- Random - Mailing list — Dipartimento di Matematica, UniPI

(PMS)^2 online talk: Guangqu Zheng, Monday May 10 at 17:30
by Maurizia Rossi 03 May '21

03 May '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Guangqu Zheng* (University of Kansas) Title: *Malliavin derivatives of hyperbolic Anderson model with applications to its absolute continuity and spatial averages.* Date and time: *Monday May 10, 17:30-18:30 (Rome time zone)* Abstract: see below. Zoom link: https://us02web.zoom.us/j/83843864962?pwd=NlNadHhIRkdzYUErZWJpbTNJaytDUT09 Meeting ID: 838 4386 4962 Passcode: 5gVVXb This talk is the second of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) *Abstract:* In this talk, we present recent work on the hyperbolic Anderson model driven by a space-time colored Gaussian homogeneous noise with spatial dimension one and two. Under mild assumptions, we provide Lp-estimates of the iterated Malliavin derivatives of the solution in terms of the fundamental solution of the wave solution. We present two applications: (1) We present quantitative central limit theorems for spatial averages of the solution to the hyperbolic Anderson model, where the rates of convergence are described by the total variation distance. These quantitative results have been elusive so far due to the temporal correlation of the noise blocking us from using the Itô calculus. (2) We establish the absolute continuity of the law for the hyperbolic Anderson model. The Lp-estimates of Malliavin derivatives are crucial ingredients to verify a local version of Bouleau-Hirsch criterion for absolute continuity. Our approach substantially simplifies the arguments for the one-dimensional case, which has been studied in the recent work by Balan, Quer-Sardanyons and Song (2019). This talk is based on the joint work (arXiv:2101.10957) with *R. Balan*, *D. Nualart* and *L. Quer-Sardanyons* (2021). - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

1 0

Seminar Antonio Linero @Bocconi - May 6th
by Giacomo Zanella 03 May '21

03 May '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday, May 6, h17:00 (Italy time) Speaker: Antonio Linero (UT Austin) Title: Bayesian Decision Tree Ensembling Strategies for Nonparametric Problems Abstract: In this talk we will make the case for using Bayesian decision tree ensembles, such as Bayesian additive regression trees (BART), for addressing some fully-nonparametric problems. We present models for density regression and survival analysis, and argue that our approaches are both easier to use and more effective than more standard Bayesian nonparametric solutions (such as those based on mixture models). On the applied side, we show how to use our models to extract interesting features across several datasets. On the theoretical side, we also show that our models attain minimax-optimal rates of convergence of the posterior in high-dimensional settings. Throughout the talk, we will emphasize the flexibility and ease-of-use of our approach: all simulation and real data analyses attain excellent results using heuristically chosen "default" priors, and it is quite straight-forward for researchers (both in-principle and in-practice) to embed our ensembles in larger models. The webinar will be on zoom at: https://zoom.us/j/95265599865?pwd=NlEwVWFjNktjNkx5VjZFZmFLVGh0UT09 Meeting ID: 952 6559 9865 Passcode: 634366 Kind regards, Giacomo Zanella

1 0

Fwd: PhD and postdoc position
by Francesco Caravenna 30 Apr '21

30 Apr '21

Ricevo e inoltro. > Da: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> > Oggetto: PhD and postdoc position > Data: 30 aprile 2021 11:04:15 CEST > > Dear colleagues, > > I would like to draw your attention to the open positions (1 postdoc, 1 PhD student) in my group (the starting date is flexible) > > https://uni-bielefeld.hr4you.org/job/view/466/research-position?page_lang=en <https://uni-bielefeld.hr4you.org/job/view/466/research-position?page_lang=en> > > https://uni-bielefeld.hr4you.org/job/view/477/research-position?page_lang=en <https://uni-bielefeld.hr4you.org/job/view/477/research-position?page_lang=en> > > I would be happy if you could share the information further and forward it to possible candidates. > > Thank you in advance. > > Best regards, > Martina

1 0

Seminar announcement
by Marco Scarsini 30 Apr '21

30 Apr '21

Thursday, 5 May, 17:00 CEST *Marta Blangiardo,* Imperial College Estimating Weekly Excess Mortality at Sub-National Level in Italy during the COVID-19 Pandemic <http://mailsender.luiss.it/lists/lt.php?id=cRpQBAcGSAULAwdOVgFdBQs> Discussants: Marcus Ebeling and Javier Rubio This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULAwdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 1

Fwd: Post-Doc position at the University of Basel
by Francesco Caravenna 30 Apr '21

30 Apr '21

Ricevo e inoltro. > Da: David Belius <david.belius(a)unibas.ch> > Oggetto: Post-Doc position at the University of Basel > Data: 22 aprile 2021 14:39:55 CEST > > Dear Colleagues, > > I am looking to fill a Post-Doc position at the University of Basel in Switzerland funded by my Swiss National Science Foundation Project "Hierarchical Structure and the Extrema of Correlated Random Fields". The candidate will work with myself, my group and my collaborators on high dimensional statistical physics problems such as the Sherrington-Kirkpatrick and related models. Topics will include critical point complexity and the development of a mathematically rigorous TAP approach. > > The starting date is 1 September 2021 (there is a bit of flexibility) with a planned duration of two years. Candidates should contact me by e-mail with a CV. Please forward this e-mail to anyone you think may be interested, and feel free to contact me about potential candidates directly. > > Best Regards, > David Belius > > -- > _______________________________ > David Belius | SNF Professor > Department of Mathematics and Computer Science | University of Basel > david.belius(a)unibas.ch <mailto:david.belius@unibas.ch> | +41 61 207 55 82 | Spiegelgasse 1, 4051 Basel, Switzerland > https://probability.dmi.unibas.ch/belius <https://probability.dmi.unibas.ch/belius>

1 0

Corso on Frequency domain approach to time series analysis
by Elvira Di Nardo 30 Apr '21

30 Apr '21

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting), verrà svolto il seguente corso on-line: -------------------------------------- Luis Alberiko Gil-Alana (University of Navarra, Spain) A FREQUENCY DOMAIN COURSE ON TIME SERIES ANALYSIS This course deals with the analysis of time series. After a short review in the time domain, focusing on aspects such as autocovariances, estimation, testing, Box-Jenkins methodology, seasonality, prediction and non-stationary issues, the course will focus on the frequency domain, introducing the spectral distribution function or spectrum along with the spectral density function, the periodogram and other issues such as long memory processes. -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 4 Maggio, h.11.15-13.15 - ven 7 Maggio, h.10.15-12.15 - mar 11 Maggio, h.11.15-13.15 - ven 14 Maggio, h.10.15-12.15 - mar 18 Maggio, h.11.15-13.15 - ven 21 Maggio, h.10.15-12.15 - mar 25 Maggio, h.11.15-13.15 - ven 28 Maggio, h.10.15-12.15 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Chi fosse interessato, può contattarmi privatamente (elvira.dinardo(a)unito.it) per essere incluso nella lista dei partecipanti e ricevere il collegamento Webex. Cordiali saluti, Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

1 0

IMPORTANT: Seminar announcement - Petter Kolm (April 28 at 4 pm) CANCELLED
by Giulia Livieri 28 Apr '21

28 Apr '21

Dear all, We are very sorry for the short notice. Unfortunately, we have to postpone — the date will be communicated soon — the seminar of today for a last-minute setback of the speakers; He is really sorry for this. We will communicate the new date for the latter by Petter Kolm soon. Sorry again, Best, Giulia

1 0

Fwd: [owps] talks tomorrow april 29
by Faggionato, Alessandra 28 Apr '21

28 Apr '21

Buongiorno, giro l'annuncio del OWPS per chi fosse interessato. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 28 apr 2021 alle ore 14:04 Subject: [owps] talks tomorrow april 29 To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Bastien Mallein Tail behaviour of the derivative martingale in a branching random walk A branching random walk is a discrete-time particle system on the real line in which every particle gives independently birth to offspring positioned around the position of their parent. The derivative martingale of the branching random walk is a stochastic process which allows to measure the number of particles traveling at maximal speed in this process. Under some general integrability conditions uncovered by Aïdékon (2013) and Chen (2015), we know the derivative martingale converges a.s. to a non-negative limit. Recently, Maillard and Pain (2019) obtained a necessary and sufficient condition on the reproduction law of the branching Brownian motion under which the convergence of the derivative martingale satisfies a specific central limit theorem. In this talk, based on a joint work with Alexander Iksanov and Dariusz Buraczewski, we extend their result to branching random walk settings. The proof is based on the characterization of subharmonic functions of the killed random walk with at most linear growth. 15:00 - 16:00 UTC Hui He Deviation probabilities for the maximum of a branching random walk. Consider a supercritical branching random walk on real line started from the origin. Under some mild conditions, it is proved by Aïdékon (2013) that its centered maximum converges in law. In this talk, we will review some recent results on the large/lower deviation probabilities of the maximum. The talk is based on joint works with Xinxin Chen and Bastien Mallein. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/66226509320 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 662 2650 9320 Kenncode: 710554 We hope to see you tomorrow! Best wishes, Julien and Nina ID: 662 2650 932 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

Seminar Aernout van Enter
by Massimo Campanino 28 Apr '21

28 Apr '21

Aernout van Enter ONE-SIDED VERSUS TWO-SIDED STOCHASTIC PROCESSES Thursday the 6th of May 3 pm (Italian time) Stochastic processes can be parametrised by time (such as occurs in Markov chains), in which case conditioning is one-sided (on the past) or by one-dimensional space (which is the case, for example, for one-dimensional Markov fields), where conditioning is two-sided (on the right and on the left). I will discuss some examples, in particular generalising this distinction to g-measures versus Gibbs measures, where, instead of a Markovian dependence, the weaker property of continuity (in the product topology) is considered. In particular I will discuss when the two descriptions (one-sided or two-sided) produce the same objects and when they are different. We show moreover the role one-dimensional entropic repulsion plays in this setting. Based on joint work with R. Bissacot, E. Endo and A. Le Ny, and S. Shlosman ________________________________ Zoom link https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ… Join our Cloud HD Video Meeting<https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ…> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. unibo.zoom.us

1 0

Padova Online Seminar by Gioia Carinci (Università di Modena e Reggio Emilia) [Friday, May 7 at 14.30]
by alessandra bianchi 28 Apr '21

28 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on May 7 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Gioia Carinci (Università di Modena e Reggio Emilia) Title: Condensation of SIP particles and sticky Brownian motion 7 MAY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is a particle system with attractive interaction. We study its behavior in the condensation regime attained for large values of the attraction intensity. Using Mosco convergence of Dirichlet forms, we prove convergence to sticky Brownian motion for the distance of two SIP particles. We use this result to obtain, via duality, an explicit scaling for the variance of the density field in this regime, for the SIP initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing particle systems on the infinite lattice. Joint works with M. Ayala, C Giardina and F. Redig -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

1 0

webinars PRISMA Biagini-Colaneri
by c.ceci＠unich.it 26 Apr '21

26 Apr '21

Buongiorno a tutti, abbiamo il piacere di annunciare il quarto appuntamento del ciclo di seminari online promosso dal Gruppo UMI PRISMA. May 3,2021 - 16:00-17:00 (CET) Francesca Biagini Reduced-form setting under model uncertainty with non-linear affine Intensities. - 17:00-18:00 (CET) Katia Colaneri Classical solutions of the Backward PIDE for Markov modulated Marked Point Processes and applications to catastrophic bonds. Abstract Francesca Biagini: In this talk we present a market model including financial assets and life insurance liabilities within a reduced-form framework under model uncertainty by following [1]. In particular we extend this framework to include mortality intensities following an affine process under parameter uncertainty, as defined in [2].This allows both to introduce the definition of a longevity bond under model uncertainty in a consistent way with the classical case under one prior, as well as to compute it by explicit formulas or by numerical methods. We also study conditions to guarantee the existence of a càdlàg modification for the longevity bond’s value process. Furthermore, we show how the resulting market model extended with the longevity bond is arbitrage-free and study arbitrage-free pricing of contingent claims or life insurance liabilities in this setting. This talk is based on: [1] Francesca Biagini and Yinglin Zhang. Reduced-form framework under model uncertainty. The Annals of Applied Probability, 29(4):2481–2522, 2019. [2] Francesca Biagini and Katharina Oberpriller. Reduced-form framework under model uncertainty. Preprint University of Munich and Gran Sasso Science Institute, 2020. [3] Tolulope Fadina, Ariel Neufeld, and Thorsten Schmidt. Affine processes under parameter uncertainty. Probability, Uncertainty and Quantitative Risk <https://link.springer.com/journal/41546> volume 4 (5), 2019. Abstract Katia Colaneri: We give conditions ensuring that the backward partial integro differential equation (PIDE) associated with a multidimensional jump-diffusion with a pure jump component has a unique classical solution. Our proof uses a probabilistic arguments and extends the results of (Pham 1998) to processes with a pure jump component where the jump intensity is modulated by a diffusion process. This result is particularly useful in some applications to pricing and hedging of financial and actuarial instruments, and we provide an example to pricing of catastrophic (CAT) bonds. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni le trovate anche alla pagina http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci ******************************************** Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" di Chieti-Pescara V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it *******************************************

1 0

Seminar announcement - Petter Kolm (April 28 at 4 pm)
by Fabrizio Lillo 25 Apr '21

