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Fwd: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin
by Francesco Caravenna 27 Sep '23

27 Sep '23

Ricevo e inoltro. > Da: Neil O'Connell <neil.oconnell(a)ucd.ie> > Oggetto: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin > Data: 27 settembre 2023, 16:21:12 GMT+1 > > Dear Friends and Colleagues, > > We are currently advertising a permanent position in Probability at University College Dublin. > > The closing date for applications is November 13, 2023. Further details can be found at > > https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati… <https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati…> > > Please forward to any suitable candidates who may be interested in applying. > > Best wishes, > Neil

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Fwd: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre
by Maurizia Rossi 27 Sep '23

27 Sep '23

Cari tutti, Ricevo e inoltro con piacere. Cordiali saluti, MR ---------- Messaggio inoltrato --------- Da: Kevin Ray Payne <kevin.payne(a)unimi.it> Data: mer 27 set 2023 alle 16:24 Oggetto: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre A: *Lezioni LEONARDESCHE * Lunedì 9 ottobre 2023, ore 16.30, in Sala Adunanze dell’Istituto Lombardo, Academia di Scienze e Lettere, Palazzo Brera, in Via Brera 28 <https://www.google.com/maps/search/Via+Brera+28?entry=gmail&source=g> il Professore *HUGO DUMINIL-COPIN* *IHES and Université de Genève * parlerà su *Critical Phenomena through the Lens of the Ising Model * ABSTRACT: The Ising model is one of the most classical lattice models of statistical physics undergoing a phase transition. Initially imagined as a model for ferromagnetism, it revealed itself as a very rich mathematical object and a powerful theoretical tool to understand cooperative phenomena. Over one hundred years of its history, a profound understanding of its critical phase has been obtained. While integrability and mean-field behavior led to extraordinary breakthroughs in the two-dimensional and high-dimensional cases respectively, the model in three and four dimensions remained mysterious for years. In this talk, we will present recent progress in these dimensions based on a probabilistic interpretation of the Ising model relating it to percolation models. ABOUT THE SPEAKER: Hugo Duminil-Copin is a dynamic, energetic, and collaborative mathematician whose numerous contributions to statistical physics have justifiably earned him worldwide recognition and numerous awards. His work has centered on using ideas from probability theory to study the critical behavior of various models on networks. His work has revolutionized our understanding of percolation theory by identifying the critical point at which phase transitions occur and by characterizing the behavior of the system above, below and at the critical point. For his many and profound contributions to the understanding of probabilistic models at or near the critical point, Duminil-Copin was awarded the Fields Medal in 2022. Duminil-Copin received his Ph.D at the Université de Genève in 2012 under the direction of fellow Field’s Medalist Stanislav Smirnov with a thesis that exploited percolation theory and combinatorics to investigate the number of self-avoiding walks in hexagonal lattices that was published in the Annals of Mathematics. A series of prestigious prizes followed, including the Rollo Davidson Prize (2012), the Oberwolfach Prize (2013), the European Mathematical Prize (2016) and many others before receiving the Fields Medal. Duminil-Copin is Full Professor at the Université de Genève since 2014 (just two years after the Ph.D) and Permanent Professor at the IHES since 2016. In collaborazione con il: SEMINARIO MATEMATICO E FISICO DI MILANO Per ulteriori informazioni: http://www.matematica.unimi.it/ecm/home/ricerca/lezioni-leonardesche Organizzazione: C.D. Pagani e B. Ruf - Istituto Lombardo, Accademia di Scienze e Lettere K.R. Payne - Dipartimento di Matematica "F. Enriques", Università degli Studi di Milano F. Cipriani - Dipartimento di Matematica "F. Brioschi", Politecnico di Milano T. Weigel - Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca G. Savarè - Department of Decision Sciences, Università Bocconi Milano --

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postdoctoral position at Politecnico di Torino
by Daniele Cappelletti 27 Sep '23

27 Sep '23

Dear all, This is to inform you that there is an opening for a two-year postdoctoral position at Politecnico di Torino (advertised as a 1-year renewable position), in connection with the project "ConStRAINeD" (link <https://constrained.polito.it/>). If you are interested, please apply via the following link: https://careers.polito.it/default.aspx?id=135/2023-AR Please note that the deadline for the application is October 5 at 3PM *Rome time*. Best regards, Daniele

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Talks
by DAVIDE AUGUSTO BIGNAMINI 26 Sep '23

26 Sep '23

Dear colleagues, We are happy to announce three talks on weak and strong uniqueness for SPDEs. Speaker: *Federica Masiero* (Università degli studi di Milano-Bicocca) Title: Partial smoothing of the stochastic wave equation and regularization by noise phenomena Speaker: *Carlo Orrieri* (Università degli studi di Pavia) Title: Weak uniqueness by noise for (some) singular SPDEs Speaker: *Davide Addona* (Università degli studi di Parma) Title: Pathwise Uniqueness in infinite dimension by approximation Date and time: *Friday, October 6, 14:30-17:00 (Rome time zone)* Place: *Room VP3, DISAT (Dipartimento di scienza e alta tecnologia), via Valleggio, 11, 22100, Como. * The detailed program can be found in the attached poster. Best regards, Davide Bignamini

