October 2020 - Random - Mailing list — Dipartimento di Matematica, UniPI

Webinar MINWOO CHAE
by Pierpaolo De Blasi 19 Oct '20

19 Oct '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Venerdi 23 Ottobre 2020, alle ore 12:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Minwoo Chae*(Pohang University of Science and Technology, South Korea) Title: *Posterior asymptotics in Wasserstein metrics on the real line* Zoom link: https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09 Meeting ID: 882 5206 9649 Passcode: 581405 Abstract: We use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. The first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Kullback-Leibler condition on the prior, the true distribution and most probability measures in the support of the prior are required to possess moments up to an order which is determined by the order of the Wasserstein metric. We further investigate convergence rates of the posterior distributions for which we need stronger moment conditions. The required tail conditions are sharp in the sense that the posterior distribution may be inconsistent or contract slowly to the true distribution without these conditions. We apply the results to density estimation with a Dirichlet process mixture prior. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario online Larry Wasserman
by Marco Perone Pacifico 17 Oct '20

17 Oct '20

Segnalo il seguente seminario online: SPEAKER: Larry Wasserman, Carnegie Mellon University TITOLO: Estimating Background Distributions in Particle Physics<https://economiaefinanza.luiss.it/seminar/2020/09/02/estimating-background-…> DISCUSSANTS: Pierpaolo Brutti e Hugo Lavenant DATA: giovedì 22 ottobre, ore 17:00 Per accedere al seminario usare questo link <https://luiss.webex.com/luiss/j.php?MTID=mc7aeaa48fd8e2a105eb34f4522a91c48> ABSTRACT: To test for new events in particle colliders, one needs a good estimate of the background distribution, that is the null distribution. I'll discuss our work on estimating the background distribution for di-Higgs events. Our methods are based on classifiers and optimal transport.This is joint work with Tudor Manole, Patrick Bryant, Mickael Kuusela and John Alison. Prossimi seminari presso il Dipartimento di Economia e Finanza della Luiss: https://economiaefinanza.luiss.it/seminari/prossimi-seminari Marco Perone Pacifico Full Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Postdoc position in Florence
by Gianmarco Bet 15 Oct '20

15 Oct '20

Dear colleagues, I would like to draw your attention to a recently-opened postdoc position at the University of Florence to work with Francesca R. Nardi and me on various metastability and cut-off topics Of course, the precise research directions will depend on the interests of the postdoc. You can find all the relevant details (including a brief summary of the research topics) at the link https://titulus.unifi.it/albo/viewer?view=files%2F003617972-UNFICLE-fbd4028… <https://titulus.unifi.it/albo/viewer?view=files/003617972-UNFICLE-fbd40280-…>, including instructions on how to apply. Please note that the deadline for applying is quite soon on October 23. Holding a PhD degree (or being close to completion of one) is highly preferred. Previous research experience in the topics above is a plus, but certainly not required. Please feel free to forward this announcement to anyone who might be interested, and don’t hesitate to contact Francesca and me for further information. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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PhD course by Prof. S. Levendorskii in Padova (Zoom)
by Giorgia Callegaro 14 Oct '20

14 Oct '20

Dear all, it is a pleasure to announce the forthcoming PhD course "Fourier-Laplace transform and Wiener-Hopf factorization in Finance, Economics and Insurance" given by Prof. Sergei Levendorskii for PhD students in Padova, starting from next week, online via Zoom. Here is a tentative program: - Lecture 1. Lévy models - Lecture 2. Evaluation of probability distributions and pricing European options in Lévy models - Lecture 3. Simplified trapezoid rule, Fast Fourier Transform and its variations - Lecture 4. Conformal acceleration techniques - Lecture 5. Barrier options with discrete monitoring and Bermudan options. Calculations in the state space - Lecture 6. Barrier options with discrete monitoring and Bermudan options. Calculations in the dual space - Lecture 7. Wiener-Hopf factorization - Lecture 8. Contingent claims with continuous monitoring, boundary value problems and Wiener-Hopf factorization - Lecture 9. Options with continuous monitoring, cont-d - Lecture 10. Affine models - Lecture 11. American options with infinite time horizon - Lecture 12. American options with finite time horizon and here is the schedule (Italian time): 1) 19th October 16.30-18 2) 21st October 16.30-18 3) 23rd October 16.30-18 4) 26th October 16.30-18 5) 28th October 16.30-18 6) 30th October 16.30-18 If interested and to obtain the link Zoom and attend the lectures, please send an e-mail to (me!): gcallega(a)math.unipd.it Thanks and have a nice afternoon, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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AStat - Announcement: Algebraic Statistics Milestones
by Fabio Rapallo 14 Oct '20

