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math.PR2024
A theory of generalised coordinates for stochastic differential equations
Lancelot Da Costa, Nathaël Da Costa, Conor Heins +5
Stochastic differential equations are ubiquitous modelling tools in physics and the sciences. In most modelling scenarios, random fluctuations driving dynamics or motion have some…
math.NA2024
Geometric statistics with subspace structure preservation for SPD matrices
Cyrus Mostajeran, Nathaël Da Costa, Graham Van Goffrier +1
We present a geometric framework for the processing of SPD-valued data that preserves subspace structures and is based on the efficient computation of extreme generalized eigenvalu…