Random April 2018

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DEC statistics seminars - April 19
by Sandra Fortini 13 Apr '18

13 Apr '18

Dear all, We are glad to announce the next DEC - Statistics Seminar Thursday, April 19 12:30 Meeting room 3-e4-sr03, Via Roentgen 1, 3rd floor Pietro Muliere (Bocconi University) The two-armed Bayesian nonparametric beta-Stacy bandit problem Kind regards, Raffaella Piccarreta and Isadora Antoniano The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar ATTENTION: If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier. ****************************** ********************* Isadora Antoniano Villalobos Assistant Professor DEC - Department of Decision Sciences, Bocconi University, via Guglielmo Röntgen 1 (3rd floor, room D1-16). 20136, Milano. email : isadora.antoniano(a)unibocconi.it Web page: http://faculty.unibocconi.eu/isadoraantonianovillalobos *************************************************** --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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Avviso seminario_Giovanni Zanco_16 aprile 2018_ore 11:00
by Stefano Bonaccorsi 13 Apr '18

13 Apr '18

Carissimi, il Dipartimento di Matematica dell'Università di Trento invita gli interessati al seguente seminario: A mean-field model with discontinuous coefficients for interacting neurons *Lunedì 16 aprile 2018* *Luogo*: *Aula seminari (piano terra)* *Dipartimento di Fisica* *Ore*: 15:00 Relatore: - *Giovanni Alessandro Zanco* (IST Wien) Abstract: We propose a new stochastic model for a system of interacting neurons that follow an integrate-and-fire dynamics with interaction that depends on the (random) spatial configuration of neurons and with discontinuous coefficients. We prove strong well-posedness of the resulting system of SDEs and study the mean-field limit as the number of particles tends to infinity. We obtain a Fokker-Planck-type PDE and show that it has a unique weak function-valued solution, obtained as the limit of the laws of the empirical measures for the system of particles. *Referente:* Stefano Bonaccorsi

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Fwd: Sujet de thèse à diffuser
by RITA GIULIANO 13 Apr '18

13 Apr '18

Buongiorno. Informo i possibili interessati che Il Prof.Faïcel Chamroukhi, (Universita' di Caen) https://chamroukhi.users.lmno.cnrs.fr/ cerca studenti in tesi in statistica. Il soggetto di tesi e' disponibile all'indirizzo https://chamroukhi.users.lmno.cnrs.fr/phd-training-positions/These-DeepMoE-… Cordiali saluti Rita Giuliano

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rtd-a position in MAT/06 at the University of Trento
by Stefano Bonaccorsi 12 Apr '18

12 Apr '18

The Department of Mathematics of the University of Trento (henceforth referred to as "the Department") has just opened a call for a junior researcher position (Ricercatore a tempo determinato di tipo a) in the area of Probability/Stochastic Processes. Candidates are expected to hold a Ph.D. and to have a good publication record in the area of Probability/Stochastic Processes. The successful candidate is expected to participate in the activities of the research group in Stochastic Processes. The successful candidate will be required to provide lecturing and tutoring activities in the area of Probability and Mathematical Statistics (typically one course per year). The position is a fixed-term contract of employment for three years, renewable for a further two years. At the end of the period, the Department will have the opportunity to open a call for a tenure-track position in the same area. Applications should be submitted exclusively through the web sitehttp://www.unitn.it/ateneo/bando-dr-valcomp/50780/valutazione-comparativa-a-n-1-posto-di-ricercatore-a-tempo-determinato-tipo-a-l-2402010-settore-co The deadline is May 10 2018 at 13:00 CEST. Incomplete applications, or application submitted after that deadline, will not be considered. For information on the scientific aspects of the positions, please contact the Head of Department at direttore.maths(a)unitn.it (current Head is Professor Andrea Caranti) For information on preparing and submitting the application, please contact the Personnel Office for Professors and Researchers (by telephone on +39 0461 283348 or +39 0461 283306, by email at recruitment(a)unitn.it).

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Bayesian Inference and Approximations of High-Dimensional Network Models: PhD e postdoc all'Universita' del Sussex, UK
by Enrico Scalas 12 Apr '18

12 Apr '18

Car* collegh*, al Dipartimento di Matematica dell'Universita' del Sussex abbiamo due bandi aperti sul tema: Bayesian Inference and Approximations of High-Dimensional Network Models. 1. Research fellow http://www.sussex.ac.uk/about/jobs/research-fellow-in-mathematics-3077 2. PhD http://www.sussex.ac.uk/study/fees-funding/phd-funding/view/911-Bayesian-In… 3. Inoltre potrebbe interessare anche questa borsa di dottorato su Big Data Machine Learning for Human Behaviour Modelling http://www.sussex.ac.uk/study/fees-funding/phd-funding/view/912-Big-Data-Ma… Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Dependence Modeling - Special Issue on Model Uncertainty and Robust Finance - REMINDER
by Emanuela Rosazza 11 Apr '18

