- Random - Mailing list — Dipartimento di Matematica, UniPI

Announcement Bernoulli Workshop EPFL September 2023
by Lucio Galeati 02 Mar '23

02 Mar '23

Dear Professors and Colleagues, I am writing to advertise a young researcher workshop that we are organizing for this September (see announcement below) in the Bernoulli Center for fundamental studies <https://bernoulli.epfl.ch/> at EPFL. Feel free to share this announcement among potentially interested participants you might know. There are funding opportunities, but participation is limited. The application for participation and funding is done through this form https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin… The deadline is May 15th. Thanks in advance and best wishes, Michele, Lucio and Massimo ========= *Bernoulli workshop: Enjoying Probability and Fluids in Lausanne* Date: Monday, Sep 18, 2023 -- Friday, Sep 22, 2023 Place: Bernoulli center for fundamental studies at EPFL <https://bernoulli.epfl.ch/>, Lausanne, Switzerland The workshop aims at bringing together some of the most talented early stage researchers working on modern analytic and probabilistic aspects of fluid dynamics. The format will consist of several talks from invited speakers and open discussions. The focus will be on Euler, Navier-Stokes equations and related models. Topics that might be addressed include non-uniqueness, blow-up, bifurcation, invariant measures, ergodicity, mixing. The workshop is intended for early stage researchers (mainly Ph.D. and postdocs) interested in working on these subjects. Support for selected participants will be available. Organizing Commitee: Michele Dolce, Lucio Galeati, Massimo Sorella Website at Bernoulli: https://bernoulli.epfl.ch/programs/enjoying-probability-and-fluids-in-lausa… Website at EPFL: https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin…

1 0

Seminar by Alessandra Faggionato, on March 6th, Padova Seminars in Probability and Finance
by Alberto Chiarini 02 Mar '23

02 Mar '23

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on March 6th, 2023 at 16.00, Room 1BC45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Alessandra Faggionato (Università La Sapienza) Title: Hydrodynamic limit of simple exclusion processes on point processes with random conductances Date and time: Monday, MARCH 6th at 16.00 Place: room 1BC45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/83774362817?pwd=ZDZnRGdZZGpDNDRQd3pMQUw4NUx4dz09 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We consider continuous-time random walks on a simple point process with random symmetric jump rates. The jump range can be unbounded. We assume some second-moment conditions and that the above randomness is left invariant by the action of the group G = R^d or G = Z^d. We then add the site-exclusion interaction, thus making the particle system a simple exclusion process. We show that, for almost all environments, under diffusive space-time rescaling the system exhibits a hydrodynamic limit in path space. The hydrodynamic equation is non-random and governed by the effective homogenized matrix D of the single random walk, which can be degenerate. The proof relies both on particle duality and on stochastic homogenization for a single random walk. We then focus on specific examples, including the simple exclusion process on Delaunay triangulations. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

1 0

Seminario di Markus Fischer - 7 marzo, Sapienza Università di Roma
by Giacomo Di Gesu 02 Mar '23

02 Mar '23

Martedì 7 marzo, ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma. *Speaker: *Markus Fischer, Università di Padova *Title: *On correlated equilibria and mean field games *Abstract: *Mean field games are limit models for symmetric N-player games, as the number of players N tends to infinity. The prelimit models are usually solved in terms of Nash equilibria. A generalization of the notion of Nash equilibrium, due to Robert Aumann (1974, 1987), is that of correlated equilibrium. In a simple discrete setting, we will discuss correlated equilibria for mean field games and their connection with the underlying N-player games. We first consider equilibria in restricted strategies (Markov open-loop), where control actions depend only on time and a player's own state. In this case, N-player correlated equilibria are seen to converge to the mean field game limit and, conversely, correlated mean field game solutions induce approximate N-player correlated equilibria. We then discuss the problem of constructing approximate equilibria when deviating players have access to the aggregate system state. We also give an explicit example of a correlated mean field game solution not of Nash-type. Results (with L. Campi and Federico Cannerozzi) on a related notion of equilibrium in a diffusion-type setting will be mentioned as well. Joint work with Ofelia Bonesini (Imperial College London) and Luciano Campi (University of Milan "La Statale")

1 0

Seminar Prof. Kostas Kardaras on "Portfolio choice under taxation and time constraints", 02/03/2023 at 4:30pm (fwd)
by Tiziano Vargiolu 01 Mar '23

01 Mar '23

****************************** WHEN? Thursday 2 March 2023 at 4:30pm WHERE? Room: 2BC60 - TORRE ARCHIMEDE, via Trieste 63, 35121 Padova (only in presence) WHO? Prof. Kostas Kardaras (LSE London) WHAT? Seminar on "Portfolio choice under taxation and time constraints" Abstract: We consider the problem of choosing an investment strategy that will maximise utility over distributions, under capital gains tax and constraints on the expected liquidation date. We show that the problem can be decomposed in two separate ones. The first involves choosing an optimal target distribution, while the second involves optimally realising this distribution via an investment strategy and stopping time. For the latter step, a variant of the Azema-Yor solution to the Skorokhod embedding problem is utilised, and its description is given very precisely in terms of solutions to algebraic equations.

