Mon, 23 Oct 2023
15:30
Lecture Theatre 3, Mathematical Institute, Radcliffe Observatory Quarter, Woodstock Road, OX2 6G

PCF-GAN: generating sequential data via the characteristic function of measures on the path space

Prof Hao Ni
(Dept of Mathematics UCL)
Further Information

Please join us from 1500-1530 for tea and coffee outside the lecture theatre before the talk.

Abstract

Generating high-fidelity time series data using generative adversarial networks (GANs) remains a challenging task, as it is difficult to capture the temporal dependence of joint probability distributions induced by time-series data. To this end, a key step is the development of an effective discriminator to distinguish between time series distributions. In this talk, I will introduce the so-called PCF-GAN, a novel GAN that incorporates the path characteristic function (PCF) as the principled representation of time series distribution into the discriminator to enhance its generative performance.  On the one hand, we establish theoretical foundations of the PCF distance by proving its characteristicity, boundedness, differentiability with respect to generator parameters, and weak continuity, which ensure the stability and feasibility of training the PCF-GAN. On the other hand, we design efficient initialisation and optimisation schemes for PCFs to strengthen the discriminative power and accelerate training efficiency. To further boost the capabilities of complex time series generation, we integrate the auto-encoder structure via sequential embedding into the PCF-GAN, which provides additional reconstruction functionality. Extensive numerical experiments on various datasets demonstrate the consistently superior performance of PCF-GAN over state-of-the-art baselines, in both generation and reconstruction quality. Joint work with Dr. Siran Li (Shanghai Jiao Tong Uni) and Hang Lou (UCL). Paper: [https://arxiv.org/pdf/2305.12511.pdf].

Mon, 23 Oct 2023
15:30
L4

Khovanov homology and the Fukaya category of the three-punctured sphere

Claudius Zibrowius
(Durham University)
Abstract

About 20 years ago, Dror Bar-Natan described an elegant generalisation
of Khovanov homology to tangles with any number of endpoints, by
considering certain quotients of two-dimensional relative cobordism
categories.  I claim that these categories are in general not
well-understood (not by me in any case).  However, if we restrict to
tangles with four endpoints, things simplify and Bar-Natan's category
turns out to be closely related to the wrapped Fukaya category of the
four-punctured sphere.  This relationship gives rise to a symplectic
interpretation of Khovanov homology that is useful both for doing
calculations and for proving theorems.  I will discuss joint work in
progress with Artem Kotelskiy and Liam Watson where we investigate what
happens when we fill in one of the punctures.
 

Mon, 23 Oct 2023
14:15
L4

Einstein metrics on the Ten-Sphere

Matthias Wink
(Münster)
Abstract

In this talk we give an introduction to the topic of Einstein metrics on spheres. In particular, we prove the existence of three non-round Einstein metrics with positive scalar curvature on $S^{10}.$ Previously, the only even-dimensional spheres known to admit non-round Einstein metrics were $S^6$ and $S^8.$ This talk is based on joint work with Jan Nienhaus.

Mon, 23 Oct 2023

14:00 - 15:00
Lecture Room 6

Tractable Riemannian Optimization via Randomized Preconditioning and Manifold Learning

Boris Shustin
(Mathematical Institute University of Oxford)
Abstract

Optimization problems constrained on manifolds are prevalent across science and engineering. For example, they arise in (generalized) eigenvalue problems, principal component analysis, and low-rank matrix completion, to name a few problems. Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a (Riemannian) manifold.  Algorithms designed in this framework usually require some geometrical description of the manifold, i.e., tangent spaces, retractions, Riemannian gradients, and Riemannian Hessians of the cost function. However, in some cases, some of the aforementioned geometric components cannot be accessed due to intractability or lack of information.


 

In this talk, we present methods that allow for overcoming cases of intractability and lack of information. We demonstrate the case of intractability on canonical correlation analysis (CCA) and on Fisher linear discriminant analysis (FDA). Using Riemannian optimization to solve CCA or FDA with the standard geometric components is as expensive as solving them via a direct solver. We address this shortcoming using a technique called Riemannian preconditioning, which amounts to changing the Riemannian metric on the constraining manifold. We use randomized numerical linear algebra to form efficient preconditioners that balance the computational costs of the geometric components and the asymptotic convergence of the iterative methods. If time permits, we also show the case of lack of information, e.g., the constraining manifold can be accessed only via samples of it. We propose a novel approach that allows approximate Riemannian optimization using a manifold learning technique.

 

Mon, 23 Oct 2023

13:00 - 14:00
N3.12

Mathematrix: Careers Panel

Abstract

We will have a Q&A with a panel of academics and industry experts on applying to jobs both in and out of academia.

Fri, 20 Oct 2023

16:00 - 17:00
L1

Generalized Tensor Decomposition: Utility for Data Analysis and Mathematical Challenges

Tamara Kolda
(MathSci.ai)
Further Information

Tamara Kolda is an independent mathematical consultant under the auspices of her company MathSci.ai based in California. From 1999-2021, she was a researcher at Sandia National Laboratories in Livermore, California. She specializes in mathematical algorithms and computation methods for tensor decompositions, tensor eigenvalues, graph algorithms, randomized algorithms, machine learning, network science, numerical optimization, and distributed and parallel computing.

