Apr 30, 2017 · We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since such ...

Nov 21, 2017 · We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics.

We give particular emphasis to the Langevin diffusion with Wrapped Normal (WN) sdi, since this is a toroidal OU analogue with more tractable estimation.

This work studies an estimator based on an ergodic average along a realization of an overdamped Langevin process for a modified potential that incorporates ...

The software package sdetorus implements the estimation methods and applications presented in the paper. KW - Circular data. KW - Directional statistics. KW - ...

Langevin diffusions on the torus: estimation and applications. https://doi.org/10.1007/s11222-017-9790-2 · Full text. Journal: Statistics and Computing, 2017 ...

N2 - We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with ...

This library provides statistical tools for estimation of toroidal diffusions. It is the package companion for the paper Langevin diffusions on the torus: ...

García-Portugués E, Sørensen M, Mardia K, Hamelryck T (2019). “Langevin diffusions on the torus: estimation and applications.” Statistics and Computing ...

Title: Langevin diffusions on the torus: estimation and applications. Authors: Eduardo García-Portugués, Michael Sørensen, Kanti V. Mardia, Thomas Hamelryck.