- Random - Mailing list — Dipartimento di Matematica, UniPI

Final Announcement: Third STAR workshop on Random Graphs (Registration Deadline: 16 January)
by Ben Hansen 05 Jan '17

05 Jan '17

Final Announcement: Third STAR workshop on Random Graphs (Registration Deadline: 16 January) The workshop will take place on Thursday 26 and Friday 27 January 2017 on the campus of the University of Utrecht. This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Shariefuddin Pirzada (Kashmir) - Nick Wormald (Melbourne) The workshop is open to all and free of charge, however registration is required to ensure sufficient catering. The deadline for registration is the 16th of January. Registration can be done by emailing: benhansen09(a)gmail.com The website of the workshop can be found at the address: http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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Fwd: [iwfos2017] IWFOS 2017. Third Announcement: extended deadline and possibility for submitting short abstracts (one page)
by enea giuseppe bongiorno 05 Jan '17

05 Jan '17

*4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017)* *Third Announcement: extended deadline and possibility for submitting short abstracts (one page)* Dear Colleagues, Dear Friends, We announce that: *SUBMISSIONS: *Authors can choose between submitting short contributions (6-8 pages in the required format, as up to now) or short abstracts (one page). Accepted short contributions will be collected in a book published by *Springer* <http://www.springer.com/gp/>, but not the short abstracts. *DEADLINE TO SUBMIT SHORT CONTRIBUTIONS: *December 31st, 2016. January 23rd, 2017. *DEADLINE TO SUBMIT SHORT ABSTRACTS FOR ORAL PRESENTATION: *January 23rd, 2017. *DEADLINE TO SUBMIT SHORT ABSTRACTS FOR POSTER PRESENTAT.: *May 18th, 2017. More information can be found at the* WEBSITE: *http://iwfos2017.udc.es *CONTACT: *iwfos2017(a)udc.es <iwfos2017(a)udc.xn--es-qia> Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees, Ricardo Cao Philippe Vieu Germán Aneiros Enea Bongiorno

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11/01/17 Seminario di Boguslaw Zegarlinski a Roma Tre
by Pietro Caputo 05 Jan '17

05 Jan '17

********** SEMINARIO Probabilita' Prof. Boguslaw Zegarlisnki (Imperial College, London UK) Titolo: Dissipative Dynamics for Large Interacting Systems" Mercoledi' 11 gennaio 2017 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, Aula 311 Abstract: I will review recent results and open problems concerning constructions and ergodicity of dissipative dynamics for classical large interacting systems. In particular I will talk about dynamics defined by formally hypoelliptic generators and some generalised Dunkl type extensions, and how to control their long time behaviour (by use of coercive inequalities or generalised gradient type bounds). *************

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annuncio di seminario
by Piccioni, Mauro 03 Jan '17

03 Jan '17

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 10 gennaio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Antonio Lijoi, Dipartimento di Economia e Management, Università di Pavia* *Titolo: Bayesian nonparametric inference with heterogeneous data* *Abstract: * *The talk provides an overview of some recent work on random probability measure vectors and their role in Bayesian statistics. Indeed, dependent nonparametric priors are useful tools for drawing inferences on data that arise from different, though related, studies or experiments and for which the usual exchangeability assumption is not satisfied. The presentation will focus on models based on completely random measures, or suitable transformations thereof, that have an additive, a hierarchical and a nested structure. Some of their distributional properties relevant for prediction will be discussed. These theoretical results are, then, used for devising Markov chain Monte Carlo algorithms that will be implemented within some illustrative examples for analyzing data in the contexts of species sampling problems and survival analysis.* *Tutti gli interessati sono invitati ad intervenire.* *Per richieste di informazioni scrivere a piccioni(a)mat.uniroma1.it <piccioni(a)mat.uniroma1.it>.*

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Fwd: Searching fot PhD candidates - announcement
by enea giuseppe bongiorno 30 Dec '16

