Bridge Simulation and Metric Estimation on Lie Groups
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
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.
Original language | English |
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Title of host publication | Geometric Science of Information : 5th International Conference, GSI 2021, Paris, France, July 21–23, 2021, Proceedings |
Publisher | Springer |
Publication date | 2021 |
Pages | 430-438 |
DOIs | |
Publication status | Published - 2021 |
Event | 5th conference on Geometric Science of Information - GSI2021 - Paris, France Duration: 21 Jul 2021 → 23 Jul 2021 |
Conference
Conference | 5th conference on Geometric Science of Information - GSI2021 |
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Land | France |
By | Paris |
Periode | 21/07/2021 → 23/07/2021 |
Series | Lecture Notes in Computer Science |
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Volume | 12829 |
ISSN | 0302-9743 |
Links
- https://arxiv.org/pdf/2106.03431.pdf
Submitted manuscript
ID: 274868930