June 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

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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

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Assegno di Ricerca Biennale (scadenza imminente)
by Federico Polito 28 Jun '17

28 Jun '17

Gentili colleghi, è aperta la procedura per l'assegnazione di un *assegno di ricerca biennale* nel Dipartimento di Matematica, Università di Torino. La ricerca verrà svolta all'interno del progetto "Memory in Evolving Graphs" (fondi Università di Torino / Compagnia di San Paolo). Sono apprezzate conoscenze di grafi aleatori e tecniche di cambi di tempo aleatori. Data prevista di inizio: Settembre/Ottobre 2017. Data ultima per chiudere la domanda: *Ore 12 del 14 luglio 2017* Bando: https://www.serviziweb.unito.it/albo_ateneo/?area=federico.polito@unito.itA… <https://www.serviziweb.unito.it/albo_ateneo/?area=Albo&action=Read_Download…> Procedura per la domanda: https://pica.cineca.it Maggiori dettagli qui: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/132390 Per ogni chiarimento o domanda potete scrivermi: federico.polito(a)unito.it Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario di Probabilita', La Sapienza
by Faggionato, Alessandra 27 Jun '17

27 Jun '17

Seminario di Probabilita' Mercoledi' 5 Luglio 2017, Ore 14.30, Aula C, Dipartimento di Matematica G Castelnuovo, Sapienza Speaker: V. Silvestri (Cambridge) Title: The reset time of Internal DLA Abstract: Consider Internal DLA on cylinder graphs of the form GxZ. How does a large cluster typically look like? How long does it take for the process to forget its initial profile? In this talk I will address these questions, explaining how the answer depends on the mixing properties of the base graph G. Joint work with Lionel Levine. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Position of Lecturer in Mathematics, University of Sussex
by Enrico Scalas 26 Jun '17

26 Jun '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in analisi numerica. Il motivo per cui segnalo l'annuncio su questa lista e' che possiamo anche prendere in considerazione candidature di persone che si occupano, per esempio, di analisi numerica di equazioni differenziali stocastiche, di equazioni differenziali stocastiche alle derivate parziali o di analisi rigorosa di algoritmi di Monte Carlo. Vi prego di diffondere l'annuncio se conoscete persone interessate che corrispondono al profilo. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-in-mathematics-2173 http://www.jobs.ac.uk/job/BCH117/lecturer-in-mathematics Il profilo e': Applications are invited from rigorous numerical analysts working in any area of numerical analysis and scientific computing; candidates at the interface with Mathematical Biology would be particularly welcome. Il bando contiene poi link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Seminars at SNS (Pisa), 29 July 2017
by Maria Elvira Mancino 26 Jun '17

26 Jun '17

Dear All, I am glad to announce the following two seminars at Scuola Normale Superiore on the 29th July 2017 14.30 Christa Cuchiero (University of Vienna) Title: (Probability) measure-valued polynomial diffusions Abstract: We introduce polynomial diffusions taking values in the space of (probability) measures on a Polish space, extending the finite dimensional notion of polynomial processes to the infinite dimensional case. Our main goal is tractable dynamic modeling of (probability) measures with applications in large equity markets, capital distribution curve and term structure modeling. In the case of probability measures we provide a characterization of the corresponding extended generators, prove well-posedness of the associated martingale problems and recover the well-known Fleming-Viot process as special case. We obtain uniqueness of the martingale problem by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. 15.30 Short break 16.00 Josef Teichmann (ETH-Zurich) Title: Affine processes and non-linear (PI)DEs Abstract: Motivated by works Dynkin, McKean, LeJan/Sznitman, Henry-Labordere and many others we show an abstract representation property for solutions of non-linear (PI)DEs by affine processes. This allows on the one hand to establish original simulation algorithms, on the other hand even to come up with new types of existence results for DEs. (joint work with Christa Cuchiero). ------------------------------------------------------------------------------------ Everyone is invited to participate. For more information, please contact mariaelvira.mancino(a)unifi.it

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Announcement of two talks, probability seminar, University of Pisa, Tuesday, June 27, 11:00h - 13:00h
by Carina Geldhauser 25 Jun '17

