Convergence of Hessian estimator from random samples on a manifold

CW Chen, HT Wu - arXiv preprint arXiv:2303.12547, 2023 - arxiv.org
We provide a systematic convergence analysis of the Hessian operator estimator from
random samples supported on a low dimensional manifold. We show that the impact of the …

On sharp stochastic zeroth-order Hessian estimators over Riemannian manifolds

T Wang - Information and Inference: A Journal of the IMA, 2023 - academic.oup.com
We study Hessian estimators for functions defined over an-dimensional complete analytic
Riemannian manifold. We introduce new stochastic zeroth-order Hessian estimators using …

Stochastic Hessian Fitting on Lie Group

XL Li - arXiv preprint arXiv:2402.11858, 2024 - arxiv.org
This paper studies the fitting of Hessian or its inverse with stochastic Hessian-vector
products. A Hessian fitting criterion, which can be used to derive most of the commonly used …

Stochastic zeroth-order gradient and Hessian estimators: variance reduction and refined bias bounds

Y Feng, T Wang - Information and Inference: A Journal of the …, 2023 - academic.oup.com
We study stochastic zeroth-order gradient and Hessian estimators for real-valued functions
in. We show that, via taking finite difference along random orthogonal directions, the …

Sampling and Weyl's Law on compact Riemannian manifolds

IZ Pesenson - … on Sampling Theory and Applications (SampTA), 2017 - ieeexplore.ieee.org
The well known Weyl's asymptotic formula gives an approximation to the number N ω of
eigenvalues (counted with multiplicities) on an interval [0, ω] of the Laplace-Beltrami …

Minimax manifold estimation

C Genovese, M Perone-Pacifico, I Verdinelli… - arXiv preprint arXiv …, 2010 - arxiv.org
We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M
of dimension d embedded in R^ D given a noisy sample from the manifold. We assume that …

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

A Caponera, J Fageot, M Simeoni… - Electronic Journal of …, 2022 - projecteuclid.org
We propose nonparametric estimators for the second-order central moments of possibly
anisotropic spherical random fields, within a functional data analysis context. We consider a …

Shannon sampling and weak Weyl's law on compact Riemannian manifolds

IZ Pesenson - … and Partial Differential Equations: Perspectives from …, 2019 - Springer
The well known Weyl's asymptotic formula gives an approximation to the number N _ ω of
eigenvalues (counted with multiplicities) on an interval 0,\, ω of an elliptic second-order …

Hessian estimates for Dirichlet and Neumann eigenfunctions of Laplacian

LJ Cheng, A Thalmaier - arXiv preprint arXiv:2210.09593, 2022 - arxiv.org
By methods of stochastic analysis on Riemannian manifolds, we develop two approaches to
determine an explicit constant $ c (D) $ for an $ n $-dimensional compact manifold $ D …

Smoothness Estimation for Whittle-Mat\'ern Processes on Closed Riemannian Manifolds

M Korte-Stapff, T Karvonen, E Moulines - arXiv preprint arXiv:2401.00510, 2023 - arxiv.org
The family of Mat\'ern kernels are often used in spatial statistics, function approximation and
Gaussian process methods in machine learning. One reason for their popularity is the …