Abstract: The signature of a path is a sequence of iterated coordinate integrals along the path. We aim at reconstructing a path from its signature. In the special case of lattice paths, one can obtain exact recovery based on a simple algebraic observation. For general continuously differentiable curves, we develop an explicit procedure that allows to reconstruct the path via piecewise linear approximations. The errors in the approximation can be quantified in terms of the level of signature used and modulus of continuity of the derivative of the path. The main idea is philosophically close to that for the lattice paths, and this procedure could be viewed as a significant generalisation. A key ingredient is the use of a symmetrisation procedure that separates the behaviour of the path at small and large scales.We will also discuss possible simplifications and improvements that may be potentially significant. Based on joint works with Terry Lyons, and also with Jiawei Chang, Nick Duffield and Hao Ni.

Abstract: Sequential and temporal data arise in many fields of research, such as quantitative finance, medicine, or computer vision. We will be concerned with a novel approach for sequential learning, called the signature method, and rooted in rough path theory. Its basic principle is to represent multidimensional paths by a graded feature set of their iterated integrals, called the signature. On the one hand, this approach relies critically on an embedding principle, which consists in representing discretely sampled data as paths, i.e., functions from [0,1] to R^d. We investigate the influence of embeddings on prediction accuracy with an in-depth study of three recent and challenging datasets. We show that a specific embedding, called lead-lag, is systematically better, whatever the dataset or algorithm used. On the other hand, in order to combine signatures with machine learning algorithms, it is necessary to truncate these infinite series. Therefore, we define an estimator of the truncation order and prove its convergence in the expected signature model.

I will describe the results of two projects on the construction of Calabi-Yau threefolds and certain real Lagrangian submanifolds. The first concerns the construction of a novel dataset of Calabi-Yau threefolds via an application of the Gross-Siebert algorithm to a reducible union of toric varieties obtained by degenerating anti-canonical hypersurfaces in a class of (around 1.5 million) Gorenstein toric Fano fourfolds. Many of these constructions correspond to smoothing such a hypersurface; in contrast to the famous construction of Batyrev-Borisov which exploits crepant resolutions of such hypersurfaces. A central ingredient here is the construction of a certain 'integral affine structure with singularities' on the boundary of a class of polytopes from which one can form a topological model, due to Gross, of the corresponding Calabi-Yau threefold X. In general, such topological models carry a canonical (anti-symplectic) involution i and in the second project, which is joint work with H. Argüz, we describe the fixed point locus of this involution. In particular, we prove that the map i*-1 on graded pieces of a Leray filtration of H^3(X,Z2) can be identified with the map D -> D^2, where D is an element of H^2(X',Z2) and X' is mirror-dual to X. We use this to compute the Z2 cohomology group of the fixed locus, answering a question of Castaño-Bernard--Matessi.

Recent years have seen a great deal of progress in understanding the behavior of bootstrap percolation models, a particular class of monotone cellular automata. In the two dimensional lattice there is now a quite complete understanding of their evolution starting from a random initial condition, with a universality picture for their critical behavior. Here we will consider their non-monotone stochastic counterpart, namely kinetically constrained models (KCM). In KCM each vertex is resampled (independently) at rate one by tossing a $p$-coin iff it can be infected in the next step by the bootstrap model. In particular infection can also heal, hence the non-monotonicity. Besides the connection with bootstrap percolation, KCM have an interest in their own : when $p$ shrinks to 0 they display some of the most striking features of the liquid/glass transition, a major and still largely open problem in condensed matter physics.

I'll discuss our recent proof of a conjecture of Talagrand, a fractional version of the "expectation-threshold" conjecture of Kahn and Kalai. As a consequence of this result, we resolve various (heretofore) difficult problems in probabilistic combinatorics and statistical physics.

I will discuss some ongoing work on three-dimensional supersymmetric gauge theories and their relationship to (equivariant) quantum K-theory. I will emphasise the interplay between the physical and mathematical motivations and approaches, and attempt to build a dictionary between the two.  As an interesting example, I will discuss the quantum K-theory of flag manifolds. The QK ring will be related to the vacuum structure of a gauge theory with Chern-Simons interactions, and the (genus-0) K-theoretic invariants will be computed in terms of explicit residue formulas that can be derived from the relevant supersymmetric path integrals.

An enumerative invariant theory in Algebraic Geometry, Differential Geometry, or Representation Theory, is the study of invariants which 'count' $\tau$-(semi)stable objects $E$ with fixed topological invariants $[E]=\alpha$ in some geometric problem, by means of a virtual class $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ of the moduli spaces ${\mathcal M}_\alpha^{\rm st}(\tau)\subseteq{\mathcal M}_\alpha^{\rm ss}(\tau)$ of $\tau$-(semi)stable objects in some homology theory. Examples include Mochizuki's invariants counting coherent sheaves on surfaces, Donaldson-Thomas type invariants counting coherent sheaves on Calabi-Yau 3- and 4-folds and Fano 3-folds, and Donaldson invariants of 4-manifolds.

We make conjectures on new universal structures common to many enumerative invariant theories. Any such theory has two moduli spaces ${\mathcal M},{\mathcal M}^{\rm pl}$, where my big vertex algebras project http://people.maths.ox.ac.uk/~joyce/hall.pdf gives $H_*({\mathcal M})$ the structure of a graded vertex algebra, and $H_*({\mathcal M}^{\rm pl})$ a graded Lie algebra, closely related to $H_*({\mathcal M})$. The virtual classes $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ take values in $H_*({\mathcal M}^{\rm pl})$. In most such theories, defining $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ when ${\mathcal M}_\alpha^{\rm st}(\tau)\ne{\mathcal M}_\alpha^{\rm ss}(\tau)$ (in gauge theory, when the moduli space contains reducibles) is a difficult problem. We conjecture that there is a natural way to define $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ in homology over $\mathbb Q$, and that the resulting classes satisfy a universal wall-crossing formula under change of stability condition $\tau$, written using the Lie bracket on $H_*({\mathcal M}^{\rm pl})$. We prove our conjectures for moduli spaces of representations of quivers without oriented cycles.

This is joint work with Jacob Gross and Yuuji Tanaka.