October 2019 - 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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Politecnico di Milano - Seminario Borgonovo
by Laura Maria Sangalli 31 Oct '19

31 Oct '19

Si avvisa che in data 06-12-2019, 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: Emanuele Borgonovo, Bocconi University Titolo: Explainability, intepretability and sensitivity analysis Sommario: A growing research activity is developing for increasing interpretability of machine findings. When complex architectures are used, analysts are, in fact, exposed to the black-box effect. This seminar will review several methods used both in the machine learning and in the simulation community to make the black box more transparent. We shall discuss tools such as partial dependence functions, layerwise relevance propagation, as well as present several local and global sensitivity analysis methods, also proposing new tools and new findings on popular tools. 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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Fwd: Position in Probability at Durham University
by Elisabetta Candellero 31 Oct '19

31 Oct '19

Ricevo ed inoltro. Elisabetta ---------- Forwarded message ---------- From: "CHHITA, SUNIL" <sunil.chhita(a)durham.ac.uk> To: Cc: Bcc: Date: Wed, 30 Oct 2019 13:45:31 +0000 Subject: Position in Probability at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new assistant professor position (i.e. lecturer) in probability at Durham University, UK. The closing date for applications is 13th December 2019. Please see the link below for more details: https://www.dur.ac.uk/jobs/recruitment/vacancies/math20-15/ Please pass this on to anyone who you think might be interested. Many thanks, Sunil Chhita Nicholas Georgiou Ostap Hryniv Mikhail Menshikov Ellen Powell Mustazee Rahman Matthias Troffaes Andrew Wade

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University of Padova: call for interest for a Professor in Probability
by Tiziano Vargiolu 31 Oct '19

31 Oct '19

Please circulate among all potential interested people 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 --------------------------------------------------------------------------

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Call for Papers -- EFI5-Energy Finance Italia Ed.5
by Tiziano Vargiolu 31 Oct '19

31 Oct '19

-------- Messaggio originale -------- Oggetto: Call for Papers -- EFI5-Energy Finance Italia Ed.5 Data: 30-10-2019 23:09 Mittente: LM <lmastroeni(a)os.uniroma3.it> Dear All, we are delivering the Second Call for Papers for the workshop EFI5 - Energy Finance Italia Edn. 5 Roma Tre University, Department of Economics February 10 - 11, 2020 The DEADLINE for submissions is DECEMBER 15TH, 2019 IMPORTANT DATES: DECEMBER, 15TH Deadline for submissions of extended abstracts JANUARY, 15TH Deadline for notification of acceptance JANUARY, 25TH Deadline for the payment of fees JANUARY, 31ST Deadline for the submission of full papers FEBRUARY, 10TH - 11TH Workshop KEYNOTE SPEAKERS: Lutz Kilian [1] and Brian Wright [2] A SELECTION OF PAPERS presented at the workshop will be published in the journal Decisions in Economics and Finance [3]. You can find all the information at the following link http://host.uniroma3.it/eventi/efi5/ All the best Loretta Mastroeni LORETTA MASTROENI Associate Professor of Mathematical Finance Department of Economics Via Silvio D'Amico, 77 - 00145 Rome - Italy ph: +39-6-5733.5693 e-mail: loretta.mastroeni(a)uniroma3.it Skype contact: lmastroeni_1 Links: ------ [1] https://sites.google.com/site/lkilian2019/ [2] https://are.berkeley.edu/users/brian-wright [3] https://www.springer.com/journal/10203

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Fourth European Conference on Queueing Theory (ECQT'20)
by Antonio DI CRESCENZO 30 Oct '19