From the website: https://www.mathsci.ai/

Abstract

Tensor decomposition is an unsupervised learning methodology that has applications in a wide variety of domains, including chemometrics, criminology, and neuroscience. We focus on low-rank tensor decomposition using  canonical polyadic or CANDECOMP/PARAFAC format. A low-rank tensor decomposition is the minimizer according to some nonlinear program. The usual objective function is the sum of squares error (SSE) comparing the data tensor and the low-rank model tensor. This leads to a nicely-structured problem with subproblems that are linear least squares problems which can be solved efficiently in closed form. However, the SSE metric is not always ideal. Thus, we consider using other objective functions. For instance, KL divergence is an alternative metric is useful for count data and results in a nonnegative factorization. In the context of nonnegative matrix factorization, for instance, KL divergence was popularized by Lee and Seung (1999). We can also consider various objectives such as logistic odds for binary data, beta-divergence for nonnegative data, and so on. We show the benefits of alternative objective functions on real-world data sets. We consider the computational of generalized tensor decomposition based on other objective functions, summarize the work that has been done thus far, and illuminate open problems and challenges. This talk includes joint work with David Hong and Jed Duersch.

Fri, 20 Oct 2023
16:00
L1

Departmental Colloquium (Tamara Kolda) - Generalized Tensor Decomposition: Utility for Data Analysis and Mathematical Challenges

Tamara Kolda
Further Information
Tamara Kolda is an independent mathematical consultant under the auspices of her company MathSci.ai based in California. From 1999-2021, she was a researcher at Sandia National Laboratories in Livermore, California. She specializes in mathematical algorithms and computation methods for tensor decompositions, tensor eigenvalues, graph algorithms, randomized algorithms, machine learning, network science, numerical optimization, and distributed and parallel computing.
Abstract
Tensor decomposition is an unsupervised learning methodology that has applications in a wide variety of domains, including chemometrics, criminology, and neuroscience. We focus on low-rank tensor decomposition using canonical polyadic or CANDECOMP/PARAFAC format. A low-rank tensor decomposition is the minimizer according to some nonlinear program. The usual objective function is the sum of squares error (SSE) comparing the data tensor and the low-rank model tensor. This leads to a nicely-structured problem with subproblems that are linear least squares problems which can be solved efficiently in closed form. However, the SSE metric is not always ideal. Thus, we consider using other objective functions. For instance, KL divergence is an alternative metric is useful for count data and results in a nonnegative factorization. In the context of nonnegative matrix factorization, for instance, KL divergence was popularized by Lee and Seung (1999). We can also consider various objectives such as logistic odds for binary data, beta-divergence for nonnegative data, and so on. We show the benefits of alternative objective functions on real-world data sets. We consider the computational of generalized tensor decomposition based on other objective functions, summarize the work that has been done thus far, and illuminate open problems and challenges. This talk includes joint work with David Hong and Jed Duersch.
Fri, 20 Oct 2023

15:00 - 16:00
L5

Euler characteristic in topological persistence

Vadim Lebovici
(Mathematical Institute, University of Oxford)
Further Information

Vadim Lebovici is a post-doc in the Centre for Topological Data Anslysis. His research interests include: 

  • Multi-parameter persistent homology
  • Constructible functions and Euler calculus
  • Sheaf theory
  • Persistent magnitude
Abstract

In topological data analysis, persistence barcodes record the
persistence of homological generators in a one-parameter filtration
built on the data at hand. In contrast, computing the pointwise Euler
characteristic (EC) of the filtration merely records the alternating sum
of the dimensions of each homology vector space.

In this talk, we will show that despite losing the classical
"signal/noise" dichotomy, EC tools are powerful descriptors, especially
when combined with new integral transforms mixing EC techniques with
Lebesgue integration. Our motivation is fourfold: their applicability to
multi-parameter filtrations and time-varying data, their remarkable
performance in supervised and unsupervised tasks at a low computational
cost, their satisfactory properties as integral transforms (e.g.,
regularity and invertibility properties) and the expectation results on
the EC in random settings. Along the way, we will give an insight into
the information these descriptors record.

This talk is based on the work [https://arxiv.org/abs/2111.07829] and
the joint work with Olympio Hacquard [https://arxiv.org/abs/2303.14040].

 

 

Fri, 20 Oct 2023

15:00 - 16:00
Virtual

Machine learning for identifying translatable biomarkers and targets

Professor Daphne Koller
(Department of Computer Science Stanford University)
Abstract

Modern medicine has given us effective tools to treat some of the most significant and burdensome diseases. At the same time, it is becoming consistently more challenging and more expensive to develop new therapeutics. A key factor in this trend is that we simply don't understand the underlying biology of disease, and which interventions might meaningfully modulate clinical outcomes and in which patients. To achieve this goal, we are bringing together large amounts of high content data, taken both from humans and from human-derived cellular systems generated in our own lab. Those are then used to learn a meaningful representation of biological states via cutting edge machine learning methods, which enable us to make predictions about novel targets, coherent patient segments, and the clinical effect of molecules. Our ultimate goal is to develop a new approach to drug development that uses high-quality data and ML models to design novel, safe, and effective therapies that help more people, faster, and at a lower cost. 

