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Upgrading MCMC dynamics by necessary symmetries and non-reversibility

5 sept. 2023, 14:00
1h
Institut Pascal

Institut Pascal

Bâtiment 530, Rue André Rivière 91400 Orsay

Orateur

Manon MICHEL (LMBP)

Description

In this talk, I will review the older and most recent developments regarding reversibility breaking in Markov-chain Monte Carlo (MCMC), from lifting to piecewise deterministic Markov processes. This will offer the opportunity to discuss the differences between necessary and sufficient symmetries for correctness in MCMC and how removing restrictive conditions can lead to more efficient algorithms. The discussed algorithms will be illustrated in statistical mechanics notorious examples, from particle to spin systems.

Documents de présentation

Aucun document.