October 2024 - Random - Mailing list — Dipartimento di Matematica, UniPI

5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 02 Apr '25

02 Apr '25

Dear all, We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on APRIL 19TH, 2024. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. The workshop will start at 10am and end at 5pm. Attendance is free but registration is required (on the conference website). Please note that, due to the small capacity of the conference room, we will be able to host only a limited number of attendees. WEBSITE: https://events.math.unipd.it/SpringColloquium5 INVITED SPEAKERS: - Eduardo ABI JABER (École Polytechnique, FR) - Huy Ngoc CHAU (University of Manchester, UK) - Giulia DI NUNNO (University of Oslo, NR) - Roxana DUMITRESCU (King's College London, UK) - David SKOVMAND (University of Copenhagen, DK) - Luca TASCHINI (University of Edinburgh, UK) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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2-year PostDoc Position at TU Eindhoven (NL)
by Elisa Perrone 31 Oct '24

31 Oct '24

Dear colleagues, We currently have a vacancy for a 2-year PostDoc position in the Mathematical Statistics group at TU Eindhoven. The position comes with light educational duties but it is not attached to a specific research project. Therefore, there is considerable freedom for the candidate to independently pursue their own research agenda, as long as it has a good embedding within the research activities of the group. Here is the website with the job description: link <https://jobs.tue.nl/en/vacancy/postdoc-in-mathematical-statistics-1119766.h…>. The submission deadline is December 1, 2024. I would appreciate it if you could help us circulate the announcement and forward it to potentially interested candidates. Thank you very much, 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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Seminario di Stanislav Smirnov (medaglia Fields 2010) a Roma Tre
by Elisabetta Candellero 31 Oct '24

31 Oct '24

Stanislav Smirnov (medaglia Fields 2010) terra' un seminario dal titolo "Coulomb gas and lattice models" il giorno mercoledi' 6 novembre, ore 16:00. Il seminario si terra' in Aula M1, Blocco Aule Lungotevere Dante 376 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract: Even before the introduction of Conformal Field Theory by Belavin, Polyakov and Zamolodchikov, it appeared indirectly in the work of den Nijs and Nienhuis using Coulomb gas techniques. The latter postulate (unrigorously) that height functions of lattice models converge to the Gaussian Free Field, allowing to derive many exponents and dimensions of 2D lattice models. This convergence is in many ways mysterious, in particular it was never formulated in the presence of a boundary, but rather on a torus or a cylinder. We will discuss possible formulations on general domains or Riemann surfaces and their relations to CFT, SLE and conformal invariance of critical lattice models. Interestingly, new objects in complex geometry and potential theory seem to arise.

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Seminario di probabilita' (Roma Tre), 6/11/2024, Amitai Linker (Santiago del Cile)
by Elisabetta Candellero 31 Oct '24

31 Oct '24

*Data e orario*: Mercoledi' 6 novembre alle ore 14:30 Via della Vasca Navale 84, Dipartimento di Matematica e Fisica, Universita' degli Studi roma Tre, AULA B *Relatore*: Amitai Linker (Universidad Andrés Bello, Santiago, Cile) *Titolo*: "The contact process on dynamic scale-free networks" *Abstract*: In this talk, I will present recent results on the contact process on two specific types of scale-free, inhomogeneous random networks that evolve either through edge resampling or by resampling entire neighborhoods of vertices. Depending on the type of graph, the selected stationary dynamic, the tail exponent of the degree distribution, and the updating rate, we identify parameter regimes that result in either fast or slow extinction. In the latter case, we determine metastable exponents that exhibit first-order phase transitions. This is joint work with Emmanuel Jacob (ENS Lyon) and Peter Mörters (Universität zu Köln).

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Call for Contributed Talks at BNP 14
by Alessandra Guglielmi 31 Oct '24

31 Oct '24

Dear all, We invite the submission of contributed talks for the 14th International Conference on Bayesian Nonparametrics, to be held in person at UCLA in Los Angeles, United States, on June 23-27th, 2025. The deadline for submission is December 15, 2024. Contributed talks will be around 20 minutes long. Please note that the one-presentation-per-speaker policy is in effect: each participant of this meeting shall give at most one presentation (oral or poster). We encourage potential participants to submit their proposals, as there will be many opportunities for contributed speakers. Please submit your proposed talk using this form<https://bnp14.org/submissions/>, by December 15, 2024. Please indicate if, in the unfortunate case you were not selected for an Oral Talk, you would like to be automatically considered for a Poster Presentation. The results will be announced by the end of January 2025. A separate call for posters will be made soon. Thank you for your support of the 14th International Conference on Bayesian Nonparametrics. If you have any questions, please email bnp14ucla(a)gmail.com. For further information on the 14th International Conference on Bayesian Nonparametrics, see https://bnp14.org/ Best regards Alessandra Guglielmi, Chair of the Scientific Committee of BNP 14 https://bnp14.org/ -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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topical collection on JOTP
by Bruno Toaldo 31 Oct '24