1 0

Webinar PRISMA lunedì 6 marzo GUBINELLI-CALVIA
by Claudia Ceci 28 Feb '23

28 Feb '23

Buongiorno a tutt* ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html) *Lunedì 6 marzo 2023, * *ore 16-17 Alessandro Calvia* *Titolo: *Stochastic filtering in a non-Markovian framework with predictable jump times. *Abstract:* Stochastic filtering is a classic branch of applied probability. Research on this subject began with the pioneering works of N. Wiener and R. E. Kalman; since then, it has vastly expanded in numerous directions and is still ongoing. The starting point of a stochastic filtering problem is a partially observed system, i.e., a model consisting of a signal (or unobserved) process and an observed process. The main goal is to compute an equation satisfied by the filter, which is the conditional distribution of the hidden signal given the available observation. To deduce filtering equations, classic models usually feature Markovian signal-observation pairs that may only have totally inaccessible jump times. In this talk I will present a non-Markovian model, with path-dependent coefficients, that also allows for predictable jump times both in the signal and in the observed process. These two features naturally arise in various applications and require some new ideas and non-trivial technical tools to be dealt with in the context of stochastic filtering. After providing some examples, I will deduce the filtering equation and, if time permits, I will discuss some possible future research. This is joint work with Elena Bandini and Katia Colaneri. *ore 17-18 **Massimiliano Gubinelli* *Titolo:* What is stochastic quantisation? *Abstract:* Euclidean quantum fields (EQFs) are probability measures on spaces of generalized functions on R^d out of which one can construct quantum field theories via a well understood procedure. Proving the existence of non-Gaussian Euclidean quantum fields in dimensions d=2,3 has been proved quite challenging, and informed the development of new mathematical techniques (logarithmic Sobolev inequalities, phase-space expansion, cluster and polymer expansions, renormalization group). More recently, also thanks to development in the theory of singular stochastic partial differential equations, the study of these probability measures has been taken on again, from the point of view of stochastic analysis. I will try to give a broad panorama of this stochastic approach, of his results and of the many open problems. As a result I would like to motivate the idea that stochastic quantisation should be seen as a novel kind of stochastic analysis adapted to situations, like EQFs, where stochastic calculus alone is not effective due to singular nature of the objects or the lack of a useful filtration. Qui di seguito il link per la partecipazione: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Cari saluti, Claudia Ceci *************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

1 0

OWPS Tomorrow: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 28 Feb '23

28 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Alan Hammond and Tyler J. Helmuth will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 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

1 0

Seminar by Riccardo Michielan in Florence
by Gianmarco Bet 28 Feb '23

28 Feb '23

Dear colleagues, Today at 2.30 PM Riccardo Michielan (University of Twente) will present a seminar on "Is there geometry in real networks?” at the University of Florence (Department of Statistics and Computer Science, Viale Morgagni 59, Aula 205). The Seminar will be available also online. Please register here to participate online: https://us02web.zoom.us/webinar/register/WN_O2wv8qTvRBWYKcyZw2qOrQ <https://www.google.com/url?q=https://us02web.zoom.us/webinar/register/WN_O2…> After registering, you will receive a confirmation email containing all information and the link to join the webinar. You are invited to forward the event also to your students, PhDs and colleagues who may be interested in the Seminar (you find a flyer with all the info, including abstract, attached). Kind Regards, Gianmarco Bet ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 https://unifirenze.webex.com/meet/gianmarco.bet ----------------------------------------------------------------------

1 0

One World dynamics seminar - Friday 10th March
by Ottobre, Michela 27 Feb '23

27 Feb '23

Dear all, the next One World dynamics seminar, devoted to multiscale problems, will take place on Friday 10th of March at 3 pm Berlin time (2 pm London, 9 am Washington DC). Speakers for the next session will be Konstantinos Spiliopoulos (Boston University): Rate of homogenization for fully-coupled McKean-Vlasov SDEs - 3 pm Berlin time Pavlos Zoubouloglou (University of North Carolina): Large Deviations for Small Noise Diffusions Over Long Time - 3:45pm Berlin time Abstracts and joining instructions can be found here https://sites.google.com/view/oneworlddynamics/home All the Best, Michela, on behalf of the organisers of the OWDS -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

1 0

Seminario Prof. Yuliya Mishura
by Enrica Pirozzi 24 Feb '23

24 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE Drift parameters estimation in the Cox-Ingersoll-Ross model Abstract We investigate two drift parameter estimators in the CIR and CKLS models with standard Wiener process. Strong consistency and asymptotic normality are established. Il seminario si terrà il giorno 28 Febbraio 2023 ore 13:30 nella Aula D del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

1 0

Seminar in Statistics - Giovanni Rabitti & Thomas Berrett
by Pierpaolo De Blasi 24 Feb '23

24 Feb '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 3 Marzo 2023, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terranno i seguenti 2 seminari: ------------------------------------------------ Time: 11.00 - 12.00 Speaker: *Giovanni Rabitti* (Heriot Watt University, Edinburgh) Title: *Fantastic sensitivity measures and where to find them* Abstract: Data science and scientific modeling are extensively used to provide predictions for policy-making purposes. However, resulting communications need to be supported by a proper uncertainty quantification to assess variability in model predictions, by the identification of the key-uncertainty drivers. This information can be provided by statisticians with sensitivity analysis methods. Knowing the drivers of uncertainty supports effective policy-making. This talk is a guided tour in sensitivity analysis techniques and some recent results. In the first part of the talk, starting from the basics, local and global methods will be introduced. When the model is large (i.e. with many input variables), screening techniques are typically used to reduce the dimensionality of the scientific model and will be presented in the talk. In the second part of the talk, I will introduce cooperative games techniques to assess variable importance. I will present recent results on the computation on these importance measures, as well as their application to GAM models, to extreme value problems and to two actuarial pricing models. If there is time, I will introduce a game-theoretic interaction index for discovering subjects at higher identification risk. ------------------------------------------------ Time: 12.00 - 13.00 Speaker: *Thomas Berrett* (University of Warwick) Title: *Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility* Abstract: Given a set of incomplete observations, we study the nonparametric problem of testing whether data are Missing Completely At Random (MCAR). Our first contribution is to characterise precisely the set of alternatives that can be distinguished from the MCAR null hypothesis. This reveals interesting and novel links to the theory of Frechet classes (in particular, compatible distributions) and linear programming, that allow us to propose MCAR tests that are consistent against all detectable alternatives. We define an incompatibility index as a natural measure of ease of detectability, establish its key properties, and show how it can be computed exactly in some cases and bounded in others. Moreover, we prove that our tests can attain the minimax separation rate according to this measure, up to logarithmic factors. Our methodology does not require any complete cases to be effective, and is available in the R package MCARtest. ------------------------------------------------ Sarà possibile seguire entrambi i seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88246009718?pwd=UnVxL2R5RThwQllDbWVnbTdRNGVMUT09> 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/>

