Seminar: Reversible processes and the random walk on a *-graph

Speaker Name: 
Sergio Bacallado
Speaker Title: 
Postdoctoral Scholar
Speaker Organization: 
Department of Statistics, Stanford University
Start Time: 
Monday, January 5, 2015 - 4:00pm
End Time: 
Monday, January 5, 2015 - 5:00pm
Location: 
Engineering 2, Room 180
Organizer: 
Athanasios Kottas

A discrete time, discrete state stationary process is said to be reversible if its law is invariant to time reversal. We introduce a random walk on a graph which represents several reversible models including Markov chains and processes with memory. We also introduce a reinforced version of the random walk which, due to de Finetti's theorem for Markov chains, defines a Bayesian predictive distribution for the aforementioned models. Applications to molecular dynamics will be discussed.