Self-interacting processes, supersymmetry, and Bayesian statistics

September 23 to September 27, 2019

at the

American Institute of Mathematics, San Jose, California

organized by

Persi Diaconis, Margherita Disertori, Christophe Sabot, and Pierre Tarres

Original Announcement

This workshop will be devoted to self-interacting processes and their interaction with supersymmetry, Bayesian statistics and de Finetti-type theorems.

Non-Markovian random walks have emerged as a central topic in modern probability, including models with long-memory effects produced by self-interaction or the influence of a random media. Recent progress hints for deep relations with supersymmetric field theory, Anderson localisation or some theoretical aspects of Bayesian statistics. The meeting will gather experts from different areas, aiming at a better understanding of these relations and at developing new ideas to handle some of the most challenging models.

The main topics for the workshop are:

Material from the workshop

A list of participants.

The workshop schedule.

A report on the workshop activities.

A list of open problems.