The *-Edge Reinforced random walk, bayesian statistics and statistical physics

Add to your list(s) Download to your calendar using vCal

• Pierre Tarres (Paris and Shanghai)
• Tuesday 26 November 2024, 15:00-16:00
• MR12.

If you have a question about this talk, please contact Perla Sousi.

We will discuss recent non-reversible generalizations of the Edge-Reinforced Random Walk and its motivation in Bayesian statistics for variable order Markov Chains. The process is partially exchangeable in the sense of Diaconis and Freedman (1982), and its mixing measure can be explicitly computed. It can also be associated with a continuous process called the -Vertex Reinforced Random Walk, which itself is in general not exchangeable. We will also discuss some properties of those processes, in particular the supersymmetric representation of the -VRJP.

Based on joint works with S. Bacallado, C. Sabot and A. Swan.

This talk is part of the Probability series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Hanchen DaDaDash
• Interested Talks
• MR12
• Probability
• School of Physical Sciences
• Statistical Laboratory info aggregator
• bld31

Note that ex-directory lists are not shown.