October 2014 - Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario Cristina di Girolami a Milano-Bicocca
by federica.masiero＠unimib.it 09 Feb '15

09 Feb '15

Il giorno 6 Febbraio, alle ore 15, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, stanza 3014 (terzo piano), la Dott.ssa Cristina di Girolami, Università G. D'Annunzio di Chieti-Pescara, terrà un seminario dal titolo "Stochastic calculus in Banach spaces, an infinite dimensional PDE and stability results" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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Seminario BESKOS
by Matteo Ruggiero 31 Oct '14

31 Oct '14

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi' 7 Novembre 2014 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alexandros BESKOS (University College London) SMC SAMPLERS FOR APPLICATIONS IN HIGH DIMENSIONS Abstract: Sequential Monte Carlo (SMC) methods are nowadays routinely applied in a variety of complex applications: hidden Markov models, dynamical systems, target tracking, control problems, just to name a few. Whereas SMC methods have been greatly refined in the last decades and are now much better understood, they are still known to suffer from the curse of dimensionality: algorithms can sometimes break down exponentially fast with the dimension of the state space. As a consequence, practitioners in high-dimensional Data Assimilation applications in atmospheric sciences, oceanography and elsewhere will typically use 3D-Var or Kalman-filter-type approximations that will provide biased estimates in the presence of non-linear model dynamics. The talk will concentrate on a class of SMC algorithms and will look at ways to reduce the cost of the algorithms as a function of the dimension of the state space. Explicit asymptotic results will clarify the effect of the dimension at the properties of the algorithm and could provide a platform for algorithmic optimisation in high dimensions. Applications will be shown in the context of Data Assimilation, in a problem where the objective is to target the posterior distribution of the initial condition of the Navier-Stokes equation given a Gaussian prior and noisy observations at different instances and locations of the spatial field. The dimension of the signal is in theory infinite-dimensional - in practice 64x64 or more depending on the resolution – thus posing great challenges for the development and efficiency of SMC methods. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/ruggiero

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seminario Carlo Acerbi in Bicocca
by fabio.bellini 31 Oct '14

31 Oct '14

Il giorno lunedì 3 novembre alle ore 17, presso la Sala del Consiglio della Scuola di Economia e Statistica della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Carlo Acerbi, Executive Director a MSCI, presenterà un seminario su: Supply-Demand Symmetry Abstract How does the order book look like in a market where there's perfect balance between supply and demand? The question is less obvious than it sounds, and still awaits formalization. The problem admits a clear formalization based on analogies with change of numeraire techniques. We characterize and classify symmetrical models. Supply-Demand symmetry turns out to be something different from just bid-ask parity of the market cost functions, and the two concepts are shown to coincide only in very liquid regimes. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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CfP: ISIPTA '15, 20-24 July 2015, Pescara, Italy
by Serena Doria 30 Oct '14

30 Oct '14

*ISIPTA '15 CALL FOR PAPERS* 9th International Symposium on Imprecise Probability: Theories and Applications 20-24 July 2015 Pescara, Italy Website with up-to-date information on all aspects of the conference: http://www.sipta.org/isipta15 Scientific program contact: isipta15(a)easychair.org Local organization contact: isipta15(a)unich.it *Important Dates* 30 Jan - Paper abstracts & preliminary papers due 13 Feb - Review-ready papers due 31 Mar - Conference hotel pre-reservation deadline 08 Apr - Paper notification 17 Apr - Poster-only abstracts due 06 May - Poster-only notification 29 May - Early-bird registration deadline (?350 full; ?200 student) *Scope & Symposium Format* ISIPTA is the primary international forum to present and discuss new results related to imprecise probability. We welcome both theoretical and applied original contributions. In this edition, we especially welcome papers connecting imprecise probabilities with related research in fields such as economics, philosophy, sociology, and engineering. There will be no parallel sessions. Each paper that is accepted is presented both (i) in a plenary session, meant for a short introduction and a sketch of the context and relevance; and (ii) in a poster session, where ample time is given for in-depth explanation and discussion. The poster-only track provides a second, free format presentation option. It is also open for preliminary results, challenges, etc. *New: non-proceedings papers* To adapt to different publication cultures in different fields, we introduce a new option: the non-proceeding papers. Authors may request that their contribution is not published in the proceedings in case this precludes later publication of an expanded journal version. The PC will decide on a case-by-case basis. If accepted, a one-page abstract will be published in the proceedings, and the paper must be freely available on-line (e.g., as a working paper). *Already Confirmed Invited Speakers* Massimo Marinacci, AXA-Bocconi Chair in Risk Department of Decision Sciences, Bocconi University, Milan, Italy Itzhak Gilboa, Professor of Economics and Decision Sciences Eitan Berglas School of Economics, Tel-Aviv University, Israel & HEC, Paris, France *Special Issue* After the conference, a special issue with a selection of the accepted papers will be published in an expanded version in the International Journal of Approximate Reasoning. *Steering Committee* T. Augustin (LMU München, Germany) + PC Board G. de Cooman (Ghent University, Belgium) S. Doria (University G. d'Annunzio, Italy) + Local Organization E. Miranda (University of Oviedo, Spain) + PC Board E. Quaeghebeur (CWI, Amsterdam, Netherlands) + PC Board T. Seidenfeld (Carnegie Mellon University, USA) We look forward to your contribution and to seeing you in Pescara!

