Random May 2020

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Call for Expression of Interest: PhD in probability theory Göttingen-Strasbourg
by Vlada Limic 13 May '20

13 May '20

Dear colleague, This is to announce an opportunity for doctoral studies in probability theory starting Fall 2020, co-mentored by Anja Sturm (Göttingen) and Vlada Limic (Strasbourg). The research topics are in theoretical probability, more precisely in the area of near-critical random graphs and related processes. Interested candidates with strong mathematics research potential are encouraged to contact us, preferably by email, A. Sturm and V. Limic http://www.stochastik.math.uni-goettingen.de/~asturm/ https://irma.math.unistra.fr/~limic/ -- Kiva.org - Loans That Change Lives

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Fwd: Online Open Probability School is starting next week
by Faggionato, Alessandra 12 May '20

12 May '20

Buongiorno, inoltro con piacere l'annuncio per una scuola di probabilità online. Saluti Alessandra ---------- Forwarded message --------- Da: Omer Angel <angel(a)math.ubc.ca> Date: mar 12 mag 2020 alle ore 06:17 Subject: Online Open Probability School is starting next week To: <faggiona(a)mat.uniroma1.it> Dear Alessandra, Our apologies if you receive multiple versions of this message. This is a second general announcement of OOPS: the Online Open Probability School, which will start next week (May 18), and will continue through most of the summer (https://www.math.ubc.ca/Links/OOPS). The school will feature a sequence of mini-courses on diverse topics in probability and related topics. All courses will take place online, and are open to all interested participants. Most courses will consist of three 1-hour lectures, though some will have longer lectures. Some courses will be accompanied by an introductory lecture or short research talks on topics related to the course. For information on these and on any suggested readings related to the courses please visit the above website. Please advertise OOPS to anyone who may be interested in the courses. They may also join our mailing list at https://mailman-mail5.webfaction.com/listinfo/oops . The schedule for the first few weeks can be found on the website. Details about the first three mini-courses appear below. 1. Date and Time: May 18,19,21, 16:00 (UTC) Speaker: Jean-Christoph Mourrat Subject: Rank-one matrix estimation and Hamilton-Jacobi equations 2. Date and time: May 25,27,28, 16:00 (UTC) Speaker: Gady Kozma Subject: Critical and near-critical percolation 3. Date and time: June 1,2,4, 16:00 (UTC) Speaker: Nina Gantert Subject: Branching random walks: some recent results and open questions Please don't hesitate to contact any of us with questions, suggestions or ideas. Best wishes, Omer, On behalf of the organizers: Louigi Addario-Berry (louigi.addario(a)mcgill.ca) Omer Angel (angel(a)math.ubc.ca) Alex Fribergh (fribergh(a)dms.umontreal.ca) Sarai Alma Hernandez Torres (saraiht(a)math.ubc.ca) Thomas Hughes (hughes(a)math.ubc.ca) Mathav Murugan (mathav(a)math.ubc.ca) Edwin Perkins (perkins(a)math.ubc.ca) Lea Popovic (lea.popovic(a)concordia.ca) -- ************************************************* 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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bando di selezione al Center for Analysis Decisions and Society
by Antonio DI CRESCENZO 11 May '20

11 May '20

Cari colleghi, il Center for Analysis Decisions and Society, centro di ricerca congiunto di Human Technopole e del Politecnico di Milano, ha pubblicato un bando per la selezione di Group Leader. Trovate il bando qui: https://www.humantechnopole.it/en/join-us?p_p_id=JobViewer_INSTANCE_axOoepe… <https://www.humantechnopole.it/en/join-us?p_p_id=JobViewer_INSTANCE_axOoepe…> Potete pubblicizzare il bando ai vostri contatti potenzialmente interessati. Cordiali saluti, Antonio Di Crescenzo

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Webinar CASTILLO
by Pierpaolo De Blasi 08 May '20

