Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly
organized by UniPi, SNS, UniFi and UniSi:
Accelerate Sampling Using Birth-Death Dynamics
Lihan Wang (Carnigie-Mellon University, Max Planck Institute Leipzig)
The seminar will take place on TUE, 14.2.2023 at 14:00 CET in Sala
Seminari, Dipartimento di Matematica, Pisa and streamed online at the link
below.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/…
[View More]spass
--------------------------------------------
*Abstract: *In this talk, I will discuss the birth-death dynamics for
sampling multimodal probability distributions, which is the spherical
Hellinger gradient flow of relative entropy. The advantage of the
birth-death dynamics is that, unlike any local dynamics such as Langevin
dynamics, it allows global movement of mass directly from one mode to
another, without the difficulty of going through low probability regions.
We prove that the birth death dynamics converges to the unique invariant
measure with a uniform rate under some mild conditions, showing its
potential of overcoming metastability. We will also show that on torus, the
kernelized dynamics, which is used for numerical simulation,
Gamma-converges to the idealized dynamics as the kernel bandwidth shrinks
to zero. Joint work with Yulong Lu (UMass Amherst) and Dejan Slepcev (CMU).
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Dear all,
The Department of Mathematics of Tor Vergata University in Rome has been
selected for the second time in a row as "Department of Excellence in
Mathematics" in Italy. The Department aims at hiring mathematicians with
an outstanding record of high impact research, excellence and
leadership, according to the career age.
A call of interest for positions as tenure track Researcher (Italian
rtdB/Rtt), Associate or Full Professor in any field of Mathematics (thus
including Probability …
[View More]Theory!) can be found with all further details at
https://www.mat.uniroma2.it/call.php
Thanks for sharing the information with whom might be interested and do
not hesitate to contact me for any related question.
All the best,
Michele Salvi
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Salve,
ricevo e inoltro p.c..
Cordialmente,
m.gianfelice
---------- Forwarded message ----------
Date: Tue, 7 Feb 2023 16:20:43 +0100
From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr>
To: destinataires inconnus: ;
Subject: Second announcement Summer School on
"Khintchine's Inequality: old and,new", Paris, June 26-30 2023
Dear Colleague,
You are cordially invited to participate in the Summer School at the Henri
Poincaré Institute (IHP), Paris, June 26-30, 2023.
We …
[View More]are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz
(Warsaw University) will each give 10 hours of lectures on Khintchine's
inequalities.
To get more information about this Summer School, please go to the following
web page:
https://indico.math.cnrs.fr/event/8606/
Registration is free but mandatory. In order to register, go to the
"registration" link.
Note that the school may have some (limited) financial support for young people
(PhD, postdocs). Financial support is up to
approximately 500 euros. To ask for said support, please send an email to the
organizers at khintchine.IHP.2023(a)outlook.fr
Looking very much forward to seeing you in Paris,
With all best wishes,
The organizers (Ali Barki, James Melbourne and Cyril Roberto)
P.S.: Please bring this Summer School to the attention of graduate
students, postdocs and colleagues who may be interested.
P.P.S.: Sorry for the multiple instances of the same message.
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AVVISO di SEMINARIO
Prof. Nikolai Leonenko
School of Mathematics, Cardiff University, UK
TITOLO
Multiscaling, Intermittency and large deviation in limit theorems for
superpositions of Ornstein-Uhlenbeck type processes
Abstract
Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a
rich class of stationary stochastic processes for which the marginal
distribution and the dependence structure may be modeled independently
[1,2]. We investigate the limiting behavior of …
[View More]integrated supOU
processes with finite variance[3,4,6] (see also [7] for multifaced
behaviour of supOU processes in the case the infinite variance). We
show that after suitable normalization four different limiting
processes may arise. The type of limit depends on the decay of the
correlation function as well as on the characteristic triplet of the
marginal distribution. supOU processes, moreover, may exhibit
intermittency, a phenomenon affecting the rate of growth of
moments[3,4,5,6,8]. The intermittency phenomenon appears also in some
other models, for example, in the subclass of ambit processes[2] known
as trawl processes [5].
Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu
(Boston University, USA)
References
1. Barndorff-Nielsen, O.E. and Leonenko, N.N., (2005), Spectral
properties of superpositions of Ornstein-Uhlenbeck type processes,
Methodology and Computing in Applied Probability, 7, 335-352
2. Barndorff-Nielsen, O.E., Benth, F. E., Veraart, A. E.D.(2018) Ambit
Stochastics, Springer.
3. Grahovac,D., Leonenko, N.,Sikorskii, A., Te?njak , I.(2016)
Intermittency of superpositions of Ornstein-Uhlenbeck type processes,
Journal of Statistical Physics, 165, 390-408
4. Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu.M.S. (2019) The
unusual properties of aggregated superpositions of Ornstein-Uhlenbeck
type processes, Bernoulli 25 (2019), no. 3, 2029?2050
5. Grahovac, D. and Leonenko, N and Taqqu, M.S.(2017) Intermittency of
trawl processes, Statistic and Probability Letters, 137, 235 ? 242.
6. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2019) Limit theorems,
scaling of moments and intermittency for integrated finite variance
supOU processes, Stochastic Processes and Applications,129,N12,5113-5150
7. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2020) The multifaced
behaviour of supOU processes: the infinite variance case, Journal of
Theoretical Probability, 33, N4, 1801-1831
8. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2021) Intermittency
and infinite variance: the case of integrated supOU processes,
Electronic Journal of Probability, 26, art.n 56, 1-31
9. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2022) Intermittency
and multiscaling in limit theorems, Fractals, 30, N 7, 2250137
***
Il seminario si terrà il giorno 10 Febbraio 2023 ore 11:00 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
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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The One World Probability Seminar is back!
This Semester it will take place every other Wednesday form 15:00 to 17:00 UTC. You can find more information on the web site:
https://www.owprobability.org/one-world-probability-seminar.
OWPS's next session will be on Wednesday the 15th of February from 15:00 to 17:00 UTC. Our next speakers are:
Frank den Hollander (Leiden) and Elena Pulvirenti (Delft)
Title, abstract and the zoom link are below the signature and can be found on the website …
[View More]https://www.owprobability.org/one-world-probability-seminar.
Best wishes,
Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México)
-----------------------------------------------------------------------------------------------------------
Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft)
Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs.
Abstract
We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time.
Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague).
Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape.
Abstract
We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time.
Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague).
Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09
Meeting ID: 895 3760 2090
Passcode: 300934
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
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The Department of Statistical Sciences of the University of Padova,
www.stat.unipd.it, invites applications for one academic openings at the
Researcher (Ricercatore Tenure Track), Associate Professor or Full
Professor level. The applications might cover all the fields of interest
for the Department, that is, the fields of Statistics (Statistica),
Economic Statistics (Statistica Economica), Demography (Demografia) and
Social Statistics (Statistica Sociale); a brief description of the research
…
[View More]fields is available at https://www.stat.unipd.it/en/research/areas.
Link:
https://www.stat.unipd.it/en/call-expressions-interest-position-researcher-…
--
Dott.ssa Alessandra Fabbri Colabich
Università degli Studi di Padova
Dipartimento di Scienze Statistiche
[image: Ottocento anni di libertà e futuro]
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Cari tutti,
sono lieto di segnalare la 1ª edizione del workshop dipartimentale dal
titolo
“Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si
presenta”,
che si terrà Giovedì 16 Febbraio 2023 a partire dalle ore 9:30am, presso
l’Aula Gini
del Dipartimento di Scienze Statistiche dell’Università di Roma “La
Sapienza”.
Il tono della giornata sarà prettamente divulgativo e potrà essere seguita
anche
in diretta streaming su Zoom all’indirizzo:
https://uniroma1.zoom.us/j/96613351917…
[View More]
La partecipazione “live” è gratuita ma, per motivi organizzativi, è
richiesta l’iscrizione
compilando il seguente form: https://cutt.ly/WSDSSREG
Infine, al termine di questa email troverete il programma dettagliato della
giornata ma,
per maggiori informazioni, vi invito a consultare la pagina dedicata:
https://www.dss.uniroma1.it/it/wsdss1
—Pierpaolo Brutti + Il comitato organizzatore
==================================================================
Dear all,
I’m glad to announce the 1st edition of the departmental workshop entitled
“Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si
presenta”,
that will take place on Thursday February 16 from 9:30am at Aula Gini
Department of Statistics, University of Rome “La Sapienza”.
The workshop will mostly be non-technical and live streamed also on Zoom at
the following address: https://uniroma1.zoom.us/j/96613351917
Attendance (in person!) is free, but registration is required by filling in
the
following form: https://cutt.ly/WSDSSREG
Finally, at the end of this email you will find the detailed program of the
day but,
for more information, please consult the dedicated page:
https://www.dss.uniroma1.it/it/wsdss1
Please spread the news!
…look forward to see you in Rome!
Best
—Pierpaolo Brutti + The organizers
==================================================================
Giovedì 16 Febbraio 2023
Aula Gini, Dip. di Scienze Statistiche, Sapienza Università di Roma (piano
terra, edificio CU002)
Workshop Dipartimentale - 1ª edizione
Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si
presenta
.: S C H E D U L E :.