30 Dec '16

Gent.mi colleghi, ricevo ed inoltro l'annuncio di posizioni aperte all'Università di A Coruna. Buone feste a tutti, E.Bongiorno ---------- Forwarded message ---------- From: Ana Almécija Pereda <ana.almecija(a)udc.es> Date: 29 December 2016 at 13:03 Subject: Searching fot PhD candidates - announcement To: ana.almecija(a)udc.es Dear Sir/Madam: On behalf of professors Ricardo Cao Abad and Juan Vilar Fernández, coordinators of the research group Modeling, Optimization and Statistical Inference (MODES) of the University of A Coruña (UDC), I forward the attached announcement in order to select candidates to perform their PhD in the group MODES. The profile of candidates is that of a graduate or an engineer with a solid background in mathematics and sttistics, who has completed or is completing a master's degree. He/she should be able to enroll in a doctoral program in 2017, if possible in February. Those selected may be hired under one of the research projects in force in the MODES group. In addition, they will be able to request, together with the MODES group, an aid for the training of university professors (FPU), the Training and Mobility subprograms included in the State Program for Promotion of Talent and their Employability, within the framework of the Spanish State Plan Scientific and Technical Research and Innovation 2013-2016. Please, would you be so kind as to spread this announcement among potential candidates? Do not hesitate to contact me for any further information you may need. Thank you very much in advance. Kind regards, -- Ana Almécija Pereda Técnico de Gestión de Proyectos Departamento de Matemáticas Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 (ext. 1308) ana.almecija(a)udc.es

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Seasons Greetings and First Reminder: Australasian Commodity Markets Conference, 6-7 April, 2017 at Macquarie University, Sydney, Australia (fwd)
by Tiziano Vargiolu 29 Dec '16

29 Dec '16

---------- Forwarded message ---------- Date: Sat, 24 Dec 2016 01:24:17 +0000 From: Stefan Trueck <stefan.trueck(a)mq.edu.au> To: Stefan Trueck <stefan.trueck(a)mq.edu.au> Cc: Lurion De Mello <lurion.demello(a)mq.edu.au>, Linda Drake <linda.drake(a)mq.edu.au> Subject: Seasons Greetings and First Reminder: Australasian Commodity Markets Conference, 6-7 April, 2017 at Macquarie University, Sydney, Australia We wish you and your family a Merry Christmas and a Happy New Year! Please find attached the 'Call for Papers' for the 1st Australasian Commodity Markets Conference to be held on 6-7 April, 2017 at Macquarie University, Sydney, Australia. The conference will be organized by Macquarie University's Centre for Financial Risk and will be held in conjunction with the Journal of Commodity Markets. The deadline for submission of papers is January 20, 2017. Decisions on accepted manuscripts will be announced by January 31, 2017. Further information about the conference can be found here: https://www.mq.edu.au/research/research-centres-groups-and-facilities/prosp… Please feel free to forward this invitation to others who might be interested in the conference. The Conference Organizing Committee, Linda Drake, Lurion De Mello and Stefan Trueck Stefan Trueck Professor of Finance Co-Director, Centre for Financial Risk Macquarie University email: stefan.trueck(a)mq.edu.au<mailto:stefan.trueck@mq.edu.au> Tel. +61 (0)2 9850 8483<tel:%2B61%20%280%292%209850%208483>

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5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017) (fwd)
by Tiziano Vargiolu 29 Dec '16

