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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| Asıl Yazarlar: | , , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
MDPI AG
2022-08-01
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| Seri Bilgileri: | Algorithms |
| Konular: | |
| Online Erişim: | https://www.mdpi.com/1999-4893/15/8/290 |
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