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Senior lecturer position (teaching in German)
by Erika Hausenblas 11 Apr '18

11 Apr '18

There is a senior lecturer Position aviable at our department in applied mathematics. See http://www.unileoben.ac.at/de/3021/ (or attachment). For informal queries please contact erika.hausenblas(a)unileoben.ac.at Erika

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seminario Silvana Pesenti - 23 aprile 2018
by Emanuela Rosazza 10 Apr '18

10 Apr '18

Si avvisa che il giorno lunedì 23 aprile alle ore 16 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Silvana Pesenti (Cass Business School, City, University of London) Titolo: “Cascade Sensitivity Measures” Abstract: In risk management, an internal model consists of three elements: (i) a random vector of input risk factors, (ii) a real valued aggregation function, and (iii) the output, which is a random variable obtained by applying the aggregation function to the vector of risk factors. Sensitivity analysis often requires evaluation of changes in the distribution of the output, when the distribution of risk factors is varied with reference to a baseline input distribution. We introduce a novel sensitivity measure termed cascade sensitivity, which quantifies the extent to which small changes (stresses) in an individual risk factor affect the output risk measure. The proposed method captures the direct impact on the output, as well as indirect effects via other risk factors that are dependent with the one being stressed. In this way, the dependence between risk factors is explicitly taken into account. Alternative representations of the cascade sensitivity measure are provided, requiring either knowledge of the aggregation function's gradient or additional evaluations of the model under alternative distributional assumptions. This is of particular interest in applications, where the distribution of the output is typically determined via simulation methods. Furthermore we give a representation of the proposed sensitivity measure that can be calculated from a single simulated sample starting from the baseline model, without the need to simulate under a different model specification or to explicitly study the properties of the aggregation function. This makes the proposed method attractive for practical applications, as is illustrated through numerical examples. Joint work with Pietro Millossovich and Andreas Tsanakas. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* 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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Advanced School on complexity and emergence: second announcement
by elisa mastrogiacomo 10 Apr '18

10 Apr '18

This is the *second** announcement* of the upcoming *Advanced School on complexity and emergence: ideas, methods, with a special attention to economics and finance (CEIM)* The School will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore on July 22-27, 2018. The main courses will be given by L. Boi (EHESS – Paris), I. Capelli (Università dell’Insubria), I. Ekeland (Ceremade - Universitè Paris-Dauphine), F. Guerra (Sapienza Università di Roma), J. Jost (Max Planck Institute for Mathematics in the Sciences - Leipzig), Florent McIsaac, (Agence Française pour le Développement), F. Patras (Université de Nice Sophia-Antipolis), F. Riedel (Center for Mathematical Economics, Bielefeld University), F. Semboloni (Università degli studi di Firenze), R. Seri (Università dell’Insubria). The potential participants of the School are primarily master and doctorate students of mathematics, information sciences, theoretical physics, and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity. The aim of the School is to provide these researchers useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, bridging the present disciplinary gap, and profiting from knowledge and insights from both communities. The School may have some (limited number of) financial supports. Details about the registration, the application for financial support are available at the website http://ceim.lakecomoschool.org/. We would be grateful if you could circulate this announcement among your PhD students, postdocs and colleagues. With our best regards, Sergio Albeverio Elisa Mastrogiacomo Fabio Minazzi Emanuela Rosazza Gianin Stefania Ugolini

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Seminario congiunto di Fisica Matematica e Probabilita' a Roma1
by Faggionato, Alessandra 09 Apr '18

09 Apr '18

Mercoledì 18 aprile, ore 16:30, aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Fabio Toninelli (Université Lyon 1) *Title: Lozenge tiling dynamics and hydrodynamic equation* Abstract: We study a reversible continuous-time Markov dynamics on lozenge tilings of the torus, introduced by Luby et al. Single updates consist in concatenations of n elementary lozenge rotations at adjacent vertices, with rate 1/n. The dynamics can also be seen as a reversible stochastic evolution of a 2+1-dimensional interface. The dynamics is known to enjoy especially nice features: a certain Hamming distance between configurations contracts with time on average and the relaxation time of the Markov chain is diffusive. We present another remarkable feature of this dynamics, namely we derive, in the diffusive time scale, a fully explicit hydrodynamic limit equation for the height function (in the form of a non-linear parabolic PDE). The mobility coefficient μ in the equation has non-trivial but explicit dependence on the interface slope and, interestingly, is directly related to the system’s surface free energy. The derivation of the hydrodynamic limit is based on the so-called H^{-1} method due to Yau and Funaki-Spohn. Based on joint work with Benoit Laslier (Paris 7). -- ************************************************* 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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38th Finnish Summer School on Probability and Statistics (28.5-1.6.2018 in Lammi Finland)
by Elvira Di Nardo 08 Apr '18

