Colloquium Mathematics, B. Scoppola

Join us for coffee and tea at 15.45 p.m.

Date: Tuesday, February 7^th 2012

Speaker: B. Scoppola
University of Rome

Room: 5161.0267 (Bernoulliborg)

Time: 16.15

Title:Sampling from a Gibbs measure with two body interaction by means of
Probabilistic Cellular Automata

Abstract:

We consider the problem of approximate sampling from the finite
volume Gibbs measure with a general pair interaction. We exhibit a parallel
dynamics (Probabilistic Cellular Automaton) which efficiently implements the
sampling. We give a general
condition for the convergence of the
sampling method to the desired Gibbs measure. We discuss in details
an easy example, the mean-field Ising model, to show the features
of our method.
This is a joint work with Elisabetta Scoppola and Paolo Dai Pra'.

Colloquium coordinators are Prof.dr. A.C.D. van Enter (e-mail : A.C.D.van.Enter@rug.nl) and

Dr. A.V. Kiselev (e-mail: a.v.kiselev@rug.nl)