Random October 2023

random@lists.dm.unipi.it

51 participants
59 discussions

One world probability seminar October 19th
by Alberto Chiarini 16 Oct '23

16 Oct '23

Ricevo e inoltro: ------------------------------------------------------ Dear all. The next session of the One World Probability Seminar will be on October 19 (Thursday) from 14:00 to 16:00 UTC.The speakers of this session are Martin Hairer (Imperial College and EPFL) and Hao Shen (Wisconsin-Madison). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Talk 1 : Stochastic quantization of Yang-Mills Speaker : Martin Hairer Abstract : We report on recent progress on the problem of building a stochastic process that admits the (hypothetical in 3D) Yang-Mills measure as its invariant measure. One interesting feature of our construction is that it preserves gauge-covariance in the limit even though it is broken by our UV regularisation. This is based on joint work with Ajay Chandra, Ilya Chevyrev, and Hao Shen. Talk 2 : Invariant measure and universality of the 2D Yang-Mills Langevin dynamic Speaker: Hao Shen Abstract : In [CCHS20] by Chandra, Chevyrev, Hairer and S., a Langevin dynamic for 2D Yang-Mills (YM) was constructed on 2D torus. In this talk we discuss some new results based on a joint paper with Chevyrev [CS22]. We prove that the 2D YM measure is invariant for the Langevin dynamic constructed in [CCHS20]. Our argument relies on a combination of regularity structures, lattice gauge-fixing, and Bourgain’s method for invariant measures. In particular, we prove a universality result which states that for a wide class of lattice YM gauge theories, their corresponding Langevin dynamics converge to the same continuum dynamic constructed in [CCHS20]. An important step is a proof of uniqueness for the mass renormalisation of the gauge-covariant continuum Langevin dynamic, which allows us to identify the limit of discrete approximations. As corollaries we obtain a gauge-fixed decomposition of the YM measure into a Gaussian free field and an almost Lipschitz remainder, and a proof of universality for the 2D YM measure under a wide class of discrete approximations. Zoom-link: https://univienna.zoom.us/j/66242024127?pwd=K201d0FGQ1dvZHIzZERlUnNSbUlRQT09 Meeting ID: 662 4202 4127 Passcode: 188885 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

1 0

special issue of "Decisions in Economics and Finance" on "The Mathematics of Subjective Probability"
by Pietro Rigo 13 Oct '23

13 Oct '23

The Journal "Decisions in Economics and Finance" is announcing a special issue on "The Mathematics of Subjective Probability". The main topics are: Probability theory Theory of choice under uncertainty Game theory and learning Mean fields games Stochastic optimization and control Optimal transport Possible connections with economic phenomena would be greatly appreciated. The special issue follows the conference that took place in Milan in september 2023: https://www.msp2023.campus.unimib.it/ Submission will take place through the journal platform, upon specifying the special issue of interest. The deadline is december 31st 2023. Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

1 0

Call for expression of interest -2 research fellowships at University of Cagliari
by Maria Infusino 13 Oct '23

