Discrete-Time Observations of Brownian Motion on Lie Groups and Homogeneous Spaces: Sampling and Metric Estimation
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DOI: 10.3390/a15080290
Abstract: 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 unknown left- or right-invariant Riemannian metric on the… read more here.
Keywords: groups homogeneous; discrete time; homogeneous spaces; lie groups ... See more keywords