Cari colleghi,
vi segnalo che il Dipartimento di Matematica dell'Università di Padova
ha bandito un posto di ricercatore di tipo B nel settore MAT/06.
Il bando è disponibile alla pagina
http://www.math.unipd.it/it/news/?id=1898
La scadenza per la presentazione delle domande è il 25 agosto 2016.
Marco Ferrante
Carissimi,
stiamo cercando di organizzare in Italia, sulla falsariga del M. Kac
Seminar in Olanda, una serie di incontri di probabilita` e delle sue
applicazioni alla Fisica, Biologia e Scienze sociali, per stimolare lo
scambio di idee e offrire ai piu` giovani l'opportunita` di venire a
contatto con un ampio panorama di temi di ricerca.
E` con grande gioia che vi comunico che il primo di questi eventi si
terra` venerdì 26 Maggio 2017 a Firenze, in un'aula universitaria vicino
alla …
[View More]stazione di S. Maria Novella. Sara` un'occasione per goderci una
giornata scientifica insieme e per esplorare le possibilita` e le
modalita` piu` opportune per ripetere questo tipo di incontri. Di
seguito trovate i dettagli della giornata del 26 Maggio,
che vedra` come oratori R. Fernandez (University of Utrecht, Olanda) e
R. Morris (IMPA Instituto Nacional de Matemática Pura e Aplicada Rio de
Janeiro, Brazil).
A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
University of Florence
Friday 26 May 2017
Lecturers: R. Fernandez (Utrecht) and R. Morris (IMPA).
Location: Aula Magna di Via S. Gallo 10, Firenze
Prof. Roberto Fernandez
Title: Signal description: process or Gibbs?
Abstract: The distribution of signals such as spike trains is
naturally modeled through stochastic processes where the probability
of future states depend on the pattern of past spikes.
Mathematically, this corresponds to distributions *conditioned on the
past*. From a signal-theoretic point of view, however, one could
wonder whether a more efficient description could be obtained through
the simultaneous conditioning of past *and* future. Furthermore, such
a formalism could be appropriate when discussing string without a
particular "time" order, such as the distribution of DNA nucleotides,
or even issues related to anticipation and prediction in neuroscience.
On the mathematical level this double conditioning would correspond to
a Gibbsian description analogous to the one adopted in statistical
mechanics. In this talk I will introduce and contrast both approaches
---process and Gibbsian based--- reviewing existing results on scope
and limitations of them.
Prof. Robert Morris
Title: Monotone cellular automata
Abstract: Cellular automata are interacting particle systems whose
update rules are local and homogeneous. Since their introduction by von
Neumann almost 50 years ago, many particular such systems have been
investigated, but no general theory has been developed for their study,
and for many simple examples surprisingly little is known. Understanding
their (typical) global behaviour is an important and challenging problem
in statistical physics, probability theory and combinatorics.
In this talk I will outline some recent progress in understanding the
behaviour of a particular (large) family of monotone cellular automata
-- those which can naturally be embedded in d-dimensional space -- with
random initial conditions. For example, in the case where a site updates
(from inactive to active) if at least r of its neighbours are already
active, these models are known as bootstrap percolation, and have been
extensively studied for various specific underlying graphs. Apart from
their inherent mathematical interest, the study of these processes is
motivated by their close connection to models in statistical physics,
and I will discuss some applications to a family of models of the
liquid-glass transition known as kinetically constrained spin models.
Program:
11.00-11.45 Introductory lecture: R. Fernandez
11.45-12.00 Break
12.00-12.45 Seminar: R. Fernandez
13.00-14.30 Lunch
14.30-15.15 Introductory lecture: R. Morris
15.15-15.30 Break
15.30-16.15 Seminar: R. Morris
Note pratiche:
1) E` importante prenotare il biglietto del treno il piu` presto
possibile per poter usufruire di sconti!!!!
2) Stiamo prenotando un ristorante con un paio di menu fissi che possa
ospitarci, ma ho bisogno del numero di persone che vogliono mangiare
insieme. A coloro che fossero interessati chiedo di mandare un email a
francescaromana.nardi(a)unifi.it
Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci
sono moltissime altre possibilita` per mangiare se preferite regolarvi
indipendentemente.
