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"Harmonic Analysis, Stochastics and PDEs" at ICMS, June 08 - 12, 2020.
by enrico priola 27 Feb '20

27 Feb '20

There will be a 5-day workshop "Harmonic Analysis, Stochastics and PDEs" at ICMS, June 08 - 12, 2020. This workshop includes mini-courses by - Franco Flandoli (Scuola Normale Superiore, Pisa): Regularization by noise for linear and nonlinear PDEs - Massimiliano Gubinelli (Hausdorff Center for Mathematics, Bonn): TBA - Nicolai Krylov (University of Minnesota, USA): Ito stochastic processes, Ito stochastic equations, and Markov diffusion processes with drift in L^d - Lutz Weis (Karlsruhe Institute for Technology, Germany): TBA See also https://www.maths.ed.ac.uk/~toh/ICMS2020.html for a list of speakers. Public registration is now open at https://www.icms.org.uk/harmonicanalysis2020.php with limited financial support available. If interested, please apply online by March 31, 2020. Regards, Tadahiro Oh on behalf of the Organizers: Zdzislaw Brzezniak, University of York Istvan Gyongy, University of Edinburgh Tadahiro Oh, University of Edinburgh Oana Pocovnicu, Heriot-Watt University %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Meeting CIRM "Set estimation" June 2020
by DI BERNARDINO Elena 26 Feb '20

26 Feb '20

Dear all, We, Christophe Biscio, Elena Di Bernardino, Céline Duval and Alberto Rodriguez Casal are organizing a meeting at the CIRM on « Set Estimation » from 29 June to 3 July 2020: https://conferences.cirm-math.fr/2296.html You will find below a short description of the theme of the conference. The conference will include long talks and 2 short courses given by Antonio Cuevas (Universidad Autónoma de Madrid) and Georg Lindgren (Lund University). The full list of speakers is available on the website. It is a pleasure for us to ask you to participate to this event and we hope that you will respond positively. If so, could you register on the website: « pre-registrations-apply-here ». Note that during registration young researchers are encouraged to submit an abstract for a short talk or a poster session. If you intend to come, we would greatly appreciate if you could register before March 10th 2020. We remain available if you have any question. Best regards, Christophe Biscio Elena Di Bernardino Céline Duval Alberto Rodriguez Casal Abstract: Set estimation appears in many applied fields, for instance in cosmology, imaging, biology, environmental science, sea waves modeling, big data. Many mathematical issues arise and are studied by both random geometry and spatial statistics communities. The purpose of this meeting is to gather these two communities around this common question. The considered sets are obviously multidimensional. They can be either random or the observation of a random phenomenon. Among others, we can name the support of multi- dimensional densities, realizations of point processes, Gibbs or Boolean models, excursion sets of random fields, discrete or continuous, level sets or high dimensional data. Regard- ing estimation, it could include inference for the localization of the set, its frontier or its extremal points, its shape, its volume or any other geometrical functional. The study of these objects naturally leads to parametric or non-parametric estimation issues and the need for testing procedures (Gaussianity, isotropy,...). By set estimation, we mean the study of an inverse statistical problem to build consistent inference procedures and associated algorithms, starting from eventually sparse observations. Talks will be devoted to this question by firstly presenting the set of interest and its properties then the methods developed for its estimation. The program will include talks directed toward theory and applications. Warning: We encountered some technical issues with the registration of people who already visited the CIRM and who did not fully completed the registration procedure. When you register be careful to follow the procedure until the end, you will then receive an automatic email confirming that you are registered. If you do not receive this email, please contact us.

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PhD call for interest
by Andrea Ongaro 26 Feb '20

26 Feb '20

*University of Milano-Bicocca* *Graduate School* *Department of Economics, Management and Statistics* *PhD in Economics and Statistics* *Call for Interest * *Academic Year 2020- 2021* The Graduate School of the University of Milano-Bicocca and the Department of Economics, Management and Statistics promote a *Call for Interest* for the PhD Programme in Economics and Statistics, academic year 2020-2021 (XXXVI cycle). The *length* of the PhD Programme in Economics and Statistics, which is organized on *two curricula (“Economics” and Statistics”)*, is *four* years, *starting in late October/early November 2020. * We offer at least eight fellowships (four for each curriculum) to the highest ranked applicants. Each fellowship pays a grant of a minimum of € 16.200 (gross income) per year. The monthly allowance can be increased up to 50% for our PhD students visiting academic or scientific institutions abroad. The number of scholarships may increase if sponsorships on specific research projects become available. There will also be allowances (research funds) for short-period mobility (from the second year). Candidates are invited to state their interest in one of the two curricula, either “Economics” or “Statistics”. Detailed information concerning The Call for Interest and the PhD Programme in Economics and Statistics can be found at the PhD website: https://www.dems.unimib.it/en/research/phd-programme

