New interfaces of Stochastic Analysis and Rough Paths

Videos from BIRS Workshop

, Peking University
- 09:21
Periodic homogenisation for phi 4 2
Watch video | Download video: 202209050858-Xu.mp4 (30M)
, Universite Rennes 1
- 09:47
The Anderson operator
Watch video | Download video: 202209050923-Bailleul.mp4 (34M)
, Universite Cote d'Azur
- 10:15
Regularization by noise for rough differential equations driven by Gaussian rough paths
Watch video | Download video: 202209050951-Catellier.mp4 (32M)
, Imperial College London
- 10:56
Non-markovian multi-scale stochastic systems
Watch video | Download video: 202209051034-Li.mp4 (31M)
, Universidade de Brasilia
- 11:25
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes
Watch video | Download video: 202209051108-Ichiba.mp4 (27M)
, Universidade de Brasilia
- 11:25
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes
Watch video | Download video: 202209051108-Ohashi.mp4 (27M)
, WIAS Berlin
- 12:22
An introduction to rough mean-field equations
Watch video | Download video: 202209051151-Salkeld.mp4 (39M)
, Imperial College
- 14:57
Kernel Stein Discrepancy for Measures on Hilbert Spaces
Watch video | Download video: 202209051425-Wynne.mp4 (92M)
, Purdue University
- 16:42
Hyperbolic Anderson model in the Skorohod and rough settings
Watch video | Download video: 202209051608-Tindel.mp4 (103M)
, ShanghaiTech University
- 08:56
Higher Rank Signatures and Filtrations
Watch video | Download video: 202209060834-Liu.mp4 (29M)
, Technische Universität and WIAS Berlin
- 09:27
Weak Rates For Rough Vol
Watch video | Download video: 202209060900-Friz.mp4 (41M)
, Bloomberg
- 10:00
Signatures and Expansions of Functionals
Watch video | Download video: 202209060928-Dupire.mp4 (39M)
, University of Mannheim
- 11:13
Model-free portfolio theory: a rough path approach
Watch video | Download video: 202209061050-Lim.mp4 (33M)
, University of Mannheim
- 11:13
Model-free portfolio theory: a rough path approach
Watch video | Download video: 202209061050-Promel.mp4 (33M)
, University of Oxford
- 11:29
Tangent Space and Dimension Estimation with the Wasserstein Distance
Watch video | Download video: 202209061114-Lim.mp4 (19M)
, University of Oxford
- 11:29
Tangent Space and Dimension Estimation with the Wasserstein Distance
Watch video | Download video: 202209061114-Tao.mp4 (19M)
, Norwegian Business School
- 11:49
Non-linear Young equations in the plane and pathwise regularization by noise
Watch video | Download video: 202209061135-Harang.mp4 (17M)
, Norwegian Business School
- 11:49
Non-linear Young equations in the plane and pathwise regularization by noise
Watch video | Download video: 202209061135-Tao.mp4 (17M)
, KTH Royal Institute of Technology
- 14:02
Large deviations in data science
Watch video | Download video: 202209061333-Nyquist.mp4 (114M)
, University of Warwick
- 14:37
The inverse problem for CDEs
Watch video | Download video: 202209061407-Papavasiliou.mp4 (96M)
, Université Paris Dauphine
- 15:08
Reflected differential equations and rough paths
Watch video | Download video: 202209061438-Gassiat.mp4 (116M)
, FernUniversität Hagen
- 08:58
Random dynamical systems and rough paths
Watch video | Download video: 202209070833-Riedel.mp4 (30M)
, Institute Elie Cartan
- 09:23
Rough Invariant Imbedding
Watch video | Download video: 202209070900-Lejay.mp4 (33M)
, TU Berlin
- 09:53
Numerical solutions for singular stochastic differential equations
Watch video | Download video: 202209070927-Le.mp4 (32M)
, University of Edinburgh
- 10:25
Feature Engineering with Regularity Structures
Watch video | Download video: 202209070956-Chevyrev.mp4 (39M)
, ETH Zurich
- 09:00
A representation theoretic view on signature transforms
Watch video | Download video: 202209080832-Teichmann.mp4 (46M)
, Kings College London
- 09:30
Estimating hidden parameters in stochastic multiscale systems using McKean-Vlasov dynamics and rough paths
Watch video | Download video: 202209080904-Nusken.mp4 (36M)
, University of Oxford
- 09:51
Path signatures in simulation-based inference
Watch video | Download video: 202209080933-Dyer.mp4 (21M)
, University of Oxford
- 11:04
Random Signature Fourier Features
Watch video | Download video: 202209081040-Toth.mp4 (31M)
, University of Oxford
- 11:55
Branched rough paths on manifolds
Watch video | Download video: 202209081130-Ferrucci.mp4 (34M)
, University of Warwick
- 12:18
A non-vanishing property for the signature of a bounded variation path
Watch video | Download video: 202209081156-Boedihardjo.mp4 (28M)
, University of Greifswald
- 14:02
Graph counting signatures and bicommutative Hopf algebras
Watch video | Download video: 202209081333-Diehl.mp4 (121M)
, Weierstrass Institute Berlin
- 14:30
Stability of Deep Neural Networks via discrete rough paths
Watch video | Download video: 202209081406-Bayer.mp4 (82M)
, National University of Singapore
- 09:00
Sampling with constraints
Watch video | Download video: 202209090833-Xin.mp4 (36M)
, WIAS Berlin
- 09:29
Generalized iterated-sums signatures
Watch video | Download video: 202209090901-Tapia.mp4 (36M)
, UCL
- 09:53
Path Development Network with Finite dimensional Lie Group
Watch video | Download video: 202209090932-Lou.mp4 (29M)
, Durham University
- 10:15
Càdlàg rough differential equations with reflecting barriers
Watch video | Download video: 202209090955-Allan.mp4 (24M)