25 Jun '17

Announcement of two talks in the probability seminar at the University of Pisa. DATE AND TIME: Tuesday, June 27, 11:00h - 13:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER 1: Remi Catellier (Université de Nice Sophia-Antipolis) TITLE: Averaging along irregular curves and regularization of ODEs. ABSTRACT: Paths of some stochasic processes such as fractional Brownian Motion have some amazing regularization properties. It is well known that in order to have uniqueness in differential systems such as $dy_t = b(y_t) dt$, $b$ needs to be quite regular. However, the oscillations of a stochastic process added to the system will guarantee uniquneness for really irregular $b$. In this talk we will show how to solve the perturbed differential system with a certain stochastic averaging operator. As an application, we show that the stochastic transport equation driven by fractional Brownian motion has a unique solution when $u_0 \in L^{\infty}$ and $b$ is a possibly random $\alpha$-Hoelder continuous function for $\alpha$ large enough. This is a joint work with Massimiliano Gubinelli. After a short break, at around 12:15h, we will continue with a second talk by SPEAKER 2: Michel Nassif (ENS Rennes) TITLE: Introduction to interacting particle systems ABSTRACT: Interacting particle systems is a recently developed field in the theory of Markov processes with many applications: particle systems have been used to model phenomena ranging from traffic behaviour to spread of infection and tumour growth. We introduce this field through the study of the simple exclusion process. We will construct the generator of this process and we will give a convergence result of the spatial particle density to the solution of the heat equation. We will also discuss a variation of the simple exclusion process with proliferation. Everyone is invited to participare. For more information and a longer abstract of the first talk in pdf format, please contact carina.geldhauser(a)dm.unipi.it

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Seminario di Probabilità - Padova
by alessandra bianchi 23 Jun '17

23 Jun '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 27 giugno alle ore 11:00 in aula 2AB40 del Dipartimento di Matematica dell'Università degli Studi di Padova. Speaker: Claudio Landim Affiliation: IMPA, Rio de Janeiro Title: Recent results on metastability and potential theory. Abstract: We give a brief introduction on the martingale approach to metastability. In the second part of the talk we consider the metastable behavior of non-reversible small perturbations of dynamical systems, providing a formula for the transition time between two wells. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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PosdocPosition-PANORISK (fwd)
by Lucia Caramellino 22 Jun '17

22 Jun '17

---------- Forwarded message ---------- Date: Mon, 19 Jun 2017 14:20:28 +0200 From: Claude Martini <cmartini(a)zeliade.com> To: "cmartini(a)zeliade.com" <CMartini(a)zeliade.com> Subject: PosdocPosition-PANORISK Dear colleague, here is the announcement and description for a postdoc position in the ongoing PANORISK project: http://ira.univ-lemans.fr/en/recherche-1/post-doctoral-recruitment-2017.html -- Claude Martini CEO CMartini(a)zeliade.com https://www.linkedin.com/in/claude-martini/ Tel : +33 (0)1 40 26 17 81 Mob : +33 (0)6 84 71 15 57 Fax : +33 (0)1 40 26 17 81 Zeliade Systems 56, rue Jean-Jacques Rousseau 75001 Paris - France www.zeliade.com www.zanadu.io ____________________________________________________________________ Ce message et ses pièces jointes contiennent des informations confidentielles. Il est établi à l’intention exclusive de ses destinataires. Si vous n’en êtes pas destinataire, merci de le détruire et d’en avertir immédiatement l’expéditeur. Toutes diffusion, publication, totale ou partielle ou divulgation sous quelque forme que se soit non expressément autorisées de ce message, sont interdites. This e-mail and its attachments are confidential and intended solely for the addressees. If you are not the intended recipient of this message, then please delete it and notify the sender. Unauthorized publication, use, dissemination or disclosure of this message, either in whole or in part is strictly prohibited. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Mini Course at GSSI on "Information Spreading, Consensus and Community Detection"
by clementi＠axp.mat.uniroma2.it 22 Jun '17

