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Seminario MULAS (RGS & Matematica Applicata)
by Giacomo Aletti 10 Nov '14

10 Nov '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 17 Novembre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Spike count and spike time coding of flashed images in macaque primary visual cortex" Marcello MULAS, Neuroscientific System Theory, Technische Universität München, Germany Abstract: http://goo.gl/VCJ3dt Short intro to the talk How the brain represents stimuli is still a matter of debate. It is unclear how important is the precise time of spikes in order to encode information. This study suggests that taking into account the interaction between neurons might undermine conclusions based on estimates of average information in single neurons. Keywords V1, neural coding, information time course, synergy, redundancy, information theory ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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10th BNP conference - Abstracts submission
by Antonio Lijoi 09 Nov '14

09 Nov '14

The 10th conference on Bayesian Nonparametrics (BNP10) will be held in June 22-26, 2015 in Raleigh, NC. BNP10 will feature four special invited lectures, eight invited sessions, contributed talks and poster sessions. A proposal for a contributed talk or poster can be made through the conference website http://www.stat.duke.edu/bnp10/ and should consist of a title and an abstract. Slots for contributed talks are limited. Deadline for submission of a contributed talk is December 1, 2014, and decisions about acceptance are expected by January 15, 2015. Deadline for poster submission is May 1, 2015. Best, BNP10 Organizing Committee (10thbnpmeeting(a)gmail.com) ----- Antonio Lijoi University of Pavia via San Felice 5, 27100 Pavia, Italy http://economia.unipv.it/alijoi

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Fwd: Announcement Master Class in probability and planar statistical physics in Geneva
by Fabio Martinelli 07 Nov '14

07 Nov '14

Dear colleague, The university of Geneva is organizing a special Master program in probability and mathematical physics in collaboration with the ETH during the year 2015/2016. The aim of the program is to provide a small number of outstanding students with master-level courses in probability together with more advanced courses in the field of planar statistical physics. The program is aimed at Master students. Advanced undergraduates and beginning PhD students are also welcome. The participants will enroll in a one-year master program at the university of Geneva starting in September 2015. A number of fellowships covering accommodation and local expenses are available. *Additional information is available on the webpage of the program: http://nccr-swissmap.ch/master-class-2015 <http://www.nccr-swismap.ch/master-class-2015>* We would be very grateful if you would mention this program to potential candidates and encourage them to apply. For full consideration, apply using the web form (available on http://nccr-swissmap.ch/master-class-2015 <http://www.nccr-swismap.ch/master-class-2015>) before the 17th of January 2015. We also attached the poster of the program. If you need more information, please do not hesitate to contact me. Best regards Stanislav Smirnov, Wendelin Werner and Hugo Duminil-Copin Additional information: *Preliminary list of lecturers:* I. Benjamini D. Chelkak D. Cimasoni H. Duminil-Copin C. Hongler J. Miller S. Smirnov Y. Velenik W. Werner *Preliminary list of lectures:* *First semester courses:* Introduction to statistical physics Brownian Motion and stochastic calculus Martingales and Markov processes On various aspects of the dimer and planar Ising models *Second semester courses:* Conformal invariance of lattice models Schramm-Loewner Evolution and GFF Random planar maps Geometric representations of lattice models *A number of mini-courses including:* Coarse geometry and random processes Probability on groups Large deviations -- ----------------------------------------------------------------- Hugo Duminil-Copin Professor Email: hugo.duminil(a)unige.ch <Hugo.duminil(a)unige.ch> Université de Genève Phone: +41-22-3791169 Section de Mathématiques Fax: +41-22-3791176 2-4, rue du Lièvre; CP 64 www: http://www.unige.ch/~duminil 1211 Genève 4 SWITZERLAND -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Seminario a Roma Tre il 05-11-2014
by Pietro Caputo 05 Nov '14

05 Nov '14

Benoit Laslier (Cambridge) Titolo: Stochastic dynamics of discrete interfaces and dimer models. Mercoledi' 05 Novembre 2014 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract We will study some effective models, called dimer models, for the interface between two coexisting thermodynamical phases in three dimension. We will show in a relatively general context that the time needed for the system to reach equilibrium is of order L^(2+o(1)), where L is the typical length scale of the system. The exponent 2 is optimal. More precisely, for surfaces attached to a curve drawn in some plane, we will control the mixing time for lozenge tilings and domino tilings (and a few other related models). For surfaces attached to a general curve, we will only work with lozenges and use a weaker notion of "macroscopic" convergence.

