Random May 2022

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42 participants
53 discussions

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/

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(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)

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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

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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

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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

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Reminder: call for paper - special issue on Applied Stochastic Models in Business and Industry
by Roy Cerqueti 16 May '22

16 May '22

Dear Colleague, apologies for cross-posting. As Guest Editors for the journal "Applied Stochastic Models in Business and Industry" we would like to remind you that the call-for-paper for the Special Issue on PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT is currently open. Feel free to circulate this message to your contacts. We look forward to your submissions. Many thanks for your attention. Yours sincerely, Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti

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PhD position in dependence modeling and copulas at TU Eindhoven (NL)
by Elisa Perrone 16 May '22

16 May '22

Dear colleagues, The Statistics group at TU Eindhoven (NL) has a vacancy for a Ph.D. position. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. The starting date is flexible, but, ideally, we would like to fill the position by September 1st. Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-position-in-the-area-of-dependence-model… <https://jobs.tue.nl/en/vacancy/phd-position-in-the-area-of-dependence-model…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology <>elisaperrone.info <http://elisaperrone.info/>

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Seminars in Pisa: L. Andreis and G. Carigi
by Francesco Grotto 16 May '22

16 May '22

Dear Colleagues, we would like to invite you to the following seminars by Luisa Andreis (Università di Firenze) and Giulia Carigi (University of Reading) to be held Wednesday, May 18th, 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 18th, 2022, 14:00-15:00 CET Speaker: Luisa Andreis (UniFi) Title:Large deviations for coagulation processes: an approach via graphs Abstract: Interacting particle systems where particles interact via coagulation are of great interest for their various behaviours. In particular, interesting phenomena can occur, depending on the structure of the kernel which is giving a rate to each coagulation. Among these phenomena there is the famous phase transition that goes under the name of gelation, i.e. the appearance of one (or multiple) giant particle(s). Although fluid limits are known for the rescaled version of stochastic coagulation processes (convergence to the Smoluchowski coagulation equation and its modification), very few is known about large deviations and rare events in this framework. In this talk we will explore some connections of these processes with random graphs and how to use this connection to attack the problem of studying large deviations. This also allows a comparison with the phase transition in graphs, where a giant component appears. Some remarks about the possible generalization to coagulation kernels that depend on spatial position will be given. This is based on ongoing joint works with Wolfgang K ̈onig (WIAS and TU Berlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Elena Magnanini (WIAS) and Robert Patterson (WIAS). Time: May 18th, 2022, 15:00-16:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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International Conference in Venice - CALL FOR PAPERS - BLANK
by Monica Billio 14 May '22

14 May '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund* (Luxembourg) and*Intesa Sanpaolo* (Milan, Italy) are partners in organising a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first* in a series of events dedicated to various aspects of credit risk and organised under the auspices of the*Department of Economics *and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University), *Marcin Kacperczyk *(Imperial College London) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC and EDHEC-Risk Climate Impact Institute (ERCII))* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Seminar in Statistics - LARRY GOLDSTEIN
by Pierpaolo De Blasi 13 May '22

13 May '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 18 Maggio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Larry Goldstein* (University of Southern California) Title: *Relaxing Gaussian assumptions in high dimensional statistical procedures* Abstract: The assumption that high dimensional data is Gaussian is pervasive in many statistical procedures, due not only to its tail decay, but also to the level of analytic tractability this special distribution provides. We explore the relaxation of the Gaussian assumption in Single Index models and Shrinkage estimation using two tools that originate in Stein’s method: Stein kernels, and the zero bias transform. Taking this approach leads to measures of discrepancy from the Gaussian that arise naturally from the nature of the procedures considered, and result in performance bounds in contexts not restricted to the Gaussian. The resulting bounds are tight in the sense that they include an additional term that reﬂects the cost of deviation from the Gaussian, and vanish for the Gaussian, thus recovering this particular special case. Joint work with: Xiaohan Wei, Max Fathi, Gesine Reinert, and Adrien Samaurd ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/1t3aC3D1Q6Pr9J5y8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83134413513?pwd=ZjZ3TkJub0VZYm0wR213OXR0SmhnUT09> Meeting ID: 831 3441 3513 Passcode: 653689 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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