30 Oct '19

ricevo e inoltro /********************************************************************/ /* *Fourth European Conference on Queueing Theory (ECQT'20)* */ /* Madrid, Spain, *July 20-22, 2020* */ /* ecqt20.sciencesconf.org */ /********************************************************************/ *GENERAL INFORMATION* The European Conferences on Queueing Theory (ECQT) is now a consolidated tradition for the members of the queueing theory community in europe and abroad. After the three past editions (Genth, Belgium in 2014, Toulouse, France in 2016, Jerusalem, Israel in 2018), the next one comes back in Madrid, where the parent MCQT conferences were first organized by Jesús Artalejo during the years 2002-2010. ECQT conferences aim to be a meeting place where scientists and technicians in the field can find a discussion forum to promote research,encourage interaction and exchange ideas. The conference is open to all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. The spirit of the conference is to be a queueing event organized from within Europe, but attendees and submissions need not be restricted to Europe. *CALL FOR ABSTRACTS* We invite you to submit an abstract to ECQT'20 conference. Instructions for preparing the abstracts will be available soon on the conference website . Each abstract accepted for presentation will require a separate registration. The deadline for submission of an abstract is April 15, 2020. *SPECIAL ISSUES* Participants at the conference will be given the opportunity to submit a paper to special volumes of the journals *Queueing Systems: Theory and Applications* (QUESTA) and *Performance Evaluation*. The paper should be based on unpublished work presented at the conference. All submitted papers will be refereed according to the high standards of the journals. The deadline for submission to the special issues is *September 30, 2020*. More information on the special issues will be given in future announcements. *TAKACS THESIS AWARD* The Steering committee of the European Conference on Queueing Theory (ECQT) is pleased to announce the setting up of the third edition of the Takács award. The Takács Award is a bi-annual award presented to doctoral dissertations in recognition of outstanding contributions to queueing theory, including the development of theory, methodological advances, computational aspects and applications. The award will be presented during the ECQT'20 conference. Details will be published in the conference website soon. *ECQT'20 IMPORTANT DATES* Submission site opens: *January 1, 2020* Deadline for abstract submission: *April 15, 2020* Notification of acceptance: *April 30, 2020* Early registration deadline: *May 31, 2020* Conference dates: *July 20-22, 2020* *CONFERENCE WEBSITE* Further information is provided at the conference website <http://ecqt16.sciencesconf.org/>ecqt20.sciencesconf.org, accessible also at ecqt20.uc3m.es. *ECQT'20 ORGANIZING COMMITTEE* *General Chairs*: Bernardo D'Auria, Madrid University Carlos III *TPC Chairs*: Ivo Adan, Eindhoven University of Technology Bernardo D'Auria, Madrid University Carlos III Offer Kella, Hebrew University of Jerusalem *ECQT Steering Committee*: Sem Borst, TU Eindhoven and Nokia Herwig Bruneel, Ghent University Douglas Down, McMaster University Antonis Economou, University of Athens Bara Kim, Korea University Michel Mandjes, University of Amsterdam Antonio Pacheco, IST-UTL Miklos Telek, Budapest University of Technology and Economics Sabine Wittevrongel, Ghent University *Local Organizing Committee*: Sergio Santiago Benito, ADCOMM Century S.L., Madrid

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Concorso RTDB Mat/06 Roma Tor Vergata
by Domenico Marinucci 30 Oct '19

30 Oct '19

Cari colleghi vi segnalo il bando per un posto di Ricercatore di tipo B, Mat/06, Dipartimento di Matematica Università di Roma Tor Vergata, uscito ieri sulla Gazzetta Ufficiale: http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… Vi prego di diffondere l'annuncio tra i potenziali interessati, saluti e grazie, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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seminario Emilio Porcu a Roma Tor Vergata
by Anna Vidotto 30 Oct '19

30 Oct '19

Dear all, I would like to announce the following talk that will be held on Thursday *November* *7th* 2019, at *5 PM*, in *Aula D’Antoni* of the Department of Mathematics, University of Rome Tor Vergata. *Speaker:* Emilio Porcu (Trinity College Dublin) *Title:* Modeling Temporally Evolving and Spatially Globally Dependent Data *Abstract:* The last decades have seen an unprecedented increase in the availability of data sets that are inherently global and temporally evolving, from remotely sensed networks to climate model ensembles. This paper provides an overview of statistical modeling techniques for space–time processes, where space is the sphere representing our planet. In particular, we make a distinction between (a) second order‐based approaches and (b) practical approaches to modeling temporally evolving global processes. The former approaches are based on the specification of a class of space–time covariance functions, with space being the two‐dimensional sphere. The latter are based on explicit description of the dynamics of the space–time process, that is, by specifying its evolution as a function of its past history with added spatially dependent noise. We focus primarily on approach (a), for which the literature has been sparse. We provide new models of space–time covariance functions for random fields defined on spheres cross time. Practical approaches (b) are also discussed, with special emphasis on models built directly on the sphere, without projecting spherical coordinates onto the plane. We present a case study focused on the analysis of air pollution from the 2015 wildfires in Equatorial Asia, an event that was classified as the year's worst environmental disaster. The paper finishes with a list of the main theoretical and applied research problems in the area, where we expect the statistical community to engage over the next decade. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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postdoc in Trento
by Carlo Orrieri 30 Oct '19

