Discrete-Time Observations of Brownian Motion on Lie Groups and Homogeneous Spaces: Sampling and Metric Estimation.
Mathias Højgaard JensenSarang C. JoshiStefan SommerPublished in: Algorithms (2022)
Keyphrases
- brownian motion
- riemannian manifolds
- lie group
- closed form solutions
- parameter space
- euclidean space
- optimal control
- differential equations
- diffusion process
- stochastic processes
- heavy traffic
- sample size
- closed form
- vector valued
- metric space
- probabilistic model
- rigid motion
- markov chain
- vector space
- distance metric
- distance function
- metric learning
- queue length