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Re: [Random] [forumppg] XXIV Brazilian Probability School /São Paulo School of advanced science
by Chiara Franceschini 04 Feb '20

04 Feb '20

Ricevo e inoltro per potenziali interessati. ---------- Forwarded message --------- Subject: Fwd: [forumppg] XXIV Brazilian Probability School /São Paulo School of advanced science Date: 2020-02-04 12:02 From: Patrícia Gonçalves <mophinha(a)gmail.com> To: Chiara Franceschini <chiara.franceschini(a)tecnico.ulisboa.pt> Can you distribute this in Italy? Thanks! ---- *XXIV EBP/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications* It is a pleasure to announce the XXIV EBP/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications. The São Paulo school is divided into two parts and will happen in the weeks of July 28 to August 8, 2020 at Campinas University. In the first week there will be two introductory mini courses (stochastic calculus and rough paths) that lay the foundations for the courses of the second week. In the latter ones newly developed theories and their latest developments in the field of singular SPDEs and related areas will be taught. The program will be complemented with several plenary talks, invited talks, a poster session and a visit to the LNLS laboratories, where the only particle accelerator of Latin America is located. The school will give full financial support for around 100 students (50 from Brazil and 50 from abroad). More informations under https://www.ime.unicamp.br/spas2020/ . The XXIV EBP will coincide with the second week of the São Paulo School. As in previous years, the XXIV EBP will consist of two mini courses, plenary talks, contributed talks and poster sessions, all presented in a relaxed atmosphere. This will be our first edition at IMECC-UNICAMP, which is home to one of Brazil's top ranked Mathematics departments. More information under https://www.ime.unicamp.br/bsp2020/. We would be grateful if you could advertise these events among your colleagues. On behalf of the organizing committee Dirk Erhard Adriana Neumann Christian Olivera -- Roberto Imbuzeiro Oliveira Professor, IMPA rimfo(a)impa.br, rob.oliv(a)gmail.com sites.google.com/view/roboliv -- Você recebeu essa mensagem porque está inscrito no grupo "forumppg" dos Grupos do Google. Para cancelar inscrição nesse grupo e parar de receber e-mails dele, envie um e-mail para forumppg+unsubscribe(a)impa.br. Para ver essa discussão na Web, acesse https://groups.google.com/a/impa.br/d/msgid/forumppg/CAN9Gp7asj9%3DEymWpDw2… <https://groups.google.com/a/impa.br/d/msgid/forumppg/CAN9Gp7asj9%3DEymWpDw2…> . -- Esta mensagem foi verificada pelo sistema de antiv�rus e acredita-se estar livre de perigo.

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two tenure track assistant professor position (Sao Paulo)
by Daniela Bertacchi 04 Feb '20

04 Feb '20

Ricevo e inoltro ---------- Forwarded message --------- Da: Fabio Machado <faprama(a)gmail.com> Date: lun 3 feb 2020, 19:46 Subject: two tenure track assistant professor positions To: Fabio Machado <faprama(a)gmail.com> Dear colleagues, please feel free to advertise to potential applicants. The Statistics Department of IME-USP has two tenure track assistant professor vacancies open for registration until March 24th. The contest will include, in addition to a memorial judgment, didactic evidence on basic Probability and Statistical Inference topics (in master's level), and project judgment in a wide range of research areas in Probability and Statistics. See message below and attached notice for further details. Do not hesitate to contact me for further clarification. Announce Math Hire https://mathhire.org/jobs/909 Science HR announcement https://www.science.hr/jobs/59528/assistant-professor-2-positions-statistic… Att Fábio Prates Machado -- *Fábio Prates Machado* - Professor Instituto de Matemática e Estatística Universidade de São Paulo, Brasil.

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Permanent research positions near Paris
by Guillaume Kon Kam King 04 Feb '20

04 Feb '20

Dear Colleagues, a call is open for two permanent positions, as a *Research Scientist in Statistics and stochastic algorithms for dynamic processes* and as a *Research Scientist in machine learning for text mining.* These are full research positions (no compulsory teaching), based at INRAE ( https://www.inrae.fr/en/about-us) and affiliated to Université Paris-Saclay. You may find the calls and instructions on how to apply at: https://jobs.inrae.fr/en/open-competitions/open-competions-research-scienti… and https://jobs.inrae.fr/en/open-competitions/open-competions-research-scienti… The application is in English and is fairly lightweight, it includes a CV, the 4 most significant publications and a 8-10 pages report detailing past research. The deadline is March 5, 2020, 5 p.m. Central European Time (UTC+01:00). If you would consider applying, please contact Elisabeta VERGU ( elisabeta.vergu(a)inrae.fr) for the position in Statistics and stochastic algorithms for dynamic processes, or Claire NEDELLEC ( claire.nedellec(a)inrae.fr)/Louise DELEGER (louise.deleger(a)inrae.fr) for the position in machine learning for text mining. Best regards, Guillaume KON KAM KING Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France https://sites.google.com/site/guillaumekonkamking/home

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Seminar Fabrizio Leisen @ Unimib
by Federico Camerlenghi 03 Feb '20

03 Feb '20

Dear all, we are glad to announce the next DEMS seminar: Wednesday, 12th February 2020 Time 12.00, Aula de Lillo, Department of Economics, Management and Statistics (DEMS) Building U7, II floor, University of Milano - Bicocca The speaker is Fabrizio Leisen from University of Kent. *Title:* *On a Class of Objective Priors from Scoring Rules* *Abstract:* Objective prior distributions represent an important tool that allows one to have the advantages of using a Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off the chosen statistical model and in the majority of cases the resulting prior is improper, which can pose limitations to a practical implementation, even when the complexity of the model is moderate. In this talk we propose to take a novel look at the construction of objective prior distributions, where the connection with a chosen sampling distribution model is removed. We explore the notion of defining objective prior distributions which allow one to have some degree of flexibility, in particular in exhibiting some desirable features, such as being proper, or log-concave, convex etc. The basic tool we use are proper scoring rules and the main result is a class of objective prior distributions that can be employed in scenarios where the usual model based priors fail, such as mixture models and model selection via Bayes factors. In addition, we show that the proposed class of priors is the result of minimising the information it contains, providing solid interpretation to the method. This is a work in collaboration with C. Villa and S. G. Walker. Best wishes, Federico Camerlenghi -- Federico Camerlenghi Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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University of Oslo - open positions for PhD and Postdoc within stochastic analysis
by Giulia Di Nunno 03 Feb '20

03 Feb '20

Dear Colleagues, This is to bring to your attention the opening of a number of positions involving stochastic analysis, both at PhD and Postdoc levels at the Department of Mathematics, University of Oslo. See here: https://www.mn.uio.no/math/om/jobb/ <https://www.mn.uio.no/math/om/jobb/> Deadline for application: February 29. An application to each position of interest (also if multiple) is mandatory for being considered in the evaluation. See also the presentation of STORM - Stochastics for Time-Space Risk Models and its group of researchers: https://www.mn.uio.no/math/english/research/projects/storm/ <https://www.mn.uio.no/math/english/research/projects/storm/> Strong of its large group, the interests of STORM are broad within stochastic analysis and its applications and include random fields, SDEs, SPDEs, finite and infinite dimensions, models of dependencies in dynamic setting, stochastic control, mathematical finance, energy finance. We are interested in numerical methods and machine learning. Please help us distribute this information among colleagues and all possibly interested people. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway http://folk.uio.no/giulian/ <http://folk.uio.no/giulian/>

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annucnio cncorso dottorato
by Franco Flandoli 02 Feb '20

02 Feb '20

A call for applications for 7 PhD student fellowships in Computational Methods and Mathematical Models for the Sciences and Finance has now been issued, see https://www.sns.it/en/admissions/phd/how-to-apply-for-the-phd-courses for application instructions. The first deadline is February 27 (Spring session), the second one is August 27 (Autumn session).

