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Mixing times of Markov chains

Mixing times of Markov chains
马尔可夫链的混合时间
批准号:
1885554
负责人:
金额:
$0.0万
依托单位:
依托单位国家:
英国
项目类别:
Studentship
财政年份:
2017
资助国家:
英国
项目状态:
已结题
起止时间:
2017 至 --

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中文摘要
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英文摘要
My main research is in discrete probability, in particular the area of mixing times of Markov chains; these chains have nice properties if they are run for `a long time', and my research asks the question "how long is `a long time' ?". This has applications in a wide range of fields, including the following: - statistical physics, which deals with physics problems with inherent randomness, and has applications in many elds of physics, biology, chemistry, neurology and even some social sciences, such as sociology;- computer sciences (CS), in particular using randomised algorithms, rather than deterministic ones, and knowing for how long one should run such an algorithm { the fields of machine learning and artificial intelligence use such algorithms;- statistics, in particular when wanting to sample from a complicated distribution one can instead sample from an approximation to this using a `Markov chain', but one would like to have bounds on how long to run the chain so that the approximation is valid.In particular, my work and future work includes some of the following problems.-Networking problems. optical networks (for example, broad-band along breoptics). I have done some work on random routing algorithms for breoptic networks. To this end I introduced a new model, which combines one model with another to produce an extension of the latter, and am looking at properties of this model. There are many papers, particularly in CS and EE, working on the two individualmodels that I combined, but, to the best of my knowledge, the same work is not done on the extended model. My research can be used to show `stability' in the performance of such a network, in the sense that, subject to certain constraints, it is able to process all the data being asked of it without long delays.-Statistics. A statistics paper was recently released introducing a new method for sampling approximately from a given (complex) distribution. In the paper, the authors use this algorithm, but analysis of the algorithm is not the focus of the paper; rather, the authors focus on the application of the algorithm. As such, they do not have quantitative bounds on how well the algorithm approximatesthe real distribution { and indeed, there can be subtitles where the algorithm may appear to be working, but closer inspection shows that it is in fact not.Looking into the performance of this algorithm is a line of research that my supervisor and I intend to study at the start of this upcoming academic year.-More abstract probability. I have also worked on more abstract problems, with less applicability. In particular, I have just submitted a paper on `random motion of a particle on a randomly evolving network', and am in the final stages of another paper where a network is chosen randomly and a particle moves randomly around this (fixed) network.
期刊论文(3)
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会议论文
Chen-Stein method for the uncovered set of random walk on $\mathbb {Z}_{n}^{d}$ for $d \ge 3$
针对 $d ge 3$ 的 $mathbb {Z}_{n}^{d}$ 上未覆盖随机游走集的 Chen-Stein 方法
DOI: 10.1214/20-ecp331
发表时间: 2020
期刊: Electronic Communications in Probability
影响因子: 0.5
作者: [Sousi P]
通讯作者: Sousi P
Limit profiles for reversible Markov chains
可逆马尔可夫链的极限分布
DOI: 10.1007/s00440-021-01061-5
发表时间: 2021
期刊: Probability Theory and Related Fields
影响因子: 2
作者: [Nestoridi E]
通讯作者: Nestoridi E
Cutoff for random walk on dynamical Erdos-Rényi graph
动态 Erdos-Rényi 图上随机游走的截止值
DOI: 10.1214/20-aihp1057
发表时间: 2020
期刊: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
影响因子: --
作者: [Sousi P]
通讯作者: Sousi P
国内基金
海外基金
资源和需求非均衡格局下区域能源系统绿色低碳发展转型路径研究
气候变化框架下的能-水关联系统建模、优化和政策模拟
  • 批准号:
    71673198
  • 项目类别:
    面上项目
  • 资助金额:
    48.0万元
  • 批准年份:
    2016
  • 负责人:
    杜慧滨
  • 依托单位:
基于多区域、混合型的大型动态耦合综合评价模型对中国二氧化碳减排的技术经济路径、成本与政策研究
  • 批准号:
    71373055
  • 项目类别:
    面上项目
  • 资助金额:
    58.0万元
  • 批准年份:
    2013
  • 负责人:
    张中祥
  • 依托单位: