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Seminario di Rongfeng Sun a Milano-Bicocca (9 set 2022)
by Francesco Caravenna 07 Sep '22

07 Sep '22

Ho il piacere di annunciare il seminario di Rongfeng Sun (National University of Singapore): "A new correlation inequality for Ising models with external fields" che si terrà venerdì 9 settembre 2022 alle ore 14:00 in aula U5-3014 (Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca). Trovate l'abstract di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%% Abstract. We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field. We show that the influence of boundary conditions on any given spin is maximised when the external field is identically 0. One corollary is that spin-spin correlation is maximised when the external field vanishes. In particular, the random field Ising model on Z^d, d ≥ 3, exhibits exponential decay of correlations in the entire high temperature regime of the pure Ising model. Another corollary is that the pure Ising model on Z^d, d ≥ 3, satisfies the conjectured strong spatial mixing property in the entire high temperature regime. Based on joint work with Jian Ding and Jian Song. %%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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workshop Matematica per l'Intelligenza Artificiale e il Machine Learning: Giovani ricercatori
by Ernesto De Vito 05 Sep '22

05 Sep '22

Carissime e carissimi, vi segnalo che il 24 e 25 novembre 2022 presso Aula Magna Lingotto del Politecnico di Torino si svolgerà il workshop Matematica per l'Intelligenza Artificiale e il Machine Learning: Giovani ricercatori organizzato in collaborazione tra il Dipartimento di Scienze Matematiche "G. L. Lagrange" - Politecnico di Torino, Progetto MIUR Dipartimenti di Eccellenza 2018 - 2022 ed il Gruppo UMI "Matematica per l'Intelligenza Artificiale ed il Machine Learning". Il workshop è finalizzato alla presentazione dei recenti sviluppi della ricerca italiana legati alla mutua interazione tra matematica, intelligenza artificiale e Machine Learning ed è rivolto ai giovani ricercatori, anche non iscritti al gruppo UMI "Matematica per l'Intelligenza Artificiale ed il Machine Learning". È auspicata la presenza anche di ricercatori senior, ma le presentazioni orali saranno riservate ai giovani. La registrazione è obbligatoria per tutti i partecipanti compilando il modulo https://www.polito.it/survey3/index.php/831212?lang=en Chi volesse sottoporre un contributo ha tempo fino al 16 ottobre 2022. Maggiori informazioni sono disponibili sul sito dell'evento https://areeweb.polito.it/disma-excellence/events_2022/GiornateUMI/index.ht…. Vi chiedo gentilmente di diffondere l'iniziativa a tutti i giovani interessati. Mi scuso con coloro che hanno già ricevuto l'annuncio. Grazie. Un caro saluto. Ernesto De Vito

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Seminar of Elvezio Ronchetti postponed
by Enea Bongiorno 05 Sep '22

05 Sep '22

Dear All, we regret to inform you that the seminar of Prof. Elvezio Ronchetti, originally scheduled for the 8th of September, will not go ahead as planned, and will be postponed to a later date still to be announced. Best regards, Enea Bongiorno -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Fwd: Lecturer in probability at the University of Bath
by Elisabetta Candellero 05 Sep '22

05 Sep '22

Ricevo ed inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Mon, Sep 5, 2022 at 10:43 AM Subject: Lecturer in probability at the University of Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear colleagues, The Probability Laboratory at Bath (Prob-L@B) is advertising for a Lecturer (Assistant Professor) position in probability: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9730 The application deadline is 25 September. Please circulate widely, and feel free to get in touch if you have any questions. Best wishes, Matt ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Assegno di ricerca presso l'Istituto per le Applicazioni del Calcolo (CNR)
by Maurizio Ceseri 02 Sep '22