Fri, 20 Oct 2023

12:00 - 13:00

The Artin-Schreier Theorem

James Taylor
(University of Oxford)
Abstract

Typically, the algebraic closure of a non-algebraically closed field F is an infinite extension of F. However, this doesn't always have to happen: for example consider $\mathbb{R}$ inside $\mathbb{C}$. Are there any other examples? Yes: for example you can consider the index two subfield of the algebraic numbers, defined by intersecting with $\mathbb{R}$. However this is still similar to the first example: the degree of the extension is two, and we extract a square root of $-1$ to obtain the algebraic closure. The Artin-Schreier Theorem tells us that amazingly this is always the case: if $F$ is a field for which the algebraic closure is a non trivial finite extension $L$, then this forces F to have characteristic 0, L is degree two over $F$, and $L = F(i)$ for some $i$ with $i^2 = -1$. I.e. all such extensions "look like" $\mathbb{C} / \mathbb{R}$. In this expository talk we will give an overview of the proof of this theorem, and try to get some feeling for why this result is true.

 

Thu, 19 Oct 2023
16:00
Lecture Room 4, Mathematical Institute

Detecting Lead-Lag Relationships in Stock Returns and Portfolio Strategies

Qi Jin
Abstract

We propose a method to detect linear and nonlinear lead-lag relationships in stock returns.  Our approach uses pairwise Lévy-area and cross-correlation of returns to rank the assets from leaders to followers. We use the rankings to construct a portfolio that longs or shorts the followers based on the previous returns of the leaders, and the stocks are ranked every time the portfolio is rebalanced. The portfolio also takes an offsetting position on the SPY ETF so that the initial value of the portfolio is zero. Our data spans from 1963 to 2022 and we use an average of over 500 stocks to construct portfolios for each trading day. The annualized returns of our lead-lag portfolios are over  20%, and the returns outperform all lead-lag benchmarks in the literature. There is little overlap between the leaders and the followers we find and those that are reported in previous studies based on market capitalization, volume traded, and intra-industry relationships. Our findings support the slow information diffusion hypothesis; i.e., portfolios rebalanced once a day consistently outperform the bidiurnal, weekly, bi-weekly, tri-weekly, and monthly rebalanced portfolios.

Thu, 19 Oct 2023
16:00
L5

Siegel modular forms and algebraic cycles

Aleksander Horawa
(Oxford University)
Abstract

(Joint work with Kartik Prasanna)

Siegel modular forms are higher-dimensional analogues of modular forms. While each rational elliptic curve corresponds to a single holomorphic modular form, each abelian surface is expected to correspond to a pair of Siegel modular forms: a holomorphic and a generic one. We propose a conjecture that explains the appearance of these two forms (in the cohomology of vector bundles on Siegel modular threefolds) in terms of certain higher algebraic cycles on the self-product of the abelian surface. We then prove three results:
(1) The conjecture is implied by Beilinson's conjecture on special values of L-functions. Amongst others, this uses a recent analytic result of Radzwill-Yang about non-vanishing of twists of L-functions for GL(4).
(2) The conjecture holds for abelian surfaces associated with elliptic curves over real quadratic fields.
(3) The conjecture implies a conjecture of Prasanna-Venkatesh for abelian surfaces associated with elliptic curves over imaginary quadratic fields.

Thu, 19 Oct 2023

14:00 - 15:00
Lecture Room 3

Randomized Least Squares Optimization and its Incredible Utility for Large-Scale Tensor Decomposition

Tammy Kolda
(mathsci.ai)
Abstract

Randomized least squares is a promising method but not yet widely used in practice. We show an example of its use for finding low-rank canonical polyadic (CP) tensor decompositions for large sparse tensors. This involves solving a sequence of overdetermined least problems with special (Khatri-Rao product) structure.

In this work, we present an application of randomized algorithms to fitting the CP decomposition of sparse tensors, solving a significantly smaller sampled least squares problem at each iteration with probabilistic guarantees on the approximation errors. We perform sketching through leverage score sampling, crucially relying on the fact that the problem structure enable efficient sampling from overestimates of the leverage scores with much less work. We discuss what it took to make the algorithm practical, including general-purpose improvements.

Numerical results on real-world large-scale tensors show the method is faster than competing methods without sacrificing accuracy.

*This is joint work with Brett Larsen, Stanford University.

Thu, 19 Oct 2023

12:00 - 13:00
L3

Extrinsic flows on convex hypersurfaces of graph type.

Hyunsuk Kang
(Gwangju Institute of Science and Technology and University of Oxford)
Abstract

Extrinsic flows are evolution equations whose speeds are determined by the extrinsic curvature of submanifolds in ambient spaces.  Some of the well-known ones are mean curvature flow, Gauss curvature flow, and Lagrangian mean curvature flow.

We focus on the special case in which the speed of a flow is given by powers of mean curvature for smooth convex hypersurfaces of graph type, i.e., ones that can be represented as the graph of a function.  Convergence and long-time existence of such flow will be discussed. Furthermore, C^2 estimates which are independent of height of the graph will be derived to see that the boundary of the domain of the graph is also a smooth solution for the same flow as a submanifold with codimension two in the classical sense.  Some of the main ideas, notably a priori estimates via the maximum principle, come from the work of Huisken and Ecker on mean curvature evolution of entire graphs in 1989.  This is a joint work with Ki-ahm Lee and Taehun Lee.

