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Seminario Padova - Andrea Bovo
by alekos.cecchin＠unipd.it 11 Oct '24

11 Oct '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (18 Ottobre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Bovo (Università di Torino) https://sites.google.com/view/andreabovo Title: An overview on recent results on Stopper vs. Singular-controller games Date: October 18, 2024, at 14:30, 2BC30 Abstract: We study various formulations of zero-sum games between a singular-controller and a stopper over finite-time horizon in which the underlying process is a multi-dimensional controlled stochastic differential equation evolving in an unbounded domain. We prove that such games admit a value and provide an optimal strategy for the stopper. In some cases we show that the value of the game is the maximal solution, in a suitable Sobolev class, of a variational inequality of min-max type with obstacle constraint and gradient constraint. Under stricter assumptions, we provide an optimal strategy for the controller and we obtain a connection between the space derivative of the value function and the solution of an optimal stopping problem with absorption. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminari presso Politecnico di Milano: Y. Sun (KAUST), M. Genton (KAUST), S. Greven (Humboldt University), Davy Paindaveine (Université Libre de Bruxelles), K. Mueller (TU Berlin)
by Laura Maria Sangalli 11 Oct '24

11 Oct '24

Cari Colleghi, vi segnalo un ricchissimo programma di seminari, previsti presso il Dipartimento di Matematica del Politecnico di Milano, nelle prossime settimane, con speakers di forte rilievo internazionale. Segnalo che per i seminari della serie MOX Colloquia occorre la registrazione (gratuita) alla piattaforma Cassyni: https://cassyni.com/s/mox-colloquia cliccando il tasto blu "Subscribe" nella pagina principale. Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli --------------- Mercoledì 16 Ottobre, ore 10:00, Aula Seminari - VI Piano Ying Sun, KAUST https://cemse.kaust.edu.sa/people/person/ying-sun Titolo: Spatio-temporal DeepKriging for large environmental data Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 17 Ottobre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Marc Genton, KAUST https://cemse.kaust.edu.sa/people/person/marc-g-genton Titolo: Exascale Geostatistics for Environmental Data Science Link: https://cassyni.com/events/T9SKSXcxcGhLiHvUUfV7aD Mercoledì 23 Ottobre, ore 10:00, Aula Seminari - VI Piano Sonja Greven, Humboldt University, Berlino https://www.wiwi.hu-berlin.de/en/Professorships/vwl/statistik/team/grevenso Titolo: Bayes spaces for sparsely sampled density functions with an application to changing temperature distributions Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Venerdì 25 Ottobre, ore 12:00, Aula Seminari - VI Piano Davy Paindaveine, Université Libre de Bruxelles https://davy.paindaveine.web.ulb.be Titolo: Rank tests for PCA under weak identifiability Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 21 Novembre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Klaus Mueller, TU Berlin https://web.ml.tu-berlin.de/author/prof.-dr.-klaus-robert-muller/ Titolo: Machine Learning and AI for the Sciences: toward understanding Link: https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Fwd: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school
by Faggionato, Alessandra 11 Oct '24

11 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Fri, 11 Oct 2024 at 04:50 Subject: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions and summer school below to any candidates who may be interested. For all of these, we especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, racial minorities, LGBTQ+, and indigenous individuals. ==================================================================== **Tenure track in Discrete Mathematics or Probability** The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2025. Applicants should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. We are specifically looking for a new colleague working in Discrete Mathematics or Probability, though exceptional candidates in other areas of mathematics may also be considered. Apply by Nov. 20 at https://www.mathjobs.org/jobs/list/25045 ==================================================================== **Postdoctoral position**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2025. This is a 3-year positions with a relatively low teaching load. Applicants should have obtained a recent Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. Apply by Nov. 15 at https://www.mathjobs.org/jobs/list/25286 ==================================================================== The 2025 PIMS-CRM summer school in probability will take place at UBC in June 2-27. There are two long courses, to be given by Tom Hutchcroft and Mathav Murugan. There will also be three mini-courses, given by Nathanael Berestycki, Nina Holden, and Tianyi Zheng. The school is aimed primarily at graduate students and postdocs. See details at https://secure.math.ubc.ca/Links/ssprob25/index.php There is some funding available for participants. Apply by Dec 15 at https://www.mathjobs.org/jobs/list/25443 Applicant from SLMath sponsor institutions should also apply at https://www.slmath.org/summer-schools/1071 ==================================================================== omer -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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PhD positions at NTU Singapore
by Sgarabottolo, Alessandro 10 Oct '24