14 Oct '20

Buongiorno a tutti, segnaliamo (inoltrando il messaggio in calce) due importanti novita' nel campo della Statistica Algebrica: - l'introduzione del codice 62R01 per 'Statistica algebrica' nella 2020 MSC classification - il primo volume (numerato 11 in riconoscimento del passato della comunita' di Statistica Algebrica) della rivista Algebraic Statistics https://msp.org/astat/ Cordiali saluti Fabio Rapallo Eva Riccomagno Maria Piera Rogantin ============================ Dear friends, The year 2020 has been very trying for many members of our community, but we can't fail to acknowledge two very important milestones for the field of algebraic statistics: that the 2020 MSC classification now includes 62R01 for 'algebraic statistics', and that a new journal has been established! It is with great pleasure that we announce the availability of the first issue of “Algebraic Statistics (AStat)”: —> https://msp.org/astat <— DOI: 10.2140/astat.2020.11-1 The first volume---numbered 11 to honour the past work of this community---will consist of two issues with a total of 11 papers, 5 of which are available online now. The second issue is forthcoming soon. AStat will be free to read until the end of 2021; thereafter, it will be available through an MSP or Project Euclid subscription. All papers become freely available 5 years after publication. Our publisher, MSP, is a nonprofit corporation based in Berkeley, USA. We see AStat as a primary forum serving the broad community in a focused way. As an interdisciplinary endeavor, by definition, a concerted effort will be made for AStat to serve various constituents interested in and interacting with algebraic statistics. We invite the community to send their best work in algebraic statistics to be considered for publication here. This may include contributions which connect statistical theory, methodology, or application to the world of algebra, geometry, and combinatorics in ways that may not be labeled as traditional. Do enjoy reading the first issue, and we look forward to welcoming your contributions to AStat. On behalf of the entire editorial board, Sonja and Thomas Managing Editors of Algebraic Statistics --- Sent via EditFlow by Sonja Petrović <sonja.petrovic(a)iit.edu> ============================ -- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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Bando di assegni di ricerca
by Massimo Campanino 14 Oct '20

14 Oct '20

https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894 [https://bandi.unibo.it/logo.png]<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894> Assegni di ricerca<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894> property= bandi.unibo.it

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R: R: Annuncio seminario Marta Sanz-Sole (fwd)
by Tiziano Vargiolu 13 Oct '20

13 Oct '20

---------- Forwarded message ---------- Date: Tue, 13 Oct 2020 09:57:12 +0000 From: michele giordano <g.michele(a)outlook.com> ------------------------- Dear all, This is an announcement of the: STAR Online Seminars. The seminar will be held on Friday 16. October from 11:00-12:00. You will recieve the link for the zoom room by registering for the seminar at the following link (https://nettskjema.no/a/159180) The lecture will last for 45 minutes + questions. This week's speaker is Marta Sanz-Sole from University of Barcelona, with the seminar: Stochastic wave equations with super-linear coefficients. Abstract: We consider a stochastic wave equation on $R^d , d \in {1, 2, 3}$, driven by a Gaussian noise in $(t, x)$, white in time. We assume that the free terms $b$ and $\sigma$ are such that, for $|x| \rightarrow \infty$, $|\sigma(x)| < \sigma_1 + \sigma_2|x| (\ln_+(|x|))^a , |b(x)| < \theta_1 + \theta_2|x| (\ln_+(|x|))^{\delta}$ , (1) where $\theta_2, \sigma_2 > 0, \delta , a > 0$, with $b$ dominating over $\sigma$. For any fixed time horizon $T > 0$ and with a suitable constraints on the parameters $a, \delta, \sigma_2$ and $\theta_2$, we prove existence of a random field solution to the equation and that this solution is unique, and bounded in time and in space a.s. The research is motivated by the article [R. Dalang, D. Khoshnevisan, T. Zhang, AoP, 2019] on a $1-d$ reaction-diffusion equation with coefficients satisfying conditions similar to (1). We see that the $L^\infty$- method used by these authors can be successfully implemented in the case of wave equations. This is joint work with A. Millet (U. Paris 1, Pantheon-Sorbonne). After the end of the seminar, you are invited to bring a cup of coffee or tea and have a chat in our ''Coffee in the Stars'' here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Barcelona Mathematical Days 2020, 23-24 October
by Anna Paola Todino 13 Oct '20

