May 2022 - 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

1 1

Seminar: Riccardo Maffucci at Tor Vergata
by mic sal 09 Nov '22

09 Nov '22

Dear all, next Thursday, May 5th, Riccardo Maffucci (EPFL) will give a seminar about "Distribution of nodal intersections for random waves". Abstract: This work is in collaboration with Maurizia Rossi. Random waves are Gaussian Laplacian eigenfunctions on the 3D torus. We investigate the length of intersection between the zero (nodal) set, and a fixed surface. Expectation, and variance in a general scenario are prior work. In the generic setting we prove a CLT. We will discuss (smaller order) variance and (non-Gaussian) limiting distribution in the case of ’static’ surfaces (e.g. sphere). Under a certain assumption, there is asymptotic full correlation between intersection length and nodal area. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 16h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

1 5

Workshop Interacting particle systems and applications, Trento Sep 5-7
by Mario Maurelli 01 Sep '22

01 Sep '22

Dear colleagues, We are happy to announce the workshop "*Interacting particle systems and applications*" which will take place at the *University of Trento* on* September 5th to 7th, 2022*. The workshop aims at discussing recent developments in the theory of interacting systems, with emphasis on fostering collaborations and discussions among junior researchers. At the following webpage (which will be kept up-to-date) https://sites.google.com/view/ipsa2022 you can find useful information on the workshop, including list of speakers, venue and (when available) schedule and abstracts of the talks. Participation is free but *registration is mandatory. We kindly ask you to register no later than June 30th*. The workshop is planned as a hybrid event (in-person and online); to register for in person participation, click on "register" button (in the home webpage of the workshop); to register for online participation, send an email to ipsa[dot]maths[at]unitn[dot]it . We are looking forward to meeting you in Trento. All the best, The organizing committee Michele Coghi, Mario Maurelli, Carlo Orrieri, Giovanni Zanco

1 1

Workshop in Milan
by Giuseppina Guatteri 29 Aug '22

29 Aug '22

Con piacere annunciamo il "Two-day workshop on deterministic and stochastic control" che si terrà presso il campus Leonardo nelle giornate 6/7 settembre 2022. Alla seguente pagina web potete trovare le informazioni che via via verranno aggiornate, oltre che il form di Registrazione (scadenza 20 agosto). Sito web: https://sites.google.com/view/controlpolimi22 Un caro saluto, Giulia Cavagnari, Fulvia Confortola, Giuseppina Guatteri ed Elsa Maria Marchini It is our pleasure to announce the "Two-day workshop on deterministic and stochastic control" that will be held at campus Leonardo on 6/7 September 2022. At the following web-page you can find all the information which will be kept updated, along with the Registration form (deadline 20 August). Web-site: https://sites.google.com/view/controlpolimi22 Best regards, Giulia Cavagnari, Fulvia Confortola, Giuseppina Guatteri ed Elsa Maria Marchini Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

1 1

Seminario S Castruccio - Politecnico di Milano
by Laura Maria Sangalli 31 May '22

31 May '22

Si avvisa che in data 07-06-2022, alle ore 15:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Stefano Castruccio, University of Notre Dame Titolo: Physics-Informed, Data-Driven and Hybrid Approaches to Space-Time Systems Abstract: In this talk I will discuss two different approaches to characterize space-time systems. This first one is model-driven and loosely inspired by physics, assumes that the system is locally diffusive through a stochastic partial differential equation, and can be efficiently approximated with a Gaussian Markov random field. This approximation will be used to produce a stochastic generator of simulated multi-decadal global temperature, thereby offering a fast alternative to the generation of large climate model ensembles. The second approach is instead data-driven, and relies on (deep) neural networks in time. Instead of traditional machine learning methods aimed at inferring an extremely large parameter space, we instead rely on an alternative fast, sparse and computationally efficient echo state network dynamics on an appropriately dimensionally reduced spatial field. The additional computational time is then used to produce an ensemble and probabilistically calibrate the forecast. The approach will be used to produce air pollution forecasts from a citizen science network in San Francisco and forecasting wind energy in Saudi Arabia. Towards the end of the presentation, I will discuss how these two broad frameworks could be used in synergy to allow for improved predictability and understanding of space-time systems whose physical understanding is currently limited and/or largely influenced by parametrizations. Link: https://mox.polimi.it/mox-seminars/?id_evento=2169 Il link per seguire il seminario online sarà reso disponibile su Link zoom: https://polimi-it.zoom.us/j/91015435557 L’evento è patrocinato da GRASPA https://graspa.org Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

