33 citations · 116 across the 33 of their papers we have counts for
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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…
math.ST2021
Diffusion Means in Geometric Spaces
Benjamin Eltzner, Pernille Hansen, Stephan F. Huckemann +1
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fréchet mean. The diffusio…