13 Oct '23

Ricevo e inoltro volentieri. ————————————————————————————————————————————————- The Department of Mathematics and Computer Science of the University of Cagliari will shortly open calls for *two research fellowships* for 12 months within a multidisciplinary research project on the study of networks and graph structures. We are seeking for candidates with a background in one of these topics: - inferential statistics, statistical modeling (supervisor Silvia Columbu) - numerical linear algebra (supervisors Caterina Fenu and Alessandro Buccini) - logic (supervisor Stefano Bonzio) - computer science and visualization (supervisor L Davide Spano) Background in the analysis of networks under their different theoretical and applied aspects are highly valued. The positions will be opened at the Department of Mathematics and Computer Science of the University of Cagliari. The official calls will be advertised before the end of 2023, but we encourage potential interested applicants to get in touch with us to express their interest. There is no specific deadline, but we encourage applicants to express their interest before October 31st, 2023. Silvia Columbu (silvia.columbu(a)unica.it <http:///horde/imp/smartmobile.php#compose?to=silvia.columbu%40unica.it>), Caterina Fenu (kate.fenu(a)unica.it <http:///horde/imp/smartmobile.php#compose?to=kate.fenu%40unica.it>), Stefano Bonzio (*stefano.bonzio(a)unica.it <stefano.bonzio(a)unica.it>*), Alessandro Buccini (*alessandro.buccini(a)unica.it <alessandro.buccini(a)unica.it>*), Davide Spano (*davide.spano(a)unica.it <davide.spano(a)unica.it>*) *Brief description of the project:* *GraphNet: models, computation and estimation in networks and graph analysis *is an interdisciplinary research project with the global objective of integrating and developing mathematical, statistical and computer science tools to provide a thorough comprehension of the complex association between graph theory and network science. The primary project's aim is to bridge together the abstract mathematical structure of graphs and the computational and inferential approaches in the description of real-world networks arising from applications. We will deal with 3 objectives: theoretical aspects of graph structures, analysis of case studies, and implementation of appropriate computational and visualization tools.

1 0

Call postdoc @Unisi
by Piero MAZZARISI 13 Oct '23

13 Oct '23

Dear colleagues, I would like to advertise the call for a 18-months postdoc position at the University of Siena on: “Models of dynamic networks for the study of financial systemic risk.” A synthetic description of the project topic can be found here, both in Italian and English: https://titulus-unisi.cineca.it/albo/viewer?view=files/003066882-UNSISIE-20… Deadline for applications: October, 30th 2023. The call as well as instructions for application, can be found here: https://www.unisi.it/node/12841 Do not hesitate to contact me for further information. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: pieromazzarisi.com <https://pieromazzarisi.wordpress.com/>

1 0

seminario Federico Capannoli (16 Ottobre, Sapienza)
by Matteo Quattropani 13 Oct '23

13 Oct '23

Salve a tutti, Segnalo il seguente seminario, che avrà luogo Lunedì 16 Ottobre alle ore 17:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza): Speaker: Federico Capannoli (Leiden University) Title: Meeting, Coalescence and Consensus on random directed graphs. Abstract: We consider Markovian dynamics on a typical realization of the so-called Directed Configuration Model (DCM), which is a random directed graph with prescribed in- and out-degrees. In this random geometry, we study the meeting time of two random walks starting at stationarity, the coalescence time for a system of coalescent random walks, and the consensus time of the voter model. Indeed, it is known that the latter three quantities are related to each other when the underlying sequence of graphs satisfies certain mean field conditions. We provide a complete characterization of the distribution of meeting, coalescence and consensus time on a typical random graph as a function of a single quantity θ. More precisely we show that, for a typical large graph from the DCM ensemble, the distribution of the meeting time is well-approximated by an exponential random variable. Furthermore, we provide the precise first-order approximation of its expectation, showing that the latter is linear in the size of the graph, and the explicit preconstant θ depends on some easy statistics of the degree sequence. As a consequence, we can analyze the effect of the degree sequence on the expected meeting time and, via some explicit examples, how its regularity/variability play crucial roles in the information diffusion. This is based on a joint work with Luca Avena (University of Florence), Rajat Subhra Hazra (Leiden University) and Matteo Quattropani (Sapienza, University of Rome). Saluti, Matteo Quattropani

1 0

Post-doc position in mathematical statistics in Tartu (Estonia)
by Daniela Bertacchi 12 Oct '23

