Past

Convergence of the Bayes posterior measure is considered in canonical statistical settings (like density estimation or nonparametric regression) where observations sit on a geometrical object such as a compact manifold, or more generally on a compact metric space verifying some conditions.

A natural geometric prior based on randomly rescaled solutions of the heat equation is considered. Upper and lower bound posterior contraction rates are derived.

A-infinity algebras arise whenever one has a multiplication which is "associative up to homotopy". There is an important theory of minimal models which involves studying differential graded algebras via A-infinity structures on their homology algebras. However, this only works well over a ground field. Recently Sagave introduced the more general notion of a derived A-infinity algebra in order to extend the theory of minimal models to a general commutative ground ring.

Operads provide a very nice way of saying what A-infinity algebras are - they are described by a kind of free resolution of a strictly associative structure. I will explain the analogous result for derived A_infinity algebras - these are obtained in the same manner from a strictly associative structure with an extra differential.

This is joint work with Muriel Livernet and Constanze Roitzheim.

Jump processes, and Lévy processes in particular, are notoriously difficult to simulate. The task becomes even harder if the process is stopped when it crosses a certain boundary, which happens in applications to barrier option pricing or structural credit risk models. In this talk, I will present novel adaptive discretization

schemes for the simulation of stopped Lévy processes, which are several orders of magnitude faster than the traditional approaches based on uniform discretization, and provide an explicit control of the bias. The schemes are based on sharp asymptotic estimates for the exit probability and work by recursively adding discretization dates in the parts of the trajectory which are close to the boundary, until a specified error tolerance is met.

This is a joint work with Jose Figueroa-Lopez (Purdue).

In an equity market with stable capital distribution, a capitalization-weighted index of small stocks tends to outperform a capitalization-weighted index of large stocks.} This is a somewhat careful statement of the so-called "size effect", which has been documented empirically and for which several explanations have been advanced over the years. We review the analysis of this phenomenon by Fernholz (2001) who showed that, in the presence of (a suitably defined) stability for the capital structure, this phenomenon can be attributed entirely to portfolio rebalancing effects, and will occur regardless of whether or not small stocks are riskier than their larger brethren. Collision local times play a critical role in this analysis, as they capture the turnover at the various ranks on the capitalization ladder.

We shall provide a rather complete study of this phenomenon in the context of a simple model with stable capital distribution, the so-called ``Atlas model" studied in Banner et al.(2005).

This is a Joint work with Adrian Banner, Robert Fernholz, Vasileios Papathanakos and Phillip Whitman.

Landslides are generally associated with a trigger, such as an earthquake, a rapid snowmelt or a large storm. The trigger event can generate a single landslide or many thousands. This paper examines: (i) The frequency-area statistics of several triggered landslide event inventories, which are characterized by a three-parameter inverse-gamma probability distribution (exponential for small landslide areas, power-law for medium and large areas). (ii) The use of proxies (newspapers) for compiling long-time series of landslide activity in a given region, done in the context of the Emilia-Romagna region, northern Italy. (iii) A stochastic model developed to evaluate the probability of landslides intersecting a simple road network during a landslide triggering event.

A program for Geometric Unity is presented to argue that the seemingly baroque features of the standard model of particle physics are in fact inexorable and geometrically natural when generalizations of the Yang-Mills and Dirac theories are unified with one of general relativity.

Please see http://www.cs.ox.ac.uk/seminars/CompBioPublicSeminars/

In order to reduce cost, the MOD are attempting to reduce the number of array types fitted to their assets. There is also a requirement for the arrays to increase their frequency coverage. A wide bandwidth capability is thus needed from a single array. The need for high sensitivity and comparatively high frequencies of operation has led to the view that 1 3 composites are suitable hydrophones for this purpose. These hydrophones are used widely in ultra-sonics, but are not generally used down to the frequency of the new arrays.

Experimental work using a single hydrophone (small in terms of wavelengths) has shown that the sensitivity drops significantly as the frequency approaches the bottom of the required band, and then recovers as the frequency reduces further. Complex computer modelling appears to suggest the loss in sensitivity is due to a "lateral mode" where the hydrophone "breathes" in and out. In order to engineer a solution, the mechanics of the cause of this problem and the associated parameters of the materials need to be identified (e.g. is changing the 1 3 filler material the best option?). In order to achieve this understanding, a mathematical model of the 1 3 composite hydrophone (ceramic pegs and filler) is required that can be used to explain why the hydrophone changes from the simple compression and expansion in the direction of travel of the wave front to a lateral "breathing" mode.

