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Fwd: assegni di ricerca progetto di eccellenza Roma Tor Vergata
by Lucia Caramellino 19 Sep '23

19 Sep '23

Ricevo e inoltro. Buona serata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: assegni di ricerca progetto di eccellenza > Data: 16 settembre 2023, 10:31:49 CEST > A: dipartimento(a)mat.uniroma2.it > > Carissime e carissimi, > > è stato pubblicato il bando per 4 assegni di ricerca biennali di III fascia (circa 25.000 euro annui al netto degli oneri) su ogni area della Matematica legata la progetto di eccellenza del Dipartimento di Matematica di Roma “Tor Vergata": > > https://pica.cineca.it/uniroma2/f3-2023-0008/ > > la scadenza per la presentazione delle domande è il 14 ottobre 2023. > > A presto > > Filippo > -- > ************************ > Prof. Filippo Bracci > Direttore/Head > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it > Web-page: www.mat.uniroma2.it/~fbracci >

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Fwd: Postdoc in Bath
by Elisabetta Candellero 19 Sep '23

19 Sep '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matthew Roberts <mir20(a)bath.ac.uk> Date: Tue, Sep 19, 2023 at 10:00 AM Subject: Postdoc in Bath To: Marcel Ortgiese <ma2mo(a)bath.ac.uk> Dear all, We are currently advertising for a 3-year postdoc position in Bath to work with Marcel and me. The position starts on 1 March 2024 or as soon as possible thereafter. The postdoc is part of the EPSRC project "Interplay between geometry and randomness in fitness landscapes for expanding populations", but candidates will also be encouraged to work on other projects alongside this. If you know anyone who might be interested in a project at the intersection of branching processes, random media and stochastic processes in evolutionary biology, please forward our email. For more information about the university and how to apply, please see: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED10977 The application deadline is Wednesday 01 November 2023. Best wishes, Matt

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Seminario Woess 27 settembre ore 14:30 Milano-Bicocca
by Daniela Bertacchi 17 Sep '23

17 Sep '23

Università di Milano-Bicocca *AVVISO DI SEMINARIO* Il prof. Wolfgang Woess (TU Graz, Austria), mercoledì 27 settembre, alle ore 14:30, nella stanza 3014 del Dipartimento di Matematica e Applicazioni (terzo piano U5), terrà un seminario dal titolo *Boundary behaviour of branching Markov chains* *Abstract: * We study multitype branching Markov chains on denumerable state(= type) spaces in discrete time. It is supposed that the offspring distributions satisfy a uniform "L log L" moment condition with state-independent expected offspring number, and that the associated "base" Markov chain on the state space is transient and irreducible. Given the population at time n at the different states, we normalize it by dividing by its total number. The resulting empirical distribution is a random probability measure on the state space. Assuming that the latter is equipped with a "geometric" compactification with a boundary at infinity, a main focus is on the question whether the sequence of empirical distributions converges a.s. weakly to a random probability distribution on the boundary. This is joint work with Vadim A. Kaimanovich (Ottawa), to appear in Ann. Inst Poincare' Prob. Stat. There is related, parallel work by Candellero and Hutchcroft. Tutti gli interessati sono invitati a partecipare.

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Workshop on Network Mathematics
by GIOVANNI LUCA TORRISI 17 Sep '23

17 Sep '23

Gentili colleghi, segnalo a tutti gli interessati il seguente workshop https://project.inria.fr/ercnemo/workshops-and-seminary/8-days-on-network-m… Cordialmente, Giovanni Luca Torrisi.

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Seminar in Bologna: Jaap Spreeuw
by Sabrina Mulinacci 16 Sep '23

16 Sep '23

Dear all, we are glad to announce the following hybrid seminar: Speaker: Jaap Spreeuw (Bayes Business School) Title: Projecting mortality rates using a Markov chain Wednesday, September 20, 2023 at 4 pm In person: Aula III - Department of Statistical Sciences, Via Belle Arti, 41, Bologna On line: Teams Link Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YzAwZmYzZWItN2I3Yi00…> ID riunione: 317 010 892 973 Passcode: Rmqpe5 Scarica Teams<https://www.microsoft.com/en-us/microsoft-teams/download-app> | Partecipa sul Web<https://www.microsoft.com/microsoft-teams/join-a-meeting> The abstract and more details can be found here https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c… Sincerely, Sabrina Mulinacci [https://stat.unibo.it/@@site-logo/logo-unibo.png]<https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c…> Projecting mortality rates using a Markov chain<https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c…> Relatore: Jaap Spreeuw (Bayes Business School) stat.unibo.it