1 0

Seminar by Dr. Piero Mazzarisi.
by Giorgio Rizzini 24 Feb '23

24 Feb '23

Dear all, we are glad to announce the following seminar by Dr. Piero Mazzarisi (University of Siena) on Tuesday, February 28th 2023 starting from 11:00 in room 4026 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *Realized Random Graphs, with an application to the Interbank Network* *Piero Mazzarisi* Department of Economics and Statistics University of Siena *Abstract:* This work introduces a new econometric methodology to infer dynamic network models driven by latent state variables. The main idea is to obtain a noisy representation of the state variables dynamics by computing a sequence of cross-sectional estimates of the network model at each point in time. The dynamic modeling of these cross-sectional estimates, that we name realized random graphs, transforms the original nonlinear state-space network model into a linear time-series model that can easily be estimated. Under the assumption that the network is dense, and of a mixed-membership blockmodel structure, we show that the model parameters and the unobservable state variables can be estimated at a super-consistent rate of convergence for large cross sections. By allowing for an extremely rich parameterization of the model in high dimensions, the proposed methodology describes the heterogeneous topology of real-world networks. We corroborate our findings by using this novel framework to estimate and forecast the dynamic common factors driving the evolution of the Italian electronic market of interbank deposits. *February 28th, 2023, 11:00 a.m.* *Department of Statistics and Quantitative Methods* Aula Seminari 4026 - Building U7 (Fourth floor*)* *Bicocca degli Arcimboldi street, 8 – 20126 Milan* For further information, please write to *rosanna.grassi(a)unimib.it <rosanna.grassi(a)unimib.it>*

1 0

Associate professorship Mathematical Physics Bologna
by giacomo.depalma＠sns.it 23 Feb '23

23 Feb '23

Dear all, The Department of Mathematics of the University of Bologna has opened an Associate Professor position in Mathematical Physics. IMPORTANT: Applicants should already hold an equivalent position or have the Italian National Scientific Qualification for Associate Professorship in Mathematics. We are looking for top-level researchers in the fields of Classical Mechanics, Quantum Mechanics or Statistical Mechanics. The Mathematical Physics Group is active in the main areas of the discipline and the Department has a wide spectrum of research interests in all the fields of mathematics and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. The University of Bologna is renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. Link to the call: https://bandi.unibo.it/s/apos4/d-r-n-75-del-25-gennaio-2023-bando-per-la-cop ertura-di-posti-di-professore-di-ii-fascia-ai-sensi-dell-art-18-comma-4-dell a-legge-240-2010 Deadline for applications: March 23, 2023 For further information you are welcome to contact me (giacomo.depalma(a)unibo.it <mailto:giacomo.depalma@unibo.it> ), Prof. Emanuela Caliceti (emanuela.caliceti(a)unibo.it <mailto:emanuela.caliceti@unibo.it> ) or Prof. Daniele Tantari (daniele.tantari(a)unibo.it <mailto:daniele.tantari@unibo.it> ). You are welcome to forward this email to potentially interested candidates. Best, Giacomo

1 0

PhD ECOSTATDATA - Call for applications
by Alessia Caponera 23 Feb '23

23 Feb '23

Dear colleagues, We are glad to announce that five fully funded Ph.D. fellowships in STATISTICS are available within the Ph.D. programme ECOSTATDATA at the University of Milano-Bicocca for the 39th cycle. The Ph.D. program extends over four years (Nov 2023 - October 2027) The first public call for applications will be out from March 21 to April 19, 2023, and the final ranking of candidates will be published in May 2023. Please find attached the pdf file with the call for applications. Best regards, Alessia Caponera

1 0

SPASS Seminars: M. Aleandri and M. Rehmeier
by Francesco Grotto 21 Feb '23

21 Feb '23

Dear Colleagues, We would like to invite you to the following SPASS seminar by Marco Rehmeier (U. Bielefeld) and Michele Aleandri (Sapienza), jointly organized by UniPi, SNS, UniFi and UniSi. The seminars will take place on TUE, 28.2.2023 starting at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa. The seminars will also be broadcasted on Google Meet, follow the link below for the streaming. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass Marco Rehmeier (Bielefeld University), 14:00 Title: On nonlinear Markov Processes in the sense of McKean Abstract: We study nonlinear Markov processes in the sense of McKean and present a large new class of examples. Our notion of nonlinear Markov property is in McKean's spirit, but more general in order to include examples of such processes whose one-dimensional time marginals solve a nonlinear parabolic PDE, such as Burgers' equation, the porous media equation, or variants of the latter with transport-type drift. We show that the associated nonlinear Markov process is given by path laws of weak solutions to a corresponding distribution-dependent stochastic differential equation whose coefficients depend singularly (i.e. Nemytskii-type) on its one-dimensional time marginals. Moreover, we show that also for general nonlinear Markov processes, their path laws are uniquely determined by one-dimensional time marginals of suitable associated conditional path laws. Furthermore, we characterize the extremality of the curves of the one-dimensional time marginals of our nonlinear Markov Processes in the class of all solutions to the associated linearized PDE and, this way, obtain new interesting results also for the classical linear case. This is joint work with Michael Röckner. Michele Aleandri (Università di Roma La Sapienza), 15:00 Title: Opinion dynamics with Lotka-Volterra type interactions Abstract: We investigate a class of models for opinion dynamics in a population with two interacting families of individuals. Each family has an intrinsic mean field “Voter-like” dynamics which is influenced by interaction with the other family. The interaction terms describe a cooperative/conformist or competitive/nonconformist attitude of one family with respect to the other. We prove chaos propagation, i.e., we show that on any time interval [0; T], as the size of the system goes to infinity, each individual behaves independently of the others with transition rates driven by a macroscopic equation. We focus in particular on models with Lotka-Volterra type interactions, i.e., models with cooperative vs. competitive families. For these models, although the microscopic system is driven a.s. to consensus within each family, a periodic behaviour arises in the macroscopic scale. In order to describe fluctuations between the limiting periodic orbits, we identify a slow variable in the microscopic system and, through an averaging principle, we find a diffusion which describes the macroscopic dynamics of such variable on a larger time scale.

1 0

Seminar by Paolo Di Tella in Padova
by Giorgia Callegaro 20 Feb '23

20 Feb '23

Dear all, you're invited to the next seminar in Probability and Finance that will take place this Friday, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Paolo Di Tella (TU Dresda) * *Date and time*: 24th February 2023, 2.30pm * *Room (Torre Archimede)*: 2BC60 * *Zoom link*: please find it here *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> * *Title*: *On the compensator of step processes in progressively enlarged filtrations and related control problems* * *Abstract*: please check the webpage *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> See you there! The organisers A. Bianchi, G. Callegaro, M. Formentin -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

avviso di seminario
by Barbara Martinucci 20 Feb '23

20 Feb '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Venerdì 24 febbraio 2023, alle ore 12:30, nella la Sala del Consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terrà il seguente seminario in presenza e online (su Teams): *Statistical estimation in the models with memory* Prof.ssa *Yuliya Mishura* Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) Gli interessati sono cordialmente invitati a partecipare, * Antonio Di Crescenzo* * Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* We consider mixed fractional Brownian motion with trend and propose the estimators of all parameters. However, the estimators are constructed in different ways for different parameters. Then we consider the numerical estimation of the drift parameter in the linear model with two fBms with different Hurst indices. Numerical construction of MLE is reduced to the numerical solution of the Fredholm integral equation of the 2nd kind with a singular kernel.