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bando RTD-B a Siena (fwd)
by Tiziano Vargiolu 31 Jan '20

31 Jan '20

---------- Forwarded message ---------- Date: Mon, 27 Jan 2020 12:08:32 +0100 From: Prof. Claudio Pacati <claudio.pacati(a)unisi.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: bando RTD-B a Siena The Department of Economics and Statistics of the University of Siena calls for a full time position for assistant professor, tenure track for associate professor (ricercatore a tempo determinato senior): Academic recruitment area code: 13/D4 (Mathematical Methods of Economics, Finance and Actuarial Sciences) Academic scientific field code: SECS-S/06 (Mathematical Methods of Economics, Finance and Actuarial Sciences) Application deadline: February 23, 2020 Call text and application form (also in English):https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/ricercatore-tempo -det-senior-3-anni-tempo-pieno-sc-13d4-metodi For further information: amministrazione.deps(a)unisi.it General requirements for candidates: Phd + 3 years post-doc position(s). Please, circulate this info. -- prof. Claudio Pacati Dean of the School of Economics and Management Director of the MSc. in Finance Department of Economics and Statistics University of Siena p.zza S. Francesco, 7 I-53100 Siena (Italy) tel. +39 0577 232772 https://docenti.unisi.it/it/claudiopacati

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Seminario di Filosofia della Matematica
by Stefania Ugolini 30 Jan '20

30 Jan '20

Segnalo questo interessante seminario di filosofia della matematica tenuto da un filosofo e matematico (probabilista).<signatureafterquotedtext></signatureafterquotedtext> Una Filosofia contemporanea della matematica contemporanea? Frederic Patras Dipartimento di Matematica, Università degli Studi di Milano, Martedì 4 Febbraio 2020, Aula 3, ore 14:30

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RTD-B SECS-S/06 @UNIMI
by Giovanni Puccetti 30 Jan '20

30 Jan '20

[Link funzionante] Alla pagina web https://www.unimi.it/it/node/581/ <https://www.unimi.it/it/node/581/> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D4 (SECS-S/06), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano.

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RTD-B SECS-S/06 @UNIMI
by Giovanni Puccetti 30 Jan '20

30 Jan '20

Alla pagina web https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele… <https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-ricercatori-sele…> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D4 (SECS-S/06), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano.

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PhD lectures by G. Peccati in Pisa
by Dario Trevisan 29 Jan '20

29 Jan '20

Dear all, this is to inform you that the second part of the PhD lectures on Stein-Malliavin Method, given by G. Peccati, will begin next week and are scheduled as follows: *Poisson part *(G. Peccati) February 3: 3-6 PM February 4: 2-5 PM They will take place in Sala Seminari, first floor, Dipartimento di Matematica, Università degli studi di Pisa. Regards, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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ECSO - CMS 2020 second Call for Papers
by Martina Nardon 28 Jan '20

28 Jan '20

* Apologies for cross-posting Second Announcement and Call for Papers Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference Venice 1-3 July 2020 We invite you to participate and submit your contribution to the joint conference ECSO - CMS 2020. Venue: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2020 IMPORTANT DATES Abstract submission: March 1, 2020 Notification of acceptance: April 1, 2020 Early registration: April 15, 2020 ECSO - CMS 2020 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2020 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2020 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world. The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. A Best Student Paper Prize of 600 euro will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2020(a)unive.it). Deadline for the submissions to the prize is May 15. The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). PLENARY SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, London Business School (UK) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) WARREN POWELL, Princeton University (USA) Conference Secretariat: ecsocms2020(a)unive.it Conference hashtag: #ecsocms2020 Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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corso di B. Zegarlinski a Pavia - Disuguaglianze funzionali
by Carbone Raffaella 28 Jan '20

28 Jan '20

Cari colleghi, vi annuncio che il prof. Boguslaw Zegarlinski (Imperial College, London) terrà un corso di Dottorato dal titolo ''Introduction to coercive inequalities with applications in analysis and probability theory'' presso il Dipartimento di Matematica dell'Università di Pavia. Il corso si svolgerà nel periodo 22 marzo - 24 aprile 2020, si prevedono 6 ore settimanali tenute (orario provvisorio) il martedì, mercoledì e giovedì mattina. Il corso è finanziato dal Progetto Dipartimenti di Eccellenza del MIUR (2018–2022) - Dipartimento di Matematica “F. Casorati", Università di Pavia. Informazioni più dettagliate seguiranno a breve. Il corso è aperto a tutti ma chiederò di segnalare l'iscrizione tramite mail per motivi organizzativi. Cordiali saluti, Raffaella Carbone -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Polimi Finance Seminars Paolo Di Tella (TU-Dresden)
by Carlo Sgarra 27 Jan '20

27 Jan '20

On Tuesday, February 11, at 10:30 in the Seminar Room at the third floor of the Department of Mathematics (Politecnico di Milano), in the framework of the quantitative finance seminars, Paolo Di Tella (TU-Dresden) will give a talk with title: * Semistatic and sparse variance-optimal hedging. ABSTRACT We consider the problem of hedging a contingent claim with a “semistatic” strategy composed of a dynamic position in one asset and static (buy‐and‐hold) positions in other assets. We give general representations of the optimal strategy and the hedging error under the criterion of variance optimality and provide tractable formulas using Fourier integration in case of the Heston model. We also consider the problem of optimally selecting a sparse semistatic hedging strategy, i.e., a strategy that only uses a small subset of available hedging assets and discuss parallels to the variable‐selection problem in linear regression. The methods developed are illustrated in an extended numerical example where we compute a sparse semistatic hedge for a variance swap using European options as static hedging assets. (joint work with M. Haubold, M. Keller-Ressel). All people interested are kindly invited to attend the talk. Carlo Sgarra

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PhD in Statistics & Computer Science, Università Bocconi
by Antonio Lijoi 26 Jan '20

26 Jan '20

Cari tutti, ricordo la scadenza del *3 febbraio* per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2020-2021). Vi sarei grato se voleste portare all'attenzione dei vostri studenti interessati la "call for applications", riportata di seguito. Saluti, AL **************************************************** PhD in Statistics and Computer Science Call for applications for PhD student positions **************************************************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd<http://www.unibocconi.eu/admissionphd> for detailed information. ** Applications are due by 3 February, 2020 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience<http://www.unibocconi.eu/phdstatscompscience> and feel free to contact: Antonio Lijoi, PhD program director (antonio.lijoi(a)unibocconi.it<mailto:antonio.lijoi@unibocconi.it>) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it<mailto:angela.baldassarre@unibocconi.it>) Antonio Lijoi Director, PhD program in Statistics and Computer Science Bocconi University http://mypage.unibocconi.it/antoniolijoi

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2020 Bocconi Summer School in Advanced Statistics and Probability
by Giacomo Zanella 23 Jan '20

