Tue, 14 Nov 2023

16:00 - 17:00
L6

Percolation phase transition for the vacant set of random walk

Pierre-François Rodriguez
(Imperial College London)
Abstract

The vacant set of the random walk on the torus undergoes a percolation phase transition at Poissonian timescales in dimensions 3 and higher. The talk will review this phenomenon and discuss recent progress regarding the nature of the transition, both for this model and its infinite-volume limit, the vacant set of random interlacements, introduced by Sznitman in Ann. Math., 171 (2010), 2039–2087. The discussion will lead up to recent progress regarding the long purported equality of several critical parameters naturally associated to the transition. 

 

Mon, 13 Nov 2023
14:15
L4

Floer theory and cobordism classes of exact Lagrangians

Noah Porcelli
(Imperial College London)
Abstract

We apply recent ideas in Floer homotopy theory to some questions in symplectic topology. We show that Floer homology can detect smooth structures of certain Lagrangians, as well as using this to find restrictions on symplectic mapping class groups. This is based on joint work-in-progress with Ivan Smith.

Thu, 02 Feb 2023
16:00
L4

The Wiles-Lenstra-Diamond numerical criterion over imaginary quadratic fields

Jeff Manning
(Imperial College London)
Abstract

Wiles' modularity lifting theorem was the central argument in his proof of modularity of (semistable) elliptic curves over Q, and hence of Fermat's Last Theorem. His proof relied on two key components: his "patching" argument (developed in collaboration with Taylor) and his numerical isomorphism criterion.

In the time since Wiles' proof, the patching argument has been generalized extensively to prove a wide variety of modularity lifting results. In particular Calegari and Geraghty have found a way to generalize it to prove potential modularity of elliptic curves over imaginary quadratic fields (contingent on some standard conjectures). The numerical criterion on the other hand has proved far more difficult to generalize, although in situations where it can be used it can prove stronger results than what can be proven purely via patching.

In this talk I will present joint work with Srikanth Iyengar and Chandrashekhar Khare which proves a generalization of the numerical criterion to the context considered by Calegari and Geraghty (and contingent on the same conjectures). This allows us to prove integral "R=T" theorems at non-minimal levels over imaginary quadratic fields, which are inaccessible by Calegari and Geraghty's method. The results provide new evidence in favor of a torsion analog of the classical Langlands correspondence.

Thu, 01 Dec 2022
16:00
Virtual

Particle filters for Data Assimilation

Dan Crisan
(Imperial College London)

Note: we would recommend to join the meeting using the Teams client for best user experience.

Further Information
Abstract

Modern Data Assimilation (DA) can be traced back to the sixties and owes a lot to earlier developments in linear filtering theory. Since then, DA has evolved independently of Filtering Theory. To-date it is a massively important area of research due to its many applications in meteorology, ocean prediction, hydrology, oil reservoir exploration, etc. The field has been largely driven by practitioners, however in recent years an increasing body of theoretical work has been devoted to it. In this talk, In my talk, I will advocate the interpretation of DA through the language of stochastic filtering. This interpretation allows us to make use of advanced particle filters to produce rigorously validated DA methodologies. I will present a particle filter that incorporates three additional add-on procedures: nudging, tempering and jittering. The particle filter is tested on a two-layer quasi-geostrophic model with O(10^6) degrees of freedom out of which only a minute fraction are noisily observed.

Tue, 03 May 2022

15:30 - 16:30
L3

Quotients by Algebraic Foliations

Federico Bongiorno
(Imperial College London)
Abstract

Given a variety defined over a field of characteristic zero and an algebraically integrable foliation of corank less than or equal to two, we show the existence of a categorical quotient, defined on the non-empty open subset of algebraically smooth points, through which every invariant morphism factors uniquely. Some applications to quotients by connected groups will be discussed.
 