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Seminario Fabio Caccioli il 4 Novembre alla Scuola Normale Superiore di Pisa
by Fabrizio Lillo 29 Oct '14

29 Oct '14

Martedì 4 novembre 2014 ore 13.00 *Scuola Normale Superiore* Pisa Aula Bianchi (Scienze) *Fabio Caccioli* *University College London* Terrà un seminario dal titolo: *“**Instabilities in portfolio optimization and regularization**”* *Abstract:* *We consider the problem of portfolio selection in presence of market impact, and we show that including a term which accounts for finite liquidity in portfolio optimization naturally mitigates the instabilities that arise in the estimation of coherent risk measures. This is because taking into account the impact of trading in the market is mathematically equivalent to introducing a regularization on the risk measure. We show that the impact function determines which regularizer is to be used, and we characterize the typical behavior of the optimal portfolio in the limit of large portfolio sizes for the case of Expected Shortfall*. Per informazioni scrivere a fabrizio.lillo(a)sns.it -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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SUMMER SCHOOL ON COPULAS: Pau, France, July 13-17, 2015
by Gianfausto Salvadori 28 Oct '14

28 Oct '14

Dear Colleagues, all interested people (especially PhD and Post-doc students) are invited to attend the following Summer School on Copulas. *** SCOPE *** The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system. *** VENUE *** Université de Pau et des Pays de l'Adour. Pau, France, July 13-17, 2015 *** WEB SITE *** http://lma-umr5142.univ-pau.fr/copula/ PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE. THANKS. ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori ____________________________________________________

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METRON: Special Issue on "Latent Variable Models for the analysis of socio-economic data”
by Pierpaolo Brutti 27 Oct '14

27 Oct '14

================================================== METRON – Call for Papers for the Special Issue “Latent Variable Models for the analysis of socio-economic data” Guest Editors: Marco Alfó and Francesco Bartolucci ================================================== Latent variable (LV) models represent an important stream of the statistical literature with application in many fields, such as economics, medicine, psychology, and sociology, and are related to other important classes, such as that of finite mixture models. LV models are naturally applied whenever unobserved heterogeneity between sample units has to be taken into account, typically in a multilevel or longitudinal study, or the characteristic of interest (e.g. quality-of-life of patients suffering from a certain disease) is not directly observable. The special issue is intended to cover approaches based either on continuous or discrete latent variable models, with also particular interest in approaches that combine the use of continuous and discrete latent variables within the same model. The focus is on: - novel statistical approaches in terms of modelling formulations and/or estimation methods; - up-to-date case studies which address the application of such models to socio-economic data; - critical review papers with substantive insights on definition, estimation, and inference for the models of interest. We are enthusiastic of the opportunity offered by the special issue to disseminate LV models in the scientific community, not only among statisticians. Authors who are not sure whether their problems and ideas fall under the call for paper may preliminarily contact the Editors with an initial draft of the paper. All submitted papers under this call will undergo the standard review process of the journal. The deadline for the present call is November 30th, 2014. The special issue is handled through the website of the Journal; the editing and the review process will be handled by the Special Issue Editors Marco Alfó (Sapienza, University of Rome, email:marco.alfo@uniroma1.it) and Francesco Bartolucci (University of Perugia, IT, email: bart(a)stat.unipg.it). Please submit your manuscript at http://www.editorialmanager.com/tron/ ==================================================

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Fwd: [World] 10 PhD studentships in Statistical Applied Mathematics at the University of Bath
by Gustavo Posta 24 Oct '14

