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We study white noise perturbations of planar dynamical systems with heteroclinic networks in the limit of vanishing noise. We show that the probabilities of transitions between various cells that the network tessellates the plane into decay as powers of the noise magnitude, and we describe the underlying mechanism. A metastability picture emerges, with a hierarchy of time scales and clusters of accessibility, similar to the classical Freidlin-Wentzell picture but with shorter transition times. We discuss applications of our results to homogenization problems and to the invariant distribution asymptotics. At the core of our results are local limit theorems for exit distributions obtained via methods of Malliavin calculus. Joint work with Hong-Bin Chen and Zsolt Pajor-Gyulai.
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We study white noise perturbations of planar dynamical systems with heteroclinic networks in the limit of vanishing noise. We show that the probabilities of transitions between various cells that the network tessellates the plane into decay as powers of the noise magnitude, and we describe the underlying mechanism. A metastability picture emerges, with a hierarchy of time scales and clusters of accessibility, similar to the classical Fr...
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60J60 ; 60H07 ; 60H10 ; 60F99 ; 34E10
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Deep generative models parametrize very flexible families of distributions able to fit complicated datasets of images or text. These models provide independent samples from complex high-distributions at negligible costs. On the other hand, sampling exactly a target distribution, such as Boltzmann distributions and Bayesian posteriors is typically challenging: either because of dimensionality, multi-modality, ill-conditioning or a combination of the previous. In this talk, I will review recent works trying to enhance traditional inference and sampling algorithms with learning. I will present in particular flowMC, an adaptive MCMC with Normalizing Flows along with first applications and remaining challenges.
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Deep generative models parametrize very flexible families of distributions able to fit complicated datasets of images or text. These models provide independent samples from complex high-distributions at negligible costs. On the other hand, sampling exactly a target distribution, such as Boltzmann distributions and Bayesian posteriors is typically challenging: either because of dimensionality, multi-modality, ill-conditioning or a combination of ...
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68T99 ; 82B80 ; 62F15
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We prove the existence of an active phase for activated random walks on the lattice in all dimensions. This interacting particle system is made of two kinds of random walkers, or frogs: active and sleeping frogs. Active frogs perform simple random walks, wake up all sleeping frogs on their trajectory and fall asleep at constant rate $\lambda$. Sleeping frogs stay where they are up to activation, when waken up by an active frog. At a large enough density, which is increasing in $\lambda$ but always less than one, such frogs on the torus form a metastable system. We prove that $n$ active frogs in a cramped torus will typically need an exponentially long time to collectively fall asleep —exponentially long in $n$. This completes the proof of existence of a non-trivial phase transition for this model designed for the study of self-organized criticality. This is a joint work with Amine Asselah and Nicolas Forien.
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We prove the existence of an active phase for activated random walks on the lattice in all dimensions. This interacting particle system is made of two kinds of random walkers, or frogs: active and sleeping frogs. Active frogs perform simple random walks, wake up all sleeping frogs on their trajectory and fall asleep at constant rate $\lambda$. Sleeping frogs stay where they are up to activation, when waken up by an active frog. At a large enough ...
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60K35 ; 82B26
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I will first introduce a general class of mean-field-like spin systems with random couplings that comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. I will then present quantitative estimates of metastability in large volumes at fixed temperatures when these systems evolve according to a Glauber dynamics, i.e. where spins flip with Metropolis rates at inverse temperature $\beta $. The main result identifies conditions ensuring that with high probability the system behaves like the corresponding system where the random couplings are replaced by their averages. More precisely, we prove that the metastability of the former system is implied with high probability by the metastability of the latter. Moreover, we consider relevant metastable hitting times of the two systems and find the asymptotic tail behaviour and the moments of their ratio. This result provides an extension of the results known for the Ising model on the the Erdos-Renyi random graph. Our proofs use the potential-theoretic approach to metastability in combination with concentration inequalities.
Based on a joint work in collaboration with Anton Bovier, Frank den Hollander, Saeda Marello and Martin Slowik.
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I will first introduce a general class of mean-field-like spin systems with random couplings that comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. I will then present quantitative estimates of metastability in large volumes at fixed temperatures when these systems evolve according to a Glauber dynamics, i.e. where spins flip with Metropolis rates at inverse temperature $\beta $. The ...
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60K35 ; 60K37 ; 82B20 ; 82B44 ; 82C44