31 Oct '24

Dear All, The *Journal of Theoretical Probability* has recently launched a topical collection titled *"Non-Markov Dynamics and Non-Local Operators"* https ://link.springer.com/collections/fhbhjheefi. This initiative responds to the growing interest in modeling anomalous phenomena, such as anomalous relaxations and diffusions. The scope of this theory encompasses various aspects of random processes, including, but not limited to, semi-Markov processes, continuous-time random walks, (generalized) fractional Brownian motions, long-range dependent processes, and non-Gaussian measures. This topical collection invites submissions on recent advances in these areas broadly, including works focused on specific classes of non-Markov processes or non-local operators with potential applications in probability theory. Submissions for publication are now open. All submitted papers will follow the journal’s standard peer-review process. The review will be managed by the Editors-in-Chief, myself, and Dr. Giacomo Ascione as guest editor. Please feel free to share this announcement: https://link.springer.com /journal/10959/updates/27709086. Thank you all, and best wishes, Giacomo and Bruno

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call for paper
by Enea Bongiorno 30 Oct '24

30 Oct '24

Carissimi, segnalo la seguente Special Issue di EcoSta (Econometrics and Statistics) con deadline 30 Giugno. Cordiali saluti, Enea ------------------- Special Issue on HIGH-DIMENSIONAL AND FUNCTIONAL DATA ANALYSIS Econometrics and Statistics http://www.elsevier.com/locate/ecosta We are inviting submissions to the special issue of the journal Econometrics and Statistics dedicated to High-dimensional and Functional Data Analysis. Such data structures have been an important focus of methodological, theoretical and applied statistics research for over two decades, with applications areas including biostatistics, economics, finance, chemometrics, environmetrics, genetics, geophysics, and neuroimaging. The aim of this special issue is to collect research papers concerned with computational and data-analytic aspects of high-dimensional and functional data analysis. Papers in the following areas are particularly welcome, as long as they pertain to the general theme of the special issue: Classification, clustering , discrimination, prediction; Dependent data structures; Hypothesis testing and model selection; Nonparametric modeling; Statistical Learning; high-dimensional econometrics; large panels. In order to be considered for publication, a submission must have a significant novel component in either high-dimensional or functional data analysis with emphasis on methodological, computational or theoretical aspects or novel analysis of important new data sets. Authors who are uncertain about the suitability of their paper should contact the editors. Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta. The deadline for submissions is 30 June 2025. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EM: https://www.editorialmanager.com/ecosta/. In the EM, please choose the special issue on High-dimensional and Functional Data Analysis. The special issue Guest Editors: Enea Bongiorno, University of Eastern Piedmont, Italy Email: enea.bongiorno(a)uniupo.it Frederic Ferraty, Toulouse Jean Jaures University, France Email: ferraty(a)math.univ-toulouse.fr Erricos Kontoghiorghes, Cyprus University of Technology and Birkbeck UNiversity of London, UK Email: erricos(a)cut.ac.cy Jeng-Min Chiou, Academia Sinica, Taiwan Email: jmchiou(a)stat.sinica.edu.tw -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario 05/11 ore 11 A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries
by ANTONIO PIEVATOLO 30 Oct '24

30 Oct '24

[ENGLISH BELOW] Con preghiera di diffusione, si avvisa che in data 05-11-2024, alle ore 11:00 precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, la Dr. Alice Giampino, Università degli Studi di Milano-Bicocca, terrà un seminario dal titolo A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Gli interessati potranno partecipare al seminario da remoto, utilizzando il link indicato qui sotto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… oppure in presenza previa prenotazione via email a federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Distinti saluti, Federico P. Cortese ***ENGLISH*** Dear all, We are honoured to announce that on 11/05/2024, at 11:00 AM, in the Pentagonale Room of the CNR Research Area 1 in Milan, Via A. Corti 12, Dr. Alice Giampino from the University of Milano-Bicocca will present a seminar titled: A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Interested participants may attend the seminar remotely using the link provided below: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… or in person by reserving a spot via email at federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Best regards, Federico P. Cortese To unsubscribe from this group and stop receiving emails from it, send an email to all_ricercatori+unsubscribe(a)imati.cnr.it<mailto:all_ricercatori+unsubscribe@imati.cnr.it>.

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Workshop "Random Geometric Structures and Statistical Physics", 30 June - 4 July 2025, Rome
by Faggionato, Alessandra 29 Oct '24

29 Oct '24

Dear all, This is a preliminary announcement for the workshop “Random Geometric Structures and Statistical Physics,” to be held at the Department of Mathematics, Sapienza University of Rome, from June 30 to July 4, 2025. The workshop is part of the Eccellenza scientific program at Sapienza, titled “Statistical Mechanics and Nonequilibrium Processes.” The workshop will cover topics such as random growth processes, percolation, random walks and interacting particles on random graphs, random surfaces, statistical mechanics, and more. It will gather experts from these research fields. A follow-up message will be sent with more information once the meeting website is available. The organizers, Alessandra Faggionato Vittoria Silvestri Lorenzo Taggi -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario PRISMA mar 5 nov 2024
by Francesco Caravenna 29 Oct '24

29 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 5 novembre 2024. I relatori saranno Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) che ci parleranno di Il moto browniano iperbolico e le sue ramificazioni con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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