Title	Thermodynamic formalism, functional inequalities and model-form UQ for stochastic processes.
Creator	Rey-Bellet, Luc
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2018-11-15T10:07
Description	How do you ascertain the uncertainty associated with your favorite (ergodic) Markov process Suppose for example you are interested in computing steady-state expectations of some observable for the process. If think of this process as an idealized (or approximate) version of the true, but unknown, process, can we obtain performance guarantees on the steady state expectation for the true system To do this we will investigate what are the good measures of "distance" between stochastic process and we will use (old and) new information and concentration inequalities to obtain such performance guarantees. We will illustrate our result with molecular dynamics models.
Extent	29.0
Subject	Mathematics; Statistics; Statistical mechanics, structure of matter; Statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Massachussetts
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2019-05-15
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0378722
URI	http://hdl.handle.net/2429/70166
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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Thermodynamic formalism, functional inequalities and model-form UQ for stochastic processes. Rey-Bellet, Luc

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