Cari colleghi
Lunedì prossimo avrà inizio il ciclo mensile di seminari online promosso
dal Gruppo UMI PRISMA:
1 Febbraio 2021, ore 16:00-18:00: Franco Flandoli, Mario Maurelli
TITLE: Regularization by noise
ABSTRACT: The presence of the irregular fluctuations of a noise
sometimes improves the theory of differential equations, ordinary or
partial, a phenomenon today called "regularization by noise". This joint
talk will introduce the problem in finite dimensions, by some classical
and some more recent examples and results. Then it moves to SPDEs, where
the results are mostly recent and under investigation. The different
roles of additive noise and multiplicative transport type noise, the
latter with its fluid mechanic flavour, will be described.
Collegamento Teams:
https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb…
Grazie per l'attenzione e scusate le ripetizioni,
Domenico Marinucci e Claudia Ceci
--
@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@
Domenico Marinucci
Dipartimento di Matematica
Università di Roma Tor Vergata
https://www.mat.uniroma2.it/~marinucc/
@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@
Buongiorno,
ricordo il seguente Seminario MOX on-line di giovedì organizzato dal
gruppo Stat@MOX.
28.1, ore 14:00
Link: https://mox.polimi.it/elenco-seminari/?id_evento=2001&t=763721
Speaker: Alessio Farcomeni, Università Roma Tor Vergata
Titolo: Nowcasting the Italian epidemic outbreak of SARS-CoV-2
Abstract: In the talk, we briefly discuss the main epidemiological
features of SARS-CoV-2 one year into the pandemic, giving also a short
account of the public data available for Italy and of the main limits of
lay analyses.
We then discuss an accurate method for short-term forecasting ICU
occupancy at local level. Our approach is based on an optimal ensemble
of two simple methods: a generalized linear mixed regression model which
pools information over different areas, and an area-specific
non-stationary integer autoregressive methodology. Optimal weights are
estimated using a leave-last-out rationale.
Daily predictions between February 24th and November, 27th 2020 have a
median error of 3 beds (third quartile: 8) at regional level, with
coverage of 99% prediction intervals that exceeds the nominal one.
Finally we present a different method based on a modified non-linear GLM
for each indicator, including the potential effect of exogenous
variables, based on appropriate distributional assumptions and a
logistic-type growth curve. This allows us to accurately predict
important characteristics of the epidemic (e.g., peak time and height).
Based on joint works with Pierfrancesco Alaimo di Loro, Fabio Divino,
Giovanna Jona Lasinio, Gianfranco Lovison, Antonello Maruotti, Marco
Mingione
Contatto: francesca.ieva(a)polimi.it
Buona giornata
Anna Maria Paganoni
--
Anna Maria Paganoni
MOX - Modeling and Scientific Computing
Dipartimento di Matematica "F. Brioschi"
Politecnico di Milano
Piazza Leonardo da Vinci, 32
I-20133 Milano - Italy
tel. +39 02 2399 4574
fax. +39 02 2399 4568
e.mail: anna.paganoni(a)polimi.it
Dear all,
This is a reminder for the: STAR Online Seminars.
The seminar will be held Friday 13. November from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions.
This week's speaker is Rama Cont - University of Oxford, with the seminar: Excursion risk
Abstract: A broad class of dynamic trading strategies may be characterized in terms of excursions of the market price of a portfolio away from a reference level. We propose a mathematical framework for the risk analysis of such strategies, based on a description in terms of price excursions, first in a pathwise setting, without probabilistic assumptions, then in a probabilistic setting, when the price is modelled as a Markov process. We introduce the notion of δ-excursion, defined as a path which deviates by δ from a reference level before returning to this level. We show that every continuous path has a unique decomposition into such δ-excursions, which turn out to be useful for the scenario analysis of dynamic trading strategies, leading to simple expressions for the number of trades, realized profit, maximum loss and drawdown. When the underlying asset follows a Markov process, we combine these results with Ito's excursion theory to obtain a tractable decomposition of the process as a concatenation of independent δ-excursions, whose distribution is described in terms of Ito's excursion measure. We provide analytical results for linear diffusions and give new examples of stochastic processes for flexible and tractable modeling of excursions. Finally, we describe a non-parametric scenario simulation method for generating paths whose excursions match those observed in a data set. This is joint work with: Anna Ananova and RenYuan Xu.
After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break".
We are looking forward to see you, online!
Best regards,
We are looking forward to see you, online!
Best regards,
Michele Giordano
Doctoral research fellow
Department of Mathematics
University of Oslo, Norway
-------------------------------------------------------------------------
Register for the seminar: https://nettskjema.no/a/159180
Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…
Cari tutti,
ricordo la scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2021-2022).
Vi sarei grato se voleste portare all'attenzione dei vostri studenti interessati la "call for applications", riportata di seguito.
Saluti,
AL
*******************
PhD in Statistics and Computer Science - a.y. 2021-2022
Call for applications for PhD student positions
*******************
The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver.
* Scholarship amount *
20.280 euro per annum in the 1st and 2nd year
15.343 euro per annum in the 3rd and 4th year
Further funding is available through teaching and research assistantship.
Visit www.unibocconi.eu/admissionphd for detailed information.
** Applications are due by February 1, 2021 **
Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds.
The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation.
Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged.
The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses.
Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission.
Applicants should hold, or be on their way to hold, a graduate degree or equivalent.
For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact:
Antonio Lijoi (antonio.lijoi(a)unibocconi.it)
Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)
Dear all
the Centre for Economic and International Studies
<http://www.ceistorvergata.it/> of the University of Rome Tor Vergata
<https://web.uniroma2.it/home/newlang/english> is promoting a one-year
post-doc position (renewable up to two years) within the project HIDEA
(Advanced econometric methods for high-frequency data)
<http://dse.univr.it/hidea/index.html>financed by the PRIN 2017 program.
You can apply on-line via the pica system using the link
https://pica.cineca.it/uniroma2/f2-2021-0002/
Please find attached a copy of the call and a guide on how to apply (both
in english).
The deadline is February, 21, 2021. Should you have any questions
concerning how to apply (or for further details on the position), please do
not hesitate to contact me.
Kind regards
Davide Pirino
Ricevo ed inoltro.
GP
---------- Forwarded message ---------
From: ivan nourdin <inourdin(a)gmail.com>
Date: Fri, 22 Jan 2021 at 09:31
Subject: Postdoc position in Luxembourg for June 2021
To:
Dear colleagues,
I am currently advertising a postdoc position in Luxembourg.
I would be grateful if you could forward the announcement below to
potential candidates.
Thanks a lot in advance!
Best wishes,
Ivan
============
*Postdoc position in Luxembourg for June 2021 (deadline for submission of
application: March 1st)*
University of Luxembourg, campus Belval
Applications are invited for a postdoctoral fellowship in the field of
stochastic analysis at the University of Luxembourg.
The project is about Malliavin calculus, Stein's method, and related
topics, in a broad sense.
Areas of interest include stochastic analysis and its interplay with other
fields of mathematics (in particular, but not exclusively, functional
analysis and geometry).
The position is for 3 years (36 months).