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tenure-track on Mathematical Finance in Vienna
by Ulisse Stefanelli 25 Feb '20

25 Feb '20

Dear Colleagues, I would like to point to your attention the current Tenure-Track opening on 'Mathematical Finance' at the Faculty of Mathematics of the University of Vienna (deadline 18.03.20). We are looking for candidates in mathematical finance and probability. Connections to other fields in analysis, statistics or stochastic optimisation are especially welcome. The call text can be found at the URL https://www.mathjobs.org/jobs/jobs/15649 I would be grateful if you could pass this information to anyone interested. Many thanks in advance. With my best wishes Ulisse Stefanelli ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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4 postdoc positions open (ONLY from abroad!), University of Oslo, Norway
by Valeria Vitelli 25 Feb '20

25 Feb '20

Apologies for cross-posting ------------------------------------------------------------------------------------------- *Four postdoc positions in Biostatistics are offered at the University of Oslo (UiO), Norway. The positions are each three years appointments for incoming fellows from abroad .* *Call:* https://www.med.uio.no/english/research/scientia-fellows/apply/ *Deadline for submission: 30th April 2020IMPORTANT! Deadline for contacting the UiO PI: 20th March 2020* *SCIENTIA FELLOWS* is a transnational research fellowship programme in the field of Health Life Sciences at UiO, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. The purpose of the three years postdoc is to produce scientific results of the highest quality, in collaboration with your host at UiO and its other partners. You will also be part of UiO's career development programme designed for researchers at the beginning of their career, including our Health Innovator course which aims to provide researchers with tools and insight into how innovation can be put to work for the benefit of patients, the healthcare system and society. At completion of your three year term, your academic profile will be such that you can successfully apply to the best research positions worldwide. All four positions will be at the Oslo Center for Biostatistics and Epidemiology (OCBE), UiO ( https://www.med.uio.no/imb/english/research/centres/ocbe/), and in collaboration with the Oslo University Hospital. *Eligibility:* - You possess a PhD degree (at the latest by 1 July 2020) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. You apply for each position separately, for just one or more. Mention clearly which position you are applying for. See descriptions below and here: https://www.biginsight.no/news/2020/2/24/scientia-fellow-ii-postdoc-positio… . *If you are interested in any of these positions, please contact the corresponding UiO PI by sending her/him an email with your CV and links to your papers as early as possible and by March 20th, 2020.* You and your UiO host PI will identify common research interests and discuss the concept of your research proposal. While you are responsible for the research proposal, you will discuss your application via Skype and email, and your host will help you to write a good proposal. Finally, in order to apply for the position, you have to submit the research proposal (and other documents as specified in the call) by April 30th, 2020. A Fellow of the Scientia Fellows programme will be employed at UiO for three years. The place of work is the UiO campus in Oslo. The gross salary of a Fellow will amount to 515 200 NOK/year. UiO will cover full health insurance and pay towards your pension with the Norwegian pension fund. As employee in Norway you have several welfare benefits. In addition UiO will support research costs (laptop, travel, courses etc) with 54 600 NOK per year. For further information related to moving and settling in Norway, please visit the website of the International Staff Mobility Office ( https://www.uio.no/english/about/jobs/ismo/), which will also assist incoming fellows and their families with relocation to UiO. For more information, contact the hosts mentioned below. Detailed information and how to apply can be found here: https://www.med.uio.no/english/research/scientia-fellows/apply *Postdoc positions offered:* *1. Statistical learning for personalised cancer therapy* UiO PI Host: Manuela Zucknick ( https://www.med.uio.no/imb/english/people/aca/manuelkz/) Summary: We develop new multivariate (multi-task) methods to improve prediction of drug sensitivity or synergistic effects in drug combinations in large-scale pharmacogenomic screens based on molecular characterization of cancer cell lines and patient samples as well as properties of the drugs. One particular challenge is the integration of multiple heterogeneous data sources, for example via multiple kernel learning. *2. Scalable inference for genomic data integration*UiO PI Hosts: Valeria Vitelli (https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson (https://sojourningnorth.github.io/) Summary: The project focuses on scalable statistical methods for the integration and analysis of multi-omic data sources. We plan development of horizontal (multi-omic) and vertical (meta-analytic) integrative Bayesian clustering methods during project course with intended application to disease subtyping and signature/biomarker discovery. *3. Biostatistics and/or computational biology in precision medicine and systems pharmacology*UiO PI Hosts: Arnoldo Frigessi ( https://www.med.uio.no/imb/english/people/aca/frigessi/) and Kjetil Tasken (https://www.med.uio.no/klinmed/english/people/aca/ktasken/index.html) Summary: To individually tailor new treatments, we have established a laboratory and computational pipeline to test drugs and drug combinations on blood of individual patients with chronic lymphocytic leukemia and multiple myeloma. This project will develop new statistical and machine learning methodologies, algorithms and computational approaches, to predict the efficacy of drugs and drug combinations, including their synergetic power. *4. Biostatistics and/or bioinformatics in precision medicine for head and neck cancer*Hosts: Arnoldo Frigessi ( https://www.med.uio.no/imb/english/people/aca/frigessi/) and Eivind Hovig ( https://www.ous-research.no/hovig/) Summary: This project aims to identify early signals for head and neck cancer, biomarkers for efficacy of treatment, prediction of prognosis of the cancer, at individual level. We will develop new statistical and machine learning methodologies, algorithms and computational approaches, including deep learning based strategies, exploiting one of the largest international collection of data based on clinical trials for this type of cancer, with unique longitudinal follow-up data for survivors. -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

