November 2022 - Random - Mailing list — Dipartimento di Matematica, UniPI

Cluster hiring in climate research in Milan, Italy (8 Positions)
by FONTANA Matteo 15 Nov '22

15 Nov '22

The RFF-CMCC European institute on economics and the environment is expanding and looking for bright researchers working on a variety of climate change topics. We have a cluster hire of 8 job posts including data science, decision theory, and computational economics. The cluster hire is intended to strengthen the institute’s multi-disciplinarity and promote new research lines. It is mainly targeted at post-docs and junior researchers (assistant professors), though other seniorities will be considered. Info and applications: https://www.eiee.org/jobs/ Dr. MATTEO FONTANA Statistician | Data Scientist | Project Officer [cid:image001.gif@01D8F8E8.FF99A4B0] European Commission Joint Research Centre Unit A.5 – Scientific Developement Centre for Advanced Studies, Science and Art Office 46I 00/014 Via E. Fermi 2749 - 21027 Ispra (VA) – Italy +39-033278-9819 matteo.fontana(a)ec.europa.eu<mailto:matteo.fontana@ec.europa.eu>

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de Finetti Risk Seminar - November 2022
by Emanuela Rosazza Gianin 15 Nov '22

15 Nov '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Cosimo Andrea Munari University of Zurich, Switzerland Title: Market-consistent pricing with acceptable risk Abstract: We study the range of prices at which a rational agent should contemplate transacting a financial contract outside a given securities market. Trading is subject to nonproportional transaction costs and portfolio constraints and full replication by way of market instruments is not always possible. Rationality is defined in terms of consistency with market prices and acceptable risk thresholds. We obtain a direct and a dual description of market-consistent prices with acceptable risk. The dual characterization requires an appropriate extension of the classical Fundamental Theorem of Asset Pricing where the role of arbitrage opportunities is played by good deals, i.e., costless investment opportunities with acceptable risk-reward tradeoff. In particular, we highlight the importance of scalable good deals, i.e., investment opportunities that are good deals regardless of their volume. The talk is based on joint work with Maria Arduca (LUISS Rome). LOCATION: The seminar will be held on *November 30, *2022 at *18.00,* Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Fwd: thesis scholarship offer at University of Luxembourg
by francesca pistolato 14 Nov '22

14 Nov '22

Buongiorno, Ricevo e inoltro volentieri. Saluti, Francesca Pistolato > Begin forwarded message: > > From: Laurent LOOSVELDT <laurent.loosveldt(a)uni.lu> > Subject: thesis scholarship offer at University of Luxembourg > Date: 9 November 2022 at 17:34:29 CET > To: Francesca PISTOLATO <francesca.pistolato(a)uni.lu> > > Dear colleagues, > > We have funding for a thesis grant which will start in September 2023 at the University of Luxembourg. The research project lies in between probability and analysis, more specifically multifractal, functional, and stochastic analysis. > > We are looking for a high-level candidate and would be very pleased if you could convey the message below to potentially interested students. You can tell them that they do not hesitate to contact us if they have any questions. > > Also, do not hesitate to forward this announcement to your colleagues. > > We thank you very much in advance! > > Laurent Loosveldt and Ivan Nourdin > > ==================================== > > Dear master students, > > With this message, we would like to invite you to apply for a thesis scholarship offer (start: Sept. 2023) funded by the University of Luxembourg (UL). > > We are looking for a candidate with high potential, interested in preparing a thesis at the interface between multifractal, functional and stochastic analysis. Research interests may include, for instance: > Regularity of stochastic processes > Wavelet representations of stochastic processes > Local times of stochastic processes > Fractal dimensions > Multifractional processes > Function spaces adapted to study these notions > Analysis on Wiener chaos > Malliavin calculus > … > > Working conditions at UL are excellent: we are located at Belval University, in brand new and very well equipped modern premises. The scientific activities are numerous: seminars, working groups, conferences. The daily atmosphere is very pleasant (many discussions and small events of all kinds punctuate the days) and multicultural (there are people of all nationalities). The salary is very competitive. > > If you would like more information, do not hesitate to contact us! > > Best regards, > > Laurent Loosveldt – laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > https://sites.google.com/view/laurentloosveldt <https://sites.google.com/view/laurentloosveldt> > Ivan Nourdin – ivan.nourdin(a)uni.lu <mailto:ivan.nourdin@uni.lu> > https://sites.google.com/site/ivannourdin/ <https://sites.google.com/site/ivannourdin/> > > > > -------------------------------------------------------------------------- > Laurent Loosveldt > > Chercheur Postdoctoral à l'Université du Luxembourg > Département de Mathématique > Maison du Nombre > 6, Avenue de la Fonte > 4364 Esch-sur-Alzette > Grand Duché du Luxembourg > Téléphone : (+352) 46 66 44 9818 > Email : laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > > --------------------------------------------------------------------------

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LUISS math seminar - Huyen Pham, November 8, 2022 (& link)
by Sara 14 Nov '22

