Mon, 09 Dec 2019

15:45 - 16:45
L3

Ito-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows

GONCALO DOS REIS
(University of Edinburgh)
Abstract


We present several Itô-Wentzell formulae on Wiener spaces for real-valued functionals random field of Itô type depending on measures. We distinguish the full- and marginal-measure flow cases. Derivatives with respect to the measure components are understood in the sense of Lions.
This talk is based on joint work with V. Platonov (U. of Edinburgh), see https://arxiv.org/abs/1910.01892.
 

Fri, 31 May 2019

12:00 - 13:00
L4

A Nonlinear Spectral Method for Network Core-Periphery Detection

Desmond Higham
(University of Edinburgh)
Abstract

Dimension reduction is an overarching theme in data science: we enjoy finding informative patterns, features or substructures in large, complex data sets. Within the field of network science, an important problem of this nature is to identify core-periphery structure. Given a network, our task is to assign each node to either the core or periphery. Core nodes should be strongly connected across the whole network whereas peripheral nodes should be strongly connected only to core nodes. More generally, we may wish to assign a non-negative value to each node, with a larger value indicating greater "coreness." This type of problem is related to, but distinct from, commumnity detection (finding clusters) and centrality assignment (finding key players), and it arises naturally in the study of networks in social science and finance. We derive and analyse a new iterative algorithm for detecting network core-periphery structure.

Using techniques in nonlinear Perron-Frobenius theory we prove global convergence to the unique solution of a relaxed version of a natural discrete optimization problem. On sparse networks, the cost of each iteration scales linearly with the number of nodes, making the algorithm feasible for large-scale problems. We give an alternative interpretation of the algorithm from the perspective of maximum likelihood reordering of a new logistic core--periphery random graph model. This viewpoint also gives a new basis for quantitatively judging a core--periphery detection algorithm. We illustrate the algorithm on a range of synthetic and real networks, and show that it offers advantages over the current state-of-the-art.

This is joint work with Francesco Tudisco (Strathclyde)

Mon, 03 Jun 2019

14:15 - 15:15
L3

Mean Field Langevin Dynamics and Its Applications to Neural Networks

DAVID SISKA
(University of Edinburgh)
Abstract

 

Neural networks are undoubtedly successful in practical applications. However complete mathematical theory of why and when machine learning algorithms based on neural networks work has been elusive. Although various representation theorems ensures the existence of the ``perfect’’ parameters of the network, it has not been proved that these perfect parameters can be (efficiently) approximated by conventional algorithms, such as the stochastic gradient descent. This problem is well known, since the arising optimisation problem is non-convex. In this talk we show how the optimization problem becomes convex in the mean field limit for one-hidden layer networks and certain deep neural networks. Moreover we present optimality criteria for the distribution of the network parameters and show that the nonlinear Langevin dynamics converges to this optimal distribution. This is joint work with Kaitong Hu, Zhenjie Ren and Lukasz Szpruch. 

 

Fri, 10 May 2019

14:00 - 15:30
L6

Scattering of inertia-gravity waves in geostrophic turbulence

Prof. Jacques Vanneste
(University of Edinburgh)
Abstract

Inertia-gravity waves (IGWs) are ubiquitous in the ocean and the atmosphere. Once generated (by tides, topography, convection and other processes), they propagate and scatter in the large-scale, geostrophically-balanced background flow. I will discuss models of this scattering which represent the background flow as a random field with known statistics. Without assumption of spatial scale separation between waves and flow, the scattering is described by a kinetic equation involving a scattering cross section determined by the energy spectrum of the flow. In the limit of small-scale waves, this equation reduces to a diffusion equation in wavenumber space. This predicts, in particular, IGW energy spectra scaling as k^{-2}, consistent with observations in the atmosphere and ocean, lending some support to recent claims that (sub)mesoscale spectra can be attributed to almost linear IGWs.  The theoretical predictions are checked against numerical simulations of the three-dimensional Boussinesq equations.
(Joint work with Miles Savva and Hossein Kafiabad.)

Fri, 01 Mar 2019

12:00 - 13:00
L4

Modular, Infinite, and Other Deep Generative Models of Data

Charles Sutton
(University of Edinburgh)
Abstract

Deep generative models provide powerful tools for fitting difficult distributions such as modelling natural images. But many of these methods, including  variational autoencoders (VAEs) and generative adversarial networks (GANs), can be notoriously difficult to fit.

One well-known problem is mode collapse, which means that models can learn to characterize only a few modes of the true distribution. To address this, we introduce VEEGAN, which features a reconstructor network, reversing the action of the generator by mapping from data to noise. Our training objective retains the original asymptotic consistency guarantee of GANs, and can be interpreted as a novel autoencoder loss over the noise.

Second, maximum mean discrepancy networks (MMD-nets) avoid some of the pathologies of GANs, but have not been able to match their performance. We present a new method of training MMD-nets, based on mapping the data into a lower dimensional space, in which MMD training can be more effective. We call these networks Ratio-based MMD Nets, and show that somewhat mysteriously, they have dramatically better performance than MMD nets.

