Random February 2015

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34 participants
45 discussions

corso interdottorato: scambiabilita' e sue applicazioni
by Rigo Pietro 18 Feb '15

18 Feb '15

Si segnala che, nell'ambito dei corsi interdottorato offerti dalle Universita' di Pavia e Milano (Bicocca, Politecnico e Statale), Eugenio Regazzini e Pietro Rigo terranno il corso Scambiabilita' e sue applicazioni. La durata del corso e' di 30 ore (circa). La partecipazione e' aperta a tutti. La prima parte del corso, tenuta da Pietro Rigo, vertera' sul teorema di rappresentazione di de Finetti e su alcune sue conseguenze. La seconda parte, tenuta da Eugenio Regazzini, riguardera' alcune applicazioni della scambiabilita' al'inferenza bayesiana non parametrica. Le prime due lezioni (di due ore circa) saranno tenute Lunedi' 2/3/2015 e lunedi' 9/3/2015, alle ore 14, al Dipartimento di Matematica dell'Universita' di Pavia (via Ferrata 1) Le date delle successive lezioni verranno stabilite di volta in volta, sulla base delle esigenze degli studenti e dei docenti. Eugenio Regazzini e Pietro Rigo

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PhD in Financial Mathematics at the Scuola Normale di Pisa
by Fabrizio Lillo 17 Feb '15

17 Feb '15

The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial Mathematics at the Scuola Normale Superiore di Pisa is open (see http://phd.sns.it/en/ <http://www.sns.it/en/scuola/ammissione/corsodiperfezionamento/scienze/>). This year five scholarships are awarded, two of them funded by Unicredit. The deadline for the application to the Spring session is February 28, 2015. Request of information can be addressed to me. Sincerely, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Call for papers: CIBB 2015, Naples, September 10-12, 2015
by Paola Rancoita 17 Feb '15

17 Feb '15

============================================================================================================================================== *FIRST CALL FOR PAPERS * *CIBB 2015* *12th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics* *CNR Research Area “Napoli 1”, Naples, Italy** **September 10-12, 2015** * *http://bioinfo.na.iac.cnr.it/cibb2015/** **cibb2015(a)gmail.com* ============================================================================================================================================== *Scope of CIBB 2015* CIBB (Computational Intelligence methods for Bioinformatics and Biostatistics) is a meeting with more than 10-year history. Its main goal is to provide a forum open to researchers from different disciplines to present problems concerning computational techniques in bioinformatics, systems biology and medical informatics, to discuss cutting edge methodologies and accelerate life science discoveries. Following this tradition and roots, this year's meeting will bring together researchers from the international scientific community interested in this field to discuss the advancements and the future perspectives in bioinformatics and biostatistics. Applied biologists are also invited to participate in order to propose novel challenges aimed to have high impact for molecular biology and translational medicine. *Technical areas addressed by CIBB 2015 include, but are not limited to:* High dimensional statistical analysis of omic data; Next generation sequencing bioinformatics; Multi-omic data integration; Methods for supervised and unsupervised learning; Prediction of protein structures; Methods for comparative genomics; Algorithms for molecular evolution and phylogenetic analysis; Mathematical modelling and simulation of biological systems; Systems and synthetic biology; Bio-molecular databases and data mining; Bio-medical text mining and imaging; Statistical methods for the analysis of clinical data; Methods for the visualization of high dimensional complex omic data; Software tools for bioinformatics. *CIBB 2015 is jointly organized by:* • INNS International Neural Network Society SIG Bioinformatics • INNS International Neural Network Society SIG Bio-pattern • IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary Computation • Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli The scientific programs of CIBB 2015 will include Keynote Speakers, contributed papers, tutorial and special sessions. The contributed papers will be presented in plenary oral sessions, special sessions, or poster sessions. *Publications* Accepted papers will be published on a flash drive with a specific ISBN number for the conference proceedings. A selection of papers presented at CIBB 2015 will appear in a post-conference monograph. We are in contact with Springer to have them published in the Springer series of Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we are planning to publish the best papers in an extended form in a special issue of an international scientific journal. *Important Dates * Tutorial and Special Session Proposal: April 3, 2015 Paper submission deadline: April 10, 2015 Notification of acceptance: June 12, 2015 Final paper due: July 10, 2015 Conference: September 10-12, 2015 *Tutorials and Special Sessions* *Tutorial proposals* to CIBB, including title, one page long abstract, and short CV of presenters, are due by April 3, 2015. Please send proposals to cibb2015(a)gmail.com. *Special Session proposals* to CIBB, including the session's title and scope, short CV of sessions chairs, preliminary list of at least 4 potential authors are due by April 3, 2015. Proposals of special sessions will be evaluated as soon as they are submitted. A special session must have at least 4 accepted papers. Please send proposals to cibb2015(a)gmail.com *Paper Submission* Papers must be prepared following the guidelines illustrated on the CIBB web site and should be long between 4 and 6 pages. Papers should be submitted in PDF format on the Easy Chair conference system. *Organizing Committee* /General Chairs/ - Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy - Adriano Decarli, University of Milan, Italy - Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden. /Biostatistics Technical Chair/ - Paola MV Rancoita, Vita-Salute San Raffaele University, Italy /Bioinformatics Technical Chair/ - Stefano Rovetta, University of Genova, Italy /Special Session and Tutorial Chairs/ To be communicated /Local Organizing Committee/ Valerio Costa, Institute of Genetics and Biophysics, Italy Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy /Publicity Chair/ Francesco Masulli, University of Genova, Italy & Temple University, USA /Publication Chair/ Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy /Steering Committee/ Pierre Baldi, University of California, Irvine, CA, USA Elia Biganzoli, University of Milan, Italy Alexandru Floares, Oncological Institute Cluj-Napoca, Romania Jon Garibaldi, University of Nottingham, United Kingdom Nikola Kasabov, Auckland University of Technology, New Zealand Francesco Masulli, University of Genova, Italy & Temple University, USA Leif Peterson, TMHRI, Houston, Texas, USA Roberto Tagliaferri, University of Salerno, Italy

