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

Seminario PRISMA oggi
by Francesco Caravenna 08 Oct '24

08 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 8 ottobre 2024, Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn 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: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%% 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 %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Fwd: EPFL Statistics faculty search, and MSc
by Laura Maria Sangalli 07 Oct '24

07 Oct '24

Inoltro un avviso per posizioni e master presso EPFL. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it Inizio messaggio inoltrato: Da: Victor Panaretos <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Oggetto: EPFL Statistics faculty search, and MSc Data: 4 ottobre 2024, 16:16:56 CEST A: "Laura M. Sangalli" <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Rispondi a: <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Dear Laura, I'm writing to ask if you might be willing to disseminate some information related to statistics @ EPFL. First and foremost, we have an open rank faculty search (deadline November 1st) and we'd be grateful if you could spread the word among possibly interested colleagues: https://www.epfl.ch/about/working/page-26457-en-html/faculty-position-in-st… We are interested in any area of core statistics, whether it is related to methods, computation, theory, or applications! Second, EPFL has launched an MSc in Statistics open to students with a good mathematical background (https://www.epfl.ch/education/master/programs/statistics/) and we'd really appreciate it if you could communicate this to suitable students interested in further study abroad. Education at EPFL is very affordable, and it's in a beautiful region, so hopefully students will find it to be an attractive proposition. We will shortly send physical copies of a poster, and would be grateful if you could display them prominently in your department; a PDF version is here<https://www.dropbox.com/scl/fi/fcijzeep827ru7k33lo9o/master_of_statistics20…>, in case it would be useful. Of course we would be happy to return the favour both by mentioning your institution to our students and by displaying any posters you care to send. With my sincere thanks and best regards on behalf of the Statistics group at EPFL! Victor

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mini-course on "Computability and Computational Complexity Questions in Dynamics"
by Stefano Marmi 07 Oct '24

07 Oct '24

Prof. Michael Yampolsky (University of Toronto) will give a series of 4 lectures on "Computability and Computational Complexity Questions in Dynamics" at the Scuola Normale Superiore in Pisa. The lectures will take place on Thursday October 24 and 31 and November 7 and 14, at 2:30 pm in Aula Volterra, in Piazza dei Cavalieri 7. The titles and abstracts of each of the 4 lectures are given below. Please contact me if you have any questions. Stefano Marmi stefano.marmi(a)sns.it 1) October 24: Computability and computational complexity in dynamics: can we trust numerical predictions of limiting behavior of orbits? The development of the modern subject of dynamical systems went hand-in-hand with numerical modeling. However, the theoretical basis of such modeling has remained largely unexplored and offers exciting challenges. What can and cannot be computed about the behavior of a dynamical system? I will give an overview of some of the recent results and directions of study. 2) October 31: Don’t believe your lying eyes: (non)-computability of Julia sets The talk will be a deep dive into the question of computability and computational complexity of Julia sets. Their fractal images are among the most-computed pictures in all of mathematics. But can we trust what these computations show? The results are surprising, and involve some beautiful complex analysis. The talk will be based on my work with M. Braverman, as well as more recent results obtained with A. Dudko, C. Rojas, and others. 3) November 7: How to lose at Monte Carlo: computing statistical behavior of dynamical systems Introduced by Ulam and von Neumann in the 1940s, Monte Carlo technique remains the most ubiquitous tool for statistical modeling. Surprisingly, our recent work with C. Rojas shows that such modeling provably fails for some very simple dynamical systems. I will present this theorem and discuss the resulting mathematical challenges. 4) November 14: Thurston versus Turing: algorithmic hardness of classifying finite dynamical systems Historically, the algorithmic aspects of classification problems have motivated much of the research in geometric topology (knot theory, classification of surfaces and 3-manifolds, etc). These questions are also very fruitful in dynamics. I will discuss the joint results with N. Selinger, K. Rafi and others on algorithmic decidability of Thurston equivalence and the connection with geometrization questions in dynamics.

