Oxford

I shall explain two ways of embedding families of rescaled graphs into Cayley graphs of groups. The first one allows to construct finitely generated groups with continuously many non-homeomorphic asymptotic cones (joint work with M. Sapir). Note that by a result of Shelah, Kramer, Tent and Thomas, under the Continuum Hypothesis, a finitely generated group can have at most continuously many non-isometric asymptotic cones.

The second way is less general, but it works for instance for families of Cayley graphs of finite groups that are expanders. It allows to construct finitely generated groups with (uniformly convex Banach space)-compression taking any value in [0,1], and with asymptotic dimension 2. In particular it gives the first example of a group uniformly embeddable in a Hilbert space with (uniformly convex Banach space)-compression zero. This is a joint work with G. Arzhantseva and M.Sapir.

This talk will be about the mathematics and computer science behind my "Smoking Adjoints: fast Monte Carlo Greeks" article with Paul Glasserman in Risk magazine. At a high level, the adjoint approach is simply a very efficient way of implementing pathwise sensitivity analysis. At a low level, reverse mode automatic differentiation enables one to differentiate a "black-box" to get the sensitivity of a single output to multiple inputs at a cost no more than 4 times greater than the cost of evaluating the black-box, regardless of the number of inputs

Packings and coverings in graphs are related to two main problems of

graph theory, respectively error correcting codes and domination.

Given a set of words, an error correcting code is a subset such that

any two words in the subset are rather far apart, and can be

identified even if some errors occured during transmission. Error

correcting codes have been well studied already, and a famous example

of perfect error correcting codes are Hamming codes.

Domination is also a very old problem, initiated by some Chess problem

in the 1860's, yet Berge proposed the corresponding problem on graphs

only in the 1960's. In a graph, a subset of vertices dominates all the

graph if every vertex of the graph is neighbour of a vertex of the

subset. The domination number of a graph is the minimum number of

vertices in a dominating set. Many variants of domination have been

proposed since, leading to a very large literature.

During this talk, we will see how these two problems are related and

get into few results on these topics.