Numerical Methods for Stochastic Differential Equations in Stiefel Manifolds via the Cayley Transform.
Victor SoloZhichao WangPublished in: CDC (2019)
Keyphrases
- numerical methods
- stochastic differential equations
- differential equations
- brownian motion
- euclidean space
- partial differential equations
- maximum a posteriori estimation
- dynamical systems
- fractional brownian motion
- level set method
- euclidean distance
- low dimensional
- higher order
- additive gaussian noise
- shape analysis
- feature space
- random fields
- long range
- graphical models
- multiresolution