08 May '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/research/webinars/> Venerdì 15 Maggio 2020, alle ore 12:00, si terrà il seguente webinar: ------------------------------------------------ Ismael CASTILLO (Sorbonne Université Paris) *Multiscale analysis of Bayesian CART* Abstract: This work affords new insights about Bayesian CART in the context of structured wavelet shrinkage. We show that practically used Bayesian CART priors lead to adaptive rate-minimax posterior concentration in the supremum norm in Gaussian white noise, performing optimally up to a logarithmic factor. To further explore the benefits of structured shrinkage, we propose the g-prior for trees, which departs from the typical wavelet product priors by harnessing correlation induced by the tree topology. Building on supremum norm adaptation, an adaptive nonparametric Bernstein–von Mises theorem for Bayesian CART is derived using multiscale techniques. For the fundamental goal of uncertainty quantification, we construct adaptive confidence bands with uniform coverage for the regression function under self-similarity. (joint work with Veronika Rockova, University of Chicago). ------------------------------------------------ Chiunque volesse collegarsi al webinar è pregato di inviare una email entro mercoledi 13 Maggio a pierpaolo.deblasi(a)unito.it Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto. 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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May 18th 2020: Prof. Giorgio Ferrari 's online seminar at University of L'Aquila
by Fabio Antonelli 08 May '20

08 May '20

------------------------------------------------ UNIVAQ RANDOM TALKS ________________________________ Online talks on Probability and Applications at DISIM - UNIVERSITÁ DI L'AQUILA Using Zoom Videoconference system Monday 18th 2:30 p.m. Prof. Giorgio Ferrari - Bielefeld University TITLE: Singular Control of the Drift of a Brownian System Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail [https://lh5.googleusercontent.com/CWhLsT4lqNWzIjVe3mEN_7Iq4wxE9g204khy6mYxf…]<https://docs.google.com/forms/d/e/1FAIpQLSclukp_QZeujS15nbL3IvtRKGJWvHkx-E5…> UNIVAQ RANDOM TALKS 3 - UNIVERSITÁ DI L'AQUILA<https://docs.google.com/forms/d/e/1FAIpQLSclukp_QZeujS15nbL3IvtRKGJWvHkx-E5…> ONLINE May 18th 2020 - 2:30 p.m. Prof. Giorgio Ferrari - Bielefeld University: Singular Control of the Drift of a Brownian System docs.google.com No need to subscribe, if, in a previous form, you asked to be always included ABSTRACT: Consider a standard Brownian motion whose drift can be increased or decreased in a possibly singular manner. The objective is to minimize an expected functional involving the time-integral of a running cost and the proportional costs of adjusting the drift. The resulting two-dimensional degenerate singular stochastic control problem with interconnected dynamics is solved by combining techniques of viscosity theory and free boundary problems. We provide a detailed description of the problem's value function and of the geometry of the state space, which is split into three regions by two monotone curves. Our main result shows that those curves are continuously differentiable with locally Lipschitz derivative and solve a system of nonlinear ordinary differential equations. The optimal control is also constructed (weakly) under further specifications of the model. This talk is based on a joint work with Salvatore Federico (University of Siena) and Patrick Schuhmann (Bielefeld University). --------------------------------- Fabio Antonelli DISIM - Università di L'Aquila

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Reminder of Junior Professorship (W1) in Mathematical Economics at Bielefeld University: deadline MAY 15
by Giorgio Ferrari 08 May '20

08 May '20

Dear All, this is a gentle reminder of a *Junior Professorship (W1) in Mathematical Economics *at Bielefeld University. *Deadline for applications is May 15.* All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *May 15, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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15 PhD scholarships in Mathematical Sciences - University of Padova, Italy - Deadline June 16, 2020 - 13:00 (CEST)
by Tiziano Vargiolu 08 May '20