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Reminder :: DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 25 Sep '23

25 Sep '23

Dear colleagues, We remind you about the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

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Seminar by G. Giacomin (LPSM Paris) in Padova
by Giorgia Callegaro 22 Sep '23

22 Sep '23

Dear all, you are kindly invited to attend the seminar given in Padova by Prof. G. Giacomin. Here are the details: * Date: 30 October 2023 * Room: 2AB40, Torre Archimede * Title: Products of random matrices and the statistical mechanics of disordered Ising chains * Abstract: A general issue in statistical mechanics is understanding the role of disorder: disordered models are models that are made more realistic by allowing the presence of impurities. We consider this question in the basic context of Ising spin chains with nearest neighbor interaction J and random external field (the disorder). The matrix transfer method allows to rewrite the model in terms of a product of random matrices: in particular, the free energy density coincides with the top Lyapunov exponent. I will explain why the limit of J tending to infinity is of particular interest. As a matter of fact, for this limit one finds in the physical literature a remarkable prediction based on a renormalization group approach (work of Daniel Fisher in the 90s). We (collaboration with Orphée Collin and Yueyun Hu) have recently proven this prediction in the case in which the external field is centered. I will explain the result and some ideas from the proof by highlighting the interplay that arises in this problem between the theory of random matrix products and stochastic analysis. The seminar will *only* be in presence. See you there, thanks, The Padova Probability Group -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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EFI9 - Save the date - Call for papers (fwd)
by Tiziano Vargiolu 22 Sep '23

22 Sep '23

(apologies for cross-postings) Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI8) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023, - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari More information will be available as soon as possible. Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

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Seminars at Ca' Foscari University: Melvyn Weeks, University of Cambridge
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear all, I am pleased to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Wednesday 27th of September, at 10.30 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/agenda/3/77644 Speaker: Melvyn Weeks (University of Cambridge) Title: Making Sense of Natural Language: Measuring Cultural Fit and Its Impact on Managerial Tenure Abstract: We create measures for managers' cultural fit using one of the latest machine learning technologies – the sentence embedding model - by analysing 11.5 million speeches in earnings calls. A better cultural fit is significantly and positively correlated with managerial tenure. We demonstrate that the effect of cultural fit on managerial tenure is causal using causal survival forests. Firms that hire culturally disruptive managers have lower future market values and performance. The stock market reacts positively to signals that indicate low cultural dispersion within the firm. -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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OWABC seminar - Carlo Albert - September 28, 9am UK time
by Massimiliano Tamborrino 22 Sep '23

22 Sep '23

Dear all, the 5th Season of the One World ABC www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to start. We are working on the lineup, after having secured some exciting talks (more info to come). If you are interested in giving a talk or would like to suggest a speaker, please get in touch with Massimiliano Tamborrino (massimiliano.tamborrino(a)warwick.ac.uk) or any of the other organisers. Our first speaker is Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, who is talking about "Learning summary statistics for Bayesian inference with Autoencoders" on Thursday the 28th September at 9am UK time, with an abstract reported below. The talk will be streamed on Zoom https://chalmers.zoom.us/j/69069218828 Password: 594071 We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the OneWorldABC Organisers Date: Thursday, September 28, 9am UK time Speaker: Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, Swiss Federal Institute of Aquatic Science and Technology Title: Learning summary statistics for Bayesian inference with Autoencoders Abstract: In order for ABC to give accurate results and be efficient, we need summary statistics that retain most of the parameter-related information and cancel out most of the noise, respectively. For many scientific applications, we need strictly more summary statistics than model parameters to reach a satisfactory approximation of the posterior. Therefore, we propose to use a latent representation of deep neural networks based on Autoencoders as summary statistics. To create an incentive for the encoder to encode all the parameter-related information but not the noise, we give the decoder access to explicit or implicit information on the noise that has been used to generate the training data. We validate the approach empirically on two types of stochastic models, one being a member of the exponential family, the other one not. ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminars at Ca' Foscari University: Dimitris Korobilis, University of Glasgow
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear Colleagues, It is my pleasure to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Monday 25, at 12.15 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/33113/3/76558 Speaker: Dimitris Korobilis (University of Glasgow)Title: Monitoring Multicountry Macroeconomic Risk Abstract: We propose a multicountry quantile factor augmented vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a parsimonious way. We develop two algorithms for posterior inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for the euro area, we establish the good empirical properties of the QFAVAR as a tool for assessing the effects of global shocks on country-level macroeconomic risks. In particular, QFAVAR short-run tail forecasts are more accurate compared to a FAVAR with symmetric Gaussian errors, as well as univariate quantile autoregressions that ignore comovements among quantiles of macroeconomic variables. We also illustrate how quantile impulse response functions and quantile connectedness measures, resulting from the new model, can be used to implement joint risk scenario analysis. Keywords: quantile VAR; MCMC; variational Bayes; dynamic factor model -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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