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School ABS18: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT
by fabrizio＠mi.imati.cnr.it 28 Feb '18

28 Feb '18

Registration is open for ABS18, the 15th Applied Bayesian Statistics summer school. The daily programme is available on the website. Website: web.mi.imati.cnr.it/conferences/abs18/index.html Topic: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Dates: 4-8, June, 2018 Location: Villa del Grumello, Como, Italy Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Practical sessions: Paul WU, Research Fellow, Queensland University of Technology, Brisbane, Australia. Fees (if paid by 8/4/2018): - EUR 300 (22% VAT included) students and postdocs - EUR 450 (368.85 + 22% VAT) people from academic and non-profit organisations - EUR 900 (737.70 + 22% VAT) all the others Italian public employees are exempt from VAT. Best regards Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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seminario Pescara
by c.costantini＠unich.it 27 Feb '18

27 Feb '18

Il prof. T.G. KURTZ della University of Wisconsin-Madison terra' un seminario dal titolo: POPULATION MODELS AS PARTIAL OBSERVATIONS OF GENEALOGICAL MODELS L'8 MARZO 2018 alle ore 11:00 nell'AULA SEMINARI della sede di VIALE DELLA PINETA del DIPARTIMENTO DI ECONOMIA ABSTRACT Classical models of biological populations, for example, Markov branching processes, typically model population size and possibly the distribution of types and/or locations of individuals in the population. The intuition behind these models usually includes ideas about the relationships among the individuals in the population that cannot be directly recovered from the model. This loss of information is even greater if one employs large population approximations such as the diffusion approximations popular in population genetics. "Lookdown" constructions provide representations of population models in terms of countable systems of particles in which each particle has a "type" which may record both spatial location and genetic type and a "level" which incorporates the lookdown structure which in turn captures the genealogy of the population. The original population model can then be viewed as the result of partial observation of the more complex model. We will exploit ideas from filtering of Markov processes to make the idea of partial observation clear and to justify the lookdown construction. Tutti gli interessati sono cordialmente invitati a partecipare. Cristina Costantini e Claudia Ceci

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Postdoctoral position at UQ focussing on multi-scale mathematics/models
by adicrescenzo＠unisa.it 27 Feb '18

27 Feb '18

Inoltro notizia di posizione postdoc in ambito probabilistico presso School of Mathematics and Physics, The University of Queensland, Australia -------- Messaggio originale -------- OGGETTO: Postdoctoral position at UQ focussing on multi-scale mathematics/models DATA: 2018-02-27 09:23 MITTENTE: Philip Pollett <pkp(a)maths.uq.edu.au> DESTINATARIO: Antonio DI CRESCENZO <adicrescenzo(a)unisa.it> Dear Antonio, We're looking to appoint a probabilist to a new postdoctoral position at UQ focussing on multi-scale mathematics/models. http://jobs.uq.edu.au/caw/en/job/503030/postdoctoral-research-fellow Please pass on to anyone you think might be interested. Applications close: 20 March 2018 Regards, Phil.

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Seminario a RM1
by Faggionato, Alessandra 27 Feb '18

27 Feb '18

Seminario di Fisica Matematica e Probabilità Mercoledì 7 marzo, ore 16:15, Aula di Consiglio, Dipartimento di Matematica, Roma La Sapienza Speaker: Alessandra Occelli (Università di Bonn) *Title: On time correlations for last passage percolation models* Abstract. We study time correlations of last passage percolation (LPP), a model in the Kardar-Parisi-Zhang universality class, with three different geometries: step, flat and stationary. We prove the convergence of the covariances of the LPP at two different times to a limiting expression given in terms of Airy processes. Furthermore, we prove the behaviour of the covariances when the two times are close to each other, conjectured in a work of Ferrari and Spohn. -- ************************************************* 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 *************************************************

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De Finetti Risk Seminar - February 2018
by Emanuela Rosazza 26 Feb '18

