Riemannian radial distributions on Riemannian symmetric spaces: Optimal rates of convergence for parameter estimation

TL;DR

This paper introduces Riemannian radial distributions on symmetric spaces, develops optimal parameter estimation methods, and proves convergence rates and minimax bounds, advancing statistical modeling on manifolds.

Contribution

It presents a new class of distributions on Riemannian symmetric spaces, along with a theoretical framework for optimal parameter estimation and convergence analysis.

Findings

MLE achieves root-n convergence rate

Minimax lower bounds match MLE performance

Extension to unknown temperature parameters

Abstract

Manifold data analysis is challenging due to the lack of parametric distributions on manifolds. To address this, we introduce a series of Riemannian radial distributions on Riemannian symmetric spaces. By utilizing the symmetry, we show that for many Riemannian radial distributions, the Riemannian $L^p$ center of mass is uniquely given by the location parameter, and the maximum likelihood estimator (MLE) of this parameter is given by an M-estimator. Therefore, these parametric distributions provide a promising tool for statistical modeling and algorithmic design. In addition, our paper develops a novel theory for parameter estimation and minimax optimality by integrating statistics, Riemannian geometry, and Lie theory. We demonstrate that the MLE achieves a convergence rate of root-$n$ up to logarithmic terms, where the rate is quantified by both the hellinger distance between distributions and geodesic distance between parameters. Then we derive a root-$n$ minimax lower bound for the parameter estimation rate, demonstrating the optimality of the MLE. Our minimax analysis is limited to the case of simply connected Riemannian symmetric spaces for technical reasons, but is still applicable to numerous applications. Finally, we extend our studies to Riemannian radial distributions with an unknown temperature parameter, and establish the convergence rate of the MLE. We also derive the model complexity of von Mises-Fisher distributions on spheres and discuss the effects of geometry in statistical estimation.