Thu, 19 Oct 2023

12:00 - 13:00
L1

Does Maxwell’s hypothesis of air saturation near the surface of evaporating liquid hold at all spatial scales?

Eugene Benilov
(University of Limerick)
Abstract

The classical model of evaporation of liquids hinges on Maxwell’s assumption that the air near the liquid’s surface is saturated. It allows one to find the evaporative flux without considering the interface separating liquid and air. Maxwell’s hypothesis is based on an implicit assumption that the vapour-emission capacity of the interface exceeds the throughput of air (i.e., its ability to pass the vapour on to infinity). If indeed so, the air adjacent to the liquid would get quickly saturated, justifying Maxwell’s hypothesis.

 

In the present paper, the so-called diffuse-interface model is used to account for the interfacial physics and, thus, derive a generalised version of Maxwell’s boundary condition for the near-interface vapour density. It is then applied to a spherical drop floating in air. It turns out that the vapour-emission capacity of the interface exceeds the throughput of air only if the drop’s radius is rd 10μm, but for rd ≈ 2μm, the two are comparable. For rd 1μm, evaporation is interface-driven, and the resulting evaporation rate is noticeably smaller than that predicted by the classical model.

Thu, 19 Oct 2023

11:00 - 12:00
C6

New ideas in Arakelov intersection theory

Michał Szachniewicz
(Mathematical Insitute, Oxford)
Abstract

I will give an overview of new ideas showing up in arithmetic intersection theory based on some exciting talks that appeared at the very recent conference "Global invariants of arithmetic varieties". I will also outline connections to globally valued fields and some classical problems.

Wed, 18 Oct 2023

16:00 - 17:00
L6

Fibring in manifolds and groups

Monika Kudlinska
(University of Oxford)
Abstract

Algebraic fibring is the group-theoretic analogue of fibration over the circle for manifolds. Generalising the work of Agol on hyperbolic 3-manifolds, Kielak showed that many groups virtually fibre. In this talk we will discuss the geometry of groups which fibre, with some fun applications to Poincare duality groups - groups whose homology and cohomology invariants satisfy a Poincare-Lefschetz type duality, like those of manifolds - as well as to exotic subgroups of Gromov hyperbolic groups. No prior knowledge of these topics will be assumed.

Disclaimer: This talk will contain many manifolds.

Tue, 17 Oct 2023

16:00 - 17:00
C3

Compactness and related properties for weighted composition operators on BMOA

David Norrbo
(Åbo Akademi University)
Abstract

A previously known function-theoretic characterisation of compactness for a weighted composition operator on BMOA is improved. Moreover, the same function-theoretic condition also characterises weak compactness and complete continuity. In order to close the circle of implications, the operator-theoretic property of fixing a copy of c0 comes in useful. 

Tue, 17 Oct 2023

16:00 - 17:00
L6

Limiting spectral distributions of random matrices arising in neural networks

Ouns El Harzli
Abstract

We study the distribution of eigenvalues of kernel random matrices where each element is the empirical covariance between the feature map evaluations of a random fully-connected neural network. We show that, under mild assumptions on the non-linear activation function, namely Lipschitz continuity and measurability, the limiting spectral distribution can be written as successive free multiplicative convolutions between the Marchenko-Pastur law and a nonrandom measure specific to the neural network. The latter has no known analytical expression but can be simulated empirically, separately from the random matrices of interest.

Tue, 17 Oct 2023

15:30 - 16:30
Online

Critical core percolation on random graphs

Alice Contat
(Université Paris-Saclay)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

Motivated by the desire to construct large independent sets in random graphs, Karp and Sipser modified the usual greedy construction to yield an algorithm that outputs an independent set with a large cardinal called the Karp-Sipser core. When run on the Erdős-Rényi $G(n,c/n)$ random graph, this algorithm is optimal as long as $c < e$. We will present the proof of a physics conjecture of Bauer and Golinelli (2002) stating that at criticality, the size of the Karp-Sipser core is of order $n^{3/5}$. Along the way we shall highlight the similarities and differences with the usual greedy algorithm and the $k$-core algorithm.
Based on a joint work with Nicolas Curien and Thomas Budzinski.

Tue, 17 Oct 2023
15:00

Dehn functions of central products of nilpotent groups

Claudio Llosa Isenrich
(KIT)
Abstract

The Dehn function of a finitely presented group provides a quantitative measure for the difficulty of detecting if a word in its generators represents the trivial element of the group. By work of Gersten, Holt and Riley the Dehn function of a nilpotent group of class $c$ is bounded above by $n^{c+1}$. However, we are still far from determining the precise Dehn functions of all nilpotent groups. In this talk, I will explain recent results that allow us to determine the Dehn functions of large classes of nilpotent groups arising as central products. As a consequence, for every $k>2$, we obtain many pairs of finitely presented $k$-nilpotent groups with bilipschitz asymptotic cones, but with different Dehn functions. This shows that Dehn functions can distinguish between nilpotent groups with the same asymptotic cone, making them interesting in the context of the conjectural quasi-isometry classification of nilpotent groups.  This talk is based on joint works with García-Mejía, Pallier and Tessera.