30 Oct '19

Dear all, The Department of mathematics at Università di Trento, invites applications for a postdoctoral position in all the areas of mathematics. Details of the postdoctoral position and information for applicants are available at the call for applications: https://www.unitn.it/ateneo/bando/60412/dipartimento-di-matematica-avviso-d… <https://www.unitn.it/ateneo/bando/60412/dipartimento-di-matematica-avviso-d…> Deadline for applications: 2 DECEMBER 2019 at 12.00 (Italian time). Best wishes Carlo Orrieri

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Fwd: 3d Physics Informed Machine Learning - January 13-17, 2020
by Mateusz Wilinski 29 Oct '19

29 Oct '19

Workshop for those interested in applying Machine Learning to physical problems. The organizers also provide a number of travel grants. Best, Mateusz ---------- Forwarded message --------- Da: Andrey Lokhov <andrey.lokhov(a)gmail.com> Date: mar 29 ott 2019 alle ore 02:12 Subject: 3d Physics Informed Machine Learning - January 13-17, 2020 To: Michael Chertkov <chertkov(a)math.arizona.edu>, Lokhov, Andrey < lokhov(a)lanl.gov>, Mohan, Arvind Thanam <arvindm(a)lanl.gov> Dear Colleagues, We would appreciate if you could share the workshop announcement below with your colleagues, and attract the attention of graduate students and postdocs to the available travel grants. Thank you, Michael Chertkov, Andrey Lokhov, Arvind Mohan ------------------- The Center for Nonlinear Studies and The Information Science & Technology Institute at Los Alamos National Laboratory are pleased to announce an upcoming conference: [image: 3ea459d06f4f4153b23454d39692e8df.jpg] *3d Physics Informed Machine Learning* *January 13-17, 2020* *Inn and Spa at Loretto, Santa Fe, New Mexico* *Workshop website: **cnls.lanl.gov/piml2020* <http://cnls.lanl.gov/piml2020> Previous editions of the workshop are available at cnls.lanl.gov/piml2018 and cnls.lanl.gov/piml2016. *Topics:* - Theory and Methods *(Monday and Tuesday morning)* Deep learning, graphical models, optimization, tensor and message-passing methods, statistical learning - Algorithms and Applications *(Tuesday afternoon and Wednesday)* Physics, computer science, biology, dynamical systems, novel computational paradigms (quantum, memristors), etc. - Special Topic: Spatio-Temporal Flows *(Thursday and Friday morning)* Dynamical systems, fluid mechanics and turbulence *Important Dates:* - Financial support requests: *November 15, 2019* - Abstract submissions: *November 15, 2019* - Travel grant awards decisions: *December 6, 2019* - Workshop dates: *January 13-17, 2020* *Travel Grants for Students and Postdocs:* A limited number of travel grants are available for selected graduate students and postdocs to help offset the cost of attending the conference. Those interested should submit an application, including poster abstract and CV, before the deadline of *November 15, 2019*. We will make funding decisions by *December 6, 2020*. Please submit your application to: *piml2020(a)lanl.gov* <piml2020(a)lanl.gov>. *Posters:* Participants are encouraged to submit a poster, which will be displayed throughout workshop. We will also schedule a slot for poster discussions, tentatively scheduled for Monday, the first day of the workshop. Depending on the schedule, some posters will be selected for longer contributed presentations throughout the week. If you are applying for a travel grant, then you are required to submit your poster abstract by Friday, November 15, 2019. *Summary:* This workshop continues discussions and explorations started in January 2016 and January 2018 at the first and second editions of the workshop. A revolution in statistics and machine learning (ML) is underway. Modern algorithms can now learn high level abstractions via hierarchical models, leading to break-through accuracy in benchmarks for computer vision, language, etc. Underlying these advances is a strong and deep connection to various aspects of applied mathematics and statistical physics. For example, proper choice of statistical force allows to screen interaction and learn graphical models governing multi-dimensional distributions efficiently, gauge transformations from physics guide incorporation of symmetries in the neural network design, dynamical system interpretation helps to understand and improve performance of most efficient deep learning schemes, etc. This workshop seeks perspectives on leveraging the deep connection between ML and physics, but now with the goal to better understand and model physical systems, static and dynamic. We invite experts both in machine learning techniques as well as domain science applications. In this third edition of PIML we will focus on applications of interest to our LANL and DOE sponsors, specifically on improving scale-reduced, large eddy modeling and simulations of turbulence that arise in various mechanical-engineering, aerospace and climate applications; building reduced models for infrastructures (energy systems, cyber-physical systems, etc.); guiding development of inverse/design approaches in quantum physics, e.g. related to tensor networks; designing new computational paradigms (such as related to quantum and neuromorphic computing). The workshop discussions are aimed towards approaches and methods for physical modeling applications where a big-data, black-box approach to ML is only a starting point. We seek participants who may suggest innovative approaches that extend application agnostic ML techniques by incorporating complex constraints imposed by physical principles (e.g. conservation laws, causality, symmetries, entropy principles and related). The workshop format assumes 7 talks a day, late afternoon discussions and poster session. We encourage application of young researchers for fellowships (see website for details). We plan for active participation of LANL researchers and program managers across directorates and divisions interested in the physics informed learning. This emerging area of research has many aspects of computational co-design, and draws on LANL's strengths in statistical physics, modern applied mathematics, theoretical and applied computer science, infrastructure modeling and simulations, fluids and materials modeling, and high performance computing. Looking forward, we view physics informed learning as a viable path for LANL and DOE toward truly predictive multi-scale modeling, optimization, inference and leading for plethora of relevant applications in sciences and engineering. *Organizing Committee:* Michael Chertkov (University of Arizona) Andrey Lokhov (Los Alamos National Laboratory) Arvind Mohan (Los Alamos National Laboratory) [image: bed3f21384084acb905f2c173a3fa658.jpg]

