Wide-sense estimation on the special orthogonal group (Q1024914)
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scientific article; zbMATH DE number 5566115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wide-sense estimation on the special orthogonal group |
scientific article; zbMATH DE number 5566115 |
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Wide-sense estimation on the special orthogonal group (English)
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17 June 2009
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The paper addresses an estimation problem on the special orthogonal group \(SO(n)\). The authors introduce a class of densities with Gibbs-Boltzmann form, called Langevin densities, and look for approximation of general probability densities on \(SO(n)\) in terms of these Langevin densities. This approach allows to approximate a given density in terms of a finite number of parameters, which is the basis of ``wide sense'' estimation.
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estimation
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manifolds
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Langevin densities
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Bayesian estimation
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Monte Carlo methods
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