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Bridge Simulation and Metric Estimation on Lie Groups. / Højgaard Jensen, Mathias; Joshi, Sarang; Sommer, Stefan.
Geometric Science of Information: 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings. Springer, 2021. s. 430-438 (Lecture Notes in Computer Science, Bind 12829).
Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
Harvard
Højgaard Jensen, M, Joshi, S
& Sommer, S 2021,
Bridge Simulation and Metric Estimation on Lie Groups. i
Geometric Science of Information: 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings. Springer, Lecture Notes in Computer Science, bind 12829, s. 430-438, 5th conference on Geometric Science of Information - GSI2021, Paris, Frankrig,
21/07/2021.
https://doi.org/10.1007%2F978-3-030-80209-7_47APA
Højgaard Jensen, M., Joshi, S.
, & Sommer, S. (2021).
Bridge Simulation and Metric Estimation on Lie Groups. I
Geometric Science of Information: 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings (s. 430-438). Springer. Lecture Notes in Computer Science Bind 12829
https://doi.org/10.1007%2F978-3-030-80209-7_47Vancouver
Højgaard Jensen M, Joshi S
, Sommer S.
Bridge Simulation and Metric Estimation on Lie Groups. I Geometric Science of Information: 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings. Springer. 2021. s. 430-438. (Lecture Notes in Computer Science, Bind 12829).
https://doi.org/10.1007%2F978-3-030-80209-7_47Author
Højgaard Jensen, Mathias ; Joshi, Sarang ; Sommer, Stefan. / Bridge Simulation and Metric Estimation on Lie Groups. Geometric Science of Information: 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings. Springer, 2021. s. 430-438 (Lecture Notes in Computer Science, Bind 12829).
Bibtex
@inproceedings{49e514ac6aaa4c9895dafbe75ec747ce,
title = "Bridge Simulation and Metric Estimation on Lie Groups",
abstract = "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 bridge measure with respect to the guided process measure. This result generalizes the Euclidean result of Delyon and Hu to Lie groups. We present numerical results of the guided process in the Lie group SO(3) . In particular, we apply importance sampling to estimate the metric on SO(3) using an iterative maximum likelihood method.",
author = "{H{\o}jgaard Jensen}, Mathias and Sarang Joshi and Stefan Sommer",
year = "2021",
doi = "10.1007%2F978-3-030-80209-7_47",
language = "English",
series = "Lecture Notes in Computer Science",
publisher = "Springer",
pages = "430--438",
booktitle = "Geometric Science of Information",
address = "Switzerland",
note = "5th conference on Geometric Science of Information - GSI2021 ; Conference date: 21-07-2021 Through 23-07-2021",
}
RIS
TY - GEN
T1 - Bridge Simulation and Metric Estimation on Lie Groups
AU - Højgaard Jensen, Mathias
AU - Joshi, Sarang
AU - Sommer, Stefan
PY - 2021
Y1 - 2021
N2 - 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 bridge measure with respect to the guided process measure. This result generalizes the Euclidean result of Delyon and Hu to Lie groups. We present numerical results of the guided process in the Lie group SO(3) . In particular, we apply importance sampling to estimate the metric on SO(3) using an iterative maximum likelihood method.
AB - 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 bridge measure with respect to the guided process measure. This result generalizes the Euclidean result of Delyon and Hu to Lie groups. We present numerical results of the guided process in the Lie group SO(3) . In particular, we apply importance sampling to estimate the metric on SO(3) using an iterative maximum likelihood method.
U2 - 10.1007%2F978-3-030-80209-7_47
DO - 10.1007%2F978-3-030-80209-7_47
M3 - Article in proceedings
T3 - Lecture Notes in Computer Science
SP - 430
EP - 438
BT - Geometric Science of Information
PB - Springer
T2 - 5th conference on Geometric Science of Information - GSI2021
Y2 - 21 July 2021 through 23 July 2021
ER -
