Pre-prints:

• M. Glückstad, N. Muça Cirone & J. Teichmann (2025). Signature reconstruction from randomized signatures. https://arxiv.org/abs/2502.03163

Current projects:

• Mass erasure of supercritical Galton-Watson and Lévy forests (supervised by Matthias Winkel)

Talks

• (Invited) Signature Reconstruction from Randomized Signatures
  Recent Trends in Rough Analysis and Dynamical Systems: Theory and Practice, University of Liverpool, July 2025

• (Contributed) Mass erasure of supercritical Galton-Watson and Lévy forests
  2025 PIMS-CRM Probability Summer School, Pacific Institute for the Mathematical Sciences, Vancouver, June 2025

• (Invited) Signature Reconstruction from Randomized Signatures
  Signatures and Rough Paths: From Stochastics, Geometry and Algebra to Machine Learning, International Centre for Mathematical Sciences, Edinburgh, May 2025

• (Poster) Mass erasure of supercritical Galton-Watson and Lévy forests
  Oxford Probability Workshop: Random Discrete Structures, University of Oxford, March 2025

• (Contributed) Signature Reconstruction from Randomized Signatures
  52nd Saint-Flour Probability Summer School, Laboratoire de Mathématiques Blaise Pascal, July 2024

• (Seminar) A Gentle Introduction to Rough Paths, Signatures, and Randomized Signatures
  Junior Probability Seminar, University of Oxford, May 2024

• (Seminar) Signature Reconstruction from Randomized Signatures (jointly with Nicola Muça Cirone)
  Rough Path Interest Group, DataSig, Alan Turing Institute, Online, May 2024

• (Contributed) An introduction to random R-trees with a view towards mass erasure
  CDT Mathematics of Random Systems Spring Retreat 2024, Great Missenden, April 2024

• (Contributed) Signature Reconstruction from Randomized Signatures
  Recent Developments in Rough Paths, BI Norwegian Business School, Oslo, March 2024

Conferences & workshops

• Recent Trends in Rough Analysis and Dynamical Systems: Theory and Practice, University of Liverpool, Liverpool, United Kingdom, 28 - 29 July 2025.

• 2025 PIMS-CRM Probability Summer School, Pacific Institute for the Mathematical Sciences, Vancouver, Canada, 2 - 27 June 2025.

• Signatures and Rough Paths: From Stochastics, Geometry and Algebra to Machine Learning, International Centre for Mathematical Sciences, Edinburgh, United Kingdom, 19 - 23 May 2025.

• CDT Spring School in Mathematics of Random Systems 2025, Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy, 31 March - 2 April 2025.

• Oxford Probability Workshop: Random Discrete Structures, University of Oxford, Oxford, United Kingdom, 24 - 28 March 2025.

• Bloomsbury Probability Colloquium, University College London, London, United Kingdom, 21 March 2025.

• London Probability Day 2025, King's College London, London, United Kingdom, 15 January 2025.

• 20th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, University of Oxford, Oxford, United Kingdom, 9 - 11 December 2024.

• Geometry, occupation fields, and scaling limits, Isaac Newton Institute for Mathematical Sciences, Cambridge, United Kingdom, 28 October - 1 November 2024.

• 52nd Saint-Flour Probability Summer School, Laboratoire de Mathématiques Blaise Pascal, Saint-Flour, France, 1 - 13 July 2024.

• CDT Mathematics of Random Systems Spring Retreat 2024, Great Missenden, United Kingdom, 8 - 11 April 2024.

• Evolution in Structured Populations: Recent Progress and New Challenges, University of Oxford, Oxford, United Kingdom, 18-20 March 2024.

• Recent Developments in Rough Paths, BI Norwegian Business School, Oslo, Norway, 4 - 8 March 2024.

Research stays and visits

• Guest at the University of Copenhagen (KUMath), hosted by Prof. Thomas Mikosch, Copenhagen, Denmark, 25 July - 8 August & 28 August - 11 September 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 Mikosch

• BSc 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 Mikosch

• Semester Project: The Ising Model
  Supervisors: Prof. Jan Philip Solovej, Dr. Frederik Ravn Klausen