Exponential-Wrapped Distributions on Symmetric Spaces

نویسندگان

چکیده

In many applications, the curvature of space supporting data makes statistical modeling challenging. this paper we discuss construction and use probability distributions wrapped around manifolds using exponential maps. These have already been used on specific manifolds. We describe their in unifying framework affine locally symmetric spaces. Affine spaces are a broad class containing encountered sciences. show that these spaces, exponential-wrapped enjoy interesting properties for practical use. provide generic expression Jacobian appearing compute it two particular examples: Grassmannians pseudohyperboloids. illustrate interest such classification experiment simulated data.

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ژورنال

عنوان ژورنال: SIAM journal on mathematics of data science

سال: 2022

ISSN: ['2577-0187']

DOI: https://doi.org/10.1137/21m1461551