Random June 2016

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24 participants
33 discussions

Seminario GOLDIN (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti 07 Jun '16

07 Jun '16

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, in collaborazione col centro ADAMSS e il CIMAB, il giorno venerdì 24 Giugno 2016, alle ore 17.00, nell'Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Neuronal Classification from Network Connectivity " Rebecca GOLDIN George Mason University Abstract The mammalian brain is a large network of neurons (~10^8 in rodents up to 10^11 in humans) sparsely interconnected by synapses (~10^4 per neuron). Most synapses are directional contacts between extensive tree-like structures, namely the axon of the output neuron and the dendrite of the input neuron. The ongoing assembly of complete maps of such circuits (“connectomes”) is crucial to understanding the brain structure-function relationship. Although the exact connectivity pattern of each neuron is unique, the common working assumption posits the existence of distinct “neuronal classes”, such that neurons in the same class share more similar connectivity patterns than neurons in different classes. A rigorous definition of this concept is still lacking, and even the order of magnitude of the number of neuronal classes is source of wide disagreement in neuroscience. Connectomic data may become available within the next decade for at least parts of nervous system in animal models, yet the mathematics to analyze these data is still underdeveloped. Indeed, that same mathematics should inform the data collection itself: Should we collect as much data from one animal as possible, or from as many animals as possible? Are more data with less precision better or worse than more precision with less data? We developed a class of probabilistic models that formalizes the concept of neuronal class based on network connectivity. Given a complete list of all neurons and their connections in a network, the model derives the number of neuronal classes, and an assignment of each neuron to a class. We fit the model using sparse singular value decomposition, and cluster the latent vectors into groups, and infer the neuronal classes. We tested the models on neurobiologically realistic simulated data, and found that our approach is robust and computationally tractable. We generated 50 graphs with 32,768 vertices each by stochastically assigning (secret) groups. One model consistently returned 100% correct class assignment, with 2% error in individual neural assignment, and reconstructed probability matrices well within the precision specified in the original probability matrix. This method provides a practical and theoretical foundation to bridge neuronal- and system-level neuroanatomy. Joint work with: Giorgio Ascoli, Carey Priebe, David Marchette, Paul Salomonsky, and Joshua Vogelstein t. ================= 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/.(http://rgs.mat.unimi.it/) -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.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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Seminario di Probabilità - Padova
by Paolo Dai Pra 06 Jun '16

06 Jun '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 9 Giugno, alle 14:30, in Sala Riunioni del VII piano (accesso scale A e B) della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Giuseppe Cannizzaro AFFILIATION: TU Berlin TITLE: Malliavin Calculus for Regularity Structures: the case of gPAM ABSTRACT: The theory of Regularity Structures allowed to solve a number of ill-posed stochastic partial differential equations. In this presentation, after recalling the main aspects of Hairer's work, we will show how it is possible to introduce Malliavin Calculus tools in this context in order to investigate probabilistic properties of the solutions to such equations. We will focus on one standard example of the theory, namely the generalized Parabolic Anderson Model (gPAM), and prove that its solution, when evaluated at a space-time point, admits a density with respect to the Lebesgue measure. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminari del prof. Aldo Procacci
by Massimo Campanino 03 Jun '16

03 Jun '16

I giorni venerdì 10 e lunedì 13 giugno il prof. Aldo Procacci del Dipartimento di Matematica, Universidade Federal de Minas Gerais (Brasile) terrà due seminari presso il Dipartimento di Matematica dell'Università di Bologna, pazza Porta S. Donato 5, 40126 Bologna. Ven. 10 Giu, ore 17:00 aula Seminari VIII Piano The Mayer series: two explicit expressions for its coefficients and the combinatorial problem. We derive the (formal) Mayer series of the pressure of a system of classical particles interacting via a pair potential from the standard grand canonical partition function. We give two alternative representations of its coefficients e we discuss the combinatorial problem involved towards the question of its convergence. We conclude the talk by giving a brief review on results obtained and methods proposed , since 1963, to face this combinatorial problem Lun 13 Giu, ore 15:00 aula Enriques Convergence of the Mayer and Virial expansions and the Penrose tree-graph identity We establish new lower bounds for the convergence radius of the Mayer series and the Virial series of a continuous particle system interacting via a stable and tempered pair potential. Our bounds considerably improve those given by Penrose and Ruelle in 1963 for the Mayer series and by Lebowitz and Penrose in 1964 for the Virial series. To get our results we exploit the tree-graph identity given by Penrose in 1967 using a new partition scheme based on minumum spanning trees. 5x1000 AI GIOVANI RICERCATORI DELL'UNIVERSITÀ DI BOLOGNA Codice Fiscale: 80007010376