1 0

Next OWPS on March 1st: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 20 Feb '23

20 Feb '23

OWPS's next session will be on Wednesday the 1s of March of from 15:00 to 17:00 UTC. Our next speakers are: Alan Hammond (Berkeley) and Tyler J. Helmuth (Durham University) 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. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 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

1 0

Mi presento
by Marco Zamparo 20 Feb '23

20 Feb '23

Buongiorno a tutti, da qualche ora sono parte di questa vostra lista. Questo breve messaggio è per presentarmi a quelli di voi che ancora non mi conoscono. Mi chiamo Marco Zamparo e sono un fisico teorico "pentito" che da qualche anno si occupa di probabilità e fisica statistica rigorosa. Allego un CV aggiornato per i curiosi. Sto lavorando al modello di pinning dei polimeri con Giambattista Giacomin (Université Paris Cité) e ai processi di rinnovo in ambiente random con Frank den Hollander (Universiteit Leiden). Sono inoltre interessato allo studio del gas di Lévy-Lorentz, del quale ho parzialmente caratterizzato le proprietà di trasporto. Ho un RTDA in fisica teorica e sono in cerca di una posizione in probabilità o fisica matematica per poter completare la "trasformazione". Dati i vincoli Gelmini sugli anni di precariato, sono costretto a considerare solo RTDB o nuovi RTT. Sono in possesso dell'abilitazione scientifica nazionale in fisica matematica (MAT/07) e a maggio chiederò quella in probabilità (MAT/06). Se qualcuno avesse piacere di conoscermi, sarei lieto di fare una presentazione o un seminario. Non vi rubo altro tempo. Grazie per l'attenzione! Buona settimana, Marco

1 0

Fixed term research position (RTDa) in Pisa
by Marco Romito 20 Feb '23

20 Feb '23

dear all I would like to announce a fixed term three years research position (RTD-A) on probabilistic models for the mathematics of machine learning at the Maths Department of University of Pisa. The official call can be found here https://bandi.unipi.it/public/Bandi/Detail/4ad9b281-2731-4170-b0a6-1c2863b0… The position is funded by the PNRR - M4C2 - Investimento 1.3, Partenariato Esteso PE00000013 - "FAIR - Future Artificial Intelligence Research" - Spoke 1 "Human-centered AI", funded by the European Commission under the NextGeneration EU programme. Please contact me in case of further information m.

1 0

Fwd: I: Corso di Analisi in Dimensione Infinita
by DAVIDE AUGUSTO BIGNAMINI 17 Feb '23

17 Feb '23

Buongiorno, inoltro l'annuncio di un corso di dottorato offerto dall'università di Parma. Cordialmente, Davide ---------- Forwarded message --------- Da: Paolo DE FAZIO <paolo.defazio(a)unipr.it> Date: ven 17 feb 2023 alle ore 14:47 Subject: I: Corso di Analisi in Dimensione Infinita To: davideaugusto.bignamini(a)unipv.it <davideaugusto.bignamini(a)unipv.it> ------------------------------ Mercoledì 22 febbraio dalle ore 14.00 alle ore 16.00, si terrà presso il plesso di Matematica dell'Università degli Studi di Parma la prima lezione del Corso di Analisi in Dimensione Infinita tenuto della prof.ssa Alessandra Lunardi. Syllabus: *This is an introductory course about analysis in separable Hilbert spaces endowed with non-degenerate Gaussian measures. Sobolev spaces and spaces of continuous functions* *from X to R **will be considered. The basic differential operators (gradient and divergence) will be studied, as well **as** Ornstein-Uhlenbeck operator**s** and Ornstein-Uhlenbeck semigroup**s**, that are the Gaussian analogues of the Laplacian and the heat semigroup. The most important functional inequalities in this context, such as Poincaré and logarithmic Sobolev inequalities, will be proved. Hermite polynomials and the Wiener chaos* * decomposition ** will be described. * The reference books are "Gaussian Measures" by V. Bogachev (Mathematical Surveys and Monographs 62, AMS 1998); "Second Order Partial Differential Equations in Hilbert Spaces" by G. Da Prato and J. Zabczyk (Cambridge Univ. Press 2002); “An introduction to Infinite Dimensional Analysis” by G. Da Prato (Springer 2006). Il corso consiste di 12 incontri da due ore e sarà possibile assistere da remoto. Per essere aggiunti al Team di Teams scrivere all'indirizzo paolo.defazio(a)unipr.it.

1 0

BioInference 2023 - Oxford - 8-9 June 2023
by Massimiliano Tamborrino 17 Feb '23

17 Feb '23

Dear all, We are delighted to announce the 2nd BioInference conference (https://bioinference.github.io/2023<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fbioinfer…>), taking place at the Doctoral Training Centre 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. The talks from the 1st BioInference conference are available via our public YouTube channel (shorturl.at/ekmqT<https://emea01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fshorturl.…>). The conference will combine contributed talks and poster sessions. We invite abstracts for oral / poster presentations on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems. We are especially interested in presentations on biological problems where an inference solution has yet to be found (i.e. unsolved inference problems). Abstracts can be submitted via a Google form (shorturl.at/dfo68<https://emea01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fshorturl.…>) and the deadline is midday on the 16th March 2023. The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Kind regards, 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<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>

1 0

Call for expression of interest
by Marco Romito 16 Feb '23

16 Feb '23

*Call for expression of interest* The Department of Mathematics of the University of Pisa, within the "Department of Excellence" funding framework, launches a call for expression of interest to identify candidates at all levels with outstanding scientific expertise in the fields of * mathematics of machine learning and data science, high dimensional statistics; * mathematics and modeling of complex phenomena in physical and life sciences. Interested candidates can write to segamm(a)dm.unipi.it, including a letter of motivation and a CV, with a description of current research and teaching activities. All expressions will be kept strictly confidential. Knowledge of the Italian language is not required. Tax benefits may apply according to Italian law for scholars that worked outside Italy for at least two years. The Department is committed to increasing diversity in research and welcomes applications from underrepresented groups.