23 Jan '20

Dear all, we are happy to announce the 2020 edition of the Bocconi Summer School in Advanced Statistics and Probability on the topic of "Reproducibility in Data Science". The main instructor of the course will be Chiara Sabatti, more information below. Please feel free to forward to any potentially interested student. Best regards, Giacomo Zanella ------------------------------------------- The Bocconi Summer School in Advanced Statistics and Probability, on "Reproducibility in Data Science", will take place on July 6-17, 2020, at Villa del Grumello, Lake of Como, Italy. The 2020 Edition of the school is organized by Bocconi University, Milan, in collaboration with the University of Oxford and Imperial College London. Instructors: Chiara Sabatti (Stanford University, USA) Tutorials Stephen Bates (Stanford University, USA) Matteo Sesia (Stanford University, USA) The 2-weeks summer school is open to all interested researchers, but is especially designed for PhD students and possibly briliant master graduates/final year students interested in doctoral studies. The deadline for applications is April 7, 2020. For more information: http://bocconi2020.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it, or sonia.petrone(a)unibocconi.it --------------

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Topics in Game Theory_Prof. Renault (TSE) at PhD EF Tor Vergata
by Davide Erminio Pirino 23 Jan '20

23 Jan '20

Dear all, on behalf of Professor Attar I am pleased to inform you that the PhD program in Economics and Finance <https://economia.uniroma2.it/phd/ef/> of the University of Rome Tor Vergata will host a course in “Topics in Game Theory”, taught by Professor Jérôme <https://www.tse-fr.eu/people/jerome-renault> <https://www.tse-fr.eu/people/jerome-renault>Renault <https://www.tse-fr.eu/people/jerome-renault> (Toulouse School of Economics). The course will be held next February. Professor Jérôme Renault is one of the best renowned mathematician of Game Theory of his generation. Lectures are scheduled in room A (1st floor, Bldg B) of the School of Economics <http://en.uniroma2.it/academics/schools-and-departments/school-of-economics/> as follows: - Mon. February 3, at 2.00 – 5.00 pm; - Tue. February 4, 2.00 – 4.00 pm; - Wed. February 5, 2.00-4.00pm; - Thu. February 6, 10.00 am – 1.00 pm; - Fri. February 7, 9.00 -11.00 am. Please find the Syllabus enclosed. Everybody is welcome to attend. Feel free to spread this information to potentially interested students and researchers. Best regards DP

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Workshop on Stochastic Analysis
by Stefania Ugolini 23 Jan '20

23 Jan '20

Geometry and Algebra in Stochastic Dynamics Department of Mathematics, Milano, 27-29 January 2020 http://users.mat.unimi.it/users/ugolini/workshop2020/ <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Probability Seminar: Alessandra Cipriani (TU Delft) [Padova 31/01, 11.30]
by alessandra bianchi 21 Jan '20

21 Jan '20

Dear Colleagues, we would like to invite you to the following Probability seminar that will take place at the Department of Mathematics of Padova, on January 31. ________________________________________________________ Speaker: Alessandra Cipriani (TU Delft) Title: Dynamical fitness models: evidence of universality classes for preferential attachment 31 JANUARY (Friday), 11:30; ROOM 1BC45, Dipartimento di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova Abstract: In this talk we study different variations of a particular class of random graphs called preferential attachment models with fitness. These are dynamic graphs in which, at every time step, a new node attaches itself to an older one with probability proportional to the degree and a random factor associated to the node, called the fitness. Motivated by learning mechanisms of real-life networks, we assume the fitness to be a Moving Average process MA(q) with positive increments. We study different properties of such models, for example the degree distribution, the attachment probability and the phenomenon of Bose-Einstein condensation. Finally we provide evidence that, tuning the parameters of the fitness process, we fall into two universality classes represented by the well-known Albert-Barabàsi model and Bianconi-Barabàsi model. This implies the robustness of heavy tails in the degree distribution under random perturbations of the attachment rule. All of you are very welcome. Best regards, Alessandra Bianchi -- 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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BFS World Congress in Hong Kong 2020: Special Issue of Mathematical Finance and Reconfirmation of Lectures (fwd)
by Tiziano Vargiolu 21 Jan '20

21 Jan '20

---------- Forwarded message ---------- Date: Tue, 21 Jan 2020 12:27:19 +0000 From: Office Bachelier Finance Society <office(a)bachelierfinance.org> Subject: BFS World Congress in Hong Kong 2020: Special Issue of Mathematical Finance and Reconfirmation of Lectures 12th World Congress of the Bachelier Finance Society SPECIAL ISSUE OF MATHEMATICAL FINANCE AND RECONFIRMATION OF LECTURES Dear Tiziano Vargiolu We are pleased to announce that a special issue of Mathematical Finance has been arranged for papers presented at the BFS World Congress in Hong Kong. Details will be available through the website soon. We are also delighted to report that Robert Merton has reconfirmed his delivery of the Louis Bachelier Lecture and all the 9 plenary speakers have reconfirmed their participation at the Congress. The deadline, January 31, 2020, for submitting abstracts to the 2020 Bachelier World Congress is approaching fast (http://www1.se.cuhk.edu.hk/~bfs2020/). Finally, the reservation of the Conference Hotel at discounted rates is open (http://www1.se.cuhk.edu.hk/~bfs2020/accommodation/accommodation.html). We are looking forward to seeing you at this unique event in Hong Kong. Nan Chen, Duan Li, Xunyu Zhou Organizers of the 2020 BFS World Congress Hong Kong Copyright ? 2020 Bachelier Finance Society, All rights reserved. You are receiving this email because you opted in via our website. Our mailing address is: Bachelier Finance SocietyRaemistrasse 101 Z?rich 8092 Switzerland Add us to your address book Want to change how you receive these emails? You can update your preferences or unsubscribe from this list.

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Seminario all'IAC
by torrisi＠iac.rm.cnr.it 21 Jan '20

21 Jan '20

Si comunica che il 30 gennaio 2020 alle ore 14.00 presso l'Aula Riunioni dell'Istituto per le Applicazioni del Calcolo (sede di Roma) si terrà il seguente seminario: Relatore: Professor Alberto Lanconelli (Universita' di Bologna) Titolo: Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Ito SDEs Abstract: We investigate the regularity of the law of Wong-Zakai-type approximations for Ito stochastic differential equations. These approximations solve random differential equations where the diffusion coefficient is Wick-multiplied by the smoothed white noise. Using a criterion based on the Malliavin calculus we establish absolute continuity and a Fokker-Planck-type equation solved in the distributional sense by the density. The parabolic smoothing effect typical of the solutions of Ito equations is lacking in this approximated framework; therefore, in order to prove absolute continuity, the initial condition of the random differential equation needs to possess a density itself. -- *Giovanni Luca Torrisi Consiglio Nazionale delle Ricerche, Rome, Italy Homepage: http://www.iac.rm.cnr.it/~torrisi/* * *

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Seminario di Francesco Caravenna a Roma 1
by Faggionato, Alessandra 21 Jan '20

21 Jan '20

Buongiorno Lunedì 27.01 alle 16:00 Francesco Caravenna (Università di Milano-Bicocca) terrà il seguente seminario in Sala di Consiglio del Dipartimento di Matematica La Sapienza. Title: On the two-dimensional KPZ and Stochastic Heat Equation Abstract: We consider the Kardar-Parisi-Zhang equation (KPZ) and the multiplicative Stochastic Heat Equation (SHE) in two space dimensions, driven by with space-time white noise. These singular PDEs are "critical" and lack a solution theory, so it is standard to consider regularized versions of these equations - e.g. convolving the noise with a smooth mollifier - and to investigate the behavior of the regularized solutions when the regularization is removed. Based on joint works with Rongfeng Sun and Nikos Zygouras, we show that these regularized solutions undergo a phase transition as the noise strength is varied on a logarithmic scale, with an explicit critical point. In the sub-critical regime, the regularized solutions of both KPZ and SHE exhibit so-called Edwards-Wilkinson fluctuations, i.e. they converge to the solution of the *additive* Stochastic Heat Equation (after centering and rescaling), with a non-trivial constant on the noise. We finally discuss the critical regime, where many questions are open. Grazie Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Complexity72h Call for Tutors
by Mateusz Wilinski 19 Jan '20