A final problem is deciding how many latent components are necessary for a deep generative model to fit a certain data set. We present a nonparametric Bayesian approach to this problem, based on defining a (potentially) infinitely wide deep generative model. Fitting this model is possible by combining variational inference with a Monte Carlo method from statistical physics called Russian roulette sampling. Perhaps surprisingly, we find that this modification helps with the mode collapse problem as well.

 

Thu, 07 Jun 2018

16:00 - 17:30
L4

Large Deviations for McKean Vlasov Equations and Importance Sampling

Goncalo dos Reis
(University of Edinburgh)
Abstract


We discuss two Freidlin-Wentzell large deviation principles for McKean-Vlasov equations (MV-SDEs) in certain path space topologies. The equations have a drift of polynomial growth and an existence/uniqueness result is provided. We apply the Monte-Carlo methods for evaluating expectations of functionals of solutions to MV-SDE with drifts of super-linear growth.  We assume that the MV-SDE is approximated in the standard manner by means of an interacting particle system and propose two importance sampling (IS) techniques to reduce the variance of the resulting Monte Carlo estimator. In the "complete measure change" approach, the IS measure change is applied simultaneously in the coefficients and in the expectation to be evaluated. In the "decoupling" approach we first estimate the law of the solution in a first set of simulations without measure change and then perform a second set of simulations under the importance sampling measure using the approximate solution law computed in the first step. 

Thu, 17 May 2018

17:00 - 18:00
L1

Michael Atiyah - Numbers are Serious but they are also Fun

Michael Atiyah
(University of Edinburgh)
Abstract

Archimedes, who famously jumped out of his bath shouting "Eureka", also invented $\pi$. 

Euler invented $e$ and had fun with his formula $e^{2\pi i} = 1$

The world is full of important numbers waiting to be invented. Why not have a go ?

Michael Atiyah is one of the world's foremost mathematicians and a pivotal figure in twentieth and twenty-first century mathematics. His lecture will be followed by an interview with Sir John Ball, Sedleian Professor of Natural Philosophy here in Oxford where Michael will talk about his lecture, his work and his life as a mathematician.

Please email @email to register.

The Oxford Mathematics Public Lectures are generously supported by XTX Markets.

Thu, 27 Apr 2017

16:00 - 17:00
L3

Using ideas from statistics for analysing (spatio-temporal) stochastic processes

David Schnoerr
(University of Edinburgh)
Abstract

Many systems in nature consist of stochastically interacting agents or particles. Stochastic processes have been widely used to model such systems, yet they are notoriously difficult to analyse. In this talk I will show how ideas from statistics can be used to tackle some challenging problems in the field of stochastic processes.

In the first part, I will consider the problem of inference from experimental data for stochastic reaction-diffusion processes. I will show that multi-time distributions of such processes can be approximated by spatio-temporal Cox processes, a well-studied class of models from computational statistics. The resulting approximation allows us to naturally define an approximate likelihood, which can be efficiently optimised with respect to the kinetic parameters of the model. 

In the second part, we consider more general path properties of a certain class of stochastic processes. Specifically, we consider the problem of computing first-passage times for Markov jump processes, which are used to describe systems where the spatial locations of particles can be ignored.  I will show that this important class of generally intractable problems can be exactly recast in terms of a Bayesian inference problem by introducing auxiliary observations. This leads us to derive an efficient approximation scheme to compute first-passage time distributions by solving a small, closed set of ordinary differential equations.

 

Tue, 28 Feb 2017
14:15
L4

Sklyanin algebras are minimal surfaces

Sue Sierra
(University of Edinburgh)
Abstract

In the ongoing programme to classify noncommutative projective surfaces (connected graded noetherian domains of Gelfand-Kirillov dimension three) a natural question is:  what are the minimal models within a birational class?  It is not even clear a priori what the correct definition is of a minimal model in this context.

We show that a generic Sklyanin algebra (a noncommutative analogue of P^2) satisfies the surprising property that it has no birational connected graded noetherian overrings, and explain why this is a reasonable definition of 'minimal model.' We show also that the noncommutative versions of P^1xP^1 and of the Hirzebruch surface F_2 are minimal.
This is joint work in progress with Dan Rogalski and Toby Stafford.

 

Thu, 28 Apr 2016
16:00
L6

From Sturm, Sylvester, Witt and Wall to the present day

Andrew Ranicki
(University of Edinburgh)
Abstract

The talk will be based on some of the material in the joint survey with Etienne Ghys

"Signatures in algebra, topology and dynamics"

http://arxiv.org/abs/1512.092582

In the 19th century Sturm's theorem on the number of roots of a real polynomial motivated Sylvester to define the signature of a quadratic form. In the 20th century the classification of quadratic forms over algebraic number fields motivated Witt to introduce the "Witt groups" of stable isomorphism classes of quadratic forms over arbitrary fields. Still in the 20th century the study of high-dimensional topological manifolds with nontrivial fundamental group motivated Wall to introduce the "Wall groups" of stable isomorphism classes of quadratic forms over arbitrary rings with involution. In our survey we interpreted Sturm's theorem in terms of the Witt-Wall groups of function fields. The talk will emphasize the common thread running through this developments, namely the notion of the localization of a ring inverting elements. More recently, the Cohn localization of inverting matrices over a noncommutative ring has been applied to topology in the 21st century, in the context of the speaker's algebraic theory of surgery.

 

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