Imperial College London

Many complex systems can be represented as networks. However, it is often not possible or even desirable to observe the entire network structure. For example, in social networks, it is often difficult to obtain samples of large networks due to commercial sensitivity or privacy concerns relating to the data. However, it may be possible to provide a coarse grained picture of the graph given knowledge of the distribution of different demographics (e.g age, income, location, etc…) in a population and their propensities for forming ties between each other.

I will explore the degree to which it is possible to influence Ising systems, which are commonly used to model social influence, on unobserved graphs. Using both synthetic networks (stochastic blockmodels) and case studies of real world social networks, I will demonstrate how simple models which rely only on a coarse grained description of the system or knowledge of only the underlying external fields can perform comparably to more expensive optimization algorithms.

I will explore the geometrical structure of Higgs branches of quantum field theories with 8 supercharges in 3, 4, 5 and 6 dimensions. They are hyperkahler singularities, and as such they can be described by a Hasse diagram built from a family of elementary transitions. This corresponds physically to the partial Higgs mechanism. Using brane systems and recently introduced notions of magnetic quivers and quiver subtraction, we formalise the rules to obtain the Hasse diagrams.

Complexity Science aims to understand what is that makes some systems to be "more than the sum of their parts". A natural first step to address this issue is to study networks of pairwise interactions, which have been done with great success in many disciplines -- to the extend that many people today identify Complexity Science with network analysis. In contrast, multivariate complexity provides a vast and mostly unexplored territory. As a matter of fact, the "modes of interdependency" that can exist between three or more variables are often nontrivial, poorly understood and, yet, are paramount for our understanding of complex systems in general, and emergence in particular. 
In this talk we present an information-theoretic framework to analyse high-order correlations, i.e. statistical dependencies that exist between groups of variables that cannot be reduced to pairwise interactions. Following the spirit of information theory, our approach is data-driven and model-agnostic, being applicable to discrete, continuous, and categorical data. We review the evolution of related ideas in the context of theoretical neuroscience, and discuss the most prominent extensions of information-theoretic metrics to multivariate settings. Then, we introduce the O-information, a novel metric that quantify various structural (i.e. synchronous) high-order effects. Finally, we provide a critical discussion on the framework of Integrated Information Theory (IIT), which suggests an approach to extend the analysis to dynamical settings. To illustrate the presented methods, we show how the analysis of high-order correlations can reveal critical structures in various scenarios, including cellular automata, Baroque music scores, and various EEG datasets.

References:
[1] F. Rosas, P.A. Mediano, M. Gastpar and H.J. Jensen, ``Quantifying High-order Interdependencies via Multivariate Extensions of the Mutual Information'', submitted to PRE, under review.
https://arxiv.org/abs/1902.11239
[2] F. Rosas, P.A. Mediano, M. Ugarte and H.J. Jensen, ``An information-theoretic approach to self-organisation: Emergence of complex interdependencies in coupled dynamical systems'', in Entropy, vol. 20 no. 10: 793, pp.1-25, Sept. 2018.
https://www.mdpi.com/1099-4300/20/10/793

 

This work aims at developing new approach for parameterizing mesoscale eddy effects for use in non-eddy-resolving ocean circulation models. These effects are often modelled as some diffusion process or a stochastic forcing, and the proposed approach is implicitly related to the latter category. The idea is to approximate transient eddy flux divergence in a simple way, to find its actual dynamical footprints by solving a simplified but dynamically relevant problem, and to relate the ensemble of footprints to the large-scale flow properties.

In the first part of the talk, we study risk-sharing equilibria where heterogenous agents trade subject to quadratic transaction costs. The corresponding equilibrium asset prices and trading strategies are characterised by a system of nonlinear, fully-coupled forward-backward stochastic differential equations. We show that a unique solution generally exists provided that the agents’ preferences are sufficiently similar. In a benchmark specification, the illiquidity discounts and liquidity premia observed empirically correspond to a positive relationship between transaction costs and volatility.
In the second part of the talk, we discuss how the model can be calibrated to time series of prices and the corresponding trading volume, and explain how extensions of the model with general transaction costs, for example, can be solved numerically using the deep learning approach of Han, Jentzen, and E (2018).
 (Based on joint works with Martin Herdegen and Dylan Possamai, as well as with Lukas Gonon and Xiaofei Shi)

