Product-Form Probability Distributions
May 19, 2025, 08:00 - May 23, 2025, 17:00
Date and location:
This 3-day workshop will take place in the week of 19 – 23 May 2025 at Eurandom in Eindhoven, the Netherlands. The exact date will be announced soon.
Workshop summary:
This workshop will focus on “product-form” probability distributions, where the mass or density function is expressed as a product of factors, each depending on the sample and model parameters. These distributions appear naturally in many fields such as queuing theory, statistical physics, or machine learning. For example, in the analysis of Markov chains and Markov decision processes, the stationary distribution sometimes has a product-form, as a consequence of the balance equations. Other classical examples include Jackson networks in queueing theory, the Ising model and zero-range process in statistical physics, and exponential families in data science, which arise naturally as maximum-entropy distributions.
Product-form distributions also enable efficient inference algorithms, for example, to calculate the normalizing constant or sufficient statistics. In queueing theory, examples include the Buzen algorithm and mean-value analysis for Jackson networks. In machine learning, particularly in probabilistic graphical models, sum-product (or message-passing) algorithms leverage the network structure for efficient inference. In queueing theory and statistical physics, product-form distributions are also exploited to help understand phase transitions in various scaling regimes.
The goal of this workshop is threefold:
- review the state of the art in product-form distributions,
- promote an interdisciplinary approach to product-form distributions,
- identify and highlight research questions and opportunities in this domain.
Please note that the workshop will be followed by a special issue on Product-Form Probability Distributions in QUESTA. More information can be found here.
Organizers:
- Céline Comte (CNRS & LAAS, France)
- Agnieszka Janicka (Eindhoven University of Technology, The Netherlands)
- Richard Boucherie (University of Twente, The Netherlands)
Scientific Committee:
- Richard Boucherie (University of Twente, The Netherlands)
- Cassio de Campos (Eindhoven University of Technology, The Netherlands)
- Matthieu Jonckheere (CNRS & LAAS, France)
- Rhonda Righter (UC Berkeley, US)
- Devavrat Shah (MIT, US)
Confirmed Speakers:
- Keynote Speakers:
- Kristy Gardner (Amherst College, US)
- Pascal Moyal (Institut Élie Cartan de Lorraine, France)
- Invited Speakers:
- Frank Kelly (University of Cambridge)
- [will be updated]