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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 12, 2021 - 13:00 (CEST)
by Susi Ceron 09 Apr '21

09 Apr '21

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2021*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2021). Admission is decided on the basis of qualifications only and does not require an entry examination. *Grant awarded* The annual grant will be of euros *15,343.28* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 12, 2021 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVII available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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Online Seminar by Cagin Ararat, Bilkent University (Wednesday, April 21, 15:30)
by Elisa Mastrogiacomo 09 Apr '21

09 Apr '21

*** Apologize for cross-posting *** On April Thursday 21 at 15:30, Cagin Ararat (Bilkent University) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-valued martingales and backward stochastic differential equations Abstract: Motivated by the connection between univariate dynamic risk measures and backward stochastic differential equations, we start building a theory for set-valued backward stochastic differential equations (SV-BSDE). As a first step for this purpose, we formulate a simple SV-BSDE with a compact-valued driver function and study the well-posedness of this SV-BSDE. A key tool in establishing well-posedness is the availability of a stochastic integral representation for set-valued martingales. We prove a new martingale representation theorem which, in contrast to the available literature, allows the initial value of the martingale to be nontrivial. This is a joint work with Jin Ma (USC) and Wenqian Wu (USC). The seminar will be on Microsoft Teams. You can find the information to join below. Topic: Cagin Ararat - Set-valued martingales and backward stochastic differential equations Time: Apr 21, 2021 03:30 PM Rome Where: Microsoft Teams Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yzc1OGY5YjAtNjNhZC00… Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

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Associate Professor position in SPDEs in Oslo
by Luigi Amedeo Bianchi 09 Apr '21

09 Apr '21

Inoltro il seguente annuncio di una posizione da professore associato a Oslo. The Department of Mathematics at the University of Oslo announced an associate professorship position in the area of stochastic PDEs. The deadline for applications is April, 21. Additional information available at: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… <https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i…>

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Seminar announcement
by Marco Scarsini 09 Apr '21

09 Apr '21

Thursday, 15 April, 17:00 CET *Vahideh Manshadi**, *Yale University Fair Dynamic Rationing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwUASAUEBw1OVgFdBQs> Discussants: Florin Ciocan and Sean Sinclair The paper can be found here <https://arxiv.org/abs/2102.01240>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBw1OVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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ABC in "Svalbard" (in fact, online)
by Massimiliano ... 09 Apr '21

09 Apr '21

Buon giorno, causa pandemia, la 2 giorni "ABC in Svalbard" su ABC, simulation-based inference e likelihood-free inference sarà interamente online, gratis e aperta a tutti, come riportato sotto nell'invito di Chistian Robert. Cordiali saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ********************************************************************************** Dear All, Since we sadly had to cancel the physical workshop in Longyearbyen, Svalbard next week, we have organised mirror versions in different places. Brisbane, Grenoble and Melbourne. The event is open to everyone and free, with the programme available on https://sites.google.com/view/abcinsvalbard-grenoble-mirror/<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.go…> Here is the Zoom link for the Grenoble side [no password needed] https://univ-grenoble-alpes-fr.zoom.us/j/99840576807?pwd=ZHNkaU1jU0ZHRVZma3…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gre…> while for Monash/Brisbane 1) Here are the schedule, personnel, titles and abstracts: https://docs.google.com/spreadsheets/d/1VP9qzvs85b7QnhfYyXBKJUbKAYm07SYMF5p…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goo…> 2) Here is the zoom link for the 2.00-5.00pm time slots on both days: Please click this URL to start or join. https://monash.zoom.us/j/89085250244?pwd=ZUxFTzVWTThuTldCMDZuUW1BQnA5UT09<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> Or, go to https://monash.zoom.us/join<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> and enter meeting ID: 890 8525 0244 and passcode: 746409 Feel free to forward the links through your mailing lists and we hope to see you on-line next week! All the best, Christian Robert (on behalf of the organisers)

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BAYSM 2021: registration and abstract submission are now open!
by Federico Camerlenghi 08 Apr '21

08 Apr '21

Dear all, the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open https://events.stat.uconn.edu/BAYSM2021/ <https://events.stat.uconn.edu/BAYSM2021/>and it will be free, but mandatory. The event is also supported by ISBA and Yunnan University (Kunming, China). Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 10, 2021* during the registration process. Notification of acceptance will be given by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page*, the template is downloadable from the button "Resources". For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting, the deadline for registration is again May 10, 2021. *Confirmed Keynote speakers:* Maria De Iorio Francesca Dominici David Dunson Xuanlong Nguyen Amy Shi Jessica Utts *Confirmed discussants:* Cathy WS Chen Pierre Jacob Rosangela Loschi Li Ma David Rossel While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fevents.st…> Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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Seminario: Step-by-step community detection in volume-regular graphs, 9 Aprile ore 15
by Pietro Caputo 08 Apr '21

08 Apr '21

Seminario di Emilio Cruciani a Roma Tre: Emilio Cruciani (Universitaet Salzburg) Titolo: Step-by-step community detection in volume-regular graphs Venerdi' 09 Aprile 2021 ORE 15:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph). Recent work (e.g., Becchetti et al., SODA 2017) suggests that observing the temporal evolution of the power method applied to an initial random vector may, at least in some cases, provide enough information on the space spanned by the first two eigenvectors, so as to allow recovery of a hidden partition without explicit eigenvector computations. While the results of Becchetti et al. apply to perfectly balanced partitions and/or graphs that exhibit very strong forms of regularity, we extend their approach to graphs containing a hidden k-partition and characterized by a milder form of volume-regularity. We show that the class of k-volume regular graphs is the largest class of undirected (possibly weighted) graphs whose transition matrix admits k “stepwise” eigenvectors (i.e., vectors that have constant entries over the components corresponding to the same set of the hidden partition). To obtain this result, we highlight a connection between volume regularity and lumpability of Markov chains. Moreover, we prove that if the stepwise eigenvectors are those associated to the first k largest eigenvalues of the transition matrix of a random walk on the graph and the gap between the k-th and the (k+1)-th eigenvalues is sufficiently large, the Averaging dynamics of Becchetti et al. recovers the underlying community structure of the graph in logarithmic time, with high probability. Based on a joint work with Luca Becchetti, Francesco Pasquale, and Sara Rizzo. Link to the paper: https://arxiv.org/abs/1907.07149 Per partecipare al Seminario cliccare sul seguente Link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee…

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Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

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Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Padova Online Seminar by Chiara Franceschini (IST Lisbona) [Friday, Apr. 16 at 12.00]
by alessandra bianchi 07 Apr '21

07 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on April 16 at 12.00 by the zoom platform. ________________________________________________________ Speaker: Chiara Franceschini (IST Lisbona) Title: The symmetric inclusion process: some properties and scaling limit 16 APRIL (Friday) - 12:00 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is an interacting particle system discovered as the dual process of a Markov diffusion that conserves the total energy, it can be tough as the inclusion counterpart of the well-known exclusion process. In this talk, I will present the model with an open boundary, i.e. with two reservoirs which create a flux of particles in the bulk putting the model in a non-equilibrium setting. We will see that via the duality property, we can characterize some correlations of its stationary measure in non-equilibrium and we will also see what are, in this open setting, the so-called hydrodynamic and hydrostatic limit. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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