Bio
I am a Senior AI & ML Expert at RISE Schweiz AG since August 2023.
Before, I was an Associate Professor in Mathematics at NTU Singapore ,
a Junior Professor at the University of Freiburg,
a PostDoc at ETH Zürich and Harvard University,
and a PhD student at the University of Vienna.
Research interests
Geometric data science. More specifically:
- Theory: differential geometry and stochastic analysis in infinite dimensions
- Applications: mathematical finance, shape analysis, and mathematics of deep learning
Preprints
- Johannes Assefa, Philipp Harms.
Cylindrical stochastic integration and applications to financial term structure modeling.
arXiv:2208.03939.
- Philipp Harms, Elodie Maignant, Stefan Schlager.
Approximation of Riemannian Distances and Applications to Distance-Based Learning on Manifolds.
arXiv:1904.11860.
Publications
- Karen Habermann, Philipp Harms, Stefan Sommer.
Long-time existence of Brownian motion on configurations of two landmarks.
Bulletin of the London Mathematical Society 56: 1658-1679..
arXiv:2304.14218.
- Martin Bauer, Philipp Harms, Peter W. Michor.
Regularity and completeness of half-Lie groups.
Journal of the European Mathematical Society (Forthcoming).
arXiv:2302.01631.
- Philipp Harms, Peter W. Michor, Xavier Pennec, Stefan Sommer.
Geometry of sample spaces.
Differential Geometry and its Applications 90 (2023), 102029.
arXiv:2010.08039.
- Maren Hackenberg, Philipp Harms, Michelle Pfaffenlehner, Astrid Pechmann, Janbernd Kirschner, Thorsten Schmidt, Harald Binder.
Deep dynamic modeling with just two time points: Can we still allow for individual trajectories?
Biometrical Journal 64 (2022), pp. 1426-1445.
arXiv:2012.00634.
- Martin Bauer, Martins Bruveris, Philipp Harms, Peter W. Michor.
Smooth perturbations of the functional calculus and applications to Riemannian geometry on spaces of metrics.
Communications in Mathematical Physics 389, 899-931 (2022).
arXiv:1810.03169.
- Martin Bauer, Nicolas Charon, Philipp Harms, Hsi-Wei Hsieh.
A numerical framework for elastic surface matching, comparison, and interpolation.
International Journal of Computer Vision 129 (2021), pp. 2425–2444.
arXiv:2006.11652.
Code available on github.com/SRNFmatch.
- Philipp Harms, Chong Liu, Ariel Neufeld.
Supermartingale deflators in the absence of a numéraire.
Mathematics and Financial Economics 15, 885-915 (2021).
arXiv:2001.05906.
- Philipp Harms.
Strong convergence rates for Markovian representations of fractional Brownian motion.
Discrete and Continuous Dynamical Systems B 26, 10 (2021), pp. 5567-5579.
arXiv:1902.01471.
- Martin Bauer, Philipp Harms, Peter W. Michor.
Fractional Sobolev metrics on spaces of immersions.
Calculus of Variations and Partial Differential Equations 59, 62 (2020).
arXiv:1909.08657.
- Philipp Harms.
Anmerkung zu OGH 23. 5. 2019 3 Obj 46/19i aus finanzmathematischer Sicht.
Zeitschrift für Finanzmarktrecht 222 (2019), pp. 517-519.
- Martin Bauer, Philipp Harms, Stephen C. Preston.
Vanishing distance phenomena and the geometric approach to SQG.
Archive for Rational Mechanics and Analysis 235 (2020), pp. 1445-1466.
arXiv:1805.04401.
- Martin Bauer, Nicolas Charon, Philipp Harms.
Inexact elastic shape matching in the square root normal field framework.
In: Geometric Science of Information. Springer (2019).
arXiv:1903.00855.
- Philipp Harms, Marvin Müller.
Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schroedinger and linearized stochastic Korteweg-de Vries equations.
Zeitschrift für Angewandte Mathematik und Physik 70, 16 (2019) .
arXiv:1710.01273.
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Philipp Harms, David Stefanovits.
Affine representations of fractional processes with applications in mathematical finance.
Stochastic Processes and their Applications 129, 4 (2019), pp. 1185-1228.
arXiv:1510.04061.
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Roland Fryer, Philipp Harms, Matthew Jackson.
Updating Beliefs When Evidence is Open to Interpretation: Implications for Bias and Polarization.
Journal of the European Economic Association 17, 5 (2019), pp. 1470-1501.
SSRN 2263504.
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Martin Bauer, Martins Bruveris, Philipp Harms, Peter Michor.
Soliton solutions for the elastic metric on spaces of curves.
Discrete and Continuous Dynamical Systems A 38, 3 (2018), pp. 1161-1185.
arXiv:1702.04344.
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Philipp Harms, David Stefanovits,
Josef Teichmann, Mario Wüthrich.
Consistent recalibration of yield curve models.
Math. Fin. 28, 3 (2018), pp. 757-799.
arXiv:1502.02926.
-
Roland Fryer, Philipp Harms.
Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability.
Math. Oper. Res. 43, 2 (2018), pp. 399-427.
arXiv:1506.07291.
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Martin Bauer,
Martins Bruveris,
Philipp Harms,
Jakob Møller-Andersen.
A numerical framework for Sobolev metrics on the space of curves.