13 Oct '20

Dear colleagues, I would like to announce the conference "Barcelona Mathematical Days 2020" which will take place in remote mode on October 23-24, 2020. - Registration is free but mandatory. - The deadline for registration is October 22. - The link is: https://bmd2020.espais.iec.cat/registration/ <https://bmd2020.espais.iec.cat/registration/> In particular there will be a probability session "Stochastic Analysis and Random Structures" organized by Eulàlia Nualart (UPF), Matthias Schulte (Heriot-Watt U) and Piotr Zwiernik (UPF). Best regards, Anna Paola Todino -- Anna Paola Todino Ruhr-University Bochum

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Junior researcher position in Statistics (Health Analytics) at Politecnico di Milano, Italy
by Laura Maria Sangalli 12 Oct '20

12 Oct '20

Please see the following announcement of a junior researcher (RTDa) position opening in the group of Applied Statistics at the Department of Mathematics, Politecnico di Milano. ————————————————————————————————————————— Dear colleagues, I would like to announce a *junior researcher* (RTDa) position opening in the group of Applied Statistics at the Department of Mathematics, Politecnico di Milano. Please kindly forward the following announcement to potential candidates. Best regards, Francesca Ieva ————————————————————————————————————————— *Junior Researcher position in Statistics * *Project title*: "Integration between study design and data analytics for generating credible evidence in the field of healthcare from heterogeneous sources of structured and unstructured data” ====================================================================== We are looking for a junior researcher (3 year contract, starting date is between Feb 2021 - March 2021) to join the research group of Applied Statistics working within the research plan between Politecnico and AstraZeneca. One key criticism of evidence-based medicine is that only a minority of patients benefits of even efficacious therapies, but all treated patients are exposed to the costs and potential harms of those therapies. As a result, the effect of any treatment is often uncertain in a specific patient. Personalized care and precision medicine are becoming the main perspectives for obtaining better health outcomes at sustainable costs. The activities will develop along these perspectives with particular focus towards integrating observational designs and big data analytics to obtain solid, reproducible evidence whose results are verifiable in terms of health and expenditure. To this end, the researcher will develop multiple lines of research on Health Analytics for monitoring the effect of innovative oncological drugs through Real World Data, in collaboration with highly qualified clinical research centers. The ideal candidate should have a background and skills in at least some of the following: - Data Science, Statistics, Health Economics, Applied Mathematics, Software/Mathematical Engineering. - Solid experience in the data management and data analysis with R, Python, Matlab or C++. - Working knowledge in at least one of the following topics: biostatistics, pharmacoepidemiology, applied statistics, health economics. The effort is of a collaborative nature so strong interpersonal and communication skills are required. Teaching for both statistics and medical programs will be required. Working language is Italian and English. **Deadline for applications** is *November 11th, 2020*. Information and details about procedure can be found at https://www.polimi.it/it/docenti-e-staff/bandi-e-concorsi/bandi-e-concorsi-… For any further information please send an e-mail to francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it>. ----------------------------------------------------------------------------------------------------------------------------------------------- —— 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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Bruti Liberati Prize
by Daniele Marazzina 11 Oct '20

11 Oct '20

Con preghiera di diffusione The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2020 Nicola Bruti Liberati Prize for the best doctoral thesis defended in 2019-2020 in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Applications must be sent no later than February 1, 2021. For details: https://www.qfinlab.polimi.it/bruti-liberati-prize/

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