22 Jun '17

LECTURER: Andrea Clementi (Universita' degli Studi TOR VERGATA) PERIOD: 11-12/07/2017 LOCATION: GSSI, L'AQUILA, http://cs.gssi.infn.it/contacts/ SCHEDULING: http://cs.gssi.infn.it/phd-program/calendar/ TITLE: Gossip Algorithms for Information Spreading, Consensus and Community Detection ABSTRACT: The course will focus on a set of analytic tools to analyze some basic epidemic processes in networks. 1) We start giving the main concepts and results on spectral graph theory and on expander graphs. 2) We analyze the convergence time of randomized gossip algorithms in graphs having good expansion properties. 3) We analyze some simple probabilistic dynamics that achieve fast and stable consensus. 4) We consider distributed averaging processes on well-clustered graphs and look at the metastable phase in which the states of the nodes reflect the hidden clusters of the graph. Contacts: Andrea Clementi (Universita' degli Studi TOR VERGATA), clementi(a)mat.uniroma2.it Mattia D'Emidio (GSSI), mattia.demidio(a)gmail.com

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Assegno di ricerca presso la Scuola Normale Superiore, Pisa
by Fabrizio Lillo 21 Jun '17

21 Jun '17

The call for a 16 month postdoc (assegno di ricerca) is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Italian: **Esecuzione ottimale e dinamica di alta frequenza in mercati foreign exchange* *English: Optimal execution and high frequency dynamics in foreign exchange markets* and the research will likely be conducted in collaboration with the FX desk of HSBC (London) The details of the call are at Italian https://www.sns.it/bando/assegno-di-ricerca-denominato-%E2%80% 9Cesecuzione-ottimale-e-dinamica-di-alta-frequenza-mer cati-foreign-exchange%E2%80%9D English https://en.sns.it/bando/research-contract-named- %E2%80%9Coptimal-execution-and-high-frequency-dynamics-foreign-exchange The deadline is July 10. 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 Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159 <+39%20050%20509159>

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Post-doc position at Inria Grenoble (France)
by Julyan Arbel 20 Jun '17

20 Jun '17

Dear all, there is an open post-doc position in Bayesian nonparametrics at Inria Grenoble (France), starting in the fall of 2017. Application deadline is very short (by the end of next week). Interested people can contact me. Best Julyan Julyan Arbel http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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Borsa di Dottorato - Università Franco-Italiana
by gianmario tessitore 16 Jun '17

16 Jun '17

Con preghiera di diffusione. E' aperta la call for candidates per una borsa di dottorato dell'Università franco-italiana da svolgersi tra l' ENSTA ParisTech (Université Paris-Saclay, Ecole doctorale de mathématiques Hadamard) e l' Università Milano-Bicocca (Dottorato in Matematica Milano-Bicocca, Pavia, INdAM) con inizio il primo Ottobre 2017. Allego descrizione precisa delle tematiche di ricerca e del profilo del candidato richiesto. cordiali saluti Gianmario Tessitore

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PhD course Gianluca Fusai in Bicocca
by Valeria Bignozzi 16 Jun '17

16 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Option Pricing”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Gianluca Fusai, dell’ Università degli Studi del Piemonte Orientale. La partecipazione al corso è libera, ma occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it). Le lezioni si terranno nei giorni: Lunedì 19 Giugno ore 10:00-12:30 e 14:00-17:30 Venerdì 23 Giugno ore 10:00-12:30 e 14:00-17:30 presso l’Aula 2062, secondo piano dell’edificio U7, Via Bicocca degli Arcimboldi 8, 20126 Milano. Programma: We revisit the most important stochastic models and theur use for pricing plain vanilla and exotic derivative products. In particular in the course we will address: * Plain vanilla, exchange, Asian and barrier options. * Analytical and numerical methods (including PDE, quadrature, eigenfunction expansion, Laplace transform). * Gaussian and Non Gaussian models: GBM, Square-root, CEV, Lévy, Heston models: main properties and applications to option pricing using Fourier Transform techniques. * Interest rate models and pricing of swaps, caps and swaptions. * If time allows recent reseults on pricing via Hilbert transform and Wiener-Hopf factorization will be also illustrated. Participants are welcome to bring their laptop because numerical examples will be discussed using Matlab. Prerequisite: Basic knowledge of option payoffs, properties of the Bronwian motion, Ito's lemma Instructor: Gianluca Fusai ssrn page: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196 -------------------------------------------------------------------------------- _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random

