Heilbronn Colloquium – Prof. Bernd Sturmfels

16 Nov 2018, by Tracy Nguyen in Events

December 13, 2018

University of Bristol

Title: Varieties of Signature Tensors

Abstract: We discuss recent developments in computational algebraic geometry that were motivated by the study of rough paths in stochastic analysis. Every path in a real vector space is encoded in a signature tensor whose entries are iterated integrals. As the path varies over a nice family we obtain an algebraic variety with interesting properties.

The colloquium will take place in Mott Lecturer Theatre in the Physics Building at 17:00-18:00 on Thursday 13th December. It will be followed by a drinks reception in Maths Common Room