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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Geometry-Aware Langevin Sampling for Matrix-Valued Graph ...
Papri Dey · 2026-03-26 · via math.ST updates on arXiv.org

Bayesian inference over positive semidefinite (PSD) matrix-valued parameters arises in structured covariance estimation, graph-Laplacian precision models, and multi-output graph learning, but Euclidean proposals often mix poorly near the cone boundary. We propose \ConeMALA, a geometry-aware Metropolis-adjusted Langevin algorithm whose proposal geometry is induced by the model's log-determinant structure. For a PSD-weighted graph with edge kernels $W_e\succeq 0$, block Laplacian $L(W)$ , and stabilizer $R\succ 0$, the lifted precision matrix $X(W)=L(W)+R\in \mathbb S_{++}^{md}$ defines the log-determinant energy $Φ(W)=-\log\det X(W).$ We show that the Hessian of $Φ$ is the pullback of the affine-invariant SPD metric under the map $W\mapsto X(W)$, yielding explicit intrinsic Langevin proposals with Metropolis-Hastings correction using the closed-form SPD exponential-map Jacobian. We validate the metric on rank-one PSD edge perturbations for $d=5$, obtaining essentially exact agreement between analytic curvature scores and finite-difference curvatures. In intrinsic SPD posterior and matrix-valued graph Gaussian experiments, \ConeMALA achieves stable multichain diagnostics and substantially higher ESS/sec than Euclidean MALA and generic RMALA, while a PDHMC-like finite-difference baseline is accurate but computationally prohibitive at larger graph sizes. These results show that pullback log-determinant geometry provides a practical route to uncertainty quantification in PSD-constrained graph learning.