1 0

Posizione RTDA in MAT06 Sapienza Roma
by Alessandro Degregorio 31 May '22

31 May '22

Cari tutti, in data odierna è stato pubblicato il Bando n. RTDA/03/2022 PROT. N. 805/2022 della procedura selettiva, per titoli e colloquio, per il reclutamento di* n. 1 ricercatore con rapporto di lavoro a tempo determinato di tipologia “A”*, per l’esecuzione del programma di ricerca relativo al seguente progetto: “Teoria dei processi aleatori” - Settore concorsuale 01/A3, *Settore scientifico-disciplinare **MAT/06*, presso il Dipartimento di Scienze Statistiche, Università di Roma "La Sapienza". Il bando è visionabile sul sito della trasparenza Sapienza al seguente link: https://web.uniroma1.it/trasparenza/bando/191351_rtda/03/2022 Si prega di dare la massima diffusione del presente avviso presso tutti gli interessati. Cordiali saluti, Alessandro De Gregorio

1 0

avviso di seminari
by Barbara Martinucci 30 May '22

30 May '22

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARI Mercoledì 1 giugno 2022, nella sala del consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terranno i seguenti seminari in presenza e online (su Teams): 1) ore 15:00-15:45 - Prof. Enrico Scalas (University of Sussex, Brighton, UK) Limit theorems for prices of options written on semi-Markov processes link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZmRiNmFjZmUtNmFlMS00… We consider plain vanilla European options written on an underlying asset that follows a continuous time semi-Markov multiplicative process. We derive a formula and a renewal type equation for the martingale option price. In the case in which intertrade times follow the Mittag-Leffler distribution, under appropriate scaling, we prove that these option prices converge to the price of an option written on geometric Brownian motion time-changed with the inverse stable subordinator. For geometric Brownian motion time changed with an inverse subordinator, in the more general case when the subordinator's Laplace exponent is a special Bernstein function, we derive a time-fractional generalization of the equation of Black and Scholes. This is joint work with Bruno Toaldo 2) ore 16:00-16:45 - Dott. Giacomo Ascione (Scuola Superiore Meridionale, Napoli) Bulk behaviour of ground states for relativistic Schrödinger operators with spherical potential well link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTMzYTBmYTAtZDFiYS00… In this talk, we show a probabilistic representation of the ground state of a massive or massless Schrödinger operator with a spherical potential well. Such a representation will lead to a two-sided approximation with different behaviours depending on the fact that we are inside or outside the well. Both of them rely on some functionals of the first exit time of a subordinated Brownian motion from a suitable open set (the well or its complement). We also develop a moving planes-type argument to prove the radial monotonicity of the ground state, which is one of the main tools of the two-sided bounds. This is joint work with József Lőrinczi. Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Barbara Martinucci

1 0

5 Luglio (online): La Statistica al CNR al servizio del Paese
by Fabrizio Ruggeri 30 May '22

30 May '22

Vi segnalo che la sede milanese dell'IMATI CNR ha organizzato un evento online il 5 luglio in cui 12 ricercatori CNR, di diversi istituti e diversa formazione, presenteranno loro lavori. L'iniziativa, in collaborazione con la Societa' Italiana di Statistica e nell'ambito delle iniziative verso il Festival della Statistica e della Demografia (Treviso, 16-18 Settembre), intende mostrare alla comunita' statistica nazionale cio' che si fa al CNR (e non e' praticamente conosciuto da questa) e anche favorire interazioni fra ricercatori CNR che spesso operano senza sapere che ci sono altri colleghi che utilizzano e sviluppano metodi e modelli stocastici. Il sito web e' https://sis.mi.imati.cnr.it/index.html E' possibile registrarsi entro il 26 giugno. Nei giorni successivi verranno inviate ai registrati le indicazioni sulla piattaforma online che verra' utilizzata. Cordiali saluti Fabrizio Ruggeri -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Alfonso Corti 12 fax +39 0223699538 I-20133 Milano (Italy) www.mi.imati.cnr.it/fabrizio

1 0

teaching assistants
by Marco Scarsini 29 May '22

29 May '22

We are looking for teaching assistants for various mathematical courses in the fall semester. Some of these courses are taught in English and some in Italian. In particular, we need TAs for a master course in Probability (taught in English). ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Probability Seminar in Sapienza
by Lorenzo Taggi 26 May '22

