September 2020 - 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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Fwd: [owps] One World Probability Seminar Thursday October 1, 2020
by Francesco Caravenna 30 Sep '20

30 Sep '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 30 set 2020 alle ore 09:03 Subject: [owps] One World Probability Seminar Thursday October 1, 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 1, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC) ------------------------------------------------ (14:00-15:00 UTC) Rongfeng Sun (National University of Singapore): Scaling limits of disorder relevant systems. Abstract: In this talk, I will give an overview of continuum and weak disorder scaling limits of statistical mechanics systems which are disorder relevant, that is, disorder perturbations of an underlying pure system that alter its large scale behaviour, however small is the perturbation. Examples include the directed polymer model in dimension 1, the disordered pinning model, and the random field perturbation of the critical two-dimensional Ising model. (15:00-16:00 UTC) Adam Bowditch (University College Dublin): The two-dimensional continuum random field Ising model. Abstract: The critical two-dimensional Ising model with random field perturbation acting as site disorder is a well known example of a disorder relevant system. If the disorder strength is suitably weakened as the lattice mesh is refined then the model admits a continuum scaling limit. I will discuss this procedure and compare the continuum model with and without the random field perturbation. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It is can also be directly access through the link below: https://impa-br.zoom.us/j/96846977028?pwd=QVFpcUVkSFpNQnFjZXhoMWJzWEhaQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team

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3rd Asset Pricing Conference by LTI@UniTO - October 6th 2020 13.150-18.30 correct registration link
by Luca Regis 29 Sep '20

29 Sep '20

Apologies for re-posting, the previous announcement contained an incorrect link. ----------------------------------- Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on October 6, 2020 hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on* October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it Conference Program 13:50 *Welcome* 14:00 E. Luciano (UniTo/CCA) “Risk aversion of insurance companies and Covid-19 effects” Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD) “Generalized Robustness and Dynamic Pessimism” Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe) “Non-substitutable consumption growth risk” Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg) “Understanding Alpha Decay” Discussant: G. Vilkov (Frankfurt School) *Short break* 17:00 J. Detemple (Boston) “Asset Prices and Pandemics” Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi) *TBA*Discussant: A. Mele (USI/SFI) 18:20 *Farewell* Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torinosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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3rd Asset Pricing Conference by LTI@UniTO, October 6 h. 13.50-18.30
by Luca Regis 29 Sep '20

29 Sep '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on*October 6, 2020*hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on*October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it <https://ltiwebinar15july.eventbrite.it/> *Conference Program* 13:50/Welcome/ 14:00 E. Luciano (UniTo/CCA) *“Risk aversion of insurance companies and Covid-19 effects” *Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD)*“Generalized Robustness and Dynamic Pessimism” *Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe)*“Non-substitutable consumption growth risk” *Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg)*“Understanding Alpha Decay” *Discussant: G. Vilkov (Frankfurt School) /Short break/ 17:00 J. Detemple (Boston)*“Asset Prices and Pandemics” *Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi)/TBA /Discussant: A. Mele (USI/SFI) 18:20/Farewell/ Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Link to Tyler Helmuth's talk (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 28 Sep '20

28 Sep '20

Dear colleagues, the previously announced seminar by Tyler Helmuth will be accessible under the following link: Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3af828e8fe540e4d39b10802fc3edd…> Tuesday, Sept. 29, 14:00 Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo

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Premio Cuozzo 2020
by Lucia Caramellino 25 Sep '20

25 Sep '20

Buongiorno. Ricevo ed inoltro bando del Premio Cuozzo 2020. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell> > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Premio Cuozzo 2020 > > Carissimi, > > ho il piacere di segnalarvi che è uscito il bando per la 13-ma edizione del Premio Cuozzo dedicato alla memoria di Michele Cuozzo. > > Il premio, di 3000 euro, sarà consegnato al vincitore a Dicembre 2020. > > Possono partecipare coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’università o istituzione scientifica italiana. Il titolo deve essere stato conseguito nei 12 mesi precedenti la data di scadenza del bando. > > La scadenza è il 23 ottobre ore 12:00. > > Allego il bando, che sarà a breve disponibile sul sito del Dipartimento di Matematica dell’Università di Roma “Tor Vergata” . > > Vi prego di dare pubblicità tra gli interessati, > > a presto > > Filippo > > > > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > > > >

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Post-Doc position in Karlsruhe
by Giovanni Peccati 25 Sep '20

25 Sep '20

Dear Colleagues, I have been notified of an opening for a *3 years post-doc position in Karlsruhe*, in the domain of Stochastic Geometry. Here is the official link: http://www.pse.kit.edu/karriere/joboffer.php?id=54768&language=en With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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(1+1)-year post-doc position in mathematical finance at UniPD
by Claudio Fontana 24 Sep '20

24 Sep '20

1+1 year post-doc position at the University of Padova (Italy) A one-year postdoctoral position is available at the Department of Mathematics of the University of Padova (Italy), with the possibility of renewal for a second year. The position is funded by the STARS@UniPD project PRISMA, directed by Claudio Fontana (personal webpage: https://sites.google.com/site/fontanaclaud <https://sites.google.com/site/fontanaclaud>). The PRISMA project is focused on the development of stochastic methods for the modelling of information in finance and insurance, and related research directions in probability and finance. We are looking for a highly motivated candidate with a solid background in stochastic analysis and mathematical finance. A PhD degree in these fields is a necessary requirement. Previous research experience in arbitrage theory, stochastic filtering, enlargement of filtrations, mean-field games, or interest rate modelling will be especially appreciated. The candidate should have the ability to drive discovery by working independently, interacting with colleagues with different backgrounds and establishing relevant collaborations. Knowledge of the Italian language does not represent a requirement and language classes are offered by the University of Padova. We offer excellent working conditions and a stimulating research environment. Salary is fixed at a top level for a post-doctoral position at the University of Padova, corresponding to about 2100 euros/month (net). Generous financial support is available for participation to conferences and workshops, research visits and collaborations. The selected candidate will not have mandatory teaching duties, but will have the possibility of teaching. The Probability and Finance group (https://www.math.unipd.it/en/research/research-areas/mathematics/probability <https://www.math.unipd.it/en/research/research-areas/mathematics/probability>) at the University of Padova is a dynamic research unit, with a strong international visibility and well-established connections with foreign institutions and world leaders in the field of mathematical finance. The University of Padova provides excellent support to foreign candidates. Padova is a beautiful city in the Venetian region, home to one of the oldest universities in the world, with a thriving student life and an excellent quality of life. The official call and instructions for application are available at https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p… <https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p…> To be considered, the application package (including reference letters) has to arrive before October 14, 2020, at 1pm CET. The position is expected to start as soon as possible, and not later than in January 2021. For any further information on this position, please contact Claudio Fontana at fontana(a)math.unipd.it <mailto:fontana@math.unipd.it> Best regards (and apologies for cross-posting), Claudio Fontana

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Postdoc position at the University of Oslo, Norway
by Valeria Vitelli 24 Sep '20

24 Sep '20

Dear colleagues, below the announcement of a postdoc position in Bayesian Statistics at the Oslo Center for Biostatistics and Epidemiology, University of Oslo, Norway. Hope it will be of interest. all the best, Valeria Vitelli --------------------------------------------------------------------------------------------------------- *A three-years postdoc position in Biostatistics is offered at the Oslo Center for Biostatistics and Epidemiology (OCBE), University of Oslo (UiO), Norway. * *Deadline for submission: 30th November 2020IMPORTANT! Deadline for contacting the UiO host: 30th October 2020* Project: Scalable inference for genomic data integration Summary: The project focuses on scalable statistical methods for the integration and analysis of multi-omic data sources. We plan development of horizontal (multi-omic) and vertical (meta-analytic) integrative Bayesian clustering methods during the project course with intended application to disease subtyping and signature/biomarker discovery. *Call, detailed **information and how to apply:* (the call is under the thematic area in "biostatistics") https://www.med.uio.no/english/research/scientia-fellows/apply/ *SCIENTIA FELLOWS* is a transnational research fellowship programme in the field of Health Life Sciences at UiO, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. The purpose of the three years postdoc is to produce scientific results of the highest quality, in collaboration with your host at UiO and its other partners. You will also be part of UiO's career development programme designed for researchers at the beginning of their career, including our Health Innovator course which aims to provide researchers with tools and insight into how innovation can be put to work for the benefit of patients, the healthcare system and society. At completion of your three year term, your academic profile will be such that you can successfully apply to the best research positions worldwide. *UiO Hosts: *Valeria Vitelli ( https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson ( https://sojourningnorth.github.io/) *If you are interested in the position, please contact the UiO hosts by sending CV and links to your papers as early as possible and before October 30th, 2020.* You and your hosts will identify common research interests and discuss the concept of your research proposal. While you are responsible for the research proposal, you will discuss your application with the hosts, who will help you to write a good proposal. Finally, in order to apply for the position, you have to submit the research proposal (and other documents as specified in the call) by November 30th, 2020. The position will be at the Oslo Center for Biostatistics and Epidemiology (OCBE), UiO (https://www.med.uio.no/imb/english/research/centres/ocbe/). *Eligibility:* - You possess a PhD degree (at the latest by 1 January 2021) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. *Salary: 515 200 NOK/year (roughly 50K EUR/year)* A Fellow of the Scientia Fellows programme will be employed at UiO for three years. The place of work is the UiO campus in Oslo. The gross salary of a Fellow will amount to 515 200 NOK/year. UiO will cover full health insurance and pay towards your pension with the Norwegian pension fund. As an employee in Norway you have several welfare benefits. In addition UiO will support research costs (laptop, travel, courses etc) with 54 600 NOK per year. For further information related to moving and settling in Norway, please visit the website of the International Staff Mobility Office ( https://www.uio.no/english/about/jobs/ismo/), which will also assist incoming fellows and their families with relocation to UiO. For more information, contact the hosts mentioned below. -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

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Pisa Online Seminar by Tyler Helmuth (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 23 Sep '20

23 Sep '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa: Tuesday, Sept. 29, 14:00 on Microsoft Teams (the link will be sent in a forthcoming email) Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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Webinar Passeggeri @Bocconi
by Giacomo Zanella 22 Sep '20

22 Sep '20

We announce the following DEC Statistics webinar: Date: Thursday, September 24, h12:00 Speaker: Riccardo Passeggeri (Sorbonne University) Title: On a class of completely random measures (CRMs) and its role in Bayesian analysis. The seminar will be mixed online and in-presence: - anybody can attend the seminar at the following link: https://zoom.us/j/92000724531 - members of Bocconi University can attend the meeting in presence at Roentgen building, floor -1, room AS-02, subject to appropriate prevention measures such as social distancing. Abstract: Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (Trans. Amer. Math. Soc. 370 (2018) 8483-8520). A random variable X is QID if and only if there exist two infinitely divisible (ID) random variables Y and Z s.t. X +Y = Z (in distribution) and Y is independent of X. In this talk, we present QID random measures, describe their properties and their role in Bayesian analysis. In particular, we show that QID random measures are dense in the space of all CRMs with respect to convergence in distribution. In other words, *any CRM can be approximated in distribution by a QID random measure*. Moreover, we demonstrate that there exists a one to one correspondence between the law of QID random measures and certain characteristic pairs (as it happens for the Poisson point processes). That is, *the characteristic function of a QID random measure has an explicit formulation written in terms of two (unique) deterministic objects*. Finally, we present a nonparametric Bayesian statistical framework based on QID random measures, which extends recent works of Michael Jordan, Tamara Broderick, Trevor Campbell and co-authors. Kind regards, Giacomo Zanella

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Online seminar Eddie Nikolova
by Marco Scarsini 20 Sep '20

20 Sep '20

Thursday 24 September, h 17:00 *Evdokia Nikolova, *University of Texas at Austin Risk-aversion and diversity in network routing <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgUDSAUBBwBOVgFdBQs> Discussants: Valerio Dose and Marc Schröder Luiss | Viale Romania, 32 | Virtual Room* 70 This is the link to access the virtual room: https://luiss.webex.com/luiss/j.php?MTID=mcf4af3f6b4da7e8a19cf1fb052a70517 Information about future seminars can be found here https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it<mailto:qfinlab@polimi.it> . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it/> Cordialmente Daniele Marazzina Emilio Barucci

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it Cordialmente Daniele Marazzina Emilio Barucci

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seminar De Palma
by Dario Trevisan 17 Sep '20

17 Sep '20

Dear all, sorry for another message about today's seminar by G. De Palma. I just want to mention that there was an extra bracket in the google meet link. If you want to follow online please use the following link: meet.google.com/sdy-qmac-kch Regards, 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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PhD opportunity at the University of Leipzig
by Giovanni Conforti 16 Sep '20

16 Sep '20

Dear colleagues, Please find below the announcement for two Phd positions in the group of Max von Renesse. Best Regards Giovanni Conforti At the university of Leipzig we have two vacant PhD positions in the stochastic analysis group with a duration of three years under the supervision of Max von Renesse. Possible research directions concern applications of stochastic analysis e.g. in geometry, physics or statistics. Together with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) and some world class research groups Leipzig offers a lively and stimulating environment for research in a variety of intertwining mathematical disciplines. Each position comes with a teaching load of 2 hrs per week during semesters. The positions are to be filled by October 15th preferably. Some knowledge of basic German is helpful but no must. The ideal candidate (m./f.) has an excellent recent Masters or Diploma degree in mathematics or theoretical physics with a strong background in a combination of at least two of the following fields: stochastic analysis, differential geometry, (stochastic) PDE, optimal transport theory or statistics. Applications should include a CV, transcript of university diplomas and a list of up to three potential contacts for letters of recommendation. Further inquiries and applications should be sent to Prof. Dr. Max von Renesse, renesse(a)uni-leipzig.de. Application deadline is 24 September 2020.

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seminar by De Palma -- change of room
by Dario Trevisan 15 Sep '20

15 Sep '20

Dear colleagues, the previously announced seminar by G. De Palma, to be held on Thursday, September 17, in Pisa, will take place in a larger room (Aula Magna), to safely accommodate more participants (up to 25 people). If you wish to join us in person please write me an email. Regards, Dario %%% Location: Aula Magna, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- 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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Three Postdoc positions at WIAS-Interacting random systems group
by Luisa Andreis 14 Sep '20

14 Sep '20

Dear colleagues, at the Weierstrass Institute in Berlin we are looking to fill up to three postdoc positions. We would be grateful if you could bring this advertisement to any interested candidate. Here is a brief description of the call: "The successful candidates will analyze large interacting random systems using probabilistic methods within the newly established DFG priority program SPP 2265 "Random Geometric Systems" (https://www.wias-berlin.de/projects/SPP2265/ <https://www.wias-berlin.de/projects/SPP2265/>). The main research topics of these positions are phase transitions during coagulation and condensation. The third position is financed from other funds and offers more thematic flexibility within the research group and organizational responsibility. Please direct scientific queries to Prof. Dr. W. König (Koenig(a)wias-berlin.de <mailto:Koenig@wias-berlin.de>). Deadline for applications: 30.09.2020" For more details and to apply please visit https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15 <https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15> Best regards, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de <mailto:andreis@wias-berlin.de>

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Seminar announcement
by Dario Trevisan 10 Sep '20

10 Sep '20

Dear colleagues, I would like to announce the following seminar by G. De Palma, in Pisa (and online, of course). Regards, Dario %%% Location: Sala Seminari, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- 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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Fw: STAR - STochastics And Risk - Online Seminars kick-off
by michele giordano 09 Sep '20

09 Sep '20

Dear all, It is soon time to kick-off the online seminar series: STAR - STochastics And Risk - Online Seminars. This series of seminars brings together all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects SCROLLER<https://www.mn.uio.no/math/english/research/projects/scroller/index.html>, SPATUS<https://www.mn.uio.no/math/english/research/projects/spatus/>, and STORM<https://www.mn.uio.no/math/english/research/projects/storm/>. If you would like to take part to the seminars series please register here.<https://nettskjema.no/a/159180#/page/1> <https://nettskjema.no/a/159180#/page/1> On Friday 18. September from 11:00-12:00 the first seminar will be held, and after that it will run on a weekly basis. The lecture will last for 45 minutes + questions, and afterwards you are invited to bring a cup of coffee/tea and have a chat in our "Coffe in the Stars". The first speaker is Andreas Petersson, with the seminar: Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs Abstract: We consider the computation of quadratic functionals of the solution to a linear parabolic stochastic partial differential equation (SPDE) with multiplicative Gaussian noise on a bounded domain. The functionals are allowed to be path dependent and the noise is white in time and may be white in space. An operator valued Lyapunov equation, whose solution admits a deterministic representation of the functional of the SPDE solution, is used for this purpose and error estimates are shown in suitable operator norms for a fully discrete approximation of this equation. We also use these estimates to derive weak error rates for a fully discrete approximation of the SPDE itself. In the setting of finite element approximations, a computational complexity comparison reveals that approximating the Lyapunov equation allows us to compute quadratic functionals more cheaply compared to applying Monte Carlo or covariance-based methods directly to the discretized SPDE. We illustrate the theoretical results with numerical simulations. For more details on this event, see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… There you will find a list of all the speakers, abstracts, and more details about the seminar series. If you register to the seminars series, you will receive a mail with the details for the zoom meeting next week. We are looking forward to see you, online! Best regards, Michele and Giulia

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AMASES Annual Conference 2020 - September 18 - online
by Tiziano Vargiolu 09 Sep '20

09 Sep '20

Dear Friends, this is to invite you to participate in AMASES 2020, the annual conference of the Association for Mathematics Applied to Social and Economic Sciences, which will take place in remote mode on September 18, 2020. The event is free of charge, it will be streamed via the Zoom platform provided by the Department of Mathematics of the University of Padova. The Invited Speakers are: Andreas Tsanakas Faculty of Actuarial Science and Insurance, Cass Business School, City University of London ?Sensitivity Analysis: From Scenario Weights to Dependence Cascades? Piero Manfredi Department of Economics and Management, University of Pisa ?Mathematical modeling of infectious diseases: from Sir Ronald Ross to COVID-19? Salvatore Greco Department of Economics and Business, University of Catania ?The Robust Ordinal Regression and the constructive approach of Multiple Criteria Decision Aiding? You can find all the information on the webpage: https://www.amases.org/annual-conference-2020/ All the people interested in attending the meeting are kindly invited to fill in the registration form at the following address until September 16 https://tinyurl.com/amases2020 Best wishes, The organizers A. Buratto G. Callegaro R. Cambini C. Fontana M. Grasselli L. Grosset E. Sartori T. Vargiolu B. Viscolani 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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Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 09 Sep '20

09 Sep '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is December 2020, but it will be postponed in the future. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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JOB: Assistant Professor in Data Science/Statistics at the University of Nottingham (Permanent)
by Fabrizio Leisen 09 Sep '20

