Optimal trade execution with uncertain volume target
Vaes, J Hauser, R Journal of Computational Finance volume 26 issue 1 37-80 (10 Aug 2022)

This week musician Ed Sheeran won a copyright case brought against him claiming he stole his hit Shape of You. Back in 1976 George Harrison was not so lucky when he was ordered to pay compensation for 'stealing' aspects of The Chiffons He's So Fine when writing his 1970 hit My Sweet Lord. Generally it seems the law has resisted supporting claims of musical plagiarism and you can't help feeling Harrison might have got a better verdict today.

Braiding Braak and Braak: Staging patterns and model selection in network neurodegeneration
Putra, P Thompson, T Chaggar, P Goriely, A for the Alzheimer’s Disease Neuroimaging Initiative (2021)
Degrees in link graphs of regular graphs
Benjamini, I Haslegrave, J Electronic Journal of Combinatorics volume 29 issue 2 (06 May 2022)
Modularity of Galois representations and Langlands functoriality
Newton, J Journal of the Indian Institute of Science volume 102 861-884 (25 Jul 2022)
Fri, 20 May 2022

10:30 - 12:00
L5

General Linear PDE with constant coefficients

Bogdan Raiță
(Scuola Normale Superiore di Pisa)
Further Information

Sessions will take place as follows:

17th May 14:00 -15:00

18th and 20th May 10:30 -12:00

Abstract

We review old and new properties of systems of linear partial differential equations with constant coefficients. We discuss solvability in different function classes, to observe very different solution spaces. We examine the existence of vector potentials in the different spaces, by which we mean systems Av=0 with the property v=Bu, where A and B are linear PDE operators with constant coefficients. Properties of the systems and their solutions are examined both from linear algebra and algebraic geometry angles. A special class of operators that are examined is that of constant rank operators, which are prevalent in the nonlinear analysis of compensated compactness theory. We will discuss some of the challenges of extending this theory to non-constant rank operators.

Wed, 18 May 2022

10:30 - 12:00
L5

General Linear PDE with constant coefficients

Bogdan Raiță
(Scuola Normale Superiore di Pisa)
Further Information

Sessions will take place as follows:

17th May 14:00 -15:00

18th and 20th May 10:30 -12:00

Abstract

We review old and new properties of systems of linear partial differential equations with constant coefficients. We discuss solvability in different function classes, to observe very different solution spaces. We examine the existence of vector potentials in the different spaces, by which we mean systems Av=0 with the property v=Bu, where A and B are linear PDE operators with constant coefficients. Properties of the systems and their solutions are examined both from linear algebra and algebraic geometry angles. A special class of operators that are examined is that of constant rank operators, which are prevalent in the nonlinear analysis of compensated compactness theory. We will discuss some of the challenges of extending this theory to non-constant rank operators.

Tue, 17 May 2022

14:00 - 15:00
L5

General Linear PDE with constant coefficients

Bogdan Raiță
(Scuola Normale Superiore di Pisa)
Further Information

Sessions will take place as follows:

17th May 14:00 -15:00

18th and 20th May 10:30 -12:00

Abstract

We review old and new properties of systems of linear partial differential equations with constant coefficients. We discuss solvability in different function classes, to observe very different solution spaces. We examine the existence of vector potentials in the different spaces, by which we mean systems Av=0 with the property v=Bu, where A and B are linear PDE operators with constant coefficients. Properties of the systems and their solutions are examined both from linear algebra and algebraic geometry angles. A special class of operators that are examined is that of constant rank operators, which are prevalent in the nonlinear analysis of compensated compactness theory. We will discuss some of the challenges of extending this theory to non-constant rank operators.

Wed, 29 Jun 2022

16:00 - 17:00

Information theory with kernel methods

Francis Bach
(INRIA - Ecole Normale Supérieure)
Further Information
Abstract

I will consider the analysis of probability distributions through their associated covariance operators from reproducing kernel Hilbert spaces. In this talk, I will show that the von Neumann entropy and relative entropy of these operators are intimately related to the usual notions of Shannon entropy and relative entropy, and share many of their properties. They come together with efficient estimation algorithms from various oracles on the probability distributions. I will also present how these new notions of relative entropy lead to new upper-bounds on log partition functions, that can be used together with convex optimization within variational inference methods, providing a new family of probabilistic inference methods (based on https://arxiv.org/pdf/2202.08545.pdf, see also https://francisbach.com/information-theory-with-kernel-methods/).

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