Tue, 19 Nov 2019

12:00 - 13:00
C1

The Multiplex Nature of Global Financial Contagion

R. Maria del Rio-Chanona
(Institute for New Economic Thinking)
Abstract

Identifying systemically important countries is crucial for global financial stability. In this work we use (multilayer) network methods to identify systemically important countries. We study the financial system as a multilayer network, where each layer represent a different type of financial investment between countries. To rank countries by their systemic importance, we implement MultiRank, as well a simplistic model of financial contagion. In this first model, we consider that each country has a capital buffer, given by the capital to assets ratio. After the default of an initial country, we model financial contagion with a simple rule: a solvent country defaults when the amount of assets lost, due to the default of other countries, is larger than its capital. Our results show that when we consider that there are various types of assets the ranking of systemically important countries changes. We make all our methods available by introducing a python library. Finally, we propose a more realistic model of financial contagion that merges multilayer network theory and the contingent claims sectoral balance sheet literature. The aim of this framework is to model the banking, private, and sovereign sector of each country and thus study financial contagion within the country and between countries. 

Tue, 26 Nov 2019

12:00 - 13:00
C1

Applying Persistent Homology to Graph Classification

Ambrose Yim
(Mathematical Institute)
Abstract

Persistent homology has been applied to graph classification problems as a way of generating vectorizable features of graphs that can be fed into machine learning algorithms, such as neural networks. A key ingredient of this approach is a filter constructor that assigns vector features to nodes to generate a filtration. In the case where the filter constructor is smoothly tuned by a set of real parameters, we can train a neural network graph classifier on data to learn an optimal set of parameters via the backpropagation of gradients that factor through persistence diagrams [Leygonie et al., arXiv:1910.00960]. We propose a flexible, spectral-based filter constructor that parses standalone graphs, generalizing methods proposed in [Carrière et al., arXiv: 1904.09378]. Our method has an advantage over optimizable filter constructors based on iterative message passing schemes (`graph neural networks’) [Hofer et al., arXiv: 1905.10996] which rely on heuristic user inputs of vertex features to initialise the scheme for datasets where vertex features are absent. We apply our methods to several benchmark datasets and demonstrate results comparable to current state-of-the-art graph classification methods.

Tue, 12 Nov 2019

12:00 - 13:00
C1

Contagion maps for spreading dynamics and manifold learning

Barbara Mahler
(Mathematical Institute)
Abstract

Spreading processes on geometric networks are often influenced by a network’s underlying spatial structure, and it is insightful to study the extent to which a spreading process follows that structure. In particular, considering a threshold contagion on a network whose nodes are embedded in a manifold and which has both 'geometric edges' that respect the geometry of the underlying manifold, as well as 'non-geometric edges' that are not constrained by the geometry of the underlying manifold, one can ask whether the contagion propagates as a wave front along the underlying geometry, or jumps via long non-geometric edges to remote areas of the network. 
Taylor et al. developed a methodology aimed at determining the spreading behaviour of threshold contagion models on such 'noisy geometric networks' [1]. This methodology is inspired by nonlinear dimensionality reduction and is centred around a so-called 'contagion map' from the network’s nodes to a point cloud in high dimensional space. The structure of this point cloud reflects the spreading behaviour of the contagion. We apply this methodology to a family of noisy-geometric networks that can be construed as being embedded in a torus, and are able to identify a region in the parameter space where the contagion propagates predominantly via wave front propagation. This consolidates contagion map as both a tool for investigating spreading behaviour on spatial network, as well as a manifold learning technique. 
[1] D. Taylor, F. Klimm, H. A. Harrington, M. Kramar, K. Mischaikow, M. A. Porter, and P. J. Mucha. Topological data analysis of contagion maps for examining spreading processes on networks. Nature Communications, 6(7723) (2015)

Wed, 20 Nov 2019
16:00
C1

The homology of the mapping class group

Luciana Bonatto
(University of Oxford)
Abstract

We will discuss what it means to study the homology of a group via the construction of the classifying space. We will look at some examples of this construction and some of its main properties. We then use this to define and study the homology of the mapping class group of oriented surfaces, focusing on the approach used by Harer to prove his Homology Stability Theorem.

Wed, 13 Nov 2019
16:00
C1

Immersed surfaces in cubed three manifolds: a prescient vision.

