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Seminario Giovanni Valente al Politecnico di Milano
by Matteo Probo Siro Francesco Gregoratti 19 Feb '15

19 Feb '15

Si avvisa che in data 11-3-2015, alle ore 15:00 , presso Aula Consiglio VII piano, Dipartimento di Matematica, ed. 14, Campus Leonardo, nell'ambito delle iniziative del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario: Titolo: Relativistic Causality and Local Disentanglement in Quantum Field Theory Relatore: Giovanni Valente, University of Pittsbur Abstract: La nozione di entanglement fra sistemi quantistici separati pone due problemi fondamentali in filosofia della meccanica quantistica. Primo, le correlazioni non-locali che ne derivano sembrano determinare un conflitto con la condizione di causalità relativistica, che implica che processi causali non possano propagarsi ad una velocità superiore a quella della luce, sollevando cosí una questione di incompatibilità con la teoria della relatività speciale di Einstein. Secondo, la presenza dell'entanglement sembra pregiudicare la possibilità di ottenere una suddivisione del mondo microscopico in sistemi fisici indipendenti. In questo seminario, si discuteranno tali problemi nel contesto della formulazione algebrica della teoria quantistica dei campi. Si inizierà mostrando come si possa derivare un teorema sull'impossibilità di inviare messaggi superluminali sulla base di operazioni locali. Successivamente, si dimostrerà l'esistenza di operazioni locali che hanno l'effetto di distruggere l'entanglement fra campi quantistici separati, soddisfacendo in tal modo ad una condizione necessaria per la loro indipendenza reciproca. Matteo Gregoratti

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Fwd: AMS - Mathemical Research Community 2015 in Financial Mathematics
by Marco Romito 18 Feb '15

18 Feb '15

------------------------------- Messaggio originale -------------------------------- Oggetto: AMS - Mathemical Research Community 2015 in Financial Mathematics Da: "Birgit Rudloff" <brudloff(a)Princeton.EDU> Data: Mer, 18 Febbraio 2015 22:22 ------------------------------------------------------------------------------------ Dear colleagues, This is a first announcement about the upcoming Mathematical Research community (MRC) in Financial Mathematics organized by the American Mathematical Society. The MRC is - in AMS own words- "a program of the American Mathematical Society (AMS), nurtures early-career mathematicians-those who are close to finishing their doctorates or have recently finished-and provides them with opportunities to build social and collaborative networks to inspire and sustain each other in their work. The structured program is designed to engage and guide all participants as they start their careers. For each topic, the program includes a one-week summer conference, a Special Session at the national meeting, a discussion network, ongoing mentoring, and a longitudinal study of early career mathematicians." The MRC in Financial Mathematics consists of a conference June 14 – 20, 2015 in Snowbird, Utah, a session at the Joint Mathematics Meeting, January 6-9, 2016 in Seattle, Washington. Around 40 peridoctoral mathematicians (advanced PhD students and early PostDocs) will work together on topics in high frequency trading, optimal investment under transaction costs, and systemic risk. More information at http://www.ams.org/programs/research-communities/mrc-15. Deadline for applications will be March 1, 2015. Please make your graduate students and Post-Docs aware of this possibility. Note that while American and US-based mathematicians are prioritized, the MRC is open for everybody. Travel support for the Snowbird conference will be available up to USD 700,-. All the best, Maxim Bichuch Michael Carlisle Olympia Hadjiliadis Birgit Rudloff Stephan Sturm

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1 posto di Maitre de Conferences e 1 posto di Professore in Statistica/Probabilita' a Lyon 1
by Fabio Toninelli 18 Feb '15

18 Feb '15

Gentili colleghi all'Universita' Lyon 1 e' aperto un concorso per un posto di Maitre de Conferences in probabilità e per un posto di Professore in Statistica o Probabilita' (inizio: 1 settembre 2015). Entrambe le posizioni sono permanenti. Il profilo scientifico e' descritto qui: cf. http://math.univ-lyon1.fr/recrutements/profils_15/PR-Statistique-Probabilit… e http://math.univ-lyon1.fr/recrutements/profils_15/MCF-Probabilites.pdf I temi di ricerca del gruppo di probabilità' di Lyon 1 sono descritti qui: http://math.univ-lyon1.fr/icj/?option=theme&th=5 I candidati interessati devono spedire elettronicamente il loro dossier ENTRO IL 12 MARZO 2015, tramite il sito https://galaxie.enseignementsup-recherche.gouv.fr/antares/can/index.jsp Qualche consiglio su come comporre il dossier di candidatura si trova qui: http://postes.smai.emath.fr/2014/OUTILS/conseils/index.php#it2 Attenzione: Il concorso e' aperto ai i candidati che hanno gia' passato la procedura di "Qualification" nazionale francese, oppure che hanno attualmente all'estero una posizione di livello equivalente a quelle di Maitre de Conferences o di Professore. Per ulteriori informazioni non esitate a contattarmi. Cordiali saluti -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: LUISS Seminar - February 18th
by Marco Scarsini 18 Feb '15

