Mathias Hojgaard Jensen

Simulation of Conditioned Diffusions on the Flat Torus

Stefan Sommer, Anton Mallasto, Mathias Hojgaard Jensen, 2019, GSI.

Diffusion Mean Estimation on the Diagonal of Product Manifolds

Stefan Sommer, Mathias Hojgaard Jensen, 2021 .

Bridge Simulation and Metric Estimation on Lie Groups

Stefan Sommer, Sarang Joshi, Mathias Hojgaard Jensen, 2021, GSI.

Bridge Simulation on Lie Groups and Homogeneous Spaces with Application to Parameter Estimation

Stefan Sommer, Sarang Joshi, Mathias Hojgaard Jensen, 2021 .

Simulation of Conditioned Semimartingales on Riemannian Manifolds pdf

Stefan Sommer, Mathias Hojgaard Jensen, 2021, ArXiv.

Simulation of Conditioned Semimartingales on Riemannian Manifolds

Mathias Hojgaard Jensen, Stefan Sommer, 2021, ArXiv.

Mean Estimation on the Diagonal of Product Manifolds

Mathias Hojgaard Jensen, Stefan Sommer, Mathias Højgaard Jensen, 2021, Algorithms.