Probabilistic Time Series Forecasting: Challenges and Opportunities
Abstract
Over the years, nonlinear and nonparametric models have attracted a great deal of attention. This is mainly due to the fact that most time series arising from the real-world exhibit nonlinear behavior, whereas nonparametric models, in principle, do not make strong prior assumptions about the true functional form of the underlying data generating process.
In this workshop, we will focus on the use of nonlinear and nonparametric modelling approaches for time series forecasting, and discuss the need and implications of accurate forecasts for informed policy and decision-making. Crucially, we will discuss some of the major challenges (and potential solutions) in probabilistic time series forecasting, with emphasis on: (1) Modelling in the presence of regime shifts, (2) Effect of model over-fitting on out-of-sample forecast accuracy, and, (3) Importance of using naïve benchmarks and different performance scores for model comparison. We will discuss the applications of different modelling approaches for: Macroeconomics (US GNP), Energy (electricity consumption recorded via smart meters), and Healthcare (remote detection of disease symptoms).
17:30
Resolution of singularities and definability in a globally subanalytic setting
Abstract
Given a collection F of holomorphic functions, we consider how to describe all the holomorphic functions locally definable from F. The notion of local definability of holomorphic functions was introduced by Wilkie, who gave a complete description of all functions locally definable from F in the neighbourhood of a generic point. We prove that this description is not complete anymore in the neighbourhood of non-generic points. More precisely, we produce three examples of holomorphic functions which each suggest that at least three new definable operations need to be added to Wilkie's description in order to capture local definability in its entirety. The construction illustrates the interaction between resolution of singularities and definability in the o-minimal setting. Joint work with O. Le Gal, G. Jones, J. Kirby.
Deligne’s construction for extending connections
Abstract
Let X be a complex manifold with divisor D. I will describe a construction, which is due to Deligne, whereby given a choice of a branch of the logarithm one can canonically extend a holomorphic flat connection on the complement of the divisor X\D to a flat logarithmic connection on X.
16:00
Eigenvarieties for non-cuspidal Siegel modular forms
Abstract
In a recent work Andreata, Iovita, and Pilloni constructed the eigenvariety for cuspidal Siegel modular forms. This eigenvariety has the expected dimension (the genus of the Siegel forms) but it parametrizes only cuspidal forms. We explain how to generalize the construction to the non-cuspidal case. To be precise, we introduce the notion of "degree of cuspidality" and we construct an eigenvariety that parametrizes forms of a given degree of cuspidability. The dimension of these eigenvarieties depends on the degree of cuspidality we want to consider: the more non-cuspidal the forms, the smaller the dimension. This is a joint work with Riccardo Brasca.
Quadratic BSDE systems and applications
Abstract
In this talk, we will establish existence and uniqueness for a wide class of Markovian systems of backward stochastic differential equations (BSDE) with quadratic nonlinearities. This class is characterized by an abstract structural assumption on the generator, an a-priori local-boundedness property, and a locally-H\"older-continuous terminal condition. We present easily verifiable sufficient conditions for these assumptions and treat several applications, including stochastic equilibria in incomplete financial markets, stochastic differential games, and martingales on Riemannian manifolds. This is a joint work with Gordan Zitkovic.
Singular asymptotics of surface-plasmon resonance
Abstract
Surface plasmons are collective electron-density oscillations at a metal-dielectric interface. In particular, highly localised surface-plasmon modes of nanometallic structures with narrow nonmetallic gaps, which enable a tuneable resonance frequency and a giant near-field enhancement, are at the heart of numerous nanophotonics applications. In this work, we elucidate the singular near-contact asymptotics of the plasmonic eigenvalue problem governing the resonant frequencies and modes of such structures. In the classical regime, valid for gap widths > 1nm, we find a generic scaling describing the redshift of the resonance frequency as the gap width is reduced, and in several prototypical dimer configurations derive explicit expressions for the plasmonic eigenvalues and eigenmodes using matched asymptotic expansions; we also derive expressions describing the resonant excitation of such modes by light based on a weak-dissipation limit. In the subnanometric ``nonlocal’’ regime, we show intuitively and by systematic analysis of the hydrodynamic Drude model that nonlocality manifests itself as a potential discontinuity, and in the near-contact limit equivalently as a widening of the gap. We thereby find the near-contact asymptotics as a renormalisation of the local asymptotics, and in particular a lower bound on plasmon frequency, scaling with the 1/4 power of the Fermi wavelength. Joint work with Vincenzo Giannini, Richard V. Craster and Stefan A. Maier.