18 Feb '15

---------- Forwarded message ---------- From: Dipartimento Economia e Finanza LUISS Guido Carli <economiaefinanza(a)luiss.it> Date: Fri, Feb 13, 2015 at 11:29 AM Subject: LUISS Seminar - February 18th To: Dipartimento Economia e Finanza LUISS Guido Carli <economiaefinanza(a)luiss.it> The next Research Seminar of Economics and Finance Department is scheduled for next Wednesday, February 18th, from 2.30 p.m. to 4.00 p.m., room 305/b (viale Romania). Our guest speaker will be Prof. Larry Goldstein (University of Southern California), who will present his recent work: “Normal approximation for recovery of structured unknowns: Steining the Steiner formula”. Best regards, Dipartimento di Economia e Finanza Viale Romania, 32 - 00197 Roma economiaefinanza(a)luiss.it t +39 06 85225550 f +39 06 85225985

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corso interdottorato: scambiabilita' e sue applicazioni
by Rigo Pietro 18 Feb '15

18 Feb '15

Si segnala che, nell'ambito dei corsi interdottorato offerti dalle Universita' di Pavia e Milano (Bicocca, Politecnico e Statale), Eugenio Regazzini e Pietro Rigo terranno il corso Scambiabilita' e sue applicazioni. La durata del corso e' di 30 ore (circa). La partecipazione e' aperta a tutti. La prima parte del corso, tenuta da Pietro Rigo, vertera' sul teorema di rappresentazione di de Finetti e su alcune sue conseguenze. La seconda parte, tenuta da Eugenio Regazzini, riguardera' alcune applicazioni della scambiabilita' al'inferenza bayesiana non parametrica. Le prime due lezioni (di due ore circa) saranno tenute Lunedi' 2/3/2015 e lunedi' 9/3/2015, alle ore 14, al Dipartimento di Matematica dell'Universita' di Pavia (via Ferrata 1) Le date delle successive lezioni verranno stabilite di volta in volta, sulla base delle esigenze degli studenti e dei docenti. Eugenio Regazzini e Pietro Rigo

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PhD in Financial Mathematics at the Scuola Normale di Pisa
by Fabrizio Lillo 17 Feb '15

17 Feb '15

The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial Mathematics at the Scuola Normale Superiore di Pisa is open (see http://phd.sns.it/en/ <http://www.sns.it/en/scuola/ammissione/corsodiperfezionamento/scienze/>). This year five scholarships are awarded, two of them funded by Unicredit. The deadline for the application to the Spring session is February 28, 2015. Request of information can be addressed to me. Sincerely, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Call for papers: CIBB 2015, Naples, September 10-12, 2015
by Paola Rancoita 17 Feb '15