More details available from @email

A mini-lecture series consisting of four 1 hour lectures.

Non-trivial henselian valuations are often so closely related to the arithmetic of the underlying field that they are encoded in it, i.e., that their valuation ring is first-order definable in the language of rings. In this talk, we will give a complete classification of all henselian valued fields of residue characteristic 0 that allow a (0-)definable henselian valuation. This requires new tools from the model theory of ordered abelian groups (joint work with Franziska Jahnke).

The study of human mobility patterns can provide important information for city planning or predicting epidemic spreading, has recently been achieved with various methods available nowadays such as tracking banknotes, airline transportation, official migration data from governments, etc. However, the dearth of data makes it much more difficult to study human mobility patterns from the past. In the present study, we show that Korean family books (called "jokbo") can be used to estimate migration patterns for the past 500 years. We

apply two generative models of human mobility, which are conventional gravity-like models and radiation models, to quantify how relevant the geographical information is to human marriage records in the data. Based on the different migration distances of family names, we show the almost dichotomous distinction between "ergodic" (spread in the almost entire country) and (localized) "non-ergodic" family names, which is a characteristic of Korean family names in contrast to Czech family names. Moreover, the majority of family names are ergodic throughout the long history of Korea, suggesting that they are stable not only in terms of relative fractions but also geographically.

Solutions to translation invariant linear forms in dense sets  (for example: k-term arithmetic progressions), have been studied extensively in additive combinatorics and number theory. Finding solutions to translation invariant quadratic forms is a natural generalization and at the same time a simple instance of the hard general problem of solving diophantine equations in unstructured sets. In this talk I will explain how to modify the  classical circle method approach to obtain quantitative results  for quadratic forms with at least 17 variables.

FEAST is a new general purpose eigenvalue algorithm that takes its inspiration from the density-matrix representation and contour integration technique in quantum mechanics [Phys. Rev. B 79, 115112, (2009)], and it can be understood as a subspace iteration algorithm using approximate spectral projection [http://arxiv.org/abs/1302.0432 (2013)]. The algorithm combines simplicity and efficiency and offers many important capabilities for achieving high performance, robustness, accuracy, and multi-level parallelism on modern computing platforms. FEAST is also the name of a comprehensive numerical library package which currently (v2.1) focuses on solving the symmetric eigenvalue problems on both shared-memory architectures (i.e. FEAST-SMP version -- also integrated into Intel MKL since Feb 2013) and distributed architectures (i.e. FEAST-MPI version) including three levels of parallelism MPI-MPI-OpenMP.

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In this presentation, we aim at expanding the current capabilies of the FEAST eigenvalue algorithm and developing an unified numerical approach for solving linear, non-linear, symmetric and non-symmetric eigenvalue problems. The resulting algorithms retain many of the properties of the symmetric FEAST including the multi-level parallelism. It will also be outlined that the development strategy roadmap for FEAST is closely tied together with the needs to address the variety of eigenvalue problems arising in computational nanosciences. Consequently, FEAST will also be presented beyond the "black-box" solver as a fundamental modeling framework for electronic structure calculations.

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Three problems will be presented and discussed: (i) a highly efficient and robust FEAST-based alternative to traditional self-consistent field

(SCF) procedure for solving the non-linear eigenvector problem (J. Chem. Phys. 138, p194101 (2013)]); (ii) a fundamental and practical solution of the exact muffin-tin problem for performing both accurate and scalable all-electron electronic structure calculations using FEAST on parallel architectures [Comp. Phys. Comm. 183, p2370 (2012)]; (iii) a FEAST-spectral-based time-domain propagation techniques for performing real-time TDDFT simulations. In order to illustrate the efficiency of the FEAST framework, numerical examples are provided for various molecules and carbon-based materials using our in-house all-electron real-space FEM implementation and both the DFT/Kohn-Sham/LDA and TDDFT/ALDA approaches.

The aim of this lecture is to give a general introduction to

the interacting particle system and applications in finance, especially

in the pricing of American options. We survey the main techniques and

results on Snell envelope, and provide a general framework to analyse

these numerical methods. New algorithms are introduced and analysed

theoretically and numerically.