The starting date is June 1st, 2021.
Applications, including a CV, a list of publications and a research
statement must be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu)
Applicants should also arrange for two letters of recommendation to be sent
to the same address.
Applications will be evaluated first after *March1st*, and then on a
rolling basis until the position is filled.
Requests for further information about the position should be also sent to
the same address.
--
Prof. Giovanni Peccati
------------------------------------------
Head of the Department of Mathematics
Faculty of Science,
Technology and Medicine
------------------------------------------
University of Luxembourg
-----------------------------------------
homepage:
http://sites.google.com/site/giovannipeccati/Home
E-mail: giovanni.peccati(a)gmail.com
Ricevo e inoltro.
Saluti,
Massimiliano
------
Dr. Massimiliano Tamborrino
Assistant Professor
Department of Statistics
University of Warwick
https://warwick.ac.uk/tamborrino
--------------
PhD Stipends with EPOC
Three of the PhD stipends below are in statistics, with double degrees between Department of Mathematical Sciences, University of Copenhagen and Bielefeld University. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…>
Job Opening: 15 doctoral fellowships in Marie Skłodowska-Curie Innovative Training Network: Economic Policy in Complex Environments (EPOC)
EPOC is looking for 15 highly motivated doctoral fellows to engage in cutting edge interdisciplinary research combined with a structured curriculum of training activities.
It aims at advancing the state-of-the-art and the applicability of computationally intensive methods for decision and policy analysis in economics. The focus is on challenges characterized by their dynamic and complex nature, in particular in the domains of climate change and innovation. Doctoral fellows will gain expertise and skills in data science, network theory, agent-based simulation, and economic modelling, and will apply these skills in their individual research projects. Selected candidates will enter a 36 months work contract with the recruiting university of their project. Doctoral fellows will spend at least one year at two EPOC partner universities and pursue a double degree. Research and training is carried out by the EPOC consortium consisting of seven leading European universities and ten partner organisations.
For more information about EPOC and the application procedure see
www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…>
All applications have to be submitted through the webpage.
Planned start of the employment contract: Sep. 1, 2021
-----------------
Susanne Ditlevsen
Professor
Department of Mathematical Sciences
University of Copenhagen
Phone: +45 35 32 07 85
email: susanne(a)math.ku.dk<mailto:susanne@math.ku.dk>
URL: http://www.math.ku.dk/~susanne/
Universitetsparken 5
DK-2100 Copenhagen Ø, Denmark
-----------------------------
Buongiorno,
inoltro l'annuncio per Il OWPS di domani.
Grazie per l'attenzione
Alessandra
---------- Forwarded message ---------
Da: One World Probability <ow.probability(a)gmail.com>
Date: mer 20 gen 2021 alle ore 09:15
Subject: [owps] One World Probability Seminar Thursday January 21, 2021
To: <owps(a)lists.bath.ac.uk>
Tomorrow's speakers in the One World Probability Seminar are
(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: Lorenzo Zambotti (Sorbonne Université)
Title: Some stochastic PDEs for the future
Abstract: We want to discuss some stochastic PDEs with distributional
non-linearities, driven by space-time white noise. These equations are
motivated for example by the scaling limits of critical pinning models. The
well-posedness of such stochastic PDEs is still an open problem, despite
the recent spectacular progresses in the field obtained by means of
regularity structures and paracontrolled calculus, the lack of a viable
stochastic calculus for SPDEs being a persistent major obstacle. A recent
result by Athreya-Butkovsky-Le-Mytnik gives new hope to solve this
long-standing problem.
(15:00-16:00 UTC) Francesco Caravenna (University of Milano-Bicocca)
Title: Hairer's Reconstruction Theorem without Regularity Structures
Abstract: We give a new self-contained and elementary proof of Martin
Hairer's Reconstruction Theorem, which is one of the cornerstones of his
theory of Regularity Structures. We present it as a general result in the
theory of distributions that can be understood without any knowledge of
Regularity Structures themselves, which we do not even need to define. We
will also discuss some applications of independent interest. (Based on
joint work https://arxiv.org/abs/2005.09287
<https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…>
with Lorenzo Zambotti).
------------------------------------------------
The zoom link will appear the day before on the OWPS website:
https://www.owprobability.org/one-world-probability-seminar
<https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…>
It can also be directly accessed through the link below:
<http://goog_1741272511>
https://uniroma1.zoom.us/j/86530184507?pwd=N0cyVGw4MmIzR2dyV3JZeHhzZ2w5QT09
<https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…>
Please feel free to circulate this email.
We hope to see you all tomorrow!
One World Probability Team
--
*************************************************
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
*************************************************
Dear colleagues,
I would like to announce 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 the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…>
Best regards,
Giacomo
Tuesday, Jan. 26, 14:00
Speaker: Martin Saal (SNS Pisa)
Title: Dissipative SQG equations driven by space-time white noise
Abstract: see attachement.
************************
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/
Ricevo e inoltro con piacere.
Cari saluti,
Vittoria
********************************
Vittoria Silvestri
Assistant Professor
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
********************************
---------- Forwarded message ---------
Da: Nathanael Berestycki <nberestycki(a)gmail.com>
Date: mar 19 gen 2021 alle ore 16:34
Subject: postdoctoral position at University of Vienna
To: GLAZMAN Alexander <alexander.glazman(a)univie.ac.at>, Marcin Lis <
marcin.lis(a)univie.ac.at>
Dear colleagues,
A 3-year postdoctoral position in probability has just been advertised at
the University of Vienna.
You can see the ad for instance here
<https://www.mathjobs.org/jobs/list/17173>. The closing date for
applications is on 14 February.
We would be grateful if you could forward this to any suitable candidate.
Meanwhile we send you our best wishes, and hope you stay well during what
are undoubtedly challenging times for all of us.
Nathanael Berestycki,
Sasha Glazman,
Marcin Lis
Buongiorno,
vi giro il messaggio mandato alla mailing list del OWPS.
Grazie per l'attenzione
Alessandra
---------- Forwarded message ---------
Da: Andreas Kyprianou <ak257(a)bath.ac.uk>
Date: lun 18 gen 2021 alle ore 19:28
Subject: [owps] One World Probability Seminar
To: <owps(a)lists.bath.ac.uk>
Dear All,
(Apologies if you get this message more than once).
Thank you for your ongoing support for the One World Probability Seminar. We
would be grateful if you could please circulate the message below around
your
research networks, to help us reach probabilists who are not subscribers to
the OWPS mailing list.
Started last spring in response to the Covid-19 epidemic, the OWP seminar
seeks to present top level speakers from around the world to a broad
international audience of probabilists. It takes place each Thursday on Zoom
and is simultaneously live streamed on YouTube (check the website to see the
time in your local time zone). The weekly format is typically two talks on
the
same or related subjects, aimed at a broad audience. The first talk is
usually
a background talk, while the second highlights more contemporary research
developments.
You can find the details of the upcoming seminars, videos and slides of
past-
seminars, and instructions on how to subscribe to the OWPS mailing list on
the
OWPS website
https://www.owprobability.org/one-world-probability-seminar
The weekly seminars are announced to the mailing list the day before.
