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Seminar in Statistics - SAMUEL LIVINGSTON
by Pierpaolo De Blasi 20 May '24

20 May '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Maggio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Samuel Livingston (UCL UK) Title: *Robust gradient-based sampling algorithms using skew-symmetric numerical schemes* Abstract: State-of-the-art sampling algorithms for smooth continuous distributions are typically gradient-based, e.g. Langevin or Hamiltonian Monte Carlo. It is known, however, that particular features of the distribution to be sampled can cause them to be unstable/work poorly. The algorithms are typically based on a numerical simulation of some stochastic process (e.g. the overdamped Langevin diffusion), and the instability comes from the choice of numerical scheme. I will introduce a new explicit numerical scheme for diffusions, which has skew-symmetric increments, and can be used to design simple and fast sampling algorithms that are provably more robust. I will show that the resulting 'unadjusted Barker algorithm', so called because of its connection to the Barker Metropolis—Hastings algorithm of Livingstone & Zanella (JRSS B, 2022) is well-defined and converges at a geometric rate to an equilibrium which is close to the distribution of interest in many cases when the unadjusted Langevin algorithm is transient. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81530120491?pwd=YUV4Y2dtb1creEMvRkR5SkpmeW1sQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Posizioni Postdoc all'Università di Granada
by Antonio DI CRESCENZO 18 May '24

18 May '24

Buongiorno, invio notizia di 2 posizioni Postdoc all'Università di Granada su argomenti: - "Modelling and differential equations" e "Statistics and operational research". _____________________________________________________________ To all interested candidates: The Institute of Mathematics of the University of Granada (IMAG) offers two postdoctoral positions, to start in September-October 2024, and with an end date of December 31, 2025. These positions are in the areas of "*Modelling and differential equations*" and "*Statistics and operational research*" (one position per area). The application deadline is *June 10, 2024*. Further details can be found at IMAG's website https://wpd.ugr.es/~imag/imag-maria-de-maeztu-postdocs-2024/ These contracts are supported by IMAG's Excellence Seal "María de Maeztu" with reference CEX2020-001105-M. --

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6-year assistant professor position (non-tenured) in probability, TU Vienna
by Toninelli, Fabio Lucio 18 May '24

18 May '24

Dear colleague, the Technical University of Vienna is advertising a 6-year assistant professor position (non-tenured) in probability theory, within the Probability research group (https://www.tuwien.at/en/mg/proba)<https://www.tuwien.at/en/mg/mstoch> <https://www.tuwien.at/en/mg/mstoch> Deadline for applications: June 27th, 2024. Earliest possible starting date: September 2024 For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/233239 The teaching load is 4 hours/week. Please forward this to potentially interested candidates Best wishes Fabio Toninelli (head of the Probability group) --------------------------------------------------------------------- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Open Postdoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Postdoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (2 years, 40h) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The post-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2493/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

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Open Praedoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Praedoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applicants for the position of one to two Prae-Docs (3 year appointment, 30 hours) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The pre-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2491/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

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3-year Post-doctoral Position on Stochastic Games at Bielefeld University
by Ferrari, Giorgio 17 May '24

17 May '24

Dear All, this is to inform about a *3-year post-doctoral position* in my group at the Center for Mathematical Economics of Bielefeld University (salary level TVL-13, 100%). The post-doctoral researcher will conduct research on stochastic games (with N players or of mean-field type) wiith singular controls, as well as on mean-field control problems. *Deadline for applications: June 12, 2024.* Further information can be found here: https://jobs.uni-bielefeld.de/job/view/3392/research-position-postdoc?page_… Please foward this message to any interested person. Best wishes and thanks, Giorgio Ferrari

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23 mag 2024 - Seminario Dr. Ivana Pavlu
by Enea Bongiorno 17 May '24

17 May '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 -------------------------------- - data e orario: 23 maggio 2024 ore 15.00 - aula 204, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/iap-gjcr-bkb Title: *Regression analysis with density functions in Bayes spaces* *Ivana Pavlů*, Palacký University Olomouc, Czech Republic *Abstract*: Regression analysis offers tools for explaining the relation between (a set of) dependent and independent variables. Recent advances extend the available response types from uni- or multivariate to functional, and more recently also distributional responses. For functional distributions, often represented through probability density functions, the Bayes space framework was developed to respect the relative information they carry. The Hilbert space structure of Bayes space enables one to utilize standard methods of functional data analysis for the use on - properly transformed - density functions. Focusing on regression analysis, it is possible to construct adequate models with densities on the side of both the dependent and independent variables. In this seminar, a brief overview of regression models for univariate densities will be presented. A closer attention will be given to the possible generalization of additive regression model for bivariate distributions. Finally, an outlook at the Bayesian inference in linear regression with probability densities will be discussed. All proposed methods will be demonstrated on real data from the fields of geochemistry and demographics. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1AW4P1_HNdVO7Ot70mjM-KCQLhnSSVmRi/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 ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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talk Prof. Domenico Marinucci on May 29 - DIMA - UNIGE
by Ernesto De Vito 16 May '24

