00:00:00 / 00:00:00

Appears in collection : Geometric Sciences in Action: from geometric statistics to shape analysis / Les sciences géometriques en action: des statistiques géometriques à l'analyse de forme

We discuss how to simulate bridge processes by conditioning a stochastic process on a manifold whose generator is a hypo-elliptic operator. This operator is, up to a drift-term, the sub-Laplacian of a bracketgenerating sub-Riemannian structure, meaning in particular that it has positive smooth density everywhere. The logarithmic gradient of this density is called the score, and we show that it is needed to describe the generator of the bridge process. We therefore discuss several methods for how we can estimate the score using a neural network, with examples. The results are from a joint work with Stefan Sommer (Copenhagen) and Karen Habermann (Warwick).

Information about the video

Citation data

  • DOI 10.24350/CIRM.V.20184903
  • Cite this video Grong, Erlend (27/05/2024). Score matching and sub-Riemannian bridges. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.20184903
  • URL https://dx.doi.org/10.24350/CIRM.V.20184903


Last related questions on MathOverflow

You have to connect your Carmin.tv account with mathoverflow to add question

Ask a question on MathOverflow


  • Bookmark videos
  • Add videos to see later &
    keep your browsing history
  • Comment with the scientific
  • Get notification updates
    for your favorite subjects
Give feedback