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Fwd: Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017.
by Carina Geldhauser 15 Jun '17

15 Jun '17

ricevo ed inoltro. -------- Weitergeleitete Nachricht -------- Betreff: [ML-news] Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017. Datum: Mon, 5 Jun 2017 01:11:57 -0700 (PDT) Von: Mauricio A. Álvarez <maalvarezl(a)gmail.com> An: Machine Learning News <ml-news(a)googlegroups.com> Hi ML-News, Gaussian Process Summer School and Uncertainty Quantification 11th-14th September 2017. Early registration is open for the Gaussian Process Summer School. Deadline for early registration is 15th July. There is also a limit on the number of places to 60 students (allocated on a first come first served basis). The school involves a combination of talks on Gaussian processes and practical sessions. It will end with a one day workshop on Advances in Approximate Inference with GPs (14th September). Registrants to the summer school can attend the workshop free of charge. Confirmed speakers at the Summer School include: Nicolas Durrande (Ecole des Mines St Etienne) Simo Särkka (Aalto University) Aki Vehtari (Aalto University) Richard Wilkinson (University of Sheffield) Mauricio A. Álvarez (University of Sheffield) Andreas Damianou (Amazon Research Cambridge) Javier Gonzalez (Amazon Research Cambridge) Neil Lawrence (Amazon Research Cambridge and University of Sheffield) The draft schedule and details for registration are available here: http://gpss.cc/gpss17/ Current speakers at the Workshop are: Alan Saul (University of Sheffield) Aki Vehtari (Aalto University) Dustin Tran (Open AI and Columbia University) Rajesh Ranganath (Princeton University) A facebook group for this series of summer schools is available here: https://www.facebook.com/gaussianprocesssummerschool Regards, Mauricio A. Álvarez -- You received this message because you are subscribed to the Google Groups "Machine Learning News" group. To unsubscribe from this group and stop receiving emails from it, send an email to ml-news+unsubscribe(a)googlegroups.com. For more options, visit https://groups.google.com/d/optout. _______________________________________________ Ins-wegelerstrasse mailing list Ins-wegelerstrasse(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ins-wegelerstrasse _______________________________________________ Ag-griebel-stud mailing list Ag-griebel-stud(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ag-griebel-stud

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Announcement: Mini-workshop on Monte Carlo and Hybrid Methods
by Enrico Scalas 14 Jun '17

14 Jun '17

The goal of this workshop will be to bring together people working on the simulation of Langevin, Hamiltonian dynamics and their variants, and the applications of such methods to Markov Chain Monte Carlo, including MALA, HMC, etc Organisers : Andrew Duncan & Enrico Scalas, School of Mathematical and Physical Sciences, University of Sussex When : Friday, June 23. The workshop will start at 10pm (Registration & Coffee from 9:30am) and end at 4pm. Where : At the University of Sussex, in Pevensey 1 Room 1A6 Programme 9:30am - 10:00am: Registration 10:00am - 10:45am: Tijana Radivojevic: Modified Hamiltonian Monte Carlo methods in practice 10:45am - 11:15am: Coffee Break 11:15am - 12:00pm: Elena Akhmatskaya: Sampling with modified Hamiltonians in statistical inference 12:00pm - 12:45pm: Mikhail Tretyakov: Stochastic rigid body dynamics with hydrodynamic interactions 12:45pm - 2:30pm: Lunch (Fish and Chips) 2:30pm - 3:15pm: Konstantinos Zygalakis: Ergodic Stochastic Differential Equations and Sampling: A numerical analysis perspective 3:15pm - 4:00pm: Sam Livingstone: Kinetic energy choice in Hamiltonian/Hybrid Monte Carlo Participation is free. A dinner will be organised with the speakers on the evening of Thursday 22nd June. Please contact the organisers if you wish to attend.