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First Lucia Workshop on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 03 Oct '24

03 Oct '24

Dear colleagues, The Lucia celebration on December 13 is one of the most important Swedish traditions. Processions of white-clad Lucias and their followers bear candles and sing songs to bring light in the Scandinavian winter. Saffron buns and mulled wine (glögg) are also part of the celebration. From December 9-December 13, 2024 we will organize the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ The main goal of the workshop is to bring together the best specialists in various fields of fractionality and fractality. The results of the workshop will be published in a special issue of MSTA. If you are inclined to participate it would be great if you can let us know until October 15. Please indicate if you want to contribute a talk (email to (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>)). The participation of the workshop will be free of charge. Though some funding is available and we are working hard to acquire more it would be very helpful for our planing if you could indicate whether you would be needing some support from our side. We can of course not guarantee a travel support at the moment. With warm regards, Wolfgang Bock, Chirstian Engström, Elmira Nabizadeh and Yuliya Mishura

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Seminario Dieter Mitsche, Martedì 8 Ottobre, Sapienza Università di Roma
by Silvestri, Vittoria 02 Oct '24

02 Oct '24

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 8 Ottobre, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Dieter Mitsche (Pontificia Universidad Católica de Chile) *Title: *Component sizes in spatial random graphs *Abstract:* We consider a large class of spatially-embedded random graphs that includes among others long-range percolation, continuum scale-free percolation and the age-dependent random connection model. We assume that the parameters are such that there is an infinite component. We identify the stretch-exponent $\zeta$ of the subexponential decay of the cluster-size distribution. That is, with $|\CC(0)|$ denoting the number of vertices in the component of the vertex at $0\in \R^d$, we prove $ P (k\le |\CC(0)|<\infty)=\exp\big(-\Theta(k^{\zeta})\big), $ as $k$ tends to infinity. The value of $\zeta$ undergoes several phase transitions with respect to three main model parameters: the Euclidean dimension $d$, the power-law tail exponent $\tau$ of the degree distribution and a long-range parameter $\alpha$ governing the presence of long edges in Euclidean space. Joint work with Joost Jorritsma and Julia Komjáthy. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar Andriy Olenko at Tor Vergata 09.10
by Michele Salvi 02 Oct '24

02 Oct '24

Dear all, On Wednesday, October 9th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Andriy Olenko (La Trobe University Melbourne) with the seminar "Limit theorems for multifractal products of random fields” Abstract: We will discuss the asymptotic properties of multifractal products of random fields. The obtained limit theorems provide conditions for the convergence of cumulative fields in $L_q$ spaces. New results concerning the rate of convergence of cumulative fields will also be presented. Simple, unified conditions for the limit theorems and the calculation of the Rényi function are provided, which are even less restrictive than those found in existing one-dimensional results. The developed methodology is further applied to multidimensional multifractal measures. Finally, a new class of examples based on geometric sub-Gaussian random fields will be introduced. In this case, the general assumptions take a simple form and can be expressed solely in terms of covariance functions. This presentation is based on joint work with I. Donhauzer (La Trobe University). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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9 Oct 2024 - Seminar Anna Fiori
by Enea Bongiorno 02 Oct '24

02 Oct '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - when: 9 October 2024, at 16.15 - where: room 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/eic-tuux-rzh Title: *Compositional methods and capital allocation: a proposal * *Speaker: **Anna Fiori, Università degli Studi di Milano-Bicocca* *Abstract*: The capital allocation problem of an insurance company relates to the decomposition of an aggregate risk capital into additive contributions corresponding to different risk sources (e.g., individual agents, business units, specific guarantees included in a set of contracts). The proportions of risk capital allocated to each part can be viewed as quantitative descriptions of the components of a whole, subject to a fixed sum constraint (full allocation). This interpretation suggests interesting connections between capital allocation principles and Compositional Data (CoDa) analysis. The purpose of this work is to introduce a novel allocation framework that prioritizes the compositional perspective. In particular, we propose an optimality criterion based on a (modified) compositional distance between relative losses and capital shares allocated to them. In this way, we explicitly recognize that the relevant information associated with risks arising from –and resources assigned to– each constituent part is indeed information relative to a total. Different from previous research on compositional capital allocations, our approach is not restricted to gradient allocation rules or specific risk measures like VaR or CVaR. We propose instead a general reformulation of the optimal capital allocation problem which is inherently consistent with the relative scale of compositional variables. The resulting capital allocation solutions are compared to other proposals in recent literature and evaluated empirically on a dataset of cyber losses. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1kKe_GZFJ4rnsTJ4PlOGTxDWs6dYYModv/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- 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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IWFOS2025 – SUBMISSION OPEN
by Enea Bongiorno 01 Oct '24

