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PhD position in probability at RUG
by Szabo, R. 24 Apr '23

24 Apr '23

Dear colleagues, There is a vacancy for a 4-year PhD position in probability theory at the University of Groningen, on the topic of Stability of Interacting Particle Systems. I would be grateful if you could forward this announcement to potential candidates. For more information and application, please go to: https://www.rug.nl/about-ug/work-with-us/job-opportunities/?details=00347-0… The application deadline is 15 May. Kind regards, Réka Szabó

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2yr postdoc position at CEREMADE (Univ. Paris-Dauphine)
by Alessandra IACOBUCCI 24 Apr '23

24 Apr '23

Dear colleagues, A 24-months postdoctoral position is available on stochastic processes for energy transport at CEREMADE<https://www.ceremade.dauphine.fr/>, Université Paris-Dauphine, in collaboration with CERMICS<https://cermics-lab.enpc.fr/>, Ecole des Ponts ParisTech. The post-doc is funded by the French National Agency ANR within the SINEQ<https://sites.google.com/view/aleiac/anr-sineq> project. The application deadline is May 31, 2023. Applicants should hold a PhD in applied mathematics in at least one of the following fields: theory of stochastic processes, functional analysis, probability theory, theory of partial differential equations. A familiarity with associated numerical analysis or an interest in molecular dynamics and computational statistical physics methods is an advantage, but not required. For details, see https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf. I would be grateful if you could spread the information among your colleagues and potential candidates. Best regards, Alessandra Iacobucci

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Seminario di Gérard Letac, Giovedì 27 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 23 Apr '23

23 Apr '23

Segnalo il seguente seminario, che si terrà Giovedì prossimo in Sapienza. Notare il giorno e l'aula inusuali. *Giovedì 27 Aprile, ore 14:00* Aula L, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Gérard Letac (Paul Sabatier University - Toulouse III) *Title: *From the Matsumoto Yor observation to stationary measures for a discrete KdV model *Abstract: *Let F(x,y)=(u,v) from R2 into itself such that F∘F(x,y)=(x,y). The discrete Korteweg-de Vries model associated to F considers two dimensional vectors (x tn,ytn) indexed by (t,n)∈Z2 submitted to (xtn,ytn)=F(xt−1n,ytn−1). In the particular case F(x,y)=(y−1−(x+y)−1,(x+y)−1), by considerations on Brownian motion, Matsumoto-Yor in 1999 have found laws of independent random variables X,Y such that U,V defined by F(X,Y)=(U,V) are independent, obtaining stationary measures on the KdV model. In an extraordinary paper, Croydon and Sasada (2021) have generalized this result to the surprizing F(x ,y)=(yβxy+1αxy+1,xαxy+1βxy+1). The lecture will prove that if X,Y are independent and such that U,V=F(X,Y) are also independent, then the laws of X and Y are indeed the generalized Gaussian distributions discovered by Croydon and Sasada. This is joint work with Jacek Wesolowski (arXiv 2203.05404). *Nota*: Sul sito del dipartimento il seminario è, ad oggi, annunciato per le 17:00 (in Aula II), ma si terrà alle 14:00 (in Aula L), come annunciato in questa email. La pagina è in corso di aggiornamento. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar@UNIBO - ROSANNA GRASSI
by Fabrizio Lillo 22 Apr '23

22 Apr '23

*Tuesday May 2nd, 2023 12:00* *– 13:00* Dipartimento di Matematica, Università di Bologna Aula Seminario II, Piazza di Porta San Donato 5, Bologna Prof. Rosanna Grassi, Università degli Studi di Milano-Bicocca *Title: Higher order assortativity for directed weighted networks and Markov chains* Abstract: Assortativity is a global indicator that provides meaningful insights about the network structure. In the classical definition, the assortativity is a global measure based on the Pearson correlation between the degrees of nodes. This definition can be extended into two different directions. On the one side, one can consider other quantitative attributes of the nodes different from the degree; on the other side, one can move from the adjacency of the nodes – which is the basis of Newman’s degree-degree assortativity – and propose more general ways to connect them. We provide a generalized concept of the assortativity measure for directed and weighted networks, moving beyond the adjacency relations in both directions. The proposed concept is formulated on a node attribute that is not necessarily the degree or strength, and nodes are connected through walks or paths. In this way, we totally extend the assortativity definitions provided in the literature until now. We provide an empirical application of these measures for the paradigmatic case of the trade network. Interestingly, this interpretation of the higher-order assortativity measure allows stating a natural bridge between complex networks and stochastic processes. In so doing, we are able to move from the information content of the higher order assortativity of a network to the dynamical properties of the underlying Markov chain. Specifically, the temporal dimension of the network and the regularities captured by the autocorrelation – which are hidden in the network structure – become clear in moving to the Markov chain theory. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Postdoc positions
by Franco Flandoli 21 Apr '23

