×

Riemannian barycentres of Gibbs distributions: new results on concentration and convexity in compact symmetric spaces. (English) Zbl 1495.53074

Summary: The Riemannian barycentre (or Fréchet mean) is the workhorse of data analysis for data taking values in Riemannian manifolds. The Riemannian barycentre of a probability distribution \(P\) on a Riemannian manifold \(M\) is a possible generalisation of the concept of expected value, at least when the barycentre is unique. Knowing when the barycentre of \(P\) is unique is of fundamental importance for its interpretation and computation. Existing results can only guarantee this uniqueness by assuming \(P\) is supported inside a convex geodesic ball \(B(x^*, \delta) \subset M\). This assumption is overly restrictive since many distributions have support equal to \(M\) yet are sufficiently concentrated within a convex geodesic ball that they nevertheless have a unique barycentre. This paper studies the concentration of Gibbs distributions on Riemannian manifolds and gives conditions for the barycentre to be unique. Specifically, consider the Gibbs distribution \(P =P_T\) with unnormalised density \(\exp(-U/T)\) for some potential \(U:M\rightarrow\mathbb{R}\) and some temperature \(T>0\). If \(M\) is a simply connected compact Riemannian symmetric space, and \(U\) has a unique global minimum at \(x^*\), then for each \(\delta<\frac{1}{2}r_{cx}\) (\(r_{cx}\) the convexity radius of \(M\)), there exists a critical temperature \(T_\delta\) such that \(T<T_\delta\) implies \(P_T\) has a unique Riemannian barycentre \(\bar{x}_T\) and this \(\bar{x}_T\) belongs to the geodesic ball \(B(x^*, \delta)\). Moreover, if \(U\) is invariant by geodesic symmetry about \(x^*\), then \(\bar{x}_T = x^*\). Remarkably, this conclusion does not require the potential \(U\) to be smooth and therefore serves as the foundation of a new general algorithm for black-box optimisation. This algorithm is briefly illustrated with two numerical experiments.

MSC:

53C35 Differential geometry of symmetric spaces
53B12 Differential geometric aspects of statistical manifolds and information geometry
65C99 Probabilistic methods, stochastic differential equations
62H99 Multivariate analysis
Full Text: DOI

References:

[1] Fréchet, MR, Les éléments aléatoires de nature quelconque dans un espace distancié, Ann. Inst. H. Poincaré, 10, 4, 215-310 (1948) · Zbl 0035.20802
[2] Said, S.; Hajri, H.; Bombrun, L.; Vemuri, BC, Gaussian distributions on Riemannian symmetric spaces: statistical learning with structured covariance matrices, IEEE Trans. Inf. Theory, 64, 2, 752-772 (2018) · Zbl 1464.62300 · doi:10.1109/TIT.2017.2713829
[3] Chakraborty, R.; Vemuri, BC, Statistics on the compact Stiefel manifold: theory and applications, Ann. Stat., 47, 1, 415-438 (2019) · Zbl 1419.62132 · doi:10.1214/18-AOS1692
[4] Afsari, B., Riemannian \(L^p\) center of mass: existence, uniqueness, and convexity, Proc. Am. Math. Soc., 139, 2, 655-673 (2010) · Zbl 1220.53040 · doi:10.1090/S0002-9939-2010-10541-5
[5] Petersen, P., Riemannian Geometry (2006), New York: Springer, New York · Zbl 1220.53002
[6] Karcher, H., Riemannian center of mass and mollifier smoothing, Commun. Pure Appl. Math., 30, 5, 509-541 (1977) · Zbl 0354.57005 · doi:10.1002/cpa.3160300502
[7] Mardia, KV; Jupp, PE, Directional Statistics (1972), London: Academic Press Inc., London · Zbl 0935.62065
[8] Kendall, DG, Shape manifolds, Procrustean metrics, and complex projective spaces, Bull. Lond. Math. Soc., 16, 2, 82-121 (1984) · Zbl 0579.62100
[9] Srivastava, A.; Klassen, E., Bayesian and geometric subspace tracking, Adv. Appl. Probab., 36, 1, 43-56 (2004) · Zbl 1047.93044 · doi:10.1239/aap/1077134463
[10] Buss, SR; Fillmore, JP, Spherical averages and applications to spherical splines and interpolations, ACM Trans. Graph., 20, 2 (2001) · doi:10.1145/502122.502124
[11] Kantorovich, LV; Akilov, GP, Functional Analysis (1982), Oxford: Pergamon Press, Oxford · Zbl 0484.46003
[12] Villani, C., Optimal Transport, Old and New (2009), Berlin: Springer, Berlin · Zbl 1156.53003 · doi:10.1007/978-3-540-71050-9
[13] Wong, R.: Asymptotic approximations of integrals. Society of Industrial and Applied Mathematics (2001) · Zbl 1078.41001
[14] Chavel, I., Riemannian Geometry, A Modern Introduction (2006), Cambridge: Cambridge University Press, Cambridge · Zbl 1099.53001 · doi:10.1017/CBO9780511616822
[15] Rifford, L., A Morse-Sard theorem for the distance function on Riemannian manifolds, Manuscripta Math., 113, 2, 25-265 (2004) · Zbl 1051.53050 · doi:10.1007/s00229-003-0436-7
[16] Helgason, S., Differential Geometry, Lie Groups, and Symmetric Spaces (2001), New York: American Mathematical Society, New York · Zbl 0993.53002 · doi:10.1090/gsm/034
[17] Beals, R.; Wong, R., Special Functions, A Graduate Text (2010), Cambridge: Cambridge University Press, Cambridge · Zbl 1222.33001 · doi:10.1017/CBO9780511762543
[18] Roberts, GO; Rosenthal, JS, General state space Markov chains and MCMC algorithms, Probab. Surv., 1, 20-71 (2004) · Zbl 1189.60131 · doi:10.1214/154957804100000024
[19] Arnaudon, M.; Dombry, C.; Phan, A.; Yang, L., Stochastic algorithms for computing means of probability measures, Stoch. Proc. Appl., 122, 1437-1455 (2012) · Zbl 1262.60073 · doi:10.1016/j.spa.2011.12.011
[20] Durmus, A., Jiménez, P., Moulines, E., Said, S., Wai, H.T.: Convergence analysis of Riemannian stochastic approximation schemes. arXiv:2005.13284
[21] Robert, CP; Casella, G., Introducing Monte Carlo methods with R (2010), New York: Springer, New York · Zbl 1196.65025 · doi:10.1007/978-1-4419-1576-4
[22] Nesterov, Yu; Spokoiny, VG, Random gradient-free minimisation for convex functions, Found. Comput. Math., 17, 527-566 (2017) · Zbl 1380.90220 · doi:10.1007/s10208-015-9296-2
[23] Rall, LB, Automatic Differentiation: Techniques and Applications (1981), Berlin: Springer, Berlin · Zbl 0473.68025 · doi:10.1007/3-540-10861-0
[24] Bogachev, VI, Measure Theory (2007), Berlin: Springer, Berlin · Zbl 1120.28001 · doi:10.1007/978-3-540-34514-5
[25] Hurewicz, W.; Wallman, H., Dimension Theory (1941), Princeton: Princeton University Press, Princeton · JFM 67.1092.03
[26] Crittenden, R., Minimum and conjugate points in symmetric spaces, Can. J. Math., 14, 320-328 (1962) · Zbl 0105.34801 · doi:10.4153/CJM-1962-024-8
[27] Ferreira, R.; Xavier, J.; Costeira, JP; Barroso, V., Newton algorithms for Riemannian distance related problems on connected locally-symmetric manifolds, IEEE J. Sel. Top. Signal Process., 7, 4, 634-645 (2013) · doi:10.1109/JSTSP.2013.2261799
[28] Besse, AL, Manifolds All of Whose Geodesics are Closed (1978), New York: Springer, New York · Zbl 0387.53010 · doi:10.1007/978-3-642-61876-5
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.