08 May '20

Fifteen PhD scholarships (9 funded by the University of Padova, 4 funded by external public/private bodies, 1 "industrial doctorate" and 1 higher-level apprenticeship contract) are available at University of Padova for candidates interested in the area of Mathematical Sciences (start of activities: October 1st, 2020). Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2020). Admission is decided on a preselection, based on qualifications, and an oral examination. Grant awarded The annual grant will be of euros 15,343.28. The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 16, 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Applications are only accepted online using the link indicated in the call See https://dottorato.math.unipd.it/prospective-students 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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9 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline June 16, 2020 - 13:00 (CEST)
by piacent 07 May '20

07 May '20

Nine PhD scholarships (7 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of Statistical Sciences (start of activities: October 1st, 2020). Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2020). Admission is decided on the basis of qualifications only and does not require an entry examination. Grant awarded The annual grant will be of euros 18,052.04 (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros 2,708.76 is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 16, 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVI available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. Applications are only accepted online using the link indicated in the call See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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ITN ETN funded PhD positions on large scale optimization for machine learning - University of Genova, Italy
by villa silvia 04 May '20

04 May '20

3 PHD positions to work broadly on large scale optimization for machine learning, supported by an ITN ETN project (https://trade-opt-itn.eu <https://trade-opt-itn.eu/>). All the projects will aim at developing theoretical and algorithmic ideas that can explain the success of current systems as well as suggest the development of novel practical and efficient solutions. Candidates must have strong mathematical and computational skills. Specific topics of interest include but are not limited to: • the development of optimization methods (stochastic, accelerated, distributed , parallel) for non-smooth and possibly non convex problems • exploitation of data geometric structure to develop efficient optimization and machine learning algorithms • unsupervised features learning from multivariate time series (in collaboration with the SME CAMELOT biomedical systems, https://www.camelotbio.com <https://www.camelotbio.com/>) While the emphasis is on methodological and computational aspects, the candidates will have the opportunity to work in close collaborations on a number of applications, in connections with the industrial partners of the project. All the research activities will be carried out at the University of Genova within a newly formed machine learning center across the Mathematics and Computer Science departments. The center counts over 10 faculties and 30 between PhD students + postdocs and provides a lively and dynamic work environment. Genova sits amidst of the Italian riviera and offer excellent life quality. PhD salaries are commensurated to international standards, including mobility and family allowance, according to Marie Curie actions. All position should start November 2020 (delays due to COVID19 are possible). Applicants need to apply to an open call that will be available by end of may. Eligibility criteria • Candidates must – at the date of recruitment – have obtained the MSc degree entitling you to embark on a doctorate • Candidates must – at the date of recruitment – be within the first four years (full-time equivalent research experience) of your research career and not have a doctoral degree • Mobility rule: candidates must not have resided or carried out your main activity (work, studies, etc.) in the country of the host organisation you are applying (i.e. Italy) for more than 12 months in the 3 years immediately prior to the recruitment date. Compulsory national service and/or short stays such as holidays are not taken into account. Please make sure you comply with the eligibility criteria before applying. You need to be able to provide documentation proving your eligibility for recruitment. You can read the full description of eligibility criteria in the Information Note for ITN Fellows. At this point, we recommend prospective candidates to make an expression of interest by filling this https://docs.google.com/forms/d/e/1FAIpQLSddINJ-ox1MySLYyuTKDWvkYnmuBNkWSdA… <https://docs.google.com/forms/d/e/1FAIpQLSddINJ-ox1MySLYyuTKDWvkYnmuBNkWSdA…> within the ***31st of May***. ____________________________________________ A total of 15 PhD positions are funded by the project, to see them all please check: https://euraxess.ec.europa.eu/jobs/516136 <https://euraxess.ec.europa.eu/jobs/516136>

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Fwd: PhD position in Statistics at KU Leuven
by fcollet＠math.unipd.it 04 May '20

04 May '20

Ricevo ed inoltro Buona giornata, Francesca Collet ---------------------------------------------- PhD position in statistics at KU Leuven Project The research group ORSTAT of KU Leuven (Belgium) has a vacancy for a full-time PhD scholarship for the period of September 1, 2020 until September 1, 2024, for scientific research in the field of statistics. The candidate will work in the area of survival analysis. He/she will work under the supervision of Ingrid Van Keilegom. Profile Candidates should hold a Master's degree in (bio)statistics, mathematics, or equivalent. An average degree of "distinction" during preliminary studies is required, as well as an appropriate command of written and spoken English. Offer We offer an employment as full-time doctoral scholar for 1 year, renewable till max. 4 years after positive evaluation. You will find a dynamic and pleasant working environment, in a group that is actively involved in scientific research at the highest international level. Application Applicants should submit their expression of interest to Ingrid Van Keilegom (ingrid.vankeilegom(a)kuleuven.be) together with their CV, letter of motivation, a list of passed courses and grades, copies of diplomas and coordinates of 2 referees as soon as possible and before May 15, 2020. ---------------------------------------------- Ingrid Van Keilegom ORSTAT, KU Leuven, HOG 05.112 Naamsestraat 69 3000 Leuven, Belgium +32 16 32 87 44 ingrid.vankeilegom(a)kuleuven.be<mailto:ingrid.vankeilegom@kuleuven.be> https://feb.kuleuven.be/ingrid.vankeilegom ----------------------------------------------

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New deadline for postdoc position (assegno di ricerca) at Luiss
by Fausto Gozzi 03 May '20

03 May '20

Dear colleagues, this is to inform you that the deadline of the postdoc call mentioned in the email below has been extended to June 16, 2020 at 2pm. All the best Fausto Gozzi >Date: Fri, 17 Apr 2020 08:19:13 +0200 >To: random(a)dm.unipi.it >From: Fausto Gozzi <faustogozziluiss(a)gmail.com> > > >Dear colleagues, > >this email is to inform about the following postdoc call at Luiss University >(THREE years) entitled > >"The Time-Space Evolution of Economic Activities: Mathematical >Models and Empirical Applications ' (scadenza 10/05/2020) > >https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… > > > >https://economiaefinanza.luiss.it/sites/economiaefinanza.luiss.it/files/Ban… > > >The postdoc is partly financed by a PRIN 2017 project. > >All the best > > >Fausto Gozzi > >-- > >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old address, sometimes still used: > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >Largo Bruno Pontecorvo n.5 >56127 Pisa >Italy >tel 050/2213270 >e-mail: gozzi(a)dm.unipi.it >_______________________________________________ >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 Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

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Post-Doc Position in Freiburg: Linking Finance and Insurance
by Claudio Fontana 01 May '20

01 May '20

Un'interessante possibilità di post-doc all’Università di Friburgo (v. sotto). Buon primo maggio a tutti! Claudio Fontana > Applications are invited for a postdoc position at the Department of Mathematical Stochastics, University of Freiburg. > > The successful candidate will hold a Ph.D. and has an excellent profile in mathematical finance, insurance mathematics, stochastic processes or a related field. The position is funded by a DFG research grant and will study fundamental valuation questions in the area of insurance contracts linked to financial market. The excellent research environment in Freiburg offers optimal scientific conditions for deep and highest-level research. > > The contract is for an initial time of two years, an extension is possible. Review of applications begins immediately. The starting point is quite flexible, but we hope to start the work on this exciting project in summer. > For inquiries please contact Prof. Dr. Thorsten Schmidt (thorsten.schmidt at stochastik.uni-freiburg,de) Please send your application in PDF format (cover letter, CV, research statement) per email to Monika Hattenbach (htb at stochastik.uni-freiburg.de <http://stochastik.uni-freiburg.de/>) with reference „Post Doc Position“. > Additionally, we ask for two letters of reference which should be sent directly to the same address.

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