29 Dec '16

---------- Forwarded message ---------- Date: Wed, 28 Dec 2016 08:05:25 +0000 From: Frederic Teulon <frederic.teulon(a)dbmail.com> To: Fr?d?ric Teulon <f.teulon(a)ipag.fr> Subject: 5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017) CALL FOR PAPERS 2017 INTERNATIONAL SYMPOSIUM ON ENVIRONMENT & ENERGY FINANCE ISSUES 22-23 May 2017 IPAG Business School, Paris Campus, 184 Boulevard Saint-Germain, 75006 Paris, France The 5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017), jointly organized by the IPAG Center for Energy Economics and Environment (IPAG Business School) and the Centre of Geopolitics of Energy and Raw Materials (Paris Dauphine University) with the support of the International Association for Energy Economics (IAEE), will take place on 22-23 May 2017 in Paris, France. It aims to provide academics, policymakers, and practitioners with a valuable forum for discussion and critical analysis of the major issues and challenges that interrelate energy, environment, macroeconomics and financial markets. TOPICS The conference organizers would like to invite the submission of both theoretical and empirical papers (in PDF files) relating to all aspects of environment, and energy markets as well as their interactions with financial markets. We welcome submissions in the following, but not limited to, topics: * Climate negotiations and scenarios for a +2? world * Corporate finance analysis for energy companies * Econometrics of energy markets * Energy and climate models * Energy and environment * Energy derivatives: pricing and hedging * Energy and financial market interactions * Energy issues in developing and emerging markets * Energy policies for low carbon transportation * Energy prices: modeling and forecasting * Energy risks: assessment and modeling * Electricity networks, smart-grids, electricity demand * Financial and economic analysis of energy markets * Financial regulation of energy and environmental markets * Finance and investment in renewable energy * Intergenerational choices under global environmental change * Hydroelectricity and water management * Natural resources, risk, welfare and social preferences * Oil and shale gas * Poverty and environmental impacts of electritcity price reforms * Renewable and low carbon technologies policy * Speculation and energy prices * State regulation and energy governance * Transportation charges in oil and natural gas industries GUEST KEYNOTE SPEAKERS * Professor Amy Myers Jaffe, University of California, United States * Professor Richard S.J. Tol, University of Sussex, United Kingdom PAPER SUBMISSION PROCEDURE Interested authors can submit their research papers (in PDF files), no later than March 5, 2017 via the Symposium website. https://isefi.sciencesconf.org/ SPECIAL ISSUE OF ENERGY POLICY A selection of high-quality papers submitted to the ISEFI-2017 Symposium will be published in a Special Issue of Energy Policy on the theme ?Energy and Environment: Transition Models and New Policy Challenges in the Post Paris Agreement?. IMPORTANT DATES * March 5, 2017: Submission deadline (full papers, PDF files) * March 25, 2017: Notification of acceptance/rejection * April 20, 2017: Registration deadline * May 22-23, 2017: Symposium event Please visit the conference website for more details: http://isefi.sciencesconf.org/. For general inquiries, please contact Anna Creti (anna.creti(a)dauphine.fr) Khaled Guesmi (khaled.guesmi(a)ipag.fr) or Duc Khuong Nguyen (duc.nguyen(a)ipag.fr)

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Simone Scotti seminar [ Comp.Science Dept. UniVr ; January 11, 2017 - 3:00 PM ]
by Luca di persio 28 Dec '16

28 Dec '16

Prof. Simone Scotti [ LPMA, Université Paris Diderot ], will be hosted by the Computer Science Department of the University of Verona (Strada le Grazie, 15, Verona) https://goo.gl/maps/7uSSJWCiZtC2 the next 11st of January 2017 (Wednesday). He will give the seminar *Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling* scheduled at the *Green Hall*, *starting from 15:00*, with the following *Abstract* We introduce a class of interest rate models, called the alpha-CIR model, which gives a natural extension of the standard CIR model by adopting the alpha-stable Lévy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign bond market such as the persistency of low interest rate together with the presence of large jumps at local extent. We emphasise on a general integral representation of the model by using random fields, with which we establish the link to the CBI processes and the affine models. Finally we analyse the jump behaviours and in particular the large jumps, and we provide numerical illustrations. This is a joint work with Ying Jiao and Chunhua Ma. *Here you can find more details*: http://www.di.univr.it/?ent=seminario&id=3847&lang=en Do not hesitate to contact me for further infos: luca.dipersio(a)univr.it Best, 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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One-day workshop on Algebraic Statistics
by Eva Riccomagno 27 Dec '16

