December 2017 - Random - Mailing list — Dipartimento di Matematica, UniPI

Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

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

1 1

A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
by Francesca Romana Nardi 30 Jan '18

30 Jan '18

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 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

1 2

Postdoctoral position in Probability (Paris)
by Paolo Dai Pra 28 Dec '17

28 Dec '17

Postdoctoral position in Probability (ANR grant SWiWS) We offer a 2-year postdoctoral position in Probability Theory beginning September 2018 and funded by the ANR grant SWiWS. All candidates with a background in Probability or Mathematical Physics, and interested in working on the mathematical aspects of polymer folding, interacting random walks and related topics, are encouraged to apply. The position is officially attached with Paris-Est, and collaboration is expected with members of the SWiWS project (see below). Eligibility criteria: Holding a PhD in Mathematics. The selection will be based on the excellence of previous scientific achievements and the quality of the scientific project. Members of SWiWS project: Amine Asselah, Quentin Berger, Francis Comets, Yueyun Hu, Julien Poisat, Bruno Schapira, Perla Sousi. Contract details: Funding will also be available to participate in scientific events related to the project. Research stays in Marseille and Cambridge are possible. Applications should be sent by email and include: a CV, a list of publications, a description of research project as well as 2 letters of recommendation. Contact : Any member of the SWiWS project. See the following webpage: http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html <http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html> Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

1 0

PhD vacancy in Multi-State models
by Spitoni, C. (Cristian) 26 Dec '17

26 Dec '17

Project description Multi-state models are finding increased application in medical research. They allow a detailed view of the disease or recovery process of a patient, and they can be used to obtain prediction probabilities of future events, after a given event history. The offered position will involve developing novel statistical methods for the analysis of competing risks and multi-state models. Particular big emphasis will be given to new methodologies needed for modeling disease progression in the Intensive Care Unit (ICU) setting. Among the new methods to be explored: causal inference, correction for time dependent confounding, prediction for non Markov models. The offered position is a shared position between the Department of Mathematics of Utrecht University (50%) and the University Medical Center of Utrecht (50%). Hence, the student will work along with researchers from the Julius Center for Health Sciences and Primary Care (UMCU) and with physicians of the ICU, in order to build up models of medical relevance. Prerequisites We are seeking a candidate with a Master’s degree in Mathematics or a Master’s degree in Statistics and a strong affinity for mathematics. You have experience with programming languages, including statistical programming languages. Good communication skills in both written and spoken English are also essential. General information You will be offered a full-time position for four years. The gross monthly salary will amount to EUR 2.146,- in the first year to EUR 2.744,- in the fourth year (P-scale of the Collective Labour Agreement Dutch Universities). It is supplemented with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. In addition Utrecht University offers a pension scheme and a partially paid parental leave. Deadline for application February 23, 2018<x-apple-data-detectors://0> Latest starting date September 1, 2018<x-apple-data-detectors://1> How to apply Please submit the following material: 1. a cover letter including an explanation why you consider pursuing a Ph.D. in<http://ph.d.in/> multi-state modelling, 2. your curriculum vitae, 3. a list of all courses taken for your bachelor's and master's degrees together with grades, 4. your master's thesis, 5. names, contact information, and e-mail addresses of two academic referees. Contact Cristian Spitoni, email: C.Spitoni(a)uu.nl<mailto:C.Spitoni@uu.nl>

1 0

Fwd: Pisa
by Cristian Giardina 23 Dec '17

23 Dec '17

Ricevo da Ellen Baake (Bielefeld) ed inoltro annuncio per un posto di dottorato in "mathematical population genetics". Saluti cordiali C. Giardina' ---------- Forwarded message ---------- From: Ellen Baake <ebaake(a)techfak.uni-bielefeld.de> Date: Fri, Dec 22, 2017 at 11:17 AM To: Cristian Giardina <cristian.giardina(a)unimore.it> Dear Cristian, I have another opening for a PhD student, see http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/ Anzeigen/Wiss/wiss17345_engl.pdf in case you know someone who might be interested. Season's greetings Ellen

