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SUMMARY:Fluctuation and rate of convergence for the SHE in weak disorder  
 (3)
DTSTART:20230526T140000
DTEND:20230526T150000
DTSTAMP:20260428T005506Z
UID:a957860b26e29cb6ef048d2b3d689038b0c590e0cacb890600d15d95
CATEGORIES:Conferences - Seminars
DESCRIPTION:Chiranjib Mukherjee  (Muester)\n\nAbstract:\nWe consider stat
 istical and computation methods to infer trajectories of a stochastic proc
 ess from snapshots of its temporal marginals. This problem arises for inst
 ance in the analysis of single cell RNA-sequencing data. The goal of these
  lectures is to present and understand the estimator proposed by [Lavenant
  et al. 2020] which searches for the diffusion process that fits the obser
 vations with minimal entropy relative to a Wiener process. This estimator 
 comes with consistency guarantees—for a suitable class of ground truth p
 rocesses—and lends itself to computational methods with global optimalit
 y guarantees. Its analysis is the occasion to review important tools from 
 entropic optimal transport — aka the Schrödinger bridge problem.\n \n
  
LOCATION:GA 3 34 (Bernoulli Center) https://plan.epfl.ch/?room==GA%203%203
 4
STATUS:CONFIRMED
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