26 May '22

Dear All, next Tuesday Nicolas Forien (Sapienza Università di Roma) will give a seminar talk on particle systems and interacting random walks. Please find the title and the abstract below. Best regards, Lorenzo Taggi Tuesday 31st of May, 16.15, Dipartimento di Matematica Università Sapienza, Aula Consiglio *Title:* On the phase transition of activated random walks *Abstract:* The Activated Random Walk model consists of particles which perform independent random walks on a graph and fall asleep with a certain rate. Sleeping particles stop moving and are awaken when another particle arrives on the same site. The model on Z^d presents a phase transition: depending on the density of particles (initially all active) and on the sleep rate, either almost surely each particle eventually falls asleep forever (fixating phase), or almost surely no particle falls asleep forever (active phase). In this talk, I will present a joint work with Alexandre Gaudillière (arxiv.org/abs/2203.02476) showing the existence of an active phase on Z^2: for every positive initial density of particles, for a sufficiently low sleep rate, almost surely no particle falls asleep forever.

1 0

Digital ICMNS 20202 - Minisymposia announcement, and call for submissions
by Massimiliano ... 25 May '22

25 May '22

Dear all, We are delighted to announce a tentative programme of the 8th International Conference on Mathematical Neuroscience (ICMNS 2022) which will take place in a virtual format, via Zoom, on July 6-8, 2022, between 14:00 and 18:00 (GMT+2). Attendance is free but requires registration via our website https://www.danieleavitabile.com/icmns2022digital We would like to remind you that the call for micro-talk submissions is open until the 31st of May. Micro-talk sessions are one-hour sessions consisting of a sequence of very short introductions (2 minutes, 1 slide) by the presenters to their research, followed by an opportunity to chat with individual presenters about their research in breakout rooms. You can submit micro-talks using this link https://tinyurl.com/3e3fu8wv It is our pleasure to confirm that this year's plenary speakers will be * Dani S. Bassett (University of Pennsylvania, USA) * Sue Ann Campbell (University of Waterloo, Canada) * Thomas Serre (Brown University, USA) In addition, there will be 6 minisymposium sessions: MS1: Learning (and compressing) stochastic sequences of events, organised by Antonio Galves (Universidade de São Paulo, Brasil). Speakers: Aline Duarte, Noslen Hernández, Marcela Swarc, Claudia Vargas. MS2: Patterns and Rhythms in Balanced Neural Networks, organised by James MacLaurin (New Jersey Institute of Technology, USA). Speakers: Mark Goldman Olivia Gozel Robert Rosenbaum, Moshe Silverstein. MS3: Nonlinear PDEs in neuroscience, organised by Pierre Jules Abel Roux (University of Oxford, UK) and Susanne Solem (Norwegian University of Life Sciences, Norway). Speakers: Alain Blaustein, Xu’an Dou, Delphine Salort. MS4: Metastable dynamics in neural circuits, organised by Tilo Schwalger (Technische Universität Berlin, Germany). Speakers: Daniel Levenstein, Maurizio Matti, Luca Mazzucato, Bastian Pietras. MS5: Dynamical systems for neurological disorders, Organised by Christoffer Alexandersen (University of Oxford, UK) and Louisiane Lemaire (Humboldt-Universität zu Berlin, Germany). Speakers: Georgia Brennan, Damien Depannemaecker, Efstathios Pavlidis, Heike Stein, MS6 Stochastic models for neuronal activity, organised by Laura Sacerdote (University of Turin, Italy). Speakers: Giuseppe D'Onofrio, Ryota Kobayashi, Tomar Rimjhim, Ohla Shchur. We look forward to seeing you at ICMNS2022. The Organising Committee Daniele Avitabile Áine Byrne Massimiliano Tamborrino Etienne Tanré ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

One World ABC Seminar - Harita Dellaporta - May 25 - 11.30am UK time
by Massimiliano ... 24 May '22