We look forward to your participation in the seminar series this spring.
Alessandra Faggionato and Amanda Turner
(OWPS chairs, spring 2021)
Dear Colleagues,
this is a slightly unusual message.
As you probably know, Elizabeth Meckes - an expert in random matrix theory
and Stein's method - died unexpectedly in December 2020 after a short
illness, while on sabbatical in Oxford. She was 40 years old:
https://thedaily.case.edu/remembering-professor-of-mathematics-elizabeth-me…
Yesterday, during a conference in Bonn, Persi Diaconis (her former PhD
advisor) gave a talk about Elizabeth, her research and her personality. It
is a beautiful and very touching speech, yet able to convey the universal
joy of doing research and mentoring young colleagues.
You can find it here:
https://www.youtube.com/watch?v=xldMG911NN0&feature=emb_logo
All my best, Giovanni
--
Prof. Giovanni Peccati
------------------------------------------
Head of the Department of Mathematics
Faculty of Science,
Technology and Medicine
------------------------------------------
University of Luxembourg
-----------------------------------------
homepage:
http://sites.google.com/site/giovannipeccati/Home
E-mail: giovanni.peccati(a)gmail.com
Forwardo il messaggio sotto per chi non fosse iscritto alla OWPS mailing
list.
Buona serata
Alessandra
---------- Forwarded message ---------
Da: One World Probability <ow.probability(a)gmail.com>
Date: mer 13 gen 2021 alle ore 18:27
Subject: [owps] One World Probability Seminar Thursday January 14, 2021
To: <owps(a)lists.bath.ac.uk>
Tomorrow's speakers in the One World Probability Seminar are
(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: Thomas Leblé (CNRS - Université de Paris (MAP5))
Title: Coulomb gases: a short introduction
Abstract: Coulomb potentials are natural examples of systems with
long-range interactions. They appear in statistical physics, random matrix
theory, vortex systems, constructive approximation… and can be seen as a
(possibly infinite) random collection of points that exhibit interesting
stochastic features depending on the length scale and the temperature T.
For example, their global arrangement is predicted by a mean field model
and is found to be independent of T, whereas their local arrangement varies
wildly with T while conserving strong, surprising rigidity properties all
along.
I will present some basic facts about the analysis of Coulomb gases and
mention a few long-standing questions around which recent developments have
taken place.
(15:00-16:00 UTC) Sylvia Serfaty (NYU Courant)
Title: Local laws and fluctuations for Coulomb gases
Abstract: We are interested in the statistical mechanics of systems of N
points with Coulomb interactions in general dimension for a broad
temperature range. We discuss local laws characterizing the rigidity of the
system at the microscopic level, as well as free energy expansion and
Central Limit Theorems for fluctuations.
------------------------------------------------
The zoom link will appear the day before on the OWPS website:
https://www.owprobability.org/one-world-probability-seminar
<https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…>
It can also be directly accessed through the link below:
https://uniroma1.zoom.us/j/84008096626?pwd=N3MyYUFaMElvazIrS3hzNE1aSnRRZz09
<https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…>
Please feel free to circulate this email.
We hope to see you all tomorrow!
One World Probability Team
--
*************************************************
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
*************************************************
Dear all,
I would like to announce the following online seminar
that will take place next week via the Zoom platform.
Best regards, Maurizia Rossi
*Tuesday, Jan 19 - 4:30pm *(Rome time zone)
Speaker: *Arturo Jaramillo Gil* (*CIMAT -* Centro de Investigación en
matemáticas, Mexico)
Title: *Quantitative Erdös-Kac theorem for additive functions*
Summary: The talk will take as a starting point the celebrated Erdös-Kac
theorem; a result of great importance in probabilistic number theory, which
establishes that the fluctuations of the number of prime factors in a
uniform sample over {1,..., n} are asymptotically Gaussian. Naturally,
after the publication of this result, many quantitative versions of it have
been studied. LeVeque conjectured that the optimal rate was asymptotically
equivalent to loglog(n)^(-1/2). This was later proved by Turan and Rényi
by means of an ingenious manipulation of the underlying characteristic
function. Unfortunately, up to this day, all the perspectives for solving
LeVeque's conjecture are based on the use of non-trivial complex analysis
tools, while the probabilistic perspective has been only successfully
applied to obtain suboptimal rates of convergence. In this talk, we will
give a purely probabilistic proof of LeVeque's conjecture which will allow
us to address the problem in a general fashion by means of Stein's method
techniques.
*Link Zoom*
https://us02web.zoom.us/j/88100676046?pwd=NTFjdlAyVjdSTE8rVnBmUGVWelFPdz09
*Meeting ID*: 881 0067 6046
*Passcode*: 680246
- - -
Maurizia Rossi
Dipartimento di Matematica e Applicazioni
Università di Milano-Bicocca
Dear All,
we are glad to announce the program of the XXII Workshop on Quantitative Finance. This is available at the website:
http://dse.univr.it/qfw2021/
where you can also (freely) register for the event (registration is necessary to get the zoom links).
Looking forward to welcoming you virtually in Verona!
The Organizing Committee (Letizia Pellegrini, Roberto Renò, Cecilia Mancini, Alessandro Gnoatto, Athena Picarelli, Marco Patacca, Maria Flora)
---------- Forwarded message ----------
Date: Tue, 24 Nov 2020 21:39:58 +0100
From: Paolo Falbo <paolo.falbo(a)unibs.it>
Dear All,
we are glad to announce the sixth edition of Energy Finance
Italia. The conference will be organized by the Department of Economics
and Management of the University of Brescia and will take place on
February 22-23, 2021.
Due to the COVID-19 pandemic, at the moment we still cannot decide the
format of the conference, whether fully online or hybrid. In any case, we
will ta ke that decision in due time, and we will communicate it by means
of our web site and our newsletter.
Keynote speakers:
- Nicola Secomandi, Carnegie Mellon Tepper School of Business
"Quadratic hedging and applications to energy"
- Carlos Ruiz Mora, Univ. Carlos III of Madrid
"Strategic sales-mix management in power generation
- Eleonora Bettinzoli, ARERA
"Covid-19 and Finacial risk in the Italian electricity market"
The deadline for the submission of a long abstract (max two pages) is
*January 18, 2021*
Notification of acceptance: January 28, 2021.
Registration and payment of fees: February 8, 2021.
All the information at the link
http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work…
Best regards,
Paolo Falbo
on behalf of the Organizing Committee
Buongiorno a tutti,
scrivo per diffondere l'annuncio di un'offerta di 40 borse di PhD in matematica a Parigi riservate a candidati stranieri (20 borse con inizio settembre 2021 e 20 borse con inizio settembre 2022).
Le borse sono riservate a studenti che non hanno trascorso piu' di 1 anno in Francia negli ultimi 3 anni che intendano svolgere il PhD in uno dei numerosi laboratori della Fondation Sciences Mathematiques de Paris. La data di scadenza per quest'anno e' il 13 febbraio 2021.
