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Score matching for sub-Riemannian bridge sampling
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics.
Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
We study approximations for the L\'evy area of Brownian motion which are based on the Fourier series expansion and a polynomial expansion of the associated Brownian bridge.
Probability Numerical Analysis Numerical Analysis Number Theory 60F05, 60H35, 60J65, 41A10, 42A10, 11M06