10 Oct '24

Dear all, I would like to inform you that Ariel Neufeld is looking for PhD students at NTU Singapore. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————— PhD Positions in Mathematical Finance and Stochastic Optimization at NTU Singapore There are PhD positions on offer within the research group of Ariel Neufeld at the Division of Mathematical Sciences at NTU Singapore. The candidate should be interested in working in one (or more) of the following research topics: * Mathematical Finance * Stochastic Analysis & Stochastic Optimal Control * Stochastic Optimization in the field of Numerical Optimal Transport, Distributionally Robust Optimization, or Machine Learning (Reinforcement Learning, Theory of Neural Networks) If you are interested in the position, please send your CV to the email address: ariel.neufeld(a)ntu.edu.sg<mailto:ariel.neufeld@ntu.edu.sg>

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Procedura selettiva Prof. I fascia STAT-04/A (EX SSD SECS-S/06), Dip. Matematica - Università di Bologna
by Fabrizio Lillo 09 Oct '24

09 Oct '24

L'Università di Bologna ha bandito una procedura selettiva per la copertura di un posto di professore universitario di ruolo, I FASCIA, da coprire mediante chiamata ai sensi dell’art. 18, comma 4, Legge 240/2010 per il GSD 13/STAT-04 (EX SC 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Il Dipartimento interessato è quello di Matematica. Il bando è reperibile all'indirizzo https://bandi.unibo.it/s/apos4/d-r-n-1462-del-4-settembre-2024-bando-per-la… La scadenza per la presentazione della domanda è il 24 ottobre 2024. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Seminar Alessandra Bianchi at Tor Vergata 16.10
by Michele Salvi 09 Oct '24

09 Oct '24

Dear all, On Wednesday, October 16th, at 14h00 in Aula D'Antoni of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Alessandra Bianchi (University of Padova) with the seminar "Mixing cutoff for simple random walks on the Chung-Lu directed graph” Abstract: In this talk, we consider a simple random walk defined on a Chung-Lu directed graph, an inhomogeneous random network that extends the Erdos Renyi random digraph by including edges independently according to given Bernoulli laws. In this non-reversible setting, we will focus on the convergence toward the equilibrium of the dynamics. In particular, under the assumption that the average degree grows logarithmically in the size n of the graph (weakly dense regime), we will establish a cutoff phenomenon at the entropic time of order log(n)/loglog(n). We will then show that on a precise window the cutoff profile converges to the Gaussian tail function. This is qualitatively similar to what was proved in a series of works by Bordenave, Caputo, Salez for the directed configuration model, where degrees are deterministically fixed. In terms of statistical ensembles, this analysis provides an extension of these cutoff results from a hard to a soft-constrained model. Joint work with G. Passuello. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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PhD position at University of Agder
by Mario Maurelli 09 Oct '24

09 Oct '24

Dear colleagues, I am forwarding the following announcement from Torstein Nilssen about a call for a PhD scholarship at the Department of Mathematical Sciences of University of Agder in Norway: https://www.jobbnorge.no/en/available-jobs/job/268182/phd-research-fellow-i… The candidate will conduct research in the intersection between stochastic analysis, fluid equations and differential geometry. More specifically, the project will explore rough path techniques applied to fluid models from geometric hydrodynamics. The project can explore topics of rough path analysis and/or geometric hydrodynamics depending on the interest of the candidate. Deadline: Nov 1st, 2024. For further information you can contact torstein.nilssen(a)uia.no . Best regards Mario Maurelli

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PhD in probabilità a Warwick
by Giuseppe Cannizzaro 09 Oct '24

09 Oct '24

Cari colleghi, Il gruppo di probabilità di Warwick offre borse di studio per dottorati di ricerca. Qualora conosceste qualche bravo studente di master interessato, vi pregherei di far loro presente questa possibilità e inoltrare loro la mail. Cordiali saluti, Giuseppe Cannizzaro --------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis*, with the prestigious Chancellor scholarship has a deadline of *9th December 2024. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

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SPASS seminar: Omiros Papaspiliopoulos
by Andrea Agazzi 09 Oct '24

09 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Scalable large scale variational inference * by *Omiros Papaspiliopoulos* (Università Bocconi) The seminar will take place on *TUE, 15.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Scalable large scale variational inference * *Abstract: The motivation behind this work is a computational framework for approximate statistical inference for the broad class of generalized bi-linear mixed models, special cases of which are generalized linear mixed models, factor models and probabilistic factorization models to mention a few popular examples. The objective is that the resultant inference has theoretically provable guarantees in terms of both uncertainty quantification and computational complexity. * * In this talk, I will first give some highlights of our work in using this framework for analyzing political ideology in Europe and then I will give a stand-alone short introduction to variational inference, discussing some theoretical aspects of its scalability.*

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call for visiting professors
by Irene Crimaldi 09 Oct '24

09 Oct '24

Dear Colleagues, The call for visiting professors is out. Here are the links: https://www.imtlucca.it/it/jobopportunity/visiting-professor-positions-econ… https://inomics.com/job/visiting-professor-programme-in-economics-statistic… Irene Crimaldi

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