Organizers:
F. Caravenna
N. Cancrini
E.N.M. Cirillo
P. Dai Pra
A. De Masi
D. Fanelli
F. Flandoli
C. Giardina`
R. Livi
F. Martinelli
I.G. Minelli
F.R. Nardi
E. Presutti
B. Scoppola
E. Scoppola
Vi aspettiamo,
Francesca R. Nardi
Dipartimento di Matematica e Informatica
Università degli Studi di Firenze
Viale Morgagni 67, Firenze, Italy
[View Less]
Friday December 1st 2017, Roma Tre University
*Kolmogorov meets Turing 4th edition*,
a workshop on probabilistic methods for the analysis of stochastic
processes and randomized algorithms.
Link: http://www.mat.uniroma3.it/users/caputo/kmt2017.html
*********************************
Aula F, Dipartimento di Matematica e Fisica, Roma Tre
Largo S. Murialdo 1, 00146 Roma
14:30-15:20
Chris Schwiegelshohn
*PCA for k-means: Preserving Cost, Clusters, And Beyond*
15:25-16:15
Marco Scarsini
*When …
[View More]is selfish routing bad? The price of anarchy in light and heavy
traffic. *
16:20-16:45 Coffe break
16:45-17:35
Francesco Pasquale
*Rationality and Randomness. *
17:40-18:30
Alexandre Stauffer
*Multi-particle diffusion limited aggregation. *
Organizers: Luca Becchetti, Pietro Caputo, Andrea Clementi, Stefano
Leonardi, Marco Scarsini
[View Less]
Presso il Dipartimento di Scienze Ambientali, Informatica e Statistica
(DAIS) dell'Università Ca' Foscari Venezia è stato bandito un posto
per un ricercatore di tipo A nel settore scientifico concorsuale 13/D1
STATISTICA (Settore
scientifico-disciplinare SECS-S/01).
Il bando, che ha scadenza il 14 dicembre 2017 ore 12:00 CET, è
disponibile all'indirizzo:
http://intra.unive.it/plapps/bandi/common/showbando?id=27993
Cordiali saluti
Carlo Gaetan
--
Dipartimento …
[View More]di Scienze Ambientali, Informatica e Statistica - DAIS
Università Ca' Foscari - Venezia
Edificio Zeta
Via Torino, 155
I-30172 Mestre (VE)
ITALY
phone: ++39 041 234 8404
mobile phone: ++39 366 629 7899
e-mail:[gaetan"at"unive"dot"it]
web:[http://www.dais.unive.it/~gaetan]
Please don't print this e-mail unless you really need to.
Please avoid sending me Word, Excel or PowerPoint attachments. See
http://www.gnu.org/philosophy/no-word-attachments.html.
Per favore non stampate questo messaggio se non è proprio necessario.
Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le
ragioni sono spiegate qui
http://www.gnu.org/philosophy/no-word-attachments.it.html
[View Less]
Carissimi,
scrivo per annunciare che il 15 Dicembre 2017 si svolgera` il secondo
incontro della serie di giornate sulla probabilita` e le sue
applicazioni alla Fisica, Biologia e Scienze sociali. Ricordo che lo
scopo e` di stimolare lo scambio di idee, la collaborazione scientifica
tra i partecipanti e offrire ai piu` giovani l'opportunita` di venire a
contatto con un ampio panorama di temi di ricerca. L'incontro si
svolgera` in un'aula universitaria vicino alla stazione di Firenze S.
…
[View More]Maria Novella, per rendere piu` agevole la partecipazione. Di seguito
trovate i dettagli della giornata
AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS
University of Florence
Friday 15 December 2017
Lecturers: Milton Jara (IMPA) and Nikos Zygouras (Warwick)
Location: Aula Magna di Via S. Gallo 10, Firenze
Dr. Milton Jara (IMPA: Istituto de Matematica Pura e Aplicada, Rio de
Janeiro, Brasil)
Title: Weak universality of the stationary KPZ equation
Dr. Nikos Zygouras (University of Warwick, Coventry, UK)
Title: Combinatorial structures in KPZ stochastic models
Program:
11.00-11.45 Introductory lecture: Jara
11.45-12.00 Break
12.00-12.45 Seminar: Jara
13.00-14.30 Lunch
14.30-15.15 Introductory lecture: Zygouras
15.15-15.30 Break
15.30-16.15 Seminar: Zygouras
Organizers:
F. Caravenna
N. Cancrini
E.N.M. Cirillo
P. Dai Pra
A. De Masi
D. Fanelli
F. Flandoli
C. Giardina`
R. Livi
F. Martinelli
I.G. Minelli
F.R. Nardi
E. Presutti
B. Scoppola
E. Scoppola
Note pratiche:
1) E` importante prenotare il biglietto del treno il piu` presto
possibile per poter usufruire di sconti!!!!
