Para receber por e-mail novas publicações de Seminário de Probabilidade e Combinatória, Clique Aqui!

Seminários do IMPA

Probabilidade e Combinatória

Título
Stick breaking, clumping, and occupation laws of Markov chains
Expositor
Sunder Sethuraman

University of Arizona
Data
Quarta-feira, 16 de janeiro de 2019, 15:30
Local
Sala 349
Resumo

In this talk, we discuss a problem with respect to discrete space, discrete time Markov chains.  We connect the empirical or "occupation" laws of certain time-inhomogeneous Markov chains, related to simulated annealing, to a class of "stick breaking" processes, including the Dirichlet process used in nonparametric Bayesian statistics.  The method to derive the correspondence involves a notion of intermediate structure found via a type of "clumping" procedure.