Generalized Fiducial Inference on Differentiable Manifolds.

We introduce a novel approach to inference on parameters that take values in a Riemannian manifold embedded in a Euclidean space. Parameter spaces of this form are ubiquitous across many fields, including chemistry, physics, computer graphics, and geology. This new approach uses generalized fiducial inference (GFI) to obtain a posterior-like distribution on the manifold, without needing to know local parameterizations that map to the constrained space from an unconstrained Euclidean space. Using mathematical tools from Riemannian geometry, we construct a constrained generalized fiducial distribution (CGFD). A Bernstein-von Mises-type result for the CGFD, which provides intuition for how the desirable asymptotic qualities of the unconstrained generalized fiducial distribution are inherited by the CGFD, is provided. To illustrate the practical use of the CGFD, we provide a proof-of-concept example in the context of a linear logspline density estimation problem, and demonstrate that CGFD-based confidence sets exhibit desirable coverage properties via simulation. As an application, we fit a CGFD to COVID-19 case count data from North Carolina, USA.