How to effectively compute the spectrum of the Laplacian with mixed Dirichlet and Neumann data
Abstract
12:00
Fluids, Elasticity, Geometry, and the Existence of Wrinkled Solutions
Abstract
Classifying Groups up to Quasi-Isometry
Abstract
In his ICM address in 1983, Gromov proposed a program of classifying finitely generated groups up to quasi-isometry. One way of approaching this is by breaking a group down into simpler parts by means of a JSJ decomposition. I will give a survey of various JSJ theories and related quasi-isometric rigidity results, including recent work by Cashen and Martin.
Combinatorics in the representation theory of the symmetric group
Abstract
Since the symmetric group is a finite group it’s representation theory is not too complex, however in this special case we can realise these representations in a particular nice combinatorial way using young tableaux and young symmetrizers. I will introduce these ideas and use them to describe the representation theory of Sn over the complex numbers.
16:30
Cubic Graphs Embeddable on Surfaces
Abstract
In the theory of random graphs, the behaviour of the typical largest component was studied a lot. The initial results on G(n,m), the random graph on n vertices and m edges, are due to Erdős and Rényi. Recently, similar results for planar graphs were obtained by Kang and Łuczak.
In the first part of the talk, we will extend these results on the size of the largest component further to graphs embeddable on the orientable surface S_g of genus g>0 and see how the asymptotic number and properties of cubic graphs embeddable on S_g are used to obtain those results. Then we will go through the main steps necessary to obtain the asymptotic number of cubic graphs and point out the main differences to the corresponding results for planar graphs. In the end we will give a short outlook to graphs embeddable on surfaces with non-constant genus, especially which results generalise and which problems are still open.
14:30
The Multiplication Table Problem for Bipartite Graphs
Abstract
Given a bipartite graph with m edges, how large is the set of sizes of its induced subgraphs? This question is a natural graph-theoretic generalisation of the 'multiplication table problem' of Erdős: Erdős’s problem of estimating the number of distinct products a.b with a, b in [n] is precisely the problem under consideration when the graph in question is the complete bipartite graph K_{n,n}.
Based on joint work with J. Sahasrabudhe and I. Tomon.
14:30
Optimal preconditioners for systems defined by functions of Toeplitz matrices
Abstract
We propose several optimal preconditioners for systems defined by some functions $g$ of Toeplitz matrices $T_n$. In this paper we are interested in solving $g(T_n)x=b$ by the preconditioned conjugate method or the preconditioned minimal residual method, namely in the cases when $g(T_n)$ are the analytic functions $e^{T_n}$, $\sin{T_n}$ and $\cos{T_n}$. Numerical results are given to show the effectiveness of the proposed preconditioners.
14:00
Modelling weakly coupled nonlinear oscillators: volcanism and glacial cycles
Abstract
This talk will be a geophysicist's view on the emerging properties of a numerical model representing the Earth's climate and volcanic activity over the past million years.
The model contains a 2D ice sheet (Glen's Law solved with a semi-implicit scheme), an energy balance for the atmosphere and planet surface (explicit), and an ODE for the time evolution of CO2 (explicit).
The dependencies between these models generate behaviour similar to weakly coupled nonlinear oscillators.
√T, or not √T, that is the question
Abstract
We consider the motion of a thin liquid drop on a smooth substrate as the drop evaporates into an inert gas. Many experiments suggest that, at times close to the drop’s extinction, the drop radius scales as the square root of the time remaining until extinction. However, other experiments observe slightly different scaling laws. We use the method of matched asymptotic expansions to investigate whether this different behaviour is systematic or an artefact of experiment.
Topics in silicon solidification: A Norweigan adventure
16:00
Explicit Kummer coordinates for higher genus curves
Abstract
I will explain how to find an explicit embedding of the Kummer variety of a higher genus curve into projective space and discuss applications of such an embedding to the study of rational points on Jacobians of curves, as well as the original curves.
16:00
What is the Value of Manuscript Sources and Resources?
Abstract
Part of the series 'What do historians of mathematics do?'
" Over the last four centuries a huge amount of mathematics has been published. Most of it has, however, had little or no influence. By way of contrast, some mathematics, although unpublished in its time, has had great influence. My hope is to illustrate this with discussion of manuscript sources and resources that have survived from Thomas Harriot (c.1560--1621), Isaac Newton (1642--1727) and Évariste Galois (1811--1832)."
