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CSAMA 2014: Computational Statistics for Genome Biology - June 22-27, 2014
by stefano iacus 02 Mar '14

02 Mar '14

CSAMA 2014: Computational Statistics for Genome Biology (12th edition) Bressanone-Brixen, Italy (South Tyrol Alps - half way between Verona and Munich) June 23-27, 2014 *** Registration for CSAMA 2014 is now open *** http://www-huber.embl.de/csama This one-week intensive course teaches current approaches in the statistical and computational analysis of large-scale experiments in biology. The course focuses on the methods for downstream analysis of high-throughput sequencing experiments including RNA sequencing (differential expression) and DNA sequencing (variant calling), as well as QTL analysis and high-throughput screening. Lectures also cover essentials including statistical testing, linear models, machine learning, visualisation and bioinformatic metadata integration. Topics • Introduction to R and Bioconductor • Elements of statistics: hypothesis testing, multiple testing, regression, regularisation, clustering and classification (machine learning), visualisation • Computing with sequences and genomic intervals • RNA-Seq data analysis and differential expression • DNA Variant calling • Working with annotation -- genes, genomic features and variants • Gene set enrichment analysis • High-throughput screens The course consists of • morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am • 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday, Thursday and Friday ----------------------------------- Stefano M. Iacus Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Have a look at the new Master Degree in Finance ! http://www.fin.unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Fwd: Deadline abstract submission ICFIS2014 extended to March 13!
by Julia Mortera 02 Mar '14

02 Mar '14

-------- Original Message -------- Subject: Deadline abstract submission ICFIS2014 extended to March 13! Date: Tue, 25 Feb 2014 21:45:58 +0100 From: ICFIS2014 <icfis2014(a)gmail.com> Reply-To: <info(a)icfis2014.org> To: <info(a)icfis2014.org> *The deadline for abstract submission for ICFIS2014 <http://icfis2014.org> has been extended to March 13.* * *KOG We have already received 75 abstracts, but we want to give even more people the opportunity to submit an abstract. The *9th International Conference on Forensic Inference and Statistics* <http://icfis2014.org/> will take place from *19 to 22 August 2014* at Leiden University <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/venue.html>, the Netherlands. Leiden is a beautiful city with a large number of monuments and canals, and has a 15 minutes train link to Amsterdam Schiphol International Airport, one of the main gates of Europe. This international conference - in short *ICFIS2014* <http://icfis2014.org/> - unites lawyers, statisticians and forensic scientists in their interest in optimal reasoning concerning forensic evidence. Technical developments in biological, physical, chemical and digital forensic disciplines are fast and have an increasing impact on law enforcement and the justice system. Examples are DNA profiling, fingerprint and illicit drug analysis, and analysis of large digital data-sets for intelligence purposes. Whatever the type of evidence, it can only be of value when it is properly gathered, analyzed, evaluated, and communicated by the scientist. Moreover, it should be understood by the legal decision maker. This requires sound statistical and logical methods, and good communication between lawyers and scientists. The conference promotes the interaction between providers and users of forensic evidence. It focuses on probabilistic methods for the evaluation of forensic evidence, and their use in law and law enforcement. The conference will provide a forum for oral presentations and posters. Furthermore, the first day of the conference will consist of workshops. Selection by the scientific committee of the contributions for the final program is based on abstracts. If you haven't done so already, please submit your abstract by digitally filling out the form you can download from the website <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/abstracts.html>, and sending it to abstracts(a)icfis2014.org <mailto:abstracts@icfis2014.org>. *The final deadline for abstract submission is March 13, 2014. * The website lists the themes <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/index.html#themes> for the conference. See you at ICFIS2014! Charles Berger and Marjan Sjerps, on behalf of the organizing and scientific committee <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/organization.html>. ___________________________________ If you want to unsubscribe from this mailing list, just reply with 'unsubscribe' in the subject.