08 Apr '18

Dear friends of Stochastics and Statistics, Registration <https://elomake.helsinki.fi/lomakkeet/87642/lomake.html> to the 38th Finnish Summer School on Probability and Statistics (28.5-1.6.2018 in Lammi Biological Research Station, Finland), is open! Please check the website https://fdnss.fi/summer-school/38th-summer-school/ Courses Ivan Nourdin <https://sites.google.com/site/ivannourdin/home> (U Luxembourg): *The Malliavin-Stein approach*Dylan Possamaï <https://sites.google.com/site/possamaidylan/> (Columbia U): *An introduction to backward SDEs and applications in finance and economics* Piotr Zwiernik <http://84.89.132.1/~piotr/> (U Pompeu Fabra): *Latent tree models* The Finnish Summer School on Probability and Statistics has a long tradition starting from the first summer school in Tuusula 1976. The mission of the summer school is to provide one-week intensive courses on active research topics in probability and statistics, lectured by leading scholars in the field. The school is targeted primarily for doctoral students in probability, statistics, and related areas. Researchers advanced MSc students and fresh postdocs are also encouraged to apply. The summer schools are currently organized by the Finnish Doctoral Education Network in Stochastics and Statistics (FDNSS). For enquiries, please contact Dario Gasbarra <https://wiki.helsinki.fi/display/mathstatHenkilokunta/Gasbarra,+Dario> PL 68 (Gustaf Hällströmin katu 2b) 00014 University of Helsinki, Finland Phone: +358 9 191 51407 Email: dario.gasbarra ‘at’ helsinki.fi -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Corso KOLOKOLTSOV
by Matteo Ruggiero 06 Apr '18

06 Apr '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo lieti di annunciare il seguente corso: Vassili KOLOKOLTSOV (University of Warwick) MARKOV SEMIGROUPS AND DIFFUSION PROCESSES che si terrà nell’aula 12 di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: Apr 9: 9:15-11:15 Apr 10: 9:15-11:15 Apr 11: 4:00-6:00 Apr 12: 11:15-13:15 Apr 13: 9:15-11:15 Apr 16: 9:15-11:15 Apr 17: 9:15-11:15 Apr 18: 4:00-6:00 Il corso è rivolto agli studenti del primo anno della Laurea Magistrale, ma la partecipazione è libera agli interessati. Il programma completo di Visiting Professors si può consultare alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Cordiali saluti, I coordinatori del Programma Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Summer School MATHEMATICS OF PLANET EARTH
by Enrico Scalas 06 Apr '18

06 Apr '18

Car* collegh*, vi segnalo la seguente scuola a Reading, UK. Cordiali saluti Enrico Scalas ---------------------------------------------------------------------------- Summer School MATHEMATICS OF PLANET EARTH April 23 -26, 2018 at University of Reading. Course Titles and Conveners: Freddy Bouchet (ENS de Lyon, Climate and Statistical Mechanics group): ``Dynamical system and statistical mechanics approaches to geophysical fluid dynamics and climate'' Mickael Chekroun (UCLA Athmospheric and Ocean science): ``Stochastic Dynamics and applications to weather'' Edriss Titi (Texas A&M University, Matematics and Weizmann Institute): ``Data Assimilation of GFD'' Each course consists of six lectures (45 mins each) and a one hour tutorial. The school is hosted and supported by the EPSRC Centre for Doctoral Training Mathematics for Planet Earth (MPECDT). The school is aimed at PhD students and early research scientists, but any researcher interested in participating is warmly welcomed. For further information consult the webpage: http://www.reading.ac.uk/maths-and-stats/news/Summer-School-MPE-2018.aspx Summer School Mathematics of Planet Earth - University of Reading <http://www.reading.ac.uk/maths-and-stats/news/Summer-School-MPE-2018.aspx> www.reading.ac.uk Summer School Mathematics of Planet Earth