Square Functions and the Muckenhoupt Weight Classes of Elliptic Measures
Abstract
We give a new characterization of the property that the elliptic measure
belongs to the infinity weight Muckenhoupt class
in terms of a Carleson measure property of bounded solutions.
This is joint work with C.Kenig, J.Pipher and T.Toro
14:15
Untwisted and twisted open de Rham spaces
Abstract
An "open de Rham space" refers to a moduli space of meromorphic connections on the projective line with underlying trivial bundle. In the case where the connections have simple poles, it is well-known that these spaces exhibit hyperkähler metrics and can be realized as quiver varieties. This story can in fact be extended to the case of higher order poles, at least in the "untwisted" case. The "twisted" spaces, introduced by Bremer and Sage, refer to those which have normal forms diagonalizable only after passing to a ramified cover. These spaces often arise as quotients by unipotent groups and in some low-dimensional examples one finds some well-known hyperkähler manifolds, such as the moduli of magnetic monopoles. This is a report on ongoing work with Tamás Hausel and Dimitri Wyss.
Another look at the information paradox: Soft black hole hair
Abstract
The black hole information paradox comes about because of the classical no-hair theorems for black holes. I will discuss soft black hole hair in electrodynamics and in gravitation. Then some speculations on its relevance to the in formation paradox are presented.
InFoMM CDT Annual Lecture
Abstract
Some models for climate change, the good the bad and the ugly
Modelling climate presents huge challenges for mathematicians and scientists, and has a large effect on policy makers. Climate models themselves vary from simple to complex with a huge range in between. But how good and/or reliable are they?
In this talk I will describe some of the various mathematical models of climate that are both used to understand past climate and also to predict future climate. I will also try to show that an understanding of non-smooth effects in dynamical systems can give us useful insights into the behaviour and analysis of these models.
Gene regulatory systems under epigenetic regulation: robustness, noise-enabled bifurcations, and cellular reprogramming
12:00
Prandtl equations in Sobolev Spaces
Abstract
Introduction to Beilinson's approach to p-adic Hodge theory
Abstract
This is an introduction to the article
A. Beilinson, p-adic periods and derived de Rham cohomology, J. Amer. Math. Soc. 25 (2012), no. 3, 715--738.
10:00
Functors between Category O and finite dimension modules of the degenerate affine Hecke algebra
17:30
Mixed Hodge structures of parabolic character varieties via geometric methods
16:00
From Sturm, Sylvester, Witt and Wall to the present day
Abstract
The talk will be based on some of the material in the joint survey with Etienne Ghys
"Signatures in algebra, topology and dynamics"
http://arxiv.org/abs/1512.092582
In the 19th century Sturm's theorem on the number of roots of a real polynomial motivated Sylvester to define the signature of a quadratic form. In the 20th century the classification of quadratic forms over algebraic number fields motivated Witt to introduce the "Witt groups" of stable isomorphism classes of quadratic forms over arbitrary fields. Still in the 20th century the study of high-dimensional topological manifolds with nontrivial fundamental group motivated Wall to introduce the "Wall groups" of stable isomorphism classes of quadratic forms over arbitrary rings with involution. In our survey we interpreted Sturm's theorem in terms of the Witt-Wall groups of function fields. The talk will emphasize the common thread running through this developments, namely the notion of the localization of a ring inverting elements. More recently, the Cohn localization of inverting matrices over a noncommutative ring has been applied to topology in the 21st century, in the context of the speaker's algebraic theory of surgery.
Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
Abstract
We provide a representation result of parabolic semi-linear PDEs, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and McKean (1975), by allowing for polynomial nonlinearity in the pair (u,Du), where u is the solution of the PDE with space gradient Du. Similar to the previous literature, our result requires a non-explosion condition which restrict to "small maturity" or "small nonlinearity" of the PDE. Our main ingredient is the automatic differentiation technique as in Henry Labordere, Tan and Touzi (2015), based on the Malliavin integration by parts, which allows to account for the nonlinearities in the gradient. As a consequence, the particles of our branching diffusion are marked by the nature of the nonlinearity. This new representation has very important numerical implications as it is suitable for Monte Carlo simulation.