27 Dec '16

Buongiorno a Tutti, Si informa che lunedi’ 23 gennaio presso il Dipartimento di Matematica dell’Universita’ di Genova, aula 705, si terra’ un workshop di Statistica Algebrica con il programma in calce. Gli interessati sono cordialmente invitati a partecipare. Cordiali saluti, Eva Riccomagno ore 10.:30 Gherardo Varando, Computational Intelligence Group, Department of Artificial Intelligence, Technical University of Madrid http://cig.fi.upm.es/CIGmembers/gherardo_varando <http://cig.fi.upm.es/CIGmembers/gherardo_varando> TITLE: Polynomial representations of Bayesian network classifiers ABSTRACT: We briefly review our previous works on how to define families of polynomial that sign-represent decision functions induced by Bayesian network classifiers (BNCs). We show how to use those representations to bound the number of decision representable by BNCs and to study some extensions of BNCs to multi-label classification problems. We then expose the connections with algebraic statistic and in particular with the algebraic representation of discrete probability and conditional independence models. We conclude with some possible future lines of research. ore 11:30 Luigi Malago', Romanian Institute of Science and Technology - RIST TITLE: On the Geometry of Neural Networks: from 20-year-old Amari's natural gradient to these days ABSTRACT: Artificial neural networks consist of interconnected computational units, called neurons, which act as mathematical functions. From a mathematical perspective, a neural network is commonly defined as a composition of non-linear weighted sums, which transform input vectors to output vectors. Equivalently, from a probabilistic perspective, given an unknown probability distribution for the inputs, the network encodes a parametric conditional probability distribution, where the parameters are given by the connection weights. Information Geometry studies the geometry of statistical models with tools from differential and Riemannian geometry. Not surprisingly, one of the first applications of Information Geometry was related to the training of neural networks using the natural gradient. Neural networks were quite promising in the 80s in the machine learning community, but later on other methods gradually became more popular. More recently, starting from 2011-12, neural networks and their use in deep learning architectures have become prominent, thanks to their state-of-the-art performance in several different fields. In this talk we review the geometry of neural networks from the perspective of Information Geometry after almost 20 years from its conception, and we present some more recent applications of natural gradient-based methods for the training of deep neural networks. ore 14:00 Giovanni Pistone, ', de Castro Statistics, Collegio Carlo Alberto, Moncalieri TITLE: Geometries of the Gaussian Model ABSTRACT: In Information geometry, it is possible to define a number of different geometrical structures on the full Gaussian model: the Fisher-Rao Riemannian Manifold (S.T. Skovgaard 1981), the Wasserstein Riemannian Manifold (A. Takatsu 2011), the Exponential and Mixture Affine manifolds (G. Pistone & C. Sempi 1995). We discuss the features of these geometries, including the second order properties (e.g. Hessians), with special emphasis of the Wasserstein case. This turns out to be a special case of a more general set-up introduced in 2001 by R. Otto. Applications, due to L. Malagò (in progress), are presented. ————————————————————————————— Prof. Eva Riccomagno Dipartimento di Matematica - Universita` degli Studi di Genova Via Dodecaneso, 35 - 16146 Genova - ITALIA Tel: +39 - 010 - 353 6938 Fax: +39 - 010 - 353 6960 www.dima.unige.it/~riccomag

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postdoc
by davide gabrielli 22 Dec '16

22 Dec '16

Da: "karel netocny" <netocny(a)fzu.cz> A: "Karel Netocny" <netocny(a)fzu.cz> Inviato: Mercoledì, 21 dicembre 2016 16:21:06 Oggetto: Postdoctoral position Dear colleagues, I have recently got a 3-year grant from the Czech Science Foundation entitled "Stochastic thermodynamics of molecular systems: from classical to quantum" (2017-19). Included is a postdoctoral position for which I am now looking for a suitable candidate; see the attached announcement. I would be very grateful if you could announce this opening to possible candidates in your institution. The exact start date of the position can be negotiated (say, February - May 2017), however I would like to hear of a suitable person as soon as possible. Thank you very much in advance. Kind regards and best Christmas wishes from Prague. Karel Netocny

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