Random November 2015

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PRIN: Progetti di Ricerca di Rilevante Interesse Nazionale (fwd)
by Tiziano Vargiolu 11 Nov '15

11 Nov '15

Ricevo e inoltro. Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Wed, 11 Nov 2015 17:27:23 +0100 From: Antonella Basso <basso(a)unive.it> To: Soci AMASES <amases-soci(a)listserv.unive.it> Subject: [amases-soci] PRIN: Progetti di Ricerca di Rilevante Interesse Nazionale Cari Soci AMASES, vi inoltro il seguente avviso di pubblicazione del bando PRIN 2015 (pubblicato sul sito MIUR nelle more della registrazione da parte della Corte dei Conti). Cordiali saluti Antonella Basso ------------------------------------------- PRIN: Progetti di Ricerca di Rilevante Interesse Nazionale E' stato pubblicato il bando PRIN 2015. Il bando finanzia proposte in tutti i temi di ricerca e promuove collaborazioni tra enti, offrendo anche la possibilit? di partecipare individualmente. L'obiettivo del bando ? il rafforzamento delle basi scientifiche nazionali, anche in vista di una pi? efficace partecipazione alle iniziative europee. I progetti, di durata triennale, possono prevedere finanziamento massimo di 1 milione di euro, su un budget totale di 91 milioni; una quota ? riservata ai Principal Investigator di et? inferiore a 40 anni. L'Ufficio Ricerca Nazionale ? disponibile per informazioni e supporto alla presentazione di proposte progettuali. scadenza: 22 dicembre 2015 info: http://attiministeriali.miur.it/anno-2015/novembre/dd-04112015.aspx -- Antonella Basso Dipartimento di Economia Universit? Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Two Positions at Otago University
by elisa＠mi.imati.cnr.it 11 Nov '15

11 Nov '15

Alla cortese attenzione dei possibili interessati. Lecturer/Senior Lecturer in Statistics (2 positions; both confirmation Path) DEPARTMENT OF MATHEMATICS AND STATISTICS UNIVERSITY OF OTAGO Te Whare Wananga o Otago Dunedin, New Zealand To build our Statistics Group we are offering an opportunity for two permanent academic appointments that would suit motivated persons who wish to live in the vibrant southern city of Dunedin, gateway to the beautiful Otago Region of New Zealand. These positions are ideal for active researchers who want to further their career in an academic environment, particularly those interested in collaborative research with academics in medical and scientific fields. University of Otago is one of New Zealand's most research intensive Universities and members of the Department are well-placed to collaborate. Research interests of staff at Otago include environmental and ecological statistics, Bayesian inference, statistical theory, point processes, spatial statistics, biostatistics and bioinformatics. We welcome applications from candidates wishing to extend their research in any area of statistics. The successful applicants will teach statistics at the undergraduate and postgraduate levels, and supervise postgraduate research students. The research/teaching nexus is emphasised at Otago and we structure teaching loads to facilitate personal scholarship of our academics as well as to expose our students to research-informed teaching. Candidates should have a PhD in Statistics, a commitment to ongoing statistical research, and experience in teaching. We welcome international candidates and can provide financial assistance for relocation and visa applications. We encourage academics to maintain international research connections and support this with generous research and study leave provisions. The Department is committed to diversity in staffing and we encourage applications from women and other groups who are under-represented in the mathematical and statistical sciences. The University has generous parental leave provisions and operates childcare centres covering the period birth to eight years. The salary range for a Lecturer is $76,595 to $91,971 and for an exceptional candidate the Senior Lecturer salary range is $96,832 to $120,931. The positions are full time and permanent subject to the satisfactory completion of the confirmation path objectives for new appointees. Note that the U.S. equivalent level of appointment (for Lecturer) is Assistant Professor and that confirmation path is equivalent to tenure-track. Specific enquiries about these positions may be directed to Professor Richard Barker (phone +64 3 479 7756, email rbarker(a)maths.otago.ac.nz). Further details: https://otago.taleo.net/careersection/2/jobdetail.ftl?lang=en&job=1501638 Information about the Department: www.maths.otago.ac.nz. Applications quoting reference number 1501638 close on Friday 15 January 2016. Please apply online at: www.otago.ac.nz/jobs Equal opportunity in employment is University policy. E tautoko ana Te Whare Wananga o Otago i te kaupapa whakaorite whiwhinga mahi. Additional information: Dunedin: www.cityofdunedin.com/ Dunedin City Council: www.dunedin.govt.nz/ Otago: www.otago.co.nz/ University of Otago: www.otago.ac.nz/ Immigration New Zealand: www.immigration.govt.nz/