Tue, 17 Oct 2023

14:00 - 15:00
Online

$k$-blocks and forbidden induced subgraphs

Maria Chudnovsky
(Princeton)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

A $k$-block in a graph is a set of $k$ vertices every two of which are joined by $k$ vertex disjoint paths. By a result of Weissauer, graphs with no $k$-blocks admit tree-decompositions with especially useful structure. While several constructions show that it is probably very difficult to characterize induced subgraph obstructions for bounded tree width, a lot can be said about graphs with no $k$-blocks. On the other hand, forbidding induced subgraphs places significant restrictions on the structure of a $k$-block in a graphs. We will discuss this phenomenon and its consequences in the study of tree-decompositions in classes of graphs defined by forbidden induced subgraphs.

Tue, 17 Oct 2023
14:00
L5

Microlocal sheaves and affine Springer fibers

Pablo Boixeda Alvarez
(Yale University)
Abstract

The resolutions of Slodowy slices e are symplectic varieties that contain the Springer fiber (G/B)e as a Lagrangian subvariety. In joint work with R. Bezrukavnikov, M. McBreen, and Z. Yun, we construct analogues of these spaces for homogeneous affine Springer fibers. We further understand the categories of microlocal sheaves in these symplectic spaces supported on the affine Springer fiber as some categories of coherent sheaves.

In this talk I will mostly focus on the case of the homogeneous element ts for s a regular semisimple element and will discuss some relations of these categories with the small quantum group providing a categorification of joint work with R.Bezrukavnikov, P. Shan and E. Vasserot.

Tue, 17 Oct 2023
13:00
L1

An exact solution to cosmological bootstrap using 6j symbols

Sourav Sarkar
(Uppsala)
Abstract

We shall consider a crossing equation of the Euclidean conformal group in terms of conformal partial waves and in particular, a position independent representation of this equation. We shall briefly discuss the relevance of this equation to the problem of cosmological bootstrap. Thereafter, we shall sketch the derivation of the Biedenharn-Eliiot identity (a pentagon identity) for the 6j symbols of the conformal group and show how this provides us with an exact solution to said crossing equation. For the conformal group (which is non-compact), this involves some careful bookkeeping of the spinning representations. Finally, we shall discuss some consistency checks on the result obtained, and some open questions. 

Mon, 16 Oct 2023

16:30 - 17:30
L3

Plateau's problem via the theory of phase transitions

Stephen Lynch
(Imperial College London )
Abstract

Plateau's problem asks whether every boundary curve in 3-space is spanned by an area minimizing surface. Various interpretations of this problem have been solved using eg. geometric measure theory. Froehlich and Struwe proposed a PDE approach, in which the desired surface is produced using smooth sections of a twisted line bundle over the complement of the boundary curve. The idea is to consider sections of this bundle which minimize an analogue of the Allen--Cahn functional (a classical model for phase transition phenomena) and show that these concentrate energy on a solution of Plateau's problem. After some background on the link between phase transition models and minimal surfaces, I will describe new work with Marco Guaraco in which we produce smooth solutions of Plateau's problem using this approach. 

Mon, 16 Oct 2023
16:00
C3

Avoiding Problems

Francesco Ballini
(University of Oxford )
Abstract

In 2019 Masser and Zannier proved that "most" abelian varieties over the algebraic numbers are not isogenous to the jacobian of any curve (where "most" refers to an ordering by some suitable height function). We will see how this result fits in the general Zilber-Pink Conjecture picture and we discuss some (rather concrete) analogous problems in a power of the modular curve Y(1).

Mon, 16 Oct 2023
15:30
L4

Algorithms for Seifert fibered spaces

Adele Jackson
(Oxford University)
Abstract

Given two mathematical objects, the most basic question is whether they are the same. We will discuss this question for triangulations of three-manifolds. In practice there is fast software to answer this question and theoretically the problem is known to be decidable. However, our understanding is limited and known theoretical algorithms could have extremely long run-times. I will describe a programme to show that the 3-manifold homeomorphism problem is in the complexity class NP, and discuss the important sub-case of Seifert fibered spaces. 

 

Mon, 16 Oct 2023
15:30
Lecture Theatre 3, Mathematical Institute, Radcliffe Observatory Quarter, Woodstock Road, OX2 6GG

Non-adversarial training of Neural SDEs with signature kernel scores

Dr Maud Lemercier
(Mathematical Institute (University of Oxford))
Further Information

Please join us from 1500-1530 for tea and coffee outside the lecture theatre before the talk.