25 Apr '21

*Wednesday April 28 at 4pm (CEST):* Petter Kolm (NYU, Courant Institute) *Title*: Feature Selection in Jump Models *Abstract*: Jump models switch infrequently between states to fit a sequence of data while taking the ordering of the data into account. In this talk, we propose a new framework for joint feature selection, parameter and state-sequence estimation in jump models. Feature selection is necessary in high-dimensional settings where the number of features is large compared to the number of observations and the underlying states differ only with respect to a subset of the features. We develop and implement a coordinate descent algorithm that alternates between selecting the features and estimating the model parameters and state sequence, which scales to large data sets with large numbers of (noisy) features. We demonstrate the usefulness of the proposed framework by comparing it with a number of other methods on both simulated and real data in the form of financial returns, protein sequences, and text. The resulting sparse jump model outperforms all other methods considered and is remarkably robust to noise. This is joint work with Erik Lindstrom and Peter Nystrup The link for joining the meeting is: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjVmYWI3OTMtZWZkYy00… Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

Seminar announcement
by Marco Scarsini 23 Apr '21

23 Apr '21

Thursday, 29 April, 17:00 CEST *Carri Chan,* Columbia University Prediction-Driven Surge Planning with Applications in the Emergency Department <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwwLSAULAAdOVgFdBQs> Optimizing emergency department (ED) nurse staffing decisions to balance the quality of service and staffing cost can be extremely challenging, especially when there is a high level of uncertainty in patient-demand. Increasing data availability and continuing advancements in predictive analytics provide an opportunity to mitigate demand-rate uncertainty by utilizing demand forecasts. In this work, we study a two-stage prediction framework that is synchronized with the base (made months in advance) and surge (made nearly real-time) staffing decisions in the ED. We quantify the benefit of the more expensive surge staffing. We also propose a near-optimal two-stage staffing policy that is straightforward to interpret and implement. Lastly, we develop a unified framework that combines parameter estimation, real-time demand forecasts, and staffing in the ED. High fidelity ED simulation experiments demonstrate that the proposed framework can reduce staffing costs by 8% – 17% while guaranteeing timely access to care. Joint work with Jing Dong and Yue Hu. Discussants: Vahid Sarhangian and Julien Grand-Clément This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULAAdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Webinar "Near-maxima and near-records", by F. Javier López Lorente
by Antonio DI CRESCENZO 23 Apr '21

23 Apr '21

---------- Forwarded message --------- Dear colleagues, We kindly invite you to attend the SPA Webinar *"Near-maxima and near-records"*, by F. Javier López Lorente (Universidad de Zaragoza, Spain), on April 29, 2021, Thursday, at 16:30 p.m. (UTC+2). You may read the abstract at: blogs.mat.ucm.es/presa/our-webinar If you wish to attend this SPA Webinar, please send an email to the organizers (agcorral(a)ucm.es). You will receive an email with the link to access the seminar a few hours before the seminar starts. The SPA Webinar Series is organized by the Working Group on *"Stochastic Processes and their Applications"* of the Spanish Society for Statistics and Operations Research. With best regards, Miguel González Velasco & Antonio Gómez-Corral *Coordinators of the Working Group* -- *Antonio Gómez-Corral* Facultad de Ciencias Matemáticas Plaza de Ciencias 3 Universidad Complutense de Madrid 28040 Madrid Teléfono: +34 91 394 44 28 E-mail: agcorral(a)ucm.es Web page: blogs.mat.ucm.es/agomez-corral Las matemáticas de la pandemia (CSIC-Catarata, 2020): blogs.mat.ucm.es/agomez-corral/2020/11/07/las-matematicas-de-la-pandemia/ Antes de imprimir este correo piense si es necesario: el medio ambiente es cosa de todos. Before printing this mail please consider whether it is really necessary: the environment is a concern for us all.

1 0

Webinar in Statistics MATTHIAS LOFFLER
by Pierpaolo De Blasi 23 Apr '21

23 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 30 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Matthias Loffler *(ETH Zurich) Title: *Optimality of Spectral Clustering in the Gaussian Mixture Model* Zoom link: https://us02web.zoom.us/j/81943504316?pwd=anlwTXpXSkU4R1ZsMjMxVEo5NHcwQT09 Meeting ID: 819 4350 4316 Passcode: 355115 Abstract: Spectral clustering is one of the most popular algorithms to group high dimensional data. It is easy to implement and computationally efficient. Despite its popularity and successful applications, its theoretical properties have not been fully understood. We show that spectral clustering is minimax optimal in the Gaussian Mixture Model with isotropic covariance matrix, when the number of clusters is fixed and the signal-to-noise ratio is large enough. Spectral gap conditions are widely assumed in the literature to analyze spectral clustering. On the contrary, we show that these conditions are not needed. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

1 0

Post-doc position available at the University of Oslo, Norway. Deadline approaching!
by Valeria Vitelli 22 Apr '21

22 Apr '21

*A three-years postdoc position in Biostatistics is offered at the Oslo Centre for Biostatistics and Epidemiology (OCBE), University of Oslo, Norway. * The position is funded under the* SCIENTIA FELLOWS* program, a transnational research fellowship programme in the field of Health Life Sciences at the University of Oslo, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. *More information available here:* https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… *Hosts: *Valeria Vitelli ( https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson ( https://sojourningnorth.github.io/) *Deadline for submission: May 11th, 2021* *Call, detailed information and how to apply:* (thematic area: "biostatistics") https://www.med.uio.no/english/research/scientia-fellows/apply/ *If you are interested in the position, please contact the hosts above as soon as possible! *In order to apply for the position, you have to submit a research proposal (and other documents as specified in the call) by May 11th, 2021. The position will be at the Oslo Centre for Biostatistics and Epidemiology (OCBE), Faculty of Medicine, University of Oslo ( https://www.med.uio.no/imb/english/research/centres/ocbe/). *Salary: 526 000 NOK/year (roughly 52K EUR/year)* *Eligibility:* - You possess a PhD degree (at the latest by 1 July 2021) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

1 0

Summer School - Stochastic Models and Complex Systems
by Barbara Martinucci 22 Apr '21

22 Apr '21

Dear All, We are glad to announce the forthcoming Summer School, entitled *"Stochastic Models and Complex Systems"*, that will be held online in the period June 10th - July 7th, 2021. The Summer School is open to PhD students, postdoc and young researchers interested in the treated topics. It will feature mini-courses of plenary speakers, exercise sessions and students' talks. *Plenary courses *include: - *Enrico Scalas* (University of Sussex) "*A gentle introduction to combinatorial stochastic processes (with applications to Physics, Finance and Economics)*", 16 hours; - *Yuliia Mishura* (Taras Shevchenko National University of Kyiv) "*Statistics of fractional models*", 8 hours; - *Jorge Navarro* (University of Murcia) "*Selected Topics on Distorted models and applications*", 6 hours. An outline of the event, including the themes covered, is already available on the website http://dipmat2.unisa.it/iniziative/smocs2020/School.html The students willing to apply for the Summer School are invited to fill the registration form available on the website. The participation is free but the registration is mandatory. Only the first 50 registration will be admitted. For any question, send an email to: smocs2021(a)gmail.com Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, the Organizing Committee