Il sito del bando
https://www.sciencesmaths-paris.fr/fr/cofund-mathinparis-842.htm
Per ulteriori informazioni, i candidati interessati possono contattarmi direttamente via mail.
buon anno a tutti
Cristina Toninelli
MathInParis2020 - sciencesmaths-paris.fr<https://www.sciencesmaths-paris.fr/fr/cofund-mathinparis-842.htm>
Eligibility criteria. Mobility rule: Applicants may not have resided or carried out their main activity (work, studies, etc.) in France for more than 12 months in the three years immediately before the deadline of the co-funded program's call, i.e. from the 13 th of February 2018 to the 13 th of February 2021. Early-stage researchers: Candidates must have a master’s degree or an equivalent ...
www.sciencesmaths-paris.fr
---------------------------------------------------------------------------------------------
Cristina Toninelli
Postal Address: Ceremade
Univ.Paris Dauphine
Place du Marechal de Lattre de Tassigny
75775 Paris Cedex 16 - France
Office: B617
--------------------------------------------------------------------------------------------
Forwardo messaggio in merito al OWPS
Saluti
Alessandra
---------- Forwarded message ---------
Da: Amanda Turner <turneramanda(a)gmail.com>
Date: gio 7 gen 2021 alle ore 11:58
Subject: [owps] One World Probability Seminar - Spring Series
To: <owps(a)lists.bath.ac.uk>
Dear all,
This email is to inform you that the spring series of the OWPS will start
on January 14, beginning with talks by Thomas Leblé (Paris) and Sylvia
Serfaty (NYU Courant).
The seminars will take place each Thursday at 14:00-16:00 UTC on Zoom. A
detailed announcement will be sent to the mailing list on Wednesday.
The website
https://www.owprobability.org/one-world-probability-seminar
<https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…>
will shortly be updated with information on the seminars.
Finally, it is our pleasure to thank Ivan Corwin and Milton Jara for
organizing the previous OWPS series.
Wishing you a happy new year,
Amanda and Alessandra
--
*************************************************
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
*************************************************
[English version below]
Il Dipartimento di Matematica dell'Università di Trento organizza
all'interno del corso di laurea magistrale in Matematica, percorso
Matematica per la Data Science, il crash course
Reinforcement Learning: the way machines learn
tenuto dal Prof. Maurizio Parton (Università di Chieti-Pescara),
nei giorni 27, 29 gennaio e 3, 5 febbraio 2021.
Il corso sarà in remoto e in lingua inglese.
La partecipazione è gratuita, ma è necessaria la registrazione, mandando
un'email a luigiamedeo.bianchi(a)unitn.it
Il numero di posti disponibili per partecipanti esterni è limitato.
Ulteriori informazioni alla pagina
http://datascience.maths.unitn.it/events/rl2021/
The Department of Mathematics at the University of Trento organises
within the Master's program in Mathematics, track Mathematics for Data
Science, the crash course
Reinforcement Learning: the way machines learn
held by Prof. Maurizio Parton (University of Chieti-Pescara),
on Jan. 27 and 29, and Feb. 3 and 5, 2021.
The course will take place online and will be given in English.
Participation is free of charge, but registration is required. To
register, send an email to
luigiamedeo.bianchi(a)unitn.it
The number of places available for external participants is limited.
Abstract:
Reinforcement Learning (RL) is a machine learning technique where an
agent learns to solve a decision problem by performing actions and
assessing their results. RL has been acknowledged as a breakthrough
technology by MIT in 2017. We will study the fundamentals of RL and will
sketch the latest methods used to solve a variety of complex tasks, from
gaming to computer science, finance, and robotics. This is a 12h crash
course intended for students with a background in probability. The
course is comprised of theory, applications and assignments. Some
experience with Python may prove useful to fully profit from the
exercises and assignments.
Further information available on the following webpage:
http://datascience.maths.unitn.it/events/rl2021/
Ricevo e inoltro, si noti che la scadenza è domani.
-------------------------------------------
Would you like to gain hands-on experience of Reinforcement Learning? Take part in testing RangL, a brand new open-source competition platform to accelerate progress in data-driven control problems, especially in the context of energy and transportation systems.
Reinforcement Learning challenge
18-25 Jan 2021
The Alan Turing Institute
• Free entry
• Individuals and teams (two or more people) can apply
• Three levels of difficulty available
• All successful invitees supported with ‘Ask away!’ channel on Slack
• Certificate of participation included
Contact: rangl(a)turing.ac.uk before 8 January 2021. Participation is by invitation only so early application is advised.
Check out the project web page at https://www.turing.ac.uk/research/research-projects/ai-control-problems
=================================
Alessandro Zocca (he/his)
Assistant Professor
Vrije Universiteit Amsterdam
Department of Mathematics
https://sites.google.com/site/zoccaale/
Two CDPF scholarships are available for candidates interested in copula modeling.
Mixed High-Dimensional Copulas for Multivariate Time Series in Public Health
Supervisor: Bruno Rémillard, HEC Montréal
Co-Supervisor: Bouchra Nasri, Université de Montréal
Applications of Long-Memory Models and Copulas to the Reconstruction of Millennial Streamflow Levels
Supervisor: Rafal Kulik, University of Ottawa
Co-Supervisor: Bruno Rémillard, HEC Montréal
The details are given in the following website:
http://www.canssi.ca/research-and-training-opportunities/canssi-postdoctora… <http://www.canssi.ca/research-and-training-opportunities/canssi-postdoctora…>
where other different projects can be found.
Applications are due by January 19, 2021.
Dear Colleagues,
We would like to invite you to the following Probability seminar
that will take place on January 15 at 14.30 by the zoom platform.
________________________________________________________
Speaker: Giacomo Di Gesù (Università di Pisa)
Title: Metastability for an SPDE via functional inequalities
15 JANUARY (Friday) - 14:30 zoom link: TBA
(available on the webpage https://www.math.unipd.it/~bianchi/seminari/ )
Abstract: We consider a small perturbation by space-time Gaussian white
noise of the Allen-Cahn equation.
The latter is a nonlinear PDE, which can be seen as a gradient flow with
respect to a double-well potential.
The perturbed stochastic evolution is then a paradigmatic model exhibiting
metastable dynamics:
before exploring the full state space and reaching equilibrium, the system
remains localized at the bottom
of one well for a very long time.
In the talk I will present a general approach to get metastability
estimates in this infinite-dimensional setting.
The focus is on sharp estimates that go beyond rough large deviation
asymptotics and that are crucial
for deriving coarse-grained effective dynamics. A key ingredient of the
method is the systematic use of
log-Sobolev inequalities in order to lift tunnelling calculations to
infinite dimensions.
As a main application we show how to compute the leading asymptotic
behavior of the exponentially small spectral gap.
We obtain an explicit formula expressed in terms of a certain Fredhom
determinant as prefactor.
This result shows that the gap behaves like the inverse of the average
tunnelling time between wells
and provides an alternative, spectral-theoretic way to prove the
Eyring-Kramers formula.
Based on joint work with Morris Brooks (IST Austria).
