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Inference for partially observed Riemannian Ornstein-Uhlenbeck
  diffusions of covariance matrices
v1v2 (latest)

Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices

7 April 2021
Mai Bui
Y. Pokern
P. Dellaportas
ArXiv (abs)PDFHTML

Papers citing "Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices"

4 / 4 papers shown
Title
Score matching for sub-Riemannian bridge sampling
Score matching for sub-Riemannian bridge sampling
E. Grong
Karen Habermann
Stefan Sommer
76
2
0
23 Apr 2024
Simulating conditioned diffusions on manifolds
Simulating conditioned diffusions on manifolds
M. Corstanje
Frank van der Meulen
Moritz Schauer
Stefan Sommer
131
1
0
08 Mar 2024
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous
  Spaces
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous Spaces
Mathias Højgaard Jensen
Lennard Hilgendorf
S. Joshi
Stefan Sommer
161
1
0
01 Dec 2021
Conditioning continuous-time Markov processes by guiding
Conditioning continuous-time Markov processes by guiding
M. Corstanje
Frank van der Meulen
Moritz Schauer
120
5
0
22 Nov 2021
1