3 citations · 3 across the 3 of their papers we have counts for
5 papers
Diffusion Mean Estimation on the Diagonal of Product Manifolds
Mathias Højgaard Jensen, Stefan Sommer
Computing sample means on Riemannian manifolds is typically computationally costly as exemplified by computation of the Fréchet mean which often requires finding minimizing geodesi…
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous Spaces
Mathias Højgaard Jensen, Lennard Hilgendorf, Sarang Joshi +1
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 unkn…
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…
Simulation of Conditioned Semimartingales on Riemannian Manifolds
Mathias Højgaard Jensen, Stefan Sommer
We present a scheme for simulating conditioned semimartingales taking values in Riemannian manifolds. Extending the guided bridge proposal approach used for simulating Euclidean br…
Simulation of Conditioned Diffusions on the Flat Torus
Mathias Højgaard Jensen, Anton Mallasto, Stefan Sommer
Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for e…