24 May '22

Dear all, I forward you an invitation for an incoming talk at the One World ABC seminar series on Wednesday May 25, 11.30am UK time. Title, abstract and link to join are reported below. Best, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> --------------------------------------------------------------------- Dear all, our next One WorldABC Seminar<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> on May 25 is quickly approaching! Our next speaker will be Harita Dellaporta<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>, who will talk about "Robust Bayesian Inference for Simulator-based Models via the MMD Posterior Bootstrap", on Wednesday May 25, at 11.30am UK time, with an abstract reported below. Please note the different time and date! The Zoom link to join the talk is https://univ-grenoble-alpes-fr.zoom.us/j/99914483254?pwd=UzhjYWJFSndHdEN2Rk…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gren…> Password: 601768 We look forward to seeing you on Wednesday! Best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers. When: Wednesday May 25, 11.30am UK time Speaker: Harita Dellaporta<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> (University of Warwick) Title: Robust Bayesian Inference for Simulator-based Models via the MMD Posterior Bootstrap Abstract: Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice. In this talk, I will present a novel algorithm based on the posterior bootstrap and maximum mean discrepancy estimators. This leads to a highly-parallelisable Bayesian inference algorithm with strong robustness properties. This is demonstrated through an in-depth theoretical study which includes generalisation bounds and proofs of frequentist consistency and robustness of our posterior. The approach is then assessed on a range of examples including a g-and-k distribution and a toggle-switch model. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> -- You received this message because you are subscribed to the Google Groups "sis-news" group. To unsubscribe from this group and stop receiving emails from it, send an email to sis-news+unsubscribe(a)googlegroups.com<mailto:sis-news+unsubscribe@googlegroups.com>. To view this discussion on the web visit https://groups.google.com/d/msgid/sis-news/AM7PR01MB6547EEF0B2A018D4D68F60A…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgroups.go…>.

1 0

Seminar in Pisa: Enrico Malatesta
by Francesco Grotto 23 May '22

23 May '22

Dear Colleagues, we would like to invite you to the following seminar by Enrico Malatesta (Bocconi) to be held Wednesday, May 25th, at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: May 25th, 2022, 14:00-15:00 CET Speaker: Enrico Malatesta Title: Phase transitions in the landscape of solutions of overparametrized neural networks. Abstract: Current deep neural networks are nonlinear devices composed of a number of parameters that far exceed the number of data points. Understanding how these systems can fit the data almost perfectly through variants of gradient descent algorithms and achieve exceptional levels of prediction accuracy without overfitting are key conceptual challenges. In this talk I will show how common techniques used in machine learning (e.g. the choice of the activation function or the loss) deeply affect the loss landscape, tending to mild its roughness. Then we shed light on the role of overparameterization in non-convex neural networks. By analytically studying a non-convex model of random features, we identify a novel (non-equilibrium) phase transition, that we call “Local Entropy” transition, controlled by the degree of overparameterization. In non-convex models this transition is strictly different to the SAT/UNSAT threshold and it coincides with the appearance of highly entropic minima of the error loss function. Those minima, in turn, are found to be highly attractive to the learning algorithms currently used in deep learning.

1 0

Seminar in Statistics - ALEXANDER COX
by Pierpaolo De Blasi 20 May '22

20 May '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 27 Maggio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Alexander Cox* (University of Bath) Title: *Binary branching processes with Moran type interactions* Abstract: In this talk, we will discuss the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that may depend on the configuration of the whole system, the death of a particle may trigger the reproduction of another particle, while a branching event may trigger the death of another one. We study the occupation measure of the new model, explicitly relating it to the Feynman-Kac semigroup of the underlying Markov evolution and quantifying the L2 distance between their normalisations. This model extends the fixed size Moran-type interacting particle system discussed in Del Moral, Burdzy et al, and Villemonais, and we will indeed show that our model outperforms the latter when used to approximate a birth and death process. We discuss several other applications of our model including the neutron transport equation, Sequential Monte Carlo methods, and population size dynamics. Joint work with Emma Horton and Denis Villemonais. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://docs.google.com/forms <https://docs.google.com/forms/d/e/1FAIpQLSdJkIrE0DwYtvJq6LqUTNQvL_ZAQWFD8ez…> Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89213634464?pwd=SUUe_KLj4d6lyByzLfE5VCFezDJ4lE.1> 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/>