19 Jan '20

Dear colleagues, We are glad to announce the *third edition of the Complexity72h workshop*, which will take place at LUISS, Rome, Italy, on *July 1-4 2020*, as pre-event of the *NetSci 2020* Conference. Complexity72h is an interdisciplinary workshop whose aim is to bring together young researchers from different fields of complex systems and complex networks. Participants form teams and carry out projects in a three days' time, i.e. 72 hours. The goal of each team is to upload on the arXiv a report of their work by the end of the event. The previous two editions have been a success: 11 out of 11 projects have become arXiv preprints and new collaborations have been born. Each team will have a tutor that: 1. designs and proposes the project; 2. supervises its execution; 3. provides the necessary knowledge and data. *Do you want to become a Complexity72h tutor?* We are opening a *call for tutors* targeting researchers in complex systems and networks. We are looking for people who wish to propose a stimulating project to a team of highly motivated students and postdocs, and have the stamina to carry it out in 72 hours. But is it really possible to do it in just 72 hours? To succeed, we need: 1. A motivated and multidisciplinary team of resilient researchers; 2. A comfortable research environment and supportive staff; 3. A solid and feasible research project and a tutor who can make it happen. We provide the first two. It is up to you to provide the last point. *Send your project proposal (title and abstract) and short CV to: complexity72h [at] gmail [dot] com* , or get in touch with us as soon as possible if you have any questions. *The call for tutors deadline is February 7th, 2020.* Looking forward to your ideas. Complexity72h Organizers

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7th Workshop on Stochastic Methods in Game Theory
by Marco Scarsini 17 Jan '20

17 Jan '20

The 7th Workshop on Stochastic Methods in Game Theory will take place in Erice July 1-8, 2020. https://sites.google.com/view/erice-smgt2020/the-workshop The workshop will include some tutorials that could be particularly useful to graduate students and young researchers. Some slots are still available for contributors who want to present a poster. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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avviso di due seminari a Napoli
by Enrica Pirozzi 17 Jan '20

17 Jan '20

-- AVVISO DI SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA Title: The risk model with stochastic premiums and a multi-layer dividend strategy by Olena Ragulina Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv Abstract: The lecture is devoted to a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piecewise integro-differential equations for the Gerber-Shiu function and the expected discounted dividend payments until ruin. Next, we concentrate on the detailed investigation of the model in the case of exponentially distributed claim and premium sizes and find explicit formulas for the ruin probability as well as for the expected discounted dividend payments. Moreover, we obtain an exponential bound for the ruin probability under certain conditions and study these conditions for some special distributions of claim and premium sizes. Lastly, numerical illustrations for some multi-layer dividend strategies are presented. -- Title: The first-passage time properties of the Jacobi process and applications to neuronal modeling by Giuseppe D'Onofrio Dipartimento di Matematica "Giuseppe Peano", Università di Torino Abstract: Nonlinear dynamical systems are often affected by different sources of noise and the usual belief is that the presence of noise can hinder or deteriorate the signal transmission in the system. However it has been observed, both in theoretical models and experiments, that random fluctuations can sometimes improve information processing. Mathematical models in neuroscience are one of the most prominent examples of phenomena for which the noise is of primary importance or even a part of the signal itself rather than a source of inefficiency and unpredictability. Our aim is to contribute to the discussion on the role of noise, studying the effects of a multiplicative noise on the performance of single neuron models using an analytical approach on the related first-passage-time problem. We consider a model where the evolution of the neuronal membrane depolarization between two consecutive spikes is described by a Jacobi process. We analyze the spiking activity of the neuron under study through the firing rate and the variability of the output related to the first two moments of the random variable first-passage time and we describe the occurrence of a phenomenon of coherence resonance. In particular we present counterintuitive effects due to the presence of the multiplicative noise and its dependence on the input parameters. Based on joint work with Petr Lansky (Czech Academy of Sciences) and Massimiliano Tamborrino (University of Warwick). I seminari si terranno il 23 Gennaio 2020 ore 15:00 e ore 15:45, rispettivamente, in Aula G terzo livello del Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminario at Scuola Normale Superiore, Tiziano De Angelis, School of Mathematics, The University of Leeds (January 22, 2020, 11:30)
by Giulia Livieri 17 Jan '20

17 Jan '20

Dear all, On Wednesday, 22 January 2020 — at 11:30 — at the Scuola Normale Superiore (Room: Aula Fermi) Dr Tiziano De Angelis (University of Leeds) will hold the following Seminar: Title Probabilistic results concerning smoothness of the value function and of the free boundary in optimal stopping Abstract I will present probabilistic proofs of some regularity properties for the value function of general optimal stopping problems and for the associated optimal boundaries. In particular this talk focuses on C^1 regularity of the value function and Lipschitz continuity of the optimal boundary. Most of our arguments rely on fundamental concepts from the theory of Markov processes and bridge the probabilistic and the analytical strands of the literature on free boundary problems. I will also illustrate situations in which our work improves or complements known facts from PDE theory. (based on https://epubs.siam.org/doi/pdf/10.1137/17M1113709 <https://epubs.siam.org/doi/pdf/10.1137/17M1113709> and https://arxiv.org/abs/1812.04564 <https://arxiv.org/abs/1812.04564>) Feel free to forward this announcement to your colleagues. Best Giulia Livieri

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Seminar Cuturi @Bocconi
by Giacomo Zanella 16 Jan '20

16 Jan '20

We kindly invite you to the following BIDSA seminar: “Differentiable Ranking and Sorting using Optimal Transport” Marco Cuturi (Google Brain / ENSAE) Friday, January 17, 2020 | 12:30 | Room 3-e4-sr03 (third floor) Bocconi University, Via Roentgen 1, Milan Abstract: We propose in this paper proxy operators for ranking and sorting that are differentiable. To do so, we leverage the fact that sorting can be seen as a particular instance of the optimal transport (OT) problem between two univariate uniform probability measures, the first measure being supported on the family of input values of interest, the second supported on a family of increasing target values (e.g. 1,2,...,n if the input array has n elements). Building upon this link, we propose generalized rank and sort operators by considering arbitrary target measures supported on m values, where m can be smaller than n. We recover differentiable algorithms by adding to this generic OT problem an entropic regularization, and approximate its outputs using Sinkhorn iterations. To illustrate the versatility of these operators, we use the soft-rank operator to propose a new classification training loss that is a differentiable proxy of the 0/1 loss. Using the soft-sort operator, we propose a new differentiable loss for trimmed regression. Speaker: Marco Cuturi joined Google Brain, in Paris, in October 2018. He graduated from ENSAE (2001), ENS Cachan (Master MVA, 2002) and holds a PhD in applied maths obtained in 2005 at Ecole des Mines de Paris. He worked as a post-doctoral researcher at the Institute of Statistical Mathematics, Tokyo, between 11/2005 and 3/2007. He worked in the financial industry between 4/2007 and 9/2008. After working at the ORFE department of Princeton University between 02/2009 and 08/2010 as a lecturer, he was at the Graduate School of Informatics of Kyoto University between 9/2010 and 9/2016 as a tenured associate professor from 10/2013. He then joined ENSAE, the french national school for statistics and economics, in 9/2016, where he still teaches. His recent proposal to solve optimal transport using an entropic regularization has re-ignited interest in optimal transport and Wasserstein distances in the machine learning community. His work has recently focused on applying that loss function to problems involving probability distributions, e.g. topic models / dictionary learning for text and images, parametric inference for generative models, regression with a Wasserstein loss and probabilistic embeddings for words. Best regards, Giacomo Zanella Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to c.monetti(a)unibocconi.it