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Cooperint call at University of Verona
by Luca di persio 02 Mar '14

02 Mar '14

Dear all, this a call for potentially interested people to join the Cooperint internationalization program of the University of Verona (see details below) in order to build a scientific collaboration in particular within the fields of: *Probability, Statistics, Stochastic Processes and their applications in Mathematical Finance*. Please feel free to contact me at: luca.dipersio(a)univr.it . *CooperInt Program - 2014 edition* *Deadline: April 7* The *University of Verona* has launched its own internationalization program called *CooperInt*, providing funding to promote research interactions with international scientists according with the following call typologies *Action A.1* (*Junior Visitor Program*) is intended to invite young researchers with no more than 7 years of academic experience after their PhD. Such positions are intended mainly for research activity/exchanges, but can also forecast teaching activities (e.g. seminars, short courses) *Action A.2* (*Senior Visitor Program*), is intended to invite world renowned Visiting Professors and scientists. During their stay in Verona the invited professors will be required to do teaching activities within a Master or a PhD Program for a minimum workload of two hours per week (eight hours per month). *Reimbursement* *A1 Funding *(max.amount) *A2 Funding *(max.amount) EU Home Institution Non-EU Home Inst. EU Home Institution Non-EU Home Inst. *2000 EURO/month NET* *2500 EURO/ month NET* *2500 EURO/ month NET* *3000 EURO/ month NET* For bureaucratic assistance refer to the International Relations Office: relazioni.internazionali(a)ateneo.univr.it Please note that the deadline is fixed at 07/04/2014, but, due to administrative duties, it is much better to have most of the required documents filled by the end of March. __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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bando assegno di ricerca SECS-S/06 a Firenze
by mariaelvira.mancino＠unifi.it 01 Mar '14

01 Mar '14

Il Dipartimento di Economics and Management dell'Universita' di Firenze bandisce un assegno di ricerca della durata di un anno per il settore SECS-S/06. Il bando si trova all'indirizzo: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/72982 Mavira Mancino

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Seminario Sergio Albeverio
by Luca di persio 26 Feb '14

26 Feb '14

Buondì, inoltro, con preghiera di diffusione, l'annuncio del seminario che il prof. Sergio Albeverio (ospite dell'Università di Verona) terrà presso il prossimo 10 Marzo presso il Dipartimento di Informatica di UniVr. Buon lavoro, LuCa Prof. Sergio Albeverio, Bonn University "From integrals and asymptotics to (deterministic,stochastic,quantum) dynamical systems" Abstract del seminario We illustrate how deterministic ,stochastic and quantum aspects of the world emerge from infinite dimensional integrals and their asymptotics. Some recent applications in applied areas,from neurobiology to engineering and finance, are also briefly discussed. Keywords: Asymptotic expansions, Infinite dimensional integrals, Mathematical Finance, Neurobiology, SPDEs, Stochastic Processes Luogo ed ora del seminario: 10 Marzo 2014 ( ore 16:45: rinfresco, ore 17: seminario) presso il Dipartimento di Informatica dell'Università di Verona, Strada le Grazie 15 (Vr) Ca' Vignal 3 - Piramide, Sala Verde Referente: Luca Di Persio: http://www.di.univr.it/?ent=persona&id=8773&lang=en Grazie molte, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Scuola Estiva a Bielefeld: 7-20 Luglio 2014
by Giorgio Ferrari 26 Feb '14

26 Feb '14

*SUMMER SCHOOL: **Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus* Dal *7 al 20 Luglio 2014* si svolgerà presso l´Università di Bielefeld (Germania) la Scuola Estiva *Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus.* Le iscrizioni sono aperte fino al *30 Aprile 2014*. Per ulteriori informazioni http://www.bgts.uni-bielefeld.de/daad_network/2014summer/ Buona serata, Giorgio Ferrari -- Giorgio Ferrari Center for Mathematical Economics (IMW) Bielefeld University office: W10-100 office phone: +49 521 106 5642 Postfach 100131, 33501 Bielefeld, Germany email: giorgio.ferrari(a)uni-bielefeld.de giorgio.ferrari(a)uniroma1.it web-page: https://sites.google.com/site/giorgioferrariswebsite/

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LMU Workshop on Stochastic Vol and Multi-Curves
by Juan Miguel Montes 26 Feb '14