17 Feb '15

============================================================================================================================================== *FIRST CALL FOR PAPERS * *CIBB 2015* *12th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics* *CNR Research Area “Napoli 1”, Naples, Italy** **September 10-12, 2015** * *http://bioinfo.na.iac.cnr.it/cibb2015/** **cibb2015(a)gmail.com* ============================================================================================================================================== *Scope of CIBB 2015* CIBB (Computational Intelligence methods for Bioinformatics and Biostatistics) is a meeting with more than 10-year history. Its main goal is to provide a forum open to researchers from different disciplines to present problems concerning computational techniques in bioinformatics, systems biology and medical informatics, to discuss cutting edge methodologies and accelerate life science discoveries. Following this tradition and roots, this year's meeting will bring together researchers from the international scientific community interested in this field to discuss the advancements and the future perspectives in bioinformatics and biostatistics. Applied biologists are also invited to participate in order to propose novel challenges aimed to have high impact for molecular biology and translational medicine. *Technical areas addressed by CIBB 2015 include, but are not limited to:* High dimensional statistical analysis of omic data; Next generation sequencing bioinformatics; Multi-omic data integration; Methods for supervised and unsupervised learning; Prediction of protein structures; Methods for comparative genomics; Algorithms for molecular evolution and phylogenetic analysis; Mathematical modelling and simulation of biological systems; Systems and synthetic biology; Bio-molecular databases and data mining; Bio-medical text mining and imaging; Statistical methods for the analysis of clinical data; Methods for the visualization of high dimensional complex omic data; Software tools for bioinformatics. *CIBB 2015 is jointly organized by:* • INNS International Neural Network Society SIG Bioinformatics • INNS International Neural Network Society SIG Bio-pattern • IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary Computation • Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli The scientific programs of CIBB 2015 will include Keynote Speakers, contributed papers, tutorial and special sessions. The contributed papers will be presented in plenary oral sessions, special sessions, or poster sessions. *Publications* Accepted papers will be published on a flash drive with a specific ISBN number for the conference proceedings. A selection of papers presented at CIBB 2015 will appear in a post-conference monograph. We are in contact with Springer to have them published in the Springer series of Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we are planning to publish the best papers in an extended form in a special issue of an international scientific journal. *Important Dates * Tutorial and Special Session Proposal: April 3, 2015 Paper submission deadline: April 10, 2015 Notification of acceptance: June 12, 2015 Final paper due: July 10, 2015 Conference: September 10-12, 2015 *Tutorials and Special Sessions* *Tutorial proposals* to CIBB, including title, one page long abstract, and short CV of presenters, are due by April 3, 2015. Please send proposals to cibb2015(a)gmail.com. *Special Session proposals* to CIBB, including the session's title and scope, short CV of sessions chairs, preliminary list of at least 4 potential authors are due by April 3, 2015. Proposals of special sessions will be evaluated as soon as they are submitted. A special session must have at least 4 accepted papers. Please send proposals to cibb2015(a)gmail.com *Paper Submission* Papers must be prepared following the guidelines illustrated on the CIBB web site and should be long between 4 and 6 pages. Papers should be submitted in PDF format on the Easy Chair conference system. *Organizing Committee* /General Chairs/ - Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy - Adriano Decarli, University of Milan, Italy - Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden. /Biostatistics Technical Chair/ - Paola MV Rancoita, Vita-Salute San Raffaele University, Italy /Bioinformatics Technical Chair/ - Stefano Rovetta, University of Genova, Italy /Special Session and Tutorial Chairs/ To be communicated /Local Organizing Committee/ Valerio Costa, Institute of Genetics and Biophysics, Italy Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy /Publicity Chair/ Francesco Masulli, University of Genova, Italy & Temple University, USA /Publication Chair/ Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy /Steering Committee/ Pierre Baldi, University of California, Irvine, CA, USA Elia Biganzoli, University of Milan, Italy Alexandru Floares, Oncological Institute Cluj-Napoca, Romania Jon Garibaldi, University of Nottingham, United Kingdom Nikola Kasabov, Auckland University of Technology, New Zealand Francesco Masulli, University of Genova, Italy & Temple University, USA Leif Peterson, TMHRI, Houston, Texas, USA Roberto Tagliaferri, University of Salerno, Italy

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ANNUNCIO SEMINARIO YIMIN XIAO - TOR VERGATA - 25 Febbraio
by Claudio Durastanti 17 Feb '15

17 Feb '15

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 25 Febbraio ore 16 - Aula Conferenze "Claudio D'Antoni" - Dipartimento di Matematica Università di Tor Vergata - Roma Titolo: Fine Properties of Gaussian Random Fields Speaker: Yimin Xiao - Michigan State University ABSTRACT: In this talk, we show that various properties of strong local nondeterminism can be applied for studying fine properties (e.g. exact moduli of continuity, exact Hausdorff measure functions, regularity of local times and intersection local times) of Gaussian random fields defined on R^N taking values in R^d. Examples of such Gaussian random fields include fractional Brownian motion and solution to certain stochastic heat equations with space-time Gaussian noise. We also show that the method can also be applied to some Gaussian fields on the sphere.

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seminario Claudio Macci in Bicocca
by Fabio Bellini 17 Feb '15

17 Feb '15

Il giorno mercoledì 25 febbraio alle ore 16.30 presso l'aula seminari del DISMEQ, al IV piano dell'edificio U7 in piazza dell'Ateneo Nuovo 1, il prof. Claudio Macci del Dipartimento di Matematica della Università di Roma Tor Vergata terrà un seminario su SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and, in some cases, also for maximum likelihood estimators. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Seminario L.Goldstein 20 febbraio 2015 RM1
by Nappo, Giovanna 13 Feb '15

13 Feb '15

*************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' DI ROMA LA SAPIENZA piazzale Aldo Moro 2, Roma *************************************************************** Seminario Prof. Goldstein a Roma 1 Venerdi' 20 febbraio 2015, Ore 14:00, esatte, in Aula di Consiglio Larry Goldstein (University of Southern California) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario dal titolo Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula Abstract: Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v_{0},...,v_{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincaré inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati. *************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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