24 Oct '14

Begin forwarded message: > From: Andreas Kyprianou <a.kyprianou(a)bath.ac.uk> > Subject: [World] 10 PhD studentships in Statistical Applied Mathematics at the University of Bath > Date: 24 ottobre 2014 12:49:08 GMT+02:00 > To: world(a)alea-research.eu > > > 10 PhD studentships in Statistical Applied Mathematics at the University of Bath > > EPSRC Centre for Doctoral Training in Mathematical Sciences > > University of Bath > > SAMBa - Statistical Applied Mathematics at Bath > www.bath.ac.uk/samba > > The Department of Mathematical Sciences at the University of Bath has established an EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa). We shall be awarding 10 or more new, fully-funded, 4-year studentships, to start in September 2015. These are for exceptionally qualified students to complete PhDs at the interface between applied mathematics, statistics, and probability. > > The four-year funding includes full tuition fee at the home rate, a training support fee of £1,000/annum and standard tax-free maintenance of £13,863/annum (14/15 rate). Please note: only UK and EU students who satisfy research council funding rules are eligible for this funding (http://www.epsrc.ac.uk/skills/students/help/Pages/eligibility.aspx). > > SAMBa will have a cohort of students whose thesis topics range from industrially motivated problems to more abstract problems, using deterministic, probabilistic, statistical and computational mathematical tools. Students will take courses across this mathematical spectrum in the first year. > > The first year of the training involves courses and symposia tailored to the students’ individual learning programme together with thesis scoping seminars and 'Integrative Think Tanks'. These ITTs will be intensive week-long events held twice a year where students are faced with industrial and cross-disciplinary problems and are trained in synthesising relevant mathematical formulations for solving them. > > Each student will finalise a thesis proposal at the end of year 1, and will work on PhD research in years 2-4 under the mentoring of a principal supervisor and a co-supervisor. Successful completion of the first year of the programme will result in the student receiving an M.Res. degree. > > The SAMBa student cohort will be an important source of support, and, as part of the training programme, students will have access to a budget that will allow them to plan semester-long symposia and invite outside speakers. The programme will also support travel to conferences and workshops. > > Expressions of interest should be sent to the Centre Manager, Susie Douglas, via email: samba(a)bath.ac.uk and should include: > • A short statement (250 words) explaining your motivation for applying to SAMBa > • A 2-page CV which includes your academic and work experience and your nationality and country of normal residence (for the past 3 years, not including full time education) > • Scans of your academic transcript(s) > • Information on where you heard about SAMBa > > All applications will be reviewed rapidly and promising applicants will be invited to an interview at Bath. Further information is available on www.bath.ac.uk/samba. > > -- > **************************************************** > * Professor Andreas E. Kyprianou * > * Co-Director SAMBa Centre for Doctoral Training * > * Co-Director Prob-L@B * > * Department of Mathematical Sciences * > * University of Bath * > * Claverton Down * > * Bath BA2 7AY * > * URL: http://www.maths.bath.ac.uk/~ak257/ * > **************************************************** > > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Fwd: [World] TU Graz: One Postdoctoral Position in Combinatorics
by Gustavo Posta 24 Oct '14

24 Oct '14

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Mihyun Kang <kang(a)math.tugraz.at> > Subject: [World] TU Graz: One Postdoctoral Position in Combinatorics > Date: 24 ottobre 2014 09:49:39 GMT+02:00 > To: world(a)alea-research.eu > Reply-To: kang(a)math.tugraz.at > > ------------------------------------------------------------------------------ > TU Graz: One Postdoctoral Position in Combinatorics > ------------------------------------------------------------------------------ > > We are seeking outstanding candidates with expertise and proficiency in analytic and enumerative combinatorics, singularity analysis, saddle-point methods, cycle index sums, Boltzmann sampler, probabilistic and structural graph theory. > > The successful candidate will be employed as a Postdoctoral Researcher for one year with a possibility of extension for a further period of maximum two years within the Austrian Science Fund (FWF) Research Project on > > "Asymptotic Properties of Graphs on a Surface" > > at the Institute of Optimisation and Discrete Mathematics at Graz University of Technology (TU Graz), Austria, http://www.math.tugraz.at/mathb/. > > This is a research position and does not carry any teaching responsibilities. There is however a possibility to teach if one wishes to do so. The preferred starting date is 1 March 2015, but negotiable. > > The basic salary is specified in the FWF standard personnel costs and salaries https://www.fwf.ac.at/en/research-funding/personnel-costs/. There are extra salary payments, the so-called 13th- and 14th-month salaries which are favourably taxed. > > There are very active research groups working on Discrete Mathematics and Combinatorics at TU Graz. For example, TU Graz hosts a doctoral school "Discrete Mathematics" (funded by FWF) https://www.math.tugraz.at/discrete/. > > Further information about the mathematical institutes at TU Graz is available at https://www.math.tugraz.at/ > > Condition of employment: > - Qualified candidates must hold a PhD degree in mathematics or theoretical computer science before the time of appointment > > Application documents: > - Cover letter of application > - Curriculum vitae including the list of publications > - A short statement of research interests > - A list of full contact information of two references who can submit letters of recommendation > > All application documents with reference number P27290 (Kennzahl: P27290) should be electronically submitted in a PDF file by 15 December 2014 to Ms Sandra Wissler, sandra.wissler(a)tugraz.at. > > For further details concerning the content of the research project or to make an informal inquiry, please contact > > Mihyun Kang or Philipp Sprüssel > Graz University of Technology > Institute of Optimization and Discrete Mathematics (Math B) > Steyrergasse 30 > 8010 Graz, Austria > Email: kang(a)math.tugraz.at > spruessel(a)math.tugraz.at > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Assegno di ricerca al Dip. di matematica di Pavia
by Regazzini Eugenio 22 Oct '14