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PhD course Marco Frittelli in Bicocca
by Valeria Bignozzi 09 Jun '17

09 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Arbitrage and superhedging, from the classical setting to a pathwise approach”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Marco Frittelli, del Dipartimento di Matematica dell’ Università degli Studi di Milano. La partecipazione al corso è libera, occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it>). Programma: Lunedì 5 Giugno, ore 14:00-17:00: Introduction to arbitrage: the classical setting, the robust approach and the pathwise framework; Martedì 6 Giugno, ore 10:00-13:00 e 14:00 -17:00: Superhedging: example of duality gap and pathwise setting; Mercoledì 7 Giugno, ore 10:00-13:00: On the classical cases and comparison with the pathwise setting. Il corso si terrà nell’aula 2026, secondo piano dell’edificio U7.

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1 year postdoc offer on hydrological space-time extremes (Montpellier, France)
by Carlo Gaetan 09 Jun '17

09 Jun '17

Care/i colleghe/i, vi allego un'offerta di assegno di ricerca per la quale mi è stato chiesta la diffusione agli interessati. Mi scuso per l'eventuale invio di messaggi multipli. Cordialmente, Carlo Gaetan -- Dipartimento 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

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Politecnico di Milano - Seminario S. Castruccio
by Laura M. Sangalli 08 Jun '17

08 Jun '17

Si avvisa che in data 13-06-2017, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Stefano Castruccio, Newcastle University, UK Titolo: Stochastic Approximations of Complex Deterministic Models: Environmental Applications Sommario: Climate models are among the most used tools for impact assessment and policy making, and they are instrumental to obtain physically consistent projections of future climate. While it is of crucial importance to assess the sensitivity of such models to different input such as scenarios and parametrizations, a comprehensive analysis is not feasible due to computational and memory constraints. In this talk I will present new classes of global space-time statistical models (emulators) that can provide useful stochastic approximations to climate models. Emulators trained on a small set of model runs allow to perform sensitivity analysis with surrogate runs that are orders of magnitude faster to compute than the original climate model. I will also discuss some of my methodological research on global space-time statistical models, spanning from nonstationary Gaussian processes in the sphere x time domain that can account for land/ocean regimes and vertical profiles of temperatures, to skew-t processes for daily data. The large dimensionality of the model output, comprising of hundreds of millions data points, poses significant computational challenges, and in this talk I will also introduce a new sequential likelihood approximation that will allow scalable, parallelizable and asymptotically consistent inference for massive datasets. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Lectures on “Affine and Polynomial Processes” (J. Teichmann and C. Cuchiero - SNS, Pisa, 21-23-27 giugno 2017)
by Maria Elvira Mancino 08 Jun '17

08 Jun '17

Three Lectures on: "AFFINE AND POLYNOMIAL PROCESSES" (JOSEF TEICHMANN, ETH Zurich; CHRISTA CUCHIERO, University of Vienna) ____________________________________________________ Lecture 1 (JOSEF TEICHMANN) "Motivating examples: classical and recent ones". Several examples from Mathematical Finance and other areas of applications are considered (Pricing and Hedging; Credit Risk; representation of non-linear PDEs; rough volatility) JUNE 21TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ________________________________________________________________________________ Lecture 2 (JOSEF TEICHMANN AND CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Foundational issues are discussed in detail and admissibility conditions proved in the canonical state space setting. JUNE 23TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ____________________________________________________________ Lecture 3 (CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Affine and polynomial processes one general state spaces are considered towards finite or infinite dimensional processes classes. JUNE 27TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ______________________________________________________________ Tutti gli interessati sono invitati a partecipare.

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Second Haifa Probability School, 18-22 Dec 2017, Technion (Israel)
by Francesco Caravenna 07 Jun '17

07 Jun '17

Ricevo e inoltro. > Dear colleagues, > > We invite you and your students/postdocs to take part in the forthcoming probability school, this winter Dec 18-22/2017 at the Technion - Haifa/Israel. > > There will be 3 mini courses with daily lectures as follows: > Marek Biskup (UCLA) / Oren Louidor (Technion) – > Large values of the discrete Gaussian free field. > Jason Miller (Cambridge) – > The continuum Gaussian free field and Liouville quantum gravity. > Lorenzo Zambotti (Paris 6) – > SPDEs and regularity structures. > > In addition, young participants will get a chance to present their work during multiple short-talk sessions. > > Financial support (for accommodation and travel) is available. Preference will be given to young participants and those who register early. > > Further information and an on-line registration from can be found here: > https://hps2.net.technion.ac.il/ <https://hps2.net.technion.ac.il/> > > Oren Louidor > (On behalf of the organizers: > Dima Ioffe (Technion, Israel). > Oren Louidor(Technion, Israel). > Leonid Mytnik (Technion, Israel). > Lorenzo Zambotti (Paris 6, France) ).

