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

 Enquiries

Scientific Organisers:

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

About:

The aim of this workshop is 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 is the theory and applications of multi-parameter signatures, which builds upon these interactions. We aim to bring 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.

Participation:

Applications to attend this workshop have now closed. All applicants have been contacted by ICMS. Please check your junk/spam inbox before getting in touch.

Programme:

MONDAY 19 MAY
09.00-09.30 Registration and refreshments
09.30-10.00 Welcome address by Terry Lyons
10.00-11.00 Nikolas Tapia, Weierstrass Institute Berlin Mini-course: Talk Title TBC
11.00-11.30 Refreshments
11.30-12.30 Nikolas Tapia, Weierstrass Institute Berlin Mini-course continued
12.30-14.00 Lunch
14.00-15.00 Francis Bischoff, University of Regina Mini-course: Parallel transport and the signature of paths and surfaces
15.00-15.30 Refreshments
15.30-16.30 Francis Bischoff, University of Regina Mini-course continued
TUESDAY 20 MAY
09.30-10.20 Harald Oberhauser, University of Oxford Talk Title TBC
10.20-11.10 Danyu Yang, Chongqing University The Lipschitz continuity of the solution to branched rough differential equations
11.10-11.45 Refreshments
11.45-12.35 Kurusch Ebrahimi-Fard, Norwegian University of Science and Technology Talk Title TBC
12.35-13.45 Lunch
13.45-14.15 Mie Kano Glückstad, University of Oxford Signature reconstruction from randomized signatures
14.15-14.45 Vincenzo Galgano, MPI-CBG Dresden Discrete signature tensors for persistence landscapes
14.45-15.15 Refreshments
15.15-16.05 Severin Bunk, University of Hertfordshire Aspects of higher connections and parallel transport in geometry
16.05-16.55 Damien Simon, LPSM, Sorbonne Universite Typical images generated by 2D Markov Processes: from frustration to periodic tiles
WEDNESDAY 21 MAY
09.30-10.20 Christian Litterer, University of York Efficient constructions of high-degree cubature measures on Wiener space
10.20-11.10 Emilio Ferrucci, University of Oxford Rough differential equations for volatility
11.10-11.45 Refreshments
11.45-12.35 Joao Faria Martins, University of Leeds Hopf-algebraic higher gauge theory, path and surface signatures, and (mainly) beyond
12.35 onwards Free afternoon / Activity
THURSDAY 22 MAY
09.30-10.20 Rosa Preiß, TU Berlin An algebraic geometry of paths via the iterated integral signature
10.20-11.10 Nikolas Tapia, Weierstrass Institute Berlin Talk Title TBC
11.10-11.45 Refreshments
11.45-12.35 Camilo Arias Abad, Universidad Nacional de Colombia Chen’s iterated integrals and loop spaces
12.35-13.45 Lunch
13.45-14.15 Felix Lotter, MPI MiS Leipzig Signature matrices of membranes
14.15-14.45 Tomás Carrondo, University of Vienna Well-posedness and Approximation Properties of Signature CDEs
14.45-15.15 Refreshments
15.15-16.05 Fabian Harang, BI Norwegian Business School Universal APproximation for Non-geometric Rough Paths
16.05-16.55 Joscha Diehl, University of Greifswald Tensor-to-Tensor Models with Fast Iterated Sum Features
19.00 onwards Workshop Dinner, hosted at Blonde Restaurant , 75 St. Leonard’s Street, Edinburgh EH8 7QR
FRIDAY 23 MAY
09.30-10.20 Anke Wiese, Heriot-Watt University The exponential Lie series and a Chen-Strichartz formula for Lévy stochastic differential equations
10.20-10.50 Edward Eriksson, Max Planck Institute Leipzig Edge exchangeable random graphs and the unseen species problem
10.50-11.30 Refreshments
11.30-12.20 Leonard Schmitz, TU Berlin Finite Gröbner bases for quantum symmetric groups