Day 1
Welcome 9:30 - 10:00
10:00 - 10:45
Positively weighted kernel quadrature and a refined analysis of Nyström approximation
10:45 - 11:30
Multiparameter (iterated) sums
11:30 - 11:45
11:45 - 12:30
High order splitting methods for stochastic differential equations
Lunch 12:30 - 13:30, sandwiches provided in front of the lecture room
13:30 - 14:15
A brief overview of cubature on Wiener space and the computational construction of its measures.
14:15 - 15:00
Optimal stopping with signatures
Cofee break 15:00 - 15:30
15:30 - 16:15
Signatures from the geometric viewpoints
16:15 - 17:00
The discrete signature Veronese variety
Day 2
9:15 - 10:00
Markov Chain Cubature for Bayesian Inference
10:00 - 10:45
On some theorems by Tchakaloff, Davis and Wilhelmsen and their applications
10:45 - 11:00
11:00 - 11:45
Rough paths, controlled differential equations, and more scalable data science.
11:45 - 12:30
Patch dividing algorithms for high-order recombination and its application to weak approximations of stochastic differential equations
Lunch 12:30 - 13:30, sandwiches provided in front of the lecture room
13:30 - 14:15
Particle filters for geophysical fluid dynamics models
14:15 - 15:00
Pathwise approximations for the solution of the non-linear filtering problem
Cofee break 15:00 - 15:30
15:30 - 16:15
Generalised Recombination Interpolation Method (GRIM)
16:15 - 17:00
From 19:00: Informal workshop dinner at restaurant Mumbai Lounge
Day 3
9:15 - 10:00
Capturing Graphs with Hypo-elliptic Diffusion
10:00 - 10:45
Wave maps with values in the sphere defined on the future light cone with random data on the boundary.
10:45 - 11:00
11:00 - 11:45
Topologies on unparameterised path space.
End of the Workshop