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Summer School in Statistics @ Luxembourg University
by Giovanni Peccati 25 Feb '20

25 Feb '20

Dear Colleagues, a *Summer School in Statistics* will take place in *Luxembourg University* from *June 29 to July 3, 2020*. The speakers are - Z. Kabluchko (Münster) - K. Lounici (CMAP) - S. Robin (INRA) A dedicated website - with exact pointers to registration deadlines - has been created here: http://sandalschool.daloos.uni.lu/ Please, forward this message to any potentially interested researchers in your group. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 24 Feb '20

24 Feb '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Environmental, Social and Governance Risks/* Venice, Italy 24 –25 September 2020 *GRETA Associati *(Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *CRIF*(Bologna, Italy), *European Investment Fund* (Luxembourg), *European Investment Bank* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria *and the *Joint Research Center, European Commission *(Ispra, Italy), is the *nineteenth* of a series dedicated to various aspects of credit risk. //The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk.// //The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All t////hese changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools.//// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·INVESTMENTS: Green Finance, Investments Principles, Real Estate Sustainability, Finance for Good; ·POLICIES: Climate Policies, Climate Financial Risk; European Green New Deal, Social Sustainability; ·INFORMATION: Non Financial Disclosure, Climate risk disclosure, ESG Ratings, ESG Taxonomies. The Scientific Committee for the Conference consists of: ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** ·*Marina Brogi *(Sapienza University of Rome)** ·*Francesca Campolongo *(Joint Research Center, European Commission)** ·*Helmut Kraemer-Eis *(European Investment Fund)** ·*Rainer Haselmann***(Goethe University, Frankfurt)** ·*Irene Monasterolo *(Vienna University of Economics and Business)** ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)** ·*Roberto Rigobon *(MIT Sloan School of Management)** ·*Stephen Schaefer *(London Business School)** ** *CALL FOR PAPERS* The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Marina Brogi* (Sapienza University of Rome) and *Andrew W. Lo *(MIT Sloan School of Management). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake for embedding climate into credit risk. Those wishing to present a paper at the Conference should submit by *May 31, 2020 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2020*. The final version of accepted papers must be received by August 31, 2020. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm * Please accept our apologies for any crossed e-mails. -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019http://www.greta.it/credit/credit2019/credit2019.htm

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A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS - 6 MARCH 2020 (Gubinelli e Komjathy)
by Francesca Romana Nardi 24 Feb '20

