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COST Info-Day – 19 marzo 2015
by Giulia Rotundo 13 Mar '15

13 Mar '15

COST Info-Day – 19 marzo 2015 Il 19 marzo 2015, alle ore 14 si terrà presso la sede centrale del CNR, Piazzale Aldo Moro n. 7, Roma, il primo Info-Day del programma COST. L’evento sarà l’occasione, per tutti i ricercatori interessati, di conoscere e approfondire il programma COST. Sono previsti interventi da parte Coordinatore Nazionale del COST e dei funzionari del COST Office di Bruxelles. Il programma definitivo verrà pubblicato quanto prima su www.ricercainternazionale.miur.it . Nel frattempo, chiunque sia interessato a partecipare deve confermare la propria presenza scrivendo al seguente indirizzo: attivitaeuropee(a)cnr.it Ulteriori informazioni sull’evento, sul programma e sul collegamento streaming che sarà garantito durante l’Info-Day verranno pubblicate sul sito internet www.attivitaeuropee.cnr.it http://www.attivitaeuropee.cnr.it/cost-info-day-%E2%80%93-19-marzo-2015

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Avviso di seminario :: Puccetti@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 13 Mar '15

13 Mar '15

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Annuncio Seminario - Mirko D'Ovidio a Roma Tor Vergata
by Claudio Durastanti 13 Mar '15

13 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 18 Marzo - ore 14.30 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Mirko D'Ovidio - Università di Roma La Sapienza Title: Coordinates change and random fields Abstract:The time change of one parameter processes is a powerful tool well investigated so far. We present in this talk some theoretical aspects concerning the coordinates change of multiparameter processes and some applications to the analysis of the cosmic microwave background radiation. We consider fractional powers of positive definite operators such as the (time) fractional derivative or the fractional Laplacean. Cordiali saluti Claudio Durastanti

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Sapienza/Roma Tre joint workshop on probabilistic methods, March 19th
by Pietro Caputo 12 Mar '15

12 Mar '15

Kolmogorov meets Turing: workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms. March 19th, 2015 Program: 9.30 - 10.15. Artur Czumaj (University of Warwick): Testing Cluster Structure of Graphs 10.15 - 10.45. Fabio Martinelli (University Roma Tre): Reversible Markov chains with kinetic constraints 10.45 - 11.15: Coffee break 11.15 - 11.45. Andrea Clementi (University of Rome ``Tor Vergata''): Information spreading in dynamic graphs 11.45 - 12.15. Pietro Caputo (University Roma Tre): Empirical neighborhood distribution in sparse random graphs: some large deviations estimate 12.15 - 13.45: Lunch break 14.00 - 14.45. Alexandre Stauffer (University of Bath): Rumor spreading on dynamic graphs 14.45 - 15.15. Luca Becchetti (Sapienza University of Rome): Plurality Consensus in the Gossip Model 15.15 - 15.45: Coffee break 15.45 - 16.15. Fabio Toninelli (CNRS, University of Lyon 1): Random tilings and Glauber dynamics 16.15 - 16.45. Marek Adamczyk (Sapienza University of Rome): Stochastic probing Organizers: Luca Becchetti (Sapienza University of Rome): becchetti(a)dis.uniroma1.it Pietro Caputo (University Roma Tre): caputo(a)mat.uniroma3.it Stefano Leonardi (Sapienza University of Rome): leonardi(a)dis.uniroma1.it For the talk abstracts see *http://www.matfis.uniroma3.it/Attivita/attivita.php <http://www.matfis.uniroma3.it/Attivita/attivita.php>*

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Seminario all'IAC
by Giovanni Luca Torrisi 11 Mar '15

11 Mar '15

*Venerdi' 20 Marzo 2015*, *ore 14:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (VI piano) *ALESSANDRO DE GREGORIO * (Universita' di Roma "Sapienza") terra' un seminario dal titolo *Isotropic transport processes: a survey of results* ABSTRACT: The motion of a particle whose velocity undergoes jumps of random size at random times constitutes the prototype of a transport process (also called random flight or random evolution). In this talk the probabilistic construction of the isotropic transport processes is outlined. In particular, we assume that the joint probability distribution of the lengths of the displacements is a Dirichlet law. Several results in this context are discussed. We also introduce reflecting transport processes by means of a geometric approach. These processes are often applied in statistical physics and biology. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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No Free Lunch Seminar by Prof. Roberto Renò, Friday March 20 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 11 Mar '15

11 Mar '15

Friday March 20 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Roberto Renò Dipartimento di Economia Politica e Statistica, Università di Siena will deliver the seminar “Multi-jumps” Abstract: The simultaneous occurrence of jumps in several stocks (multi-jumps) can be associated to major nancial news, is correlated with sudden spikes of the variance risk premium, and determines an increase in the stock variances and correlations which signicantly deteriorates the diversication potential of asset allocation. The latter evidence implies a reduction in the demand of stocks by an aware risk-averse investor. These facts can be easily overlooked by the usage of standard univariate jump statistics, which just lack su cient power. They are instead revealed in a clearly cut way by using a novel test based on smoothed estimators of the integrated variance of individual stocks. Joint work with Massimiliano Caporin and Aleksey Kolokolov. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Industrial Mathematics Workshop - 1st edition [ 10 Aprile - Dip.Informatica - UniVr ]
by Luca di persio 10 Mar '15

