Exponential-wrapped distributions on symmetric spaces
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Publication:6348382
DOI10.1137/21M1461551zbMATH Open1517.62101arXiv2009.01983MaRDI QIDQ6348382FDOQ6348382
Authors: Emmanuel Chevallier, Didong Li, Yulong Lu, David Dunson 
Publication date: 3 September 2020
Abstract: In many applications, the curvature of the space supporting the data makes the statistical modelling challenging. In this paper we discuss the construction and use of probability distributions wrapped around manifolds using exponential maps. These distributions have already been used on specific manifolds. We describe their construction in the unifying framework of affine locally symmetric spaces. Affine locally symmetric spaces are a broad class of manifolds containing many manifolds encountered in data sciences. We show that on these spaces, exponential-wrapped distributions enjoy interesting properties for practical use. We provide the generic expression of the Jacobian appearing in these distributions and compute it on two particular examples: Grassmannians and pseudo-hyperboloids. We illustrate the interest of such distributions in a classification experiment on simulated data.
Statistics on manifolds (62R30) Differential geometry of symmetric spaces (53C35) Applications of differential geometry to data and computer science (53Z50)
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