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winterschool Numerics for SPDEs
by Erika Hausenblas 02 Jun '16

02 Jun '16

Winterschool announcment We organize a winterschool in Linz, Austria about Numerics for Stochastic Partial Differential Equations and their Applications December, 5-9. Young researcher can also apply for lodging and/or traveling grants. You will find more information at http://www.ricam.oeaw.ac.at/specsem/specsem2016/school2/ If there are any questions, please do not hesistate to contact me. Erika -- ---------------------------------------------------------------------------------------------- Professor Erika Hausenblas Lehrstuhl Angewandte Mathematik Montanuniversität Leoben Franz-Josef-Straße 18 8700 Leoben Phone.: +43 (0) 3842 402-1700 Fax: +43 (0) 3842 402-1702 http://institute.unileoben.ac.at/amat/personal.html

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Mini course in Verona: Lévy processes with applications in financial modelling, by Giulia Di Nunno
by Luca di persio 02 Jun '16

02 Jun '16

*Mini course announcement* Prof. Giulia Di Nunno [ UiO - Department of Mathematics - Oslo ] will give a mini course on *Lévy processes with applications in financial modelling*, at the Department of Computer Science, University of Verona, according with the following calendar Monday, 6th of June 14.30 -17.30 Tuesday, 7th of June 13.30 -16.30 Wednesday, 8th of June 14.30 -17.30 All the lessons will take place at the Dept. of Computer Science, Strada le Grazie, 15 - Verona Ca' Vignal 2, first floor , Room M. located here https://goo.gl/maps/Yx2JU The* tentative programme* is the following: 1. Lévy processes an introduction – infinitely divisible distributions, characteristic function and Lévy-Khinchine formula – Lévy-Ito decomposition – Lévy measure, path and moment properties. – Some classes of Lévy processes of particular interest 2. Lévy processes and stochastic calculus – Ito formula for Lévy processes – Girsanov theorem, Esscher transform 3. Asset price modelling – price models based on exponential Lévy process – real-world measure and risk-neutral measure, market incompleteness – examples of models 4. Pricing of financial derivatives in the models introduced 5. (if time permits) Introduction to hedging and portfolio representations Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Annual European Seminar on Bayesian Econometrics - Venice October 2016 - Call for papers
by Monica Billio 02 Jun '16

02 Jun '16

7^th ANNUAL EUROPEAN SEMINAR ON BAYESIAN ECONOMETRICS *ESOBE 2016* * *Venice, Italy 27 - 28 October 2016 The workshop is organised by the *Department of Economics of the University Ca’ Foscari of Venice *(Venice, Italy), and is co-sponsored by the *European Central Bank *(Frankfurt) and *GRETA Associati *(Venice, Italy). The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. Empirical applications of Bayesian econometrics deal with issues such as financial time series analysis, risk management, economic growth analysis, measurement of policy effectiveness, individual decision making in marketing, labour market analysis, forecasting in monetary policy, just to name a few. The computational revolution in simulation techniques is a key ingredient in this expansion and allows the application of Bayesian methods to increasingly complex models and high-dimensional data environments. The ESOBE meetings are intended as a discussion forum for new and recent research methods that are capable to face these challenges. These techniques include, among others, semi-parametric modelling based on mixtures, shrinkage estimators, and variable selection methods. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·Bayesian financial econometrics ·Bayesian microeconometrics and program evaluation ·Bayesian nonparametric and semi-parametric methods based on countably infinite mixtures ·Shrinkage estimation and variable selection in high-dimensional data environments ·Computational methods for large datasets ·Efficient MCMC and SMC methods for complex models The keynote speakers of ESOBE 2016 are: ** *Christian P. Robert*(University Paris Dauphine and University of Warwick) *Thomas J. Sargent*(New York University) The Scientific Committee for the Conference consists of: *Monica Billio *(Ca’ Foscari University of Venice) *Fabio Canova*(BI Norwegian Business School) *Roberto Casarin *(Ca’ Foscari University of Venice) *Sylvia Frühwirth-Schnatter *(Wirtschaftsuniversität Wien) *Sylvia Kaufmann *(Study Center Gerzensee) *Gary Koop *(Strathclyde Business School) *Francesco Ravazzolo *(Free University of Bozen/Bolzano) *Herman K. van Dijk *(Erasmus University Rotterdam and VU University Amsterdam) CALL FOR PAPERS The final program will include both submitted and invited papers. In addition to invited presentations, the workshop will have: * contributed sessions; * a special session by junior scientist presentations; * a poster presentations. We would welcome submissions for these sessions. Submissions for the contributed sessions should be sent to ** <mailto:esobe2016@unive.it>*esobe2016(a)unive.it <mailto:esobe2016@unive.it>*by*July 15, 2016*. Researchers who received their Ph.D. after *October 2013 *or *expect to graduate by November 2016*, may register as "junior scientist" (a detailed CV has to be submitted during registration). Junior scientists may apply for a travel award (more detailed information will be soon available). Papers submitted by junior scientists will be eligible for the Special Session of Junior Scientist Presentations. IMPORTANT DATES July 15, 2016: Papers submission deadline August 20, 2016: Paper acceptance notification September 30, 2016: Deadline for registration More detailed information available on the Conference website: <http://virgo.unive.it/esobe2016/index.htm>http://virgo.unive.it/esobe2016/index.htm <http://www.greta.it/credit/credit2015/credit2015.htm> * Apologies for post-crossing.