1 0

SPDEvent Bielefeld
by flo bec 15 Feb '23

15 Feb '23

Dear colleagues, We are happy to announce the second installment of the SpdePostdocDocEvent (SPDEvent II) that will be held in presence at the University of Bielefeld, Germany, July 17-19, 2023. The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Please register for the event using the form provided on the above website before May 5th. To those requiring it, financial support will be provided in the form of the hotel stay. In exceptional cases additional travel costs can be reimbursed. We explicitly encourage female researchers to register. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange

1 0

PhD position in Insurance Mathematics at Bielefeld University
by Ferrari, Giorgio 15 Feb '23

15 Feb '23

Dear All, I forward the following message relative to a PhD position at Bielefeld University. Best wishes, Giorgio Ferrari Am 15.02.2023 um 20:33 schrieb Schmeck, Maren Diane: > > > Dear Colleagues, > > I would like to draw to your attention a 3-year PhD position (salary > level 66% TVL-13) in Insurance Mathematics at the Center for > Mathematical Economics, Bielefeld University. For more information, > please refer to: > > https://uni-bielefeld.hr4you.org/job/view/2215/research-associate?page_lang… > <https://uni-bielefeld.hr4you.org/job/view/2215/research-associate?page_lang…> > > Application deadline: 03.03.2023. > > I would be grateful if you could forward the announcement to suitable > candidates. > > Best regards, > > Maren Schmeck > >

1 0

Locandine Introduzione a Python e Web App con Python
by Enea Bongiorno 15 Feb '23

15 Feb '23

Buongiorno, segnalo due corsi Electives presso la LM in Management e Finanza del Piemonte Orientale. Introduzione a Python (a cura di Annamaria Gambaro) e Web App con Python (a cura di Elisa Rasca e Alessandro Rognoni) Chi fosse interessato può scrivere per maggiori informazioni e per i costi a manfin(a)uniupo.it (è previsto anche collegamento in remoto) Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

1 0

PostDoc position on Physics-Informed Machine Learning at IDSIA USI-SUPSI
by Azzimonti Laura 15 Feb '23

15 Feb '23

The "Dalle Molle" Institute for Artificial Intelligence (IDSIA) in Lugano, Switzerland is looking for a PosDoc Researcher in physics-informed machine learning. The position is framed within the EU-funded project PRAESIIDIUM, in collaboration with an outstanding team of academic, medical and industrial partners from all over Europe. We will develop a prototype tool for real-time prediction of the pre-diabetic risk based on the integration of patient-specific mathematical models and a rich dataset of real-life data. The approach will rely on novel physics-informed machine learning (ML) techniques in order to overcome the limits of standard “black-box” ML practice, while reducing the computational time for simulating heavy numerical models and improving their prediction performances. *** About the position *** We look for candidates with a Ph.D. in mathematics, physics, engineering, computer science, or related areas. The ideal candidate should have a solid background in mathematical modelling, ordinary and partial differential equations, dynamical systems, machine learning and/or related fields, good programming skills in R and/or Python and a strong commitment to fulfill research objectives. We offer a fixed-term position (initially for two years, with intent of prolongation) with an attractive salary, in line with Swiss standards and the candidate’s experience. *** About the application *** The instructions for the application, and other details of the call, can be found at the following link: https://www.supsi.ch/home_en/supsi/lavora-con-noi/2023-04-02-bando1850 Deadline: 2nd April 2023 *** About IDSIA *** IDSIA is a world-class research institute on AI founded in 1988, affiliated with both Università della Svizzera Italiana (USI) and Scuola Universitaria Professionale della Svizzera Italiana (SUPSI). It counts more than 100 staff researchers and more than 40 Ph.D. students, active in the research areas of machine learning, optimisation and control, autonomous robotics, intelligent networked systems, geometric computing and vision, natural language processing and information retrieval. IDSIA is based in the beautiful city of Lugano (Canton Ticino, Switzerland), located at the new USI-SUPSI Campus Est of Viganello-Lugano, a few hundred meters from the city center and the lake of Lugano. ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

1 0

OWPS Tomorrow: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 14 Feb '23

14 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Frank den Hollander and Elena Pulvirenti will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask for your help to share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ---------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934Time: 15:00 - 17:00 UTC 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

1 0

Second announcement "61 Probability Encounters, In honour of Sergey Bobkov", Toulouse, May 29th - June 2nd, 2023 (fwd)
by Michele Gianfelice 14 Feb '23

14 Feb '23

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 14 Feb 2023 13:17:46 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Subject: Second announcement "61 Probability Encounters, In honour of Sergey Bobkov", Toulouse, May 29th - June 2nd, 2023 Dear Colleagues, You are cordially invited to participate in the conference "61 Probability Encounters, In honour of Sergey Bobkov" to be held in Toulouse, May 29th - June 2nd, 2023. A tentative list of speakers can be found below and on the dedicated webpage https://indico.math.cnrs.fr/event/8783/ Inscription is fre but mandatory. Looking very much forward to seeing you in Toulouse, With all best wishes, The organizers (Alexander Koldobsky, Michel Ledoux, Pascal Maillard, Cyril Roberto, Boguslaw Zegarlinski) P.S.: Please bring this conference to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message. List of speakers: Speakers Tentative list of speakers: Fanny Augeri (Toulouse) * Esther Bou Dagher (Imperial College of London) Pietro Caputo (Roma 3) Patrick Cattiaux (Toulouse) Andrea Colesanti (Firenze) Dario Cordero-Erausquin (Paris) Eskenazis, Alexandros (Paris) Max Fathi (Paris) Fradelizi, Matthieu (Marne la Vallée) Friedrich Götze (Bielefeld) Michael Goldman (Paris) Nathael Gozlan (Paris Descartes) Diana Halikias (Cornell) Alderic Joulin (Toulouse) Gil Kalai* Klartag Boaz (Weizmann) Rafal Latala (Warsaw) Galina Livshyts (Georgia Tec) Mokshay Madiman (Delaware, USA) James Melbourne (CIMAT, Guanajuato, Mexico) Emanuel Milman (Technion) Mario Milman (Florida) Oleszkiewicz, Krzysztof (Warsaw) Marta Strzelecka (Warsaw) Liran Rotem (Technion) Ramon van Handel ( Princeton) Volberg, Alexander Feng-Yu Wang Artem Zvavitch (Kent) * = To be confirmed.

