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UID:www.tcs.tifr.res.in/event/1386
DTSTAMP:20240121T034558Z
SUMMARY:On the projected Aubry set of the rate function associated with lar
 ge deviations for stochastic approximations
DESCRIPTION:Speaker: Prof. Henrik Hult (Professor in Mathematical Statistic
 s)\n\nAbstract: \nWe consider the problem of minimizing an action potentia
 l that arises from large deviation theory for stochastic approximations. T
 he solutions to the minimizing problem satisfy\, in the sense of a viscosi
 ty solution\, a Hamilton-Jacobi equation. From weak KAM theory\, we know t
 hat these viscosity solutions are characterised by the projected Aubry set
 . The main result of this paper is that\, for a specific rate function cor
 responding to a stochastic approximation algorithm\, we prove that the pro
 jected Aubry set is equal to the forward limit set to the limit ODE. \n
URL:https://www.tcs.tifr.res.in/web/events/1386
DTSTART;TZID=Asia/Kolkata:20240122T143000
DTEND;TZID=Asia/Kolkata:20240122T153000
LOCATION:A-201 (STCS Seminar Room)
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