Fri, 10 Jun 2016

10:00 - 11:00
L4

Occurrence detection, correlation and classification among large numbers of time series

Alexander Denev
(Markit)
Abstract

Markit is a leading global provider of financial information services. We provide products that enhance transparency, reduce risk and improve operational efficiency.

We wish to find ways to automatically detect and label ‘extreme’ occurrences in a time series such as structural breaks, nonlinearities, and spikes (i.e. outliers). We hope to detect these occurrences in the levels, returns and volatility of a time series or any other transformation of it (e.g. moving average).

We also want to look for the same types of occurrences in the multivariate case in a set of time series through measures such as e.g. correlations, eigenvalues of the covariance matrix etc. The number of time series involved is of the order 3x10^6.

We wish to explain the appearance of an ‘extreme’ occurrence or a cluster of occurrences endogenously, as an event conditional on the values of the time series in the set, both contemporaneously and/or as conditional on their time lags.

Furthermore, we would like to classify the events that caused the occurrence in some major categories, if found e.g. shock to oil supply, general risk aversion, migrations etc. both algorithmically and by allowing human corrective judgement (which could become the basis for supervised learning).

Tue, 24 May 2016

10:30 - 11:30
L4

On the null string origin of the ambitwistor strings

Dr Piotr Tourkine
(Cambridge DAMTP)
Abstract
The CHY formulae are a set of remarkable formulae describing the scattering amplitudes of a variety of massless theories, as  certain worldsheet integrals, localized on the solutions to certain polynomial equations (scattering equations). These formulae arise from a new class of holomorphic strings called Ambitwistor strings that encode exactly the dynamics of the supergravity (Yang-Mills) modes of string theory.



Despite some recent progress by W. Siegel and collaborators, it remains as an open question as to what extent this theory was connected to the full string theory. The most mysterious point being certainly that the localization equations of the ambitwistor string also appear in the zero tension limit of string theory (alpha’ to infinity), which is the opposite limit than the supergravity one (alpha’ to zero).



In this talk, I’ll report on some work in progress with E. Casali (Math. Inst. Oxford) and argue that the ambitwistor string is actually a tensionless string. Using some forgotten results on the quantization of these objects, we explain that the quantization of tensionless strings is ambiguous, and can lead either to a higher spin theory, or to the ambitwistor string, hence solving the previously mentioned paradox. In passing, we see that the degenerations of the tensile worldsheet that lead to tensionless strings make connection with Galilean Conformal Algebras and the (3d) BMS algebra.
Tue, 17 May 2016

12:00 - 13:15
L4

On-shell recursion at one loop in pure Yang-Mills theory, to an extent.

Dr Rutger Boels
(DESY, Hamburg)
Abstract

Loop computations put the 'quantum' into quantum field theory. Much effort has focused on their structure and properties, with most spectacular progress in maximally supersymmetric gauge theories in the planar limit. These theories are however quite far from reality as described for instance in the standard model of particle physics. In this talk I'll report on ongoing work using BCFW on-shell recursion to obtain loop amplitude integrands in a much more realistic theory, pure Yang-Mills theory, using methods which apply directly to the standard model.

Wed, 25 May 2016
15:00
L4

Breaking Symmetric Cryptosystems using Quantum Period Finding

Gaëtan Leurent
(INRIA)
Abstract

Due to Shor's algorithm, quantum computers are a severe threat for public key cryptography. This motivated the cryptographic community to search for quantum-safe solutions. On the other hand, the impact of quantum computing on secret key cryptography is much less understood. In this paper, we consider attacks where an adversary can query an oracle implementing a cryptographic primitive in a quantum superposition of different states. This model gives a lot of power to the adversary, but recent results show that it is nonetheless possible to build secure cryptosystems in it.
We study applications of a quantum procedure called Simon's algorithm (the simplest quantum period finding algorithm) in order to attack symmetric cryptosystems in this model. Following previous works in this direction, we show that several classical attacks based on finding collisions can be dramatically sped up using Simon's algorithm: finding a collision requires Ω(2n/2) queries in the classical setting, but when collisions happen with some hidden periodicity, they can be found with only O(n) queries in the quantum model.
We obtain attacks with very strong implications. First, we show that the most widely used modes of operation for authentication and authenticated encryption (e.g. CBC-MAC, PMAC, GMAC, GCM, and OCB) are completely broken in this security model. Our attacks are also applicable to many CAESAR candidates: CLOC, AEZ, COPA, OTR, POET, OMD, and Minalpher. This is quite surprising compared to the situation with encryption modes: Anand et al. show that standard modes are secure when using a quantum-secure PRF.
Second, we show that slide attacks can also be sped up using Simon's algorithm. This is the first exponential speed up of a classical symmetric cryptanalysis technique in the quantum model.