In the past decade, deep learning methods have achieved unprecedented performance on a broad range of problems in various fields from computer vision to speech recognition. So far research has mainly focused on developing deep learning methods for Euclidean-structured data. However, many important applications have to deal with non-Euclidean structured data, such as graphs and manifolds. Such data are becoming increasingly important in computer graphics and 3D vision, sensor networks, drug design, biomedicine, high energy physics, recommendation systems, and social media analysis. The adoption of deep learning in these fields has been lagging behind until recently, primarily since the non-Euclidean nature of objects dealt with makes the very definition of basic operations used in deep networks rather elusive. In this talk, I will introduce the emerging field of geometric deep learning on graphs and manifolds, overview existing solutions and outline the key difficulties and future research directions. As examples of applications, I will show problems from the domains of computer vision, graphics, high-energy physics, and fake news detection. 

In the context of randomly fluctuating surfaces in (1+1)-dimensions two Universality Classes have generally been considered, the Kardar-Parisi-Zhang and the Edwards-Wilkinson. Models within these classes exhibit universal fluctuations under 1:2:3 and 1:2:4 scaling respectively. Starting from a modification of the classical Ballistic Deposition model we will show that this picture is not exhaustive and another Universality Class, whose scaling exponents are 1:1:2, has to be taken into account. We will describe how it arises, briefly discuss its connections to KPZ and introduce a new stochastic process, the Brownian Castle, deeply connected to the Brownian Web, which should capture the large-scale behaviour of models within this Class. 

Given a smooth variety X containing a smooth divisor Y, the relative Gromov-Witten invariants of (X,Y) are defined as certain counts of algebraic curves in X with specified orders of tangency to Y. Their intrinsic interest aside, they are an important part of any Gromov-Witten theorist’s toolkit, thanks to their role in the celebrated “degeneration formula.” In recent years these invariants have been significantly generalised, using techniques in logarithmic geometry. The resulting “log Gromov-Witten invariants” are defined for a large class of targets, and in particular give a rigorous definition of relative invariants for (X,D) where D is a normal crossings divisor. Besides being more general, these numbers are  intimately related to constructions in Mirror Symmetry, via the Gross-Siebert program. In this talk, we will describe a recursive formula for computing the invariants of (X,D) in genus zero. The result relies on a comparison theorem which expresses the log Gromov-Witten invariants as classical (i.e. non log-geometric) objects.
 

Abstract:
We present a numerical investigation of stochastic transport for the damped and driven incompressible 2D Euler fluid flows. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a physically meaningful, data-driven approach for decomposing the fluid transport velocity into its drift and stochastic parts, for a certain class of fluid flows. We develop a new methodology to implement this velocity decomposition and then numerically integrate the resulting stochastic partial differential equation using a finite element discretisation. We show our numerical method is consistent.
Numerically, we perform the following analyses on this velocity decomposition. We first perform uncertainty quantification tests on the Lagrangian trajectories by comparing an ensemble of realisations of Lagrangian trajectories driven by the stochastic differential equation, and the Lagrangian trajectory driven by the ordinary differential equation. We then perform uncertainty quantification tests on the resulting stochastic partial differential equation by comparing the coarse-grid realisations of solutions of the stochastic partial differential equation with the ``true solutions'' of the deterministic fluid partial differential equation, computed on a refined grid. In these experiments, we also investigate the effect of varying the ensemble size and the number of prescribed stochastic terms. Further experiments are done to show the uncertainty quantification results "converge" to the truth, as the spatial resolution of the coarse grid is refined, implying our methodology is consistent. The uncertainty quantification tests are supplemented by analysing the L2 distance between the SPDE solution ensemble and the PDE solution. Statistical tests are also done on the distribution of the solutions of the stochastic partial differential equation. The numerical results confirm the suitability of the new methodology for decomposing the fluid transport velocity into its drift and stochastic parts, in the case of damped and driven incompressible 2D Euler fluid flows. This is the first step of a larger data assimilation project which we are embarking on. This is joint work with Colin Cotter, Dan Crisan, Darryl Holm and Igor Shevchenko.