1 0

Fwd: Bandi PhD SNS 2018/2019
by Marco Romito 19 Dec '17

19 Dec '17

-------- Messaggio Inoltrato -------- Oggetto: nuovi Bandi PhD 2018/2019 Data: Tue, 19 Dec 2017 09:26:37 +0100 Mittente: segreteria studenti <segreteria.studenti(a)sns.it> Gentilissimi, si comunica che sono usciti i nuovi bandi di concorso a posti di perfezionamento e dottorato alla Scuola Normale Superiore. E' stato emanato un bando distinto per Data Science trattandosi di un dottorato congiunto. Ne trovate notizia, oltre che all'Albo Ufficiale della Scuola, sul sito sns https://www.sns.it/ammissione/ammissione-al-phd e sul sito dedicato dalla Scuola al PhD http://phd.sns.it/ La procedura on line per le candidature è già attiva su Ser.se https://serse.sns.it/it/ Scadenze: 28 febbraio per la presentazione delle candidature; 22 marzo-12 aprile colloqui. Si prega di darne massima diffusione. Cordiali saluti.

1 0

Workshop “Stochastic Models in Ecology and Evolutionary Biology” - first announcement
by Marco Formentin 18 Dec '17

18 Dec '17

Dear All, we are glad to announce the workshop “Stochastic Models in Ecology and Evolutionary Biology” that will be held in Venice, 5-7 April 2018, at the Istituto Veneto di Scienze, Lettere ed Arti. Aim of the workshop is to bring together scientists with different background - people from biology, physics and mathematics - interested in stochastic models in ecology and evolutionary biology, to discuss issues and exchange methods and ideas. A partial list of topics includes: stochastic population dynamics, branching processes, molecular evolution, resilience and criticality of ecological systems, models and prediction of biodiversity, ecological interaction and microbial community dynamics. Invited Speakers (in alphabetical order - *TBC): J.-F. Arnoldi, E. Baake, Otto X. Cordero, J. Dalmau, K. Faust*, J. Friedman, A. Lambert, M. Loreau, T. Parson*, A. Sanchez, B. Trubenova*. The cost for workshop attendance will be 90 Euro, which includes coffee breaks and conference material. We will also have contributed talks and poster sessions. The call for abstracts will close on March 2, 2018. For all information about abstract submission, registration, accommodation and location, please check http://www.pd.infn.it/~maritan/veniceworkshop/veniceworkshop.html Best regards, The organizers, Paolo Dai Pra, Amos Maritan, Marco Formentin, Samir Suweis

1 0

Posizione Ricercatore tipo A in Mat-05 e MAT-06
by Pietro Caputo 18 Dec '17

18 Dec '17

Ricevo e inoltro: ---------- Messaggio inoltrato ---------- Da: "Pierangelo Marcati" <pierangelo.marcati(a)gssi.it> Data: 18 Dic 2017 2:00 PM Oggetto: Posizione Ricercatore tipo A in Mat-05 e MAT-06 A: Cc: Cari Colleghi vi ricordo le posizioni RTD-A MAT/05 (Analisi Matematica) e MAT/06 (Probabilità) presso il GSSI in scadenza a fine mese: http://www.gssi.it/albo-ufficiale-online-gssi Cordiali saluti Piero Marcati

1 0

seminario Carlo Sala in Bicocca
by fabio bellini 15 Dec '17

15 Dec '17

Il giorno martedì 19 dicembre alle ore 14.30, presso la aula demografica del DISMEQ al secondo piano dell'edificio U7 della Università di Milano-Bicocca, il dott. Carlo Sala dell'ESADE di Barcellona terrà un seminario su S&P 500 Index, an Option-Implied Risk Analysis Abstract The forward-looking nature of option market data allows one to derive economically-based and model-free conditional risk measures. The option-implied methodology overcomes the elicitability issue and is an interesting tool for regulators and companies to perform external or internal risk analysis without posing assumptions on the distribution of returns. The article proposes the first comprehensive analysis of the performances of these measures compared with classical risk measures for the S&P500. The option-implied estimates deliver good results during the financial crisis and emerge as a convenient alternative to the existing risk measures. 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://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