22 Oct '14

In allegato, bando di concorso pubblico, per titoli, progetto e per colloquio, per il conferimento di un assegno di ricerca di tipo A presso il Dipartimento di Matematica "F. Casorati" dell'Università degli Studi di Pavia. Tematica: "Metodi probabilistici per lo studio di equazioni cinetiche: analisi delle condizioni sui dati iniziali per la convergenza delle soluzioni e applicazioni in campo economico-sociale"

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Seminari Matematica Applicata: V. Colizza 23 ottobre
by Alessandra Micheletti 21 Oct '14

21 Oct '14

Apologies for cross posting --------------------------------- SEMINARIO DI MATEMATICA APPLICATA Giovedi 23 Ottobre 2014, ore 11.30 Aula Rappresentanza, Dipartimento di Matematica (Via Saldini 50, Milano) Heterogeneities and the spatial spread of infectious diseases Dr. Vittoria Colizza INSERM & Universite Pierre et Marie Curie (Paris, France) ISI Foundation (Turin, Italy) ABSTRACT The spatial spread of infectious diseases depends on the interplay between local interactions among hosts (and possibly with vectors), along which transmission can occur, and dissemination opportunities presented by the movements of hosts (and vectors) among different communities or locations in space. Many degrees of heterogeneity may characterize this process, induced by large fluctuations in hosts' features (e.g. mixing behavior, frequency and duration of movements, topology and magnitude of movement fluxes) or by variations in pathogen's specific features (e.g. multiple circulation of different viruses, multiple types of transmission). To address these aspects, I'll present a general theoretical modeling framework taking into account the various heterogeneities at play and explore how these may affect the pandemic potential of an emerging infectious disease. Results are discussed in the realm of specific case studies. La S.V. e` cordialmente invitata. ----------------------------------------------------------------------- Home page del seminario: http://www.mat.unimi.it/users/veeser/sma/ Il seminario e` organizzato da: - Dipartimento di Matematica dell'Universita` di Milano, - Scuola di Dottorato in Scienze Matematiche. Per ulteriori informazioni contattare Giacomo Aletti, Lourenco Beirao da Veiga o Andreas Veeser. -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Extrema of Branching Processes and Gaussian Free Fields
by Alessandra Cipriani 21 Oct '14

21 Oct '14

Dear colleagues, we are organising a workshop on Extrema of Branching Processes and Gaussian Free Fields to be held in Berlin (Germany) on November 28 -29, 2014. The program and more information can be found on http://www3.math.tu-berlin.de/stoch/BPGFF2014/index.htm . Invited speakers include: * Elie Aïdékon, * Jian Ding, * Lisa Hartung, * Rajat Subhra Hazra, * Nicola Kistler, * Oren Louidor, * Ré mi Rhodes, * Vincent Vargas, * Ofer Zeitouni, * Olivier Zindy. Please do not hesitate to share this announcement with anyone who might be interested. The deadline for online registration is November 21, 2014 . Best regards, the Organisers (S. Andres, A. Cipriani, J. - D. Deuschel, M. Slowik, W. Werner)

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Fwd: Bando - seconda fascia - Università Cattolica (fwd)
by Tiziano Vargiolu 21 Oct '14