--
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/
Ricevo da Luca Avena (Leiden) e con piacere inoltro
Saluti
Alessandra
---------- Forwarded message ---------
Da: Avena, L. <l.avena(a)math.leidenuniv.nl>
Date: mar 5 gen 2021 alle ore 14:00
Subject: Vacancies in Leiden: 15 PhDs and postdocs in Mathematics, deadline
January 31, 2021
Dear friends and colleagues,
The very best wishes for a better 2021 to all of you!
I would like to ask you to advertise within your network of potentially
interested colleagues and students, 15 open vacancies for PhDs and Postdocs
at our Math department in Leiden with deadline end of January.
The application description can be found at this link:
https://www.universiteitleiden.nl/en/vacancies/2020/q4/20-572-phd-candidate…
Thanks for the attention and see you hopefully soon.
Sincerely,
Luca
--
*************************************************
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
*************************************************
Buongiorno,
in merito all'assegno di ricerca biennale con bando
https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf
<https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf>
presso
il Dipartimento di Matematica - La Sapienza (già pubblicizzato in questa
mailing list), vi mando dei dati aggiuntivi in Inglese a supporto di
potenziali candidati stranieri.
Saluti
Alessandra
- Position: Assegno di Ricerca, *which is the equivalent of a post-doc
position*.
- Degree required at the moment of application: PhD.
- Institution: Dipartimento di Matematica “Guido Castelnuovo”, SAPIENZA
Università di Roma (https://www.mat.uniroma1.it/).
- Field: Mathematics and its applications.
- Duration: 2 years.
- Estimated gross salary: 22.600 EUR per year (which corresponds to a
net wage of about 1650 EUR per month).
- Teaching load: no teaching duties.
- Expected starting: Summer/Autumn 2021.
Here is the link for the official call (unfortunately in Italian only):
https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf
Applications shall be sent by registered letter, attested by an
acknowledgment of receipt, or *by PEC*, the *deadline being January 20th,
2021* (the postmark serving as proof).
For those of you who cannot speak/understand Italian, further information
and/or assistance with the application process can be found at the URL
https://sites.google.com/uniroma1.it/istruzioni-inglese-bando8-2020/guideto…
The above link will also appear soon on the webpage of the Department of
Mathematics.
--
*************************************************
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
*************************************************
Dear colleagues,
applications are invited for assistant professor (Tenure Track) position in Statistics
at the Mathematical Institutes, Leiden University.
We are looking for candidates with a strong background in
Mathematical Statistics/Statistics or Probability and
interest in statistical methodology and/or applications.
More details about the application procedure can be found at
https://www.universiteitleiden.nl/en/vacancies/2020/q4/20-573-assistant-pro…
Closing date 15-th January
For information please contact Marta Fiocco m.fiocco(a)math.leidenuniv.nl
Anna Maria Paganoni
MOX - Modeling and Scientific Computing
Dipartimento di Matematica "F. Brioschi"
Politecnico di Milano
Piazza Leonardo da Vinci, 32
I-20133 Milano - Italy
tel. +39 02 2399 4574
fax. +39 02 2399 4568
e.mail: anna.paganoni(a)polimi.it
(aggiungo che il sito del master è https://md2sl.imtlucca.it/)
-------- Messaggio Inoltrato --------
Oggetto: Borse di studio per Master Data Science and Statistical
Learning (MD2SL)
Data: Thu, 24 Dec 2020 10:03:30 +0100
Mittente: datascience(a)unifi.it
Organizzazione: Universita' degli Studi di Firenze
A: datascience(a)unifi.it
Cari tutti,
vi segnaliamo che è stato pubblicato il bando di selezione per il
conferimento di *due Borse di Studio* finalizzate all'iscrizione al
*Master di II livello in Data Science and Statistical Learning (MD2SL)*,
promosso dal Florence Center for Data Science, attraverso il
Dipartimento di Statistica, Informatica, Applicazioni (DISIA) "G.
Parenti" dell'Università degli Studi di Firenze, e dalla Scuola IMT Alti
Studi Lucca.
Il bando e ulteriori dettagli sono disponibili al seguente link:
https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma…
<https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma…>,
e sul sito del Florence Center for Data Science, tra le News:
https://datascience.unifi.it/index.php/news/
<https://datascience.unifi.it/index.php/news/>.
Scadenza per la presentazione delle domande: 14/01/2021 ore 13.00.
Vi chiediamo gentilmente di diffondere l'annuncio tra i potenziali
interessati.
Grazie,
Cordiali Saluti,
Florence Center for Data Science
Inoltro a tutti gli interessati il seguente annuncio (la posizione è quella
attualmente occupata da Wolfgang Woess).
********************************************************************************
Full professor "Discrete Mathematics and Probability", TU Graz
TU Graz is looking to appoint a tenured full professor of Discrete
Mathematics and Probability, starting October 2022. We are looking for a
highly qualified individual of international standing who has an excellent
research profile and is committed to represent the intersection of
Discrete Mathematics and Probability in both teaching and research.
For more information please see the web apge
https://www.tugraz.at/go/professorships-vacancies. Applications must be
sent to the email address bewerbungen.mpug(a)tugraz.at no later than March
31, 2021.
---------------------------------------------------------------------
Johannes Wallner Tel (+43) 316 873 8440
Institut fuer Geometrie der TU Graz,
Kopernikusgasse 24, 8010 Graz.
j.wallner(a)tugraz.at http://www.geometrie.tugraz.at/wallner
--------------------------------- ------------------------------------
WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Joint initiative with
MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network>
Giovedi 17 Dicembre 2020, alle ore 17:00, si terrà il seguente webinar:
------------------------------------------------
Speaker: *David Rossell *(Universitat Pompeu Fabra, Barcelona, Spain)
Title: *Approximate Laplace approximation*
Zoom link:
https://us02web.zoom.us/j/84312531120?pwd=VVJraStLVkR2M0w0ZXZnU3M0MFp2UT09
<https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09>
Meeting ID: 843 1253 1120
Passcode: 105560
Abstract:
Bayesian model selection requires an integration exercise in order to
assign posterior model probabilities to each candidate model. The
computation becomes cumbersome when the integral has no closed-form,
particularly when the sample size is large, or the number of models is
large. We present a simple yet powerful idea based on the Laplace
approximation (LA) to an integral. LA uses a quadratic Taylor expansion at
the mode of the integrand and is typically quite accurate, but requires
cumbersome likelihood evaluations (for large n) an optimization (for large
p). We propose the approximate Laplace approximation (ALA), which uses an
Taylor expansion at the null parameter value. ALA brings very significant
speed-ups by avoiding optimizations altogether, and evaluating likelihoods
via sufficient statistics. ALA is an approximate inference method equipped
with strong model selection properties in the family of non-linear GLMs,
attaining comparable rates to exact computation. When (inevitably) the
model is misspecified the ALA rates can actually be faster than for exact
computation, depending on the type of misspecification. We show examples in
non-linear Gaussian regression with non-local priors, for which no
closed-form integral exists, as well as non-linear logistic, Poisson and
survival regression.
------------------------------------------------
Il webinar è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data
Modeling Research Network
midas.mat.uc.cl/network
Cordiali saluti,
Pierpaolo De Blasi
---
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
Dear colleagues,
I’d like to draw your attention to the following open positions (one PhD and one Post-Doc) in Berlin. Please, feel free to forward this announcement to anyone who might be interested.