1 0

2nd Spring Colloquium on Probability and Finance
by Claudio Fontana 22 Apr '21

22 Apr '21

Dear all, We would like to bring to your attention the following virtual workshop: /2ND SPRING COLLOQUIUM ON PROBABILITY AND FINANCE - /29 APRIL 2021, 9.00 - 13.00, ONLINE University of Padova, Department of Mathematics "Tullio Levi-Civita" The second edition of the Spring Colloquium on Probability and Finance will bring together researchers working in stochastic analysis and mathematical finance. The workshop will feature five invited talks and attendance is open. To attend the Colloquium, please register by sending an e-mail to the organisers (Giorgia Callegaro and Claudio Fontana). _SPEAKERS_: • René AID (Paris Dauphine Universty, FR) • Luciano CAMPI (University of Milan, IT) • Alessandro GNOATTO (University of Verona, IT) • Antoine JACQUIER (Imperial College London, UK) • Barbara PACCHIAROTTI (University of Rome "Tor Vergata", IT) Best regards, Giorgia Callegaro and Claudio Fontana

1 0

Pisa Online Seminars - Constanza Rojas-Molina (Tuesday, April 27 at 16:00)
by Giacomo Filippo Di Gesu 21 Apr '21

21 Apr '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, April 27, 16:00 Speaker: Constanza Rojas-Molina (CY Cergy Paris Université) Title: (Fractional) random Schrödinger operators, integrated density of states and localization Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

1 0

(PMS)^2 online talk: Zdzislaw Brzezniak, Monday April 26 at 17:30
by Mario Maurelli 21 Apr '21

21 Apr '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Zdzislaw Brzezniak* (University of York, UK) Title: *The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Levy noise* Date and time: *Monday April 26, 17:30-18:30 (Rome time zone)* Abstract: see below Zoom link: https://us02web.zoom.us/j/87131794820?pwd=R3l0VEtpZXNzUmQ1bnlnbWhBUm5XQT09 Meeting ID: 871 3179 4820 Passcode: 5yFGwK This talk is the first of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. The series will run approximately every fortnight and, for the moment, will be held online. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) Abstract: We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schrodinger equation with nonlinear multiplicative jump noise in the Marcus canonical form. With the help of the deterministic Strichartz estimates, we prove the existence and uniqueness of a global solution to stochastic nonlinear Schrodinger equation in $L^2(R^n)$ with either focusing or defocusing nonlinearity in the full subcritical range of exponents as in the deterministic case. This talk will be based on a joint paper with Wei Liu and Jiahui Zhu.

1 0

Seminar Pierre Alquier @Bocconi - April 22
by Giacomo Zanella 21 Apr '21

21 Apr '21

A reminder of the following BIDSA webinar (link <https://www.bidsa.unibocconi.eu/wps/wcm/connect/site/bidsa/home/news_events…> ): Date: Thursday, April 22, h14:00 (Italy time) Speaker: Pierre Alquier (RIKEN) Title: Robust Estimation via M.M.D. Minimization Abstract: In this talk, I will study the properties of parametric estimators based on the Maximum Mean Discrepancy (MMD) defined by Briol et al. (2019). In a first time, I will show that these estimators are universal in the i.i.d setting: even in case of misspecification, they converge to the best approximation of the distribution of the data in the model, without ANY assumption on this model. This leads to very strong robustness properties. In a second time,I will show that these results remain valid when the data is not independent, but satisfy instead a weak-dependence condition. This condition is based on a new dependence coefficient, which is itself defined thanks to the MMD. I will show through examples that this new notion of dependence is actually quite general. Reference: This talk is based on the following papers and softwares, with Badr-Eddine Chérief Abdellatif (Oxford University), Mathieu Gerber(University of Bristol), Jean-David Fermanian (ENSAE Paris) and Alexis Derumigny (University of Twente): http://arxiv.org/abs/1912.05737 http://proceedings.mlr.press/v118/cherief-abdellatif20a.html http://arxiv.org/abs/2006.00840 https://arxiv.org/abs/2010.00408 https://cran.r-project.org/web/packages/MMDCopula/ The webinar will be on zoom at: https://zoom.us/j/95795747882 Meeting ID: 957 9574 7882 Passcode: 025765 Kind regards, Giacomo Zanella

1 0

(Reminder) Seminar Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 21 Apr '21

21 Apr '21

Dear colleagues, This is a reminder that tomorrow (Thursday 22) at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom. You can find the information to join below. If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 <https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09> Meeting ID: 856 5169 0146 Passcode: 770134 Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior 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 ----------------------------------------------------------------------

1 0

Online seminar Svaluto-Ferro
by matteo.burzoni＠unimi.it 20 Apr '21

20 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminar: Zoom link (see also details below): <https://us02web.zoom.us/j/88398874167?pwd=YkRzdlNYWjVjUlc3T294ZjZuVHNSdz09> https://us02web.zoom.us/j/88398874167?pwd=YkRzdlNYWjVjUlc3T294ZjZuVHNSdz09 Speaker: <https://homepage.univie.ac.at/sara.svaluto-ferro/> Sara Svaluto-Ferro (University of Vienna) Title: From signature-based models to affine and polynomial processes and back. Time: Tuesday, April 27, 4PM (Italian time) Abstract: Modern universal classes of dynamic processes, based on neural networks or signature methods, have recently entered the field of stochastic modeling, in particular in Mathematical Finance. This has opened the door to more data-driven and thus more robust model selection mechanisms, while principles like no arbitrage still apply. We analyze here different types of signature models. In the first part, we focus on models based on the signature of a supporting process, which can range from a Brownian motion, to a multidimensional Levy-process, to a general multidimensional tractable stochastic process, to the times series corresponding to some liquid objects on the market. We also present methods how to fit these models to data. In the second part we focus on signature SDEs, i.e. (possibly Lévy driven) SDEs whose characteristics are linear functions of the process signature. We show how these new models can be embedded in the framework of affine and polynomial processes, which have been - due to their tractability - the dominating process class prior to the new era of highly overparametrized dynamic models. We show that generic classes of diffusion models can be described in terms of a signature SDEs. This allows to get power series expansions for expected values of analytic functions of the process' marginals. The talk is based on joint works with Christa Cuchiero, Guido Gazzani, Francesca Primavera and Josef Teichmann. Zoom meeting details: meeting ID: 883 9887 4167 Passcode: mVJ6SR Best, Matteo Burzoni

1 0

New deadline for BISP12 - Twelfth Workshop on Bayesian Inference in Stochastic Processes
by elisa varini 20 Apr '21