In 1985 Moffatt suggested that stationary flows of the 3D Euler equations with non-trivial topology could be obtained as the time-asymptotic limits of certain solutions of the equations of magnetohydrodynamics. Heuristic arguments also suggest that the same is true of the system
\[ -\Delta u+\nabla p=(B\cdot\nabla)B\qquad\nabla\cdot u=0\qquad \]
\[ B_t-\eta\Delta B+(u\cdot\nabla)B=(B\cdot\nabla)u \] when $\eta=0$.

In this talk I will discuss well posedness of this coupled elliptic-parabolic equation in the two-dimensional case when $B(0)\in L^2$ and $\eta$ is positive.

Crucial to the analysis is a strengthened version of the 2D Ladyzhenskaya inequality: $\|f\|_{L^4}\le c\|f\|_{L^{2,\infty}}^{1/2}\|\nabla f\|_{L^2}^{1/2}$, where $L^{2,\infty}$ is the weak $L^2$ space. I will also discuss the problems that arise in the case $\eta=0$.

This is joint work with David McCormick and Jose Rodrigo.

This talk is not a detailed and precise exposition on DAG, but it is conceived more as a kind of advertisement on this theory and some of its interesting new features one should contemplate and try to understand, as they might reveal interesting new insights also on classical objects. We select some of the several motivations for introducing it (non-representability of moduli problem and non-naturality of the obstruction theory), and then we will go through the homotopy theory of simplicial commutative algebras and their cotangent complex. We will introduce the category of derived schemes and we will describe their relation with classical schemes. A good amount of time will be dedicated to examples.

This talk consists of three parts. As a motivation, we are first going to introduce von Neumann algebras associated with discrete groups and briefly describe their interplay with measurable group theory. Next, we are going to consider group von Neumann algebras of general locally compact groups and highlight crucial differences between the discrete and the non-discrete case. Finally, we present some recent results on group von Neumann algebras associated with certain locally compact HNN-extensions.

Concepts such as infinitesimal numbers and fluxions have been used by Leibnitz and Newton for the initial development of calculus. However, their non-rigorous nature has caused a lot of controversy and they have eventually been phased out by epsilon-delta definitions. In early 60s Abraham Robinson realised that methods of mathematical logic can be used to provide rigorous meaning to such concepts. This talk is a gentle introduction to some of Robinson's ideas.

We will first recall the known notion of commensurating actions

and its link to actions on CAT(0) cube complexes. We define a

group to have Property FW if every isometric action on a CAT(0)

cube complex has a fixed point. We conjecture that every

irreducible lattice in a semisimple Lie group of higher rank has

Property FW, and will give some instances beyond the trivial

case of Kazhdan groups.

The first application of Szemeredi's regularity method was the following celebrated Ramsey-Turan result proved by Szemeredi in 1972: any K_4-free graph on N vertices with independence number o(N) has at most (1/8 + o(1))N^2 edges. Four years later, Bollobas and Erdos gave a surprising geometric construction, utilizing the isodiametric inequality for the high dimensional sphere, of a K_4-free graph on N vertices with independence number o(N) and (1/8 - o(1)) N^2 edges. Starting with Bollobas and Erdos in 1976, several problems have been asked on estimating the minimum possible independence number in the critical window, when the number of edges is about N^2 / 8.

These problems have received considerable attention and remained one of the main open problems in this area.  More generally, it remains an important problem to determine if, for certain applications of the regularity method, alternative proofs exist which avoid using the regularity lemma and give better quantitative estimates.  In this work, we develop new regularity-free methods which give nearly best-possible bounds, solving the various open problems concerning this critical window.

Joint work with Jacob Fox and Yufei Zhao.

Many interesting examples of singular symplectic algebraic varieties and their symplectic resolutions are built by Hamiltonian reduction. There is a corresponding construction of "quantum Hamiltonian reduction" which is of substantial interest to representation theorists. It starts from a twisted-equivariant D-module, an analogue of an algebraic vector bundle (or coherent sheaf) on a moment map fiber, and produces an object on the quantum analogue of the symplectic resolution. In order to understand how far apart the quantisation of the singular symplectic variety and its symplectic resolution can be, one wants to know "what gets killed by quantum Hamiltonian reduction?" I will give a precise answer to this question in terms of effective combinatorics. The answer has consequences for exactness of direct images, and thus for t-structures, which I will also explain. The beautiful geometry behind the combinatorics is that of a stratification of a GIT-unstable locus called the "Kirwan-Ness stratification." The lecture will not assume familiarity with D-modules, nor with any previous talks by the speaker or McGerty in this series. The new results are joint work with McGerty.