1 0

2022/23 call for PhD applications
by Irene Crimaldi 19 May '22

19 May '22

*2022/23 call for PhD applications* The IMT School for Advanced Studies Lucca’s multidisciplinary PhD Programs aim at providing research skills and tools to address complex issues of the 21st century. The IMT School is looking for bright students to recruit through competitive and open procedures. English is the official language of the School, the full time PhD positions consist of a studentship, free housing in its accessible campus in the historical town of Lucca, free access to the canteen, library and other facilities on campus, additional funds for research and international mobility. Candidates must get their Master’s degree or equivalent by October 31, 2022. Enrollment: early November 2022. *PhD Program in Economics, Analytics and Decision Sciences (EADS)* EADS is an international PhD program that trains students to undertake cutting-edge research in a wide range of economic and social disciplines with a unique multidisciplinary approach that relies on the unifying language of statistics and data science, as well as on selected tools from computer science and psychology. Students actively participate in research seminars, workshops, and conferences. EADS offers exchange programs and double degrees with collaborating institutions around the world, thanks to an established international network. All relevant information about the EADS program here: https://eads.imtlucca.it/ DEADLINE APPLICATION: June 30th , 2022, 12 p.m. *(online application form)* INFO: phdapplications(a)imtlucca.it | +39 0583 4326 530

1 0

PhD call in Mathematics [UniTn - UniVr]
by Luca Di Persio 19 May '22

19 May '22

Dear all, this is to announce the following PhD call in Mathematics [jointly steered by the universities of Trento and Verona] https://www.unitn.it/en/ateneo/1956/announcement-of-selection Deadline for application: 6th of June, 2022, hrs. 4.00 PM (Italian time) Do not hesitate to contact me if you would like to have further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

1 0

Invito: Padua Probability Seminar: Anna Vidotto - gio 19 mag 2022 9:30AM - 10:30AM (CEST) (random@fields.dm.unipi.it)
by giacomo.giorgio07＠gmail.com 19 May '22

19 May '22

Sei stato invitato al seguente evento. Titolo: [Random] Padua Probability Seminar: Anna Vidotto Dear All: Next Wednesday, Anna Vidotto (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T... Quando: gio 19 mag 2022 9:30AM – 10:30AM Ora dell’Europa centrale - Roma Informazioni per partecipare: Partecipa con Google Meet https://meet.google.com/zcf-ewjr-tmj?hs=224 Calendario: random(a)fields.dm.unipi.it Chi: * giacomo.giorgio07(a)gmail.com - organizzatore * fischer(a)math.unipd.it * random(a)fields.dm.unipi.it Dettagli evento: https://calendar.google.com/calendar/event?action=VIEW&eid=NzIzcDFkOTZ2amRi… Invito da Google Calendar: https://calendar.google.com/calendar/ Hai ricevuto questo messaggio email di cortesia all'account random(a)fields.dm.unipi.it perché sei uno dei partecipanti a questo evento. Per disattivare la ricezione di aggiornamenti futuri per questo evento, rifiuta l'evento. In alternativa, puoi registrarti per un Account Google in https://calendar.google.com/calendar/ e verificare le impostazioni di notifica per l'intero calendario. Se inoltri questo invito potresti consentire al destinatario di inviare una risposta all'organizzatore e di essere aggiunto all'elenco degli invitati oppure di invitare altre persone indipendentemente dallo stato dell'invito o ancora di modificare la tua risposta. Ulteriori informazioni all'indirizzo https://support.google.com/calendar/answer/37135#forwarding

1 0

Next LTI@UniTO Seminars: May 24, Amit Goyal | May 25, Marco Pagano
by Luca Regis 18 May '22