21 Oct '14

-------- Messaggio Inoltrato -------- Oggetto: Bando - seconda fascia - Universit? Cattolica Data: Tue, 21 Oct 2014 08:10:02 +0000 Mittente: Dip. di Matematica Econometria <dip.matematicaeconometria(a)unicatt.it> Presso l'Universita' Cattolica del Sacro Cuore di Milano (Facolta' di Economia) e' indetta una procedura di valutazione scientifico-didattica n. 1 professore universitario di ruolo di seconda fascia da effettuare mediante chiamata ai sensi dell'articolo 18 della legge 30 dicembre 2010, n. 240 per il settore scientifico concorsuale 13/D4 METODI MATEMATICI DELL?ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (Settore scientifico-disciplinare SECS-S/06), con Decreto rettorale n. 1187 del 22 settembre 2014 pubblicato sulla G.U. - 4?serie speciale - concorsi n. 81 del 17 ottobre 2014. SCADENZA: 17 novembre 2014 http://progetti.unicatt.it/progetti-Bando_1187.pdf Dipartimento di Discipline matematiche, Finanza matematica ed Econometria Tel. 02.7234.2303 - fax 02.7234.2324 Universit? Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano www.unicatt.it

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Seminari PARASURAM e MEDINI (RGS & Matematica Applicata)
by Giacomo Aletti 20 Oct '14

20 Oct '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 27 Ottobre 2014, a partire dalle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, Talk 1 (14:30) "Understanding circuit function through detailed mathematical modeling of neuronal population activity" Harilal PARASURAM Computational Neuroscience Lab, Amrita School of Biotechnology Abstract: http://goo.gl/XJz1qL Talk 2 (15:15) "Blood Oxygen Level Dependent (BOLD) Signal Reconstructions on Large-Scale Spiking Network Models" Chaitanya MEDINI Computational Neuroscience Lab, Amrita School of Biotechnology Abstract: http://goo.gl/PiICnw ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Dependence in Risk Measurement and Risk Management - LAST WEEK TO SUBMIT ABSTRACT
by giovanni.puccetti＠unifi.it 20 Oct '14

20 Oct '14

LAST WEEK TO SUBMIT ABSTRACT FOR the Workshop “Dependence in Risk Measurement and Risk Management” https://sites.google.com/site/dependencerisk/ When/where: December 18-19, 2014 at the Novoli campus of the University of Firenze Invited Speakers: FABIO BELLINI (Milano Bicocca) ELENA DI BERNARDINO (CNAM Paris) JEAN JACOD (Paris VI) FABRIZIO LILLO (SNS Pisa) MARK PODOLSKIJ (Aarhus University) Registration: completely free and early registrations also receive free materials Abstract submissions: not later than October 26, 2014 Hope to see you in Firenze!

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Kirone Mallick altro seminario
by Gustavo Posta 18 Oct '14

18 Oct '14

Begin forwarded message: > From: "Faggionato, Alessandra" <faggiona(a)mat.uniroma1.it> > Subject: aggiunta > Date: 17 ottobre 2014 13:49:45 GMT+02:00 > > > Seminario di Probabilita' e Fisica Statistica > > "Fluctuations and large deviations in non equilibrium systems" > by Kirone Mallick (CEA, Saclay, Francia) > > Aula L, Dipartimento di Matematica, La Sapienza > Martedi' 21 Ottobre Ore 14.30 > > > > Abstract: > > Studies of non-equilibrium fluctuations have held a center stage during the > past few decades of the development of non-equilibrium statistical mechanics. > Indeed, macroscopic fluctuations are supposed to display some universal > behaviour, regardless of the precise microscopic dynamics of the process > under study. In this talk, we shall consider a few examples of non-equilibrium > fluctuations: the particle current in an interacting particle system, > the diffusion of a tracer in a one-dimensional gas of > particles with excluded mutual passage and the melting of an Ising quadrant. > These different problems will be analyzed quantitatively with the help > of the macroscopic fluctuation theory. > > > > -- > Prof. Alessandra Faggionato > Department of Mathematics > University La Sapienza > Piazzale A. Moro, 2 > 00186 Rome - Italy

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Seminario KNAPIK
by Matteo Ruggiero 17 Oct '14

17 Oct '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 24 Ottobre 2014 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bartek KNAPIK (Vrije Universiteit Amsterdam) CONVERGENCE RATES OF POSTERIOR DISTRIBUTIONS IN NONPARAMETRIC INVERSE PROBLEMS Abstract: Since the seminal works of Ghosal, Ghosh and van der Vaart (2000) and Shen and Wasserman (2001), posterior contraction has attracted much attention, resulting in the rich literature on this subject. However, these results are not suitable to deal with trully ill-posed inverse problems, where one is interested in the parameter of interest f, given noisy observations of its transformed version Kf. General theorems yield contraction results in some metric measuring the distance between Kf and Kf_0, whereas the interest lies in the distance betweend f and f_0, and these two metrics are not equivalent. In this talk we review (a part of) the existing literature on Bayesian approach to nonparametric inverse problems, and present a general contraction theorem. We show that in mildly ill-posed problems with conjugate priors, both empirical and hierarchical Bayes approaches lead to (nearly) optimal recovery of an infinite-dimensional parameter of interest. Moreover, using our general result, we obtain minimax adaptive concentration rates in two examples in the fixed-design regression setting. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/ruggiero

