Bridge Simulation and Metric Estimation on Lie Groups

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

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.
OriginalsprogEngelsk
TitelGeometric Science of Information : 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings
ForlagSpringer
Publikationsdato2021
Sider430-438
DOI
StatusUdgivet - 2021
Begivenhed5th conference on Geometric Science of Information - GSI2021 - Paris, Frankrig
Varighed: 21 jul. 202123 jul. 2021

Konference

Konference5th conference on Geometric Science of Information - GSI2021
LandFrankrig
ByParis
Periode21/07/202123/07/2021
NavnLecture Notes in Computer Science
Vol/bind12829
ISSN0302-9743

ID: 274868930