Código QR (código de barras bidimensional)

Discrete-Time Observations of Brownian Motion on Lie Groups and Homogeneous Spaces: Sampling and Metric Estimation

We present schemes for simulating Brownian bridges on complete and connected Lie groups and homogeneous spaces. We use this to construct an estimation scheme for recovering an unknown left- or right-invariant Riemannian metric on the Lie group from samples. We subsequently show how pushing forward t...

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Principais autores: Mathias Højgaard Jensen, Sarang Joshi, Stefan Sommer
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI AG 2022-08-01
coleção:Algorithms
Assuntos:
bridge simulation
Brownian motion
Lie groups
homogeneous spaces
metric estimation
directional statistics
Acesso em linha:https://www.mdpi.com/1999-4893/15/8/290
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