01 Oct '24

*Apologies for cross-posting.* *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025)* *iwfos2025.uniupo.it* <https://iwfos2025.uniupo.it/> *25-27 June 2025, Novara, Italy* *Dear Colleagues, Dear Friends,* *We are glad to inform you that the *Submission Tool <https://iwfos2025.uniupo.it/information-submission>* is now **open**!* You can now submit a short paper (6 to 8 pages). The LaTeX template and more detailed information are available at iwfos2025.uniupo.it/information-submission. The submission process is managed by the EquinOCS system by Springer. During the process you will be requested to indicate whether the submission is for an oral proposal or a poster by selecting the suitable paper category (talk or poster proposal). All submissions will be reviewed by experts selected by the Scientific Program Committee. *IMPORTANT DEADLINES:* · *December 31, 2024:* Submission deadline · *January 31, 2025:* Notification of the decision · *February 14, 2025:* Revised submission deadline · *February 25, 20*25: Registration for presenters who have an accepted contribution Early submissions are encouraged due to organizational requirements. No extensions will be granted after December 31, 2024. *TOPICS* The congress focuses on topics related to 'infinite-dimensional statistical problems or methods', with a special emphasis on: · Statistical modelling for functional variables · Functional Data Analysis · Operator-based Statistics · Background for Statistics in infinite-dimensional spaces · High-dimensional Statistics We also welcome contributions in Machine Learning to foster relationships between these diverse fields of modern statistics and contribute to their future development. *INVITED SPEAKERS:* · Anne van Delft, Columbia University NY, USA · Holger Dette, RUHR-University Bochum, Germany · Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain · Karel Hron, Palacký University Olomouc, Czech Republic · Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium · Alessandra Menafoglio, Politecnico di Milano, Italy · Pavlo Mozharovskyi, Telecom Paris, France · Anuj Srivastava, Florida State University, USA · Shahin Tavakoli, University of Geneva, Switzerland · Simone Vantini, Politecnico di Milano, Italy *PUBLICATIONS:* - A *book of proceedings* edited by *Springer*, containing the accepted short papers, will be available online to all participants. - Additionally, a *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, On the behalf of the Chairs, Enea Bongiorno -- 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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Invitation, 7th Asset Pricing Conference by LTI@UniTO | October 8, 2024
by Luca Regis 01 Oct '24

01 Oct '24

Dear Colleagues, please find here below the announcements and links to register and attend (in person or online) the 7th Asset Pricing Conference organised by LTI@UniTo, which will take place at Collegio Carlo Alberto (Torino) on October 8th. Best regards, Luca Regis ---------------------------------------------------------------------------------------------------------- <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/vkxmf…> *7th Asset Pricing Conference by* *LTI@UniTO* *8th October 2024, 10:15 - 18:30* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/6qij_…> This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is *Thu Nguyen* from the University of Amsterdam. She will receive a discussion from *Fabio Trojani* (University of Geneva, Swiss Finance Institute and University of Torino) during the conference and will be awarded a *prize of €500.* *View the full program* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/BCUPq…> *Attend in person* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/V5kf8…> *Follow online* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/b2S4s…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/-ykto…> *.* *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/3Tpc9FH…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/L-LXQ…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/w7v3q…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/zeUle…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/ktNFK…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/Cht…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/90z…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/bqm…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/vs6…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/R6W…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/_nN…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/z1WfmqA…> *© 2022 Fondazione Collegio Carlo Alberto*

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