Fri, 20 May 2022

15:00 - 16:00
L3

Approximating Persistent Homology for Large Datasets

Anthea Monod
(Imperial College London)
Abstract

Persistent homology is an important methodology from topological data analysis which adapts theory from algebraic topology to data settings and has been successfully implemented in many applications. It produces a statistical summary in the form of a persistence diagram, which captures the shape and size of the data. Despite its widespread use, persistent homology is simply impossible to implement when a dataset is very large. In this talk, I will address the problem of finding a representative persistence diagram for prohibitively large datasets. We adapt the classical statistical method of bootstrapping, namely, drawing and studying smaller multiple subsamples from the large dataset. We show that the mean of the persistence diagrams of subsamples—taken as a mean persistence measure computed from the subsamples—is a valid approximation of the true persistent homology of the larger dataset. We give the rate of convergence of the mean persistence diagram to the true persistence diagram in terms of the number of subsamples and size of each subsample. Given the complex algebraic and geometric nature of persistent homology, we adapt the convexity and stability properties in the space of persistence diagrams together with random set theory to achieve our theoretical results for the general setting of point cloud data. We demonstrate our approach on simulated and real data, including an application of shape clustering on complex large-scale point cloud data.

 

This is joint work with Yueqi Cao (Imperial College London).

Mon, 29 Nov 2021

14:00 - 15:00

Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation

Nikolas Kantas
(Imperial College London)
Abstract

We consider the problem of parameter estimation for a McKean stochastic differential equation, and the associated system of weakly interacting particles. The problem is motivated by many applications in areas such as neuroscience, social sciences (opinion dynamics, cooperative behaviours), financial mathematics, statistical physics. We will first survey some model properties related to propagation of chaos and ergodicity and then move on to discuss the problem of parameter estimation both in offline and on-line settings. In the on-line case, we propose an online estimator, which evolves according to a continuous-time stochastic gradient descent algorithm on the asymptotic log-likelihood of the interacting particle system. The talk will present our convergence results and then show some numerical results for two examples, a linear mean field model and a stochastic opinion dynamics model. This is joint work with Louis Sharrock, Panos Parpas and Greg Pavliotis. Preprint: https://arxiv.org/abs/2106.13751

Thu, 14 Oct 2021

16:00 - 17:00
Virtual

Kernel-based Statistical Methods for Functional Data

George Wynne
(Imperial College London)
Further Information

ww.datasig.ac.uk/events

Abstract

Kernel-based statistical algorithms have found wide success in statistical machine learning in the past ten years as a non-parametric, easily computable engine for reasoning with probability measures. The main idea is to use a kernel to facilitate a mapping of probability measures, the objects of interest, into well-behaved spaces where calculations can be carried out. This methodology has found wide application, for example two-sample testing, independence testing, goodness-of-fit testing, parameter inference and MCMC thinning. Most theoretical investigations and practical applications have focused on Euclidean data. This talk will outline work that adapts the kernel-based methodology to data in an arbitrary Hilbert space which then opens the door to applications for functional data, where a single data sample is a discretely observed function, for example time series or random surfaces. Such data is becoming increasingly more prominent within the statistical community and in machine learning. Emphasis shall be given to the two-sample and goodness-of-fit testing problems.

Fri, 04 Jun 2021

14:00 - 15:00
Virtual

The orbital diameter of affine and diagonal groups

Kamilla Rekvényi
(Imperial College London)
Abstract

Let $G$ be a group acting transitively on a finite set $\Omega$. Then $G$ acts on $\Omega \times \Omega$ componentwise. Define the orbitals to be the orbits of $G$ on $\Omega \times \Omega$. The diagonal orbital is the orbital of the form $\Delta = \{(\alpha, \alpha) \mid \alpha \in \Omega \}$. The others are called non-diagonal orbitals. Let $\Gamma$ be a non-diagonal orbital. Define an orbital graph to be the non-directed graph with vertex set $\Omega$ and edge set $(\alpha,\beta) \in \Gamma$ with $\alpha, \beta \in \Omega$. If the action of $G$ on $\Omega$ is primitive, then all non-diagonal orbital graphs are connected. The orbital diameter of a primitive permutation group is the supremum of the diameters of its non-diagonal orbital graphs.

There has been a lot of interest in finding bounds on the orbital diameter of primitive permutation groups. In my talk I will outline some important background information and the progress made towards finding specific bounds on the orbital diameter. In particular, I will discuss some results on the orbital diameter of the groups of simple diagonal type and their connection to the covering number of finite simple groups. I will also discuss some results for affine groups, which provides a nice connection to the representation theory of quasisimple groups. 

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