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seminario Claudio Macci a Pisa
by Dario Trevisan 28 Oct '19

28 Oct '19

Dear all, this is to announce the following research talk by Claudio Macci, to be held in Pisa. PLACE: Sala Seminari, Dipartimento di Matematica, Università di Pisa (first floor). DATE & TIME: Wednesday, Nov 6, 2019, 3 PM SPEAKER: Claudio Macci (Università Roma Tor Vergata) TITLE: Multivariate fractional (possibly compound) Poisson processes ABSTRACT: we present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed $t\geq 0$, the conditional joint distribution of the components given their sum is multinomial, as happens for the nonfractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin. Best, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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assegno di ricerca - Pavia
by Enrico Priola 28 Oct '19

28 Oct '19

Cari colleghi, segnalo l'assegno di ricerca, SSD MAT/06 (Probabilità e Statistica Matematica), titolo: "Processi Stocastici'' (scadenza 27/11/2019) http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/164453 L'assegno è bandito all'interno del progetto di eccellenza MIUR presso il Dipartimento di Matematica dell'Università di Pavia. Grazie per l'attenzione. Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Cambio aula - Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 25 Oct '19

25 Oct '19

Comunico il seguente cambio di edificio / aula: Il colloquium di Lorenzo Zambotti a Milano-Bicocca, lunedì 28 ottobre 2019 ore 16:00, si terrà nell'aula U3-07 dell'edificio U3 (piano terra, Piazza della Scienza), 5 minuti a piedi dal Dipartimento di Matematica e Applicazioni. Il colloquium sarà seguito da un rinfresco. Segue l'annuncio completo. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca & Seminario Matematico e Fisico di Milano Lorenzo Zambotti (Sorbonne Université, Paris) "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" lunedì 28 ottobre 2019 ore 16:00, aula U3-07, edificio U3 (piano terra, Piazza della Scienza, Milano) Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Fwd: Call for applications, Integrable Probability Summer School
by Cristian Giardina 25 Oct '19