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I: Multi-armed Bandit Workshop 2016 at STOR-i, Lancaster University, UK
by Cecchi, F. 10 Nov '15

10 Nov '15

Da: peter.jacko(a)gmail.com [peter.jacko(a)gmail.com] per conto di Peter Jacko [p.jacko(a)lancaster.ac.uk] Oggetto: Multi-armed Bandit Workshop 2016 at STOR-i, Lancaster University, UK -------- Multi-armed Bandit Workshop 2016 at STOR-i, Lancaster University, UK Dates: 11-12 January 2016 Webpage: http://www.stor-i.lancs.ac.uk/research/Workshops/Multi-armed-Bandit-Workshop The STOR-i Centre for Doctoral Training, which is a joint venture of the Operational Research group at the Department of Managment Science and the Statistics group at the Department of Mathematics at Lancaster University with strong links to the industry, will be holding a specialist workshop on multi-armed bandits. Lancaster university has a long tradition of research on this topic and several STOR-i PhD students have contributed to it. The multi-armed bandit problem has become classic because of its extreme difficulty. Researchers from different fields, especially statistics, operational research, applied probability and computer science, have made theoretical contributions that in the recent years started gaining wider popularity in practice due to the huge modelling power of this problem. This workshop will provide a forum for stimulating discussions, especially across the approaches that have developed independently of each other. The list of invited speakers includes recognised experts on reinforcement learning bandits, restless bandits, non-parametric bandits, Bayesian bandits, etc., covering both theoretical advances and applications in information technology, business & management, communications networks, health care, etc. We are grateful to EPSRC for support of the series of specialed workshops at STOR-i and to the London Mathematical Society for additional support for this workshop, in particular for significantly enhanced support for UK PhD students. Important Dates Friday 20th November 2015: Abstract submission and student bursaries request deadline Monday 14th December 2015: Registration deadline Monday 11th - Tuesday 12 January 2016: Workshop Invited Speakers (confirmed) Alexandra Carpentier - University of Potsdam, Germany Chris Gamble - Google UK Kevin Glazebrook - Lancaster University, UK Michael N. Katehakis - Rutgers University, USA Emilie Kaufmann - DYOGENE-INRIA, France Odalric Maillard - INRIA France Remi Munos - Google DeepMind, UK Yevgeny Seldin - University of Copenhagen, Denmark Sofia S. Villar - MRC Biostatistics Unit, UK Abstract Submission We invite researchers and practitioners to present their work on multi-armed bandits by submitting an abstract below. Please, send your name, e-mail, affiliation, title and abstract including a list of co-authors in a one-page PDF format by e-mail to stor-i-bandits(a)lancaster.ac.uk<mailto:stor-i-bandits@lancaster.ac.uk> by Friday 20th November 2015. We will aim at accommodating all the accepted abstracts as talks, but some may be accepted as posters. The topics of the workshop include, but are not limited to, the following: - multi-armed bandit formulations: classic, adversial, non-parametric, Bayesian, restless, stochastic, infinitely-armed, many-armed, arm-aquiring bandits, best-arm identification, etc. - theoretical aspects of exploration–exploitation tradeoff in sequential experimental design - optimality and convergence of randomised algorithms, index rules, and myopic policies - characterisation, computation, approximation and learning of (near-)optimal policies - applications of multi-armed bandit models in practice Student bursaries We have funding to support UK PhD students to attend the workshop. To apply, please email stor-i-bandits(a)lancaster.ac.uk<mailto:stor-i-bandits@lancaster.ac.uk> by Friday 20th November with a description of your current research topic and why the workshop is important to you. Registration To register, please go to the registration page: http://online-payments.lancaster-university.co.uk/browse/extra_info.asp?com… . The registration fee is £100 to be paid by Monday 14th December. Registration for STOR-i students is free, but is required by Monday 7th December. The conference fee includes access to the workshop presentations, meals and the conference dinner, but you will need to book your own accommodation. Programme The workshop will be held on Monday 11th and Tuesday 12th January 2016, from 9:00 - 18:00. The workshop dinner will be held on Monday. Detailed program of accepted presentations will be announced in early December 2015 Organisers David Leslie, Steffen Grunewalder, Peter Jacko. Location Postgraduate Statistics Centre Lancaster University Lancaster United Kingdom LA1 4YF -- ------------------------------------- Peter Jacko ------------------------------------- Lecturer in Management Science Department of Management Science Lancaster University Management School Lancaster, LA1 4YX, UK p.jacko(a)lancaster.ac.uk<mailto:p.jacko@lancaster.ac.uk> | +44-15245 94035 | Office B57 scholar.google.com/citations?user=Ym1nWHEAAAAJ<http://scholar.google.com/citations?user=Ym1nWHEAAAAJ> http://www.lancaster.ac.uk/lums/people/peter-jacko -------------------------------------