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Seminario BESKOS
by Matteo Ruggiero 31 Oct '14

31 Oct '14

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi' 7 Novembre 2014 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alexandros BESKOS (University College London) SMC SAMPLERS FOR APPLICATIONS IN HIGH DIMENSIONS Abstract: Sequential Monte Carlo (SMC) methods are nowadays routinely applied in a variety of complex applications: hidden Markov models, dynamical systems, target tracking, control problems, just to name a few. Whereas SMC methods have been greatly refined in the last decades and are now much better understood, they are still known to suffer from the curse of dimensionality: algorithms can sometimes break down exponentially fast with the dimension of the state space. As a consequence, practitioners in high-dimensional Data Assimilation applications in atmospheric sciences, oceanography and elsewhere will typically use 3D-Var or Kalman-filter-type approximations that will provide biased estimates in the presence of non-linear model dynamics. The talk will concentrate on a class of SMC algorithms and will look at ways to reduce the cost of the algorithms as a function of the dimension of the state space. Explicit asymptotic results will clarify the effect of the dimension at the properties of the algorithm and could provide a platform for algorithmic optimisation in high dimensions. Applications will be shown in the context of Data Assimilation, in a problem where the objective is to target the posterior distribution of the initial condition of the Navier-Stokes equation given a Gaussian prior and noisy observations at different instances and locations of the spatial field. The dimension of the signal is in theory infinite-dimensional - in practice 64x64 or more depending on the resolution – thus posing great challenges for the development and efficiency of SMC methods. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/ruggiero

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seminario Carlo Acerbi in Bicocca
by fabio.bellini 31 Oct '14

31 Oct '14

Il giorno lunedì 3 novembre alle ore 17, presso la Sala del Consiglio della Scuola di Economia e Statistica della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Carlo Acerbi, Executive Director a MSCI, presenterà un seminario su: Supply-Demand Symmetry Abstract How does the order book look like in a market where there's perfect balance between supply and demand? The question is less obvious than it sounds, and still awaits formalization. The problem admits a clear formalization based on analogies with change of numeraire techniques. We characterize and classify symmetrical models. Supply-Demand symmetry turns out to be something different from just bid-ask parity of the market cost functions, and the two concepts are shown to coincide only in very liquid regimes. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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CfP: ISIPTA '15, 20-24 July 2015, Pescara, Italy
by Serena Doria 30 Oct '14

30 Oct '14

*ISIPTA '15 CALL FOR PAPERS* 9th International Symposium on Imprecise Probability: Theories and Applications 20-24 July 2015 Pescara, Italy Website with up-to-date information on all aspects of the conference: http://www.sipta.org/isipta15 Scientific program contact: isipta15(a)easychair.org Local organization contact: isipta15(a)unich.it *Important Dates* 30 Jan - Paper abstracts & preliminary papers due 13 Feb - Review-ready papers due 31 Mar - Conference hotel pre-reservation deadline 08 Apr - Paper notification 17 Apr - Poster-only abstracts due 06 May - Poster-only notification 29 May - Early-bird registration deadline (?350 full; ?200 student) *Scope & Symposium Format* ISIPTA is the primary international forum to present and discuss new results related to imprecise probability. We welcome both theoretical and applied original contributions. In this edition, we especially welcome papers connecting imprecise probabilities with related research in fields such as economics, philosophy, sociology, and engineering. There will be no parallel sessions. Each paper that is accepted is presented both (i) in a plenary session, meant for a short introduction and a sketch of the context and relevance; and (ii) in a poster session, where ample time is given for in-depth explanation and discussion. The poster-only track provides a second, free format presentation option. It is also open for preliminary results, challenges, etc. *New: non-proceedings papers* To adapt to different publication cultures in different fields, we introduce a new option: the non-proceeding papers. Authors may request that their contribution is not published in the proceedings in case this precludes later publication of an expanded journal version. The PC will decide on a case-by-case basis. If accepted, a one-page abstract will be published in the proceedings, and the paper must be freely available on-line (e.g., as a working paper). *Already Confirmed Invited Speakers* Massimo Marinacci, AXA-Bocconi Chair in Risk Department of Decision Sciences, Bocconi University, Milan, Italy Itzhak Gilboa, Professor of Economics and Decision Sciences Eitan Berglas School of Economics, Tel-Aviv University, Israel & HEC, Paris, France *Special Issue* After the conference, a special issue with a selection of the accepted papers will be published in an expanded version in the International Journal of Approximate Reasoning. *Steering Committee* T. Augustin (LMU München, Germany) + PC Board G. de Cooman (Ghent University, Belgium) S. Doria (University G. d'Annunzio, Italy) + Local Organization E. Miranda (University of Oviedo, Spain) + PC Board E. Quaeghebeur (CWI, Amsterdam, Netherlands) + PC Board T. Seidenfeld (Carnegie Mellon University, USA) We look forward to your contribution and to seeing you in Pescara!

