Thu, 18 Jun 2015

16:00 - 17:00
L1

Nomura-OMI Seminar: Optimal exit under moral hazard

Prof. Stephane Villeneuve
(University of Toulouse)
Abstract

We revisit the optimal exit problem by adding a moral hazard problem where a firm owner contracts out with an agent to run a project. We analyse the optimal contracting problem between the owner and the agent in a Brownian framework, when the latter modifies the project cash-flows with an hidden action. The analysis leads to the resolution of a constrained optimal stopping problem that we solve explicitly.

Thu, 21 May 2015

16:00 - 17:00
L4

Machine learning using Hawkes processes and concentration for matrix martingales

Prof Stephane Gaiffas
(CMAP ecole polytechnique)
Abstract

We consider the problem of unveiling the implicit network structure of user interactions in a social network, based only on high-frequency timestamps. Our inference is based on the minimization of the least-squares loss associated with a multivariate Hawkes model, penalized by $\ell_1$ and trace norms. We provide a first theoretical analysis of the generalization error for this problem, that includes sparsity and low-rank inducing priors. This result involves a new data-driven concentration inequality for matrix martingales in continuous time with observable variance, which is a result of independent interest. The analysis is based on a new supermartingale property of the trace exponential, based on tools from stochastic calculus. A consequence of our analysis is the construction of sharply tuned $\ell_1$ and trace-norm penalizations, that leads to a data-driven scaling of the variability of information available for each users. Numerical experiments illustrate the strong improvements achieved by the use of such data-driven penalizations.

Mon, 15 Jun 2015

16:00 - 17:00
C2

Almost similar p-adic representations: crystalline versus étale.

Junghwan Lim
(Oxford)
Abstract

I will introduce the general idea of p-adic Hodge theory from the view point of a beginner. Also, I will give a sketch of the proof of the crystalline comparison theorem in the case of good reduction using 'almost mathematics'.

 

Mon, 01 Jun 2015

16:00 - 17:00
C2

Perfectoid spaces and the tilting equivalence

Alex Betts
(Oxford)
Abstract

We will give a sketch overview of Scholze's theory of perfectoid spaces and the tilting equivalence, starting from Huber's geometric approach to valuation theory. Applications to weight-monodromy and p-adic Hodge theory we will only hint at, preferring instead to focus on examples which illustrate the philosophy of tilting equivalence.
 

Mon, 27 Apr 2015

16:00 - 17:00
C2

Langlands Functoriality for Symplectic Groups

Benjamin Green
(Oxford)
Abstract

In this talk I will describe two instances of Langlands functoriality concerning the group $\mathrm{Sp}_{2n}$. I will then very briefly explain how this enables one to attach Galois representations to automorphic representations of (inner forms of) $\mathrm{Sp}_{2n}$. 

Thu, 18 Jun 2015

17:00 - 18:00
L2

TheLMS Hardy Lecture: The famous inverse scattering transform method and its less famous discrete version

Prof Nalini Joshi
(University of Sydney)
Abstract

Abstract: The simplest solutions of integrable systems are special functions that have been known since the time of Newton, Gauss and Euler. These functions satisfy not only differential equations as functions of their independent variable but also difference equations as functions of their parameter(s).  We show how the inverse scattering transform method, which was invented to solve the Korteweg-de Vries equation, can be extended to its discrete version.

S.Butler and N.Joshi, An inverse scattering transform for the lattice potential KdV equation, Inverse Problems 26 (2010) 115012 (28pp)

Tue, 09 Jun 2015

17:00 - 18:00
C2

TBA

Benjamin Klopsch
(Duesseldorf)
Thu, 21 May 2015

16:00 - 17:00
L5

Anabelian Geometry with étale homotopy types

Jakob Stix
(University of Heidelberg)
Abstract

Classical anabelian geometry shows that for hyperbolic curves the etale fundamental group encodes the curve provided the base field is sufficiently arithmetic. In higher dimensions it is natural to replace the etale fundamental group by the etale homotopy type. We will report on progress obtained in this direction in a recent joint work with Alexander Schmidt.

 

**Joint seminar with Logic. 

Thu, 18 Jun 2015

17:30 - 18:30
L6

On the Consistency Problem for Quine's New Foundations, NF

Peter Aczel
(Manchester)
Abstract

In 1937 Quine introduced an interesting, rather unusual, set theory called New Foundations - NF for short.  Since then the consistency of NF has been a problem that remains open today.  But there has been considerable progress in our understanding of the problem. In particular NF was shown, by Specker in 1962, to be equiconsistent with a certain theory, TST^+ of simple types. Moreover Randall Holmes, who has been a long-term investigator of the problem, claims to have  solved the problem by showing that TST^+ is indeed consistent.  But the working manuscripts available on his web page that describe his possible proofs are not easy to understand - at least not by me.

 
In my talk I will introduce TST^+ and its possible models and discuss some of the interesting ideas, that I have understood, that Holmes uses in one of his possible proofs.  If there is time in my talk I will also mention a more recent approach of Jamie Gabbay who is taking a nominal sets approach to the problem.
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