Random April 2023

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42 participants
52 discussions

Seminario di Nikolay Barashkov, martedì 18 aprile in Sapienza
by Giacomo Di Gesu 13 Apr '23

13 Apr '23

Segnalo il seguente seminario: *Martedì 18 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Nikolay Barashkov, University of Helsinki *Title:* Gluing for $\phi^4_3$ on cylinders *Abstract:* The $\phi^4_3$ model is a 3-dimensional non-Gaussian Euclidean QFT. Showing existence of such a measure was one of the highlights of the constructive QFT programme in the '70s. In this talk I will describe joint work with Trishen Gunaratnam in analysing how $\phi^4_3$ models glue together on cylinders.

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SPASS Seminar: Vittoria Silvestri
by Francesco Grotto 11 Apr '23

11 Apr '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Planar aggregation with subcritical fluctuations and the Hastings-Levitov models* Vittoria Silvestri (Università di Roma 1 La Sapienza) The seminar will take place on TUE, 18.4.2023 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/spass -------------------------------------------- *Abstract: **The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris and Amanda Turner.*

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Reminder - De Finetti Risk Seminar - April 12, 2023
by Emanuela Rosazza Gianin 11 Apr '23

11 Apr '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Martin Schweizer ETH Zurich Title: Dynamic programming for mean-variance portfolio selection Abstract: We present a dynamic programming approach to solving the mean-variance portfolio selection problem in finite discrete time. This bypasses issues of time-inconsistency and hence does not need the introduction of an equilibrium or game-theoretic approach. The talk is based on joint work with Zhouyi Tan. LOCATION: The seminar will be held on *April 12, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** --

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Seminar in Statistics - PETER GRUNWALD
by Pierpaolo De Blasi 11 Apr '23

11 Apr '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 14 Aprile 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Peter Grunwald* (CWI and Universitet Leiden, Netherlands) Title: *E is for Evidence* Abstract: How much evidence do the data give us about one hypothesis versus another? The standard way to measure evidence is still the p-value, despite a myriad of problems surrounding it. We present the e-value, a recently popularized notion of evidence which overcomes some of these issues. While e-values were only given a name as recently as 2019, interest in them has since exploded with papers in the Annals, JRSS B, Biometrika and the like – June 2022 saw the first international workshop on e-values, a second one is planned. In simple cases, e-values coincide with Bayes factors. But if the null is composite or nonparametric, or an alternative cannot be explicitly formulated, e-values and Bayes factors become distinct and e-processes can be seen as a generalization of nonnegative supermartingales. Thus, unlike the Bayes factor, e-values always allow for tests with strict frequentist Type-I error control under optional continuation of data collection and combination of data from different sources. E-values are also the basic building blocks of anytime-valid confidence intervals that remain valid under continuous monitoring and optional stopping. In parametric settings they tend to be strictly wider than, hence consistent with Bayesian credible intervals. This led to the development of the e-posterior, an analogue to the Bayesian posterior that gets wider rather than wrong if the prior is chosen badly. This work is based on: P. Grunwald,. R. de Heide, W. Koolen (2023). Safe Testing. To appear in J. Roy. Stat. Soc., Series B P. Grunwald (2023) . The E-Posterior. Proc. Phil. Trans. Soc. London Series A, 2023. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87981434018?pwd=MjhMakxWcEFJY09NSG16NXBaL0hRdz09> 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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OWPS Tomorrow: Fabio Toninelli and Giuseppe Cannizzaro
by Alberto Chiarini 11 Apr '23

11 Apr '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC (17:00 to 19:00 Central European Time), Fabio Toninelli (Technical University of Vienna) and Giuseppe Cannizzaro (University of Warwick) will be speaking at the One World Probability Seminar. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ---------------------------------------------------------------------------------------------------------- Talk : Fabio Toninelli (Technical University of Vienna) Title : Out-of-equilibrium phenomena, stochastic PDEs and Gaussian limits Abstract : I will report on mathematical progress on certain (non-linear, singular) stochastic PDEs that model effectively the mesoscopic behaviour of some out-of-equilibrium physical systems, most notably stochastic interface growth and driven diffusive systems. Scaling and Renormalization Group arguments suggest that, above the critical dimension d=2, the large-scale behaviour of these equations should be Gaussian. Our results imply, indeed, Gaussian scaling limits in dimension d\ge 3 (for driven diffusive systems) and also, at least in the regime of weak non-linearity, in the critical dimension d=2 (both for driven diffusive systems and for the Anisotropic KPZ equation). Talk : Giuseppe Cannizzaro (University of Warwick) Title : Weak coupling scaling of critical SPDEs Abstract : The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for certain stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Ramirez, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. Zoom-link: https://unipd.zoom.us/j/88344317640?pwd=VE5IdXBLQkJ0dkZHUWlOaVJPajRnUT09 Meeting ID: 883 4431 7640 Passcode: 647663

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11th General AMaMeF Conference in Bielefeld: New Deadline for Abstracts is APRIL 23
by Ferrari, Giorgio 10 Apr '23

10 Apr '23

Dear Colleagues, this is to inform that the deadline for abstracts' submissions at the /11th General AMaMeF Conference /( https://sites.google.com/view/amamef-2023/overview ) has been extended to *APRIL 23, 2023.* The submission of titles and abstracts for talks can be performed here: https://sites.google.com/view/amamef-2023/abstract-submission All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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One World YoungStatS Webinar on Extreme Value Theory
by Alessia Caponera 06 Apr '23

