The PIMS Postdoctoral Fellow Seminar: Shirou Wang (Online)

  • Date: 12/16/2020
Lecturer(s):

Shirou Wang

 

Bio: Shirou Wang is a PIMS-CANSSI postdoctoral fellow at the University of Alberta. She obtained her Ph.D from Peking University in 2016. Her research interest lies in dynamical systems, concerning areas such as ergodic theory, random and stochastic dynamics, data-driven computation, and applications to biological, mechanical, and physical systems.

Location: 

Online

Topic: 

A coupling approach in the computation of geometric ergodicity for stochastic dynamics

Description: 

This talk introduces a probabilistic approach to numerically compute geometric convergence rates in discrete or continuous stochastic systems. Choosing appropriate coupling mechanisms and combining them together, works well in many settings, especially in high-dimensions. Using this approach, it is observed that the rate of geometric ergodicity of a randomly perturbed system can, to some extent, reveal the degree of chaoticity of the unperturbed system. Potential applications of the coupling method and the visualization of higher dimensional non-convex functions, e.g., the loss functions of neural networks, will be discussed.

 

 

This event is part of the Emergent Research: The PIMS Postdoctoral Fellow Colloquium Series. To learn about other events in this series and to receive connection details, please register for the event mailing list.

 

This event took place via zoom and a recording is available on mathtube.org.

Schedule: 

This seminar takes places across multiple timezones: 9:30 AM Pacific/ 10:30 AM Mountain / 11:30 AM Central

Other Information: