Fri, 16 Feb 2007
14:15
DH 3rd floor SR

tba

Dr Albina Danilova
(Oxford)
Thu, 15 Feb 2007
14:30
L3

TBA

Tue, 13 Feb 2007
14:15
SR2

An introduction to stability conditions

Tom Bridgeland
(Sheffield)
Abstract

I'll start with the definition of a stability condition on a triangulated
category and say a bit about the space of stability conditions.
Then I'll describe some known examples of these spaces. If I have time I'll
try to explain why mirror symmetry suggests that it should be possible to equp
these spaces with interesting geometric structures.

Mon, 12 Feb 2007
14:15
DH 3rd floor SR

Stability of sequential Markov chain Monte Carlo methods

Prof Andreas Eberle
(University of Bonn)
Abstract

Sequential Monte Carlo Samplers are a class of stochastic algorithms for

Monte Carlo integral estimation w.r.t. probability distributions, which combine

elements of Markov chain Monte Carlo methods and importance sampling/resampling

schemes. We develop a stability analysis by functional inequalities for a

nonlinear flow of probability measures describing the limit behaviour of the

methods as the number of particles tends to infinity. Stability results are

derived both under global and local assumptions on the generator of the

underlying Metropolis dynamics. This allows us to prove that the combined

methods sometimes have good asymptotic stability properties in multimodal setups

where traditional MCMC methods mix extremely slowly. For example, this holds for

the mean field Ising model at all temperatures.