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Seminar by prof René Aid, May 18 -- link
by Sara 15 May '23

15 May '23

Dear all, Professor Aid from Paris Dauphine will give a seminar next Thursday at 12 in 304 AB, Viale Romania, Roma. Hereafter are the link and login details: Link aula 304 A: https://luiss.webex.com/luiss-en/j.php?MTID=mb3eb24f6a5355082687a936c3d08c7… User:w_guest@luiss.it Password: iqQ9xCmJF3Q Best, Sara ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of Economics and Finance *LUISS University* Address: Viale Romania, 32 00197 Roma *Web* (institutional): https://economiaefinanza.luiss.it/docenti/cv/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/

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Seminario di Statistica
by Rita Giuliano 14 May '23

14 May '23

Buongiorno. Annuncio il seguente seminario Prof. Milto Hadjikyriakou (UCLan Cyprus) 16 Maggio 2023 11:00 - 12:00 Aula Seminari Dipartimento di Matematica, Pisa Probability and Stochastic Analysis and Statistics <https://www.dm.unipi.it/categoria-evento/probability-stochastic-analysis-st…> Titolo: Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components – Abstract: In this work, ordering results are presented for parallel and series systems arising from dependent heterogeneous exponentiated Weibull components that share a common or different Archimedean copula(s). Particularly, sufficient conditions are provided under which the sample extremes are stochastically compared with respect to the usual stochastic order, the dispersive and the star-shaped order. Tutti gli interessati sono invitati Rita Giuliano

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SPASS Seminar: Silvia Morlacchi
by Francesco Grotto 13 May '23

13 May '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Effect of Transport Noise on Kelvin–Helmholtz Instability* Silvia Morlacchi (Scuola Normale Superiore) The seminar will take place on TUE, 16.5.2023 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: * *We numerically investigate the effect of transport noise on the Kelvin- Helmholtz instability at the interface of two 2D fluids in a shear flow, to test if the transport noise acts as a stabilizing factor.We exploit the point vortex method as a numerical discretization of the fluid equation of motion. We compare the results of the simulations in three different cases: inviscid and viscous fluid without transport noise, and inviscid fluid perturbed by transport noise. We find that when the transport noise is modeled by a large number of low-intensity point vortices, a delay in the temporal onset of the instability is present in the non viscous case, which resembles what happens in the viscous case.Based on joint work with Franco Flandoli and Andrea Papini.*

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Seminar: Daniele Calandriello at Tor Vergata
by Michele Salvi 12 May '23

12 May '23

Dear all, On Wednesday, May 17th, at 12h00 in Aula 2001 (change of usual time and place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Daniele Calandriello (Google Deep Mind, Paris) with the seminar “Efficient exploration in stochastic environments" Abstract: Machine learning has seen an explosive growth recently, driven mostly by breakthroughs in classification and generative models. However ML applications in decision making settings are much more limited, where data collection is much higher and ML models must be sufficiently robust and accurate to deal with unforeseen consequences and avoid worst case scenarios. In this talk we will introduce some classical results for online decision making in stochastic linear spaces, with applications to active learning, bandit/bayesian optimization and deep learning. Starting from a rigorous analysis of the noise propagation we can formulate provably robust (i.e. no-regret) algorithms, and then create variants that can scale to modern ML data regimes without sacrificing safety. And if time suffice, we will highlight how these approaches inspired a new wave of exploration techniques to enable reinforcement learning agents to solve extremely long horizon tasks. We encourage in-person partecipation. Should you be unable to come, there will be a Teams link on our webpage published before the start of the talk. The seminar is part of the Excellence Project MatMod@TOV. Next appointment will be 24.05.2023 - Rongfeng Sun (NUS, Singapore), see the details on next events at https://www.mat.uniroma2.it/~rds/events.php.