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PhD in Statistics and Mathematical Finance, Call for applications
by Francesca Greselin 06 Jun '17

06 Jun '17

A call for applications to the 2016/2017 PhD program in Statistics and Mathematical Finance (University of Milano-Bicocca) is available at the PhD web site: http://www.unimib.it/go/243995352 Deadline for application is on the 3rd of July (12.00 a.m. Italian local time) The PhD program offers two curricula: 1) Statistics; 2) Mathematical Finance. Seven grants (annual amount of 16.238 euros) are available, three of which are reserved for students with non-Italian master degrees. Course will be held in English by highly qualified Italian and non-Italian professors. For further information visit the PhD web site (http://www.dismeq.unimib.it/en/dottorato-di-ricerca/) or contact: Giorgio Vittadini (giorgio.vittadini(a)unimib.it <mailto:giorgio.vittadini@unimib.it) PhD program coordinator Andrea Ongaro (andrea.ongaro(a)unimib.it <mailto:andrea.ongaro@unimib.it) Curriculum in Statistics coordinator Fabio Bellini (fabio.bellini(a)unimib.it <mailto:fabio.bellini@unimib.it) Curriculum in Mathematical Finance coordinator Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it) Secretariat

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IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO
by Irene Crimaldi 06 Jun '17

06 Jun '17

From: <phdapplications(a)imtlucca.it> Subject: IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO We are pleased to inform you about the IMT School for Advanced Studies Lucca's call for applications for PhD positions in the following specialized curricula Siamo lieti di informare che e' aperto il nuovo bando di selezione per l'accesso al Programma di Dottorato della Scuola IMT Alti Studi Lucca per i seguenti curricula di specializzazione: - - Analysis and Management of Cultural Heritage - - Cognitive, Computational and Social Neurosciences - - Computer Science and Systems Engineering - - Economics, Networks and Business Analytics - No tuition fees, free room and access to IMT Canteen Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa IMT - A grant of €13,630 gross/year Importo lordo della borsa: €13.630/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2017 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2017 DEADLINE: July 18th, 2017 at 12:00 pm CEST MORE INFORMATION: http://phd.imtlucca.it The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. IMT's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), una delle sei Scuole di Eccellenza in Italia, e' un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/pages/IMT-Institute-for-Advanced-Studies-Lucca/187…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2017/18 IMT School PhD call, please write to phdapplications(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','phdapplications(a)imtlucca.it');> If you no longer wish to receive emails from the IMT School, please send an email with the word UNSUBSCRIBE in the subject line to commev(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','commev(a)imtlucca.it');>. IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>

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Workshop in Cardiff su Isotropic Random Fields in Astrophysics
by Enrico Scalas 02 Jun '17

02 Jun '17

Car* collegh*, Vi puo' interessare questo workshop interdisciplinare su: Isotropic Random Fields in Astrophysics che si terra' a Cardiff il 29-30 giugno 2017 Pagina web: http://ssa.cf.ac.uk/randomfields/index.htm Registrazione (gratuita ma obbligatoria): http://ssa.cf.ac.uk/randomfields/registration.htm Cordiali saluti, Enrico Scalas

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dottorato in Statistica e Finanza matematica - bando
by emanuela.rosazza1＠unimib.it 02 Jun '17

02 Jun '17

Si avvisa che ieri è stato pubblicato il bando per le iscrizioni al 33-esimo ciclo di Dottorato di ricerca in Statistica e Finanza Matematica presso l'Università di Milano-Bicocca. Potete trovare il bando al link http://www.unimib.it/go/243995352 Chiusura bando: 3 luglio - ore 12. Cordiali saluti, -- **************************************************** 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 ****************************************************

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