Abstract

Neural SDEs are continuous-time generative models for sequential data. State-of-the-art performance for irregular time series generation has been previously obtained by training these models adversarially as GANs. However, as typical for GAN architectures, training is notoriously unstable, often suffers from mode collapse, and requires specialised techniques such as weight clipping and gradient penalty to mitigate these issues. In this talk, I will introduce a novel class of scoring rules on path space based on signature kernels and use them as an objective for training Neural SDEs non-adversarially. The strict properness of such kernel scores and the consistency of the corresponding estimators, provide existence and uniqueness guarantees for the minimiser. With this formulation, evaluating the generator-discriminator pair amounts to solving a system of linear path-dependent PDEs which allows for memory-efficient adjoint-based backpropagation. Moreover, because the proposed kernel scores are well-defined for paths with values in infinite-dimensional spaces of functions, this framework can be easily extended to generate spatiotemporal data. This procedure permits conditioning on a rich variety of market conditions and significantly outperforms alternative ways of training Neural SDEs on a variety of tasks including the simulation of rough volatility models, the conditional probabilistic forecasts of real-world forex pairs where the conditioning variable is an observed past trajectory, and the mesh-free generation of limit order book dynamics.

Mon, 16 Oct 2023
14:15
L4

Vertex algebras from divisors on Calabi-Yau threefolds

Dylan Butson
(Oxford)
Abstract

We construct vertex algebras associated to divisors $S$ in toric Calabi-Yau threefolds $Y$, satisfying conjectures of Gaiotto-Rapcak and Feigin-Gukov, and in particular such that the characters of these algebras are given by a local analogue of the Vafa-Witten partition function of the underlying reduced subvariety $S^{red}$. These results are part of a broader program to establish a dictionary between the enumerative geometry of coherent sheaves on surfaces and Calabi-Yau threefolds, and the representation theory of vertex algebras and affine Yangian-type quantum groups.

Mon, 16 Oct 2023

14:00 - 15:00
Lecture Room 6
Fri, 13 Oct 2023
16:00
L1

You and Your Supervisor

Abstract

How do you make the most of graduate supervisions?  Whether you are a first year graduate wanting to learn about how to manage meetings with your supervisor, or a later year DPhil student, postdoc or faculty member willing to share their experiences and give advice, please come along to this informal discussion led by DPhil students for the first Fridays@4 session of the term.  You can also continue the conversation and learn more about graduate student life at Oxford at Happy Hour afterwards.

Fri, 13 Oct 2023

15:00 - 16:00
L5

What do we want from invariants of multiparameter persistence modules?

Luis Scoccola
(Mathematical Institute, University of Oxford)
Further Information

Luis Scoccola is a post-doc in the Centre for Topological Data Analysis, Mathematical Institute. He is a mathematician and computer scientist working in computational topology and geometry, and applications to machine learning and data science.

Abstract

Various constructions relevant to practical problems such as clustering and graph classification give rise to multiparameter persistence modules (MPPM), that is, linear representations of non-totally ordered sets. Much of the mathematical interest in multiparameter persistence comes from the fact that there exists no tractable classification of MPPM up to isomorphism, meaning that there is a lot of room for devising invariants of MPPM that strike a good balance between discriminating power and complexity of their computation. However, there is no consensus on what type of information we want these invariants to provide us with, and, in particular, there seems to be no good notion of “global” or “high persistence” features of MPPM.

With the goal of substantiating these claims, as well as making them more precise, I will start with an overview of some of the known invariants of MPPM, including joint works with Bauer and Oudot. I will then describe recent work of Bjerkevik, which contains relevant open questions and which will help us make sense of the notion of global feature in multiparameter persistence.

 

Fri, 13 Oct 2023

14:00 - 15:00
L3

Agent-based, vertex-based, and continuum modeling of cell behavior in biological patterns

Prof Alexandria Volkening
(Department of Mathematics Weldon School of Biomedical Engineering)
Abstract

Many natural and social phenomena involve individual agents coming together to create group dynamics, whether the agents are drivers in a traffic jam, cells in a developing tissue, or locusts in a swarm. Here I will focus on two examples of such emergent behavior in biology, specifically cell interactions during pattern formation in zebrafish skin and gametophyte development in ferns. Different modeling approaches provide complementary insights into these systems and face different challenges. For example, vertex-based models describe cell shape, while more efficient agent-based models treat cells as particles. Continuum models, which track the evolution of cell densities, are more amenable to analysis, but it is often difficult to relate their few parameters to specific cell interactions. In this talk, I will overview our models of cell behavior in biological patterns and discuss our ongoing work on quantitatively relating different types of models using topological data analysis and data-driven techniques.

Fri, 13 Oct 2023

12:00 - 13:00
Common Room

Junior Algebra Social

Abstract

We will kick off the start of the academic year and the Junior Algebra and Representation Theory seminar (JART) with a fun social event in the common room. Come catch up with your fellow students about what happened over the summer, meet the new students and play some board games. We'll go for lunch together afterwards.

Fri, 13 Oct 2023
12:00
L3

Modular bootstrap for compact Calabi-Yau threefolds

Sergey Alexandrov
(Université de Montpellier)
Abstract
BPS indices encoding entropy of supersymmetric black holes in compactifications of Type II string theory on compact Calabi-Yau threefolds coincide with generalized Donaldson-Thomas invariants whose computation represents an outstanding problem. I'll show how this problem can be solved for a set of one-parameter threefolds by combining a direct integration of topological string, modular properties of rank 0 DT invariants counting D4-D2-D0 BPS states, and wall-crossing relations between rank 1 and rank 0 DT invariants. In particular, one obtains explicit (mock) modular functions encoding infinite sets of D4-D2-D0 BPS indices and new boundary conditions for the holomorphic anomaly equation allowing to overcome the limitations of the direct integration method.
 