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Seminario Kirone Mallick a Roma
by Gustavo Posta 17 Oct '14

17 Oct '14

The Asymmetric Simple Exclusion Process, a Review by Kirone Mallick (CEA, Saclay, Francia) Monday, 20 October 2014 from 16:00 to 18:00 (Europe/Rome) at Dip. di Fisica - Edificio G. Marconi ( Aula Conversi ) Abstract The asymmetric simple exclusion process plays the role of a paradigm to study various aspects of non-equilibrium statistical physics. It is a minimal model of interacting particles with transport, that displays interesting collective behaviour and breaks time-reversal symmetry. This system appears as a building block in more realistic descriptions of low-dimensional transport with constraints. During the last twenty years, a large number of exact results have been derived for the exclusion process. The aim of this talk is to review the main techniques used to study this system and some of the important results that have been obtained.

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MOSTRA e CONFERENZA sul matematico René Gateaux
by Nappo, Giovanna 16 Oct '14

16 Oct '14

Vi segnalo la Mostra (21.24 ottobre) e la conferenza (21 ottobre) su René Gateaux presso il Dipartimento di Matematica Università di Roma "La Sapienza" MOSTRA René Gateaux (1889-1914) Itinerario di una gioventù perduta: Dipartimento di Matematica "Guido Castelnuovo" Università di Roma "La Sapienza" 21 -24 ottobre 2014 René Gateaux era un giovane matematico francese. Circa un milione e mezzo di francesi sono morti durante la Prima Guerra Mondiale, e René Gateaux è stato uno di loro. Qualche tempo prima della sua prematura scomparsa, avvenuta nella notte tra il 2 e il 3 ottobre 1914, ebbe diversi contatti scientifici con la comunità matematica romana e in particolare con Vito Volterra. In occasione del centenario dalla morte di René Gateaux, nei locali del Dipartimento di Matematica Guido Castelnuovo (piano terra), si terrà una mostra sui suoi contributi scientifici e sulla sua breve vita: il caso di René Gateaux apporta qualche interessante contributo alla conoscenza del suo periodo storico. La mostra si può visitare durante l'orario di apertura del Dipartimento di Matematica: dalle 8 alle 20. L'ingresso è gratuito Consulenti scientifici: Laurent Mazliak (Université Pierre et Marie Curie, Paris) e Rossana Tazzioli (Université de Lille 1) Concezione grafica: Raphaël Petit Organizzazione locale: Giovanna Nappo e Fabio Spizzichino (Dipartimento di Matematica) CONFERENZA Martedì 21 ottobre, ore 15:30, in Aula Picone del Dipartimento di Matematica "Guido Castelnuovo", il Professor Laurent Mazliak terrà una conferenza introduttiva. René Gateaux (1889-1914) abstract: Nell'ottobre 1914, il giovane matematico René Gateaux fu ucciso nei primi combattimenti della prima guerra mondiale. Aveva 25 anni. La sua fortuna postuma fu di essere stato, durante la sua breve vita, in relazione con importanti matematici, in particolare con Vito Volterra, e di avere lasciato prima di andare in guerra delle carte che diventarono, nelle mani esperte di Paul Lévy, la fonte di sviluppi capitali per la matematica del '900. Nella conferenza, considerata come un'introduzione e un complemento alla mostra omonima presso il Dipartimento di Matematica "Guido Castelnuovo", verranno presentati diversi aspetti di questo sorprendente destino. La conferenza sarà preceduta da una breve introduzione alla derivata di Gateaux, tenuta dal Prof. Antonio Siconolfi (Università di Roma "La Sapienza").

