Seminar information archive
Seminar information archive ~06/12|Today's seminar 06/13 | Future seminars 06/14~
2019/03/05
Tuesday Seminar of Analysis
Nicholas Edelen (Massachusetts Institute of Technology)
The structure of minimal surfaces near polyhedral cones (English)
We prove a regularity theorem for minimal varifolds which resemble a cone $C_0$ over an equiangular geodesic net. For varifold classes admitting a ``no-hole'' condition on the singular set, we additionally establish regularity near the cone $C_0 \times R^m$. Our result implies the following generalization of Taylor's structure theorem for soap bubbles: given an $n$-dimensional soap bubble $M$ in $R^{n+1}$, then away from an $(n-3)$-dimensional set, $M$ is locally $C^{1,\alpha}$ equivalent to $R^n$, a union of three half-$n$-planes meeting at $120$ degrees, or an $(n-2)$-line of tetrahedral junctions. This is joint work with Maria Colombo and Luca Spolaor.
Seminar on Mathematics for various disciplines
2019/02/12
Tuesday Seminar on Topology
Anastasiia Tsvietkova (Okinawa Institute of Science and Technology, Rutgers University)
Representations of knot groups (ENGLISH)
We describe a new method of producing equations for the representation variety of a knot group into (P)SL(2,C). Unlike known methods, this does not involve any polyhedral decomposition or triangulation of the link complement, and uses only a link diagram satisfying a few mild restrictions. This results in a simple algorithm that can often be performed by hand, and in many cases, for an infinite family of knots at once. This is a joint work with Kathleen Peterson (Florida State University).
2019/02/06
Seminar on Probability and Statistics
Ioane Muni Toke (Centrale Supelec Paris)
Testing the causality of Hawkes processes with time reversal
We show that univariate and symmetric multivariate Hawkes processes are only weakly causal: the true log-likelihoods of real and reversed event time vectors are almost equal, thus parameter estimation via maximum likelihood only weakly depends on the direction of the arrow of time. In ideal (synthetic) conditions, tests of goodness of parametric fit unambiguously reject backward event times, which implies that inferring kernels from time-symmetric quantities, such as the autocovariance of the event rate, only rarely produce statistically significant fits. Finally, we find that fitting financial data with many-parameter kernels may yield significant fits for both arrows of time for the same event time vector, sometimes favouring the backward time direction. This goes to show that a significant fit of Hawkes processes to real data with flexible kernels does not imply a definite arrow of time unless one tests it.
2019/02/01
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2019/01/31
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