02 Sep '22

Buongiorno, segnalo la seguente opportunità presso l’Istituto per le Applicazioni del Calcolo, nell’ambito delle attività di ricerca e trasferimento tecnologico del progetto Sportello Matematico per l'Innovazione e le Imprese. È indetta una selezione pubblica, per titoli e colloquio, per il conferimento di n. 1 assegno di ricerca annuale, tipologia A) “Assegni professionalizzanti”, bandito dall’Istituto per le Applicazioni del Calcolo “Mauro Picone” del CNR sulla tematica: "Modelli e sistemi di ottimizzazione matematica per la pianificazione degli investimenti" Requisiti: Diploma di Laurea Specialistica/Magistrale in una delle seguenti discipline: Matematica, Fisica, Statistica, Scienze dell’Informazione, Ingegneria, Economia Scadenza invio domande: 16/09/2022 Data colloquio: 20/09/2022 Al seguente link è disponibile il bando con tutte le informazioni: http://bandi.urp.cnr.it/doc-assegni/documentazione/12902_DOC_IT.pdf Grazie Cordiali Saluti Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Workshop Interacting particle systems and applications, Trento Sep 5-7
by Mario Maurelli 02 Sep '22

02 Sep '22

Dear colleagues, We are happy to announce the workshop "*Interacting particle systems and applications*" which will take place at the *University of Trento* on* September 5th to 7th, 2022*. The workshop aims at discussing recent developments in the theory of interacting systems, with emphasis on fostering collaborations and discussions among junior researchers. At the following webpage (which will be kept up-to-date) https://sites.google.com/view/ipsa2022 you can find useful information on the workshop, including list of speakers, venue and (when available) schedule and abstracts of the talks. Participation is free but *registration is mandatory. We kindly ask you to register no later than June 30th*. The workshop is planned as a hybrid event (in-person and online); to register for in person participation, click on "register" button (in the home webpage of the workshop); to register for online participation, send an email to ipsa[dot]maths[at]unitn[dot]it . We are looking forward to meeting you in Trento. All the best, The organizing committee Michele Coghi, Mario Maurelli, Carlo Orrieri, Giovanni Zanco

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Seminar by Elvezio Ronchetti (University of Geneva) in Novara
by Enea Bongiorno 31 Aug '22

31 Aug '22

Dear colleagues, We are glad to invite you to the seminar that will take place on the 8th of September, at 16.00: - in presence: room 101 of the campus Perrone, via Perrone, 18, Novara Università del Piemonte Orientale, Dipartimento di Studi per l’Economia e l’Impresa. - on-line at the link: https://meet.google.com/xaz-bwct-dqo *An Introduction to Saddlepoint Approximations* *Prof. Elvezio Ronchetti* Research Center for Statistics and Geneva School of Economics and Management University of Geneva, Switzerland Elvezio.Ronchetti(a)unige.ch www.unige.ch/gsem/en/research/faculty/honorary-professors/elvezio-ronchetti/ *Abstract:* Classical inference in statistics is typically carried out by means of standard (first-order) asymptotic theory. However, the asymptotic distribution of estimators and test statistics can provide a poor approximation of tail areas especially when the sample size is moderate to small. This can lead to inaccurate p-values and confidence intervals. Several techniques, both parametric and nonparametric, have been devised to improve first-order asymptotic approximations, including e.g. Edgeworth expansions, Bartlett's corrections, and bootstrap methods. Here we focus on saddlepoint techniques, introduced into statistics by H. Daniels, and more generally on small sample asymptotic techniques, an expression coined by F. Hampel to express the spirit of these methods. Indeed they provide very accurate approximations of tail probabilities down to small sample sizes and /or out in the tails. Moreover, these approximations exhibit a relative error of order 1/n, an improvement with respect to other available approximations obtained by means of Edgeworth expansions and similar techniques. We will review the basic ideas, show the link with other nonparametric methods such as empirical likelihood, and outline some connections to information theory and optimal transportation. Best wishes, Enea Bongiorno -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Fw: University of Vienna
by Gianluca Finocchio 31 Aug '22

