Liouville dynamical percolation & The signature method

Seminario doble conjunto Modelamiento Estocástico / Núcleo Milenio MESCYD

Primera Sesión: 3pm

Avelio Sepúlveda (U. Lyon 1)

Liouville dynamical percolation

A dynamical percolation is a process on black and white colourings of the vertices of a graph, in which each vertex has an independent Poissonian clock, and each time a clock rings the colour of its correspondent vertex is resampled. In this talk, we will study a dynamical percolation in the triangular grid, using clocks whose rate is defined in terms of a Liouville measure of parameter $\gamma$. In particular, we will show that this dynamic converges, in the scaling limit, to a càdlàg process that undergoes a phase transition when $\gamma=\sqrt{5/2}$.

Joint work with C. Garban, N. Holden and X. Sun.

Segunda Sesión: 4pm

Nikolas Tapia (Norwegian U. of Science and Technology)

The signature method


Introduced by Chen and then generalised by Lyons, signatures have found a wide number of applications in Machine Learning and Data Analysis in recent years. On the first half of this talk I will give a brief introduction to the subject and describe some of the applications existing in the literature. On the second half, I will discuss current work-in-progress (joint with E. Celledoni and P. E. Lystad) on an application of the signature method to motion recognition in computer animation.

Date: Apr 16, 2019 at 03:00:00 h
Venue: Sala de Seminarios John Von Neumann, Centro de Modelamiento Matemático, Facultad de Ciencias Físicas y Matemáticas, Universidad de Chile. Beauchef 851, Santiago – Edificio Norte, Piso 7
Speaker: Avelio Sepúlveda & Nikolas Tapia
Affiliation: U. Lyon 1, Norwegian U. of Science and Technology)
Coordinator: Prof. Daniel Remenik

Posted on Apr 10, 2019 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling