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Workshop on Stochastic Algorithms Analysis
Bordeaux, France, June 16-18 2009 |
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The goal of this workshop is to bring together a group of researchers of
the INRIA Team ALEA in the INRIA Bordeaux Sud-Ouest Research Center and the associated INRIA Team 2AS from
Wuhan University, working on theoretical
aspects of stochastic algorithms.
Monte Carlo Markov chain methods and mean field stochastic particle models are central to modern numerical modelling and computation in complex systems. In the last decade, these stochastic techniques have been growing rapidly in popularity with a number of methods now becoming ''industry standard'' approaches for solving challenging global optimization problems
and non linear estimation models arising in signal processing and in Bayesian inference. Their mathematical and numerical analysis
is one of the most attractive research area
in pure and applied probability, advanced stochastic engineering and computational physics and chemistry. One of the most successful theoretical results are those centering around
concentration properties and large deviation principles. These results allow to ensure that the
probability of any deviant error event has an exponentially small probability to occur. These central estimates can be used to design stochastic algorithms with any given performance index.
This workshop will provide the opportunity of exchanges between researchers of the associated INRIA Team 2AS of Wuhan University in China and the ALEA INRIA team in Bordeaux University around new approaches to concentration and large deviation analysis.
The list of topics includes: Concentration inequalities, large deviation principles, functional inequalities, transportation
inequalities, Markov processes, interacting particle systems, sequential Monte Carlo methods,
evolutionary type search algorithms. The focus of the workshop will be on exchange of information on recent results, discussions of ideas, ongoing investigation, and future research directions.
Location : Salle de Conférence, Institut de Mathématiques de Bordeaux, Université Bordeaux I, Talence,
351, cours de la Libération,
33405 Talence
Organizers : Wu Li Ming &
Del Moral Pierre.
INRIA Team-Project Secretary :
Nathalie Dupuy
Program
Tuesday, June 16th :
[ 9.30-10.00 ] Reception & Coffee
[ 10.00-10.45 ] (Pierre Del Moral) Introduction & Welcome
[ 11.00-11.45 ] Michele Pace : Particle methods in filtering and multi-targets tracking problems.
[ 12.00-12.45 ] Bernard Bercu :
Sharp large deviations for the fractional Ornstein-Uhlenbeck process.
[ 13.00-15.00] : Lunch
[ 15.00-15.45 ] Zhengliang Zhang :
Poincare, transportation and Log-Sobolev inequalities for harmonic measures on spheres
[ 16.00-18.00 ] : Open discussions, working groups.
Wednesday, June 17th :
[ 9.00-9.30 ] Reception & Coffee
[ 9.45-10.30 ]
Pierrick Legrand :
Cochlear implant regulation using interactive evolutionnary algorithms.
[ 10.45-11.30 ] Yao Nian :
Large Deviation Principles and Functional Inequalities for Markov Processes.
[ 12.00-14.00] : Lunch
[ 14.00-14.45 ] Emmanuel Rio : Bernstein's inequalities and moderate deviations for weakly dependent sequences.
[ 15.00-15.45 ] Arnaud Guilin : Long time behavior of Markov processes: Lyapunov conditions and functional inequalities
[ 16.00-18.00 ] : Open discussions, working groups.
Thursday, June 18th :
[ 9.00-9.30 ] Reception & Coffee
[ 9.45-10.30 ] Huilong Zhang : Approximation of Zakai equation by grid based method
[ 10.45-11.30 ] Fuqing Gao : TBA.
[ 12.00-14.00] : Lunch
[ 14.00-14.45 ] Wu Li Ming : Gradient estimates of Poisson equations on Riemannian manifolds.
[ 15.00-15.45 ] Pierre Del Moral On the concentration properties
of mean field particle models
[ 16.00-17.00 ] : Open discussions, working groups.
Location : Centre de recherches INRIA Bordeaux Sud Ouest
[
Pour plus de détails : Del Moral Pierre , 
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