09 Sep '20

------------------------------------------------------------------------ **Assistant Professor in Data Science/Statistics** School of Mathematical Sciences, The University of Nottingham Closing Date: Wednesday, 7th October 2020 Job Type: Research & Teaching - permanent post available from 04 Jan 2021. Salary: £36914 to £49553 per annum (pro-rata if applicable) depending on skills and experience. Salary progression beyond this scale is subject to performance. ------------------------------------------------------------------------ We are looking for an Assistant Professor to deliver outstanding teaching and research in Data Science or Statistics. This post, jointly funded for the first four years by Horizon (horizon.ac.uk) and the School of Mathematical Sciences (http://www.nottingham.ac.uk/mathematics/index.aspx), provides a pathway to a permanent academic position for an early-career researcher. The role-holder will initially focus on research within Horizon (horizon.ac.uk), with minimal teaching, then transition by the fourth year to working evenly between research within Horizon and teaching in Mathematical Sciences. After four years, the role-holder will become a permanent member of staff within the School of Mathematical Sciences, complementing and enhancing activity in the Statistics and Probability Section. We are particularly seeking candidates with expertise in computational statistics, especially Bayesian methodology and applications, and machine learning, though we welcome applications from any candidates who can show how their expertise fits with the Horizon, the Statistics and Probability Section, and/or other research groups within the School of Mathematical Sciences. Importantly, candidates must be keen to bring their skills and experience into the interdisciplinary team within Horizon addressing the overall socio-technical challenges of the future Digital Economy. Applicants should hold (or shortly expect to receive) a PhD or equivalent in Statistics, Data Science or related area. We believe that talented and inclusive teams deliver the highest quality research and are seeking applications from excellent candidates who enhance the diversity of our existing team. The School is committed to creating opportunities for people traditionally under-represented in Mathematical Sciences. You will have a proven track record, or demonstrated potential, in publishing research of international quality in Statistics, Data Science or related area, and be able to evidence how you will: - Develop research proposals to attract funding from Research Councils, Industry, EU, and other sources - Contribute to disseminating research outputs at national/international conferences, workshops, and meetings - Plan and deliver high quality teaching on Statistics modules - Provide curriculum development within your own area of expertise and collaborate with colleagues to design modules and/or programmes - Demonstrate excellent communication, organisation, interpersonal and time management skills Informal enquiries may be addressed to Professor Theodore Kypraios (Head of Statistics and Probability Section) by email at theodore.kypraios(a)nottingham.ac.uk. Please note that applications sent directly to this email address will not be accepted. More info (role profile, additional information, supporting information fro EU/EEA/Overseas nationals etc) can be found here: https://www.nottingham.ac.uk/jobs/currentvacancies/ref/SCI245020 -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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REMINDER: MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Giulia Livieri 09 Sep '20

09 Sep '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. There are no fees. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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New David G Kendall Award for Young Researchers
by Antonio DI CRESCENZO 07 Sep '20

07 Sep '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> Date: lun 7 set 2020 alle ore 17:08 Subject: New David G Kendall Award for Young Researchers View online <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> Dear Members, The Bernoulli Society and the Royal Statistical Society has joined forces to launch a new award named in honour of David G Kendall, inaugural president of the Bernoulli Society and the 1981 recipient of the RSS Guy Medal in Gold. The David G Kendall Award <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…> is for early career researchers working in probability or mathematical statistics within eight years of getting their PhD (but could be extended for those having had a career break). It will be presented every other year, with the first in 2021. The €2,000 award should be used to cover the expenses of attendance at a BS or an RSS conference (typically the Bernoulli-IMS World Congress, the ISI World Statistics Congress or the RSS Annual Conference), where the recipient will receive their award and give a lecture. More about the nomination process is on the Bernoulli Society page <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> . RSS President Deborah Ashby says: 'It is very exciting to be able to honour David Kendall’s memory by celebrating the work of young researchers. I hope that with this award, we can highlight some of the excellent research that’s currently taking place in mathematical statistics and probability.' Bernoulli Society President Claudia Klüppelberg adds: 'The Bernoulli Society (BS) is very proud to announce this joint BS and RSS Award in honour of David G Kendall. As their first president, BS would perhaps not exist without him, and now in his name a new and fruitful collaboration with RSS is initiated.’ Finally, David's son Wilfrid, says: 'DGK always put a high priority on encouraging career-young researchers, and urging them to make every effort to attend and speak at international conferences. And he was enormously proud of his RSS and Bernoulli affiliations. Consequently, I and the rest of the Kendall family are absolutely delighted that the RSS and Bernoulli Society are honouring his memory in this way.’ The award is based on donations – those who wish to donate can do so via the award page of RSS <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…>or the ISI <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> page. Nominations should be sent to Bernoulli.President(a)ma.tum.de The deadline for nominations is 31 January 2021. Claudia Klüppelberg President of the Bernoulli Society http://www.bernoulli-society.org/ <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <info@isi-web.org?body=Subscriber_ID:%204878%20(adicrescenzo@unisa.it)%0D%0AMailing:%20New+David+G+Kendall+Award+for+Young+Researchers%0D%0A%0D%0A&subject=UNSUBSCRIBE%20from%20mailing>

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