Mathematics and Molecular Biology: The Engineering Approach
Abstract
Life is different because it is inherited. All life comes from a blueprint (genes) that can only make proteins. Proteins are studied by more than one hundred thousand scientists and physicians every day because they are so important in health and disease. The function of proteins is on the macroscopic scale, but atomic details control that function, as is shown in a multitude of experiments. The structure of proteins is so important that governments spend billions studying them. Structures are known in exquisite detail determined by crystallographic measurement of more than 105 different proteins. But the forces that govern the movement and function of proteins are not visible in the structure. Mathematics is needed to compute both function and forces so comparison with experiment can be made. Experiments report numbers, typically sets of numbers in the form of graphs. Verbal models, however beautifully written in the biological tradition, do not provide numerical outputs, and so it is difficult to tell which verbal model better fits data.
The mathematics of molecular biology must be multiscale because atomic details control macroscopic function. The device approach of the engineering and English physiological tradition provides the dimensional reduction needed to solve the multiscale problem. Mathematical analysis of hundreds of experiments (reported in some fifty papers) has been successful in showing how some properties of an important class of proteins—ion channels— work. Ion channels are natural nanovalves as important to animals as Field Effect Transistors (FETs) are to computers. I will present the Fermi Poisson approach started by Jinn Liang Liu. The Fermi distribution is used to describe the saturation of space produced by crowded spherical ions. The Poisson equation (and continuity of current) is used to describe long range electrodynamics. Short range correlations are approximated by the Santangelo equation. A fully consistent mathematical description reproduces macroscopic properties of bulk solutions of sodium and calcium chloride solutions. It also describes several different channels (with quite different atomic detailed structures) quite well in a wide range of conditions using a handful of parameters never changed. It is not clear why the model works as well it does, nor is it clear how well the model will work on other channels, transporters or proteins.
Fast simplicial finite elements via Bernstein polynomials
Abstract
For many years, sum-factored algorithms for finite elements in rectangular reference geometry have combined low complexity with the mathematical power of high-order approximation. However, such algorithms rely heavily on the tensor product structure inherent in the geometry and basis functions, and similar algorithms for simplicial geometry have proven elusive.
Bernstein polynomials are totally nonnegative, rotationally symmetric, and geometrically decomposed bases with many other remarkable properties that lead to optimal-complexity algorithms for element wise finite element computations. The also form natural building blocks for the finite element exterior calculus bases for the de Rham complex so that H(div) and H(curl) bases have efficient representations as well. We will also their relevance for explicit discontinuous Galerkin methods, where the element mass matrix requires special attention.
11:00
"p-adica nova"
Abstract
This will be a little potpourri containing some of the recent developments on the model theory of F_p((t)) and of algebraic extensions of Q_p.
Random walks, harmonic functions and Poisson boundary
Abstract
in this talk I will try to introduce some key ideas and concepts about random walks on discrete spaces, with special interest on random walks on Cayley graphs.
16:00
A counterexample to the Ho-Zhao problem
Abstract
It is quite easy to see that the sobrification of a
topological space is a dcpo with respect to its specialisation order
and that the topology is contained in the Scott topology wrt this
order. It is also known that many classes of dcpo's are sober when
considered as topological spaces via their Scott topology. In 1982,
Peter Johnstone showed that, however, not every dcpo has this
property in a delightful short note entitled "Scott is not always
sober".
Weng Kin Ho and Dongsheng Zhao observed in the early 2000s that the
Scott topology of the sobrification of a dcpo is typically different
from the Scott topology of the original dcpo, and they wondered
whether there is a way to recover the original dcpo from its
sobrification. They showed that for large classes of dcpos this is
possible but were not able to establish it for all of them. The
question became known as the Ho-Zhao Problem. In a recent
collaboration, Ho, Xiaoyong Xi, and I were able to construct a
counterexample.
In this talk I want to present the positive results that we have about
the Ho-Zhao problem as well as our counterexample.
From maximal to minimal supersymmetry in string loop amplitudes
Abstract
I will summarize recent (arXiv:1603.05262) and upcoming work with Igor Buchberger and Oliver Schlotterer. We construct a map from n-point 1-loop string amplitudes in maximal supersymmetry to n-3-point 1-loop amplitudes in minimal supersymmetry. I will outline a few implications for the quantum string effective action.
Tadashi Tokieda - Toy Models
Abstract
Would you like to come see some toys?
'Toys' here have a special sense: objects of daily life which you can find or make in minutes, yet which, if played with imaginatively reveal surprises that keep scientists puzzling for a while. We will see table-top demos of many such toys and visit some of the science that they open up. The common theme is singularity.
Tadashi Tokieda is the Director of Studies in Mathematics at Trinity Hall, Cambridge and the Poincaré Professor in the Department of Mathematics, Stanford.