18 May '22

Dear Colleagues, it is my pleasure to bring to your attention the following two seminars in Quantitative Finance, organised by LTI@UniTO. The seminars can be attended online via Zoom at the links accessible via the buttons below. Best regards, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis <http://sites.google.com/view/lucaregis> Office: +39 011 670 6065 www.carloalberto.org/lti <http://www.carloalberto.org/lti> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dxQszhXdTYSeK8TgXWVwPdgch-yVozm308…> <#> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminars: <#> *May 24, 2022 | 12:00-13:15* *Predicting Corporate Bond Returns: Merton Meets Machine Learning* *Amit Goyal (University of Lausanne)* <#> *Abstract.* We investigate the return predictability of corporate bonds using big data and machine learning. We find that machine learning models substantially improve the out-of-sample performance of stock and bond characteristics in predicting future bond returns. We also find a significant improvement in the performance of machine learning models when imposing a theoretically motivated economic structure from the Merton model, compared to the reduced-form approach without restrictions. Overall, our work highlights the importance of explicitly imposing the dependence between expected bond and stock returns via machine learning and Merton model when investigating expected bond returns. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hfP4I4mUbx241x0z60A6739Y-00wYiECyk…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H7wKsG1vuV3OD31wQ_0E5gOGft1OURjriG…> <#> <#> *May 25, 2022 | 12:00 - 13:15* *JAQ of All Trades: Job Mismatch, Firm Productivity and Managerial Quality* *Marco Pagano (University of Naples Federico II)* <#> *Abstract.* Does the matching between workers and jobs help explain productivity differentials across firms? To address this question we develop a job-worker allocation quality measure JAQ by combining employer-employee administrative data with machine learning techniques. The proposed measure is positively and significantly associated with labor earnings over workers’ careers. At firm level, it features a robust positive correlation with firm productivity, and with managerial turnover leading to an improvement in the quality and experience of management. JAQ can be constructed for any employer-employee data including workers’ occupations, and used to explore the effect of corporate restructuring on workers’ allocation and careers. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ykATFHYX2laIzxQ_xgRrxeAEz3ksTLnNgK…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Qu65mxHMOuyATkYSpHoaTbGG4jZwv1_-MW…> <#> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IfoXGKh5By8LrSGugLNRNVSXyH2VOsaTTd…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8usPEOcCcpYYly0bCauwMS_rfjHMGgHJVt…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/96qDEBjI389G7GVS3NgHy4QU5ODhiSBUXH…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NblUBI8B5HmNemhQAOs_hH9Lb0xHqj4qYn…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/rMMfajyr067kRoDawTi2FFsw8dBZwyxWPW…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/0wIj1P36GYdj7O34J7nWI5VyNMMLDGzqBJ…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/-09AvrjEn7eE8yYbc-ZCF8ERm7rdddPHti…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/w47WAYiiyoXuTspFVWdMj21Cro1sSu1S1z…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/VRIj3q-1RFls3KVxbpZF_Uj0ukc9FDmZZHg7…> <#> © 2021 Fondazione Collegio Carlo Alberto

1 0

Fwd: Cross fertilization between Physics and Mathematics
by Gustavo Posta 18 May '22

18 May '22

> Dear colleagues, > > it is our pleasure to announce the conference > > "Cross fertilization between Physics and Mathematics" > an event in honor of Giovanni Jona Lasinio. > > The conference will be held in presence (with online broadcast) > at the Accademia Nazionale dei Lincei on May 25, 2022. > > Starting at 3pm we will have Lectiones Magistrales by > > Bernard Derrida (ENS) > Giovanni Gallavotti (Università La Sapienza) > Martin Hairer (Imperial College) > > Further details, including the registration form and the details of the live broadcast, can be found on the webpage > > https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/ <https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/> > > With our best regards, > > the organizing committe: > Lorenzo Bertini, Alberto De Sole, Roberto Longo, Fabio Martinelli, Carlo Presilla ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------

1 0

Workshop in memory of Francesca Romana Nardi - 18-22 July 2022
by Gianmarco Bet 18 May '22

18 May '22

Dear colleagues, We are organising a workshop in memory of our colleague and friend Francesca Romana Nardi, who passed away on October 21, 2021. Colleagues from all over Italy and Europe will gather in Florence in the week of July 18-22 to talk about mathematical topics that were very close to her heart. We want to celebrate her life, her scientific contributions, and the warmth that she brought to our community. This 5-day workshop is open to everyone who’s interested. For precise details, such as venue, invite speakers, and program, please see: https://www.eurandom.tue.nl/event/celebrating-francesca/ REGISTRATION (Deadline for registration: June 30) Registration is free of charge. For organizational purposes we kindly ask all participants to fill in the following registration form: https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p… <https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p…> If you would like to participate and you need travel support, we might be able to help you. Please write an email to: nardi.event(a)gmail.com MEMORIAL SESSION On Thursday, July 21, there will be a streamed memorial session in the afternoon (the only online activity of the workshop!). The idea of this session is to give the floor to both participants, and colleagues that cannot join us physically in Florence for this event, who want to share a few personal words, memories or anecdotes about Francesca. Shall you give this short contribution during this memorial session, please contact us before the event at nardi.event(a)gmail.com, we will be happy to schedule your intervention (for which you should consider up to 5 minutes). Please feel free to inform about this session anyone who might be interested in contributing. Kind regards, Gianmarco Bet, on behalf of the organisers, Luisa Andreis, Luca Avena, Gianmarco Bet, Alexandre Gaudilliere, Elisabetta Scoppola, Alessandro Zocca ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

