English

Most probable paths for developed processes

Probability 2026-03-19 v2 Differential Geometry Statistics Theory Statistics Theory

Abstract

Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for example the Riemannian Brownian motion. This leaves out large classes of manifold-valued processes such as processes with parallel transported non-trivial diffusion matrix, processes with rank-deficient generator and sub-Riemannian processes, and push-forwards to quotient spaces. In this paper, we construct a general approach to definition and identification of most probable paths by measuring the Onsager-Machlup function on the anti-development of such processes. The construction encompasses large classes of manifold-valued process and results in explicit equation systems for the paths that we denote \emph{development most probable paths}. We define and derive these results and apply them to several cases of stochastic processes on Lie groups, homogeneous spaces, and landmark spaces appearing in shape analysis.

Keywords

Cite

@article{arxiv.2211.15168,
  title  = {Most probable paths for developed processes},
  author = {Erlend Grong and Stefan Sommer},
  journal= {arXiv preprint arXiv:2211.15168},
  year   = {2026}
}
R2 v1 2026-06-28T07:14:37.106Z