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Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 9 novembre 2015
by Alessandro Marcon 09 Nov '15

09 Nov '15

Gentilissimi/e, vi invio un avviso di seminario, con preghiera di massima diffusione. Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le Grazie 8 (VERONA). Distinti saluti, Alessandro Marcon Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668 Avviso di SEMINARIO Lunedì 9 novembre 2015 (ore 13.00-13.45) Aula E - Istituti Biologici (Istituti Biologici 2, blocco B, secondo piano) Dr. Cosetta Minelli Senior Lecturer in Medical Statistics, National Heart and Lung Institute, Imperial College London *Mendelian randomization: * *The use of genes as instruments to strengthen causal inference in epidemiology* Mendelian randomization is an approach that uses genes as instrumental variables to derive unconfounded estimates of the effects of risk factors (e.g. biomarkers) on disease traits, and is therefore increasingly being used in epidemiology to distinguish causal from spurious associations. Since genes are randomly allocated at conception, genetic effects on a biomarker cannot be affected by classical confounding (e.g. lifestyle factors) or reverse causation (e.g. biomarker level being influenced by the presence of disease). Demonstration that a genetic variant known to modify the biomarker also modifies the disease trait represents indirect evidence of a causal biomarker-disease association. The validity of Mendelian Randomization, however, is based on instrumental variable assumptions, the most important being absence of pleiotropy. This talk will describe the approach, discuss ways to assess pleiotropy, highlight opportunities and challenges offered by available genome-wide data, and discuss its extension to the field of epigenetics (two-step epigenetic Mendelian randomization).

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TOR VERGATA - GIOVANNI LUCA TORRISI - MAURIZIA ROSSI - 17 NOVEMBRE
by Valentina Cammarota 06 Nov '15

06 Nov '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Avviso di seminario al Dipartimento di Matematica, Universita` di Roma Tor Vergata Martedi` 17 novembre Ore 14:15 in Aula D'Antoni Giovanni Luca Torrisi (Istituto per le Applicazioni del Calcolo "Mauro Picone" (C.N.R.)) Gaussian approximation of Hawkes processes Abstract: We give a general Gaussian bound for the innovation of a point process with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply this result to Hawkes processes, providing a quantitative central limit theorem. Ore 16 in Aula Dal Passo Maurizia Rossi (Universita` di Roma Tor Vergata) The geometry of spherical random fields (discussione tesi di dottorato) Tutti gli interessati sono invitati a partecipare. . Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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TOR VERGATA - COLLOQUIUM GIOVANNI PECCATI - ALESSANDRO ARLOTTO - 18 NOVEMBRE
by Valentina Cammarota 06 Nov '15

06 Nov '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio di Colloquium al Dipartimento di Matematica, Universita` di Roma Tor Vergata Mercoledi` 18 novembre 2015 in Aula Dal Passo Ore 15 Giovanni PECCATI (Universite' du Luxenbourg) Connecting and projecting random points: a gate to novel functional estimates Abstract: I will formulate two simple models of stochastic geometry: the first one involves the projection of a random Gaussian point on a closed convex cone, and the second one consists in the construction of a random graph on the plane. For each of them, I will explain how the fluctuations of several key quantities can be controlled by using functional inequalities, like Poincare', logarithmic Sobolev and information/transport estimates. The resulting bounds will allow us to present a number of quantitative results that are part of a growing body of literature focussing on probabilistic approximations via variational techniques, that have been successfully applied to fields as diverse as compressed sensing, the geometry of random fields on homogeneous spaces, polymer models, computer sciences and time series analysis. The presentation will be adapted to a general mathematical audience, and is based on a large number of contributions by many authors, spread over almost a decade. Ore 16: coffee break Ore 16:45 Seminario Alessandro Arlotto (Duke University) Finite Horizon Markov Decision Problems and a Central Limit Theorem for Total Reward Abstract: We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally non-homogeneous Markov chains, and the principal innovation is that here the summands are permitted to depend on both the current state and a bounded number of future states of the chain. We show through several examples that this added flexibility gives one a direct path to asymptotic normality of the optimal total reward of finite horizon Markov decision problems. The same examples also explain why such results are not easily obtained by alternative Markovian techniques such as enlargement of the state space. Tutti gli interessati sono invitati a partecipare. .. Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Fausto Gozzi 05 Nov '15