Thu, 12 Oct 2023
16:00
L5

Moments of families of quadratic L-functions over function fields via homotopy theory

Dan Petersen
(Stockholm University)
Abstract

This is a report of joint work with Bergström-Diaconu-Westerland and Miller-Patzt-Randal-Williams. Based on random matrix theory, Conrey-Farmer-Keating-Rubinstein-Snaith have conjectured precise asymptotics for moments of families of quadratic L-functions over number fields. There is an extremely similar function field analogue, worked out by Andrade-Keating. I will explain that one can relate this problem to understanding the homology of the braid group with symplectic coefficients. With Bergström-Diaconu-Westerland we compute the stable homology groups of the braid groups with these coefficients, together with their structure as Galois representations. We moreover show that the answer matches the number-theoretic predictions. With Miller-Patzt-Randal-Williams we prove an improved range for homological stability with these coefficients. Together, these results imply the conjectured asymptotics for all moments in the function field case, for all sufficiently large (but fixed) q.

Thu, 12 Oct 2023
16:00
Lecture Room 4, Mathematical Institute

Path Shadowing Monte-Carlo: a new approach to prediction

Rudy Morel
(Ecole Normale Superieure)
Abstract

A Path Shadowing Monte-Carlo method provides prediction of future paths given any generative model.

At a given date, it averages future quantities over generated price paths whose past history matches, or “shadows”, the actual (observed) history.

We test our approach using paths generated from a maximum entropy model of financial prices,

based on the recently introduced “Scattering Spectra” which are multi-scale analogues of the standard skewness and kurtosis.

This model promotes diversity of generated paths while reproducing the main statistical properties of financial prices, including stylized facts on volatility roughness.

Our method yields state-of-the-art predictions for future realized volatility. It also allows one to determine conditional option smiles for the S&P500.

These smiles depend only on the distribution of the price process, and are shown to outperform both the current version of the Path Dependent Volatility model and the option market itself.

Thu, 12 Oct 2023

14:00 - 15:00
Lecture Room 3

Hermitian preconditioning for a class of non-Hermitian linear systems

Nicole Spillane
(Ecole Polytechnique (CMAP))
Abstract

This work considers weighted and preconditioned GMRES. The objective is to provide a way of choosing the preconditioner and the inner product, also called weight, that ensure fast convergence. The main focus of the article is on Hermitian preconditioning (even for non-Hermitian problems).

It is indeed proposed to choose a Hermitian preconditioner H, and to apply GMRES in the inner product induced by H. If moreover, the problem matrix A is positive definite, then a new convergence bound is proved that depends only on how well H preconditions the Hermitian part of A, and on a measure of how non-Hermitian A is. In particular, if a scalable preconditioner is known for the Hermitian part of A, then the proposed method is also scalable. I will also illustrate this result numerically.

Thu, 12 Oct 2023

13:00 - 14:00
L1

Surprises in a classic boundary-layer problem

Steven Strogatz
(Cornell University)
Abstract

Over the years, I've often taught a first course in asymptotics and perturbation methods, even though I don't know much about the subject. In this talk, I'll discuss a textbook example of a singularly perturbed nonlinear boundary-value problem that has revealed delightful new surprises, every time I teach it. These include a pitchfork bifurcation in the number of solutions as one varies the small parameter, and transcendentally small terms in the solutions' initial conditions that can be calculated by elementary means.

Wed, 11 Oct 2023
16:00
L6

Reasons to be accessible

Joseph MacManus
(University of Oxford)
Abstract

If some structure, mathematical or otherwise, is giving you grief, then often the first thing to do is to attempt to break the offending object down into (finitely many) simpler pieces.

In group theory, when we speak of questions of *accessibility* we are referring to the ability to achieve precisely this. The idea of an 'accessible group' was first coined by Terry Wall in the 70s, and since then has left quite a mark on our field (and others). In this talk I will introduce the toolbox required to study accessibility, and walk you and your groups through some reasons to be accessible.

Tue, 10 Oct 2023

16:00 - 17:00
L6

Solving spin systems — the Babylonian way

Nicola Kistler
(Goethe University Frankfurt)
Abstract
The replica method, together with Parisi symmetry breaking mechanism, is a powerful tool which allows to compute the limiting free energy of any mean field disordered system. Unfortunately, the tool is dramatically flawed from a mathematical point of view. I will discuss a truly elementary procedure which allows to rigorously implement two (out of three) steps of the procedure, and which allows to represent the free energy of virtually any model from statistical mechanics as a Gaussian mixture model. I will then conclude with some remarks on the ensuing “Babylonian formulas” in relation with : 
1) work by Dellacherie-Martinez-San Martin on M-matrices, potential theory and ultrametricity, the latter being the key yet unjustified assumption of the whole Parisi theory; 
2) work of Mezard-Virasoro suggesting that the onset of scales and the universal hierarchical self-organisation of random systems is intimately linked to hidden geometrical properties of large random matrices which satisfy rules reminiscent of the popular SUDOKU game.
Tue, 10 Oct 2023