1 0

Seminario di Luisa Andreis
by Lorenzo Taggi 14 Feb '23

14 Feb '23

Buongiorno, si trasmette il link per seguire il seminario di Luisa Andreis (Politecnico di Milano) tramite Zoom: https://uniroma1.zoom.us/j/84073069369 Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Title: *Rare events in sparse random graphs *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

1 0

LUISS math seminar, Nizar Touzi, February 16
by Sara 13 Feb '23

13 Feb '23

Dear all, Next Thursday at 12 in Room 205 AB, Viale Romania campus, prof Nizar Touzi, Ecole Polytecnique de France, will hold a seminar on Mean field optimal stopping. Please find here below the link for online participation. Best regards, Sara. Aula 205 AB: https://luiss.webex.com/luiss-en/j.php?MTID=m06a4652aadea0b95313628c0601f89… User: w_guest(a)luiss.it Password: iA0JKPgy38 > >>

1 0

Post-doc position at University of Amsterdam
by Chiara AMORINO 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a post-doc position to your attention: The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a three-year Postdoctoral position in Statistics with emphasis on statistical inference for stochastic processes, graphical models, computational statistics and Bayesian computation. Good programming skills and being able to connect to existing research strengths in the department are assets. The preferred starting date is 1 September 2023 or earlier. Full information on the position can be found at https://workingat.vu.nl/ad/postdoctoral-position-in-statistics/riljhf<https://urldefense.com/v3/__https://workingat.vu.nl/ad/postdoctoral-positio…> Best, Chiara

1 0

PhD position open at University of Oslo
by Giulia Di Nunno 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a Phd position to your attention. This is at the University of Oslo with directions relevant for the areas of this network. The deadline for application is on February 28tj. More details can be read at the page linked here below. Please help us distribute this information among your contacts and students. Thank you for your kind attention. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway <https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> [0fc5336a-1434-4f84-9420-e0b6c595be5b.jpg] PhD Research Fellow in Stochastics, Differential Equations, and Risk (239395) | Universitetet i Oslo<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> jobbnorge.no<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

1 0

Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

1 0

Summer School "Risk and Uncertainty in Economics, Finance and Insurance" (Bielefeld, July 3-7, 2023)
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, we are happy to announce the Summer School "/Risk and Uncertainty in Economics, Insurance and Finance/", which will be held at Bielefeld University in the period *July 3-7, 2023.* The summer school will take place the week after the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) and it is part of the /Activity Month //2023/ of the CRC 1283 ( https://www.sfb1283.uni-bielefeld.de/Workshops/activitymonth/2023 ). The summer school consists of the three lectures: * /Mean Field Games with Applications in Economics/, by Fernando Alvarez (University of Chicago) * /Sharing and Managing Risk through Insurance: Markets and Models/, by Daniel Bauer (University of Wisconsin-Madison) * /Knightian Uncertainty and Statistics/, by Tommaso Denti (Cornell University) which will be then complemented by selected talks held by the participants. Further details can be found here: https://sites.google.com/view/summer-school-23/overview *The registration will open at the end of March.* All the best wishes and looking forward to welcoming you in Bielefeld in the Summer 2023, Giorgio Ferrari and Frank Riedel

1 0

Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

1 0

Seminario Prof.ssa Yuliya Mishura
by Enrica Pirozzi 12 Feb '23

12 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE: Cox-Ingersoll-Ross processes, their properties and statistical estimation. Abstract: We consider CIR processes driving by standard Wiener processes and study their properties depending on the number of degrees of freedom. Statistical parameter estimation is discussed. Il seminario si terrà il giorno 15 Febbraio 2023 ore 11:30 nella Aula G del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

1 0

Call for expression of interest - Minisymposium proposal on “Mathematics for Machine Learning” - SIMAI 2023
by Antonella Iuliano 11 Feb '23

11 Feb '23

Dear Colleagues, this is an invitation to express your interest to participate as speaker at the minisymposium proposal on “Mathematics for Machine Learning” for the 2023 edition of the bi-annual congress of the Italian Society of Applied and Industrial Mathematics <https://www.simai.eu/> (SIMAI) that will be held in Matera from August 28th to September 1st, 2023. All interested researchers are kindly invited to send an email to antonella.iuliano(a)unibas.it by the end of February 2023. Best Regards, Antonella Iuliano Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

1 0

Seminario di Luisa Andreis, Sapienza Università di Roma, 14 Febbraio
by Lorenzo Taggi 09 Feb '23

09 Feb '23

Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Luisa Andreis, Politecnico di Milano *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

1 0

ABS23 school: Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 09 Feb '23

09 Feb '23

Dear all, we are glad to inform you that it is now possible to pay the registration fee (by bank transfer or credit card) for the Applied Bayesian Statistics ABS23 which will be held in Firenze (Italy) on June, 12-16, 2023. Website: http://www.mi.imati.cnr.it/conferences/abs23/ The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. The University of Firenze can issue a certificate stating that the course is worth 3 ECTS credits. Interested students can write to abs23(a)mi.imati.cnr.it Once you register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ you will receive an email with the link to pay by credit card as well as the information on payment by bank transfer (please note that the early registration fee is available until April, 15th, 2023). Please note that only a very limited number of seats is still available and that Firenze is a very popular tourist place, so that it is better to make arrangements as soon as possible. More details about accommodation are available in the ABS23 website. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

1 0

SPASS Seminar: Lihan Wang
by Francesco Grotto 08 Feb '23

08 Feb '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Accelerate Sampling Using Birth-Death Dynamics Lihan Wang (Carnigie-Mellon University, Max Planck Institute Leipzig) The seminar will take place on TUE, 14.2.2023 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: *In this talk, I will discuss the birth-death dynamics for sampling multimodal probability distributions, which is the spherical Hellinger gradient flow of relative entropy. The advantage of the birth-death dynamics is that, unlike any local dynamics such as Langevin dynamics, it allows global movement of mass directly from one mode to another, without the difficulty of going through low probability regions. We prove that the birth death dynamics converges to the unique invariant measure with a uniform rate under some mild conditions, showing its potential of overcoming metastability. We will also show that on torus, the kernelized dynamics, which is used for numerical simulation, Gamma-converges to the idealized dynamics as the kernel bandwidth shrinks to zero. Joint work with Yulong Lu (UMass Amherst) and Dejan Slepcev (CMU).