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Fractional Calculus, Probability and Non-Local Operators: Second (and final) call for papers.
by Enrico Scalas 15 Oct '14

15 Oct '14

Second Call for papers Second Workshop on Fractional Calculus, Probability and Non-Local Operators: Applications and Recent Developments BCAM, Bilbao, Basque Country - Spain 10-14 November 2014 Research on non-local operators and related stochastic processes has witnessed a rapid expansion over the past years. These problems pose new challenges to both pure and applied mathematicians, at the interface of at least three wide fields: functional analysis, stochastic processes and partial differential equations, while providing a new paradigm in scientific modelling. Applications range from relativistic models of quantum physics and quantum field theory, to sub-diffusion experimentally observed in molecular physics, from anomalous transport in cells to leptokurtic price distributions in financial markets, or to long-range dynamics ranging from the nano-scale to the geophysical scale. This interaction between mathematics and applications is giving rise to new concepts and methods, and it will produce new challenging mathematical problems for many years to come. Programme Monday 10th - Wednesday 12th Mon 11:30-13:30 / 15:00-19:00 Tue 9:00-12:00 / 15:00-16:00 / 17:00-19:00 Wed 9:00-12:00 / 15:00–18:00 PhD/PostDoc level course on "Fractional Kinetics: Analytic and Probabilistic Approaches" Vassili Kolokoltsov (University of Warwick, UK) Jozsef Lorinczi (Loughborough University, UK) Enrico Scalas (University of Sussex, UK) Tue 16:00-17:00 BCAM Scientific Seminar J. M. Sanz-Serna (University “Carlos III” Madrid, Spain) “Nonsymplectic uses of symplectic integrators” Thursday 13th - Friday 14th Thu, Fri 9:30-12:00 / 15:00-17:30 Workshop with specialist talks presented by Invited Speakers and by young researchers. A permanent poster session will be organised as well. Invited Talks: Luisa Beghin (University "La Sapienza" Rome, Italy) ”Stable processes at Poisson times in connection with the fractional shift operator" Kamil Kaleta (University of Wroclawska, Poland) “Lévy processes with uniformly dominated sequences of jumps" Joseba Mendiguren (Mondragon University, Spain) “Fractional Calculus application on mechanical engineering problems" Paolo Paradisi (ISTI-CNR Pisa, Italy/BCAM, Spain) “stochastic processes for space-time fractional diffusion” Juan Luis Vazquez (Autonomous University of Madrid, Spain) “Nonlinear diffusion with fractional Laplacian operator” Grants are available for attendees. For registration write to fcpnlo(a)gmail.com, no registration fee is required. To submit your abstract for a poster or a presentation (deadline: 24th of October, 2014) and further information, please write to: fcpnlo(a)gmail.com Sincerely Yours, Jozsef Lorinczi Gianni Pagnini Enrico Scalas

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FLAFR: Bando 2014 - Borse Premio per lo svolgimento di tesi di laurea magistrale
by Irene Crimaldi 15 Oct '14

15 Oct '14

Bando 2014 - BORSE PREMIO PER LO SVOLGIMENTO DI TESI DI LAUREA MAGISTRALE. Le borse sono messe a disposizione dalla Fondazione Lucchese per l’Alta Formazione e la Ricerca (FLAFR). Gli argomenti di tesi sono: Tema 1: Crisi e innovazione. Tema 2: Modelli, metodologie e strumenti software per lo sviluppo e l'analisi di sistemi ICT. Tema 3: Modelli e metodologie per l'analisi delle reti complesse e loro applicazione. Tema 4: Metodologie e strumenti software per l'analisi e il controllo di sistemi dinamici. Tema 5: Modelli stocastici e metodologie statistiche per lo studio di problematiche in campo economico, informatico o ingegneristico. Tema 6: Modelli teorici, numerici e sperimentali per l'ottimizzazione delle proprietà superficiali della carta. Per ulteriori dettagli, potete consultare il link http://www.fondazioneluccheseafr.it/borse_tesi.html. Irene Crimaldi IMT Institute for Advanced Studies Lucca

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Seminario Giuliana Cortese (Università di Padova) - 28/10/2014
by Giacomo Aletti 14 Oct '14

14 Oct '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Si comunica che in data 28 Ottobre 2014, ore 11, presso la Sala di Rappresentanza del Dipartimento di Matematica dell'Università degli Studi di Milano La dott.ssa Giuliana Cortese, del dipartimento di Statistica dell'Università di Padova, terrà un seminario dal titolo "Dynamic predictions via competing risks regression models with application to chemotherapy in breast cancer" Abstract In breast cancer, the risk for cardiotoxicity due to chemotherapy typically increases with the cumulative dose of treatment over time. Therefore, it is of interest to predict the cumulative risk for cardiotoxicity in a dynamic way, while controlling the competing risk for mortality. For this purpose, we consider a competing risks regression model with two events, cardiotoxicity and death. A second aim is to predict optimal cumulative doses along a given treatment time that keep the cumulative risk for cardiotoxicity below a certain threshold (e.g. <5%). We face these prediction problems with different regression models for competing risks, accounting for all the time-dependent information in the data. For example, some covariates are assumed to have time-varying effects, and the cumulative dose was included as (internal) time-dependent covariate into the models. A landmark analysis was used to obtain dynamic predictions. In this applied context, we compare the competing risks approach based on cause-specific hazards and the direct regression models that allow finding a one-to-one relationship between cumulative risks and covariates. These models were then employed to predict optimal cumulative doses at a sequence of landmark time points. To control and correct also for the increased risk of dying, we finally predict optimal cumulative doses when a illness-death model is considered. Implementation in R is also discussed. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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2014 Nicola Bruti Liberati Prize (IV edition)
by Tiziano Vargiolu 13 Oct '14

