Fluctuation and rate of convergence for the SHE in weak disorder (3)
Event details
| Date | 26.05.2023 |
| Hour | 14:00 › 15:00 |
| Speaker | Chiranjib Mukherjee (Muester) |
| Location | |
| Category | Conferences - Seminars |
| Event Language | English |
Abstract:
We consider statistical and computation methods to infer trajectories of a stochastic process from snapshots of its temporal marginals. This problem arises for instance 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 observations with minimal entropy relative to a Wiener process. This estimator comes with consistency guarantees—for a suitable class of ground truth processes—and lends itself to computational methods with global optimality guarantees. Its analysis is the occasion to review important tools from entropic optimal transport — aka the Schrödinger bridge problem.
Practical information
- Expert
- Free
- This event is internal
Organizer
- Prof. Xue-Mei Li
Contact
- Prof. Xue-Mei Li