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Simulation of Conditioned Diffusions on the Flat Torus. / Jensen, Mathias Højgaard; Mallasto, Anton; Sommer, Stefan.
Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings. ed. / Frank Nielsen; Frédéric Barbaresco. Springer VS, 2019. p. 685-694 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 11712 LNCS).
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
Harvard
Jensen, MH, Mallasto, A
& Sommer, S 2019,
Simulation of Conditioned Diffusions on the Flat Torus. in F Nielsen & F Barbaresco (eds),
Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings. Springer VS, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 11712 LNCS, pp. 685-694, 4th International Conference on Geometric Science of Information, GSI 2019, Toulouse, France,
27/08/2019.
https://doi.org/10.1007/978-3-030-26980-7_71APA
Jensen, M. H., Mallasto, A.
, & Sommer, S. (2019).
Simulation of Conditioned Diffusions on the Flat Torus. In F. Nielsen, & F. Barbaresco (Eds.),
Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings (pp. 685-694). Springer VS. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) Vol. 11712 LNCS
https://doi.org/10.1007/978-3-030-26980-7_71Vancouver
Jensen MH, Mallasto A
, Sommer S.
Simulation of Conditioned Diffusions on the Flat Torus. In Nielsen F, Barbaresco F, editors, Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings. Springer VS. 2019. p. 685-694. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 11712 LNCS).
https://doi.org/10.1007/978-3-030-26980-7_71Author
Jensen, Mathias Højgaard ; Mallasto, Anton ; Sommer, Stefan. / Simulation of Conditioned Diffusions on the Flat Torus. Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings. editor / Frank Nielsen ; Frédéric Barbaresco. Springer VS, 2019. pp. 685-694 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 11712 LNCS).
Bibtex
@inproceedings{de1cc5902cd6404683baefa8dee99d67,
title = "Simulation of Conditioned Diffusions on the Flat Torus",
abstract = "Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when studying the backbone of protein sequences, creating a demand for efficient sampling methods. In this paper, we propose a method for simulating diffusions on the flat torus, conditioned on hitting a terminal point after a fixed time, by considering a diffusion process in R2 which we project onto the torus. We contribute a convergence result for this diffusion process, translating into convergence of the projected process to the terminal point on the torus. We also show that under a suitable change of measure, the Euclidean diffusion is locally a Brownian motion.",
keywords = "Conditioned diffusion, Flat Torus, Manifold diffusion, Simulation",
author = "Jensen, {Mathias H{\o}jgaard} and Anton Mallasto and Stefan Sommer",
year = "2019",
doi = "10.1007/978-3-030-26980-7_71",
language = "English",
isbn = "9783030269791",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer VS",
pages = "685--694",
editor = "Frank Nielsen and Fr{\'e}d{\'e}ric Barbaresco",
booktitle = "Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings",
note = "4th International Conference on Geometric Science of Information, GSI 2019 ; Conference date: 27-08-2019 Through 29-08-2019",
}
RIS
TY - GEN
T1 - Simulation of Conditioned Diffusions on the Flat Torus
AU - Jensen, Mathias Højgaard
AU - Mallasto, Anton
AU - Sommer, Stefan
PY - 2019
Y1 - 2019
N2 - Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when studying the backbone of protein sequences, creating a demand for efficient sampling methods. In this paper, we propose a method for simulating diffusions on the flat torus, conditioned on hitting a terminal point after a fixed time, by considering a diffusion process in R2 which we project onto the torus. We contribute a convergence result for this diffusion process, translating into convergence of the projected process to the terminal point on the torus. We also show that under a suitable change of measure, the Euclidean diffusion is locally a Brownian motion.
AB - Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when studying the backbone of protein sequences, creating a demand for efficient sampling methods. In this paper, we propose a method for simulating diffusions on the flat torus, conditioned on hitting a terminal point after a fixed time, by considering a diffusion process in R2 which we project onto the torus. We contribute a convergence result for this diffusion process, translating into convergence of the projected process to the terminal point on the torus. We also show that under a suitable change of measure, the Euclidean diffusion is locally a Brownian motion.
KW - Conditioned diffusion
KW - Flat Torus
KW - Manifold diffusion
KW - Simulation
U2 - 10.1007/978-3-030-26980-7_71
DO - 10.1007/978-3-030-26980-7_71
M3 - Article in proceedings
AN - SCOPUS:85077134146
SN - 9783030269791
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 685
EP - 694
BT - Geometric Science of Information - 4th International Conference, GSI 2019, Proceedings
A2 - Nielsen, Frank
A2 - Barbaresco, Frédéric
PB - Springer VS
T2 - 4th International Conference on Geometric Science of Information, GSI 2019
Y2 - 27 August 2019 through 29 August 2019
ER -