13 Oct '14

---------- Forwarded message ---------- Date: Mon, 13 Oct 2014 09:47:36 +0000 From: Daniele Marazzina <daniele.marazzina(a)polimi.it> To: "basso(a)unive.it" <basso(a)unive.it>, "vargiolu(a)math.unipd.it (vargiolu(a)math.unipd.it)" <vargiolu(a)math.unipd.it> Subject: 2014 Nicola Bruti Liberati Prize (IV edition) Con preghiera di diffusione tramite le vostre mailing-list. Grazie, Daniele Marazzina >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 2014 Nicola Bruti Liberati Prize (IV edition) The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2014 Nicola Bruti Liberati Prize (IV edition) which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while he was completing his PhD thesis at the University of Technology. At that time, he was also cooperating with the Quantitative Finance group of the Department of Mathematics of the Politecnico di Milano. In order to commemorate Nicola, his family and the Department of Mathematics of the Politecnico di Milano offer an annual prize of E3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society. Theses defended in 2013 and 2014 must be submitted no later than January 31st, 2015. The call for scholarship can be downloaded from the QFinLab web-site (www.mate.polimi.it/qfinlab) or at the following urls [ENG] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw 6q/Bruti_Liberati_Prize_2014.pdf [ITA] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw 6q/borsa_di_studio_Bruti_Liberati_2014.pdf

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2014 Nicola Bruti Liberati Prize (IV edition)
by Daniele Marazzina 13 Oct '14

13 Oct '14

?The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2014 Nicola Bruti Liberati Prize (IV edition) which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while he was completing his PhD thesis at the University of Technology. At that time, he was also cooperating with the Quantitative Finance group of the Department of Mathematics of the Politecnico di Milano. In order to commemorate Nicola, his family and the Department of Mathematics of the Politecnico di Milano offer an annual prize of E3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society. Theses defended in 2013 and 2014 must be submitted no later than January 31st, 2015. The call for scholarship can be downloaded from the QFinLab web-site (www.mate.polimi.it/qfinlab) or at the following urls [ENG] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw6q/Bru… [ITA] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw6q/bor…

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Seminario Sathyaa SUBRAMANIYAM (RGS & Matematica Applicata)
by Giacomo Aletti 13 Oct '14

13 Oct '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 20 Ottobre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, Sathyaa SUBRAMANIYAM - Department of Brain and Behavioral Science, University of Pavia, Italy - Consorzio Interuniversitario per le Scienze Fisiche della Materia (CNISM), Pavia, Italy terra' una conferenza dal titolo Detailed computation model for a cerebellar excitatory interneuron Abstract: Unipolar Brush Cells (UBCs) have been suggested to play a critical role in cerebellar functioning, yet the corresponding cellular mechanisms remain poorly understood. UBCs have recently been reported to generate, in addition to early-onset glutamate receptor-dependent synaptic responses, a late-onset response (LOR) composed of a slow depolarizing ramp followed by a spike burst (Locatelli et al., 2013). The LOR activates as a consequence of synaptic activity and involves an intracellular cascade modulating H- and TRP-current gating. In order to assess the LOR mechanisms, we have developed a UBC multi-compartmental model (including soma, dendrite, initial segment and axon) incorporating biologically realistic representations of ionic currents and a cytoplasmic coupling mechanism regulating TRP and H channel gating. The model finely reproduced UBC responses to current injection, including a burst triggered by a low-threshold spike sustained by CaLVA currents, a persistent discharge sustained by CaHVA currents, and a rebound burst following hyperpolarization sustained by H- and CaLVA-currents. Moreover, the model predicted that H- and TRP-current regulation was necessary and sufficient to generate the LOR and its dependence on the intensity and duration of mossy fiber activity. Therefore, the model showed that, using a basic set of ionic channels, UBCs generate a rich repertoire of bursts, which could effectively implement tunable delay-lines in the local microcircuit. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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