Information-optimal drifts and the geometry of Markov processes
Event details
| Date | 03.12.2015 |
| Hour | 17:15 › 18:15 |
| Speaker | James R. Lee (University of Washington) |
| Location | |
| Category | Conferences - Seminars |
If one records a Markov process converging to stationarity from an initial distribution and then plays the video in reverse, what appears is a new (time inhomogeneous) Markov process that constructs the initial distribution using as little information as possible. One can leverage this entropic optimality to study the behavior of the random walk, especially at "early" times. For some problems, this perspective appears to offer something new over semi-group methods. We discuss applications to regularizing properties of classical diffusion operators and to functional inequalities on finite graphs and groups. There are interesting connections to discrete analogs of no
Links
Practical information
- General public
- Free
Organizer
- CIB
Contact
- Valérie Krier