Bridge simulation and metric estimation on Lie groups (Q2117882)

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Bridge simulation and metric estimation on Lie groups
scientific article

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    title
    Bridge simulation and metric estimation on Lie groups (English)
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    author
    Sarang Joshi
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    Stefan Sommer
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    publication date
    22 March 2022
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    Mathematics Subject Classification ID
    60G22
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    22E70
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    58J65
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    60J65
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    zbMATH DE Number
    7495242
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    zbMATH Keywords
    Brownian motion
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    Brownian bridge simulation
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    importance sampling
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    Lie groups
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    metric estimation
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    OpenAlex ID
    W3186579463
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    arXiv ID
    2106.03431
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