11 Apr '18

DEPENDENCE MODELING (now covered by SCOPUS) SPECIAL ISSUE on Model Uncertainty and Robust Finance Guest Editors: Marco Frittelli, University of Milano Emanuela Rosazza-Gianin, University of Milano-Bicocca SCOPE Dependence Modeling will publish a special issue devoted to the workshop “Model Uncertainty and Robust Finance” with the plan to have it published in September 2018. Both original research contributions and survey papers are welcome. Topics covered by this Special Issue include, but are not limited to: • Model Risk • Systemic Risk • Robust Methods for Finance • Dependence Uncertainty • Axiomatic Theory of Risk Measures • Extremal Dependence Scenarios HOW TO SUBMIT All submissions to the special issue must be made electronically at http://www.editorialmanager.com/depmod/ and will undergo the standard peer review process. When submitting your paper please choose “SI: Model Uncertainty and Robust Finance”. The deadline for the submissions is May 15, 2018 but individual papers will be reviewed and published online on an ongoing basis. Contributors to this Special Issue will benefit from: • No article publication fees • No Copyright constraints • Unlimited and free Open Access for all readers • Fair and constructive peer review provided by experts in the field • Fast online publication of articles • Free language assistance for authors from non-English speaking regions We are looking forward to your submission. If you have any question, please contact us at demo.editorial(a)degruyter.com ******************************************************************************************* 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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Applied Bayesian Statistics School
by Consonni Guido 11 Apr '18

11 Apr '18

This is a reminder that early-bird registration is still available for ABS18, the 15th Applied Bayesian Statistics Summer School. The daily programme is available on the website. web.mi.imati.cnr.it/conferences/abs18/index.html Topic: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Dates: 4-8, June, 2018 Location: Villa del Grumello, Como, Italy Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Practical sessions: Paul WU, Research Fellow, Queensland University of Technology, Brisbane, Australia. Fees (if paid before May 1, 2018): - EUR 300 (22% VAT included) students and postdocs - EUR 450 (368.85 + 22% VAT) people from academic and non-profit organisations - EUR 900 (737.70 + 22% VAT) all the others Italian public employees are exempt from VAT. Best regards Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY Ph: +39 02 7234 3049 https://sites.google.com/site/consonnibayes/home Master of Science in Statistical Actuarial Sciences/track in Data Analytics http://www.ucscinternational.it/graduate-programs/2-year-graduate-degrees-i… Master in Data Science for Management master.unicatt.it/datascience [http://Static.unicatt.it/layout/img/layout/5x1000.gif] Destina il tuo 5 per mille all'Università Cattolica CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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Senior lecturer position (teaching in German)
by Erika Hausenblas 11 Apr '18

11 Apr '18

There is a senior lecturer Position aviable at our department in applied mathematics. See http://www.unileoben.ac.at/de/3021/ (or attachment). For informal queries please contact erika.hausenblas(a)unileoben.ac.at Erika

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seminario Silvana Pesenti - 23 aprile 2018
by Emanuela Rosazza 10 Apr '18

10 Apr '18

Si avvisa che il giorno lunedì 23 aprile alle ore 16 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Silvana Pesenti (Cass Business School, City, University of London) Titolo: “Cascade Sensitivity Measures” Abstract: In risk management, an internal model consists of three elements: (i) a random vector of input risk factors, (ii) a real valued aggregation function, and (iii) the output, which is a random variable obtained by applying the aggregation function to the vector of risk factors. Sensitivity analysis often requires evaluation of changes in the distribution of the output, when the distribution of risk factors is varied with reference to a baseline input distribution. We introduce a novel sensitivity measure termed cascade sensitivity, which quantifies the extent to which small changes (stresses) in an individual risk factor affect the output risk measure. The proposed method captures the direct impact on the output, as well as indirect effects via other risk factors that are dependent with the one being stressed. In this way, the dependence between risk factors is explicitly taken into account. Alternative representations of the cascade sensitivity measure are provided, requiring either knowledge of the aggregation function's gradient or additional evaluations of the model under alternative distributional assumptions. This is of particular interest in applications, where the distribution of the output is typically determined via simulation methods. Furthermore we give a representation of the proposed sensitivity measure that can be calculated from a single simulated sample starting from the baseline model, without the need to simulate under a different model specification or to explicitly study the properties of the aggregation function. This makes the proposed method attractive for practical applications, as is illustrated through numerical examples. Joint work with Pietro Millossovich and Andreas Tsanakas. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* 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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Advanced School on complexity and emergence: second announcement
by elisa mastrogiacomo 10 Apr '18

10 Apr '18

This is the *second** announcement* of the upcoming *Advanced School on complexity and emergence: ideas, methods, with a special attention to economics and finance (CEIM)* The School will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore on July 22-27, 2018. The main courses will be given by L. Boi (EHESS – Paris), I. Capelli (Università dell’Insubria), I. Ekeland (Ceremade - Universitè Paris-Dauphine), F. Guerra (Sapienza Università di Roma), J. Jost (Max Planck Institute for Mathematics in the Sciences - Leipzig), Florent McIsaac, (Agence Française pour le Développement), F. Patras (Université de Nice Sophia-Antipolis), F. Riedel (Center for Mathematical Economics, Bielefeld University), F. Semboloni (Università degli studi di Firenze), R. Seri (Università dell’Insubria). The potential participants of the School are primarily master and doctorate students of mathematics, information sciences, theoretical physics, and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity. The aim of the School is to provide these researchers useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, bridging the present disciplinary gap, and profiting from knowledge and insights from both communities. The School may have some (limited number of) financial supports. Details about the registration, the application for financial support are available at the website http://ceim.lakecomoschool.org/. We would be grateful if you could circulate this announcement among your PhD students, postdocs and colleagues. With our best regards, Sergio Albeverio Elisa Mastrogiacomo Fabio Minazzi Emanuela Rosazza Gianin Stefania Ugolini

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