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 …
[View More]analysing how $\phi^4_3$ models glue
together on cylinders.
[View Less]
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.…
[View More]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.*
[View Less]
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 …
[View More]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
******************************************
--
[View Less]
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 …
[View More]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/>
[View Less]
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,
…
[View More]
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
[View Less]
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 …
[View More]Colabich
--
Dott.ssa Alessandra Fabbri Colabich
Università degli Studi di Padova
Dipartimento di Scienze Statistiche
[View Less]
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 …
[View More]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
[View Less]
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 …
[View More]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
[View Less]