12 Oct '23

Ricevo e inoltro: ******************************************* *Post-doc position in mathematical statistics in Tartu (Estonia)* https://jobrxiv.org/job/university-of-tartu-27778-postdoc-position-in-mathe… *Announcement* The Institute of Mathematics and Statistics at the University of Tartu is seeking to fill the post of a Postdoctoral Research Fellow in mathematical statistics. The fixed-term position is scheduled for a duration of 1 year, the regular full employment time is 40 hours per week. The institute is located at the University of Tartu Delta Centre, https://delta.ut.ee/en <https://delta.ut.ee/en%E2%80%9D> The successful candidate will join the research project “Statistical modelling with hidden Markov models and model validation” under supervision of Prof Jüri Lember and Ass Prof Kristi Kuljus. Project description: Manyfold Markov models are generalizations of hidden Markov models (HMM). A manyfold Markov model is a multi-dimensional Markov chain, where typically some of the marginal processes are considered as latent variables. Mostly two- or three- dimensional models – called pairwise or triplet Markov models (PMM or TMM) – are studied. Such a general approach yields a large and flexible class of dynamical models, thus, for instance, HMM is just a very narrow subclass of TMMs. The purpose of the project is to study different inference problems related to these Markov models, an important research direction is segmentation or decoding. The research combines theory with practice, involving working out the corresponding probability-theoretical framework as well as necessary dynamic programming algorithms, studying their properties and implementing the methods to real data. Both frequentist and Bayesian settings will be considered. Requirements: Candidates should hold a PhD degree in mathematical statistics or mathematics. Good command of written and spoken English is expected. Candidates are invited to submit their application (CV, list of publications, a scanned copy of the PhD diploma, brief motivation letter, and contacts for at least two references). Application deadline is November 15, 2023; expected start date is January 1, 2024.

1 0

Pisa-Leipzig statistical learning seminar: Ernesto De Vito
by Andrea Agazzi 12 Oct '23

12 Oct '23

Dear Colleagues, We would like to invite you to the following statistical learning seminar, jointly organized by UniPi, AI institute Uni Leipzig, and MPI for Mathematics in the Sciences (abstract below): * Understanding Neural Networks with Reproducing Kernel Banach Spaces* by *Ernesto De Vito* (Università di Genova) The seminar will take place on *MON, 16.10.2023* at *15:00 CET *in Aula Riunioni, Dipartimento di Matematica, Università di Pisa and streamed online here <https://uni-leipzig.zoom.us/j/68738656421?pwd=Zll6MkdBVXAvYmZaUmV1QnJ5RWxXd…> (see seminar website for further info). The organizers, A. Agazzi, N. Cyrille, A. Kreiss, S. Mukherjee, and K. Papagiannouli. https://sites.google.com/unipi.it/sslapdys -------------------------------------------- * Title: Understanding Neural Networks with Reproducing Kernel Banach Spaces* Abstract: *Characterizing the function spaces corresponding to neural networks can provide a way to understand their properties. The talk is devoted to show how the theory of reproducing kernel Banach spaces can be used to characterize the function spaces corresponding to neural networks. In particular, I will show a representer theorem for a class of reproducing kernel Banach spaces, which includes one hidden layer neural networks of possibly infinite width. Furthermore, I will prove that, for a suitable class of ReLU activation functions, the norm in the corresponding reproducing kernel Banach space can be characterized in terms of the inverse Radon transform of a bounded real measure. * *The talk is based on joint work with F. Bartolucci, L. Rosasco and S. Vigogna.*

1 0

Seminario Padova - Quattropani
by alekos.cecchin＠unipd.it 12 Oct '23

12 Oct '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (13 ottobre) alle ore 14:30 in aula 2BC30 del Dipartimento di Matematica dell’Università di Padova (Torre Archimede) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Matteo Quattropani (Università la Sapienza di Roma) Title: Mixing of the Averaging process on graphs Date: October 13, 2023 at 14:30, room 2BC30, Torre Archimede, Padova; in presenza Abstract: The Averaging process (a.k.a. repeated averages) is a mass redistribution model over the vertex set of a graph. Given a graph G, the process starts with a non-negative mass associated to each vertex. The edges of G are equipped with Poissonian clocks: when an edge rings, the masses at the two extremes of the edge are equally redistributed on these two vertices. Clearly, as time grows to infinity, the state of the system will converge (in some sense) to a flat configuration in which all the vertices have the same mass. This very simple process has been introduced to the probabilistic community by Aldous and Lanoue in 2012. However, up to few years ago, there was no graph for which sharp quantitative results on the time needed to reach equilibrium were available. Indeed, the analysis of this process requires different tools compared to the classical Markov chain framework, and even in the case of seemingly straightforward geometries—such as the complete graph or the 1-d torus—it can be handled only by means of non trivial probabilistic and functional analytic techniques. During the talk, I’ll try to give a broad overview of the problem and of its difficulties, and I'll present the few examples that have been completely settled. Based on joint work with P. Caputo (Roma Tre) and F. Sau (Università di Trieste) Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