26 Feb '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Deciding with Judgment Simone Manganelli European Central Bank Abstract: Non sample information is hidden in frequentist statistics in the choice of the hypothesis to be tested and of the confidence level. Explicit treatment of these elements provides the connection between Bayesian and frequentist statistics. A frequentist decision maker starts from a judgmental decision and moves to the closest boundary of the confidence interval of the first order conditions, for a given loss function. This statistical decision rule does not perform worse than the judgmental decision with a probability equal to the confidence level. For any given prior, there is a mapping from the sample realization to the confidence level which makes Bayesian and frequentist decision rules equivalent. Frequentist decision rules can also be interpreted as decisions under ambiguity. LOCATION: The seminar will be held on Wednesday, February 28, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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International Summer School on Risk Measurement and Control 2018
by Roy Cerqueti 25 Feb '18

25 Feb '18

Dear all, this is to inform you that the 12th Edition of the International Summer School on Risk Measurement and Control will take place in Rome on 4-9 June, 2018. Four macrothemes will be explored: * Green Economics and Finance <http://www.risksummerschool.eu/node/208> * The Fin Tech challenge <http://www.risksummerschool.eu/node/212> * Monetary Policy in a low inflation environment <http://www.risksummerschool.eu/node/214> * Banking, Financial and Insurance Regulation <http://www.risksummerschool.eu/node/213> More information can be find on the <http://www.risksummerschool.eu/> website. The outstandig level of the lecturers and the relevance of the treated subjects let this well-established school be of wide interest for both academicians and practitioners. With my warmest regards Roy Cerqueti (Organizing Committee)

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seminar at LUISS
by Marco Scarsini 23 Feb '18

23 Feb '18

February 27 2018 from 12:00 to 13:00 LUISS room 104 viale Romania 32 00197 Roma Speaker: Dov Samet (Tel Aviv University) Title: Desirability Abstract: Savage's theory of decision shows the equivalence of two structures. One is the behavioral-observable preferences over acts, the other is the mental-unobservable structure of probability and utility. The latter is not only unobservable but also cannot be reported by the decision maker. We propose an alternative mental-unobservable structure of desirability preferences which can replace the pair probability-utility and can be consciously reported. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminari di Probabilità, Pavia: S. Boucheron e L. Dello Schiavo
by Federico Bassetti 22 Feb '18

22 Feb '18

Seminari di Probabilità, Pavia Mercoledì 28 Febbraio 2018 nell'aula Beltrami del Dipartimento di Matematica dell' Università di Pavia (via Ferrata 1) si svolgeranno due seminari: Ore 14.30: Stephane Boucheron, Univ. Paris Diderot "TBA" Ore 15.30: Lorenzo Dello Schiavo, Universität Bonn Characteristic functionals of Dirichlet measures and their algebraic properties Abstract: We consider Dirichlet—Ferguson (DF) measures, a family of random probabilities on a locally compact Polish space X. Introduced by T. S. Ferguson in Ann. Stat. 1(2) 209ff., 1973, these measures have ever since found applications widely ranging from Bayesian non-parametrics to population genetics and stochastic dynamics of infinite particle systems. We compute the characteristic functionals of DF measures relying on those of their finite-dimensional marginalizations, the Dirichlet (D) distributions on standard simplices. In finite dimensions, we identify the dynamical symmetry algebra L of the characteristic functional of D as a simple Lie algebra of type A. Additionally, we show that all integer semi-lattices of certain posterior D distributions have a natural structure of weight Lie algebra module for L. A probabilistic interpretation and a partial generalization of these results to the infinite-dimensional case of DF measures is at hand. If time permits, we will also address a second characterization of DF measures by means of a Georgii—Nguyen—Zessin-type formula (joint work with E. W. Lytvynov, Swansea University). Tutti gli interessati sono invitati a partecipare

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[WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project
by stefano iacus 22 Feb '18

