January 2023 - Random - Mailing list — Dipartimento di Matematica, UniPI

IEEE MetroLivEnv 2023 - Special Session PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY
by Antonella Iuliano 20 Jan '23

20 Jan '23

Dear Colleagues, we would like to draw your attention to the upcoming 2023 IEEE INTERNATIONAL WORKSHOP ON METROLOGY FOR LIVING ENVIRONMENT that will be held at the Politecnico di Milano, (Italy), 29 - 31 May, 2023. The following Special Session is open to receive your submissions. PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY The application of metrology related to living environment plays an important role in many applicative contexts to understand and identify sources of variability and to minimise their influence. There is a lack of probabilistic and machine learning approaches in this field; therefore this session aims at covering this aspect. Probability Theory and Statistics provide powerful tools for the development of new mathematical models to describe real life phenomena. One of the most significant advantages of the probabilistic modeling is that it gives a comprehensive understanding of the uncertainty associated with a measurement result. Therefore, the goal of this session is to gather recent advancements with promising future perspectives on the application of mathematical models, in areas such as health care and environmental, to improve the quality of life. Website: https://www.metrolivenv.org/special-session-4 *Important deadlines:* *Extended Abstract Submission Deadline* January 31, 2023 *Extended Abstract Acceptance Notification* March 15, 2023 *Final Paper Submission Deadline* April 15, 2023 *Conference Dates* May 29-31, 2023 For further information and updates please visit the conference website: https://www.metrolivenv.org/ We are looking forward to Welcome you in Milan! Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Best Regards, The Session Organizers Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Seminario Prof. Leonenko
by Enrica Pirozzi 19 Jan '23

19 Jan '23

**** AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO: Limit theorems for the first Minkowski functional of Gaussian spatiotemporal random fields with long-memory Abstract The paper [1] addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local functionals of nonlinear transformation of such fields, with Hermite rank m ? 1, under general covariance structures. These results are proven to hold, in particular, for a family of non?separable covariance structures belonging to Gneiting class. For m = 1, under some general condition on covariance structure of spatiotemporal random field with long memory in time, the properly normalized first Minkowski functional converge in distribution to the normal law. For m = 2, under separability of the spatiotemporal covariance function in space and time, the properly normalized Minkowski functional, involving the modulus of a Gaussian random field, converges in distribution to the Rosenblatt type limiting distribution for a suitable range of the long memory parameter. Some other related results can be found in [2,3]. For spatiotemporal isotropic stationary fields on sphere similar results obtained in Marinucci et al. [4] This is joint results with M.D.Ruiz-Medina (Granada University, Spain). References [1] Leonenko, N.N. and Ruiz-Medina, M.D. (2023) Sojourn functionals for spatiotemporal Gaussian random fields with long-memory, Journal of Applied Probability, in press. [2] Leonenko N. and Olenko, A. (2014) Sojourn measures for Student and Fisher-Snedecor random fields, Bernoulli, 20 (3), 1454-1483 [3] Makogin, V. and Spodarev, E. (2022). Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Stochastics, 94, 111?142 [4] Marinucci, D., Rossi, M. and Vidotto, A. (2020). Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2 × R, Annals of Applied Probability, 31, 2311?2349 Il seminario si terrà il giorno 25 Gennaio 2023 ore 15:30 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Enrica Pirozzi **** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Ph.D. position on dependence modeling at TU Eindhoven (NL)
by Elisa Perrone 19 Jan '23

19 Jan '23

Dear Colleagues, The Department of Mathematics and Computer Science of TU Eindhoven has an open Ph.D. position in Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct theoretical research in the area of dependence modeling and copulas under my supervision. Application deadline: February 16, 2023. Job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-978530.html <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.tue.…> I would appreciate it if you could forward this email to any potential candidates. 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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PREMIO UMI-DE FINETTI
by Claudia Ceci 19 Jan '23

19 Jan '23

Buongiorno a tutti, segnalo che è stato pubblicato il bando del premio UMI De Finetti 2023 rivolto a giovani studiose e studiosi in Calcolo delle Probabilità ed Applicazioni: https://umi.dm.unibo.it/premi/bandi-premi/ La scadenza è il 31 marzo 2023 (in allegato il bando). Alla medesima pagina trovate anche il bando del premio Caccioppoli 2022 rivolto a giovani ricercatrici e ricercatori in tutti gli ambiti della matematica (scadenza 28 febbraio 2023). Vi prego di darne la massima diffusione. Buona giornata, Claudia Ceci *************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Padova Seminars in Probability and Finance - Athanasios Vasileiadis (Université Côte d'Azur)
by alessandra bianchi 18 Jan '23

