Dr. Nikolas E. Tapia M.
- Address: Mohrenstraße 39, 10117 Berlin, Germany.
- Office: Hausvogteiplatz 11, room 0.02
- Telephone: +49 30 20372-448.
- e-mail: tapia (at) wias (dash) berlin (dot) de.
- Here ⎘ is my PGP public key. Fingerprint:
FE8B 40EE 4D7F 15B9 A067 639F 7FDB 7AF5 1850 35FC
- My ORCID is 000-0003-0018-2492.
I am part of the Stochastic Algorithms and Nonparametric Statistics research group at the Weierstraß Institute for Applied Analysis and Stochastics.
I work as an Associate Researcher of the DFG BA 5484/1-1 project on "Rough stochastic volatility and related topics".
Previously, I was part of the Differential Equations and Numerical Analysis research group at the Norwegian University of Science and Technology.
- Discrete-time signatures, with, Joscha Diehl and Kurusch Ebrahimi-Fard.
- Noncommutative Wick polynomials, with Kurusch Ebrahimi-Fard, Frédéric Patras and Lorenzo Zambotti.
- Signatures in Shape Analysis, with Elena Celledoni and Pål Erik Lystad.
- Geometric aspects of rough paths, with Alexander Schmeding.
Preprints and Publications
Full list on the arXiv.
- J. Diehl, K. Ebrahimi-Fard, N. Tapia. Time-warping invariants of multidimensional time series. (Jun. 2019) arXiv: 1906.05823 [math.RA]
- E. Celledoni, P.E. Lystad, N. Tapia. Signatures in Shape Analysis: an Efficient Approach to Motion Identification. (Jun. 2019) To appear in Geometric Science of Information. Fourth Internation Conference, GSI 2019, Toulouse, France, August 27–29, 2019, Proceedings. arXiv: 1906.06406 [math.DG]
- N. Tapia, L. Zambotti. The geometry of the space of branched Rough Paths. (Oct. 2018) arXiv: 1810.12179 [math.PR]
- K. Ebrahimi-Fard, F. Patras, N. Tapia, L. Zambotti. Hopf-algebraic deformations of products and Wick polynomials. (Oct. 2017) To appear in Int. Math. Res. Not. arXiv: 1710.00735 [math.PR]
- Signatures in Shape Analysis. 11th Oxford-Berlin meeting. Berlin, Germany. Slides ⎘
- Noncommutative Wick polynomials. Noncommutative Stochastic Analysis 2019. Trondheim, Norway. Slides ⎘
- The signature method. Nucleo Milenio Modelos Estocasticos de Sistemas Complejos y Desordenados. Santiago, Chile. Slides ⎘
- An introduction to signatures. MAGiC 2019. Ilsetra, Lillehammer, Norway. Slides ⎘
- Modification of Branched Rough Paths. NTNU Trondheim. Slides ⎘
- The geometry of the space of branched Rough Paths. Max-Planck-Institute. Leipzig, Germany. Slides ⎘
- The geometry of the space of branched Rough Paths. Rencontres du GDR Renormalisation. Clermont-Ferrand, France. Slides ⎘
- SciCADE @ University of Innsbruck, Austria. July 22—26, 2019.
- Summer School: Mathematics of Deep Learning @ Berlin, Germany. August 19—30, 2019.
- GSI'19: Geometric Science of Information @ Toulouse, France. August 27—29, 2019.
- 11th Oxford-Berlin meeting @ WIAS Berlin, Germany. May 23—25, 2019.
- Noncommutative Stochastic Analysis 2019 @ NTNU Trondheim, Norway. May 8—10, 2019.
- New Directions in Stochastic Analysis: Rough Paths, SPDEs and Related Topics @ Zuse Institute. Berlin, Germany. March 18—22, 2019.
- MAGiC 2019 @ Ilsetra, Lillehammer, Norway. February 25—March 1st, 2019.
- Rencontres du GDR Renormalisation @ Laboratoire Blaise Pascal. Clermont-Ferrand, France. November 12—16, 2018.
- 10th Oxford-Berlin meeting @ Oxford Mathematical Institue. Oxford, UK. November 29th & 30th, December 1st, 2018.
Scholarships and awards
- ERCIM Postdoctoral Fellowship. October 1, 2018 — May 31, 2019.
- CONICYT Doctorado Nacional 2013. March 2013 — September 2017.