1 0

Call of interest for researcher, associate or full professor at Tor Vergata University in Rome
by salvi 08 Feb '23

08 Feb '23

Dear all, The Department of Mathematics of Tor Vergata University in Rome has been selected for the second time in a row as "Department of Excellence in Mathematics" in Italy. The Department aims at hiring mathematicians with an outstanding record of high impact research, excellence and leadership, according to the career age. A call of interest for positions as tenure track Researcher (Italian rtdB/Rtt), Associate or Full Professor in any field of Mathematics (thus including Probability Theory!) can be found with all further details at https://www.mat.uniroma2.it/call.php Thanks for sharing the information with whom might be interested and do not hesitate to contact me for any related question. All the best, Michele Salvi

1 0

Second announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 (fwd)
by Michele Gianfelice 07 Feb '23

07 Feb '23

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 7 Feb 2023 16:20:43 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: destinataires inconnus: ; Subject: Second announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros. To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

1 0

Seminario a Napoli Prof. Leonenko
by Enrica Pirozzi 07 Feb '23

07 Feb '23

AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO Multiscaling, Intermittency and large deviation in limit theorems for superpositions of Ornstein-Uhlenbeck type processes Abstract Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently [1,2]. We investigate the limiting behavior of integrated supOU processes with finite variance[3,4,6] (see also [7] for multifaced behaviour of supOU processes in the case the infinite variance). We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. supOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments[3,4,5,6,8]. The intermittency phenomenon appears also in some other models, for example, in the subclass of ambit processes[2] known as trawl processes [5]. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA) References 1. Barndorff-Nielsen, O.E. and Leonenko, N.N., (2005), Spectral properties of superpositions of Ornstein-Uhlenbeck type processes, Methodology and Computing in Applied Probability, 7, 335-352 2. Barndorff-Nielsen, O.E., Benth, F. E., Veraart, A. E.D.(2018) Ambit Stochastics, Springer. 3. Grahovac,D., Leonenko, N.,Sikorskii, A., Te?njak , I.(2016) Intermittency of superpositions of Ornstein-Uhlenbeck type processes, Journal of Statistical Physics, 165, 390-408 4. Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu.M.S. (2019) The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes, Bernoulli 25 (2019), no. 3, 2029?2050 5. Grahovac, D. and Leonenko, N and Taqqu, M.S.(2017) Intermittency of trawl processes, Statistic and Probability Letters, 137, 235 ? 242. 6. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2019) Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes, Stochastic Processes and Applications,129,N12,5113-5150 7. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2020) The multifaced behaviour of supOU processes: the infinite variance case, Journal of Theoretical Probability, 33, N4, 1801-1831 8. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2021) Intermittency and infinite variance: the case of integrated supOU processes, Electronic Journal of Probability, 26, art.n 56, 1-31 9. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2022) Intermittency and multiscaling in limit theorems, Fractals, 30, N 7, 2250137 *** Il seminario si terrà il giorno 10 Febbraio 2023 ore 11:00 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

1 0

Next OWPS on February 15th: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 07 Feb '23

07 Feb '23

The One World Probability Seminar is back! This Semester it will take place every other Wednesday form 15:00 to 17:00 UTC. You can find more information on the web site: https://www.owprobability.org/one-world-probability-seminar. OWPS's next session will be on Wednesday the 15th of February from 15:00 to 17:00 UTC. Our next speakers are: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) 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. Best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934 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

1 0

Call for expressions of interest in a position of Researcher (tenured) or Associate/Full Professor of Statistics, Economic Statistics, Social Statistics, Demography
by Alessandra Fabbri Colabich 06 Feb '23

06 Feb '23

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, invites applications for one academic openings at the Researcher (Ricercatore Tenure Track), Associate Professor or Full Professor level. The applications might cover all the fields of interest for the Department, that is, the fields of Statistics (Statistica), Economic Statistics (Statistica Economica), Demography (Demografia) and Social Statistics (Statistica Sociale); a brief description of the research fields is available at https://www.stat.unipd.it/en/research/areas. Link: https://www.stat.unipd.it/en/call-expressions-interest-position-researcher-… -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

1 0

Avvio di Workshop@DSS (Scienze Statistiche, Sapienza) | 16 Febbraio 2023
by Pierpaolo Brutti 06 Feb '23

06 Feb '23

Cari tutti, sono lieto di segnalare la 1ª edizione del workshop dipartimentale dal titolo “Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta”, che si terrà Giovedì 16 Febbraio 2023 a partire dalle ore 9:30am, presso l’Aula Gini del Dipartimento di Scienze Statistiche dell’Università di Roma “La Sapienza”. Il tono della giornata sarà prettamente divulgativo e potrà essere seguita anche in diretta streaming su Zoom all’indirizzo: https://uniroma1.zoom.us/j/96613351917 La partecipazione “live” è gratuita ma, per motivi organizzativi, è richiesta l’iscrizione compilando il seguente form: https://cutt.ly/WSDSSREG Infine, al termine di questa email troverete il programma dettagliato della giornata ma, per maggiori informazioni, vi invito a consultare la pagina dedicata: https://www.dss.uniroma1.it/it/wsdss1 —Pierpaolo Brutti + Il comitato organizzatore ================================================================== Dear all, I’m glad to announce the 1st edition of the departmental workshop entitled “Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta”, that will take place on Thursday February 16 from 9:30am at Aula Gini Department of Statistics, University of Rome “La Sapienza”. The workshop will mostly be non-technical and live streamed also on Zoom at the following address: https://uniroma1.zoom.us/j/96613351917 Attendance (in person!) is free, but registration is required by filling in the following form: https://cutt.ly/WSDSSREG Finally, at the end of this email you will find the detailed program of the day but, for more information, please consult the dedicated page: https://www.dss.uniroma1.it/it/wsdss1 Please spread the news! …look forward to see you in Rome! Best —Pierpaolo Brutti + The organizers ================================================================== Giovedì 16 Febbraio 2023 Aula Gini, Dip. di Scienze Statistiche, Sapienza Università di Roma (piano terra, edificio CU002) Workshop Dipartimentale - 1ª edizione Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta .: S C H E D U L E :. • 09:30 | Marco Schaerf (Preside I3S), Saluti Istituzionali • 10:00 | Giovanna Jona Lasinio (Direttrice del DSS), Apertura Lavori • 10:20 | Fulvio De Santis e Valeria Sambucini, Contributi ai metodi bayesiani per disegno e analisi di prove cliniche • 10:40 | Susanna Levantesi, Strumenti avanzati per la valutazione del rischio in ambito attuariale • 11:00 | Maurizio Vichi, Clustering e riduzione dimensionale per dati complessi e loro applicazioni • 11:20 | Fiorenza Deriu, La Network Analysis nello studio delle reti di servizi • 11:40 | coffee break • 12:00 | Paolo Dell'Olmo e Lavinia Amorosi, Avanzamenti delle tecniche di risoluzione dei problemi di ottimizzazione e applicazioni • 12:20 | Giulia Rotundo e Giacomo Morelli, Metodi quantitativi per la misurazione e la gestione dei rischi in ambito finanziario • 12:40 | Carlo D’Ippoliti, Gestire la complessità in economia • 13:00 | break (pranzo, Aula 2) • 14:30 | Luca Tardella e Cristina Mollica, Ranking data uncertainty and its use with sports data • 14:50 | Filomena Maggino, Statistica e la sfida della complessità sociale • 15:10 | Luisa Beghin, Modelli aleatori della realtà • 15:30 | coffee break • 15:50 | Elisabetta Barbi, La rivoluzione demografica • 16:10 | Bernardo Maggi, Eurosystem stability: a stochastic dynamic optimization approach to public debt • 16:30 | Paolo Franciosa, Algoritmi e metodi efficienti per l'analisi e la gestione dei dati • 16:50 | Giovanna Jona Lasinio, Dal mare alle montagne: la statistica e la natura • 17:10 | Discussione aperta Iscrizione: https://cutt.ly/WSDSSREG Webpage: https://www.dss.uniroma1.it/it/wsdss1 Zoom: https://uniroma1.zoom.us/j/96613351917 Per Informazioni: pierpaolo.brutti(a)uniroma1.it