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ANNUNCIO SEMINARIO YIMIN XIAO - TOR VERGATA - 25 Febbraio
by Claudio Durastanti 17 Feb '15

17 Feb '15

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 25 Febbraio ore 16 - Aula Conferenze "Claudio D'Antoni" - Dipartimento di Matematica Università di Tor Vergata - Roma Titolo: Fine Properties of Gaussian Random Fields Speaker: Yimin Xiao - Michigan State University ABSTRACT: In this talk, we show that various properties of strong local nondeterminism can be applied for studying fine properties (e.g. exact moduli of continuity, exact Hausdorff measure functions, regularity of local times and intersection local times) of Gaussian random fields defined on R^N taking values in R^d. Examples of such Gaussian random fields include fractional Brownian motion and solution to certain stochastic heat equations with space-time Gaussian noise. We also show that the method can also be applied to some Gaussian fields on the sphere.

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seminario Claudio Macci in Bicocca
by Fabio Bellini 17 Feb '15

17 Feb '15

Il giorno mercoledì 25 febbraio alle ore 16.30 presso l'aula seminari del DISMEQ, al IV piano dell'edificio U7 in piazza dell'Ateneo Nuovo 1, il prof. Claudio Macci del Dipartimento di Matematica della Università di Roma Tor Vergata terrà un seminario su SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and, in some cases, also for maximum likelihood estimators. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Seminario L.Goldstein 20 febbraio 2015 RM1
by Nappo, Giovanna 13 Feb '15

13 Feb '15

*************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' DI ROMA LA SAPIENZA piazzale Aldo Moro 2, Roma *************************************************************** Seminario Prof. Goldstein a Roma 1 Venerdi' 20 febbraio 2015, Ore 14:00, esatte, in Aula di Consiglio Larry Goldstein (University of Southern California) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario dal titolo Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula Abstract: Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v_{0},...,v_{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincaré inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati. *************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Fwd: Conference on Stochastic Portfolio Theory (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

----- Forwarded message from mnutz(a)math.columbia.edu ----- Date: Wed, 11 Feb 2015 23:27:29 -0500 From: Marcel Nutz <mnutz(a)math.columbia.edu> Subject: Conference on Stochastic Portfolio Theory To: mnutz(a)columbia.edu Dear Colleagues, We would like to draw your attention to the Conference on Stochastic Portfolio Theory and Related Topics Columbia University, New York May 8 and 9, 2015 For more information, please visit http://sites.google.com/site/sptconference2015/ All the best wishes, Ioannis Karatzas, Marcel Nutz, Soumik Pal ----- End forwarded message -----

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FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