20 Apr '21

Having received some late submission requests, we decided to reopen the call for contributed papers until 25 April 2021. It is possible to submit abstracts (using the templates in the website) at https://bisp12.imati.cnr.it/ In the meantime, we have completed the list of invited speakers (all junior ones) and we are going to contact senior researchers who will serve as discussants. The speakers will be: • Atilla Ay (George Washington University, USA) • Clara Grazian (University of New South Wales, Australia) • Andrew Holbrook (University of California, Los Angeles, USA) • Kaoru Irie (University of Tokyo, Japan) • Roi Naveiro (CSIC-ICMAT, Spain) • Giovanni Rebaudo (University of Texas at Austin, USA) • Claudia Solis-Lemus (University of Wisconsin-Madison, USA) • Stéphanie Van Der Pas (Amsterdam UMC, The Netherlands) • Andi Wang (University of Bristol, UK) • Paul Wu (Queensland University of Technology, Australia) The titles of their contributions are available on the website. It is also possible to register (free of charge) on the same website to attend the workshop on 27-28 May (afternoons, Central European Summer Time). Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

1 0

Richiesta di comunicazione ai membri della lista RANDOM
by Enrico Moretto 20 Apr '21

20 Apr '21

con preghiera di diffusione alla lista RANDOM. Ringrazio. Cordiali saluti, enrico moretto *** Si informano i colleghi interessati che il workshop "/Network models for financial contagion and systemic risk/", organizzato dal Dipartimento di Economia e Management dell'Università di Pavia si terrà online il prossimo 28 maggio 2021. I contributi selezionati saranno considerati per la special issue "Network models for financial contagion and systemic risk" della rivista Frontiers in AI (https://www.frontiersin.org/research-topics/17785/network-models-for-financ… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.front…>). La scadenza della call for paper è fissata per il 14 maggio. Maggiori informazioni nella locandina allegata.

1 0

Sussex probability seminar
by Enrico Scalas 19 Apr '21

19 Apr '21

Care colleghe e colleghi, vi invio l'annuncio del seminario di Vladislav Vysotskiy il 26 aprile a mezzogiorno. Le persone interessate possono ottenere il link contattando l'organizzatrice, Dr Minmin Wang (minmin.wang(a)sussex.ac.uk). Cordiali saluti, Enrico Scalas -- Next Monday (26th April) at 11am (UK time) there’ll be an online probability seminar given by Vladislav Vysotskiy. Title: How long is the convex minorant of a one-dimensional random walk? Abstract: We prove distributional limit theorems for the length of the largest convex minorant of a one dimensional random walk with independent identically distributed increments. Depending on the distribution of the increments there are several regimes with different limit distributions for the length. The most prominent of our results is a central limit theorem for the length in the case when the increments have zero mean and finite variance. Among other tools, we employ a representation of convex minorants of random walks in terms of uniform random permutations. This talk is based on a joint work with Gerold Alsmeyer, Zakhar Kabluchko, and Alexander Marynych.

1 0

Corso SIMULATION AND INFERENCE IN POPULATION GENETICS
by Matteo Ruggiero 19 Apr '21

19 Apr '21

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting), con piacere annunciamo il seguente corso: -------------------------------------- Paul JENKINS (University of Warwick, UK) SIMULATION AND INFERENCE IN POPULATION GENETICS Population genetics provides a rich source of data. We now have the ability to sequence, cost-efficiently, the genomes of a large number of individuals from a species. Patterns of variation in DNA sequences offer a rich insight into biological and demographic processes: mutation, natural selection, past migration events, admixture, population structure, and so on. But such data are high-dimensional, noisy, and - because of shared ancestry - not independent, giving rise to some challenging statistical problems. In this course we will cover two important models for the analysis of genetic data - the coalescent, and the Wright-Fisher diffusion. We will discuss methods of simulation of data from these models, as well as how to perform inference for key biological and evolutionary parameters, using techniques such as MCMC. -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 27 Aprile, h.14-16 - mer 28 Aprile, h.16-18 - mar 4 Maggio, h.14-16 - mer 5 Maggio, h.16-18 - mer 12 Maggio, h.16-18 - mar 18 Maggio, h.14-16 - mer 19 Maggio, h.16-18 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati, tramite le seguenti riunioni Webex valide rispettivamente per le lezioni del martedì e del mercoledì: https://unito.webex.com/unito/j.php?MTID=meeb9bd7865e8bc86b75074b346c0a3ed Ricorre ogni Martedì con validità 13/4/2021 fino a 18/5/2021 da 14:00 a 16:00 Numero riunione: 121 415 2525 Password: MEiAMZMf986 https://unito.webex.com/unito/j.php?MTID=m775c416c6142fd5b86bd7207f46dbabe Ricorre ogni Mercoledì con validità 14/4/2021 fino a 19/5/2021 da 16:00 a 18:00 Numero riunione: 121 469 7803 Password: C5RsPRapS92 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Course ISI-ERS "An Introduction to Functional Data Analysis for Density Functions in Bayes spaces"
by Alessandra Menafoglio 19 Apr '21

19 Apr '21

We cordially invite you to the short course "An Introduction to Functional Data Analysis for Density Functions in Bayes spaces”, which will be held on 29-30 April 2021, both days from 14:00 alle 17:00 (GMT+2). The course is part of the initiatives of the International Statistical Institute (ISI-ERS). It aims to provide participants with an overview on the models and methods today available for the analysis of distributional data (e.g., probability densities) by using the geometry of Bayes spaces. Further information on the course is available at: https://iasc-isi.org/events/iasc-ers-course-an-introduction-to-functional-d… <https://iasc-isi.org/events/iasc-ers-course-an-introduction-to-functional-d…> Participation to the webinars is free of charge, but registration is requested using the link below: https://register.gotowebinar.com/register/8667082239416059148 <https://register.gotowebinar.com/register/8667082239416059148> Best regards, Alessandra Menafoglio Karel Hron Jitka Machalova **Abstract** The analysis of distributional data (probability density functions or histogram data) has recently gained increasing attention in the applications. Distributional data are often observed by themselves, or as result of aggregation of large streams of data. The course will provide an introduction to the analysis of these data using a Functional Data Analysis (FDA) approach, grounded on the perspective of Bayes spaces. These spaces are mathematical spaces whose points are densities (or, more generally, measures), which generalize to the FDA setting the Aitchison simplex for multivariate compositional data. The course will give an overview of the theory of Bayes spaces, as well as of statistical methods developed in this setting. All the methods will be illustrated through examples from real case studies. — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

1 0

online seminar - Giuseppe Savaré - April 22
by Carbone Raffaella 18 Apr '21

18 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminar Speaker: *Giuseppe Savaré* (Università Bocconi - Milano) Title: Hellinger/Wasserstein contraction and regularization properties of diffusion semigroups. Time: Thursday, *April 22, *4PM (Italian time) Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (ID and passcode below if necessary) The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Abstract We illustrate a duality approach to contraction and regularizing properties of diffusion semigroups satisfying a suitable Bakry-Emery condition that emphasize an interplay between Hellinger-Kakutani, Kantorovich-Wasserstein, and Hellinger-Kantorvich distances. In the case of the Kantorovich-Wasserstein distance, contraction properties are also related to the gradient flow structure of the evolution driven by the logarithmic entropy and provide a nice geometrical interpretation of Log-Sobolev and Talagrand inequalities. Best regards, Raffaella Carbone ---------- Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 + -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

