most citedSimulation of Conditioned Semimartingales on Riemannian Manifolds

3 citations · 3 across the 3 of their papers we have counts for

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stat.CO2021

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…