[Forum SIS] Webinar in Statistics PAUL JENKINS

[Pierpaolo De Blasi]

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.
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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/>
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