16 May '24

Dear all, you are all invited to participate to the following seminar. Speaker : Domenico Marinucci (https://sites.google.com/view/domenicomarinucci/home) Affiliation: Dipartimento di Matematica - Università Roma Tor Vergata Title: Spectral complexity of deep neural networks Date: Monday, May 29, 2024 at 11.30 Place: Aula 704 (7th floor) , Dipartimento di Matematica at University of Genova, Via Dodencaneso 35, Abstract: It is well-known that randomly initialized, push-forward, fully-connected neural networks weakly converge to isotropic Gaussian processes, in the limit where the width of all layers goes to infinity. In this paper, we propose to use the angular power spectrum of the limiting fields to characterize the complexity of the network architecture. In particular, we define sequences of random variables associated with the angular power spectrum, and provide a full characterization of the network complexity in terms of the asymptotic distribution of these sequences as the depth diverges. On this basis, we classify neural networks as low-disorder, sparse, or high-disorder; we show how this classification highlights a number of distinct features for standard activation functions, and in particular, sparsity properties of ReLU networks. Our theoretical results are also validated by numerical simulations. Joint work with Simmaco Di Lillo, Michele Salvi e Stefano Vigogna Best wishes, Ernesto --------------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy e-mail: ernesto.devito(a)unige.it tel: +390103536783

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assegno con Fincantieri su algoritmi quantistici per Navier Stokes
by Giacomo De Palma 15 May '24

15 May '24

Cari tutti, ho appena pubblicato il seguente bando per un assegno di ricerca di 15 mesi all’università di Bologna su un progetto in collaborazione con Fincantieri (https://www.fincantieri.com/it/) riguardante simulazioni numeriche di algoritmi quantistici per le equazioni di Navier-Stokes: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67830 L’assegno prevede uno stipendio competitivo di circa 2000€ netti al mese. È richiesta solo la laurea magistrale, ma un’esperienza in simulazioni numeriche di algoritmi quantistici è preferibile. I candidati possono allegare alla domanda fino a due lettere di referenza. La presa di servizio è prevista per il 1° giugno, e la scadenza del bando è il 21 aprile. Vi sarei grato se inoltraste l’avviso a potenziali interessati. Un caro saluto, Giacomo

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ISBA World 2024 - Regular Registration Closing May, 31
by Roberto CASARIN 15 May '24

15 May '24

Dear Colleagues, We kindly remind you that the ISBA 2024 World Meeting is approaching. *The regular registration fee will remain available until May 31*. More detailed information is available at: https://www.unive.it/isba2024 ISBA2024 is organized by the International Society for Bayesian Analysis ( ISBA <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>) in collaboration with the Venice Centre in Economic and Risk Analytics (VERA <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>) at Ca’ Foscari University of Venice. Looking forward to meeting you in Venice! Best regards, The ISBA World 2024, Local Organizing Committee. ------------------------------ 31st World Meeting ISBA 2024July 1st - July 7th, 2024Ca’ Foscari University, San Giobbe Campus, Venice, Italy The ISBA world meetings bring together the international statistical community of researchers and professionals who develop Bayesian methods and apply them to challenging problems in different fields, ranging from economics and finance to business, industry, biostatistics, pharmaceutical statistics, environmental statistics, etc. *Supported by*: Ca' Foscari University of Venice, Department of Economics, Venice Centre in Economic and Risk Analytics (VERA), Fondazione Università Ca' Foscari. *Under the auspices of:* Ministero dell'Università e della Ricerca (MUR), Regione del Veneto, Città Metropolitana di Venezia, Città di Venezia, Istituto Veneto di Scienze, Lettere ed Arti, Società Italiana di Econometria (SIdE), Società Italiana di Matematica Applicata e Industriale (SIMAI), Società Italiana di Statistica (SIS), Gruppo Nazionale per l'Analisi Matematica la Probabilità e le loro Applicazioni (INDAM-GNAMPA). *Main Sponsors*: Eurizon Asset Management, Generali, University of Michigan School of Public Health (Dept. of Biostatistics), United States National Sciences Foundation, University of California Los Angeles (Dept. of Biostatistics). *Other Sponsors:* Collegio Carlo Alberto (de Castro Statistics Initiative), University of Texas at Austin (Dept. of Statistics and Data Sciences), Duke University (Dept. of Statistical Science), G-Research, SAS, STATA, Università Bocconi (Dept. of Decision Sciences), European Datawarehouse, Pfizer, Posit, Brown University School of Public Health, INDAM-GNAMPA, CRC press, Springer Verlag. *Scientific Committee**:* Sinead Williamson <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…> (Chair), University of Texas at Austin/Apple Sergios Agapiou <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of Cyprus Trevor Campbell <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of British Columbia Roberto Casarin <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Ca’ Foscari University of Venice Luis Mauricio Castro Cepero <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Pontificia Universidad Católica de Chile Christopher Drovandi <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Queensland University of Technology Daniele Durante <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Bocconi University Hedibert Freitas Lopes <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Institute of Educatio and Research Emtiyaz Khan <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, RIKEN Center Matthias Katzfuss <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of Wisconsin-Madison Juhee Lee <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of California Santa Cruz David Nott <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, National University of Singapore Stéphanie van der Pas <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Amsterdam UMC Bruno Sansó <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of California Mike West <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Duke University -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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