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RtdA Mat06 Sapienza Roma
by Luisa Beghin 06 Apr '18

06 Apr '18

Con preghiera di diffusione: L'*Università* *Sapienza di Roma *ha pubblicato il bando per il reclutamento di un *RTD-A* nel settore *MAT/06, *presso il Dipartimento di Scienze Statistiche, per attività di ricerca nell'ambito dei processi aleatori e delle equazioni con operatori pseudodifferenziali. *Il bando scade il 5 maggio 2018* ed è disponibile al link http://www.dss.uniroma1.it/sites/default/files/Bando%20Beghin%20f.to_.pdf Cordiali saluti Luisa Beghin ***************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 http://www.dss.uniroma1.it/?q=content/beghin-luisa ***************************************************************** -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

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Logic, Uncertainty and Games Summer School
by hykel hosni 06 Apr '18

06 Apr '18

*FINAL CALL FOR APPLICATIONS* Logic, Uncertainty and Games Summer School (LUG2018) Lake Como School of Advanced Studies 9th-13th July 2018 Aims and structure ================== The goal of the Logic, Uncertainty and Games School is to contribute towards the creation of cross-disciplinary common grounds for research on rational reasoning and (interactive) decision making under uncertainty. To this end the School will feature three eight-hour tutorials delivered by leading experts in the fields of Logic, Uncertainty and Games. Each tutorial is followed by one (or more) example-class session aimed at developing in greater detail one specific topic (e.g. the full proof of a theorem or a generalisation of a notion which is being used in a particular case). Finally, graduate students and junior researchers will deliver Work-in-progress sessions. This will provide them a unique opportunity to receive feedback from the School lecturers, while developing strong inter-disciplinary communication skills. The summer school is co-located with the LOFT 2018 workshop, to be held on the following week (16-18 July) at Bocconi University, Milan Confirmed tutorial speakers =========================== Logic ~~~~~ Sophie Pinchinat (Department of Electrical Engineering and Computer Science, University of Rennes 1) Uncertainty ~~~~~~~~~~~ Sujoy Mukerji (School of Economics and Finance, Queen Mary London) Games ~~~~~ Burkhard C. Schipper (Department of Economics, University of California, Davis) Closing lecture ~~~~~~~~~~~~~~~ Joe Halpern (Computer Science Department, Cornell University) How to apply ============ We invite applications from up to 35 advanced postgraduate students and early career researchers from Economics, Computer Science, Philosophy, and related disciplines to participate. The application process will be competitive and participants will be selected according to research interests and, whenever meaningful, publications. To apply visit [http://lucg.lakecomoschool.org/application/] In case you intend to give a presentation, you should add to your application: - the title of your talk - one page abstract of your contribution Registration fees ================= There is a registration fee of 250 euro (VAT 22% included) which covers all lectures; course material; wi-fi connections; lunches and coffee breaks; social dinner. Limited financial support may be available for strong applicants who do not have access to funding, please see the application webpage for details. Deadlines ========= - Application: April 10, 2018 - Notification of acceptance: May 2, 2018 - Registration (only accepted students): May 15, 2018 School Directors ================ Pierpaolo Battigalli, Università Bocconi, pierpaolo.battigalli(a)unibocconi.it Hykel Hosni, Università degli studi di Milano and Università Bocconi hykel.hosni(a)unibocconi.it Massimo Marinacci, Università Bocconi, massimo.marinacci(a)unibocconi.it

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Seminario LISEO
by Matteo Ruggiero 06 Apr '18

06 Apr '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 13 Aprile 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Brunero LISEO (Università di Roma La Sapienza) MODELLING PREFERENCE DATA WITH THE WALLENIUS DISTRIBUTION The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a model for ranking categories which can be used for classification purposes. Since, in general, the resulting likelihood is not analytically available, we adopt an approximate Bayesian computational (ABC) approach for estimating the importance of the categories. We illustrate the performance of the estimation procedure on simulated datasets. Finally, we use the new model for analysing two datasets about movies ratings and Italian academic statisticians' journal preferences. The latter is a novel dataset collected by the authors. This is a joint work with Clara Grazian and Fabrizio Leisen. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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