Numerical Solution of Stochastic Differential Equations in Stiefel Manifolds via Tangent Space Parametrization.
Zhichao WangVictor SoloPublished in: ICASSP (2021)
Keyphrases
- tangent space
- numerical solution
- euclidean space
- riemannian manifolds
- differential equations
- partial differential equations
- shape analysis
- euclidean distance
- vector space
- metric space
- low dimensional
- finite element
- data points
- lie group
- exact solution
- reproducing kernel hilbert space
- high dimensional
- numerical methods
- linear systems
- feature space
- maximum likelihood