"The Weierstrass Institute in Berlin (WIAS) invites applications for a two positions, one at post-doctoral level and one for a PhD student. Both positions are in the newly founded Leibniz Junior Research Group “Probabilistic Methods for Dynamic Communication Networks” (Head: Dr. B. Jahnel); the positions are available immediately.
The successful candidates will perform rigorous probabilistic and analytic mathematical work on dynamical spatial random geometric systems as models for future telecommunication networks, in collaboration with other group members and partners at WIAS, in industry and in academia. The research results shall be published in scientific journals and technical reports, and presented at conferences.
The applicants must at a minimum hold a master’s degree in mathematics or related fields with high emphasis on probability. For the post-doctoral position a PhD in mathematics should be completed or very close to completion. Knowledge in statistical physics, interacting particle systems, or stochastic geometry will be important.
Please direct scientific queries to Dr. B. Jahnel (Jahnel(a)wias-berlin.de <mailto:Jahnel@wias-berlin.de>).
The appointment is initially limited for 24 months. The work schedule is 39 hours per week, and the salary is according to the German TVoeD scale.
Please see the following links for more information and in order to apply: https://short.sg/j/8332092 <https://short.sg/j/8332092> (post-doc) and https://short.sg/j/8331747 <https://short.sg/j/8331747> (PhD).
Please note that the deadline for applications is 31 December.”
Best wishes,
Luisa Andreis
Post-Doc researcher
WIAS-Weierstrass Institute
Mohrenstrasse 39, 10117 Berlin, Germany
Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home>
Email: andreis(a)wias-berlin.de
Diffondo su richiesta del collega Bernardo D'Auria un annuncio di posti per:
Assistant Professor positions (tenure-track) in the Department of
Statistics,
Universidad Carlos III de Madrid
scadenza: 28 febbraio 2021
per dettagli: http://halweb.uc3m.es/seminarios/conv-tenure-track.pdf
Cordiali saluti
=============================================
Antonio Di Crescenzo
Dipartimento di Matematica
Università degli Studi di Salerno
Via Giovanni Paolo II, n. 132
<https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…>
84084 Fisciano (SA)
Italy
Tel. +39-089-963349
E-mail(1): adicrescenzo(a)unisa.it
E-mail(2): adicresc(a)gmail.com
Web: http://www.unisa.it/docenti/antoniodicrescenzo/index
Skype: antoniodicrescenzo
=============================================
Segnalo con piacere questa opportunità di postdoc a Bath.
Vittoria
---------- Forwarded message ---------
Da: Daniel Kious <dk746(a)bath.ac.uk>
Date: lun 14 dic 2020 alle ore 23:11
Subject: Postdoctoral position in Probability at the University of Bath
To: d.kious(a)bath.ac.uk <
IMCEAEMAIL-+20d+2Ekious+40bath+2Eac+2Euk(a)gbrp265.prod.outlook.com>
Dear Colleagues and Friends,
I would greatly appreciate if you could bring the following announcement to
the attention of the relevant applicants.
A postdoctoral position in Probability is open at the University of Bath.
The position is for two years, starting 1 July 2021, and the successful
applicant will work with Dr Daniel Kious, on topics related to random walks
and random environments. Please, find the full announcement at the end of
this email.
Applications are open and the deadline is 11 January 2021, see:
https://www.bath.ac.uk/jobs/CC8004
In order to have the best chances, the applicants should provide the
following:
-an updated CV;
-a list of publications;
-a short research statement;
-the names of two referees who agreed to write a letter of support, and one
of them must be the current employer or a past employer.
Best wishes,
Daniel Kious.
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-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_
-
A postdoctoral research position is available in the area of probability to
start 1 July 2021. The position is available for 2 years and is funded by
the EPSRC grant "Random walks in dynamic random environment" of Daniel
Kious.
You will be associated with the probability laboratory (Prob-L@B
<https://www.bath.ac.uk/research-centres/probability-laboratory-at-bath/>)
of the Department of Mathematical Sciences
<https://www.bath.ac.uk/departments/department-of-mathematical-sciences/>
at the University of Bath. Prob-L@B is one of the largest probability group
in the UK and benefits from a very active and collaborative team, with
expertise covering many areas of Probability, cultivating a high-level and
friendly atmosphere. The successful applicant will be expected not only to
work on the project, but also to interact with the other members of
Prob-L@B.
The area of research will be centred on the mathematical analysis of random
walks in random environment or dynamic random environment, reinforced
random walks or other processes with reinforcement, percolation, spin
systems.
The ideal candidate is expected to have a strong background in discrete
probability theory, and have (or expect to obtain shortly) a PhD in
Probability, or related areas.
Our campus is surrounded by beautiful countryside, and the City of Bath
with its historic charm and social activity only a short distance away
creates an excellent environment in which to work. We encourage all staff
to learn, develop new skills and progress their careers throughout their
employment with us and believe our staff
<https://www.bath.ac.uk/jobs/display.aspx?id=1091&pid=221#section3> are
vital in creating the University’s inclusive and innovative community. We
are committed to providing a family friendly workplace
<https://www.bath.ac.uk/campaigns/family-friendly-workplace/> and our staff
have access to a number of services that promote wellbeing
<https://www.bath.ac.uk/topics/wellbeing/> and improve work-life balance.
We recognise the commitment, achievements and talents of our workforce
through our offering of initiatives and benefits
<https://www.bath.ac.uk/professional-services/pay-and-reward>, including
(but not limited to):
- Generous employer pension contributions
- 39 days holiday (annual leave, discretionary days and bank holidays)
- A flexible working environment
- A commitment to personal and professional development
- Ofsted outstanding rated onsite nursery
- Salary exchange scheme (cycle to work)
- Onsite private and NHS dentist, onsite medical centre
- Employee discount scheme
We aim to be an inclusive university, where *difference is celebrated*,
respected and encouraged. We truly believe that diversity of experience,
perspectives, and backgrounds leads to a better environment for our
employees and students, creating a learning environment and
organisational *culture
that enhances **health and wellbeing*
<https://www.bath.ac.uk/topics/wellbeing/> across our community. We are
very proud to have recently received Ambassadors for Autism certification
<https://www.bath.ac.uk/announcements/university-receives-ambassadors-for-au…>
and are an accredited Disability Confident Leader; committed to building
disability confidence and supporting disabled staff
<http://www.bath.ac.uk/hr/working/disability-support/index.html>.
-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_
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-
Dr Daniel Kious
University of Bath - Prob-L@b
email: d.kious(a)bath.ac.uk
Office: 6 West 1.23
Phone: 01225 38 6186
********************************
Vittoria Silvestri
Assistant Professor
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
********************************
---------- Forwarded message ----------
Date: Mon, 14 Dec 2020 00:41:25 +0100
From: Pelizzari Cristian <cristian.pelizzari(a)unibs.it>
To: Tiziano Vargiolu <vargiolu(a)math.unipd.it>
Subject: Webinar of Prof. Hinz at UNIBS, Department of Economics and Management
Ciao Tiziano,
ti chiedo la cortesia di diffondere questo avviso di seminario ai tuoi
canali. Ho gi? spedito questa e-mail al Segretario Generale dell'A.M.A.S.E.S..
