WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/?tribe-bar-date=2019-09-01
Venerdi 21 Maggio 2021, alle ore 12.00, si terrà il seguente webinar:
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Speaker: *Paul Jenkins *(University of Warwick)
Title: *Asymptotic genealogies of interacting particle systems*
Join Zoom Meeting
https://us02web.zoom.us/j/87319216872?pwd=L1JnR0UvamZ2RC9Eb2xFbW9qREN0Zz09
Meeting ID: 873 1921 6872
Passcode: 626226
Abstract: Interacting particle systems are a broad class of stochastic models for phenomena arising in physics, engineering, biology, and finance. A prominent class of such models can be expressed as a sequential Monte Carlo algorithm in which the aim is to construct an empirical approximation to a sequence of measures. The approximation is constructed by evolving a discrete-time, weighted population of particles, alternating between a Markov update and a resampling step. Resampling gives rise to a notion of a genealogy in which duplicated particles are regarded as offspring of their parents. In this talk I discuss how to characterise the genealogy underlying this evolving particle system. More precisely, under certain conditions we can show that the genealogy converges (as the number of particles grows) to Kingman's coalescent, a stochastic tree-valued process widely studied in population genetics. This makes explicit the analogy between sequential Monte Carlo and an evolving biological population. This is joint work with Suzie Brown, Adam Johansen, Jere Koskela, and Dario Spanò. ------------------------------------------------
Il webinar è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
Cordiali saluti,
Pierpaolo De Blasi
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University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi https://sites.google.com/a/carloalberto.org/pdeblasi/