Random May 2016

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Seminario NICKL
by Matteo Ruggiero 03 May '16

03 May '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 6 Maggio 2016 alle ore 16:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Richard NICKL (University of Cambridge) NONPARAMETRIC BAYESIAN INFERENCE FOR DISCRETELY SAMPLED DIFFUSIONS We consider the nonlinear statistical inverse problem of making inference on the unknown parameters of a diffusion process describing the solution of a stochastic differential equation. The observation regime is such that the process is sampled at discrete time points that are a fixed distance apart, and we investigate the asymptotic regime when more samples accrue in the time horizon (thus avoiding unrealistic `high frequency’ assumptions). We shall briefly review frequentist estimation techniques and then turn to Bayesian nonparametric approaches to the problem, which have recently been shown to be computationally tractable (work of A. Stuart, G. Roberts and co-authors). A theory of frequentist contraction rates for the posterior distribution has been elusive for several years, and we present first rigorous, minimax optimal contraction rates for posterior distributions arising from natural prior distributions on infinite-dimensional parameter spaces on the drift and diffusion coefficient. We will discuss what can be learnt from these results for the choice of prior in such problems, as well as for the Bayesian analysis of general nonlinear inverse problems. In the proofs we obtain some new (functional) concentration inequalities for additive functionals of Markov chains arising from diffusions that are of independent interest. This is joint work with Jakob Soehl (Cambridge), see http://arxiv.org/abs/1510.05526 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 www.matteoruggiero.it

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PhD Studentships in Statistical Sciences - University of Padova, Italy
by Patrizia Piacentini - PhD 03 May '16

03 May '16

Seven PhD studentships will be available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2016*). *Eligibility* The studentship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2016). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2016. *How to apply* The call will be published on *May 17 (deadline June 16)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 *Applications are only accepted online* *Further information* See http://www.stat.unipd.it/fare-ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, Monica Chiogna PhD Course Coordinator

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CIME-EMS Summer School on Singular Random Dynamics
by FRANCO FLANDOLI 03 May '16

03 May '16

CIME-EMS Summer School on Singular Random Dynamics Cetraro (CS) - August 22 - August 27, 2016 Registration is open until end May at http://web.math.unifi.it/users/cime/ MINI-COURSES ============ Massimiliano Gubinelli (IAM, Bonn) Applications of controlled paths to problems in stochastic analysis Martin Hairer (Univ. Warwick) Stochastic PDEs and Renormalisation Panagiotis Souganidis (Univ. Chicago) Hamilton-Jacobi partial differential equations and conservation laws with rough time signals and applications Nikolay Tzvetkov (Univ. Cergy-Pontoise) On Hamiltonian partial differential equations with random initial conditions ============ We look forward to seeing you in Cetraro, Franco Flandoli, Massimiliano Gubinelli, Martin Hairer

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seminario B. Huang
by Daniela De Canditiis 03 May '16

03 May '16

Lunedì 9 Maggio 2016 alle ore 14:00, presso l’Aula 1B1 dip. SBAI Università La Sapienza di Roma, si terra' il seguente seminario: SPEAKER: Bill Hsin-Hsiung Huang, Ph.D. (Dep. Of Statistics University of Central Florida) TITLE: An Affine-Invariant Bayesian Cluster Process with Split-Merge Gibbs Sampler ABSTRACT: We develop a clustering algorithm which does not requires knowing the number of clusters in advance. Furthermore, our clustering method is rotation-, scale- and translation-invariant coordinatewise. We call it “Affine-invariant Bayesian (AIB) process”. A highly efficient split-merge Gibbs sampling algorithm is proposed. Using the Ewens sampling distribution as prior of the partition and the profile residual likelihoods of the responses under three different covariance matrix structures, we obtain inferences in the form of a posterior distribution on partitions. The proposed split-merge MCMC algorithm successfully and efficiently estimate the partition. Our experimental results indicate that the AIB process outperforms other competing methods. In addition, the proposed algorithm is irreducible and aperiodic, so that the estimate is guaranteed to converge to the posterior distribution. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Daniela De Canditiis -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49270942 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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