Graduate seminar SS 23 Graduate Seminar on Numerical Simulation

Offered by

Prof. Michael Griebel

Assistant

Biagio Paparella

Content

The signature transform and applications (in progress)

We introduce the idea of Signature Transform for paths. The topic has multiple possible developments. One can work with less regular functions, and generalize some Differential Equations in a more abstract setting. One can work with more regular paths, and focus on approximations and embeddings into Machine Learning algorithms for Time Series analysis. Depending on the audience, we’ll agree on which part to develop more. Here a nice overview:

https://arxiv.org/pdf/1603.03788.pdf.

Organization

If you are interested, please send an email to ed tod nnob-inu tod sni ta llerapapa tod b@foo tod de. The schedule is not yet fixed and will be created once the number of participants is known. There will be an initial meeting to discuss the potential topics and research papers (beginning of April). Details to this meeting will be sent to those who later confirm their interest in the seminar. After that, the participants will be asked to suggest their top two or three choices, based on which we try to optimize and assign the topics to everyone.

Time

Thursdays at 14:15

Venue

FHA7, Seminar room 2.035.