18 Jan '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on January 27 at 14.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Athanasios Vasileiadis (Université Côte d'Azur) *Title*: Solving Stochastic Control and Mean Field Games using Deep Reinforcement Learning *Date and time*: January 27, 2023 at 14.30 *Place*: Room 2BC30 of the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83527477275 (meeting ID: 835 2747 7275) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In recent years there have been big breakthroughs in applying machine learning for the solution of control problems primarily solving the curse of dimensionality. In this talk we will lay the foundations of Reinforcement Learning and apply it to stochastic control problems first and then Mean Field Games. On the theoretical side we will see some guarantees for the convergence of the approximations, as well as how to use noise to learn the Nash Equilibria of the MFG problem. On the practical side we will use Artificial Neural Networks to look for the optimal controls in feedback form and discuss results in higher dimensions. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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(PMS)^2 talks: E. Luongo and F. Grotto [Jan 23]
by Maurizia Rossi 18 Jan '23

18 Jan '23

Dear colleagues, We are happy to announce the following *hybrid - that is, in person with online streaming - *talks: Speaker: *Eliseo Luongo* (SNS Pisa) *Title:* A stochastic particle approximation approach of the 2D Navier-Stokes equations with vorticity generation. (See Abstract below.) Speaker: *Francesco Grotto *(Univ. di Pisa) *Title:* Area Excursions and nodal Leray measures for Random Waves on hyperbolic space. (See Abstract below.) Date and Time: *Monday January 23, 14:30-16:30 (Rome time zone)* Place: *Aula 3014,* *Dip. di Matematica e Applicazioni, Univ. di Milano-Bicocca*, via R. Cozzi 55, Milano *Webex link:https://unimib.webex.com/unimib-it/j.php?MTID=m4a814f4cfe7e7a7ace5ef5e… <https://unimib.webex.com/unimib-it/j.php?MTID=m4a814f4cfe7e7a7ace5ef5e4d3f6…>* *Meeting number:* 2743 324 2093 *Password:*YPiMid9rP83 *-* *Abstract (Luongo)*: Particle approximation of 2D Navier-Stokes equations is a relevant problem in fluid dynamics with consequences also in its numerical analysis. The problem is essentially solved in the case of domains without boundary, but it remains mostly open in the case of no-slip boundary conditions, due to the difficulty of understanding and modeling generation of vorticity close to the boundary. The solution of this problem could have a deep impact in our understanding of turbulence. In this talk we present a stochastic particle approximation method which allows us to treat 2D Navier-Stokes equations in the case of prescribed vorticity generation. Our approach is almost completely functional analytic based. Moreover we obtain finer convergence results to the solution of the Navier-Stokes equations compared to propagation of chaos techniques. The talk is based on a joint work with F. Grotto and M. Maurelli. *Abstract (Grotto):* Focusing on the asymptotic behavior of a couple of relevant geometric functionals, we will discuss analogies and differences between random wave models on hyperbolic space and other geometric settings on which the related theory is by now well-established. Based on joint work with Giovanni Peccati. - These talks are part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Fwd: [MatApp-list] Seminari del Centenario UMI a Milano - Bicocca, 26 gennaio 2023
by Gianmario Tessitore - UNIMIB 18 Jan '23

18 Jan '23

---------- Forwarded message --------- Da: Veronica Felli <veronica.felli(a)unimib.it> Date: lun 16 gen 2023 alle ore 08:00 Subject: [MatApp-list] Seminari del Centenario UMI a Milano - Bicocca, 26 gennaio 2023 To: <matapp-dip-groups(a)unimib.it>, <dottormate(a)unipv.it> Gentilissime/i il 26 gennaio 2023 l’Università di Milano-Bicocca ospiterà uno dei “Seminari del Centenario” dell’Unione Matematica Italiana. L’incontro si terrà a partire dalle ore 15 presso Aula Sironi (U4-08) Edificio U4 – Piazza della Scienza 4 Milano Sono previste le due conferenze: - Francesco Caravenna (Università di Milano-Bicocca): Singolarità e Regolarità Aleatorie - Susanna Terracini (Università di Torino): TBA Per dettagli sul programma si rimanda alla locandina allegata e al link https://umi.dm.unibo.it/milano26gennaio23/ Allo stesso link è disponibile il form per l’iscrizione all’evento. Tutti gli interessati sono invitati a partecipare. Veronica Felli -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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reminder Postdoc position @ Warwick
by Giuseppe Cannizzaro 17 Jan '23