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Ernesto De Vito @ Roma Tor Vergata
by Anna Vidotto 16 Jan '20

16 Jan '20

Dear all, I would like to announce the following talk that will be held on Thursday January 23rd 2020, at 4:30 PM, in Aula D’Antoni of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Ernesto De Vito Title: Multi-Scale Vector Quantization with Reconstruction Trees Abstract: The aim of vector quantization is a parsimonious reconstruction of unsupervised data as provided by K-means and geometric multi-resolution analysis, to name a few. In the talk I will present a multi-scale algorithm for vector quantization and study its statistical properties. The proposed approach is inspired by decision trees and is based a family of given partitions, to quickly explore the data in a coarse to fine-multi-scale-fashion. The main technical contribution is an analysis of the expected distortion achieved by the proposed algorithm. Both asymptotic and finite sample results are derived. The presentation is based on a joint work with E. Cecini and L. Rosasco. Kind regards --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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seminario Djehiche a Milano 27/1/2020
by Marco Alessandro Fuhrman 15 Jan '20

15 Jan '20

Il prof. Boualem Djehiche (KTH Stockholm) terrà un seminario dal titolo On a class of mean-field reflected backward stochastic differential equations and the related obstacle problem. Il seminario è fissato alle ore 10:30 del 27/1/2020 presso il Dipartimento di Matematica dell'Università di Milano (via Saldini 50), in aula C (II piano). Tutti gli interessati sono cordialmente invitati. Un sommario è riportato sotto. Il prof. Djehiche è ospite del Dipartimento per tutta la settimana. Cordialmente, Marco Fuhrman --------------------------- Abstract. In this talk I will review some recent results on the solvability of a class of reflected backward stochastic differential equations (BSDEs) (driven by the Brownian motion) of mean-field type, where the mean-field interaction in terms of the distribution of the Y-component of the solution enters both the driver and the lower obstacle. When the reflected BSDE is driven by an underlying Markov diffusion, it is possible to derive a related obstacle problem in the form of a variational inequality involving differential operators w.r.t. both the space and the probability measure components. -------------------------- <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Post-doctoral position in probability - Paris
by Cristina TONINELLI 14 Jan '20

14 Jan '20

Dear friends and colleagues, I am currently advertising a post-doctoral position in Probability at Ceremade, University Paris Dauphine. The position is for two years. The expected starting date is September 2020, though a different date may be arranged. The position is funded by my European project MALIG, whose aim is to develop a mathematical approach to the liquid-glass transition and related phenomena. Main areas of research include interacting particle systems, bootstrap percolation cellular automata and glassy dynamics. The successful candidate will also have the opportunity to collaborate with the probability group of University Roma Tre, in particular with Fabio Martinelli, a key member of the MALIG team. The grant will provide substantial fundings to cover working periods in Rome. There are no teaching duties associated to the position. Candidates can contact me directly for any additional informations. Applications including a CV, a list of publications and a one-page description of research interests and experience should be sent directly to me at toninelli(a)ceremade.dauphine.fr<mailto:toninelli@ceremade.dauphine.fr> Applicants should also arrange for up to three letters of recommendation to be sent to the same address. The deadline for applications is Monday, 3rd February 2020. I would be grateful if you could bring this announcement to the attention of potential candidates and distribute it via local mailing lists. Best wishes, Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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de Finetti Risk Seminar - January 2020
by Emanuela Rosazza 14 Jan '20

14 Jan '20

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time Nicola Secomandi Tepper School of Business – Carnegie Mellon University Abstract. This paper extends quadratic hedging from European to Bermudan options in discrete time when markets are incomplete and investigates its use for supporting exercise policy optimization. The key idea is to construct date specific approximate replicating portfolios. Hedging any given exercise policy can be done by solving a collection of stochastic dynamic programs. Optimizing the exercise policy based on the resulting martingale measure requires care. If this measure is risk neutral (RN), the value of an optimal such policy, which can be obtained by augmenting the hedging model with an exercise policy optimization step, is a no arbitrage one. Otherwise this approach must be refined by imposing time consistency on exercise policies, although the value of the resulting exercise policy may not be arbitrage free. Following the common pragmatic strategy of specifying quadratic hedging under an RN measure, e.g., one calibrated to market prices, avoids these issues. In particular, it provides a simple hedging policy with immediate practical applicability and is equivalent to exercise policy optimization under RN valuation, thus complementing it with a consistent hedging policy. A simple numerical example shows that this procedure generates effective hedging policies LOCATION: The seminar will be held on Wednesday, January 15, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Seminar Announcement: M. Glanzer (univie) at Polimi
by Carlo Sgarra 14 Jan '20

14 Jan '20

On Monday, January 21, at 11:00 o'clock, in the Seminar Room located at the third floor of the MATHEMATICS Department ( POLITECNICO di Milano) MARTIN GLANZER of the University of Vienna will give a talk on the following subject: Stochastic Optimization with Multiple Time Scales ( Joint work with G. Pflug) All interested people are kindly invited to participate. ABSTRACT Real-world multistage stochastic optimization problems are often characterized by the fact that the decision maker may take actions only at specific points in time, even if relevant data can be observed much more frequently. In such a case there are not only multiple decision stages present but also several observation periods between consecutive decisions, where profits/costs occur contingent on the stochastic evolution of some uncertainty factors. We present a tailor-made modeling framework for such problems, which allows for a computationally efficient solution. We first establish new results related to the approximation of (Markovian) stochastic processes by scenario lattices. In a second step, we incorporate the multiscale feature by leveraging the theory of stochastic bridge processes. The ingredients to our proposed modeling framework are elaborated explicitly for various popular examples, including both diffusion and jump models. In particular, we present new results related to the simulation of compound Poisson bridges. Finally, we discuss a valuation problem of a thermal power plant, where implementing our multiscale modeling framework turned out to be particularly convenient. If time permits, we incorporate model ambiguity into the power plant valuation problem and show some numerical results.

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Seminar annoucement at POLIMI- Talk by Martin GLANZER (Univie)
by Carlo Sgarra 14 Jan '20

14 Jan '20

On Monday, January 21, in the Seminar Room located at the third floor of the MATHEMATICS Department ( POLITECNICO di Milano) MARTIN GLANZER of the University of Vienna will give a talk on the following subject: Stochastic Optimization with Multiple Time Scales ( Joint work with G. Pflug) All interested people are kindly invited to participate. ABSTRACT Real-world multistage stochastic optimization problems are often characterized by the fact that the decision maker may take actions only at specific points in time, even if relevant data can be observed much more frequently. In such a case there are not only multiple decision stages present but also several observation periods between consecutive decisions, where profits/costs occur contingent on the stochastic evolution of some uncertainty factors. We present a tailor-made modeling framework for such problems, which allows for a computationally efficient solution. We first establish new results related to the approximation of (Markovian) stochastic processes by scenario lattices. In a second step, we incorporate the multiscale feature by leveraging the theory of stochastic bridge processes. The ingredients to our proposed modeling framework are elaborated explicitly for various popular examples, including both diffusion and jump models. In particular, we present new results related to the simulation of compound Poisson bridges. Finally, we discuss a valuation problem of a thermal power plant, where implementing our multiscale modeling framework turned out to be particularly convenient. If time permits, we incorporate model ambiguity into the power plant valuation problem and show some numerical results.

