Seminários de probabilidade – Primeiro Semestre de 2025
Quando forem online, as palestras ocorrerão via Google Meet às segundas-feiras às 15h30, a menos de algumas exceções devidamente indicadas.
Quando forem presenciais, as palestras ocorrerão na sala C-116 às segundas-feiras às 15h30, a menos de algumas exceções devidamente indicadas.
Todas as palestras são em inglês.
Lista completa (palestras futuras podem sofrer alterações)
We consider a system of binary interacting chains describing the dynamics of a group of N individuals that, at each time unit, either send some signal to the others or remain silent otherwise. The interactions among the chains are encoded by a directed Erdos-Renyi random graph with unknown edge probability 0<p<1. Moreover, the system is structured into two communities (excitatory chains versus inhibitory ones) which are coupled via a mean field interaction on the underlying Erdös-Rényi graph. These two communities are also unknown. Last year, I gave a talk at the DME Statistics Seminar discussing how one could estimate the edge probability p based only on the observation of the interacting chains over T time units. In this talk, I will address the complementary question of how to distinguish between the excitatory and inhibitory chains. I will also highlight some of the probabilistics tools we used to tackle this problem. The results presented are based on a joint work with Julien Chevallier (Grenoble).
Sprinkling is a technique used to control the decay of correlations (decoupling) through an inequality obtained by introducing small perturbations, and it plays a key role in multiscale renormalization schemes for strongly correlated systems. In this talk we will discuss some motivations related to two models on the top of Hammersley’s particle system and prove a sprinkled decoupling inequality for this particle system.
Multiplex networks have become increasingly more prevalent in many fields, and have emerged as a powerful tool for modeling the complexity of real networks. There is a critical need for developing inference models for multiplex networks that can take into account potential dependencies across different layers, particularly when the aim is community detection. We add to a limited literature by proposing a novel and efficient Bayesian model for community detection in multiplex networks. A key feature of our approach is the ability to model varying communities at different network layers. In contrast, many existing models assume the same communities for all layers. Moreover, our model automatically picks up the necessary number of communities at each layer (as validated by real data examples). This is appealing, since deciding the number of communities is a challenging aspect of community detection, and especially so in the multiplex setting, if one allows the communities to change across layers. Borrowing ideas from hierarchical Bayesian modeling, we use a hierarchical Dirichlet prior to model community labels across layers, allowing dependency in their structure. Given the community labels, a stochastic block model (SBM) is assumed for each layer. We develop an efficient slice sampler for sampling the posterior distribution of the community labels as well as the link probabilities between communities. In doing so, we address some unique challenges posed by coupling the complex likelihood of SBM with the hierarchical nature of the prior on the labels. An extensive empirical validation is performed on simulated and real data, demonstrating the superior performance of the model over single-layer alternatives, as well as the ability to uncover interesting structures in real networks.
Joint work with Arash Amini (UCLA), Marina Paez (UFRJ) e Lizhen Lin (University of Maryland)