Post-doc position at Scuola Normale Superiore
by Mario Maurelli 18 Apr '21

18 Apr '21

Dear colleagues, A call for application for a post-doc position with name "Stochastic models of interest for fluid mechanics", as part of the research project "Stochastic Analysis tools for Extreme Event Probabilities in Climate Change", underProf. Franco Flandoli's guidance, is open at the Scuola Normale Superiore in Pisa. The position starts before the end of 2021 and lasts one year. The deadline for application is May 3, 2021. More information is available here: https://amministrazionetrasparente.sns.it/scuola/opportunit%C3%A0-offerte-d… Best regards Mario Maurelli

1 0

Summer school on Mean Field Games online "in Chicago"
by Cecchin Alekos (M.) 16 Apr '21

16 Apr '21

Dear Colleagues, I forward you this announcement of an online summer school on mean field games in June, organized by the University of Chicago. This is part of a long program and all the courses will last one week. [ https://www.imsi.institute/imfga21/ | https://www.imsi.institute/imfga21/ ] Kind regards Alekos Cecchin Da: Takis Souganidis <souganidis(a)math.uchicago.edu> Inviato: domenica 21 marzo 2021 02:54 A: Alekos Cecchin <alekos.cecchin(a)univ-cotedazur.fr> Oggetto: Institute for Mathematical and Statistical Innovation-Summer program on MFG Dear Alekos, I am writing to let you know about the IMSI (a new NSF funded Institute at the University of Chicago) [ https://www.imsi.institute/imfga21/ | summer program on MFG ] . This will be an excellent opportunity for people to learn about the theory and some of the applications. Please help us advertise the program. If you know anyone who is interested, they can apply [ https://www.imsi.institute/imfga21/#apply | here ] . Best, Takis -- Panagiotis E. Souganidis Charles H. Swift Distinguished Service Professor Department of Mathematics The University of Chicago [ http://math.uchicago.edu/~souganidis/ | http://math.uchicago.edu/~souganidis/ ]

1 0

Seminar announcement
by Marco Scarsini 16 Apr '21

16 Apr '21

Thursday, 22 April, 17:00 CEST *Amy Ward,* University of Chicago Behavior-Aware Queueing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwcLSAUECQdOVgFdBQs> Discussants: Dongyuan Zhan and Liron Ravner The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3633435>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUECQdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

2 online seminars - Paolo Gibilisco (Roma Tor Vergata) and Cambyse Rouzé (TUM)
by Carbone Raffaella 15 Apr '21

15 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminars (in two different days!) Speaker: *Paolo Gibilisco* (Roma Tor Vergata) Title: *Information Geometry: an invitation to the basic results of the subject and to some new perspectives* Time: Monday, *April 19*, 5PM (Italian time) Speaker: *Cambyses Rouzé *(Technische Universität München) Title: *Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers* Time: Tuesday, *April 20*, 5PM (Italian time) Abstracts follow: one below in this message and one attached. Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (the same for both seminars - ID and passcode below if necessary) The seminars are a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Following speaker will be: *Giuseppe Savaré* on *April 22*nd, 4PM A specific announcement will be sent in the next days. Best regards, Raffaella Carbone *Cambyse Rouzé - Title and abstract* Title: Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers Abstract: Since the seminal works of Dobrushin-Shlosman and Stroock-Zegarlinski, equilibrium and out-of-equilibrium properties of classical lattice spin systems are known to be closely related: given a potential, one can construct a Markov process, called Glauber dynamics, whose reversing state coincides with the Gibbs state for the given potential. For these dynamics, Holley and Stroock made the key observation that systems thermalizing in times scaling logarithmically in the system size, a property known as rapid mixing, satisfy exponential decay of correlations at equilibrium. The converse implication, namely that exponential decay of correlations implies rapid mixing, was investigated later on in a series of articles by Zegarlinski and Stroock, who proved the stronger condition of an exponential entropic decay of the dynamics towards the limiting Gibbs measure, also known as logarithmic Sobolev inequality. In this talk, we will prove an extension of the result of Zegarlinski and Stroock to the quantum setting. More precisely, we will show that, given the Gibbs state $\sigma$ of a 2-local commuting Hamiltonian and above a critical temperature, there exists a local quantum Markovian evolution converging to $\sigma$ which satisfies the quantum modified logarithmic Sobolev inequality (MLSI) with a constant that does not depend on the size of the lattice. As a first step towards this proof, we will also provide a proof of the existence of the MLSI for finite dimensional systems coupled to an arbitrarily large, noiseless environment (also known as the complete MLSI constant), a problem that was left open until now. This talk is based on the following papers: https://arxiv.org/abs/2009.11817 https://arxiv.org/abs/2102.04146 -------- Dottorato Matematica is inviting you to a scheduled Zoom meeting. Topic: Seminars April 19 to 22 Time: Apr 19, 2021 05:00 PM Rome Apr 20, 2021 05:00 PM Apr 22, 2021 04:00 PM Please download and import the following iCalendar (.ics) files to your calendar system. Weekly: https://us02web.zoom.us/meeting/tZ0oc-qpqzwrG9W8L60lAyfp8kbqksDUWlwv/ics?ic… Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 One tap mobile +13017158592,,89543157111# US (Washington DC) +13126266799,,89543157111# US (Chicago) Dial by your location +1 301 715 8592 US (Washington DC) +1 312 626 6799 US (Chicago) +1 646 876 9923 US (New York) +1 346 248 7799 US (Houston) +1 408 638 0968 US (San Jose) +1 669 900 6833 US (San Jose) +1 253 215 8782 US (Tacoma) Meeting ID: 895 4315 7111 Find your local number: https://us02web.zoom.us/u/kd3YVb722z -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

post-doc positions call for interest
by Giovanni Sebastiani 15 Apr '21

15 Apr '21

The Istituto per le Applicazioni del Calcolo "Mauro Picone" belonging to the National Research Council of Italy seeks expressions of interest for two post-doc positions of three years starting in September 2021. The post-docs will be involved full time in the interdisciplinary EU research project "WARIFA". The WARIFA primary goal is to define a general personalised early risk assessment tool that will be used to support individual preventive measures for noncommunicable diseases, such as cardiovascular diseases, cancer, chronic respiratory diseases and diabetes, the leading causes of death in the world. This system will be accessible for individual citizens and patients on their smartphone via the WARIFA app. The WARIFA project represents expertise within AI technology, applied mathematics, statistics, medicine, sociology. We are looking for candidates with strong research expertise in applied probability and statistics, especially in mathematical foundations of machine learning, causal inference and bayesian belief networks, and advanced stochastic simulation techniques. There are no teaching duties. The positions will be formally advertised during the next months. In the meantime, those interested can send a mail to g.sebastiani(a)iac.cnr.it -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