17 Jan '23

Gentili colleghi, vi ricordo la posizione di postdoc presso l'università Warwick per lavorare con me su argomenti di probabilità, analisi stocastica e meccanica statistica. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Vi prego di incoraggiare buoni candidati che stanno completando o hanno completato il dottorato a fare domanda. Cari saluti, Giuseppe Cannizzaro ************************************************************** Dear colleagues, I am writing to you to kindly ask you to circulate the Postdoc position that I opened at the University of Warwick. The successful candidate will be working with me on topics related to the UKRI FLF project “Large-scale universal behaviour of Random Interfaces and Stochastic Operators” MR/W008246/. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Please, encourage strong candidates with a background in any area of probability theory, stochastic analysis or statistical mechanics to apply. Best wishes, Giuseppe Cannizzaro

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Fwd: Phd-student or Postdoc vacancy at Augsburg University and LMU Munich
by alessandra bianchi 16 Jan '23

16 Jan '23

Buongiorno, Ricevo ed inoltro volentieri il seguente annuncio da parte di Sabine Jansen e Markus Heydenreich. Saluti, Alessandra Bianchi ------------------------------------------------------------------------------------- Dear colleagues, We are looking for a talented researcher to work on a project on *Continuum Particle Systems* at Augsburg University and LMU Munich. The project focuses on the decay of correlations of continuum particle systems and combines techniques from stochastic geometry and statistical mechanics. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 May 2023 or later. We are looking for candidates with excellent background in probability theory and statistical mechanics who obtained an MSc degree in Mathematics. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (Munich/Tuebingen). Please contact Prof. Sabine Jansen (jansen(a)math.lmu.de) or Prof. Markus Heydenreich (m.heydenreich(a)lmu.de) for further information about the project. Interested candidates are invited to send letter of motivation, curriculum vitae as well as name and contact details of two academic references to m.heydenreich(a)lmu.de. Review of application begins on 01 February 2023 and shall continue until the position is filled. Best wishes, Sabine Jansen and Markus Heydenreich -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminar in Statistics - ANGELIKA ROHDE
by Pierpaolo De Blasi 16 Jan '23

16 Jan '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 20 Gennaio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Angelika Rohde* (University of Freiburg) Title: *Estimating functionals under local differential privacy* Abstract: We study the problem of estimating a functional $\theta(\mathbb{P})$ of an unknown probability distribution $\mathbb{P} \in\mathcal{P}$ in which the original iid sample $X_1,\dots, X_n$ is kept private even from the statistician via an $\alpha$-local differential privacy constraint. Let $\omega_{TV}$ denote the modulus of continuity of the functional $\theta$ over $\mathcal{P}$ with respect to total variation distance. For a large class of loss functions $l$ and a fixed privacy level $\alpha$, we prove that the privatized minimax risk is equivalent to $l(\omega_{TV}(n^{-1/2}))$ to within constants, under regularity conditions that are satisfied, in particular, if $\theta$ is linear and $\mathcal{P}$ is convex. Our results complement the theory developed by Donoho and Liu (1991 Ann. Statist. 19 633–667) with the nowadays highly relevant case of privatized data. Somewhat surprisingly, the difficulty of the estimation problem in the private case is characterized by $\omega_{TV}$, whereas, it is characterized by the Hellinger modulus of continuity if the original data $X_1,\dots, X_n$ are available. We also find that for locally private estimation of linear functionals over a convex model a simple sample mean estimator, based on independently and binary privatized observations, always achieves the minimax rate. In particular, over the larger class of so-called sequentially interactive privacy mechanisms, a non-interactive procedure attains this rate. Next, we turn to one of the most studied non-linear functionals, the quadratic functional. Here, in contrast, we show that for estimating the integrated square of a density, sequentially interactive privacy mechanisms improve substantially over the best possible non-interactive procedure in terms of minimax rate of estimation. In particular, in the non-interactive scenario we identify an elbow in the minimax rate at $s=3/4$, whereas in the sequentially interactive scenario the elbow is at $s=1/2$. This is markedly different from both, the case of direct observations, where the elbow is well-known to be at $s=1/4$, as well as from the case where Laplace noise is added to the original data, where an elbow at $s=9/4$ is obtained. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89240989650?pwd=eVZSTUVEWHM2SnhBWXpnL21VU3gvQT09> 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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