25 Oct '19

---------- Forwarded message --------- From: Naomi Kraker <kraker(a)maths.ox.ac.uk> Date: Fri, Oct 25, 2019 at 2:47 PM Subject: Call for applications, Integrable Probability Summer School To: Naomi Kraker <admin(a)claymath.org> The CMI-HIMR Integrable Probability Summer School will be held 27 July-7 August 2020 at the Mathematical Institute, University of Oxford. We would be grateful if you would circulate the below announcement to anyone who might be interest in applying. Thank you very much. With best regards, Naomi Naomi Kraker Administrative Manager Office of the President, Clay Mathematics Institute Andrew Wiles Building Radcliffe Observatory Quarter Woodstock Road Oxford OX2 6GG U.K. Email: admin(a)claymath.org Tel: +44 (0)1865 615155 www.claymath.org *CMI-HIMR Integrable Probability Summer School* *27 July – 7 August 2020* *Mathematical Institute, University of Oxford* The domain of integrable probability seeks to understand universal phenomena through exactly solvable probabilistic systems of algebraic and representation theoretic origin. This two-week postgraduate mathematics summer school will feature mini-courses and research talks on methods to find and analyze such solvable systems, as well as on more probabilistic approaches to expand the universality classes around them. Eight mini course speakers will each deliver three hours of lectures. Daily problem sessions and exercise presentations will help to reinforce the material from the courses. In addition to the mini course lectures, guest speakers will present research talks designed to complement the mini course topics. *Organisers: *Alexei Borodin (MIT) and Ivan Corwin (Columbia) *Mini course lecturers: *Jinho Baik (Michigan), Hugo Duminil-Copin (IHES), Vadim Gorin (MIT and Wisconsin, Madison), Rick Kenyon (Yale), Greta Panova (USC), Jeremy Quastel (Toronto), Fabio Toninelli (Lyon 1), Michael Wheeler (Melbourne) *Research Talk Speakers: * Amol Aggarwal (Harvard), Evgeni Dimitrov (Columbia), Yan Fyodorov (KCL), Alan Hammond (UC Berkeley), Alisa Knizel (Columbia), Pierre Le Doussal (ENS Paris), Leonid Petrov (Virginia), Tomohiro Sasamoto (Tokyo Inst Tech), Li-Cheng Tsai (Rutgers), Jon Warren (Warwick), Nicos Zygouras (Warwick) For graduate students or early career researchers who work in this area or nearby fields. *Registration: * http://claymath.org/events/cmi-himr-integrable-probability-summer-school Student places are offered with accommodation and weekday meals. This summer school is jointly funded by the Clay Mathematics Institute and the Heilbronn Institute for Mathematical Research, with support from the Mathematical Institute of the University of Oxford.

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Seminario a Padova: Alekos Cecchin
by Markus 25 Oct '19

25 Oct '19

Seminario di Analisi e Probabilità all'Università di Padova Martedì 29 ottobre 2019 alle ore 14:30 in aula seminario 430 del Dipartimento di Matematica (via Trieste, 63, 35121 Padova) Alekos Cecchin (Université de Nice Sophia-Antipolis, France) terrà un seminario dal titolo "Selection by vanishing common noise for potential finite state mean field games" Abstract: By adding a suitable Wright-Fisher common noise in the dynamics of the law, uniqueness is restored for finite state mean field games, for any shape of the costs. We then focus on a class of mean field games in which the costs admit a potential in the simplex of probability measures. Firstly, by modifying the cost in the mean field game, we show that the unique solution of the randomized mean field game is equal to the unique minimizer of a suitable stochastic control problem stated in the simplex, called potential randomized game. Thus we study the limit as the intensity of the common noise vanishes. On the one hand, the optimal trajectories converge to the mean field game solutions which are minimizers of the corresponding potential game (not randomized), that is a deterministic optimal control problem in the simplex. On the other hand, the classical solution to the second order master equation converges to the gradient of the value function of the related potential game; we select a particular weak solution, in the sense of distributions, of the master equation, which can be written as multidimensional system of hyperbolic PDEs stated in the simplex. Lastly, we establish uniqueness of such solution in a suitable class. Joint work with Francois Delarue. Tutti gli interessati sono invitati a partecipare. Gli organizzatori Martino Bardi, Claudio Marchi, Markus Fischer

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4-year postdoctoral position in "Modelling Collective Behaviour"
by Tiziano De Angelis 25 Oct '19

25 Oct '19

Dear All, I was asked to circulate the announcement below for a 4-year postdoctoral position in "Modelling Collective Behaviour". It might be of interest to candidates with a PhD in Statistics or Applied Maths, should you know any who is looking for a postdoc. https://jobs.leeds.ac.uk/Vacancy.aspx?ref=EPSMA1003 Best wishes Tiziano

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Seminario di probabilita' di Daniel Valesin (Groningen) a Roma Tre
by Alexandre Stauffer 24 Oct '19