26 Feb '14

The Ludwig Maximilian University of Munich - Workgroup Financial Mathematics' "quantLab" invites practitioners in the areas of quantitative finance, insurance, financial modeling, risk management and derivatives-structuring, to attend a two - part workshop on the topics STOCHASTIC VOLATILITY and MULTI-CURVE MODELS to be held on 2 - 4 April, 2014 at the LMU Math Institute, Munich, Germany. The guest presenter for Part 1 of the workshop will be Dr. Jörg Kienitz (Head of Quantitative Analysis at Deutsche PostBank AG). Part 2 of the workshop will be conducted by Prof. Dr. Christian Fries (Model Development and Methodology at DZ Bank and Professor at LMU Math Institute) and Dr. Alessandro Gnoatto (Researcher at LMU Math Institute). Participants may chose from three packages: Full Package (Part 1 & 2), Part 1 only or Part 2 only. The detailed workshop agenda, registration fees, venue instructions and contact information for inquiries, are all found on the following webpage: http://www.fm.math.lmu.de/stochasticvolatility The organizers are looking forward to your participation.

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seminario claudio landim
by Faggionato, Alessandra 26 Feb '14

26 Feb '14

Buongiorno, Martedi' 4 marzo Claudio Landim terra' un seminario al Dipartimento di Matematica (Sapienza, Roma). sotto trovate i dettagli. cordiali saluti alessandra faggionato Martedi' 4 Marzo, Aula C (Dip. Matematica, Univ. Sapienza), ore 14:30 Speaker: C. Landim (IMPA Rio De Janeiro, CNRS Rouen) Title: Zero-temperature limit of the Kawasaki dynamics for the Ising lattice gas in a large two-dimensional torus Abstract: We consider the Kawasaki dynamics at inverse temperature $\beta$ for the Ising lattice gas on a two-dimensional square of length $2L+1$ with periodic boundary conditions. We assume that initially the particles form a square of length $n$, which may increase, as well as $L$, with $\beta$. We show that in a proper time scale $L^2\, \theta_\beta$ particles form almost always a square and that this square evolves as a Brownian motion when the temperature vanishes. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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FW: QP circulation, and any others you know of ...
by Franco Fagnola 25 Feb '14

25 Feb '14

Buongiorno, prego far circolare i seguenti bandi dell'Universit? di Lancaster (UK). Grazie e cordiali saluti, Franco Fagnola ================== We have a Chair and Lectureship position in Probability in Lancaster. http://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A905 http://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A906 The deadline for both is 23rd March.

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Colloquium Fabio Lucio Toninelli a Roma Tre
by pietro caputo 21 Feb '14

21 Feb '14

Mercoledi' 26 febbraio 2014 Ore 16:00, Aula F Dip. Matematica e Fisica Roma Tre EDIFICIO AULE LARGO SAN L. MURIALDO,1 Colloquium di Matematica Fabio Toninelli (Universita' di Lione) Random tilings, Glauber dynamics and macroscopic shapes I "piastrellamenti" (tiling) del piano sono un oggetto classico in meccanica statistica e combinatoria. Se le "piastrelle" sono a forma di losanga, si ha una corrispondenza esatta con le interfacce del modello di Ising 3-dimensionale a temperatura nulla. A ogni piastrellamento e' possibile associare una funzione di altezza (superficie discreta). E' ben noto [Cohn-Kenyon-Propp] che, se la taglia della regione U da piastrellare tende all'infinito, la funzione altezza associata a un piastrellamento scelto uniformemente tende verso una certa forma limite macroscopica che risolve una PDE ellittica non-lineare. Sull'insieme dei piastrellamenti si puo' definire una dinamica stocastica che corrisponde alla dinamica di Glauber a temperatura zero per il modello di Ising. Un problema classico e' quello di stimare il tempo (mixing time) che la dinamica richiede per raggiungere l'equilibrio (la misura uniforme). La congettura, basata sull'idea euristica che l'interfaccia evolve seguendo un'equazione di tipo "movimento per curvatura media", e' che il mixing time cresca essenzialmente come il quadrato del diametro della regione U. Il nostro risultato principale e' una prova di questa congettura, sotto l'ipotesi che la forma macroscopica non presenti singolarita'. Basato su lavori in collaborazione con P. Caputo, B. Laslier e F. Martinelli.

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