Thu, 09 Jun 2016

15:00 - 16:00
L4

A Decomposition of the Set of Enhanced Langlands Parameters for a p-adic Reductive Group

Anne-Marie Aubert
(Paris Jussieu)
Abstract

Enhanced Langlands parameters for a p-adic group G are pairs formed by a Langlands parameter for G and an irreducible character of a certain component group attached to the parameter. We will first introduce a notion
of cuspidality for these pairs. The cuspidal pairs are expected to correspond to the supercuspidal irreducible representations of G via the local Langlands correspondence.
We will next describe a construction of  a cuspidal support map for enhanced Langlands parameters, the key tool of which is an extension to disconnected complex Lie groups of the generalized Springer correspondence due to Lusztig.
Finally, we will use this map to decompose  the set of enhanced Langlands parameters into Bernstein series.
This is joint work with Ahmed Moussaoui and Maarten Solleveld.

Tue, 14 Jun 2016

15:45 - 16:45
L4

Symplectic homology for cobordisms

Alexandru Oancea
(Jussieu)
Abstract

I will present a definition of symplectic homology groups for pairs of Liouville cobordisms with fillings, and explain how these fit into a formalism of homology theory similar to that of Eilenberg and Steenrod. This construction allows to understand form a unified point of view many structural results involving Floer homology groups, and yields new applications. Joint work with Kai Cieliebak.

Tue, 31 May 2016

15:45 - 16:45
L4

Non-reductive GIT for graded groups and curve counting

Greg Berczi
(Oxford)
Abstract
I will start with a short report on recent progress in constructing quotients by actions of non-reductive algebraic groups and extending Mumford's geometric invariant theory to a wide class of non-reductive linear algebraic groups which we call graded groups. I will then explain how certain components of the Hilbert scheme of points on smooth varieties can be described as non-reductive quotients and why this description is especially efficient to study the topology of Hilbert schemes. In particular I will explain how equivariant localisation can be used to develop iterated residue formulae for tautological integrals on geometric subsets of Hilbert schemes and I present new formulae counting curves on surfaces (and more generally hypersurfaces in smooth varieties) with given singularity classes. This talk is based on joint works with Frances Kirwan, Thomas Hawes, Brent Doran and Andras Szenes. 
Fri, 27 May 2016
10:00
L4

Mathematical models of genome replication

Conrad Nieduszynski
(Sir William Dunn School of Pathology)
Abstract

We aim to determine how cells faithfully complete genome replication. Accurate and complete genome replication is essential for all life. A single DNA replication error in a single cell division can give rise to a genomic disorder. However, almost all experimental data are ensemble; collected from millions of cells. We used a combination of high-resolution, genomic-wide DNA replication data, mathematical modelling and single cell experiments to demonstrate that ensemble data mask the significant heterogeneity present within a cell population; see [1-4]. Therefore, the pattern of replication origin usage and dynamics of genome replication in individual cells remains largely unknown. We are now developing cutting-edge single molecule methods and allied mathematical models to determine the dynamics of genome replication at the DNA sequence level in normal and perturbed human cells.

[1] de Moura et al., 2010, Nucleic Acids Research, 38: 5623-5633

[2] Retkute et al, 2011, PRL, 107:068103

[3] Retkute et al, 2012, PRE, 86:031916

[4] Hawkins et al., 2013, Cell Reports, 5:1132-41

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