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SUMMARY:Sampling with non-reversible dynamics - Michela  Ottobre (Heriot-W
 att University)
DTSTART:20170718T115000Z
DTEND:20170718T123000Z
UID:TALK74001@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:In recent years the observation that "irreversible processes c
 onverge to equilibrium faster than their reversible counterparts" has spar
 ked a significant amount of research to exploit irreversibility within sam
 pling schemes\, thereby accelerating convergence of the resulting Markov C
 hains. It is now understood how to design irreversible continuous-time dyn
 amics with prescribed invariant measure. However\, for sampling/simulation
  purposes\, such dynamics still need to undergo discretization and\, as it
  is well known\, naive discretizations can completely destroy all the good
  properties of the continuous-time process.&nbsp\;  In this talk we will i
 ) give some background on irreversibility&nbsp\; ii)&nbsp\;present some pr
 os and cons of using irreversible proposals within reversible schemes (Joi
 nt work with K. Spiliopoulos and N. Pillai).  <br><br><br><br>
LOCATION:Seminar Room 1\, Newton Institute
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