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BioInference2023: Registration now open
by Massimiliano Tamborrino 12 May '23

12 May '23

Dear all, The 2nd BioInference conference (https://bioinference.github.io/2023) is taking place at the Pitt Rivers Museum at the University of Oxford on the 8th-9th June 2023. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. If you would like to attend the event in-person (tickets limited and on a first come first served basis), the tickets cost £70 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-341678825. If you wish to attend the event online, the tickets cost £20 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-531133874. The conference will combine contributed talks and poster sessions. Our confirmed talk and poster presentations include: Talks: * Jonas Arruda (University of Bonn) "An amortized approach to non-linear mixed-effects modeling based on neural density posterior estimation" * Sandor Beregi (Imperial College London) "Can we control an epidemic in real-time with noisy data?" * Richard Creswell (University of Oxford) "A Bayesian nonparametric method for detecting rapid changes in disease transmission" * Ritabrata Dutta (University of Warwick) "Inference of selection coefficients in multivariate Wright-Fisher: Generalized Bayesian Inference with Signature Kernel Score" * Richard Everitt (University of Warwick) "Rare event ABC-SMC^2" * Marina Evangelou (Imperial College London) "Unsupervised Learning approaches for Multi-OMICS data" * Constandina Koki (University of Warwick) "Bayesian computational analysis of cell division dynamics" * Elena Sabbioni (Politecnico di Torino) "A Bayesian approach for estimating RNA velocity" * Jaromir Sant (University of Oxford) "Inferring natural selection and allele age from allele frequency time series data via exact simulation" * Joseph Shuttleworth (University of Nottingham) "Training models with an ensemble of experimental designs to account for model discrepancy: quantifying uncertainty for predictive models of ion channel currents" * Robin Thompson (University of Warwick) "Inference of pathogen transmissibility during infectious disease outbreaks" * Juliette Unwin (Imperial College London) title TBC * Thijs van der Plas (University of Oxford) "Neural assemblies uncovered by generative modeling explain whole-brain activity statistics and reflect structural connectivity" * Darren Wilkinson (University of Durham) "Statistical emulation for individual-based models of microbial community dynamics" * Ruihua Zhang (University of Oxford) "Simulating weak attacks in a new duplication-divergence model with gene loss" Posters: * Enrico Bibbona (Politecnico di Torino) "Estimating the ratio between the contagiousness of two viral strains" * Austin Brown (University of Warwick) "Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression" * Alexander Browning (University of Oxford) "Modelling heterogenity with random parameters" * Raiha Browning (University of Warwick) "AMISforInfectiousDiseases: an R package to fit a transmission model to a prevalence map" * Alice Corbella (University of Warwick) “Inference of the case fatality risk at the beginning of an epidemic: a state-space model perspective and a robust particle filter” * Viktoria Brunner (University of Oxford) "Large-scale Identification of Compensatory Mutations in the RNA Polymerase of Mycobacterium tuberculosis" * Molly Cui (Kings College London) “Bayesian modelling and sequential learning of latent epidemic dynamics” * Adam Howes (Imperial College London) "Fast approximate Bayesian inference for small-area estimation of HIV indicators using the Naomi model" * Owen Jones (Cardiff University) "Estimating the virulence of managed parasite populations" * Felicia Magpantay (Queen's University at Kingston, Canada), "Challenges in modeling the transmission dynamics of childhood diseases" * Arnau Quera-Bofurall (University of Oxford) “Bayesian calibration of differentiable simulators” * Lutecia Servius (King's College London) "Comparing classification methods and their generalisability on antibody repertoire" * Maria Veretennikova (University of Oxford) "Circadian clock analysis for precision medicine" * Hiu Ching Yip (Politecnico di Torino) "Modelling lemurs' calls with nearest neighbour Gaussian process" We are looking forward to seeing you at BioInference2023, best, Massimiliano on the behalf of the BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey) ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Open positions at Ulm University
by Imma Curato 12 May '23