21 Apr '23

Dear colleagues, I am currently advertising two two-year Postdoc positions under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: May 15 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/modelli-stocastici-della-tu… Information about the local research group on stochastic fluids and the ERC project can be found at the page https://sites.google.com/sns.it/franco-flandoli/home-page Please contact me for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Franco Flandoli

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OWABC- Emtiyaz Khan - The Bayesian Learning Rule - April 27, 9.30am UK time
by Massimiliano Tamborrino 21 Apr '23

21 Apr '23

Dear all, The One World ABC Seminar series www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to resume. Our next speaker will be Emtiyaz Khan<https://emtiyaz.github.io/> (RIKEN), who will talk about "The Bayesian Learning Rule" on Thursday, April 27, 9.30am UK time, with an abstract reported below. The talk will be hosted on MS Teams here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yjk5MDQyYWMtZmI3Yy00…>. Title: The Bayesian Learning Rule. Abstract Humans and animals have a natural ability to autonomously learn and quickly adapt to their surroundings. How can we design machines that do the same? In this talk, I will present Bayesian principles to bridge such gaps between humans and machines. I will show that a wide-variety of machine-learning algorithms are instances of a single learning-rule derived from Bayesian principles. I will also briefly discuss the dual perspective yielding new mechanisms for knowledge transfer in learning machines. My hope is to convince the audience that Bayesian principles are indispensable for an AI that learns as efficiently as we do. References * The Bayesian Learning Rule, (Preprint) M.E. Khan, H. Rue [ arXiv<https://arxiv.org/abs/2107.04562> ] [ Tweet<https://twitter.com/EmtiyazKhan/status/1414498922584711171?s=20> ] * Practical Deep Learning with Bayesian Principles, (NeurIPS 2019<https://nips.cc/Conferences/2019>) K. Osawa, S. Swaroop, A. Jain, R. Eschenhagen, R.E. Turner, R. Yokota, M.E. Khan. [ arXiv<https://arxiv.org/abs/1906.02506> ] [ Code<https://github.com/team-approx-bayes/dl-with-bayes> ] * Conjugate-Computation Variational Inference : Converting Variational Inference in Non-Conjugate Models to Inferences in Conjugate Models, (AIstats 2017<http://www.aistats.org/>) M.E. Khan and W. Lin [ Paper<https://arxiv.org/abs/1703.04265> ] Bio: Emtiyaz Khan (also known as Emti) is a team leader at the RIKEN center for Advanced Intelligence Project (AIP) in Tokyo where he leads the Approximate Bayesian Inference Team. He is also an external professor at the Okinawa Institute of Science and Technology (OIST). Previously, he was a postdoc and then a scientist at Ecole Polytechnique Fédérale de Lausanne (EPFL), where he also taught two large machine learning courses and received a teaching award. He finished his PhD in machine learning from University of British Columbia in 2012. The main goal of Emti’s research is to understand the principles of learning from data and use them to develop algorithms that can learn like living beings. For more than 10 years, his work has focused on developing Bayesian methods that could lead to such fundamental principles. The approximate Bayesian inference team now continues to use these principles, as well as derive new ones, to solve real-world problems. We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ------

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One Day Workshop on Risk Management - from Theory to Practice
by Stefano Bonaccorsi 21 Apr '23