Daniel Woodhouse
(University of Oxford)
Abstract

When Gromov defined non-positively curved cube complexes no one knew what they would be useful for.
Decades latex they played a key role in the resolution of the Virtual Haken conjecture.
In one of the early forays into experimenting with cube complexes, Aitchison, Matsumoto, and Rubinstein produced some nice results about certain "cubed" manifolds, that in retrospect look very prescient.
I will define non-positively curved cube complexes, what it means for a 3-manifold to be cubed, and discuss what all this Haken business is about.
 

Wed, 06 Nov 2019
16:00
C1

JSJ Decompositions of Groups

Sam Shepherd
(University of Oxford)
Abstract

A graph of groups decomposition is a way of splitting a group into smaller and hopefully simpler groups. A natural thing to try and do is to keep splitting until you can't split anymore, and then argue that this decomposition is unique. This is the idea behind JSJ decompositions, although, as we shall see, the strength of the uniqueness statement for such a decomposition varies depending on the class of groups that we restrict our edge groups to

Tue, 29 Oct 2019

12:00 - 13:00
C1

Controlling Ising systems on graphs with modular structure

Matthew Garrod
(Imperial College London)
Abstract

Many complex systems can be represented as networks. However, it is often not possible or even desirable to observe the entire network structure. For example, in social networks, it is often difficult to obtain samples of large networks due to commercial sensitivity or privacy concerns relating to the data. However, it may be possible to provide a coarse grained picture of the graph given knowledge of the distribution of different demographics (e.g age, income, location, etc…) in a population and their propensities for forming ties between each other.

I will explore the degree to which it is possible to influence Ising systems, which are commonly used to model social influence, on unobserved graphs. Using both synthetic networks (stochastic blockmodels) and case studies of real world social networks, I will demonstrate how simple models which rely only on a coarse grained description of the system or knowledge of only the underlying external fields can perform comparably to more expensive optimization algorithms.

Tue, 05 Nov 2019

12:00 - 13:00
C1

Population distribution as pattern formation on landscapes

Takaaki Aoki
(Mathematical Institute)
Abstract

Cities and their inter-connected transport networks form part of the fundamental infrastructure developed by human societies. Their organisation reflects a complex interplay between many natural and social factors, including inter alia natural resources, landscape, and climate on the one hand, combined with business, commerce, politics, diplomacy and culture on the other. Nevertheless, despite this complexity, there has been some success in capturing key aspects of city growth and network formation in relatively simple models that include non-linear positive feedback loops. However, these models are typically embedded in an idealised, homogeneous space, leading to regularly-spaced, lattice-like distributions arising from Turing-type pattern formation. Here we argue that the geographical landscape plays a much more dominant, but neglected role in pattern formation. To examine this hypothesis, we evaluate the weighted distance between locations based on a least cost path across the natural terrain, determined from high-resolution digital topographic databases for Italy. These weights are included in a co-evolving, dynamical model of both population aggregation in cities, and movement via an evolving transport network. We compare the results from the stationary state of the system with current population distributions from census data, and show a reasonable fit, both qualitatively and quantitatively, compared with models in homogeneous space. Thus we infer that that addition of weighted topography from the natural landscape to these models is both necessary and almost sufficient to reproduce the majority of the real-world spatial pattern of city sizes and locations in this example.

Tue, 22 Oct 2019

12:00 - 13:00
C1

Learning from signals on graphs with unobserved edges

Micheal Schaub
(Department of Engineering)
Abstract

In many applications we are confronted with the following scenario: we observe snapshots of data describing the state of a system at particular times, and based on these observations we want to infer the (dynamical) interactions between the entities we observe. However, often the number of samples we can obtain from such a process are far too few to identify the network exactly. Can we still reliable infer some aspects of the underlying system?
Motivated by this question we consider the following alternative system identification problem: instead of trying to infer the exact network, we aim to recover a (low-dimensional) statistical model of the network based on the observed signals on the nodes.  More concretely, here we focus on observations that consist of snapshots of a diffusive process that evolves over the unknown network. We model the (unobserved) network as generated from an independent draw from a latent stochastic block model (SBM), and our goal is to infer both the partition of the nodes into blocks, as well as the parameters of this SBM. We present simple spectral algorithms that provably solve the partition and parameter inference problems with high-accuracy.

Tue, 07 Apr 2020

12:00 - 13:00
C1

TBD

Florian Klimm
(Imperial College)
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