---------- Forwarded message ---------- Date: Wed, 11 Feb 2015 07:46:02 +0100 From: mjeanbl(a)univ-evry.fr To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) Dear all, Please find attached the call for QFRA2015. Could you please circulate? Thank you Best regards Olivier 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) June 11-12, 2015, Santorini island, Greece Dear Colleague, It is our pleasure to circulate the 2nd announcement of the 1st Symposium on Quantitative Finance and Risk Analysis, QFRA2015 (http://www.liv.ac.uk/qfra-2015/). The symposium is to be held at Santorini Island, Greece during June 11-12, 2015. Focus: Behavioural finance, Commodity Trading, Credit Risk Modelling, Derivatives pricing and hedging, Econophysics, Finance and Stochastics, Financial Engineering, Financial Risk Management, Liquidity Modelling, Operational risk modelling Publications: Special Issue: Quantitative Finance<http://www.tandfonline.com/loi/rquf20#.VNnumc-zWpo> (Taylor and Francis) will publish a special conference issue on papers dedicated to Commodity Pricing and Trading. Presenters who want their paper to be considered for this special issue, should get in touch with Christian Ewald (Managing Editor). Keynote Speakers: Prof. H?lyette Geman<http://www.bbk.ac.uk/ems/faculty/geman>, Birkbeck, University of London, Department of Economics, Mathematics and Statistics, UK. Prof. Calum Turvey<http://dyson.cornell.edu/people/profiles/turvey.php>, Cornell University, Charles H. Dyson School of Applied Economics and Management, USA. Dr. Hans-Georg Zimmermann<http://www.siemens.com/innovation/en/home/pictures-of-the-future/digitaliza…>, Senior Principal Research Scientist within Siemens Corporate Technology Important dates: * March 31, Abstract submission deadline * May 1, Notification of acceptance * May 15, Registration deadline * June 1, Scientific programme * June 11, Symposium Opening Venue: QFRA 2015<http://www.liv.ac.uk/qfra-2015/> will be hosted at the Conference centre of the El Greco Resort<http://www.elgreco.com.gr/> at Stantorini Island. Registration: All the actions related to the QFRA2015 (paper submission, registration etc) may be completed via the Symposium website at http://www.liv.ac.uk/qfra-2015/ Abstracts for presentations should be submitted to qfrasymposium(a)gmail.com<mailto:qfrasymposium@gmail.com> by 31 March 2015. Please note that abstracts should have a front page that contains only the following items: * Title * Authors with affiliation (in bold the presenter) * Abstract * Key references Looking forward to see you in QFRA2015! Symposium Chair, Athanasios Pantelous, Department of Mathematical Sciences, University of Liverpool, UK Georgios Sermpinis, Adam Smith Business School, University of Glasgow, UK Christian Ewald, Adam Smith Business School, University of Glasgow, UK Jason Laws Management School, University of Liverpool, UK [cid:image001.jpg@01D013BF.F6F5CE90] [cid:image002.jpg@01D013BF.F6F5CE90] The symposium is under the umbrella of the EPSRC and ESRC Centre for Doctoral Training on Quantification and Management of Risk & Uncertainty in Complex Systems & Environments<http://www.liv.ac.uk/risk-and-uncertainty/postgraduate/cdt_risk/>

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Seminario ARLOTTO
by Matteo Ruggiero 13 Feb '15

13 Feb '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 Febbraio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alessandro ARLOTTO (Duke University) SEQUENTIAL DECISIONS, TIME DEPENDENCE, AND CENTRAL LIMIT THEOREMS Abstract: We prove a central limit theorem for the sum of functions of (1+m)-dimensional vectors from a time non-homogeneous Markov chain and we show several examples in which this central limit theorem can be used to easily establish the asymptotic normality of the optimal total reward of finite horizon Markov decision problems. By choosing m=0 we recover the classic central limit theorem of Dobrushin (1956). Joint work with J.M. Steele. 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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Postdoc on "Modellizzazione e analisi di reti complesse da Big Data” at the Scuola Normale di Pisa
by Fabrizio Lillo 12 Feb '15

12 Feb '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Modeling and analysis of complex networks from Big Data” and it is funded by the Scuola Normale within the SNS-UniCredit joint initiative *“Dynamics and Information Research Institute - Quantum Information, Quantum Technologies”*. The details of the call are at http://www.sns.it/servizi/job/assegnidiricerca/assegno073/ The research activity concerns the development of analytical and computational models of large complex network of economic, financial, and computational origin; statistical inference on large networks; empirical analysis of networks from BigData. Part of the activity could be performed in collaboration with the R&D Unit of Unicredit Group The deadline is March 2. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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