2) Stiamo prenotando un ristorante con un paio di menu fissi che possa
ospitarci, ma ho bisogno del numero di persone che vogliono mangiare
insieme. A coloro che fossero interessati chiedo di mandare un email a
francescaromana.nardi(a)unifi.it
Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci
sono moltissime altre possibilita` per mangiare se preferite regolarvi
indipendentemente.
Vi aspettiamo,
Francesca R. Nardi
Dipartimento di Matematica e Informatica
Università degli Studi di Firenze
Viale Morgagni 67, Firenze, Italy
[View Less]
We are glad to announce that the 2018 Applied Bayesian Statistics Summer School (15th
edition) will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake
Como shore.
BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT
4-8 June, 2018
Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics,
Queensland University of Technology, Brisbane, Australia.
Further details are provided below.
Guido Consonni and Fabrizio Ruggeri
ABS18 …
[View More]Directors
Raffaele Argiento
ABS18 Executive Director
------------------------------------------------------------------------
*******************************
* ABS18 *
*******************************
Applied Bayesian Statistics School
BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT
Villa del Grumello, Como, Italy
4-8 June, 2018
Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics,
Queensland University of Technology, Brisbane, Australia.
The conference webpage is
>>>> web.mi.imati.cnr.it/conferences/abs18.html <<<<
Registration is now open. Please note that the conference
room allows only for a limited number of participants.
The ABS18 Secretariat can be contacted at
fabrizio(a)mi.imati.cnr.it
COURSE OUTLINE
The aim of this course is to increase students' ability to develop Bayesian models and
computational solutions for real problems in the world of sport. A case study based teaching
approach will be taken for the course. Each day, students will be presented with one or two
problems posed by Sports Institutes regarding aspects of athlete training for world games.
Through participatory problem solving, the students will be challenged to learn about
theory, methods and applications of a range of Bayesian models including mixtures, spatio-
temporal models, hidden Markov models and experimental design, and computational approaches
including Markov chain Monte Carlo and Approximate Bayesian Computation. This hands-on
course pays equivalent attention to theory and application, foundation and frontiers in
Bayesian modelling and analysis. While the focus of the case studies is on sport, both
sporting novices and lovers of sports are welcome, noting that the learning obtained in the
course will be widely applicable to many other areas.
COURSE SCHEDULE
Day 1: Lectures on introduction to Bayesian modelling and computation. Presentation of
Problem 1: ranking and benchmarking athletes. Discussion and implementation of potential
Bayesian hierarchical models and computational solutions. Communication of results.
Day 2: Lectures on foundational Bayesian theory. Presentation of Problem 3: modelling
swimmers' effective work per stroke. Discussion and implementation of potential Bayesian
high dimensional regression models and computational solutions. Communication of results.
Presentation of Problem 4: modelling cyclists' wearable data. Discussion and implementation
of potential (marked) time series models and computational solutions. Communication of
results.
Day 3: Lectures on foundational Bayesian computation. Presentation of Problem 5: optimising
athletes' resilience. Discussion and implementation of potential Bayesian mixture models to
relate performance, fatigue and recovery. Communication of results.
Day 4: Lectures on foundational Bayesian computation and frontier Bayesian theory.
Presentation of Problem 6: optimal sampling strategies. Discussion and implementation of
potential Bayesian experimental design methods for acquiring data from athletes.
Presentation of Problem 7: using video data to compare planned and set play in team sports.
Discussion and implementation of potential Bayesian spatio-temporal models. Communication of
results.
Day 5: Lectures on frontier Bayesian computation. Finalisation of problems 1-7. Extensions.
Concluding remarks.
PRACTICAL INFORMATION
The school will replicate the successful format of the previous years, and will feature
lectures and practical sessions (run by a junior researcher), as well as participants'
talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday
afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown
hotels (info will appear soon on the website). Como can be easily reached by train from
Milan and its airports. More details are available on the website.
[View Less]
A tutti gli interessati.
Lunedì 4 dicembre alle ore 14:30 in aula C presso il Dipartimento di
Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo
Alberto 10,
il Prof. Christian Olivera (Universita` di Campinas)
terrà un seminario dal titolo:
"On a class of stochastic transport equations for L^2_loc vector fields"
Abstract: //In this talk we discuss the existence and uniqueness of
solutions to a class of stochastic transport equations with irregular
coefficients. …
[View More]Asking only boundedness of the divergence of the
coefficients (a classical condition in both the deterministic and
stochastic setting), we can lower the integrability regularity required
in known results on the coefficients.