1 0

Assegno di ricerca biennale
by Elvira Di Nardo 14 Dec '17

14 Dec '17

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per un assegno di ricerca biennali nell'area 01 per matematica applicata. La ricerca si propone lo studio di nuove problematiche attuali della matematica applicata, con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html per i seguenti settori scientifico-disciplinari: Calcolo delle Probabilità e Statistica Fisica Matematica Analisi Numerica Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili al seguente link: http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge&tab=2 Le domande di ammissione alla selezione devono essere presentate utilizzando esclusivamente l'apposita procedura online al link https://pica.cineca.it/unito/assegni-di-ricerca-unito-cofinanziati-miur-xx/ dove è anche possibile scaricare il testo completo del bando. La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore 13.00 (ora di Roma) del 04/01/2018. Un saluto. Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

1 0

de Finetti Risk Seminar - December 21
by Emanuela Rosazza 14 Dec '17

14 Dec '17

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: Probability measure valued polynomial processes Christa Cuchiero University of Vienna ABSTRACT: We introduce polynomial diffusions taking values in the space of probability mea- sures on a locally compact Polish space, generalizing the well-known Fleming-Viot process. We provide a representation of the corresponding extended generators, and prove well- posedness of the associated martingale problems. In particular, we obtain uniqueness by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. The talk is based on joint work with Martin Larsson and Sara Svaluto Ferro. LOCATION: The seminar will be held on Thursday, December 21, at 17.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. 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 *****************************************************

1 0

Seminario ARMSTRONG
by Matteo Ruggiero 12 Dec '17

12 Dec '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 20 Dicembre 2017, alle ore 11:30, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ John ARMSTRONG (King’s College London) STOCHASTIC DIFFERENTIAL EQUATIONS AS JETS We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be used to derive graphical representations of Ito SDEs and how jets give rise to a coordinate free approach to understanding SDEs and diffusions on manifolds. We will consider some applications of this approach. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <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

1 0

Seminario Luciano Campi a L'Aquila
by Fabio Antonelli 11 Dec '17

11 Dec '17

Il giorno 18 dicembre 2017 alle ore 12:30 presso il Laboratorio di Didattica della Matematica (Coppito 1 piano terra) il prof. Luciano Campi - London School of Economics terrà il seminario Nonzero-sum stochastic differential games with impulse controls: a verication theorem with applications Abstract: We consider a general nonzero-sum impulse game with two players. The main mathemat- ical contribution of the paper is a verication theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities for the value functions and the optimal strategies of the two players. As an application, we study an impulse game with a one-dimensional state variable, following a real-valued scaled Brownian motion, and two players with linear and symmetric running payos. We fully characterize a Nash equilibrium and provide explicit expressions for the optimal strategies and the value functions. We also prove some asymptotic results with respect to the intervention costs. Finally, we consider two further non-symmetric examples where a Nash equilibrium is found numerically. Fabio Antonelli

1 0

PhD studentship on Pólya urns @ Bath (UK)
by Alessandra Cipriani 11 Dec '17

11 Dec '17

Ricevo ed inoltro. Alessandra Cipriani ---------------------------------------- Dear all, we offer a PhD studentship to be held at the University of Bath, in the prestigious Probability group Prob-L@B, under the supervision of Dr Cécile Mailler on reinforced stochastic processes, and in particular Pólya urns. The deadline for applications is January 28th, the starting date is October 1st; more information is available at https://www.findaphd.com/search/ProjectDetails.aspx?PJID=92845, and informal enquiries are encouraged and should be directed at c.mailler(a)bath.ac.uk. Best wishes, Cécile Mailler

