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most citedFast and Accurate Retrieval of Methane Concentration from Imaging Spectrometer Data Using Sparsity Prior

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math.ST2021

Bridge Simulation and Metric Estimation on Lie Groups

Mathias Højgaard Jensen, Sarang Joshi, Stefan Sommer

We present a simulation scheme for simulating Brownian bridges on complete and connected Lie groups. We show how this simulation scheme leads to absolute continuity of the Brownian…