Mi scuso per la scadenza ravvicinata.
Grazie e a presto,
Cristian
***
Dear Colleagues,
on December 17th, 2020 - 11:30 (CET),
as part of the Research Seminars at the Department of Economics and
Management, University of Brescia, the following webinar will take place:
On Optimal Planning of Double-Spending Attacks
presented by Prof. Juri Hinz, University of Technology Sydney, and organized
by Prof. Paolo Falbo and Prof. Cristian Pelizzari
Abstract
Diverse concepts originating from the blockchain idea have gained
popularity. However, there is concern about stability of such systems. In
this setting, an attempt to spend the digital funds more than once (the
so-called double-spending attack) has been analyzed by several authors. The
present contribution addresses a refinement to this problem under realistic
assumptions.
Live presentation on: Google Meet.
To participate, registration is required by filling out the following form:
https://docs.google.com/forms/d/e/1FAIpQLSd3_vL6Rzi7rNf7FiburuLBjC1cc32oA4U
SHdQDaivS9_cB5w/viewform
Subscribers will be e-mailed the link to the webinar meeting.
***
--
Associate Professor of Mathematical Methods
of Economics, Finance and Actuarial Sciences
Department of Economics and Management
University of Brescia
Contrada S. Chiara, 50
25122 BRESCIA BS
ITALY
E-mail cristian.pelizzari(a)unibs.it
Tel. 0039-030-2988516
Microsoft Teams contact
Informativa sulla Privacy: http://www.unibs.it/node/8155
Forwardo anche questo con piacere...
GPST
> Begin forwarded message:
>
> From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no>
> Subject: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway
> Date: 13 December 2020 at 22.15 GMT+1
> To: DipIMAP <scaliato(a)axp.mat.uniroma2.it>
>
> Two-year Postdoctoral Position in Statistics for COVID-19 modelling, Oslo, Norway
>
> The postdoc will develop new statistical methodology and models to describe and predict the dynamics of the COVID-19 pandemics in Norway and across the Nordic countries. This is part of a new exciting Nordic collaboration project financed by NordForsk with Tom Britton, Stockholm University, Arnoldo Frigessi, Oslo University and Lasse Leskelä, Alto University as co-PIs. If you are selected as postdoc, you will work in close collaboration with the three Nordic teams. We will work on the covid-19 dynamics in space and type, also across the Nordic borders; we will exploit human mobility data in real time described by telecom mobility data; develop methods for probabilistic short term prediction; evaluate and compare alternative interventions. The project has unique access to COVID-19 data streams. There is a possibility to extend the period for an additional year. You can find some more information here: https://nordicmathcovid.cs.aalto.fi
>
> The postdoc will be employed at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. You have a strong competence in statistical modelling and inference and have excellent skills in coding.
>
> This is a unique project, with multiple opportunities also to develop your own research themes, building your curriculum towards a tenure track/permanent position in a leading university.
>
> To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196535/2-year-postdoctoral-p…
>
> Deadline: 11th January 2021
>
> We offer
> * Salary up to 55.000 Euro per annum depending on qualifications.
> * A career development programme designed for researchers at the beginning of their career.
> * Health insurance and very attractive "Scandinavian" welfare benefits.
> * A generous pension agreement.
> * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities.
>
> Arnoldo Frigessi
Dear all,
This is a reminder for the: STAR Online Seminars.
-
The seminar will be held Friday 18. December from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions.
This week's speaker is Federica Masiero - Università degli Studi di Milano-Bicocca, with the seminar:
Regularizing properties and HJB equations for stochastic problems with delay
Abstract: In this talk we consider stochastic differential equations with delay. It is well known that the Ornstein-Uhlenbeck transition semigroup doesn’t have regularizing properties, such as the strong Feller property. So in general, the associated Hamilton-Jacobi-Bellman (HJB) equation cannot be solved in mild sense by a classical fixed point argument. We present a result of existence of regular solutions for the HJB equations related to a stochastic controlled equation with delay in the control and in the case when, as it often occurs in applications, the objective function depends only on the “present” of the state and control variable. The result is based on partial regularization results for the associated Ornstein-Uhlenbeck semigroup. In analogy, we investigate partial reularizing properties in the case of delay in the state and with a special dependence on the past trajectory, and we solve in mild sense the associated HJB equation and the stochastic controlled problem related. The talk is mainly based on joint works with F. Gozzi and G. Tessitore.
After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break".
We are looking forward to see you, online!
Best regards,
Michele Giordano
Doctoral research fellow
Department of Mathematics
University of Oslo, Norway
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Register for the seminar: https://nettskjema.no/a/159180
Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…
Forwardo volentieri...
Gianpaolo Scalia Tomba
Begin forwarded message:
From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no>
Subject: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway
Date: 4 December 2020 at 11.41 GMT+1
To: DipIMAP <scaliato(a)axp.mat.uniroma2.it>
-----Original Message-----
Are you interested in developing new mathematical, statistical or computational models and methods to determine the best personalised treatment for each breast cancer patient?
Applications are invited for two postdoc positions of 3 years each at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. Ideally we wish to hire one postdoc with a strong competence in mathematical modelling and numerical analysis and one postdoc with a strong competence in statistical modelling, inference and computational statistics.
The two postdocs will play a key scientific role in our two cross-disciplinary international projects funded by the European Union Horizon 2020 and EraCoSysMed. The project team includes experts in statistical and mathematical modelling of cancer, in molecular biology, genomics and clinical oncology. The project has access to unique data, including clinical, imaging and high-throughput genomic data from breast cancer patients recruited in concluded clinical trials. You find more information on the project here: www.rescuer.uio.no
To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196515/two-3-year-postdoctor…
Deadline: 11th January 2021
We offer
* Salary up to 55.000 Euro per annum depending on qualifications.
* A career development programme designed for researchers at the beginning of their career.
* Possibility to make teaching and consulting experiences, if wished so
* Health insurance and very attractive "Scandinavian" welfare benefits.
* A generous pension agreement.
* Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities.
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Arnoldo Frigessi
professor
University of Oslo
Oslo University Hospital
Norway
Oslo Centre for Biostatistics and Epidemiology University of Oslo and Oslo University Hospital Director http://www.med.uio.no/imb/english/research/centres/ocbe/
BigInsight
Centre for research based Innovation
Director
http://www.biginsight.no
contact: +4795735574
http://www.med.uio.no/imb/english/people/aca/frigessi/ <http://www.med.uio.no/imb/english/people/aca/frigessi/>
Giovedì 10 Dicembre, ore 17:00 on-line
Antonello Pesce terrà un seminario dal titolo
A Kolmogorov PDE with non-linear drift: analysis and applications
to stochastic filtering
Le istruzioni per partecipare al link
https://www.dm.unibo.it/seminari/
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Andrea Pascucci andrea.pascucci(a)unibo.it
Dipartimento di Matematica
P.zza di Porta S. Donato, 5 40126 Bologna - Italy
Office Tel. +39-0512094428 Fax +39 0510821834
https://sites.google.com/view/andrea-pascucci/
Skype: andrea.pascucci
https://www.mendeley.com/profiles/andrea-pascucci3/
Get DropBox here: http://db.tt/Y2GN2TCx
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Dear colleagues,
I would like to announce 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 the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…>
Best regards,
Giacomo
Tuesday, Dec. 15, 14:00
Speaker: Jie-Xiang Zhu (Fudan University / Université de Toulouse)
Title: On optimal matching problem for Gaussian samples with dimension d ≥ 3
Abstract: Optimal matching problems are very classical in computer
science, physics and mathematics.