21 Apr '23

Dear Colleagues, We are pleased to announce the workshop "Risk Management - From Theory to Practice" that will take place on Tuesday, May 2nd, at Cassa Centrale Banca, Via Giovanni Segantini, 23, 38122 Trento TN Program: 10:00 Giorgia Callegaro (Padova). Option Pricing: from Monte Carlo to Quantization 11:15 Emanuela Rosazza Gianin (Milano Bicocca): Risk measures beyond coherence 12:30 Lunch break 14:00 Fabio Bellini (Milano Bicocca): On the axiomatizations of Value at Risk, Expected Shortfall and expectiles 15:15 Elisa Mastrogiacomo (Insubria): Dynamic risk measures: dual representation, time-consistency and connections with Backward Stochastic Differential Equations} Organized by: Carlo Acerbi (Larix Risk Consulting) Stefano Bonaccorsi (Università di Trento) Sponsorship: Cassa Centrale Banca Participation is free of charge, but registration is mandatory. The registration deadline is April 28th 2023 (Friday) at 12:00. Please register via email at primer.maths(a)unitn.it Live streaming available on request, please contact the organizers at \ texttt{primer.maths(a)unitn.it} Risk Management – From theory to practice

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Summer School on "Statistical Mechanics and Stochastic PDEs" (Sep 11-15, 2023)
by Francesco Caravenna 20 Apr '23

20 Apr '23

Dear friends, this is the last announcement for the summer school "Statistical Mechanics and Stochastic PDEs" which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME. The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their updated course titles is: Massimiliano Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization Antti Kupiainen (Univ. Helsinki, Finland) - Constructive Conformal Field Theory: the case of the Liouville Model Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Large-scale behavior of (super-)critical stochastic PDEs We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation). Interested participants should submit their applications before Apr 30, 2023, through the school website: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…> Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…> Please feel free to circulate the information. The organisers, Francesco Caravenna, Rongfeng Sun, Nikos Zygouras -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminar: Federico Ricci Tersenghi at Tor Vergata
by salvi 19 Apr '23

19 Apr '23

Dear all, On Wednesday, April 26th, at 14h00 in Aula 2001 (change of usual room! Aula 2001 is behind Aula Dal Passo) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Federico Ricci Tersenghi (La Sapienza) with the seminar _ _ _"Phase transitions and algorithmic thresholds for optimization and inference problems on sparse random graphs__"_ _ _ Abstract: Focusing on some fundamental constraint satisfaction problems defined on sparse random graphs (e.g. random k-sat, random q-coloring) I will start summarizing the rich phase diagram of the solution space which has been derived using powerful techniques from statistical mechanics of disordered systems. I will then discuss the implications of some of these phase transitions for the behaviour of smart algorithms searching for solutions. In the second part, I will consider the problem of inferring a signal from noisy and/or incomplete data within the Bayesian framework called the teacher-student scenario. I will discuss the corresponding phase diagrams and how phase transitions may affect the performances of inference algorithms based on message-passing and Monte Carlo sampling. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams [1]. The seminar is part of the Excellence Project MatMod@TOV. Note that in the next month we will have plenty more of interesting seminars from mathematicians and computer scientists, save the dates! 03.05.2023 - Pierluigi Crescenzi (GSSI) 09.05.2023 - Arturo Kohatsu-Higa (Ritsumeikan University, Kyoto) 17*.05.2023 - Daniele Calandriello (Google Deep Mind, Paris) 24.05.2023 - Rongfeng Sun (NUS, Singapore) *exact date to be confirmed You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php. Links: ------ [1] https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…

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Pre-Doc research Position TU Wien
by Avalos Pacheco, Alejandra 19 Apr '23

19 Apr '23

Dear colleagues, The Research Unit of Applied Statistics at TU Wien invites applications for a Pre-Doc research Position. Tasks: * Conduct research leading to peer-reviewed articles and a PhD dissertation * Assist in teaching (including evaluations, exams and guidance of students) * Participation in scientific functions (conferences, workshops, summer schools, etc.) * Assistance/Collaboration in organization of research unit functions and administrative tasks Your profile: * Bachelor’s Degree in Mathematics (preferably) or related field * Completed Master’s Degree or equivalent (e.g., Dipl.-Ing., Dipl.-Inf.), preferably with distinction, in Statistics, Pure or Applied Mathematics, Computer Science or related fields * Strong analytical and computing skills (R, Python, C++, Matlab) * Strong interest in research * Good communication and writing skills in English The entry level salary is determined by the pay grade B1 of the Austrian collective agreement for university staff. This is a minimum of currently EUR 2,458.00/month gross, 14 times/year for 30 hours/week. Relevant working experiences may increase the monthly income. Apply here: https://jobs.tuwien.ac.at/Job/207833 Best regards, Alejandra Avalos-Pacheco

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