Michigan State University

Co-occurrence networks formed by bipartite projection are widely studied in many contexts, including politics (bill co-sponsorship), bibliometrics (paper co-authorship), ecology (species co-habitation), and genetics (protein co-expression). It is often useful to focus on the backbone, a binary representation that includes only the most important edges, however many different backbone extraction models exist. In this talk, I will demonstrate the "backbone" package for R, which implements many such models. I will also use it to compare two promising null models: the fixed degree sequence model (FDSM) that imposes hard constraints, and the stochastic degree sequence model (SDSM) that imposes soft constraints, on the bipartite degree sequences. While FDSM is more statistically powerful, SDSM is more efficient and offers a close approximation.

Topological data analysis (TDA) is a field with tools to quantify the shape of data in a manner that is concise and robust using concepts from algebraic topology. Persistent homology, one of the most popular tools in TDA, has proven useful in applications to time series data, detecting shape that changes over time and quantifying features like periodicity. In this talk, I will present two applications using tools from TDA to study time series data: the first using zigzag persistence, a generalization of persistent homology, to study bifurcations in dynamical systems and the second, using the shape of weighted, directed networks to distinguish periodic and chaotic behavior in time series data.

We give a brief introduction to Floer homotopy, from the Seiberg-Witten point of view.  We will then discuss Manolescu's version of finite-dimensional approximation for rational homology spheres.  We prove that a version of finite-dimensional approximation for the Seiberg-Witten equations associates equivariant spectra to a large class of three-manifolds.  In the process we will also associate, to a cobordism of three-manifolds, a map between spectra.  We give some applications to intersection forms of four-manifolds with boundary. This is joint work with Hirofumi Sasahira. 

We study dynamic backward problems, with the computation of conditional expectations as a special objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a typical example. Such processes are neither Markov processes nor semimartingales, and most notably, they feature a certain time inconsistency which makes any direct application of Markovian ideas, such as flow properties, impossible without passing to a path-dependent framework. Our main result is a functional Itô formula, extending the Functional Ito calculus to our more general framework. In particular, unlike in the Functional Ito calculus, where one needs only to consider stopped paths, here we need to concatenate the observed path up to the current time with a certain smooth observable curve derived from the distribution of the future paths.  We then derive the path dependent PDEs for the backward problems. Finally, an application to option pricing and hedging in a financial market with rough volatility is presented.

Joint work with JianFeng Zhang (USC).