The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content

DAN

Seminar

Gradient flows of the entropy for finite Markov chains

Maas, J (Bonn)
Wednesday 22 June 2011, 14:00-15:00

Seminar Room 2, Newton Institute Gatehouse

Abstract

At the end of the nineties, Jordan, Kinderlehrer, and Otto discovered a new interpretation of the heat equation in R^n, as the gradient flow of the entropy in the Wasserstein space of probability measures. In this talk, I will present a discrete counterpart to this result: given a reversible Markov kernel on a finite set, there exists a Riemannian metric on the space of probability densities, for which the law of the continuous time Markov chain evolves as the gradient flow of the entropy.

Video

The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