This is based on a joint work with Ennio Fedrizzi and Wladimir Neves.
--
Dr. Cristina Zucca
Department of Mathematics
University of Torino
Via Carlo Alberto 10
10123 Torino, Italy
tel: +39-011-6702850
fax: +39-011-6702878
[View Less]
Tuesday December 5, at 12:00
room 209
LUISS
Viale Romania 32
00197 Roma, ITALY
Speaker: Tim Roughgarden (Stanford University)
Title: Data-Driven Optimal Auction Theory
Abstract: The traditional economic approach to revenue-maximizing
auction design posits a known prior distribution over what bidders are
willing to pay, and then solves for the auction that maximizes the
seller's expected revenue with respect to this distribution. But where
does this distribution come from? One obvious answer …
[View More]is from data, in
the form of previous bids by comparable bidders in auctions for
comparable items. We survey recent work that develops theory to help
reason about questions such as:
(i) How much data is necessary and sufficient to
identify a near-optimal auction?
(ii) What is the optimal way to use data?
(iii) Are there fundamental trade-offs between auction
complexity and auction optimality?
*******************************************************
Marco Scarsini
Dipartimento di Economia e Finanza
LUISS
Viale Romania 32
00197 Roma, ITALY
URL: http://docenti.luiss.it/scarsini/
[View Less]
====================================================================
EXTENSION OF THE DEADLINE TO DECEMBER 7TH
QFW2018
XIX edition of the Workshop on Quantitative Finance
Department of Business Studies - Roma Tre University, Rome, Italy
24-25-26 January 2018
http://disa.uniroma3.it/qfw2018/
====================================================================
Dear Colleagues,
Due to several requests, the deadline for submitting an Extended Abstract
is extended to December 7th, 2017.
We …
[View More]recall that there is no registration fee, conference sponsors will
provide coffee-breaks, lunches and the social dinner. Furthermore, several
research prizes connected with the conference could be made available for
young researchers (for more details see
http://disa.uniroma3.it/qfw2018/#1488886813070-37410e9c-f120).
We also organized several satellite events before the conference:
1) on 15-16-17-18-19-22-23 January 2018, Prof. Mustafa Pinar of Bilkent
University in Ankara will hold an intensive course on Optimization in
Economics and Finance;
2) on 23 January 2018, Mathworks <https://www.mathworks.com/>Researchers
will organize a mini-workshop;
3) on 24 January 2018, Advanced Risk and Portfolio Management (ARPM
<https://www.arpm.co/>) Researchers will organize a mini-workshop.
The attendance of these three events is free, but for organizational
reasons it is necessary to register by sending an email to
francesco.cesarone(a)uniroma3.it
with the following subjects:
for event 1): Name Surname - course on Optimization;
for event 2): Name Surname - Mathworks mini-workshop;
for event 3): Name Surname - ARPM mini-workshop.
We look forward to meeting you in Rome!
Best regards,
The organizing committee
--
http://disa.uniroma3.it/qfw2018/
--
Francesco Cesarone - Ph.D.
Ricercatore - Assistant Professor
Facoltà di Economia
Dipartimento di Studi Aziendali
Università Roma Tre
Via Silvio D'Amico, 77
00145 - Roma
tel: +39 06 57335744
Skype: francesco.cesarone
email: francesco.cesarone(a)uniroma3.it
Studio n. 20 piano V
WWW: http://host.uniroma3.it/docenti/cesarone/
[View Less]
Lunedì 4 dicembre alle ore 15 in aula E al III livello del dipartimento di
Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi
di Napoli Federico II si svolgerà il seguente seminario:
Speaker: Mladen Savov (Bulgarian Academy of Sciences)
Titolo: Bernstein-gamma functions and exponential functionals of Lévy
processes
Abstract: In this talk we introduce a new class of special functions,
called Bernstein-gamma functions. This simple class extends the classical
Gamma …
[View More]function. We derive the Stirling asymptotic and describe the main
analytic properties of the class of Bernstein-gamma functions. We then use
these functions to evaluate explicitly the Mellin transform of the
so-called exponential functionals of Levy processes which in turn allows a
thorough study of these random variables. We also discuss the link between
the Bernstein-gamma functions and many quantities related to
one-dimensional self-similar Markov processes. The latter suggests that
Bernstein-gamma functions can play the same role the Gamma function plays
in the understanding of many continuous path stochastic processes. This is
joint work with Pierre Patie (Cornel, US)
Tutti gli interessati sono invitati a partecipare.
Bruno Toaldo
[View Less]