To book please email @email
14:30
Applications of minimum rank of matrices described by a graph or sign pattern
Abstract
Low-rank compression of matrices and tensors is a huge and growing business. Closely related is low-rank compression of multivariate functions, a technique used in Chebfun2 and Chebfun3. Not all functions can be compressed, so the question becomes, which ones? Here we focus on two kinds of functions for which compression is effective: those with some alignment with the coordinate axes, and those dominated by small regions of localized complexity.
Multiserial and Special Multiserial Algebras
Abstract
The class of multiserial algebras contains many well-studied examples of algebras such as the intensely-studied biserial and special biserial algebras. These, in turn, contain many of the tame algebras arising in the modular representation theory of finite groups such as tame blocks of finite groups and all tame blocks of Hecke algebras. However, unlike biserial algebras which are of tame representation type, multiserial algebras are generally of wild representation type. We will show that despite this fact, we retain some control over their representation theory.
14:00
Best L1 polynomial approximation
Abstract
An important observation in compressed sensing is the exact recovery of an l0 minimiser to an underdetermined linear system via the l1 minimiser, given the knowledge that a sparse solution vector exists. Here, we develop a continuous analogue of this observation and show that the best L1 and L0 polynomial approximants of a corrupted function (continuous analogue of sparse vectors) are equivalent. We use this to construct best L1 polynomial approximants of corrupted functions via linear programming. We also present a numerical algorithm for computing best L1 polynomial approximants to general continuous functions, and observe that compared with best L-infinity and L2 polynomial approximants, the best L1 approximants tend to have error functions that are more localized.
Joint work with Alex Townsend (MIT).
Extended QFT in Euclidean and Minkowskian signatures
Abstract
I'll explain the formalism of extended QFT, while
focusing on the cases of two dimensional conformal field theories,
and three dimensional topological field theories.
16:00
The decay of solutions of Maxwell-Klein-Gordon equations
Abstract
It has been shown that there are global solutions to
Maxwell-Klein-Gordon equations in Minkowski space with finite energy
data. However, very little is known about the asymptotic behavior of the
solution. In this talk, I will present recent progress on the decay
properties of the solutions. We show the quantitative energy flux decay
of the solutions with data merely bounded in some weighted energy space.
The results in particular hold in the presence of large total charge.
This is the first result that gives a complete and precise description
of the global behavior of large nonlinear fields.
Finiteness Properties and Free Abelian Subgroups
Abstract
Finiteness properties of groups come in many flavours, I will discuss topological finiteness properties. These relate to the finiteness of skelata in a classifying space. Groups with interesting finiteness properties have been found in many ways, however all such examples contains free abelian subgroups of high rank. I will discuss some constructions of groups discussing the various ways we can reduce the rank of a free abelian subgroup.
14:15
K-contact & Sasakian manifolds of dimension 5
Abstract
Sasakian manifolds are odd-dimensional counterparts of Kahler manifolds in even dimensions,
with K-contact manifolds corresponding to symplectic manifolds. It is an interesting problem to find
obstructions for a closed manifold to admit such types of structures and in particular, to construct
K-contact manifolds which do not admit Sasakian structures. In the simply-connected case, the
hardest dimension is 5, where Kollar has found subtle obstructions to the existence of Sasakian
structures, associated to the theory of algebraic surfaces.
In this talk, we develop methods to distinguish K-contact manifolds from Sasakian ones in
dimension 5. In particular, we find the first example of a closed 5-manifold with first Betti number 0 which is K-contact but which carries no semi-regular Sasakian structure.
(Joint work with J.A. Rojo and A. Tralle).
Yang-Mills Theory and the ABC Conjecture
Abstract
We establish a correspondence between the ABC Conjecture and N=4 super-Yang-Mills theory. This is achieved by combining three ingredients:
(i) Elkies' method of mapping ABC-triples to elliptic curves in his demonstration that ABC implies Mordell/Faltings;
(ii) an explicit pair of elliptic curve and associated Belyi map given by Khadjavi-Scharaschkin; and
(iii) the fact that the bipartite brane-tiling/dimer model for a gauge theory with toric moduli space is a particular dessin d'enfant in the sense of Grothendieck.
We explore this correspondence for the highest quality ABC-triples as well as large samples of random triples. The Conjecture itself is mapped to a statement about the fundamental domain of the toroidal compactification of the string realization of N=4 SYM.
Journals and metrics
Abstract
What is the purpose of journals? How should you choose what journal to submit a paper to? Should it be open access? And how would you like your work to be evaluated?