Random Discrete Structures: Approximations and Applications. The behaviour of many real world systems can be modelled by random discrete structures evolving over time. For example, the sizes of populations of frogs in some close patches of forests can be modelled as interacting random processes. The aim of the project is to investigate large discrete random structures that arise from real world application in areas such as biology, complex networks and insurance. The proposed project is at the i ....Random Discrete Structures: Approximations and Applications. The behaviour of many real world systems can be modelled by random discrete structures evolving over time. For example, the sizes of populations of frogs in some close patches of forests can be modelled as interacting random processes. The aim of the project is to investigate large discrete random structures that arise from real world application in areas such as biology, complex networks and insurance. The proposed project is at the interface of mathematics and 'big data' applications and so the work of the project aims to provide theoretical and heuristic underpinnings useful in the algorithms and techniques of practitioners. Understanding the applications in the project requires new, broadly applicable methods and developing such is a complementary aim.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE210101352
Funder
Australian Research Council
Funding Amount
$330,000.00
Summary
Inverting the Signature Transform for Rough Paths and Random Processes. The signature transform provides an effective summary of the essential information encoded in multidimensional paths that are highly oscillatory and involve complicated randomness. The main goal of this project is to develop new algorithmic methods to reconstruct rough paths and random processes from the signature transform at various quantitative levels. This project expects to make theoretical breakthrough on the significa ....Inverting the Signature Transform for Rough Paths and Random Processes. The signature transform provides an effective summary of the essential information encoded in multidimensional paths that are highly oscillatory and involve complicated randomness. The main goal of this project is to develop new algorithmic methods to reconstruct rough paths and random processes from the signature transform at various quantitative levels. This project expects to make theoretical breakthrough on the significant open problem of signature inversion, thereby advancing knowledge in the areas of rough path theory and stochastic analysis. The newly developed methods will be utilised in combination with the emerging signature-based approach to study important problems in financial data analysis and visual speech recognition.
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