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Probability Seminar: Richard Kraaij (TUDelft) [Padova, Tue 14/01 (TOMORROW), 11am]
by Francesca Collet 13 Jan '20

13 Jan '20

*** REMINDER *** ____________________________________________________________________________________________________ DR. RICHARD C. KRAAIJ (Delft University of Technology) “Large deviations for weakly coupled slow-fast systems via the comparison principle of an associated Hamilton-Jacobi equation” Tuesday 14 January (TOMORROW), 11:00; room 1BC50, Dipartimento di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova ABSTRACT. In statistical physics many interesting phenomena, e.g. behavior of systems at critical parameters or in the theory of hydrodynamic limits, arise from systems having multiple time-scales. A slow component is influenced by fast components, and as the number of interacting components tends to infinity, limiting results for the slow component are obtained in terms of `averaged' versions of the fast components. I will consider in my talk the fluctuations (large deviations) of coupled Markovian systems with two-time scales. These fluctuations can arise from two sources: fluctuations of the slow process itself, or fluctuations of the large time averages of the fast process, effectively leading to a competition of two fluctuation effects. To obtain the large deviation principle, we consider an associated Hamilton-Jacobi-Bellman equation of which the Hamiltonian is given in terms of the two fluctuation effects. We establish under mild conditions that this Hamilton-Jacobi-Bellman equation is well-posed, and as a consequence that we have a large deviation principle for a wide class of weakly coupled Markov processes. Based on joint work with Mikola Schlottke (Eindhoven, The Netherlands). ____________________________________________________________________________________________________

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OSD2020-14th International Conference on Ordered Statistical Data
by malongob＠unina.it 13 Jan '20

13 Jan '20

Dear all, we are glad to announce the 14th International Conference on Ordered Statistical Data - OSD2020, that will take place on May 26-29 at Vietri sul Mare (SA), Italy. The conference website is http://www.osd2020.unina.it/ The conference is devoted to recent advances and trends in the mathematical theory of ordered statistical data, including order statistics and their generalizations, and their applications in reliability, statistics and lifetime analysis. The scientific program will include plenary talks and sessions of contributed talks. It is our pleasure to point out the presence of Prof. Fabio Spizzichino in the list of keynote speakers of the conference. We look forward to welcome you in Vietri sul Mare. Chief organizers, Maria Longobardi and Franco Pellerey

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Robust Statistics @Lake Como: registration is now open!
by Francesca Greselin 13 Jan '20

13 Jan '20

*** apologies for cross posting *** Dear all, the III International School on Classification and Data Analysis, on *ROBUST STATISTICS: FOUNDATIONS and RECENT DEVELOPMENTS* will take place on the enchanting shores of Lake Como, Italy, on May 4-8, 2020. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers. Robust statistics is at the forefront of statistical research, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world, without being affected by contamination that could occur in the data. Nowadays, with the increasing availability of Big data, robust statistical methods are crucially needed. The aim of this course is three-fold: present novel models to describe real-world phenomena, and their properties; study their behavior under different kinds of contamination; discuss their implementation through computational methods. The lecturers are amongst the most influential scholars in the field: Anthony Atkinson <https://www.researchgate.net/profile/Anthony_Atkinson3>, London School of Economics, UK Agustin Mayo-Iscar <https://www.researchgate.net/profile/Agustin_Mayo>, University of Valladolid, ES Marco Riani <https://www.researchgate.net/profile/Marco_Riani>, University of Parma, IT Anna Maria Paganoni <https://www.researchgate.net/profile/Anna_Paganoni>, Politecnico di Milano, IT The school is organized by the Classification and Data Analysis Group of the Italian Statistical Society <http://cladag.it/>, under the auspices of the European Regional Section <https://iasc-isi.org/ers-mission/> (ERS) of the International Association for Statistical Computing <https://iasc-isi.org/> (IASC). Please note that the conference room allows only for a very limited number of participants (no more than 30). The registration deadline is March 4th 2020. For more information, visit the School website: https://rsfd.lakecomoschool.org/

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Call for Interest: 2-year senior post-doc position at the University of Padova
by Claudio Fontana 12 Jan '20

12 Jan '20

Dear all, This is a CALL FOR INTEREST FOR A 2-YEAR POSTDOCTORAL POSITION AT THE DEPARTMENT OF MATHEMATICS OF THE UNIVERSITY OF PADOVA (ITALY), within the STARS@UNIPD project PRISMA under the supervision of Claudio Fontana (personal webpage: https://sites.google.com/site/fontanaclaud). The primary goal of the PRISMA project is the development of new stochastic methods for the modelling of information in finance and insurance. We are looking for a highly motivated candidate with a solid background in STOCHASTIC ANALYSIS AND MATHEMATICAL FINANCE. A PhD degree in these fields is a necessary requirement. Previous research experience in arbitrage theory, stochastic filtering, enlargement of filtrations, mean-field games, or interest rate modelling will be appreciated. The candidate should have the ability to drive discovery by working independently, interacting with colleagues with different backgrounds and establishing relevant collaborations. Knowledge of the Italian language does not represent a requirement and language courses are offered by the University of Padova. We offer a stimulating research environment, an exciting research project, excellent working conditions. Salary is fixed at a top level for a post-doctoral position at the University of Padova, corresponding to about 2100 euros/month (net of taxes). Generous financial support is available for participation to international conferences and workshops. The selected candidate will not have mandatory teaching duties. The Probability and Finance group (https://www.math.unipd.it/en/research/areas/probability-and-finance) at the University of Padova is a dynamic research unit, with a strong international visibility and well-established collaborations with foreign institutions and world leaders in the field of mathematical finance. The University of Padova provides excellent support to foreign candidates. Padova is a beautiful city in the Venetian region, home to one of the oldest universities in the world, with a thriving student life and an excellent quality of life. The position will be officially opened in February 2020, the selection procedure is expected to take place in March 2020 and the position will then start as soon as possible. The effective starting date can be arranged depending on the individual needs of the selected candidate, but cannot be later than September 1st, 2020. For any further information and expressions of interest on this position, please contact directly Claudio Fontana at fontana(a)math.unipd.it Best regards (and apologies for cross posting), Claudio Fontana

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inizio corso dottorato Peccati-Rossi a Pisa
by Dario Trevisan 12 Jan '20

12 Jan '20

Salve, comunico agli interessati che in data *mercoledì 15/01/2020, ore 14:00-17:00 in AULA 2, dipartimento di Matematica, Università di Pisa* avrà luogo la prima lezione del corso "Stochastic analysis on Gaussian and Poisson spaces, functional and geometric applications" tenuto da Giovanni Peccati (Univ. del Lussemburgo) e Maurizia Rossi (Univ. Milano-Bicocca). Il corso proseguirà con due lezioni nella stessa settimana, giovedì 16/01/2020, ore 14-17 e venerdì 17/01/2020, ore 10-13, sempre in AULA 2, dipartimento di matematica. Le lezioni successive saranno comunicate agli interessati. Mi scuso con lo scarso preavviso e con i non interessati. Saluti, Dario -- Dario Trevisan <dario.trevisan(a)unipi.it>

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Minicorsi Febbraio 2020
by Stefano Bonaccorsi 10 Jan '20

