Conference in Mathematics of Random Systems 2023

Conference in Mathematics of Random Systems 2023

Monday 24 - Wednesday 26 April 2023 

International Centre for Mathematical Sciences (ICMS) Edinburgh

 

This exciting event will feature talks from our final year CDT students showcasing the dynamic and diverse research being carried out in Oxford and Imperial by our students.

Each day will feature a different theme within the CDT with keynote talks from distinguished academics. 

The programme will also include a Public Lecture.

Professor Des Higham, University of Edinburgh

Deep Learning: What Could Go Wrong?

Tuesday 25 April 6-7pm. (Link to abstract)

Download Full Programme for the Conference

 

We may have a limited number of bursaries available for students working on related topics to support attendance. To apply for these please send your CV and letter of support from you supervisor to melanie.witt@maths.ox.ac.uk.

If you have any questions please contact melanie.witt@maths.ox.ac.uk.

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Keynote Speakers: 

Ellen Powell

Associate Professor, Durham University

​Brownian excursions, conformal loop ensembles and critical Liouville quantum gravity

Ilya Chevyrev

Reader, University of Edinburgh

Stochastic analysis in constructive field theory

Eyal Neuman

Senior lecturer, Imperial College London

New Mathematical Challenges Arising from Propagator Models

Samuel Cohen

Associate Professor, University of Oxford

Neural Q-learning solutions to elliptic PDEs

Day 1, Monday 24 April

Analysis: Stochastic processes, SPDEs, Random Graphs

Keynote Talks: Ellen Powell (Durham), Ilya Chevyrev (Edinburgh) 

 

Student talks

Julian Meier: Particle systems on the positive half-line with boundary interactions 

Benedikt Petko: Coarse curvature of weighted Riemannian manifolds with application to random geometric graphs  

Julian Sieber:  On the (non-)stationary density of fractional SDEs 

Harprit Singh: Stochastic Partial Differential Equations (SPDEs) within the framework of Regularity Structures

Zheneng Xie: Directed random graphs and queues 

 

Day 2, Tuesday 25 April

Modelling: Stochastic and data driven finance, mathematical biology

Keynote Talk: Eyal Neuman (Imperial College London) 

 

Public Lecture: Professor Des Higham, University of Edinburgh

Deep Learning: What Could Go Wrong?

 

Student Talks

Lancelot Da Costa: From interacting stochastic dynamics to models of cognition and decision-making

Felix Prenzel: Simulation of limit order books 

Alain Rossier: Asymptotic analysis of deep learning algorithms 

Yihuang Zhang: Random vortex methods for the Navier-Stokes equation 

Zan Zuric: Robust option pricing with neural SDEs 

Day 3, Wednesday 26 April

Algorithms: Machine learning, stochastic simulation, optimal control 

Keynote Talk: Sam Cohen (Oxford) 

 

Student Talks 

Jonathan Tam: Stochastic optimal control constrained by costly observations 

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Registration to attend the event is £25 per day. We may have a limited number of bursaries available for students working on related topics to support attendance. To apply for these please send your CV and letter of support from you supervisor to  melanie.witt@maths.ox.ac.uk.