Mon, 27 Jan 2020

14:15 - 15:15
L3

A wetting model in the continuum

HENRI ELAD ALTMAN
((Imperial College, London))
Abstract

In this talk I will introduce a continuous wetting model consisting of the law of a Brownian meander tilted by its local time at a positive level h, with h small. I will prove that this measure converges, as h tends to 0, to the same weak limit as for discrete critical wetting models. I will also discuss the corresponding gradient dynamics, which is expected to converge to a Bessel SPDE admitting the law of a reflecting Brownian motion as invariant measure. This is based on joint work with Jean-Dominique Deuschel and Tal Orenshtein.

Mon, 20 Jan 2020

15:45 - 16:45
L3

Recent developments in random geometry

JEAN-FRANCOIS LE GALL
(Universite Paris-Sud)
Abstract

We discuss the models of random geometry that are derived
from scaling limits of large graphs embedded in the sphere and
chosen uniformly at random in a suitable class. The case of
quadrangulations with a boundary leads to the so-called
Brownian disk, which has been studied in a number of recent works.
We present a new construction of the Brownian
disk from excursion theory for Brownian motion indexed
by the Brownian tree. We also explain how the structure
of connected components of the Brownian disk above a
given height gives rise to a remarkable connection with
growth-fragmentation processes.

Mon, 20 Jan 2020

14:15 - 15:15
L3

A new family of one-dimensional martingale couplings

BENJAMIN JOURDAIN
(ENPC FRANCE)
Abstract

We exhibit a new martingale coupling between two probability measures $\mu$ and $\nu$ in convex order on the real line. This coupling is explicit in terms of the integrals of the positive and negative parts of the difference between the quantile functions of $\mu$ and $\nu$. The integral of $|y-x|$ with respect to this coupling is smaller than twice the Wasserstein distance with index one between $\mu$ and $\nu$. When the comonotonous coupling between $\mu$ and $\nu$ is given by a map $T$, it minimizes the integral of $|y-T(x)|$ among all martingales coupling.

(joint work with William Margheriti)

Mon, 09 Mar 2020

14:15 - 15:15
L4

Toric geometry of exceptional holonomy manifolds

Thomas Madsen
(Buckingham)
Abstract

Exceptional holonomy manifolds come with certain geometric data that include a Ricci flat metric. Finding examples is therefore very difficult. The task can be made more tractable by imposing symmetry.  The focus of this talk is the case of torus symmetry. For a particular rank of the torus, one gets a natural parameterisation of the orbit space in terms of so-called multi-moment maps. I will discuss aspects of the local and global geometry of these 'toric' exceptional holonomy manifolds. The talk is based on joint work with Andrew Swann.

Oxford Mathematician Patrick Kidger talks about his recent work on applying the tools of controlled differential equations to machine learning.

Sequential Data

The changing air pressure at a particular location may be thought of as a sequence in $\mathbb{R}$; the motion of a pen on paper may be thought of as a sequence in $\mathbb{R}^2$; the changes within financial markets may be thought of as a sequence in $\mathbb{R}^d$, with $d$ potentially very large.

Fri, 24 Jan 2020

12:00 - 13:00
L4

Tensor methods in optimization

Geovani Grapiglia
(Universidade Federal do Paraná)
Abstract


In this talk we present p-order methods for unconstrained minimization of convex functions that are p-times differentiable with Hölder continuous p-th derivatives. We establish worst-case complexity bounds for methods with and without acceleration. Some of these methods are "universal", that is, they do not require prior knowledge of the constants that define the smoothness level of the objective function. A lower complexity bound for this problem class is also obtained. This is a joint work with Yurii Nesterov (Université Catholique de Louvain).
 

Tue, 10 Mar 2020
14:30
L2

Random smoothies: C-infinity but nowhere analytic

Nick Trefethen
Abstract

Since Weierstrass it has been known that there are functions that are continuous but nowhere differentiable.  A beautiful example (with probability 1) is any Brownian path.  Brownian paths can be constructed either in space, via Brownian bridge, or in Fourier space, via random Fourier series.

What about functions, which we call "smoothies", that are $C^\infty$ but nowhere analytic?  This case is less familiar but analogous, and again one can do the construction either in space or Fourier space.  We present the ideas and illustrate them with the new Chebfun $\tt{smoothie}$ command.  In the complex plane, the same idea gives functions analytic in the open unit disk and $C^\infty$ on the unit circle, which is a natural boundary.

Tue, 10 Mar 2020
14:00
L2

Motion correction methods for undersampled 3D imaging

Joseph Field
(Oxford)
Abstract

Reconstruction of 3D images from a set of 2D X-ray projections is a standard inverse problem, particularly in medical imaging. Improvements in imaging technologies have enabled the development of a flat-panel X-ray source, comprised of an array of low-power emitters that are fired in quick succession. During a complete firing sequence, there may be shifts in the patient’s resting position which ultimately create artifacts in the final reconstruction. We present a method for correcting images with respect to unknown body motion, focusing on the case of simple rigid body motion. Image reconstructions are obtained by solving a sparse linear inverse problem, with respect to not only the underlying body but also the unknown velocity. Results find that reconstructions of a moving body can be much better than those obtained by measuring a stationary body, as long as the underlying motion is well approximated.

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