24 Feb '20

Carissimi, Vi annunciamo che prossimamente si terrà la decima giornata di seminari (notare la location differente dal solito!) : A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 March 2020 Lecturers: Massimiliano Gubinelli (Bonn) and Julia Komjathy (Eindhoven) Location: Aula Magna 327 Viale Morgagni 40, Firenze Link alla mappa: https://goo.gl/maps/zpsC9oGMeqw695jGA Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Massimiliano Gubinelli (Hausdorff Center for Mathematics) Title: Universality in slow growth phenomena and singular martingale problems Abstract: In the last years there have been steady progress in understanding the large scale properties of one dimensional growing interfaces. In the regime where the growth is comparable to thermal fluctuations the interface are described via the Kardar-Parisi-Zhang equation (KPZ). This is a stochastic partial differential equation which contains a non-linearity whose precise meaning is not apriori clear. There are various analytic approaches to make sense of such an equation like regularity structures, paracontrolled distributions, rough paths. In this talk we will describe a further approach to the KPZ equation based on the probabilistic notion of martingale problem. This approach can be used to prove the scaling limit of interface fluctuations in a wide class of models. Due to the singular nature of the equation, the martingale problem has to be formulated in a non-standard way and several new ideas are needed to obtain a mathematically satisfactory theory. The aim of the first part of talk will be to give a wide perspective on the phenomenon of universality of the KPZ and related equations and in the issues involved in their definition. In the second part we will discuss more in details the well-posedness of the martingale problem, in particular the uniqueness problem. Prof. Julia Komjathy (Eindhoven University of Technology) Title: How to stop explosion by penalising transmission to hubs Abstract: In this talk we study the spread of information on infinite inhomogeneous spatial random graphs. We take a scale-free spatial random graph, where the degree of a vertex follows a power law with exponent tau >1. Examples of such graphs include: Scale free percolation, Geometric Inhomogeneous Random Graphs, and Hyperbolic Random Graphs. Then we equip each edge with a random and iid transmission delay L, and study the ball-growth of the first-passage infected cluster around the source vertex as a function of time. For a second, more realistic spreading model, the iid random transmission delay L through an edge with expected degrees W and Z is multiplied by a factor that is a polynomial of W,Z, (the penalty factor). We call the model outwards (inwards) explosive if it is possible to reach infinitely many vertices within finite time (if infinitely many vertices can reach a target vertex within finite time). We will discuss the criterion for explosion in the original model (no penalty factor) and in the penalised model. In particular, we will discuss that asymmetric penalty functions can lead to `outwards' explosion but no `inwards' explosion or the other way round. Joint work with John Lapinskas and Johannes Lengler. Program: 11.00-11.45 Introductory lecture: Gubinelli 11.45-12.00 Break 12.00-12.45 Seminar: Gubinelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.30 Break 15.30-16.30 Seminar: Komjathy Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web http://web.math.unifi.it/users/fnardi/seminari/ o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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corso di dottorato M. Maurelli
by Marco Alessandro Fuhrman 24 Feb '20

24 Feb '20

Buongiorno a tutti. Il seguente corso di dottorato verrà tenuto prossimamente dal dott. Mario Maurelli (Università di Milano). Cordiali saluti. Marco Fuhrman ----------------- Title: Regularization by noise Abstract: We say that a regularization by noise occurs if a possibly ill-posed ODE or PDE becomes well-posed with the addition of a suitable noise term. The aim of the course is to introduce regularization by noise and show this phenomenon in some instructive examples, mostly for ODEs and linear transport-type PDEs. In particular, we will show the intuition behind and the techniques used for regularization by noise. During the course, we will also introduce some needed tools from analysis (like PDE estimates, Young integration) and stochastic analysis (like Ito formula). Luogo e orario delle lezioni: aula Dottorato (primo piano) del Dipartimento di Matematica dell'Università degli Studi di Milano, via Saldini 50, 20133 Milano lunedì 9 marzo, lunedì 16 marzo, lunedì 23 marzo, lunedì 30 marzo, lunedì 6 aprile dalle 10:00 alle 13:00 ------------------------------- <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Rinvio seminario di Dario Trevisan al Collegio Carlo Alberto
by Stefano Favaro 24 Feb '20

24 Feb '20

Nell’ambito delle misure di massima precauzione per contrastare la diffusione del coronavirus, comunico che Il seminario di Dario Trevisan al Collegio Carlo Alberto, previsto per venerdì 28 febbraio alle ore 12.00, è rinviato a data da destinarsi. Cordial saluti, Stefano Favaro

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