Rough analysis and data science

Imperial event

26 - 27 Jul 2022
Imperial College London
imperial event

FULL PROGRAMME

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
  • Regularity structures, stochastic PDEs and machine learning
  • Algebraic structures and computation

Organisers

Dr Cris Salvi (Imperial College London), Dr Thomas Cass (Imperial College London), Dr Blanka Hovarth (TUM), Dr Emilio Rossi Ferrucci (University of Oxford)

Speakers

Tuesday 26 July

Patric Bonnier, Sam Cohen, Josef Teichman, Darrick Lee, Martin Hairer, Maud Lemercier, Harald Oberhauser,  James Foster

Wednesday 27 July

Terry Lyons, Joel Dyer, Christian Bayer, Horatio Boedihardjo, Nikolas Tapia, Carlo Bellingeri, Yue Wu, Andrew Alden