05 Nov '15

Si avvisa che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole Polytechnique terrÃ un mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'UniversitÃ di Pisa. L'abstract ed il calendario sono riportati di seguito. -------------------------------------------------------------- - MER 9/12: ore 16 - 18 (Aula riunioni) - GIO 10/12: ore 10 - 12 (Aula seminari) - GIO 10/12: ore 15 - 17 (Aula seminari) - VEN 11/12: ore 9 - 13 (Aula seminari) Abstract: We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale version of the cyclic monotonicity condition together with of the one-dimensional Brenier theorem. We finally show the connection between continuous-time martingale transport and the Skorohod embedding problem, and we provide some applications. Fausto Gozzi >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old addresses: > >Fausto Gozzi >Dipartimento di Matematica per le Decisioni >Economiche Finanziarie e Assicurative >Facolta' di Economia >Universita' di Roma La Sapienza >via del Castro Laurenziano 9 >00161 Roma >Italy >tel 06/49766275 (office) >FAX 06/49766765 > >and also > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >via Filippo Buonarroti n. 2 >56127 Pisa >Italy >tel 050/2213270 >FAX 050/2213224 >e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Conference MAF 2016 - Second call for paper
by Marco Corazza 05 Nov '15

05 Nov '15

====================================================== Seventh International Conference on MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE March 30-31 and April 1, 2016 University Paris-Dauphine - Paris (France) http://maf2016-paris.dauphine.fr/fr.html ====================================================== Second call for papers ====================================================== Dear All, the seventh international conference "MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). You can download the instructions for authors and the template from the webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html. Here, I highlight only a few things: 1) Submission of abstracts (no more than two pages) within December 1, 2015. 2) Notification of the abstract acceptance within January 11th, 2016. 3) Please, give the widest possible diffusion to the call for paper. See you in Paris, Marco (Corazza) P.S. - Apologies for cross sending. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<If a risk measure is coherent for return distributions, it may not be coherent for payoff distributions.>> S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]

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Postdoc position in Probability, at the University of Bath, UK
by Pietro Caputo 05 Nov '15

05 Nov '15

Postdoc in probability at the University of Bath, UK A postdoc (research associate) position is available in the area of probability starting from 1st October 2016, or a date to be agreed. The position will be available for up to 3 years. The position is funded by the EPSRC fellowship "Mathematical analysis of strongly correlated processes on discrete dynamic structures" of Dr. Alexandre Stauffer. The area of research will be centered on the mathematical analysis of random large-scale interacting systems, such as interacting particle systems, random walks and other stochastic processes in random or dynamic environments, percolation, spin systems, and dynamically evolving graphs. The ideal candidate is expected to have a strong background in probability theory, and have a PhD in mathematics, theoretical computer science or related areas. The successful applicant will be associated with the probability laboratory (Prob-L@B) of the Department of Mathematical Sciences at the University of Bath. Prob-L@B is one of the world’s most vibrant probability groups, with eight permanent members, a large cohort of PhD students and postdocs, and a large number of different research activities and international visitors. Applications made to the on-line system should include: * an updated curriculum vitae, * the names and contact details of three academic referees, * a one-page research statement describing your research interests, your experience in the area of the position and your career aspirations. Deadline for applications: 20th January 2016. To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 Interview of short-listed applicants is expected to take place in the week of 15th February 2016. For informal enquiries please contact Dr. Alexandre Stauffer (a.stauffer(a)bath.ac.uk). For more information visit the website of Dr. Alexandre Stauffer (http://people.bath.ac.uk/ados20/) and Prob-L@B (http://www.bath.ac.uk/research/centres/probability-laboratory/).

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de Finetti Risk seminar - november 2015
by Emanuela Rosazza 04 Nov '15

04 Nov '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Title: Dynamic programming approach to Principal-Agent problems NIZAR TOUZI Ecole Polytechnique, Paris - France Abstract: We consider a general formulation of the Principal-Agent problem from Contract Theory, on a finite horizon. We show how to reduce the problem to a stochastic control problem which may be analyzed by the standard tools of control theory. In particular, Agent’s value function appears naturally as a controlled state variable for the Principal’s problem. Our argument relies on the Backward Stochastic Differential Equations approach to non-Markovian stochastic control, and more specifically, on the most recent extensions to the second order case. LOCATION: The seminar will be held on Wednesday, November 18, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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