Pierre Tarrès

NYU-Shanghai


The *-Edge Reinforced random walk, Bayesian statistics and statistical physics


Probability Seminar


8th June 2022, 4:00 pm – 5:00 pm
Online, Zoom


We will introduce recent non-reversible generalizations of the Edge-Reinforced Random Walk and its motivation in Bayesian statistics for variable order Markov Chains. The process is again partially exchangeable in the sense of Diaconis and Freedman (1982), and its mixing measure can be explicitly computed. It can also be associated to a continuous process called the *-Vertex Reinforced Random Walk, which itself is in general not exchangeable. We will also discuss some properties of that process.

Based on joint work with S. Bacallado and C. Sabot.





Organisers: Benjamin Lees, Jessica Jay

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