1 0

Seminario M. Maurelli a Pisa, 18 dicembre
by Marco Romito 11 Dec '17

11 Dec '17

Dear all, I would like to announce the following talk in the probability seminar at the University of Pisa. DATE AND TIME: Monday, December 18, 15:00h - 16:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Mario Maurelli (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, & Technische Universität Berlin) TITLE: A McKean-Vlasov SDE with reflecting boundaries ABSTRACT: McKean-Vlasov SDEs are SDEs where the coefficients depend on the law of the solution to the SDE. Their interest is in the links with nonlinear PDEs on one side (the SDE-related Fokker-Planck equation is nonlinear) and with interacting particles on the other side (the McKean-Vlasov SDE can be approximated by a system of weakly coupled SDEs). In this talk, motivated by a model of lithium-ion batteries, we introduce a McKean-Vlasov SDE constrained on a bounded domain. The novelty lies in the particular interplay between the mean field interaction and the boundary conditions. We study well-posedness and particle approximation. Our analysis combines techniques for SDEs with Neumann boundary terms (Skorokhod equation, Lions-Sznitman) and ideas from a recent approach to McKean-Vlasov SDEs (Cass-Lyons). Everyone is invited to participate.

1 0

Fwd: Saint-Flour 2018, July 8-20
by Marco Romito 10 Dec '17

10 Dec '17

FIRST ANNOUNCEMENT Dear colleagues The 48th Saint-Flour Probability Summer School will be held on July 8-20, 2018. This year, the three courses will be: *Hugo Duminil-Copin* (IHES Paris-Saclay):/Graphical representations of the Ising model/. *Asaf Nachmias* (Tel Aviv University):/Planar maps, random walks and the circle packingtheorem/. *Balint Tóth* (University of Bristol):/Scaling limits for random walks and diffusion with long memory/. Further information can be found on the conference website: recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin, Laurent Serlet ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr

1 0

de Finetti Risk Seminar - December 2017
by emanuela rosazza gianin 10 Dec '17

10 Dec '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Learning Consumer Tastes from Dynamic Assortments: A Nonparametric Bayesian Model Canan Ulu Georgetown University Abstract. We study dynamic assortment decisions of a firm learning about consumer tastes by observing sales of the products offered. Each period, the firm offers an assortment to maximize expected total profits over a finite horizon given its subjective beliefs on consumer tastes. The consumers choose a product that maximizes their own utility and the firm updates its beliefs on consumer tastes after having observed the sales of each product in the assortment. We model consumer tastes as locations on a Hotelling line and develop a nonparametric Bayesian learning model using Polya tree priors that makes no assumptions on the form of the consumer taste distribution. Our nonparametric learning model results in optimal profits that are robust to misspecification in the consumer taste distribution. We develop upper bounds on the firm’s total profit based on information relaxations and study the performance of various heuristic policies with respect to these upper bounds. LOCATION: The seminar will be held on Wednesday, December 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen <https://maps.google.com/?q=Via+Rontgen+1&entry=gmail&source=g> 1, 3rd floor, 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 ****************************************************

1 0

Study group with industry
by Enrico Scalas 08 Dec '17

08 Dec '17

Dear Colleagues, If you are in the London area, you might be interested in this Energy Systems Study Group with Industry with a probabilistic twist: http://www.sussex.ac.uk/maths/research/essgi Best wishes, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

1 0

Avviso di mini-corso :: Bakka@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 07 Dec '17