10 Jan '20

Carissimi, Vorrei rendere noto che dal 12 al 14 febbraio 2020, presso il Dipartimento di Matematica dell’Università degli Studi di Trento, si terrà la nuova edizione dei “Primer on Data Science”. Questa edizione è dedicata a “Matematica finanziaria e statistica attuariale”. Vi saranno tre minicorsi: 1. Arrigo Pitacco, su “A lesson from actuarial mathematics: be stochastic but also, from time to time, reasonably deterministic” 2. Giovanni Alessandro Zanco, su “System with controls and interaction: mean field games and economic” 3. Paolo Pigato, su “An introduction to mathematical option pricing” Il corso è aperto a studenti delle lauree triennali e magistrali, nonché a dottorandi e agli addetti del settore. Per ragioni organizzative il numero di posti disponibili è limitato. Tutte le informazioni sono disponibili alla pagina web http://datascience.maths.unitn.it/events/pds2020/ Per il comitato organizzatore Stefano Bonaccorsi

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Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction”
by Tiziano De Angelis 10 Jan '20

10 Jan '20

Dear All, I was asked to send a reminder of the advert below for PhD opportunities in Berlin and Oxford. The deadline for applications is 20 January. Best wishes Tiziano --------------------------------------------- The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1700 EUR after taxes, social security, ...) for 3 years starting April 1st, 2020, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is January 20, 2020 (for now). Please see https://tub.stellenticket.de/de/offers/74386/ for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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Maria Gordina @ Roma Tor Vergata
by Anna Vidotto 10 Jan '20

10 Jan '20

Dear all, I would like to announce the following talk that will be held on *Thursday January* *16th* 2020, at *4:30 PM*, in *Aula Dal Passo* of the Department of Mathematics, University of Rome Tor Vergata. Speaker: *Maria Gordina* (University of Connecticut) Title: *Stochastic analysis and geometric functional inequalities* Abstract: We will survey different methods of proving functional inequalities for hypoelliptic diffusions and the corresponding heat kernels. Some of these methods rely on geometric methods such as curvature-dimension inequalities (due to Baudoin-Garofalo), and some are probabilistic such as coupling, and finally some use structure theory and a Fourier transform on Lie groups. For nilpotent groups, the latter can be interpreted as an eigenfunction expansion of the hypoelliptic heat kernel. This is based on joint work with F. Baudoin, B. Driver, T. Melcher, Ph. Mariano. This seminar is part of the activity of the MIUR Department of Excellence Grant 2018-2022, CUP E83C18000100006. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Seminario di Antonio Galves a Roma 1
by Faggionato, Alessandra 10 Jan '20

10 Jan '20

Buongiorno in aggiunta al seminario di Maria Gordina di Lunedì 13/01/2020 vi sara' al Dipartimento di Matematica della Sapienza il seminario di Antonio Galves, Martedì 14/01/2020. Sotto l'annuncio esteso. Grazie per l'attenzione Saluti Alessandra Faggionato *************************************************************************************** SEMINARIO DI PROBABILITA’ E STATISTICA MATEMATICA IL giorno 14/01/2020, alle ore 14 nell’Aula di Consiglio del Dipartimento di Matematica, Sapienza Università di Roma Il prof. Antonio Galves dell’Universidade de Sao Paulo terrà una conferenza dal titolo ESTIMATING THE INTERACTION GRAPH OF STOCHASTIC NEURAL DYNAMICS Abstract: We address the question of statistical model selection for a class of stochastic models of biological neural nets.Models in this class are systems of interacting chains with memory of variable length. Each chain describes the activity of a single neuron, indicating whether it spikes or not at a given time. The spiking probability of a given neuron depends on the time evolution of its presynaptic neurons since its last spike time. When a neuron spikes, its potential is reset to a resting level and postsynaptic current pulses are generated, modifying the membrane potential of all its postsynaptic neurons. The relationship between a neuron and its pre- and postsynaptic neurons defines an oriented graph, the interaction graph of the model. The goal is to estimate this graph based on the observation of the spike activity of a finite set of neurons over a finite time. We provide explicit exponential upper bounds for the probabilities of under- and overestimating the interaction graph restricted to the observed set and obtain the strong consistency of the estimator. Our result does not require stationarity nor uniqueness of the invariant measure of the process. Joint work with A. Duarte, E. Locherbach and G. Ost. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Annuncio seminario Galves 14/01/2020 RM1
by Nappo, Giovanna 10 Jan '20

10 Jan '20

SEMINARIO DI PROBABILITA’ E STATISTICA MATEMATICA IL giorno 14/01/2020, alle ore 14 nell’Aula di Consiglio del Dipartimento di Matematica, Sapienza Università di Roma Il prof. Antonio Galves dell’Universidade de Sao Paulo terrà una conferenza dal titolo ESTIMATING THE INTERACTION GRAPH OF STOCHASTIC NEURAL DYNAMICS Abstract: We address the question of statistical model selection for a class of stochastic models of biological neural nets.Models in this class are systems of interacting chains with memory of variable length. Each chain describes the activity of a single neuron, indicating whether it spikes or not at a given time. The spiking probability of a given neuron depends on the time evolution of its presynaptic neurons since its last spike time. When a neuron spikes, its potential is reset to a resting level and postsynaptic current pulses are generated, modifying the membrane potential of all its postsynaptic neurons. The relationship between a neuron and its pre- and postsynaptic neurons defines an oriented graph, the interaction graph of the model. The goal is to estimate this graph based on the observation of the spike activity of a finite set of neurons over a finite time. We provide explicit exponential upper bounds for the probabilities of under- and overestimating the interaction graph restricted to the observed set and obtain the strong consistency of the estimator. Our result does not require stationarity nor uniqueness of the invariant measure of the process. Joint work with A. Duarte, E. Locherbach and G. Ost.

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Fwd: Lectureship in Mathematics (Probability) at University College Dublin
by Elia Bisi 09 Jan '20

09 Jan '20

Ricevo e inoltro. ______________________ Elia Bisi Research Scientist School of Mathematics and Statistics University College Dublin Personal webpage <https://eliabisi.wordpress.com/> > Begin forwarded message: > > From: Neil O'Connell <neil.oconnell(a)ucd.ie> > Subject: Lectureship in Mathematics (Probability) at University College Dublin > Date: 9 January 2020 at 13:58:25 CET > To: Neil O'Connell <neil.oconnell(a)ucd.ie> > > Dear Colleagues, > > We are currently advertising a Lectureship in Mathematics (Probability) at University College Dublin. > > Also advertised are Ad Astra Fellowships, these are fixed term positions with research support, in all areas of Mathematics and Statistics. Applications in Probability are particularly welcome. > > For more details, and to apply, go to https://www.ucd.ie/workatucd/jobs/ <https://www.ucd.ie/workatucd/jobs/> (search under 'External Applicants'). > > Please forward to anyone who may be interested in applying. > > Best regards, > Neil > > **** > > Lecturer / Assistant Professor in Mathematics (Probability), UCD School of Mathematics and Statistics (Permanent) > Applications are invited for a permanent post of a Lecturer / Assistant Professor in Mathematics (Probability) within UCD School of Mathematics and Statistics. > > University College Dublin is seeking to appoint an Assistant Professor in Mathematics in the UCD School of Mathematics & Statistics, specifically in the area of Probability. > > UCD School of Mathematics & Statistics is committed to research and teaching across the mathematical sciences, including mathematics, applied mathematics, statistics and actuarial science. > > The successful candidate will be expected to engage in research in Mathematics, including supervision of research students and projects, and to contribute to the School's wide-ranging programme of undergraduate and postgraduate teaching. > > 95 Lecturer / Assistant Professor (above the bar) Salary Scale: €53,773 - €84,544 per annum > Appointment will be made on scale and in accordance with the Department of Finance guidelines. > > Closing date: 17:00hrs (local Irish time) on 6 February 2020 > > **** > > Ad Astra Fellow, UCD School of Mathematics and Statistics > Applications are sought for Ad Astra Fellows within the UCD School of Mathematics and Statistics. > > In support of the 2024 University College Dublin Strategic Plan 'Rising to the Future', UCD has begun an ambitious plan to increase our faculty numbers by 500 over five years. With an initial 5-year contract, research support for these 5 years and the opportunity for an on-going contract subject to performance, there has never been a better time to join the faculty at Ireland's Global University and to live in one of Europe's most vibrant, friendly and connected capital cities. > > UCD School of Mathematics and Statistics is ranked in the top one percent in the world for both Mathematics and Statistics. The School is the largest of its kind in Ireland and offers the greatest choice of programmes at undergraduate, masters and PhD level. Our teaching and research activities cover a broad range including Mathematics, Financial Mathematics, Applied & Computational Mathematics, Statistics, Actuarial Science, Mathematics Education and Data & Computational Science. The School is keen to recruit academic staff to augment the existing research expertise. > > Prior to application, further information (including application procedure) should be obtained from the UCD Ad Astra Fellow website: http://www.ucd.ie/adastrafellows/ <http://www.ucd.ie/adastrafellows/> > > 95 Lecturer/Assistant Professor (above the bar) Salary Scale: €53,773 - €84,544 per annum > Appointment will be made on scale and in accordance with the Department of Finance guidelines > > Closing date: 17.00hrs (Local Irish Time) on 24th January 2020