1 0

Annuncio Seminario Sapienza - 9 Febbraio ore 16:00
by Lorenzo Taggi 05 Feb '23

05 Feb '23

Dipartimento di Matematica, Sapienza Università di Roma, Sala di Consiglio Giovedì 9 Febbraio 2023, ore 16:00 *Speaker:* Daniel Ueltschi, University of Warwick *Title*: Quantum spin chains, loop representations, dimerisation *Abstract:* In contrast to their classical counterparts, one-dimensional quantum spin systems are interesting, they have intriguing behaviour, and they are difficult to study. I will describe a family of systems with nearest-neighbour interactions and O(n) symmetry. Its ground state phase diagram is expected to have a rich structure. For large spins it is possible to prove the occurrence of dimerisation in an open domain. The proof involves a loop representation and the method of cluster expansions. This is joint work with Jakob Bjornberg, Peter Muhlbacher, and Bruno Nachtergaele.

1 0

Summer School: Probability and geometry on configuration spaces, Berlin July 17–21, 2023
by Dello Schiavo Lorenzo 03 Feb '23

03 Feb '23

Dear Colleagues, we would be grateful if you could advertise the following summer school to the junior members of your research groups: Summer School on Probability and geometry on configuration spaces <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/>, to be held at the Harnack-Haus <https://www.harnackhaus-berlin.mpg.de/en> in Berlin from July 17 to 21, 2023. The school will focus on configuration spaces, seen through the different lenses of analysis, geometry, and probability. Aim of the school is to bring together different communities in the theory of point processes, configuration-space analysis, and particle systems. It will consist of four mini courses by - Ronan Herry (Centre Henri Lebesgue, Rennes) - Benedikt Jahnel (TU Braunschweig, WIAS Berlin) - Alessia Nota (University of L'Aquila, to be confirmed) - Elena Pulvirenti (TU Delft). A number of talks given by young scientists will provide further insight into cutting-edge research related to the main topic. Registration is free but mandatory, and funding is available for the accommodation of young participants. Registration deadline: April 15, 2023. For further information and to register please visit the conference website https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/ <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/> Best regards, The organisers Lorenzo Dello Schiavo (ISTA) and Alexander Zass (WIAS Berlin) *********************************** Dr. Lorenzo Dello Schiavo Institute of Science & Technology Austria Am Campus 1, 3400 Klosterneuburg Austria, AT lorenzo.delloschiavo(a)ist.ac.at <mailto:lorenzo.delloschiavo@ist.ac.at> lorenzodelloschiavo.com <http://lorenzodelloschiavo.com/>

1 0

Avviso di seminario
by Barbara Martinucci 02 Feb '23

02 Feb '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARIO Giovedì 9 febbraio 2023, alle ore 12:00, nella la Sala del Consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terrà il seguente seminario in presenza e online (su Teams): *The Fractional Non-homogeneous Poisson Process* *Prof. N. Leonenko* Cardiff University, United Kingdom Gli interessati sono cordialmente invitati a partecipare, Antonio Di Crescenzo Barbara Martinucci Alessandra Meoli Serena Spina Link su Teams: https://teams.microsoft.com/l/meetup- join/19%3a6hfHOOIVt89PyLIJDpqXis553z6pgGL9RMiVIQJWO201%40thread.tacv2/167517384 5565?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d- 097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d

1 0

Seminar: Giovanni Conforti at Tor Vergata
by mic sal 02 Feb '23

02 Feb '23

Dear all, On Wednesday, February 1st, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Giovanni Conforti (École Polytechnique) with the seminar "A probabilistic approach to exponential convergence of Sinkhorn's algorithm" Abstract: The entropic optimal transport problem (EOT) is obtained adding an entropic regularisation term in the cost function of the Monge-Kantorovich problem and is nowadays regularly employed in machine learning applications as a more tractable and numerically more stable version of the optimal transport problem. On the other hand, E.Schrödinger asked back in 1931 the question of finding the most likely evolution of a cloud of independent Brownian particles conditionally to observations. The mathematical formulation of his question through large deviations theory is known as the Schrödinger problem and turns out to be fully equivalent to EOT. In this talk, I shall illustrate both viewpoints and then move on to sketch the ideas of a probabilistic method to show exponential convergence of Sinkhorn's algorithm, whose application the heart of the recent successful applications of EOT in statistical machine learning and beyond. In particular, we shall discuss how the proposed method opens new perspective for showing exponential convergence for marginal distribution that are non compactly supported. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

1 1