24 Oct '19

SEMINARIO Probabilita' Daniel Valesin (University of Groningen) Titolo: On the threshold of spread-out contact process percolation Lunedi' 04 Novembre 2019 ORE 16:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the stationary distribution of the (spread-out) d-dimensional contact process from the point of view of site percolation. In this process, vertices of ^d can be healthy (state 0) or infected (state 1). With rate one infected individuals recover, and with rate lambda they transmit the infection to some other vertex chosen uniformly within a ball of radius R. The classical phase transition result for this process states that there is a critical value lambda_c(R) such that the process has a non-trivial stationary distribution if and only if lambda > lambda_c(R). In configurations sampled from this stationary distribution, we study nearest-neighbor site percolation of the set of infected sites; the associated percolation threshold is denoted lambda_p(R). We prove that lambda_p(R) converges to 1/(1-p_c) as R tends to infinity, where p_c is the threshold for Bernoulli site percolation on ^d. As a consequence, we prove that lambda_p(R) > lambda_c(R) for large enough R, answering an open question of [Liggett, Steif, AIHP, 2006] in the spread-out case. Joint work with Bala'zs Ra'th. Alexandre

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Fwd: Tenure track position in mathematics at EPFL
by Marco Romito 24 Oct '19

24 Oct '19

-------- Forwarded Message -------- Subject: Tenure track position in mathematics at EPFL Date: Wed, 23 Oct 2019 17:04:25 +0200 From: Robert Dalang <robert.dalang(a)epfl.ch> To: Robert Dalang <robert.dalang(a)epfl.ch> Dear Colleagues, The Ecole Polytechnique Fédérale de Lausanne (EPFL) is advertising a tenure-track assistant-professorship in mathematics. The fields of interest include PDEs and stochastic PDEs. EPFL is an equal opportunity employer and family friendly university. It is committed to increasing the diversity of its faculty. It strongly encourages women to apply. Could you please bring the announcement of the position (https://www.epfl.ch/about/working/mathematics/) to any strong candidates that you think might be interested? Sincerely, Robert Dalang.

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Mini corso di A. Stauffer a Roma Tre: Multi-scale analysis of reaction-diffusion particle systems
by Pietro Caputo 22 Oct '19

22 Oct '19

Speaker: Alexandre Stauffer (Roma Tre) Title: Multi-scale analysis of reaction-diffusion particle systems 6 Lectures: Monday, 25 November at 16:30 Tuesday, 26 November at 14:30 Monday, 2 December at 16:30 Tuesday, 3 December at 14:30 Monday, 9 December at 16:30 Tuesday, 10 December at 14:30 All lectures will be in Room 211 (2nd floor) at Department of Mathematics and Physics of Roma Tre Largo San Murialdo 1, Palazzina C For PhD students that want to take the course as part of their PhD coursework, the course will be completed by a reading part (to be discussed with the lecturer). Abstract: This course focus on the (microscopic) analysis of stochastic processes on particle systems. A few examples include spread of infection among moving particles, the frog model or stochastic combustion model, activated random walks, growth processes with competition, and branching random walk with interactions. A common feature of such models is that correlations do not decay exponentially fast, which brings serious challenges to the application of standard techniques of analysis, such as renormalization techniques and comparison with independent percolation. Recently, there has been very important progress in this field, with most new results employing a so-called multi-scale analysis to control the dependences in the model. Multi-scale analysis proved to be an extremely powerful technique; it has been employed in areas beyond particle system, one notable example being the study of random interlacements, where it has been playing a fundamental role. Despite its power, a multi-scale analysis can be quite involved to implement and can become very technical. In particular, it usually needs to be developed from scratch for each application as it needs to be tailored to each specific question being analyzed. The goal of this course is to explain the multi-scale analysis in a didactic and comprehensible way, demystifying this technique, and explaining its main aspects (the ones that are common to most applications) and the most common variations. In order to do this we will concentrate on one problem: the analysis of the spread of an infection among particles that move as independent simple random walks.