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Politecnico di Milano- Seminario M. Sesia
by Laura Maria Sangalli 15 Sep '23

15 Sep '23

Si avvisa che in data 21-09-2023, alle ore 14:30 precise presso il Politecnico di Milano, in aula 16B.2.1, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Sesia Matteo, University of Southern California Titolo: Adaptive conformal classification with noisy labels Abstract: This work develops novel conformal prediction methods for classification tasks that can automatically adapt to random label contamination in the calibration sample, enabling more informative prediction sets with stronger coverage guarantees compared to state-of-the-art approaches. This is made possible by a precise theoretical characterization of the effective coverage inflation (or deflation) suffered by standard conformal inferences in the presence of label contamination, which is then made actionable through new calibration algorithms. Our solution is flexible and can leverage different modeling assumptions about the label contamination process, while requiring no knowledge about the data distribution or the inner workings of the machine-learning classifier. The advantages of the proposed methods are demonstrated through extensive simulations and an application to object classification with the CIFAR-10H image data set. Reference: http://export.arxiv.org/abs/2309.05092 Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2315 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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seminario SMS - Trevisani (Universitade da Coruña and CITIC)
by Elena Issoglio 13 Sep '23

13 Sep '23

Cari colleghi, vi segnalo il prossimo seminario della serie Stochastics and Mathematical Statistics (SMS) https://sites.google.com/view/torinostochastics/home-page *Data:* *Mer 20 Settembre *alle ore* 14.00-15.00* *Luogo*: *Aula C*, Palazzo Campana, Via Carlo Alberto 10, Torino *Speaker:** Davide Trevisani* (Universitade da Coruña and CITIC) *Titolo*: A brief introduction to XVA and KVA *Abstract**: * Differently from some financial asset classes whose risks can belong to a wide market segment, many derivatives are closely tied to counterparty risk. Already at the end of ’90s, and definitively with the great crisis of 2007-2008, quantifying such risk gained great importance in financial industry. However, nowadays, institutions are not merely concerned with coping with default events but also with the expenses associated with such risks. These expenditures are primarily driven by regulatory requirements and contractual obligations. Quantifying these costs is the aim of Value Adjustments (XVAs). In this talk, we briefly present the mathematical framework of market with dividends. We then examine a pricing model with KVA (Capital Value Adjustment). Si invitano tutti gli interessati a partecipare. Cordialmente Elena (a nome degli organizzatori Bruno Toaldo, Elena Issoglio) *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

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DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 13 Sep '23

13 Sep '23

Dear colleagues, We are pleased to announce the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

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SPASS Seminars: Giuseppe Cannizzaro and Giacomo di Gesù
by Francesco Grotto 13 Sep '23

13 Sep '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): *Weak coupling scaling of critical SPDEs* by *Giuseppe Cannizzaro *(University of Warwick) *Sharp asymptotics for the Allen-Cahn equation in the limit of small noise and large volume* by* Giacomo di Gesù* (La Sapienza) The seminars will take place on *TUE, 19.9.2023* respectively at *14:00 CET and 15:00 CET *in Aula Seminari, Dipartimento di Matematica, University of Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Weak coupling scaling of critical SPDEs* Abstract: The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for some stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Varadhan, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. *Sharp asymptotics for the Allen-Cahn equation in the limit of small noise and large volume* Abstract: We consider the Allen-Cahn equation on a finite interval perturbed by space-time white noise. Keeping the size of the spatial domain fixed, the dynamics becomes metastable in the limit of vanishing noise. I will review some sharp metastability estimates in this regime and discuss how the invariant measure and long-time behavior is affected if one allows the system size to grow while the noise vanishes (joint work with L. Bertini and P. Buttà).

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Call of interest - 2 postdoc positions funded by PRIN/MUR
by Maurizia Rossi 12 Sep '23

12 Sep '23

Dear all, this is a "call of interest" for two postdoctoral positions (assegni di ricerca), related to the PRIN/MUR project 2022 GRAFIA "Geometry of random fields", that will soon be available at the University of Rome Tor Vergata (1 position) and Milano-Bicocca (1 position). The aim of the project is the investigation of several issues in the area of random fields, including the time-dependent case and focussing also on interactions with statistics, geometry and functional analysis. The project is motivated by a variety of applications in different areas, such as cosmology and astrostatistics, climate sciences, machine learning and neural networks. Expressions of interest can be sent to Domenico Marinucci ( marinucc(a)mat.uniroma2.it) and Maurizia Rossi (maurizia.rossi(a)unimib.it) Best regards, Valentina Cammarota, Domenico Marinucci, Maurizia Rossi -- Maurizia Rossi Associate Professor in Probability Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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