2 papers
stat.ME2021
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…
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…