Articles and pre-prints:
M. Glückstad, N. Muça Cirone & J. Teichmann (2024+). Signature reconstruction from randomized signatures. In Progress.
Current projects:
Mass-erasure of supercritical Galton Watson and Lévy forests (with Matthias Winkel)
Signature reconstruction from randomized signatures (with Nicola Muça Cirone & Josef Teichmann)
Talks
A Gentle Introduction to Rough Paths, Signatures, and Randomized Signatures (1 hour), Junior Probability Seminar, University of Oxford, Oxford, United Kingdom, 23 May 2024.
Signature Reconstruction from Randomized Signatures (1 hour, jointly with Nicola Muça Cirone), Rough Path Interest Group, DataSig, Online, 1 May 2024.
An introduction to random R-trees with a view towards mass erasure (25 min), CDT Mathematics of Random Systems Spring Retreat, Great Missenden, United Kingdom, 9 April 2024.
Signature Reconstruction from Randomized Signatures (20 min), Recent Developments in Rough Paths, BI Norwegian Business School, Oslo, Norway, 6 March 2024.
Research stays and conferences
Participant and early career speaker, Recent Developments in Rough Paths, BI Norwegian Business School, Oslo, Norway, 4 - 8 March 2024.
Invited guest at ETH Zürich (D-MATH), hosted by Prof. Josef Teichmann, Zürich, Switzerland, 17 - 22 December 2023.
Theses:
MSc Thesis: A Study of Rough Paths and Signature Developments on Lie Groups
Supervisors: Prof. Josef Teichmann, Prof. Thomas MikoschBSc Thesis (Mathematics): Introduction to the Sherrington-Kirkpatrick Model: A Gaussian Interpolation Approach
Supervisor: Prof. Ernst Hansen
Semester projects:
Semester Project: Convergence of Probability Measures
Supervisor: Prof. Thomas MikoschSemester Project: The Ising Model
Supervisors: Prof. Jan Philip Solovej, Dr. Frederik Ravn Klausen