16:00 - 17:00
C2

Non-commutative graphs

Matthew Daws
(University of Lancaster)
Abstract

I will discuss various definitions of quantum or noncommutative graphs that have appeared in the literature, along with motivating examples.  One definition is due to Weaver, where examples arise from quantum channels and the study of quantum zero-error communication.  This definition works for any von Neumann algebra, and is "spatial": an operator system satisfying a certain operator bimodule condition.  Another definition, first due to Musto, Reutter, and Verdon, involves a generalisation of the concept of an adjacency matrix, coming from the study of (simple, undirected) graphs.  Here we study finite-dimensional C*-algebras with a given faithful state; examples are perhaps less obvious.  I will discuss generalisations of the latter framework when the state is not tracial, and discuss various notions of a "morphism" of the resulting objects

Tue, 10 Oct 2023
15:00
L1

Rank gradient in higher rank lattices

Mikołaj Frączyk
(Jagiellonian University Cracow)
Abstract

In a recent work with Sam Mellick and Amanda Wilkens, we proved that higher rank semisimple Lie groups satisfy a generalization of Gaboriau fixed price property (originally defined for countable groups) to the setting of locally compact second countable groups. As one of the corollaries, under mild conditions, we can prove that the rank (minimal number of generators) or the first mod-p Betti number of a higher rank lattice grow sublinearly in the covolume.  The proof relies on surprising geometric properties of Poisson-Voronoi tessellations in higher-rank symmetric spaces, which could be of independent interest. 

Tue, 10 Oct 2023

14:00 - 15:00
C6

The social dynamics of group interactions

Dr. Iacopo Iacopini
(Network Science Institute, Northeastern University London )
Further Information
Abstract

Complex networks have become the main paradigm for modeling the dynamics of interacting systems. However, networks are intrinsically limited to describing pairwise interactions, whereas real-world systems are often characterized by interactions involving groups of three or more units. In this talk, I will consider social systems as a natural testing ground for higher-order network approaches (hypergraphs and simplicial complexes). I will briefly introduce models of social contagion and norm evolution on hypergraphs to show how the inclusion of higher-order mechanisms can lead to the emergence of novel phenomena such as discontinuous transitions and critical mass effects. I will then present some recent results on the role that structural features play on the emergent dynamics, and introduce a measure of hyper-coreness to characterize the centrality of nodes and inform seeding strategies. Finally, I will delve into the microscopic dynamics of empirical higher-order structures. I will study the mechanisms governing their temporal dynamics both at the node and group level, characterizing how individuals navigate groups and how groups form and dismantle. I will conclude by proposing a dynamical hypergraph model that closely reproduces the empirical observations.
 

Tue, 10 Oct 2023

14:00 - 15:00
L3

(CANCELLED) Percolation through isoperimetry

Michael Krivelevich
(Tel Aviv University)
Abstract

Let $G$ be a $d$-regular graph of growing degree on $n$ vertices, and form a random subgraph $G_p$ of $G$ by retaining edge of $G$ independently with probability $p=p(d)$. Which conditions on $G$ suffice to observe a phase transition at $p=1/d$, similar to that in the binomial random graph $G(n,p)$, or, say, in a random subgraph of the binary hypercube $Q^d$?

We argue that in the supercritical regime $p=(1+\epsilon)/d$, $\epsilon>0$ being a small constant, postulating that every vertex subset $S$ of $G$ of at most $n/2$ vertices has its edge boundary at least $C|S|$, for some large enough constant $C=C(\epsilon)>0$, suffices to guarantee the likely appearance of the giant component in $G_p$. Moreover, its asymptotic order is equal to that in the random graph $G(n,(1+\epsilon)/n)$, and all other components are typically much smaller.

We further give examples demonstrating the tightness of this result in several key senses.

A joint work with Sahar Diskin, Joshua Erde and Mihyun Kang.

Tue, 10 Oct 2023

14:00 - 14:30
L4

A sparse hp-finite element method for the Helmholtz equation posed on disks, annuli and cylinders

Ioannis Papadopoulos
(Imperial)
Abstract

We introduce a sparse and very high order hp-finite element method for the weak form of the Helmholtz equation.  The domain may be a disk, an annulus, or a cylinder. The cells of the mesh are an innermost disk (omitted if the domain is an annulus) and concentric annuli.

We demonstrate the effectiveness of this method on PDEs with radial direction discontinuities in the coefficients and data. The discretization matrix is always symmetric and positive-definite in the positive-definite Helmholtz regime. Moreover, the Fourier modes decouple, reducing a two-dimensional PDE solve to a series of one-dimensional solves that may be computed in parallel, scaling with linear complexity. In the positive-definite case, we utilize the ADI method of Fortunato and Townsend to apply the method to a 3D cylinder with a quasi-optimal complexity solve.

Tue, 10 Oct 2023

14:00 - 15:00
L5

Residual finiteness growth functions of surface groups with respect to characteristic quotients

Mark Pengitore
(University of Virginia)
Abstract

Residual finiteness growth functions of groups have attracted much interest in recent years. These are functions that roughly measure the complexity of the finite quotients needed to separate particular group elements from the identity in terms of word length. In this talk, we study the growth rate of these functions adapted to finite characteristic quotients. One potential application of this result is towards linearity of the mapping class group.