22 Feb '18

Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed) 9:15-12:15, 14:45-17:45 Location: Department of Economics, Business and Statistics Via Conservatorio 7, 20122 Milan (ITALY) 2 Floor, Departmental Seminar Room Invited speakers: * Alessandro De Gregorio (University of Rome) * Alexande Brouste (University of Le Mans, France) * Yuta Koike (University of Tokyo, JST CREST) * Emanuele Guidotti (University of Milan) * Stefano M. Iacus (University of Milan) * Lorenzo Mercuri (University of Milan) * Hiroki Masuda (Kyushu University) * Yuma Uehara (Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. A considerable part of the workshop is dedicated to discussion on further development of the YUIMA package. This workshop is supported by: - Department of Economics, Business and Statistics, University of Milan - CREST Japan Science and Technology Agency - JSPS Grant-in-Aid for Scientific Research ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 Master in Finance & Economics http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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expression of interest in the area of Mathematical Statistics and Data Science
by Stefano Bonaccorsi 21 Feb '18

21 Feb '18

*Opening of a Faculty Position in the area of **Mathematical Statistics and Data Science* *at the Department of Mathematics of the University of Trento* The Department of Mathematics of the University of Trento (henceforth referred to as the Department) seeks a scientist working in the field of Mathematical Statistics and Data Science to be appointed in a tenure-track position. The Department invites highly qualified scientists in the field of Data Science to send an Expression of Interest (EOI) in view of the activation of a tenure-track position. The Department currently enrolls in the field of Probability and Mathematical Statistics two Associate Professors and one Assistant Professor, tenure track (ricercatore TD – B) and has a strong interest in building up a larger research group in the area of Data Science. Candidates with a strong research background in fields related to Probability, Mathematical Statistics, Statistical Learning, Scientific Computing and Mathematical Foundation of Data Science are strongly encouraged to apply. The Department seeks a scientist working on cutting edge research topics, internationally recognized as part of a scientific network of experts in her/his own field; successful experience in the supervision of doctoral students and interdisciplinary collaborations are a plus. The Department coordinates a Master's Program in Mathematics, with a specific curriculum in Mathematics for Life and Data Sciences with an average of 20 students per year. The Department is also involved in two interdisciplinary Master's programs: (i) Quantitative and Computational Biology and (ii) Data Science. The PhD School in Mathematics enrolls in the average ten students per year. The successful candidate is expected to be one of the reference Faculty for the curriculum in Mathematics for Life and Data Sciences, and to participate in teaching activities at all levels. Moreover, candidates are expected to show a strong potential to apply to competitive research grants in particular towards EU funding schemes. APPLICATION The deadline for these expressions of interest, to be sent to the Head of the Department (current Head is professor A. Caranti) at *direttore.maths(a)unitn.it <direttore.maths(a)unitn.it>*, is *31 March 2018*. At a later date, the Department will open a formal call, according to Italians rules and regulations. ADDITIONAL INFORMATIONS 1- Teaching load Two courses per year, seminar activity and tutoring of PhD students. All activities at the Master's and doctoral level are in English. 2- Salary The amount of salary will be determined on a personal basis, according to the Italian Law. Indicative figures of the minimum gross amount per year of the starting salary are: Assistant Professor, tenure track (ricercatori TD – B) € 45.367 After 3 years candidates will be promoted to the Associate Professor level (starting level € 50.831), provided that the necessary qualification (abilitazione nazionale) have been reached. Net income may vary case by case, after income taxes, local taxes, retirement plan, health care deduction and tax exemptions depending on the family structure; individuals transferring their fiscal residence to Italy from abroad may benefit for 3 years of partial tax exemptions. It may be possible to obtain a partial recognition of past services abroad at a corresponding level depending on legal constraints to be satisfied. Organisation: Job location: Department of Mathematics - University of Trento via Sommarive 14 38123 Trento TN Italy Deadline: Saturday, March 31, 2018

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