关于举行英国牛津大学Terry Lyons教授学术报告会的通知

报告题目：FromHopf Algebras to Machine learning via Rough Paths

报告人：TerryLyons  教授（英国牛津大学）

报告时间：2016年12月01日（星期四）上午10:00-11:30

报告地点：4号楼4131室

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                                                                   数学学院

                                                                2016年11月24日

报告摘要：

   Rough paththeory aims to build an effective calculus that can model theinteractions between complex oscillatory (rough) evolving systems. Atits mathematical foundations, it is a combination of analysis blendedwith algebra

that goes back to LCYoung, and to KT Chen. Key to the theory is the essential need toincorporate additional non-commutative structure into areas ofmathematics we thought were stable. At its high points, there are theregularity structures of Martin Hairer that allow robust meaning tobe given to numerous core nonlinear stochastic pdes

describing evolvinginterfaces in physics.

    Classicresults, by Clark, Cameron and Dickinson, demonstrate that anonlinear approach to the data is essential.Rough path theory livesup to this challenge and can be viewed as providing fundamentallymore efficient ways of approximately describing complex data;approaches that, after penetrating the basic ideas, arecomputationally tractable and lead to new scalable ways to regress,classify, and learn functional relationships from data. Onenon-mathematical application that is already striking is the use ofsignatures on a daily basis in the online recognition of

Chinese Handwriting onmobile phones.

报告人简介：

    Terry Lyonsis the Wallis Professor of Mathematics of Oxford university，aFellow of the Royal Society,

President-Designate ofthe London Mathematical Society, and one of the UK’s leadingmathematicians, having

made a number ofcontributions to stochastic analysis. He has been named SchrammLecturer for 2014 by the

Institute of MathematicalStatistics. He was a founding member (2007) of, and then Director(2011- 2015) of

the Oxford Man Instituteof Quantitative Finance. He was the Director of the Wales Instituteof Mathematical

and ComputationalSciences (WIMCS; 2008-2011). Lyons came to Oxford in 2000 havingpreviously been

Professor of Mathematicsat Imperial College London (1993- 2000), and before that he held theColin Maclaurin

Chair at Edinburgh(1985-93). His research interests are focused on Rough Paths,Stochastic Analysis, and

Applications. He is alsointerested in developing mathematical tools that can be used toeffectively model and

describe high dimensionalsystems that exhibit randomness. He was President of the UK LearnedSociety for

Mathematics, the LondonMathematical Society.