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
---------------------------------------------------…
[View More]-----------------------
---------- 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
[View Less]
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 …
[View More]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/
[View Less]
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 …
[View More]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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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 …
[View More]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).
[View Less]
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 …
[View More]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.phphttps://sites.google.com/site/valentinacammarota/
[View Less]
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 …
[View More]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.phphttps://sites.google.com/site/valentinacammarota/
[View Less]
Si avvisa che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole
Polytechnique terrà un mini-corso dal titolo "Martingale Optimal
Transport" presso il Dipartimento di Matematica dell'Università 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)
…
[View More]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
[View Less]
======================================================
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 …
[View More]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]
[View Less]
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 …
[View More]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/).
[View Less]
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 …
[View More]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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