1 0

selezione pubblica per RTD-B, S.S.D. SECS-S/06 - Università degli Studi di Salerno
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Invio segnalazione di una procedura di selezione pubblica presso l'Università degli Studi di Salerno per il reclutamento di n. 1 ricercatore a tempo determinato, mediante stipula di contratti di lavoro subordinato di durata triennale, con regime di impegno a tempo pieno, ai sensi dell’art. 24, comma 3, lettera b) Legge 30 dicembre 2010 n. 240, presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE Codice concorso BRIC/PS/138 Settore concorsuale: 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Profilo richiesto: SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie per il bando di concorso: https://web.unisa.it/amministrazione-trasparente/albo?file=files/003439673-…

1 0

Fwd: [owps] One World Probability Seminar Thursday April 15, 2021
by Faggionato, Alessandra 14 Apr '21

14 Apr '21

Buongiorno vi inoltro l'annuncio del OWPS di domani (i moderatori sono cambiati). Saluti Alessandra ---------- Forwarded message --------- Da: Nina Gantert <nina.gantert(a)tum.de> Date: mer 14 apr 2021 alle ore 15:48 Subject: [owps] One World Probability Seminar Thursday April 15, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, Tomorrow's speakers in the One World Probability Seminar are Peter Mörters and Markus Heydenreich. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Peter Mörters Percolation phase transition in random connection models I: Subcritical phase in weight-dependent models We investigate spatial random graphs defined on the points of a Poisson process in d-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the weight and position of the points, we form an edge between any pair of points independently with a probability depending on the two weights of the points and their distance. Preference is given to short edges and connections to vertices with large weights. We characterize the parameter regime where there is a nontrivial percolation phase transition and show that it depends not only on the power-law exponent of the degree distribution but also on a geometric model parameter. Based on joint work with Peter Gracar and Lukas Luechtrath. (15:00-16:00 UTC) Speaker: Markus Heydenreich Percolation phase transition in random connection models II: Critical behaviour for weight-independent models We study the random connection model (without weights) in a regime where a percolation phase transition occurs: for low edge density there are finite connected components only, while for large density there is an infinite component a.s. Our interest is on the transition between the low- and high-density regime. We prove an infrared bound for the critical connection function if the dimension is sufficiently large or if the pair connectivity has sufficiently slow decay; this allows a detailed description of this transition. To this end, we devise the lace expansion for Poisson processes. Based on joint work with Remco van der Hofstad, Günter Last, and Kilian Matzke. The zoom link will appear the day before on the OWPS website: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro… It can also be directly accessed through the link below: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.… Meeting-ID: 656 4176 8006 Kenncode: 161076 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

LTI@Unito/CCA webinar in QuantitativeFinance: “What matters in a characteristic?”, Hugues Langlois (HEC Paris) | April 20, 2021 @12:00
by Luca Regis 14 Apr '21

14 Apr '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “What matters in a characteristic?” by Hugues Langlois (HEC Paris), which will take place on Zoom on April 20, at 12.00. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/KjYRmqlKjrwhqhAdI2gLilGDSZjf_N3e7h…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the next webinar <#> *April 20, 2021 | 12:00 - 13:15* *“What matters in a characteristic?”* * Hugues Langlois (HEC Paris)* <#> *Abstract*. We decompose firm characteristics into country, industry, and adjusted components and investigate their respective role in explaining expected returns and comovements in individual international stock returns. Models with adjusted components describe expected returns and comovements of individual stock returns better than models with unadjusted characteristics. While exposures to systematic risk factors are primarily explained by country components, alphas are predominantly driven by adjusted components. In contrast to the U.S. stock market, alphas in emerging and other developed markets are larger and significant. These rich empirical patterns inform models of stocks’ expected returns and comovements. *Zoom link* https://us02web.zoom.us/j/88521626111?pwd=cEdjUmdINERxZ3VzKzZuaXN5ZjEyZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/K-LOg1rFfgAp1Vis_nPzZABCDin-nMwdWK…> Meeting ID: 885 2162 6111 Passcode: 044353 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/G3qixTm9-N1P6dg7PFv3AK8C7TVOCc-7Yp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/jtHbMvSIZkL41agMTsAl7rz6CCttgjbC7h…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/zsLCc65Y9FomNLxNOcBSZGMOP7owve5tNm…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/5YX2pmxa-oc0WA3-iUV5-ciorC7wUYUyd2…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WiJwT1Nk93TEFOV9ZwOihDt72sZCKlKyql…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NaZEbS89ljbfvlcZWai2J42HH6phhDKVe8…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ooK-g3SzwKowF2BfH3OuFQOAb1i_2ZONOT…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/h2xCOW1uQ5i049PnKeo8VzMEWlTHSIzGmVY1…> <#> © 2021 Fondazione Collegio Carlo Alberto

1 0

notizia di Workshop
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Gent.mi, inoltro la notizia di un Workshop indirizzato verso "Probabilistic Methods for Time Series Data Management". Cordiali saluti, Antonio Di Crescenzo ----- I would like to point out the Workshop "ProTime2021" at the conference 'Data Base and Expert System Applications' (DEXA2021) - the scope is Probabilistic Methods for Time Series Data Management: http://www.dexa.org/protime2021 <https://www.researchgate.net/deref/http%3A%2F%2Fwww.dexa.org%2Fprotime2021> It happens for the first time, and we are curious about the amount of interest - also, the deadline is already the 23ed of April. However, this can be talked about. Please, if you know about interested people especially from the probability community, it would be of great value to the Workshop to have such contributions. It is a particularly good opportunity to publish probabilistic methods in the machine learning context. Thanks for spreading the news - it would be great to have participants from your community! With the best regards, Florian Sobieczky

1 0

Reminder: online seminar - Angelo Lucia (Caltech)
by Carbone Raffaella 13 Apr '21

13 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia *(Caltech - Division of Physics, Mathematics and Astronomy) Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

In ricordo di Luigi M. Ricciardi
by Luigia Caputo 13 Apr '21

13 Apr '21

Cari colleghi, venerdì 16 Aprile, dalle ore 16:00 alle ore 16:30, in occasione dell'adunanza dell'Accademia di Scienze Fisiche e Matematiche, il Prof. Antonio Di Crescenzo, dell'Università degli Studi di Salerno, terrà una conversazione in ricordo di Luigi M. Ricciardi, a dieci anni dalla sua scomparsa. La conversazione avrà luogo in modalità telematica sulla piattaforma Microsoft Teams. Gli interessati sono calorosamente invitati a partecipare, accedendo al seguente link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… Cordiali saluti, Luigia Caputo -- Luigia Caputo Dipartimento di Matematica e Applicazioni Scuola Politecnica e delle Scienze di Base Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081-675671 https://www.docenti.unina.it/luigia.caputo