10 Mar '15

Industrial Mathematics Workshop - 1st edition 10 Aprile 2015 Dip.Informatica - UniVr - Inizio dei lavori fissato alle 14:30, presso la *Sala Verde* -- Ca' Vignal -- Strada le Grazie 15 - *Dipartimento di Informatica*, Università di Verona - Sono previsti *6 interventi da 30'*, suddivisi in due gruppi di 3 seminari, intervallati da un coffee break ed organizzati secondo la seguente scaletta - Alessandra Micheletti [Dip. Matematica -- Università degli Studi di Milano] - Sergio Sorrentino [Banco Popolare] - Fabrizio Lillo [Scuola Normale Superiore di Pisa] - coffee break [ circa 15' ] - Beniamino Paoletti [AMC2 S.r.l. Data Management S.p.A.] - Manolo Venturin [EnginSoft S.p.A.] - Pierluigi Riva [ORS Group] - Il termine dei lavori è previsto per le 18:15. L'obiettivo del Workshop è quello di fornire casi di studio e suggestioni nell'alveo delle applicazioni della Matematica. La platea sarà eterogenea e composta da operatori del settore finanziario/industriale, accademici e studenti. *L'iscrizione al workshop è libera* previa manifestazione d'interessa da inviare *entro il 31 Marzo* , al seguente indirizzo mail: immacolata.oliva(a)univr.it specificando nell'oggetto: Workshop IM1 e possibilmente riportando gli *estremi della propria affiliazione*. I partecipanti appariranno nella pagina dedicata al workshop: http://www.di.univr.it/?ent=iniziativa&convegno=1&id=5905 Per maggiori informazioni (locandina dell'evento, titolo ed abstract degli interventi, lista dei partecipanti) si può fare riferimento alla pagina http://www.di.univr.it/?ent=iniziativa&convegno=1&id=5905 Cordialmente, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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de Finetti risk seminar - march 2015
by Emanuela Rosazza 10 Mar '15

10 Mar '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Monetary Utility Functions with the CxLS (convex level sets) property Freddy Delbaen ETH Zurich, Switzerland ABSTRACT Monetary utility functions are -- except for the expected value -- not of von Neumann-Morgenstern type. In case the utility function has convex level sets in the set of probability measures on the real line, we can give some characterisation that comes close to the vN-M form. For coherent utility functions this was solved by Ziegel. The general concave case under the extra assumptions of weak compactness, was solved by Stephan Weber. In the general case the utility functions are only semi continuous. Using the fact that law determined utility functions are monotone with respect to convex ordering, we can overcome most of the technical problems. The characterisation is similar to Weber's theorem except that we need vN_M utility functions that take the value $-\infty$. Having convex level sets can be seen as a weakened form of the independence axiom in the vN-M theorem. This is joint work with Bellini, Bignozzi and Ziegel. LOCATION: The seminar will be held on Wednesday, March 18, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: 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. Simone Cerreia-Voglio (Univ. Bocconi) 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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Seminario BAUD-BOVY (RGS & Matematica Applicata)
by Giacomo Aletti 09 Mar '15

09 Mar '15

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 16 Marzo 2015, a partire dalle ore 14.30, in Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Psychophysical models of haptic processes " Gabriel Baud-Bovy, Istituto Italiano di Tecnologia, Robotics, Brain and Cognitive Sciences, Genoa ABSTRACT: Psychophysics is discipline that offers theoretical framework to develop models of perceptual and decisional processes and experimental methods to measure sensation and perception. It was created at the end of the 19th century to bring Psychology into the realm of science. In this talk, I will illustrate this approach by presenting some examples taken on my work on haptic perception. These examples will address the question of various haptic cues might be integrated during haptic exploration and how orientations might be represented internally. ================= 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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Avviso di seminario :: Sun@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Mar '15

09 Mar '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 13 Marzo, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma SUN LEI (Department of Statistical Sciences, University of Toronto) terrà un seminario dal titolo INCORPORATING PRIOR INFORMATION INTO MULTIPLE HYPOTHESIS TESTING WITH APPLICATIONS TO LARGE-SCALE GENETIC STUDIES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT A central issue in high-dimensional genetic studies is how to assess statistical significance taking into account the inherent large-scale multiple hypothesis testing. To improve power, a number of studies have investigated the benefits of utilizing available genomic and biological information, however, the relative merits of different methods remain unclear. We focus on the stratified FDR control (Sun et al., 2006, Genetic Epidemiology 30:519-530) and weighted p-value method (Genovese et al., 2006, Biometrika 93:509-524). The two approaches model the prior info distinctively. Weighted p-value approach converts the available prior information to test-specific weighting factor and adjusts the p-values accordingly. In contrast, stratified FDR divides tests into several disjoint strata based on the prior information and applies the FDR control separately in each stratum. We formulate the two approaches in one framework and show the trade-off between power and robustness by theoretical, simulation, and application studies. Robustness is consequential in applications, safeguarding against potential uninformative or even misleading prior information. To demonstrate the practical relevance of these methods, I discuss two recent genome-wide association studies of Cystic Fibrosis modifier genes, in which over 500,000 genetic markers are investigated for association with lung functions in individuals with CF and the available prior is of quantitative nature (Wright et al. 2011, Nature Genetics 43:539-548), and for association with meconium ileus and the prior is of categorical nature (Sun et al. 2012, Nature Genetics 44:562-569). If time allows, I will briefly discuss additional interesting analytical challenges in these studies.

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