monte Carlo (MCMC) sampler, the Bouncy Particle Sampler (BPS), i…

We continue our study of geometric analysis on (possibly non-reversible) Finsler manifolds, based on the Bochner inequality established by the author and Sturm. Following the approach of the $Γ$-calculus a la Bakry et al, we show the dimensional versions of the Poincare--Lichnerowicz inequality, the logarithmic Sobolev…

NSGLD improves SGLD for non-convex optimization problems.

Study on convergence of SDEs using entropy methods.

Blang simplifies Bayesian analysis for non-standard data types.

New methods improve efficiency of sampling algorithms for complex systems.

The paper estimates Betti numbers for graphs with specific curvatures, proving bounds and characterizing rigidity.

Study on how non-reversible diffusion processes affect homology on manifolds.

Study of parabolas in Funk metric on unit disk.

In the asymmetric setting, Hilbert's fourth problem asks to construct and study all (non-reversible) projective Finsler metrics: Finsler metrics defined on open, convex subsets of real projective $n$-space for which geodesics lie on projective lines. While asymmetric norms and Funk metrics provide many examples of esse…

Langevin dynamics (LD) has been proven to be a powerful technique for optimizing a non-convex objective as an efficient algorithm to find local minima while eventually visiting a global minimum on longer time-scales. LD is based on the first-order Langevin diffusion which is reversible in time. We study two variants th…

We develop the basics of a theory of almost isometries for spaces endowed with a quasi-metric. The case of non-reversible Finsler (more specifically, Randers) metrics is of particular interest, and it is studied in more detail. The main motivation arises from General Relativity, and more specifically in spacetimes endo…

The paper analyzes variance reduction in stochastic gradient Langevin dynamics.

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such that unrestricted label sets determine which edges can be deleted from the underl…

We show the existence of at least two geometrically distinct closed geodesics on an n-dimensional sphere with a bumpy and non-reversible Finsler metric for n>2.

For non-reversible Finsler metrics of positive flag curvature on spheres and projective spaces we present results about the number and the length of closed geodesics and about their stability properties.

This thesis tackles non-convex Bayesian learning via scalable dynamic importance sampling algorithms.

Theory of graphical models has matured over more than three decades to provide the backbone for several classes of models that are used in a myriad of applications such as genetic mapping of diseases, credit risk evaluation, reliability and computer security, etc. Despite of their generic applicability and wide adoptan…

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general case as an open problem. In the reversible case, the analysis is greatly facilita…

In this paper two metric properties on geodesic length spaces are introduced by means of the metric projection, studying their validity on Alexandrov and Busemann NPC spaces. In particular, we prove that both properties characterize the non-positivity of the sectional curvature on Riemannian manifolds. Further results …

We give a lower bound for the length of a non-trivial geodesic loop on a simply-connected and compact manifold of even dimension with a non-reversible Finsler metric of positive flag curvature. Harris and Paternain use this estimate in their recent paper [HP] to give a geometric characterization of dynamically convex F…

The existence of two geometrically distinct closed geodesics on an $n$-dimensional sphere $S^n$ with a non-reversible and bumpy Finsler metric was shown independently by Duan--Long [7] and the author [27]. We simplify the proof of this statement by the following observation: If for some $N \in \mathbb{N}$ all closed ge…

For odd-dimensional spheres, there's always a second short geodesic.

In this article, we show that a Finsler--Laplacian introduced previously can detect changes in the Finsler metric that the marked length spectrum cannot. We also construct examples of non-reversible Finsler metrics in negative curvature such that $4λ_1 > h^2$, where $λ_1$ is the bottom of the $L^2$-spectrum and $h$ the…

The Bouncy Particle Sampler is a novel rejection-free non-reversible sampler for differentiable probability distributions over continuous variables. We generalize the algorithm to piecewise differentiable distributions and apply it to generic binary distributions using a piecewise differentiable augmentation. We illust…

We give the details of the proof of the equality between the critical groups, with respect the H^1 and C^1 topology, at a non-degenerate critical point of the energy functional of a non-reversible Finsler manifold (M,F), defined on the Hilbert manifold of the H^1 curves connecting two given points on M.

This work accelerates constrained sampling using large deviation principles.

Using the definition of a Finsler--Laplacian given by the first author, we show that two bi-Lipschitz Finsler metrics have a controlled spectrum. We deduce from that several generalizations of Riemannian results. In particular, we show that the spectrum on Finsler surfaces is controlled above by a constant depending on…

A method to generalize results from Riemannian Geometry to Finsler geometry is presented. We use the method to generalize several results that involve only metric conditions. Between them we show that the topology induced by the Finsler structure is equivalent to the manifold topology, we provide a new proof of the Hop…

We investigate the question of the existence of a Lagrangian concordance between two Legendrian knots in $\mathbb{R}^3$. In particular, we give obstructions to a concordance from an arbitrary knot to the standard Legendrian unknot, in terms of normal rulings. We also place strong restrictions on knots that have concord…

We develop the celebrated semigroup approach à la Bakry et al on Finsler manifolds, where natural Laplacian and heat semigroup are nonlinear, based on the Bochner-Weitzenböck formula established by Sturm and the author. We show the $L^1$-gradient estimate on Finsler manifolds (under some additional assumptions in the n…

We study non-reversible Finsler metrics with constant flag curvature 1 on S^2 and show that the geodesic flow of every such metric is conjugate to that of one of Katok's examples, which form a 1-parameter family. In particular, the length of the shortest closed geodesic is a complete invariant of the geodesic flow. We …

Study of intersections in Hamiltonian orbits on cotangent bundles.

A Clifford-Wolf translation of a connected Finsler space is an isometry which moves each point the sam distance. A Finsler space $(M, F)$ is called Clifford-Wolf homogeneous if for any two point $x_1, x_2\in M$ there is a Clifford-Wolf translation $ρ$ such that $ρ(x_1)=x_2$. In this paper, we study Clifford-Wolf transl…

Klartag recently gave a beautiful alternative proof of the isoperimetric inequalities of Levy-Gromov, Bakry-Ledoux, Bayle and E. Milman on weighted Riemannian manifolds. Klartag's approach is based on a generalization of the localization method (so-called needle decompositions) in convex geometry, inspired also by opti…

In this paper we first study some global properties of the energy functional on a non-reversible Finsler manifold. In particular we present a fully detailed proof of the Palais--Smale condition under the completeness of the Finsler metric. Moreover we define a Finsler metric of Randers type, which we call Fermat metric…

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a doubly stochastic Poisson process using the thinning method, and allows efficient sa…