October 2018 - Random - Mailing list — Dipartimento di Matematica, UniPI

Assegno di ricerca presso Politecnico di Milano
by Alessandra Menafoglio 16 Oct '18

16 Oct '18

Il Dipartimento di Matematica del Politecnico di Milano ha bandito un assegno di ricerca di 12 mesi descritto in dettaglio al link https://www.polimi.it/index.php?id=3971 <https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5bID%5d=7923> &tx_wfqbe_pi1%5bID%5d=7923 sul tema Modellazione statistica e numerica di trasporto di sedimenti in bacini montani nell'ambito della partecipazione del laboratorio MOX al progetto della Fondazione CARIPLO SMART-SED. Eventuali interessati possono contattare <mailto:luca.bonaventura@polimi.it> luca.bonaventura(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it per maggiori informazioni. La scadenza del bando è il 25 ottobre 2018 e la prevista data per la presa di servizio il primo dicembre 2018. Grazie in anticipo per la diffusione a tutti i potenziali interessati. Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminario di Clement Erignoux il 23/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Clement Erignoux Universita' di Roma Tre Titolo: Hydrodynamics for a non-ergodic activated exclusion process Martedi' 23 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Abstract The Entropy Method introduced by Guo, Papanicolaou and Varadhan (1988) has been used with great sucess to derive the scaling hydrodynamic behavior of wide ranges of conserved lattice gases (CLG). It requires to estimate the entropy of the measure of the studied process w.r.t. some nice, usually product, measure. In this talk, I will present an exclusion model inspired by a model introduced by Goncalves, Landim, Toninelli (2008), with a dynamical constraint, where a particle at site x can only jump to x+delta iff site x-delta (delta=pm1) is occupied as well. I will give some insight on the different microscopic and macroscopic situations that can occur for this model, and briefly describe the steps to derive the hydrodynamic limit for this model by adapting the Entropy Method to non-product reference measures. I will also expand on the challenges and question raised by this model and on some of its nice mapping features. Joint work with O. Blondel, M. Sasada, and M. Simon.

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Fwd: avviso seminari di Matematica proff. Paolo Butta, Michela Ottobre e Boguslaw Zegarlinski (18.10.2018)
by Franco Flandoli 13 Oct '18

13 Oct '18

SEMINARI DI MATEMATICA Giovedì 18 ottobre 2018 *Scuola Normale Superiore* Pisa Sala Conferenze, Collegio Puteano si terranno i seguenti seminari: 14:30 *Paolo Buttà* ( Università di Roma "La Sapienza"), *“On the large deviations of interface motions in statistical mechanics models”* *Abstract:* *In this talk, I consider the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limit functionals provide, in the sense of large deviations theory, the probability of deviations from the mean curvature flow. I discuss, in the case of smooth interfaces, the derivation of these functionals, for which explicit formulae of the mobility and transport coefficients are given. This is joint work with L. Bertini and A. Pisante.* 15:20 *Michela Ottobre* (Heriot-Watt University, Edimburgh), *“Beyond the Hoermander condition”* *Abstract:* *The study of diffusion processes of elliptic and hypoelliptic type has by now produced a fully-fledged theory, involving several branches of mathematics: stochastic analysis, analysis of differential operators, (sub-)Riemannian geometry and control theory, just to mention the main players. One of the key steps in the development of such a theory has been the seminal paper of Hoermander and a large body of work has been dedicated for over 40 years to the study of diffusion processes under the Hoermander Condition (HC), which is a sufficient condition for hypoellipticity. We propose to study processes that do not, in general, satisfy the HC. In place of the HC, we wish to enforce a weaker condition, the so-called UFG condition, introduced by Kusuoka and Strook with probabilistic motivations, and, independently, by Sussman, Hermann and Lobry, this time in the field of control theory. In particular, Kusuoka and Strook showed that it is still possible to build a solid PDE theory for diffusion semigroups even in absence of the Hoermander condition. We will present new results on the geometry and long time behaviour of diffusion semigroups that do not satisfy the Hoermander condition. Our interest in UFG diffusions stems from the observation that they constitute a large class of SDEs which exhibit multiple invariant measures and such that it is possible to determine in a systematic way the basin of attraction of each equilibrium state. This is a joint work with P. Dobson (Maxwell Institute), T. Cass and D. Crisan (Imperial College).* 16:10 *Boguslaw Zegarlinski* (Imperial College London), *“Hypoelliptic diffusion in noncommutative setup”* *Abstract:* *I will review results and problems concerning hypoelliptic diffusion and coercive (Poincare and Log-Sobolev) inequalities.* Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Politecnico di Milano - Seminario Iacopini
by Laura Maria Sangalli 12 Oct '18