• 09:30 | Marco Schaerf (Preside I3S), Saluti Istituzionali
• 10:00 | Giovanna Jona Lasinio (Direttrice del DSS), Apertura Lavori
• 10:20 | Fulvio De Santis e Valeria Sambucini, Contributi ai metodi
bayesiani per disegno e analisi di prove cliniche
• 10:40 | Susanna Levantesi, Strumenti avanzati per la valutazione del
rischio in ambito attuariale
• 11:00 | Maurizio Vichi, Clustering e riduzione dimensionale per dati
complessi e loro applicazioni
• 11:20 | Fiorenza Deriu, La Network Analysis nello studio delle reti di
servizi
• 11:40 | coffee break
• 12:00 | Paolo Dell'Olmo e Lavinia Amorosi, Avanzamenti delle tecniche di
risoluzione dei problemi di ottimizzazione e applicazioni
• 12:20 | Giulia Rotundo e Giacomo Morelli, Metodi quantitativi per la
misurazione e la gestione dei rischi in ambito finanziario
• 12:40 | Carlo D’Ippoliti, Gestire la complessità in economia
• 13:00 | break (pranzo, Aula 2)
• 14:30 | Luca Tardella e Cristina Mollica, Ranking data uncertainty and
its use with sports data
• 14:50 | Filomena Maggino, Statistica e la sfida della complessità sociale
• 15:10 | Luisa Beghin, Modelli aleatori della realtà
• 15:30 | coffee break
• 15:50 | Elisabetta Barbi, La rivoluzione demografica
• 16:10 | Bernardo Maggi, Eurosystem stability: a stochastic dynamic
optimization approach to public debt
• 16:30 | Paolo Franciosa, Algoritmi e metodi efficienti per l'analisi e la
gestione dei dati
• 16:50 | Giovanna Jona Lasinio, Dal mare alle montagne: la statistica e la
natura
• 17:10 | Discussione aperta
Iscrizione: https://cutt.ly/WSDSSREG
Webpage: https://www.dss.uniroma1.it/it/wsdss1
Zoom: https://uniroma1.zoom.us/j/96613351917
Per Informazioni: pierpaolo.brutti(a)uniroma1.it
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Dipartimento di Matematica, Sapienza Università di Roma, Sala di Consiglio
Giovedì 9 Febbraio 2023, ore 16:00
*Speaker:* Daniel Ueltschi, University of Warwick
*Title*: Quantum spin chains, loop representations, dimerisation
*Abstract:* In contrast to their classical counterparts, one-dimensional
quantum spin systems are interesting, they have intriguing behaviour, and
they are difficult to study. I will describe a family of systems with
nearest-neighbour interactions and O(n) symmetry. Its …
[View More]ground state phase
diagram is expected to have a rich structure. For large spins it is
possible to prove the occurrence of dimerisation in an open domain. The
proof involves a loop representation and the method of cluster expansions.
This is joint work with Jakob Bjornberg, Peter Muhlbacher, and Bruno
Nachtergaele.
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Dear Colleagues,
we would be grateful if you could advertise the following summer school to the junior members of your research groups:
Summer School on Probability and geometry on configuration spaces <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/>, to be held at the Harnack-Haus <https://www.harnackhaus-berlin.mpg.de/en> in Berlin from July 17 to 21, 2023.
The school will focus on configuration spaces, seen through the different lenses of analysis, geometry, and …
[View More]probability. Aim of the school is to bring together different communities in the theory of point processes, configuration-space analysis, and particle systems.
It will consist of four mini courses by
- Ronan Herry (Centre Henri Lebesgue, Rennes)
- Benedikt Jahnel (TU Braunschweig, WIAS Berlin)
- Alessia Nota (University of L'Aquila, to be confirmed)
- Elena Pulvirenti (TU Delft).
A number of talks given by young scientists will provide further insight into cutting-edge research related to the main topic.
Registration is free but mandatory, and funding is available for the accommodation of young participants.
Registration deadline: April 15, 2023.
For further information and to register please visit the conference website https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/ <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/>
Best regards,
The organisers
Lorenzo Dello Schiavo (ISTA) and Alexander Zass (WIAS Berlin)
***********************************
Dr. Lorenzo Dello Schiavo
Institute of Science & Technology Austria
Am Campus 1,
3400 Klosterneuburg
Austria, AT
lorenzo.delloschiavo(a)ist.ac.at <mailto:lorenzo.delloschiavo@ist.ac.at>
lorenzodelloschiavo.com <http://lorenzodelloschiavo.com/>
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UNIVERSITA' DI SALERNO
Dipartimento di Matematica
AVVISO DI SEMINARIO
Giovedì 9 febbraio 2023, alle ore 12:00, nella la Sala del Consiglio del
Dipartimento di Matematica,
edificio F2, livello 1, si terrà il seguente seminario in presenza e online
(su Teams):
*The Fractional Non-homogeneous Poisson Process*
*Prof. N. Leonenko* Cardiff University, United Kingdom
Gli interessati sono cordialmente invitati a partecipare,
Antonio Di Crescenzo
Barbara Martinucci
…
[View More]Alessandra Meoli
Serena Spina
Link su Teams:
https://teams.microsoft.com/l/meetup-
join/19%3a6hfHOOIVt89PyLIJDpqXis553z6pgGL9RMiVIQJWO201%40thread.tacv2/167517384
5565?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-
097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d
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