1 0

Padua Probability Seminar: Anna Vidotto
by Markus 18 May '22

18 May '22

Dear All: Next Wednesday,*Anna Vidotto* (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. The talk is based on a joint work with D. Marinucci and M. Rossi. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

1 0

(PMS)^2 online talk: Sonia Mazzucchi
by margherita Zanella 18 May '22

18 May '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Sonia Mazzucchi (Università di Trento) Title: Chernoff approximations for Feller semigroups in Riemannian manifolds. Abstract: In this talk I shall present the construction of Chernoff approximations for Feller semigroups in Riemannian manifolds of bounded geometry. This result provides approximations for solutions to initial-value problems for parabolic equations with variable coefficients on the manifold. It also yields the weak convergence of particular sequences of random walks on the manifolds to the diffusion processes associated with the elliptic generator. For parallelizable manifolds this result is applied in particular to the representation of the Brownian motion on the manifold as limit of the corresponding random walks. Date and time: Monday May 23, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/6815552946 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/6815552946> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

1 0

Summer School on "Online Learning with Applications to Digital Markets"
by Stefano Marmi 17 May '22

17 May '22

Dear colleagues, we would like to draw your attention to the Summer School on "Online Learning with Applications to Digital Markets" 29 August 2022 - 2 September 2022 Centro di Ricerca Matematica "Ennio De Giorgi" and partially supported by the <http://www.crm.sns.it/event/500/%3Ca%20href=%22http://www.phdeconomics.sssu…>*International Doctoral Program in Economics* <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. to be held at the *Fondazione Conservatorio Santa Chiara, San Miniato, Italy* <http://www.fcsc.it/> in SAN MINIATO (PI) http://www.crm.sns.it/event/500/ Keynote speakers: Nicolò Cesa-BianchiUniversità di Milano Pierre LaforgueUniversità di Milano Deadline for applications: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! Best regards, Giulio Bottazzi, Daniele Giachini and Stefano Marmi

1 0

assegno di ricerca SECS-S/01 @ Milano-Bicocca
by Francesca Greselin 17 May '22

17 May '22

Buongiorno, è indetto un concorso presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano-Bicocca relativamente a un* assegno di ricerca biennale (tipo A1 Junior) *in SECS-S/01 sul tema: "Sviluppo di modelli robusti per dati multidimensionali e complessi, e loro applicazioni". Per maggiori informazioni sulle procedure di selezione si invita a visionare il bando <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ…> . La scadenza per la presentazione delle domande è il *31 maggio 2022, ore 13:00*. Per informazioni sulle tematiche di ricerca e sui progetti attivi presso il team di ricerca si invita a contattare la sottoscritta ( francesca.greselin(a)unimib.it) Cordiali saluti, Francesca Greselin

1 0

OGGI: seminario su "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 17 May
by Umberto Picchini 17 May '22

17 May '22

/[questo e' il nuovo annuncio di un seminario per //*oggi*//17 Maggio che era stato precedentemente cancellato]/ You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday May 17, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles" / * * marina axelson-fisk *About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is a Professor in Mathematical Statistics at Chalmers and University of Gothenburg. She works mainly within the field of Bioinformatics, with particular focus on stochastic models and algorithms for comparative genomics and cross-species gene finding. She is an associate member of the Linnaeus Centre for Marine Evolutionary Biology (CeMEB), where she is involved in the bioinformatics analysis of a number of newly sequenced Swedish coastal organisms. ** *Abstract:* With the new sequencing technologies, the number of novel genome sequences has exploded. At the same time the genome projects are hampered by the lack of homologies to the novel genome, making it difficult both to properly train genome analysis tools and to assess the results. Moreover, the faster and cheaper sequencing methods come with the cost of data quality, and sequencing and annotation errors that make it into the genome databases are propagated to new genomes, making annotation an even bigger challenge. Methods that can improve the data quality is desperately needed. Here we propose a novel use of comparative gene finding to improve the annotation in organisms with high nucleotide diversity. Comparative gene finding methods utilizes the contrast in sequence similarity between functional and non-functional regions of evolutionary related species. We show how this can be applied to chromosome pair sequences in diploid sequence data. We demonstrate the approach on the highly diverse sea orchid Balanus improvisus using SLAM, a cross-species gene finder that simultaneously annotates and aligns two homologous sequences using Generalized Pair Hidden Markov Models.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216 Password: 786749 ** **** *When*: Tuesday May 17 at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

1 0