12 Oct '18

Si avvisa che in data 08-11-2018, alle ore 11:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Matteo Iacopini, Università Ca’ Foscari Venezia Titolo Bayesian Dynamic Tensor Regression Sommario Multidimensional arrays (i.e. tensors) of data are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well known multivariate models such as SUR, VAR, VECM, panel VAR and matrix regression models as special cases. For dealing with the over-parametrization and over-fitting issues due to the curse of dimensionality, we exploit a suitable parametrization based on the parallel factor (PARAFAC) decomposition which enables to achieve both parameter parsimony and to incorporate sparsity effects. Our contribution is twofold: first, we provide an extension of multivariate econometric models to account for both tensor-variate response and covariates; second, we show the effectiveness of proposed methodology in defining an autoregressive process for time-varying real economic networks. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with different size of the response and independent variables, proving computational efficiency even with high-dimensions of the parameter space. Finally, we apply the model for studying the temporal evolution of real economic networks. 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<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Seminario VAN DER PAS
by Matteo Ruggiero 12 Oct '18

12 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Stephanie VAN DER PAS (Leiden University) POSTERIOR CONCENTRATION FOR BAYESIAN REGRESSION TREES AND THEIR ENSEMBLES Since their inception in the 1980's, regression trees have been one of the more widely used nonparametric prediction methods. Tree-structured methods yield a histogram reconstruction of the regression surface, where the bins correspond to terminal nodes of recursive partitioning. Trees are powerful, yet susceptible to overfitting. Strategies against overfitting have traditionally relied on pruning greedily grown trees. The Bayesian framework offers an alternative remedy against overfitting through priors. Roughly speaking, a good prior charges smaller trees where overfitting does not occur. In this paper, we take a step towards understanding why/when do Bayesian trees and their ensembles not overfit. We study the speed at which the posterior concentrates around the true smooth regression function. We propose a spike-and-tree variant of the popular Bayesian CART prior and establish new theoretical results showing that regression trees (and their ensembles) (a) are capable of recovering smooth regression surfaces, achieving optimal rates up to a log factor, (b) can adapt to the unknown level of smoothness and (c) can perform effective dimension reduction. These results provide a piece of missing theoretical evidence explaining why Bayesian trees (and additive variants thereof) have worked so well in practice. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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numero speciale di DEF
by Rigo Pietro 10 Oct '18

10 Oct '18

La rivista Decisions in Economics and Finance (Springer) dedica un numero speciale al workshop The Mathematics of Subjective Probability (Milano, settembre 2018) Tutti gli interessati (anche se non hanno partecipato al workshop) sono invitati a sottomettere i loro lavori. La deadline e' 28 febbraio 2019. Ulteriori informazioni nel file allegato. Pietro Rigo

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12th Bayesian nonparametrics workshop
by Fabrizio Leisen 08 Oct '18

08 Oct '18

Dear All, the 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). *****CALL for CONTRIBUTED TALKS**** The Scientific Committee invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. You can submit your abstract at: https://www.stats.ox.ac.uk/bnp12/index.html#abstract *****Call for TRAVEL SUPPORT***** The submission of applications for travel support opens on 1st October 2018 and closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oral if awarded the travel support. Please see the following link for further details. https://www.stats.ox.ac.uk/bnp12/index.html#travelsupport Best Wishes, Fabrizio Leisen -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Dottorato in Statistica - Univ. Bocconi (2019-2020)
by Antonio Lijoi 07 Oct '18

07 Oct '18

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics presso l'Universita' Bocconi, per l'a.a. 2019-2020. La scadenza per la presentazione delle domande e' l'1 Febbario 2019. Saluti, AL ------------------------------------------------- PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------- The Bocconi PhD School provides 4 scholarships for the PhD in Statistics and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) -- Antonio Lijoi Bocconi University http://mypage.unibocconi.it/antoniolijoi

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seminar announcement
by Marco Scarsini 05 Oct '18

05 Oct '18

October 11th, 2018, 12:00 *Department of Economics and Finance* *LUISS* Room 207, Viale Romania 32 00196 Roma *Speaker: *Vianney Perchet, École Normale Supérieure, Paris *Title: * *“Dynamic Pricing with Finitely Many Unknown Valuations”* *Abstract:* *“We consider revenue maximization in stochastic dynamic pricing where the distribution of buyers' private values is supported on an unknown set of points of unknown cardinality. This choice of setting is well-suited to model scenarios in which buyers are grouped in an unknown number of latent types, characterized by their private values for the good on sale. We focus on the construction of learning algorithm, using ideas and techniques from multi-armed bandit literature. We will show that if there are only two different possible, but unknown, private values, then the learning cost (called ``regret'') is not bigger than if the values are known (but not the demand at those points).We also consider the case of arbitrarily large number of private values, and show that logarithmic regret is only possible under some specific additional assumptions on the model and we provide such an algorithm.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di E. Bisi a Milano - Bicocca (5 ottobre 2018)
by Francesco Caravenna 04 Oct '18

04 Oct '18

Scusandomi per lo scarso preavviso, segnalo il seguente seminario di probabilità che si terrà domani a Milano - Bicocca. Nell'ambito del ciclo "Insalate di matematica", venerdì 5 Ottobre alle ore 13.30 Elia Bisi (University College Dublin) terrà un seminario dal titolo: "How long does it take to go through a sequence of N queues?" nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, terzo piano, via Cozzi 55, Milano). Trovate il sommario al seguente indirizzo: https://drive.google.com/file/d/1tcyQ3_hxS7SmifbmQ_ZIZT6YUHa86S-L/view?usp=… Tutti gli interessati sono invitati a partecipare. -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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