07 Dec '17

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Dipartimento di Scienze Statistiche Sapienza Università di Roma ----------------------------------------------------------------------------- Mercoledì, 13 Dicembre, ore 08:30-12:30 (Aula VI, 4 piano) Giovedì, 14 Dicembre, ore 15:00-19:00 Venerdì, 15 Dicembre, ore 15:00-19:00 ----------------------------------------------------------------------------- Il corso è gratuito, prevalentemente rivolto agli studenti del curriculum internazionale della Laurea Magistrale in Statistics and Decision Sciences, ma aperto anche alla partecipazione di esterni. Dato il numero limitato di posti disponibili in aula, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form entro domenica 10 Dicembre: url: https://goo.gl/vfM9FM Entro lunedì 11 Dicembre verrà inviata conferma dell'effettiva disponibilità del posto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti e dottorandi. Buon ponte lungo... Pierpaolo Brutti ----------------------------------------------------------------------------- W H O / Haakon Bakka (https://www.ntnu.edu/employees/haakon.bakka) T I T L E / Introduction to R-INLA for Bayesian Spatial Modelling A B S T R A C T / The course starts with a general overview of the possibilities in INLA, for applied research and for model development. We will proceed to examples of generalised linear models with several random effects. We discuss the cool ideas making INLA fast; why most likelihoods are near-Gaussian in the posterior, how to represent random effects with sparse matrices, and more. The last part of the course is looking at spatial random effects and how they fit into the INLA framework; using the brilliant SPDE approach. In the SPDE approach we approximate the spatial random effect itself, representing it in the entire study area, without needing to know the observation locations. Inference in INLA is so fast that we can run all examples live in class! I am looking forwards to giving the course, and I hope to see you there. S Y L L A B U S / Introduction - What is INLA? Why are so many using it? Why the high impact? - Why you should be very excited to be in this course! - The two core ideas: GMRF, Laplace - Bayesian fitting and prediction Time series and several nonlinear effects - Data: Unemployment - INLA inputs and outputs - GMRF structure with spare precision matrix - Run time O(N) - Simulation-inference Exploring hyper-space - Conditionally Gaussian - Gradient descent - Good computational parametrisations - Logfile & Inference diagnostics - Representing the posterior NOT as samples but as... Non-Gaussian likelihoods - Data: Seeds - Laplace approximation / Nested Laplace - Simulation-inference What models exist in INLA - What likelihoods and links? - What happens when we change the link function? - Multiple likelihoods - Rgeneric: Every model is possible! Priors and interpretable parameters - Interpretable parametrisation vs computational parametrisation - Uninformative priors, conjugate priors - Good priors! - Hierarchical models and “analysis of component variance” Disease-mapping with Besag - Spatial model - Revisiting all the topics so far Continuous spatial models - Data: Fish larvae - How to get O(N^1.5) instead of O(N^3) - De-connecting observation locations and the underlying model - The famous SPDE-approach - Finite Element method and mesh - Simulation-inference -----------------------------------------------------------------------------

1 0

[RTD-B] Posizione in Statistica - Scadenza 29/12/2017
by stefano iacus 06 Dec '17

06 Dec '17

Il Dipartimento di Economia, Management e Metodi Quantitativi ha bandito la seguente posizione RTD-B di Statistica. [N. 1 posto s.c. 13/D1, ssd SECS -S/01 (Codice 3733). Bando D.R. 4169/2017 del 7.11.2017 (G.U. n. 91 del 28.11.2017; settore concorsuale 13/D1 - Statistica, ssd SECS-S/01 - Statistica] SCADENZA: 29 dicembre 2017, ore 12:00 (ora italiana) Cosa si aspetta il dipartimento? (*) Il ricercatore vincitore della procedura di valutazione verrà inserito nei progetti di ricerca di Statistica Computazionale e Data Science del Dipartimento. Contribuirà con le sue ricerche al DataScienceLab (http://datasciencelab.unimi.it) e parteciperà anche alla didattica del nuovo Master in Data Science for Economics, Business and Finanza e alla futura Laurea Magistrale in Data Science and Economics. Chi cerchiamo? (*) I migliori candidati, con solide basi metodologiche ma che si muovono nell'alveo della Data Science e che possano spingere il Dipartimento ancora più avanti nella ricerca in questo campo. Per maggiori informazioni e per inviare la domanda di partecipazione: http://www.unimi.it/ateneo/valcomp/94001.htm <http://www.unimi.it/ateneo/valcomp/94001.htm> Contatti ulteriori: datasciencelab(a)unimi.it <mailto:datasciencelab@unimi.it>, stefano.iacus(a)unimi.it <mailto:stefano.iacus@unimi.it> Con preghiera di massima diffusione Stefano M. Iacus (*) Fatti salvi i requisiti concorsuali e gli obblighi di legge in merito a reclutamento, ecc ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 Master in Finance & Economics http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

