DataSig Seminar

Please note that the list below only shows forthcoming events, which may not include regular events that have not yet been entered for the forthcoming term. Please see the past events page for a list of all seminar series that the department has on offer.

Past events in this series
27 January 2022
16:00
Andrew Stuart

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Abstract

Neural networks have shown great success at learning function approximators between spaces X and Y, in the setting where X is a finite dimensional Euclidean space and where Y is either a finite dimensional Euclidean space (regression) or a set of finite cardinality (classification); the neural networks learn the approximator from N data pairs {x_n, y_n}. In many problems arising in the physical and engineering sciences it is desirable to generalize this setting to learn operators between spaces of functions X and Y. The talk will overview recent work in this context.

Then the talk will focus on work aimed at addressing the problem of learning operators which define the constitutive model characterizing the macroscopic behaviour of multiscale materials arising in material modeling. Mathematically this corresponds to using machine learning to determine appropriate homogenized equations, using data generated at the microscopic scale. Applications to visco-elasticity and crystal-plasticity are given.

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

3 February 2022
16:00
Chris Oates

Further Information: 

Abstract

The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub-optimal in terms of the empirical approximations that are produced. Here we consider the problem of retrospectively selecting a subset of states, of fixed cardinality, from the sample path such that the approximation provided by their empirical distribution is close to optimal. A novel method is proposed, based on greedy minimisation of a kernel Stein discrepancy, that is suitable for problems where heavy compression is required. Theoretical results guarantee consistency of the method and its effectiveness is demonstrated in the challenging context of parameter inference for ordinary differential equations. Software is available in the Stein Thinning package in Python, R and MATLAB.

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

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