06 Apr '23

Dear all, This is to announce the upcoming *One World YoungStatS Webinar (with discussant) "Recent advances in extreme value theory"*. When & Where: - Thursday, April 20th, 6:00 PT / 9:00 ET / 15:00 CET - Online, via Zoom. The registration form is available here <https://docs.google.com/forms/d/e/1FAIpQLSdeixPUhPzfQfGMGC8YcSNiK9kfgGpNujy…> . Speakers: - Stefano Rizzelli <https://docenti.unicatt.it/ppd2/it/docenti/85092/stefano-rizzelli>, Department of Statistical Sciences, Catholic University of Milan. Title: *Mathematical foundations of empirical Bayesian analysis of maxima* - Nicola Gnecco <https://www.math.ku.dk/english/about/news/new-names/nicola-gnecco-postdoc/>, Department of Mathematical Sciences, University of Copenhagen. Title: *Extremal Random Forests* - Jonathan Koh <https://www.imsv.unibe.ch/about_us/staff/dr_koh_jonathan_boon_han/index_eng…>, Oeschger Centre for Climate Change Research, University of Bern. Title: *Predicting risks of temperature extremes using large-scale circulation patterns with r–Pareto processes* Discussant: Sebastian Engelke <https://www.unige.ch/gsem/en/research/faculty/all/sebastian-engelke/>, Research Center for Statistics, University of Geneva The webinar is part of YoungStatS project of the Young Statisticians Europe initiative (FENStatS) supported by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics (IMS). For additional information, please visit the YoungStatS website <https://youngstats.github.io/post/2023/04/04/recent-advances-in-extreme-val…> . Best wishes, Alessia Caponera

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Procedura selettiva 2023PO182 - Università di Padova
by Alessandra Fabbri Colabich 05 Apr '23

05 Apr '23

Si informa che è stato pubblicato il nuovo bando *2023PO182* relativo all'indizione di Procedure selettive per la chiamata di n. 3 Professori di prima fascia ai sensi dell’art. 18, comma 1, Legge 30 dicembre 2010, n. 240. Bando al link: https://www.stat.unipd.it/procedure-selettive-2023po182-la-chiamata-di-n-3-… *Scadenza* presentazione domanda: *04.05.2023 ore 13.00.* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Next OWPS on April 12th: Fabio Toninelli and Giuseppe Cannizzaro
by Alberto Chiarini 04 Apr '23

04 Apr '23

Dear all, OWPS's next session will be on Wednesday the 12th of April from 15:00 to 17:00 UTC (Coordinated Universal Time, which means 17:00 - 19:00 CET). We have the pleasure of introducing our next speakers: Fabio Toninelli (Technical University of Vienna) and Giuseppe Cannizzaro (University of Warwick) 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. If you are interested in the project, we kindly ask you to share this announcement within your local and national community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Fabio Toninelli (Technical University of Vienna) Title : Out-of-equilibrium phenomena, stochastic PDEs and Gaussian limits Abstract : I will report on mathematical progress on certain (non-linear, singular) stochastic PDEs that model effectively the mesoscopic behaviour of some out-of-equilibrium physical systems, most notably stochastic interface growth and driven diffusive systems. Scaling and Renormalization Group arguments suggest that, above the critical dimension d=2, the large-scale behaviour of these equations should be Gaussian. Our results imply, indeed, Gaussian scaling limits in dimension d\ge 3 (for driven diffusive systems) and also, at least in the regime of weak non-linearity, in the critical dimension d=2 (both for driven diffusive systems and for the Anisotropic KPZ equation). Talk : Giuseppe Cannizzaro (University of Warwick) Title : Weak coupling scaling of critical SPDEs Abstract : The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for certain stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Ramirez, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. Zoom-link: https://unipd.zoom.us/j/88344317640?pwd=VE5IdXBLQkJ0dkZHUWlOaVJPajRnUT09 Meeting ID: 883 4431 7640 Passcode: 647663 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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A Conference in Memory of Peter Carr
by Sabrina Mulinacci 03 Apr '23

03 Apr '23

Deal all, we are glad to announce a conference that will take place in Bologna, on April 14th 2023, in memory and honour of Peter Carr. The program is here below, participation info enclosed. Venue: University of Bologna, Piazza Scaravilli, 2, classroom 32, 3rd floor, online by invitation (see below) 9.30. Registration 10.00 – 10.45 Lorenzo Torricelli, University of Bologna, “Explicit Option Pricing with Additive Processes” 10.45 – 11.30 Pasquale Cirillo, ZHAW School of Management and Law, “The Wang Transform is a Matter of Inequality” 11.30 – 12.15 Federico Maglione, University of Florence, “Stretching Merton’s Distance to Default Model” 12.30-14.00 Lunch Time 14.15 – 15.00 Gianna Figà-Talamanca, University of Perugia, “Spiking the Volatility Punch” 15.00 – 15.45 Claudio Tebaldi (online), Bocconi University, TBA 15.45 – 16.30 Umberto Cherubini, University of Bologna, “Pickands Option Pricing” 16.30 – 17.00 Farewell: Peter Carr Chapter Italy. Participation is free of charge, and will take place in a hybrid form, both in presence and online. For organization purposes we ask you to register sending an e-mail, specifying whether you will be attending in presence or online, to marialuigia.loiudice(a)unibo.it umberto.cherubini(a)unibo.it federico.maglione(a)unifi.it This is the link for online attendence: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2FmODIxNTMtOGVmYi00… Sincerely, Sabrina Mulinacci

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