12 May '23

________________________________ ----- Messaggio inoltrato da Robert Stelzer <robert.stelzer(a)uni-ulm.de> ----- Data: Fri, 12 May 2023 11:56:42 +0200 Da: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Oggetto: Open positions at Ulm University A: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Dear Colleagues and Friends, We are currently looking for talented young researchers interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/26e266484982098ec5e81494cafa0… (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f… ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ For the Institute of Mathematical Finance we are looking for an Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). Your profile: * a very good master degree (Postdoc: PhD) in mathematics or a comparable degree * interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences * interest in didactics and high-quality teaching * willingness to work on one’s own scientific qualification * very good command of English and ability to teach in English * Commitment, ability to work in teams and interest in interdisciplinary cooperation Your responsibilities: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! *> Reference no.:* 23066 *> Application deadline:* 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. *> Scope:* Fulltime or Part-time 50% *> Temporary:* in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) *> Remuneration:* TV-L EG 13 *> Start:* 01.10.2023 or later Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. https://www.uni-ulm.de/stellenportal <https://www.uni-ulm.de/stellen-weitere-infos> We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ----- Fine messaggio inoltrato. -----

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Körber, Laura Claudia 12 May '23

12 May '23

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting October 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is May 26, 2023. Please see https://www.jobs.tu-berlin.de/stellenausschreibungen/165412?language=en for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg<http://www.math.tu-berlin.de/irtg> offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Laura Körber

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Open positions at Ulm University (fwd)
by Tiziano Vargiolu 12 May '23

12 May '23

---------- Forwarded message ---------- Date: Fri, 12 May 2023 11:56:42 +0200 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> To: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Subject: Open positions at Ulm University Dear Colleagues and Friends, We are currently looking for talented young researchers interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/26e266484982098ec5e81494cafa0 6a07e77831d (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f c26fc1a7dbf ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer For the Institute of Mathematical Finance we are looking for an Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). YOUR PROFILE: * a very good master degree (Postdoc: PhD) in mathematics or a comparable degree * interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences * interest in didactics and high-quality teaching * willingness to work on one’s own scientific qualification * very good command of English and ability to teach in English * Commitment, ability to work in teams and interest in interdisciplinary cooperation YOUR RESPONSIBILITIES: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! > Reference no.: 23066 > Application deadline: 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. > Scope: Fulltime or Part-time 50% > Temporary: in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.10.2023 or later Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. https://www.uni-ulm.de/stellenportal We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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Next OWPS on May 24th: Justin Salez (Université Paris-Dauphine & PSL)
by Alberto Chiarini 12 May '23

12 May '23

OWPS's next session will be on Wednesday the 24th of May from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speaker is: Justin Salez (Université Paris-Dauphine & PSL) 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. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Justin Salez (Université Paris-Dauphine & PSL) Title: A new approach to the cutoff phenomenon Abstract: The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity. Discovered forty years ago in the context of card shuffling, it has since then been observed in a variety of examples, from random walks on random graphs to high-temperature spin glasses. Nevertheless, a general theory is still missing, and identifying the precise mechanisms that underlie this phase transition remains one of the biggest challenges in the quantitative analysis of finite Markov chains. In the first part of the lecture, I will try to provide a self-contained introduction to this fascinating question. In the second part, I will describe a new approach based on entropy and curvature, which has recently led to a systematic proof of cutoff for a relatively broad class of chains. Join Zoom Meeting https://unipd.zoom.us/j/84651983262?pwd=N083WWs3RkIyZ0hHckFtbkEzY0xNZz09 Meeting ID: 846 5198 3262 Passcode: 009403 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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32nd Jyväskylä Summer School at the University of Jyväskylä (Finland)
by Tiziano De Angelis 12 May '23

12 May '23

Dear All, I am forwarding an advert for a summer school from Stefan Geiss. This may be of interest for PhD students and early career researchers in stochastic control and optimal stopping. The registration deadline has passed but there are a few remaining places available. Interested people should contact the organiser directly. Best wishes Tiziano ------------------- Dear Tiziano, although the application period is already closed, I would like to inform you about the course MA3: Optimal Stopping and Free-Boundary Problems Time: 14.-18.08.2023 Lecturer: Goran Peskir (University of Manchester) Coordinator: Stefan Geiss Webpage: https://www.jyu.fi/en/research/summer-and-winter-schools/jss at the 32nd Jyväskylä Summer School at the University of Jyväskylä (Finland). We still have some free places so it would be great if you could spread the information to potentially interested students and researchers. In case of interest, they should contact me under stefan.geiss(a)jyu.fi as soon as possible directly so that I can manage their inscription. Kind regards, Stefan Geiss

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