Probability Seminar of the Americas presents "Structure theorems for information in streamed data"

Structure theorems for information in streamed data
Wednesday, February 3, 2021 - 11:00am
Terry Lyons (Oxford University)
Abstract / Description: 

A basic question is to understand the space of real valued functions on the space of unparametrized path segments. I will explain that there are atomic ways to uniquely factor the space of "polynomial" functions on streams into two parts, a potentially expensive to compute information tensor, and a space of quick to compute polynomial functions on this informative tensor. The approach is atomic in the sense that the information in an atom from the tensor can be computed from the data without having to compute the full information. This makes the result of great potential value for situations where dimension is critical. The proofs are pure algebra. We explain that hall integrals, and hall areas are examples of uniquely informative tensors.

This work is primarily that of Cris Salvi with support from Joscha Diehl,
Terry Lyons, Rosa Preiß, Jeremy Reizenstein.


The seminar will take place on Wednesdays and will usually consist of one talk at 11am Pacific Standard Time (2pm Eastern Standard Time). We aim for two or more talks per month. The first speaker will be Terry Lyons of Oxford University

The purpose of the seminar is to bring together researchers in probability theory, catering primarily to the North and South American Time zones, and to allow time to gather socially at a "virtual cafe" (bring your own drink) after the seminar. (Here people can walk around with a virtual avatar and interact with groups-including shared white boards, etc.)

The seminar will be using the Zoom platform, and afterwards a link will be given for a virtual social gathering taking place on a different platform. Talks will be recorded and available on YouTube (with permission).

If you would like to get future announcements you can either follow the seminar website and calendar or join the seminar mailing group.