1 0

per le elezioni del Consiglio Scientifico dell’INdAM
by Antonio DI CRESCENZO 12 Oct '23

12 Oct '23

All'elettorato attivo delle ELEZIONI 2023 per il rinnovo degli Organi dell’INdAM Care/i colleghe/i, come sapete, dal 10 ottobre 2023 (alle ore 10) all'11 ottobre 2023 (alle ore 17) saremo chiamati a rinnovare gli organi di governo dell'Istituto Nazionale di Alta Matematica "F. Severi" (cf. https://www.altamatematica.it/ <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fwww.altamatematica.it%2F&e=ed…> blog/2023/08/08/elezioni-2023-per-il-rinnovo-degli-organi-*dellindam/)* In particolare, nell'elenco dei candidati per le elezioni del Consiglio Scientifico dell’INdAM è presente *Domenico Marinucci*, prof. ordinario di Probabilità e Statistica Matematica nel Dipartimento di Matematica dell’Università di Roma Tor Vergata (cf. https://www.altamatematica.it/blog/2023/09/19/elenco-dei-candidati-con-i-do… <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fwww.altamatematica.it%2Fblog%…>). In allegato è presente una breve presentazione al riguardo. Altre informazioni sono disponibili al sito web https://sites.google.com/view/ <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fsites.google.com%2Fview%2F&e=…> *domenicomarinucci/home* Desideriamo esprimere il nostro pieno e convinto sostegno nei confronti del collega *Marinucci*, in quanto reputiamo che la sua competenza ed esperienza potrà contribuire in modo significativo alla realizzazione delle attività e dei compiti del Consiglio Scientifico dell’INdAM. Ringraziando per l'attenzione, vi invitiamo a partecipare alle votazioni, Giacomo Aletti, Federico Bassetti, Luisa Beghin, Stefano Bonaccorsi, Luciano Campi, Nicoletta Cancrini, Pietro Caputo, Lucia Caramellino, Francesco Caravenna, Cristina Caroli Costantini, Andrea Cosso, Paolo Dai Pra, Anna De Masi, Ernesto De Vito, Antonio Di Crescenzo, Alessandra Faggionato, Franco Fagnola, Salvatore Federico, Marco Ferrante, Benedetta Ferrario, Franco Flandoli, Marco Fuhrman, Yun Gang Lu, Fabio Martinelli, Andrea Pascucci, Franco Pellerey, Mauro Piccioni, Enrico Priola, Pietro Rigo, Marco Romito, Laura Sacerdote, Enrico Scalas, Gianmario Tessitore, Dimitrios Tsagkarogiannis.

2 2

Call for postdoc applications at Luiss in the area of Applied Mathematics
by Fausto Gozzi 11 Oct '23

11 Oct '23

Dear All Call for an 24-months postdoc on the topic "Impact of the Human Activities on the Environment and Economic Decision Making in a Heterogeneous Setting: Mathematical Models and Policy Implications" Deadline: November 6, 2023 - 2 p.m. - Central European Time (CET) Link to the call for application https://economiaefinanza.luiss.it/news/2023/10/03/bando-di-valutazione-comp… Link to submit your application https://cloudserverjsa.luiss.it/LGCAssegni/index.zul?CDS=AS4188 We are looking for candidates with an expertise in at least one of the following fields: theoretical and/or numerical analysis of PDEs, probability, and stochastic analysis, optimal control, differential games. Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

1 0

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random October 2023