SIAM J. Imaging Sci. 10, 1 (2017), pp. 47-73.
arXiv:1603.03480.
Code available on https://github.com/h2metrics/h2metrics.
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Philipp Harms,
David Stefanovits,
Josef Teichmann,
Mario Wüthrich.
Consistent recalibration of the discrete-time multifactor
Vasicek model.
Risks 4, 3 (2016), pp. 1-31.
arXiv:1512.06454.
-
Martin Bauer,
Martins Bruveris,
Philipp Harms,
Jakob Møller-Andersen.
Second order elastic metrics on the shape space of curves.
1st International Workshop on
Differential Geometry in Computer Vision for Analysis of Shapes, Images and Trajectories, 2015.
arXiv:1507.08816.
-
Martin Bauer,
Martins Bruveris,
Philipp Harms,
Jakob Møller-Andersen.
Curve Matching with Applications in Medical Imaging.
5th MICCAI Workshop on
Mathematical Foundations of Computational Anatomy, 2015.
arXiv:1506.08840.
-
Martin Bauer, Philipp Harms.
Metrics on Spaces of Surfaces where Horizontality equals Normality.
Differential Geometry and its Applications 39 (2015), pp. 166-183.
arXiv:1403.1436.
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Martin Bauer, Philipp Harms, Peter W. Michor.
Sobolev Metrics on Shape Space, II: Weighted Sobolev Metrics and Almost Local Metrics.
Journal of Geometric Mechanics 4, 4 (2012), pp. 365-383.
arXiv:1109.0404.
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Martin Bauer, Martins Bruveris,
Philipp Harms, Peter W. Michor.
Geodesic distance for right invariant Sobolev metrics of fractional order on the diffeomorphism group.
Annals of Global Analysis and Geometry 44, 1 (2013), pp. 5-21.
arXiv:1105.0327.
-
Martin Bauer, Philipp Harms, Peter W. Michor.
Sobolev metrics on the manifold of all Riemannian metrics.
Journal of Differential Geometry 94, 2 (2013), pp. 187-208.
arXiv:1102.3347.
-
Martin Bauer, Martins Bruveris,
Philipp Harms, Peter W. Michor.
Vanishing geodesic distance for the Riemannian metric with geodesic equation the KdV-equation.
Annals of Global Analysis and Geometry 41, 4 (2012), pp. 461-472.
arXiv:1102.0236.
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Martin Bauer, Philipp Harms, Peter W. Michor.
Curvature weighted metrics on shape space of hypersurfaces in n-space.
Differential Geometry and its Applications 30, 1 (2012), pp. 33-41.
arXiv:1102.0678.
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Martin Bauer, Philipp Harms, Peter W. Michor.
Sobolev metrics on shape space of surfaces.
Journal of Geometric Mechanics 3, 4 (2011), pp. 389-438.
arXiv:1009.3616.
Erratum.
A gap in Section 6.6 was discovered and corrected by Olaf Müller in his paper "Applying the index theorem to non-smooth operators." Journal of Geometry and Physics 116 (2017): 140-145.
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Philipp Harms, Andrea C. G. Mennucci.
Geodesics in infinite dimensional Stiefel and Grassmann manifolds.
Comptes Rendus Mathematique 350, 15-16 (2012), pp. 773-776.
arXiv:1209.2878.
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Martin Bauer, Philipp Harms, Peter W. Michor.
Almost local metrics on shape space of hypersurfaces in n-space.
SIAM Journal on Imaging Sciences 5, 1 (2012), pp. 244-310.
arXiv:1001.0717.
Technical reports
-
Philipp Harms, Elodie Maignant.
Approximations of distances and kernels on shape space.
Math in the Black Forest – Workshop on New Directions in Shape Analysis (2018).
arXiv:1811.01370.
-
Martin Bauer, Philipp Harms.
Hörmander's condition for normal bundles on spaces of immersions.
Math on the Rocks – Shape Analysis Workshop in Grundsund (2015).
arXiv:1511.05883.
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Martin Bauer, Philipp Harms.
Metrics with prescribed horizontal bundle on spaces of curves.
Math on the Rocks – Shape Analysis Workshop in Grundsund (2015).
arXiv:1511.05889.
-
Philipp Harms.
Metrics on spaces of immersions where horizontality equals normality.
Math in the Cabin – Shape Analysis Workshop in Bad Gastein (2014).
eprint:hal‑01076953.
Theses
-
Sobolev metrics on shape space of surfaces.
PhD thesis,
University of Vienna, 2010.
arXiv:1211.3515.
-
The Poincaré Lemma in Subriemannian Geometry.
Master thesis,
Vienna University of Technology, 2008.
arXiv:1211.3531.
Code
-
Martin Bauer, Nicolas Charon,
Philipp Harms, Hsi-Wei Hsieh.
A numerical framework for elastic surface matching, comparison, and interpolation.
github.com/SRNFmatch.
-
Martin Bauer, Martins Bruveris,
Philipp Harms, Jakob Møller-Andersen.
Tools for Riemannian shape analysis with second order Sobolev metrics.
github.com/h2metrics.
Contact and Impressum
scholar.google.com/citations?user=Jv5PE9MAAAAJ
philipp.harms@rise-world.com
RISE Schweiz AG,
Hofmatt 2, 3053 Münchenbuchsee, Switzerland
Last updated in September 2024 by Philipp Harms.