1 0

PhD call
by Irene Crimaldi 12 Apr '21

12 Apr '21

Dear all, I am writing you because my university, IMT School for Advanced Studies Lucca (*www.imtlucca.it <https://www.imtlucca.it/en>*) is currently recruiting PhD students for the 2021/22 Programs. It is truly an excellent opportunity highly motivated candidates: the Programs are fully-financed (no tuition fees), all students receive up to four years of scholarships (15.300€/year) plus free room and board on-campus. I have attached some additional information and a flyer that contains the main details of the call. The call for applications ends on June 30th 2021 - 12.00 pm CEST – the application is entirely online (*https://www.imtlucca.it/en/phd/information-for-students <https://www.imtlucca.it/en/phd/information-for-students>*). I would be so grateful if you could pass this one to whom you think might be interested. All the best, Irene

1 0

8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 12, 2021 - 13:00 (CEST)
by Susi Ceron 09 Apr '21

09 Apr '21

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2021*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2021). Admission is decided on the basis of qualifications only and does not require an entry examination. *Grant awarded* The annual grant will be of euros *15,343.28* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 12, 2021 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVII available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

1 0

Online Seminar by Cagin Ararat, Bilkent University (Wednesday, April 21, 15:30)
by Elisa Mastrogiacomo 09 Apr '21

09 Apr '21

*** Apologize for cross-posting *** On April Thursday 21 at 15:30, Cagin Ararat (Bilkent University) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-valued martingales and backward stochastic differential equations Abstract: Motivated by the connection between univariate dynamic risk measures and backward stochastic differential equations, we start building a theory for set-valued backward stochastic differential equations (SV-BSDE). As a first step for this purpose, we formulate a simple SV-BSDE with a compact-valued driver function and study the well-posedness of this SV-BSDE. A key tool in establishing well-posedness is the availability of a stochastic integral representation for set-valued martingales. We prove a new martingale representation theorem which, in contrast to the available literature, allows the initial value of the martingale to be nontrivial. This is a joint work with Jin Ma (USC) and Wenqian Wu (USC). The seminar will be on Microsoft Teams. You can find the information to join below. Topic: Cagin Ararat - Set-valued martingales and backward stochastic differential equations Time: Apr 21, 2021 03:30 PM Rome Where: Microsoft Teams Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yzc1OGY5YjAtNjNhZC00… Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

1 0

Associate Professor position in SPDEs in Oslo
by Luigi Amedeo Bianchi 09 Apr '21

09 Apr '21

Inoltro il seguente annuncio di una posizione da professore associato a Oslo. The Department of Mathematics at the University of Oslo announced an associate professorship position in the area of stochastic PDEs. The deadline for applications is April, 21. Additional information available at: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… <https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i…>

1 0

Seminar announcement
by Marco Scarsini 09 Apr '21

09 Apr '21

Thursday, 15 April, 17:00 CET *Vahideh Manshadi**, *Yale University Fair Dynamic Rationing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwUASAUEBw1OVgFdBQs> Discussants: Florin Ciocan and Sean Sinclair The paper can be found here <https://arxiv.org/abs/2102.01240>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBw1OVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

ABC in "Svalbard" (in fact, online)
by Massimiliano ... 09 Apr '21

09 Apr '21

Buon giorno, causa pandemia, la 2 giorni "ABC in Svalbard" su ABC, simulation-based inference e likelihood-free inference sarà interamente online, gratis e aperta a tutti, come riportato sotto nell'invito di Chistian Robert. Cordiali saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ********************************************************************************** Dear All, Since we sadly had to cancel the physical workshop in Longyearbyen, Svalbard next week, we have organised mirror versions in different places. Brisbane, Grenoble and Melbourne. The event is open to everyone and free, with the programme available on https://sites.google.com/view/abcinsvalbard-grenoble-mirror/<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.go…> Here is the Zoom link for the Grenoble side [no password needed] https://univ-grenoble-alpes-fr.zoom.us/j/99840576807?pwd=ZHNkaU1jU0ZHRVZma3…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gre…> while for Monash/Brisbane 1) Here are the schedule, personnel, titles and abstracts: https://docs.google.com/spreadsheets/d/1VP9qzvs85b7QnhfYyXBKJUbKAYm07SYMF5p…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goo…> 2) Here is the zoom link for the 2.00-5.00pm time slots on both days: Please click this URL to start or join. https://monash.zoom.us/j/89085250244?pwd=ZUxFTzVWTThuTldCMDZuUW1BQnA5UT09<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> Or, go to https://monash.zoom.us/join<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> and enter meeting ID: 890 8525 0244 and passcode: 746409 Feel free to forward the links through your mailing lists and we hope to see you on-line next week! All the best, Christian Robert (on behalf of the organisers)

1 0

BAYSM 2021: registration and abstract submission are now open!
by Federico Camerlenghi 08 Apr '21

08 Apr '21

Dear all, the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open https://events.stat.uconn.edu/BAYSM2021/ <https://events.stat.uconn.edu/BAYSM2021/>and it will be free, but mandatory. The event is also supported by ISBA and Yunnan University (Kunming, China). Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 10, 2021* during the registration process. Notification of acceptance will be given by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page*, the template is downloadable from the button "Resources". For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting, the deadline for registration is again May 10, 2021. *Confirmed Keynote speakers:* Maria De Iorio Francesca Dominici David Dunson Xuanlong Nguyen Amy Shi Jessica Utts *Confirmed discussants:* Cathy WS Chen Pierre Jacob Rosangela Loschi Li Ma David Rossel While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fevents.st…> Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

1 0

Seminario: Step-by-step community detection in volume-regular graphs, 9 Aprile ore 15
by Pietro Caputo 08 Apr '21

08 Apr '21

Seminario di Emilio Cruciani a Roma Tre: Emilio Cruciani (Universitaet Salzburg) Titolo: Step-by-step community detection in volume-regular graphs Venerdi' 09 Aprile 2021 ORE 15:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph). Recent work (e.g., Becchetti et al., SODA 2017) suggests that observing the temporal evolution of the power method applied to an initial random vector may, at least in some cases, provide enough information on the space spanned by the first two eigenvectors, so as to allow recovery of a hidden partition without explicit eigenvector computations. While the results of Becchetti et al. apply to perfectly balanced partitions and/or graphs that exhibit very strong forms of regularity, we extend their approach to graphs containing a hidden k-partition and characterized by a milder form of volume-regularity. We show that the class of k-volume regular graphs is the largest class of undirected (possibly weighted) graphs whose transition matrix admits k “stepwise” eigenvectors (i.e., vectors that have constant entries over the components corresponding to the same set of the hidden partition). To obtain this result, we highlight a connection between volume regularity and lumpability of Markov chains. Moreover, we prove that if the stepwise eigenvectors are those associated to the first k largest eigenvalues of the transition matrix of a random walk on the graph and the gap between the k-th and the (k+1)-th eigenvalues is sufficiently large, the Averaging dynamics of Becchetti et al. recovers the underlying community structure of the graph in logarithmic time, with high probability. Based on a joint work with Luca Becchetti, Francesco Pasquale, and Sara Rizzo. Link to the paper: https://arxiv.org/abs/1907.07149 Per partecipare al Seminario cliccare sul seguente Link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee…

1 0

Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

1 0

Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

1 0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random