In this talk, we will discuss the related rates of convergence of
empirical measures associated with n independent random points,
whose common distribution is the normal Gaussian distribution in
Euclidean space with dimension d ≥ 3.
Our method is based on the PDE and mass transportation approach
developed by L. Ambrosio, F. Stra and D. Trevisan.
_____________________
Giacomo Di Gesù
Dipartimento di Matematica
Università di Pisa
Largo Bruno Pontecorvo 5
56127 - Pisa, Italy
giacomo.digesu(a)unipi.it
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|Dear colleagues,
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LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and
Collegio Carlo Alberto are pleased to invite you to the following
webinar in Finance:
|
|
“Equilibrium Bid-Price Dispersion”
Speaker: Albert Menkveld (VU Amsterdam),
_https://albertjmenkveld.com/about/ <https://albertjmenkveld.com/about/>
_
Abstract: If bidding in a common-value auction is costly and if bidders
do not know how many others are also bidding, all equilibria are in
mixed strategies. Participation is probabilistic and bid prices are
dispersed. The symmetric equilibrium is unique and yields simple
analytic expressions. We use them to, for example, show that bid prices
exhibit negative skewness. The expressions are further used to estimate
the model based on bidding on an S&P500 security. We find that the
number of bidders declined over time, making liquidity supply fragile.
You can join the webinar via zoom at the following link:
|
https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09
<https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09>
Meeting ID: 814 3985 1376 Passcode: 753282
Best regards,
Luca Regis
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Luca Regis
Associate Professor
Department of Economics and Statistics (ESOMAS)
University of Torino
sites.google.com/view/lucaregis
Office: +39 011 670 6065
www.carloalberto.org/lti
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Avviso di Seminario
Speaker: Michele Salvi (Università di Roma Tor Vergata)
Orario: Lunedì 14 dicembre, ore 13
Titolo: Scale-free percolation in continuous space
Link al collegamento su Teams:
https://teams.microsoft.com/l/meetup-join/19%3ameeting_MWI2ZWY1N2QtMTQ3Zi00…
Abstract: The scale-free percolation random graph features three
fundamental
properties that are often present in large real-world structures
(social networks, communication networks, inter-banking systems and so
on), but which are never present at once in classical models: (1)
Scale-free: the degree of the nodes follows a power law; (2)
Small-world: two nodes are typically at a very small graph distance;
(3) Positive clustering coefficient: two nodes with a common neighbour
have a good chance to be linked. We study a continuous version of
scale-free percolation and its possible application to the statistical
analysis of a dataset provided by the French Ministry of Agriculture.
We discuss some stochastic processes (random walks and particle
systems) on this kind of structures with the final goal of
understanding how an epidemic would spread.
Il seminario rientra tra le attività del Progetto di eccellenza MIUR
2018-2022 Math@Tov.
Grazie per l'attenzione, Domenico Marinucci
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Domenico Marinucci
Dipartimento di Matematica
Università di Roma Tor Vergata
https://www.mat.uniroma2.it/~marinucc/
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Dear Colleagues,
We would like to invite you to the following Probability seminar
that will take place on December 18 at 11.30 by the zoom platform.
________________________________________________________
Speaker: Gianmarco Bet (Università di Firenze)
Title: Detecting anomalies in complex networks
18 DECEMBER (Friday) - 11:30 zoom link: TBA
(available on the webpage https://www.math.unipd.it/~bianchi/seminari/ )
Abstract: Recently there has been an increasing interest in the development
of statistical techniques and algorithms that exploit the structure of
large complex-network data to analyze networks more efficiently. For this
talk, I will focus on detection problems. In this context, the goal is to
detect the presence of some sort of anomaly in the network, and possibly
even identify the nodes/edges responsible. Our work is inspired by the
problem of detecting so-called botnets. Examples are fake user profiles in
a social network or servers infected by a computer virus on the internet.
Typically a botnet represents a potentially malicious anomaly in the
network, and thus it is of great practical interest to detect its presence
and, when detected, to identify the corresponding vertices.
Accordingly, numerous empirical studies have analyzed botnet detection
problems and techniques. However, theoretical models and algorithmic
guarantees are missing so far.
We introduce a simplified model for a botnet, and approach the detection
problem from a statistical perspective. More precisely, under the null
hypothesis we model the network as a sample from a geometric random graph,
whereas under the alternative hypothesis there are a few botnet vertices
that ignore the underlying geometry and simply connect to other vertices in
an independent fashion. We present two statistical tests to detect the
presence of these botnets, and we show that they are asymptotically
powerful, i.e., they correctly distinguish the null and the alternative
with probability tending to one as the number of vertices increases. We
also propose a method to identify the botnet vertices. We will argue, using
numerical simulations, that our tests perform well for finite networks,
even when the underlying graph model is slightly perturbed. Our work is not
limited in scope to botnet detection, and in fact is relevant whenever the
nature of the anomaly to be detected is a change in the underlying
connection criteria.
Based on joint work with Kay Bogerd (TU/e), Rui Pires da Silva Castro
(TU/e) and Remco van der Hofstad (TU/e).
--
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/
Dear colleagues,
This mail is to announce a new online seminar series on the “Mathematics of
Reaction Networks” (MoRN). Reaction networks are mathematical models mainly
used in biochemistry, with the scope of describing the dynamics of
particles of different kinds that interact in a homogeneous environment.
The mathematics used to study these models sits at the interface of
stochastic process theory, algebra, graph theory, analysis.
The seminar will take place twice a month over zoom (Thursday on the 2nd
and 4th week of the month, 17.00 Rome time), and consist of two 25-minute
long talks followed by longer discussions. The exciting program for the
first three sessions is available on the seminar page:
https://researchseminars.org/seminar/MoRN
The first two talks will be given on Thursday November 12 by David
Anderson from the University of Wisconsin-Madison (he will talk about
connections between neural networks and the modeling regime of reaction
networks) and Lea Popovic from Concordia University (she will introduce a
multiscale stochastic model for interacting particles in a heterogeneous
environment, and study its fluid limit). More details are given in the
seminar webpage.
New talks will appear on the seminar webpage, as well as the zoom link. If
the speaker agrees, talks will be recorded and added to youtube with a
private link, and the link will be shared on the seminar webpage.
On the webpage you can subscribe to a mailing list, and you can add the
seminar into your calendar. We will send a reminder two days before each
talk to subscribed people.
Best wishes,
Daniele Cappelletti (co-organizing the seminar series with Elisenda Feliu
and Stefan Mueller)