Signatures and Rough Paths: From Stochastics, Geometry and Algebra to Machine Learning

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Signatures and Rough Paths: From Stochastics, Geometry and Algebra to Machine Learning

 19 - 23 May 2025

Room 1.55, Edinburgh Futures Institute

Scientific Organisers:

  • Gonçalo dos Reis, University of Edinburgh
  • Darrick Lee, University of Edinburgh
  • Yue Wu, University of Strathclyde

About:

The aim of this workshop was to discuss stochastic, geometric, and algebraic approaches to signatures and rough paths, including developments in machine learning applications. The study of signatures have highlighted interactions between these fields, including approximation theorems in path spaces, path development (parallel transport) based methods in ML, algebraic approaches to signature tensors, among many others. One focus of this workshop was the theory and applications of multi-parameter signatures, which builds upon these interactions. We brought together experts in these fields, as well as researchers interested in the theory and application of signatures, in order to discuss these developments and explore further relationships across these disciplines.

Programme:

MONDAY 19 MAY
Registration and refreshments
Welcome address by Terry Lyons
Nikolas Tapia, Weierstrass Institute Berlin Mini-course: Algebraic aspects of path signatures and applications
Refreshments
Nikolas Tapia, Weierstrass Institute Berlin Mini-course continued
Lunch
Francis Bischoff, University of Regina Mini-course: Parallel transport along paths and surfaces
Refreshments
Francis Bischoff, University of Regina Mini-course continued
TUESDAY 20 MAY
Harald Oberhauser, University of Oxford Talk Title TBC
Danyu Yang, Chongqing University The Lipschitz continuity of the solution to branched rough differential equations
Refreshments
Kurusch Ebrahimi-Fard, Norwegian University of Science and Technology Talk Title TBC
Lunch
Mie Kano Glückstad, University of Oxford Signature reconstruction from randomized signatures
Vincenzo Galgano, MPI-CBG Dresden Discrete signature tensors for persistence landscapes
Refreshments
Severin Bunk, University of Hertfordshire Aspects of higher connections and parallel transport in geometry
Damien Simon, LPSM, Sorbonne Universite Typical images generated by 2D Markov Processes: from frustration to periodic tiles
WEDNESDAY 21 MAY
Christian Litterer, University of York Efficient constructions of high-degree cubature measures on Wiener space
Emilio Ferrucci, University of Oxford Rough differential equations for volatility
Refreshments
Joao Faria Martins, University of Leeds Hopf-algebraic higher gauge theory, path and surface signatures, and (mainly) beyond
Free afternoon / Activity
THURSDAY 22 MAY
Rosa Preiß, TU Berlin An algebraic geometry of paths via the iterated integral signature
Nikolas Tapia, Weierstrass Institute Berlin Branched Itô Formula and Natural Itô-Stratonovich Isomorphism
Refreshments
Camilo Arias Abad, Universidad Nacional de Colombia Chen’s iterated integrals and loop spaces
Lunch
Felix Lotter, MPI MiS Leipzig Signature matrices of membranes
Tomás Carrondo, University of Vienna Well-posedness and Approximation Properties of Signature CDEs
Refreshments
Fabian Harang, BI Norwegian Business School Signatures with memory - Exploring the Volterra signature
Joscha Diehl, University of Greifswald Tensor-to-Tensor Models with Fast Iterated Sum Features
Workshop Dinner, hosted at Blonde Restaurant 75 St. Leonard’s Street, Edinburgh EH8 7QR
FRIDAY 23 MAY
Anke Wiese, Heriot-Watt University The exponential Lie series and a Chen-Strichartz formula for Lévy stochastic differential equations
Edward Eriksson, Max Planck Institute Leipzig Edge exchangeable random graphs and the unseen species problem
Refreshments
Leonard Schmitz, TU Berlin Finite Gröbner bases for quantum symmetric groups

Sponsors and Funders:

  • ICMS
  • DataSig