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CALL FOR PAPERS "5th International Conference in Memory of Carlo Giannini, 25 – 26 Novembre 2016" (fwd)
by Tiziano Vargiolu 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- Date: Wed, 25 May 2016 09:38:13 +0000 From: "Urga, Giovanni" <G.Urga(a)city.ac.uk> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: "Urga, Giovanni" <G.Urga(a)city.ac.uk> Subject: CALL FOR PAPERS "5th International Conference in Memory of Carlo Giannini, 25 ? 26 Novembre 2016" Caro Tiziano TI chiedo cortesemente di far circolare la locandina in allegato contenente il Call for Papers della conferenza 2016 in memoria di Carlo Giannini. Grazie in anticipo. Saluti Giovanni **************************************************************** Please use both addresses: giovanni.urga(a)unibg.it and g.urga(a)city.ac.uk **************************************************************** Giovanni Urga Professor of Finance and Econometrics Faculty of Finance Cass Business School 106 Bunhill Row London EC1Y 8TZ (U.K.) Tel.+/44/(0)20/70408698 Fax.+/44/(0)20/70408881 www.cass.city.ac.uk/experts/G.Urga https://sites.google.com/site/urgagiovanni/ Director, Centre for Econometric Analysis (CEA@Cass) http://www.cass.city.ac.uk/cea/index.html Professore di Econometria, Department of Management, Economics and Quantitative Methods, Bergamo University (Italy) http://www00.unibg.it/struttura/strutturasmst.asp?rubrica=1&persona=689&nom e=Giovanni&cognome=Urga&titolo=Prof.

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Fwd: I: Selezione per un RTD tipo B in Statistica Economica a Tor Vergata (fwd)
by Tiziano Vargiolu 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- From: Gianluca Cubadda <gianluca.cubadda(a)uniroma2.it> Date: 2016-05-30 8:23 GMT+02:00 Subject: I: Selezione per un RTD tipo B in Statistica Economica a Tor Vergata Con preghiera di massima diffusione: Si informa che ? stato indetta una selezione per il reclutamento di un ricercatore a tempo determinato di tipo B nel Settore concorsuale 13/D2, Settore scientifico-disciplinare SECS-S/03 - Statistica Economica - presso il Dipartimento di Economia e Finanza dell'Universit? degli Studi di Roma "Tor Vergata" L?attivit? di ricerca prevista dovr? riguardare lo sviluppo e l?impiego di appropriati metodi statistici per la misurazione e l'analisi dei fenomeni in ambito economico e finanziario. I principali campi di ricerca del candidato ideale saranno: la metodologia statistica per dati di grandi dimensioni, l'analisi e la previsione delle serie storiche economiche e finanziarie. Il bando, che scade il 13/06/2016, ? disponibile all'indirizzo: http://concorsi.uniroma2.it/php/viewbando.php?id=2167 Cordiali saluti, Gianluca Cubadda --- Gianluca Cubadda Department of Economics and Finance University of Rome "Tor Vergata" Via Columbia 2, 00133 Rome - Italy Tel. +39 06 7259 5847 Fax. +39 06 2040219 WEB page: http://directory.uniroma2.it/index.php/chart/dettagliDocente/3916

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Random June 2016