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PhD in Statistics & Computer Science - Univ. Bocconi
by Antonio Lijoi 21 Oct '19

21 Oct '19

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics and Computer Science presso l'Università Bocconi, per l'a.a. 2020-2021. La scadenza per la presentazione delle domande è il 3 Febbario 2020. Saluti, AL *********************************************************** PhD in Statistics and Computer Science - a.y. 2020-2021 Call for applications for PhD student positions *********************************************************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, 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<http://www.unibocconi.eu/admissionphd> for detailed information. ** Applications are due by February 3, 2020 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, 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 further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience<http://www.unibocconi.eu/phdstatscompscience> and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it<mailto:antonio.lijoi@unibocconi.it>) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it<mailto:angela.baldassarre@unibocconi.it>) Antonio Lijoi Director, PhD program in Statistics and Computer Science Bocconi University http://mypage.unibocconi.it/antoniolijoi

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PhD position in TU Eindhoven
by Chiarini Alberto 21 Oct '19

21 Oct '19

Call for applications for a PhD position in TU Eindhoven (Netherlands) Applications are invited for a PhD position at TU Eindhoven (TU/e), under the supervision of Alberto Chiarini, who will be based at TU/e from January 2020 onwards. Chiarini's appointment at Eindhoven is part of a larger collaboration between the Analysis and Stochastics groups of the Department of Mathematics and Computer Science, and the PhD student will benefit from being embedded in both groups. The subject of the PhD project will be decided together with the student, and will be chosen from a range of topics on the interface between probability theory and analysis, including Gaussian free fields, particle systems, large deviations, and partial differential equations. Ideally, applicants have a sound training in probability theory (including stochastic processes and stochastic differential equations), analysis (including partial differential equations and functional analysis), and measure theory. Students with deficiencies in one of these areas but who are strong in others are nonetheless urged to apply. PhD positions at TU/e are salaried, fixed-term, four-year positions; the salary increases during the four years from approximately 30.000 to 50.000 euros, before tax. In addition, TU/e offers a wide range of secondary benefits. More information can be found by contacting Alberto Chiarini at chiarini(a)math.ucla.edu Applicants are encouraged to send their applications as early as possible; the position will be filled as soon as a suitable candidate is found. Personal webpage: https://www.math.ucla.edu/~chiarini/ Regards, UCLA Mathematics Department MS 6617F 520 Portola Plaza 90095 Los Angeles California, USA

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Panayotis Mertikopoulos, CNRS Grenoble No-Regret Learning in Games Luiss Viale Romania, 32 Room 403 Friday 25 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Michele Salvi, Université Paris Diderot Scale-Free Percolation as a Model for the Cattle Trading Network in France Luiss Viale Romania, 32 Room 207, Thursday 24 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First annoucement Energy Finance Italia EFI5: Rome, Februrary 10 - 11, 2020
by Tiziano Vargiolu 18 Oct '19

18 Oct '19

Dear All, we are glad to announce the fifth edition of the Energy Finance Italia Workshop - EFI5, which will be held in Rome, University of Roma Tre, next February 10-11, 2020. We will shortly be publishing the CfP with details on the website of the EFI Association http://energyfinanceitalia.unicam.it/ There you will find the information about the EFI Association and the previous editions of the workshop. Best regards Loretta Mastroeni Tiziano Vargiolu

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Seminar Cadonna @Bocconi
by Giacomo Zanella 18 Oct '19

18 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 24 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Annalisa Cadonna (Wirtschaftsuniversität Wien) Title: Hierarchical shrinkage in time-varying parameter models through the Triple Gamma prior Abstract: Time varying parameter (TVP) models are widely used in time series analysis, because of their flexibility and ability to capture gradual changes in the evolution dynamics of the model variables. The popularity of TVP state-space models in macroeconomics and finance is based on the evidence that, in most applications, the influence of certain predictors on the outcome variables varies over time. The risk of overfitting in TVP models is a well know issue, which increases with the dimension of the problem at hand, as only a small subset of the predictors might actually have a dynamic influence on the output variables. Hence, in the last decade, there has been a growing need for models and methods able to discriminate between time varying and static parameters in TVP models or, in other words, perform variance selection. We propose a new global local shrinkage prior for shrinkage of variances in TVP models, referred to as the Triple Gamma prior. The Triple Gamma prior extends to variance selection the Normal-Gamma-Gamma prior introduced in Griffin and Brown (2017) in the context of highly structured regression models. The Triple Gamma prior accommodates, as special or limit cases, the Bayesian Lasso, the Double Gamma prior, and the popular Horseshoe prior. Interesting properties of the triple gamma prior are outlined and an efficient Markov Chain Monte Carlo algorithm is developed. An extended simulation study is conducted and the proposed modeling approach is applied to real data, both in a univariate and a multivariate framework. The predictive performance of different shrinkage priors is compared in terms of log predictive density scores. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: 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

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