1 0

RTD-A MAT/05 e MAT 06 al GSSI
by Francesco Caravenna 06 Dec '17

06 Dec '17

Ricevo e inoltro. > Da: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> > Oggetto: RTD-A MAT/05 e MAT 06 al GSSI > Data: 5 dicembre 2017 19:38:04 CET > > 2 posti RTD-A in Analisi Mat. (MAT05) and Probabilità(MAT06) al GSSI > si prega dare massima diffusione > > http://www.gssi.it/albo-ufficiale-online-gssi <http://www.gssi.it/albo-ufficiale-online-gssi> > > > ----------------------------- > * Pierangelo Marcati * > ----------------------------- > Scientific Director > Mathematics Division > GranSasso Science Institute, > INFN - L'Aquila - Italy > http://www.gssi.it <http://www.gssi.it/> > +39(086)242-80262 > > Professor at DISIM (on leave) > Dept. of Information Engineering, Computer Science and Mathematics > University of L'Aquila - Italy > Skype name: p.marcati > http://univaq.it/~marcati <http://univaq.it/~marcati> > +39(086)243-3143

1 0

EFI3, February 15-16, 2018, Pescara (Italy): deadline extension
by Tiziano Vargiolu 06 Dec '17

06 Dec '17

Dear all, due to several requests, we are extending the deadline for submissions to December, 18. Those who are eligible and interested in the ACRI Young Investigator Training Program (see below) are kindly requested to REGISTER as soon as possible, and express qualification and interest by answering YES to the related question, to the link: https://docs.google.com/forms/d/e/1FAIpQLSeDMDCIUiS765NkPuK2I5CxaaECO4xOTb1… We are glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is December 18, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis, and will be of 3000 Euro for European residents and 4000 Euro for non-European residents. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! 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 --------------------------------------------------------------------------

1 0

seminari Jara e Gubinelli
by FRANCO FLANDOLI 05 Dec '17

05 Dec '17

Giovedì 7 dicembre, nell'aula Cantimori della Scuola Normale Superiore (Palazzo D'Ancona), si terranno i seguenti seminari: 14:00 Milton Jara (IMPA) Title: Entropy methods in interacting particle systems. 15:00 Massimiliano Gubinelli (Bonn) Title: Weak universality of singular SPDEs. Seguono gli abstract. Tutti gli interessati sono invitati a partecipare. Abstract M. Jara: We develop a variational formula to estimate the moment generating function of additive functionals of Markov processes. Combined with a related variational formula for the evolution of the relative entropy of the law of the process with respect to suitable reference measures, this variational formula serves as a substitute for the martingale method pioneered by Kipnis-Varadhan in the case of out-of-equilibrium interacting particle systems. Abstract M. Gubinelli: I will discuss the problem of controlling the large scale limit of weakly non-linear SPDEs in the regime where the non-linearity survives at the macroscopic scale giving rise to singular non-linear SPDEs.

1 0

(senza oggetto)
by enea giuseppe bongiorno 01 Dec '17

01 Dec '17

Cari colleghi, segnalo l'apertura del seguente bando per assegni di ricerca presso l'Università del PIemonte Orientale: - Bando D.R. n. 1396/2017 (id. 393) per il conferimento di n. 27 Assegni di Ricerca – tipologia a - Bando Fondazione CRT (affissione: 30/11/2017 - scadenza: 15/01/2018) Il bando è stato pubblicato sul sito dell'ateneo www.uniupo.it (Ricerca/Assegni di ricerca/bandi), consultabile cliccando il seguente indirizzo: http://www.uniupo.it/it/ricerca/assegni-di-ricerca/bandi Nei prossimi giorni le informazioni relative al bando verranno pubblicati anche sul sito del Ministero (http://bandi.miur.it/) e su quello dell’Unione europea (http://ec.europa.eu/euraxess/) Segnalo che per il nostro settore risultano di interesse le due seguenti tematiche di ricerca (rispettivamente la 24 e la 25 dell'elenco allegato al bando): Semi and Nonparametric techniques for functional data with applications to economic and financial data (codice ERC PE1_14) Risk measures and Capital allocation problems with applications to market and insurance risks in a changing world (codice ERC PE1_21) Un cordiale saluto, E.Bongiorno -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it personal page: https://sites.google.com/site/eneabongiorno/

1 0

Kolmogorov meets Turing @ Roma Tre 01/12/17
by Pietro Caputo 01 Dec '17

01 Dec '17

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 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

1 1

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random December 2017