Rough analysis and data science


In this workshop we wish to bring together experts and young researchers in diverse fields of mathematics and machine learning, who share the interest and expertise of applying techniques from rough analysis to challenges in data science.

The five main themes of the workshop will be:

  • Interplay between rough paths and machine learning
  • Applications of rough paths to mathematical finance
  • Theoretical aspects of rough paths, both deterministic and stochastic
  • Regularity structures, stochastic PDEs and machine learning
  • Algebraic structures and computation