Thu, 17 Oct 2019

14:00 - 15:00

Deep Learning: Asymptotics and Financial Applications

Justin Sirignano
(University of Illinois)

Deep learning has revolutionized image, text, and speech recognition. Motivated by this success, there is growing interest in developing deep learning methods for financial applications. We will present some of our recent results in this area, including deep learning models of high-frequency data. In the second part of the talk, we prove a law of large numbers for single-layer neural networks trained with stochastic gradient descent. We show that, depending upon the normalization of the parameters, the law of large numbers either satisfies a deterministic partial differential equation or a random ordinary differential equation. Using similar analysis, a law of large numbers can also be established for reinforcement learning (e.g., Q-learning) with neural networks. The limit equations in each of these cases are discussed (e.g., whether a unique stationary point and global convergence can be proven).  

Wed, 07 Mar 2018

Least dilatation of pure surface braids

Marissa Loving
(University of Illinois)

 The $n$-stranded pure surface braid group of a genus g surface can be described as the subgroup of the pure mapping class group of a surface of genus $g$ with $n$-punctures which becomes trivial on the closed surface. I am interested in the least dilatation of pseudo-Anosov pure surface braids. For the $n=1$ case, upper and lower bounds on the least dilatation were proved by Dowdall and Aougab—Taylor, respectively.  In this talk, I will describe the upper and lower bounds I have proved as a function of $g$ and $n$.

Thu, 03 Nov 2016

16:00 - 17:00

Numerical Analysis meets Topology

Henry Schenck
(University of Illinois)

One of the fundamental tools in numerical analysis and PDE
is the finite element method (FEM). A main ingredient in
FEM are splines: piecewise polynomial functions on a
mesh. Even for a fixed mesh in the plane, there are many open
questions about splines: for a triangular mesh T and
smoothness order one, the dimension of the vector space
  C^1_3(T) of splines of polynomial degree at most three
is unknown. In 1973, Gil Strang conjectured a formula
for the dimension of the space C^1_2(T) in terms of the
combinatorics and geometry of the mesh T, and in 1987 Lou
Billera used algebraic topology to prove the conjecture
(and win the Fulkerson prize). I'll describe recent progress
on the study of spline spaces, including a quick and self
contained introduction to some basic but quite useful tools
from topology.

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