31 Aug '22

Cari tutti, il gruppo di ricerca Statistical Methods (https://sme.univie.ac.at/) dell'Università di Vienna offre un dottorato in Statistica sotto la supervisione di Tatyana Krivobokova. Vi sarei grato se poteste condividere il bando (allegato) con gli studenti interessati. Cordialmente,Gianluca Finocchio -------- Original Message -------- | Subject: | University of Vienna | | Date: | 30.08.2022 16:50 | | From: | Tatyana Krivobokova <tatyana.krivobokova(a)univie.ac.at> | | To: | Gianluca Finocchio <gianluca.finocchio(a)univie.ac.at> | https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… | Deutsch | not authenticated | | The University of Vienna (20 faculties and centres, 184 fields of study, approx. 10.400 members of staff, about 90.000 students) seeks to fill the position as soon as possible of a University Assistant (prae doc) at the Department of Statistics and Operations Research Reference number: 13459 The positions are meant to support young scientists through their Ph.D. research. The announcement is made for four years, whereby the employment relationship is initially limited to 1.5 years and is automatically extended to a total of four years, unless the employer submits a declaration of non-renewal after a maximum of 12 months. The successful applicants will enter the department's Ph.D. program and are expected to work on one of the following topics: change points detection in Gaussian processes with non-zero mean, Bayesian approaches to dimension reduction techniques or classification of dependent data. Duration of employment: 4 year/s Extent of Employment: 30 hours/week Job grading in accordance with collective bargaining agreement: §48 VwGr. B1 Grundstufe (praedoc) with relevant work experience determining the assignment to a particular salary grade. Job Description: Participation in research, teaching: - Participation in research projects / research studies - publications / academic articles / presentations - We expect the successful candidate to sign a doctoral thesis agreement within 12-18 months - Participation in teaching and independent teaching of courses as defined by the collective agreement Profile: A Master's or comparable degree in statistics, mathematics, or a closely related discipline (completed or pending completion); a solid background in mathematical statistics and probability theory; and a promising potential for original research. . Research fields: | Main research field | Special research fields | Importance | | Mathematics | Mathematical statistics | MUST | Languages: | Language | Language level | Importance | | English | Very good knowledge | MUST | Applications including a letter of motivation (German or English) should be submitted via the Job Center to the University of Vienna (http://jobcenter.univie.ac.at) no later than 26.09.2022, mentioning reference number 13459. For further information please contact Sobotka-Tompits, Sabine +43-1-4277-38631, Krivobokova, Tatyana +43-1-4277-38632. The University pursues a non-discriminatory employment policy and values equal opportunities, as well as diversity (http://diversity.univie.ac.at/) The University lays special emphasis on increasing the number of women in senior and in academic positions. Given equal qualifications, preference will be given to female applicants. Human Resources and Gender Equality of the University of Vienna Reference number: 13459 E-Mail: jobcenter(a)univie.ac.at Privacy Policy of the University of Vienna | | | external apply | | internal apply | | topUniversity of Vienna | jobcenter(a)univie.ac.at

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postdoc position
by Marco Scarsini 30 Aug '22

30 Aug '22

Postdoc position (two years) at Luiss University on the topic Learning in strategic and stochastic environments This project lies at the interface of mathematical game theory, algorithmic game theory, machine learning, optimization, and high-dimensional probability. Despite its theoretical nature, it will be motivated by applications in operations management, supply chain, algorithmic mechanism design, online matching markets, computational social choice, queueing, networks, etc. Deadline: September 30, 2022 - 2 p.m. - Central European Summer Time (CEST), UTC +2 Details available at https://economiaefinanza.luiss.it/en/research/post-doc-fellowship/research-… ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Avviso di seminario - Elisa Alòs
by Lucia Caramellino 29 Aug '22

29 Aug '22

AVVISO DI SEMINARIO Venerdì 2 settembre 2022, alle ore 14:00, nell'aula Dal Passo del Dipartimento di Matematica dell'Università di Roma Tor Vergata si terrà il seguente seminario (in presenza e online): On the skew and curvature of implied and local volatilities Elisa Alòs, Universitat Pompeu Fabra (Barcelona) Abstract. In this talk, we study the relationship between the short-end of the local and the implied volatility surfaces. Our results, based on Malliavin calculus techniques, recover the recent $\frac{1}{H+3/2}$ rule (where $H$ denotes the Hurst parameter of the volatility process) for rough volatilitites (see Bourgey, De Marco, Friz, and Pigato (2022)), that states that the short-time skew slope of the at-the-money implied volatility is $\frac{1}{H+3/2}$ the corresponding slope for local volatilities. Moreover, we see that the at-the-money short-end curvature of the implied volatility can be written in terms of the short-end skew and curvature of the local volatility and viceversa, and that this relationship depends on $H$. MSTeams link: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… <https://teams.microsoft.com/l/meetup-join/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU…>

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