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Seminario Fabio Caccioli il 4 Novembre alla Scuola Normale Superiore di Pisa
by Fabrizio Lillo 29 Oct '14

29 Oct '14

Martedì 4 novembre 2014 ore 13.00 *Scuola Normale Superiore* Pisa Aula Bianchi (Scienze) *Fabio Caccioli* *University College London* Terrà un seminario dal titolo: *“**Instabilities in portfolio optimization and regularization**”* *Abstract:* *We consider the problem of portfolio selection in presence of market impact, and we show that including a term which accounts for finite liquidity in portfolio optimization naturally mitigates the instabilities that arise in the estimation of coherent risk measures. This is because taking into account the impact of trading in the market is mathematically equivalent to introducing a regularization on the risk measure. We show that the impact function determines which regularizer is to be used, and we characterize the typical behavior of the optimal portfolio in the limit of large portfolio sizes for the case of Expected Shortfall*. Per informazioni scrivere a fabrizio.lillo(a)sns.it -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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SUMMER SCHOOL ON COPULAS: Pau, France, July 13-17, 2015
by Gianfausto Salvadori 28 Oct '14

28 Oct '14

Dear Colleagues, all interested people (especially PhD and Post-doc students) are invited to attend the following Summer School on Copulas. *** SCOPE *** The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system. *** VENUE *** Université de Pau et des Pays de l'Adour. Pau, France, July 13-17, 2015 *** WEB SITE *** http://lma-umr5142.univ-pau.fr/copula/ PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE. THANKS. ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori ____________________________________________________

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METRON: Special Issue on "Latent Variable Models for the analysis of socio-economic data”
by Pierpaolo Brutti 27 Oct '14

27 Oct '14

================================================== METRON – Call for Papers for the Special Issue “Latent Variable Models for the analysis of socio-economic data” Guest Editors: Marco Alfó and Francesco Bartolucci ================================================== Latent variable (LV) models represent an important stream of the statistical literature with application in many fields, such as economics, medicine, psychology, and sociology, and are related to other important classes, such as that of finite mixture models. LV models are naturally applied whenever unobserved heterogeneity between sample units has to be taken into account, typically in a multilevel or longitudinal study, or the characteristic of interest (e.g. quality-of-life of patients suffering from a certain disease) is not directly observable. The special issue is intended to cover approaches based either on continuous or discrete latent variable models, with also particular interest in approaches that combine the use of continuous and discrete latent variables within the same model. The focus is on: - novel statistical approaches in terms of modelling formulations and/or estimation methods; - up-to-date case studies which address the application of such models to socio-economic data; - critical review papers with substantive insights on definition, estimation, and inference for the models of interest. We are enthusiastic of the opportunity offered by the special issue to disseminate LV models in the scientific community, not only among statisticians. Authors who are not sure whether their problems and ideas fall under the call for paper may preliminarily contact the Editors with an initial draft of the paper. All submitted papers under this call will undergo the standard review process of the journal. The deadline for the present call is November 30th, 2014. The special issue is handled through the website of the Journal; the editing and the review process will be handled by the Special Issue Editors Marco Alfó (Sapienza, University of Rome, email:marco.alfo@uniroma1.it) and Francesco Bartolucci (University of Perugia, IT, email: bart(a)stat.unipg.it) Please submit your manuscript at http://www.editorialmanager.com/tron/ ==================================================

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