14 Nov '22

Dear all, I am pleased to announce the next seminar in our series. *Speaker: Huyen Pham, Université Paris Cité* Abstract. With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity to companies to target the consumers/users that are potentially interested by their pro\-ducts or services. We introduce a continuous time model for the study of optimal bidding strategies associated to different types of advertising, namely, commercial advertising for triggering purchases or subscriptions, and social marketing for alerting population about unhealthy behaviours (anti-drug, vaccination, road-safety campaigns). Our framework encodes users online behaviours via their web-browsing at random times, social interactions in a large population of users, and the targeted advertising auction mechanism widely used on Internet. We address the attribution problem of how to efficiently diffuse advertising information by means of digital channels in order to generate conversion. Our main results are to provide semi-explicit formulas for the optimal value and bidding policy in various contexts of commercial advertising and social marketing. We show sensitivity properties of the solution with respect to model parameters, and analyse how the different sources of digital information accessible to users including the social interactions affect the optimal bid for advertising auctions. We also study how to efficiently combine targeted advertising and non-targeted advertising mechanisms. Finally, some classes of examples with fully explicit formulas are derived. The seminar will be held in Room 106, - viale Romania 32, Roma. The link to the room is: Aula 106 a: https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: iwU13nSCa8Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Seminar in Statistics - KONSTANTINOS DAREIOTIS
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Konstantinos Dareiotis* (Purdue University USA) Title: *Regularisation of differential equations by multiplicative fractional noises* Abstract: In this talk, we consider differential equations perturbed by multiplicative fractional Brownian noise. Depending on the value of the Hurst parameter H, the resulting equation is pathwise viewed as an ordinary (H>1), Young (H in (1/2, 1)) or rough (H in (1/3, 1/2)) differential equation. In all three regimes we show regularisation by noise phenomena by proving the strongest kind of well-posedness for equations with irregular drifts: strong existence and path-by-path uniqueness. In the Young and smooth regime H>1/2 the condition on the drift coefficient is optimal in the sense that it agrees with the one known for the additive case. In the rough regime (H in(1/3,1/2)) we assume positive but arbitrarily small drift regularity for strong well-posedness, while for distributional drift we obtain weak existence. This is a joint work with Máté Gerencsér. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - VINAYAC RAO
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Rao Vinayak* (Purdue University USA) Title: *Differential Privacy and Bayesian Computation: Two Vignettes* Abstract: Differential privacy (DP) protects privacy by introducing additional randomness into a recorded dataset. It comes with strong theoretical guarantees, and has become a state-of-the-art framework for privacy protection. In this talk, we consider two complementary challenges raised by DP. In the first part, we recognize that implementing DP mechanisms require sampling algorithms like MCMC or rejection sampling. In these instances, the algorithm runtime itself can leak privacy, so that practical implementations fail to maintain the original theoretical guarantees. To address this, we propose modifications to rejection and adaptive rejection sampling algorithms, with varying assumptions, to protect against timing attacks. In the second part, we focus on a more traditional statistics problem related to differential privacy: given access to only the privatized data, how to perform valid statistical inference on parameters underlying the confidential data. Here, the likelihood function of the privatized data requires integrating over the large space of confidential databases and is typically intractable, resulting, in Bayesian settings, in a posterior distribution that is doubly intractable. We propose a generic MCMC framework which is applicable to a wide range of statistical models and privacy mechanisms. Our MCMC algorithm is a simple wrapper that extends MCMC algorithms for the unobserved confidential data to settings where the data is privatized. Our approach translates privacy guarantees of the DP mechanism into mixing properties of the MCMC algorithm, while maintaining the same order of computational cost as the algorithm for non privatized data. We illustrate the efficacy and applicability of both our ideas on several examples. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Nov '22

11 Nov '22

Giro questa offerta di lavoro da parte di Attilio Meucci (ARPM) Research position in mathematics/statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

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The ABS school is back! Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 11 Nov '22

11 Nov '22

Dear all, we are glad to inform you that the Applied Bayesian Statistics school is back! ABS23 will be held in Firenze on June, 12-16, 2023. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. If interested, you can register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ REGISTRATION is now open but payments will be possible (by bank transfer or credit card) only after January, 30, 2023. If you are interested in the school but unwilling to register for the moment, please send an email to abs23(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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4 Assistant and Associate Positions @WarwickStats - December 12
by Massimiliano Tamborrino 11 Nov '22

11 Nov '22

Dear all, at the Department of Statistics at Warwick, we are currenly recruting * 1 Assistant Professor in Applied Statistics * 1 Associate Professor in Machine Learning * 1 Assistant Professor in Machine Learning * 1 Associate Professor in Statistics All positions are permanent. The deadline for applying is the 12th December. More information is reported below and on https://warwick.ac.uk/statjobs Best, Massi ------- Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ---------- Assistant and Associate Professor positions in Statistics and Machine Learning at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Four permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics and Machine Learning: * Assistant Professor, Applied Statistics * Associate Professor, Machine Learning * Assistant Professor, Machine Learning * Associate Professor, Statistics Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the four positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professors Jon Forster (J.J.Forster(a)warwick.ac.uk) or Adam Johansen (A.M.Johansen(a)warwick.ac.uk) or to any other senior member of the Warwick Statistics Department. Closing date: December 12, 2022. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

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Post-doc position in Statistics at University of Padua
by Sara Pillan 10 Nov '22

10 Nov '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates who have completed suitable and documented academic and professional experience. The research grant, which shall last for 24 months shall entitle the grant holder to a gross amount of Euros 24,426 per annum and aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department (SECS-S/01 - Statistics, SECS-S/03 - Economic Statistics, SECS-S/04 - Demography, SECS-S/05 - Social Statistics). The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… The call will expire on *December 7**,* 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegno-dipstat-6-2022 <https://pica.cineca.it/unipd/assegni-dipstat-4-2022/> Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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