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Annuncio seminario Galves 14/01/2020 RM1
by Nappo, Giovanna 09 Jan '20

09 Jan '20

SEMINARIO DI PROBABILITA’ E STATISTICA MATEMATICA IL giorno 14/01/2020, alle ore 14 nell’Aula di Consiglio del Dipartimento di Matematica, Sapienza Università di Roma Il prof. Antonio Galves dell’Universidade de Sao Paulo terrà una conferenza dal titolo ESTIMATING THE INTERACTION GRAPH OF STOCHASTIC NEURAL DYNAMICS Abstract: We address the question of statistical model selection for a class of stochastic models of biological neural nets.Models in this class are systems of interacting chains with memory of variable length. Each chain describes the activity of a single neuron, indicating whether it spikes or not at a given time. The spiking probability of a given neuron depends on the time evolution of its presynaptic neurons since its last spike time. When a neuron spikes, its potential is reset to a resting level and postsynaptic current pulses are generated, modifying the membrane potential of all its postsynaptic neurons. The relationship between a neuron and its pre- and postsynaptic neurons defines an oriented graph, the interaction graph of the model. The goal is to estimate this graph based on the observation of the spike activity of a finite set of neurons over a finite time. We provide explicit exponential upper bounds for the probabilities of under- and overestimating the interaction graph restricted to the observed set and obtain the strong consistency of the estimator. Our result does not require stationarity nor uniqueness of the invariant measure of the process. Joint work with A. Duarte, E. Locherbach and G. Ost.

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Seminar in Pisa, January 13th 2020
by Dario Trevisan 09 Jan '20

09 Jan '20

Dear all, happy 2020! I would like to announce the following seminar by G. Poly (U. Rennes 1). Best, Dario Trevisan #### time and place: Monday 13th January 2020, 14:00, sala Riunoni (dip. Matematica, università degli studi di Pisa, Pisa). speaker: Guillaume Poly (U. Rennes 1) title: Around Salem-Zygmund Central Limit Theorem and application to roots of random trigonometric polynomials abstract: We shall revisit the Salem-Zygmund Central limit Theorem and get several generalizations: a speed of convergence via Stein's method, a functional counterpart and extension to total variation topology. As an application we prove the almost-sure convergence of the empirical measure of the number of real roots of a random trigonometric polynomial under-mild conditions on the coefficients. This is a joint work with Jurgen Angst.

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extended deadline post doc applications in Graz
by Daniela Bertacchi 08 Jan '20

08 Jan '20

DEADLINE EXTENSION ! Open Assistant position (PostDoc) for 2 1/2 years Graz University of Technology, Austria Institute of Discrete Mathematics Working Groups Structure Theory and Stochastics & Noncommutative Structures (Wolfgang Woess & Franz Lehner) Scheduled to start on March 1, 2020. Requirements: PhD in Mathematics or Technical Mathematics, awarded before the beginning of the engagement. Desired qualifictations: scientific interest in the fields of Stochastic Processes (random walks) and their analytic counterparts, Graph Theory, Geometric Group Theory and Noncommutative Probability, possibly combining those topics. Readiness to collaborate in research projects in these areas. Workload 40 hours/week. Teaching duties of 4 hours per week per semester, in particular for Mathematics in the Engineering sciences, in German (!). For details + how to apply, see https://www.math.tugraz.at/~woess/position EXTENDED DEADLINE FOR APPLICATIONS: January 19, 2020. Wolfgang Woess Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess <http://www.math.tugraz.at/~woess>

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Seminario di M. Gordina alla Sapienza
by Faggionato, Alessandra 08 Jan '20

08 Jan '20

Buongiorno sotto l'annuncio di un seminario per Lunedi' 13 Gennaio Grazie Saluti Alessandra ************************************************************************************** When: Monday 13 January, 16.00 Where: Sala di Consiglio, Department of Mathematics, University La Sapienza Speaker: Maria Gordina (University of Connecticut) Title: Ergodicity for Langevin dynamics with singular potentials Abstract: We discuss Langevin dynamics of N particles on R^d interacting through a singular repulsive potential, such as the Lennard-Jones potential, and show that the system converges to the unique invariant Gibbs measure exponentially fast in a weighted total variation distance. The proof relies on an explicit construction of a Lyapunov function using a modified Gamma calculus. In contrast to previous results for such systems, our results imply geometric convergence to equilibrium starting from an essentially optimal family of initial distributions. This is based on join work with F.Baudoin and D.Herzog. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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5-year Lecturer/Assistant Professor in Financial Mathematics UCD School of Mathematics and Statistics
by Andrea Pascucci 07 Jan '20

07 Jan '20

University College Dublin is seeking to appoint a Lecturer/Assistant Professor (Above the Bar) in Financial Mathematics in the School of Mathematics and Statistics. Applicants should have expertise in Financial Mathematics or Computational Finance, or both. It is a 5-year post, commencing on 1st May 2020. The salary scale is €53,773-€84,544 per annum. For further details, and to apply, go to https://www.ucd.ie/workatucd/jobs/ (search under 'External Applicants'). The application period will close at 17:00hrs (local Irish time) on 24th January 2020. Regards, Adamaria Perrotta Programme Director of BSc. in Financial Mathematics UCD School of Mathematics and Statistics -- Adamaria Perrotta School of Mathematics and Statistics S2.85, Science South UCD, Belfield, Dublin 4 00 353 1 716 2590

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Probability Seminar: Richard Kraaij (TUDelft) [Padova, Tue 14/01, 11am]
by Francesca Collet 07 Jan '20

07 Jan '20

*** Apologies for cross-posting *** Dear Colleagues, we would like to invite you to the following Probability seminar that will take place at the Department of Mathematics, University of Padova, on January 14. ____________________________________________________________________________________________________ DR. RICHARD C. KRAAIJ (Delft University of Technology) “Large deviations for weakly coupled slow-fast systems via the comparison principle of an associated Hamilton-Jacobi equation” 14 JANUARY (Tuesday), 11:00; ROOM 1BC50, Dipartimento di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova ABSTRACT. In statistical physics many interesting phenomena, e.g. behavior of systems at critical parameters or in the theory of hydrodynamic limits, arise from systems having multiple time-scales. A slow component is influenced by fast components, and as the number of interacting components tends to infinity, limiting results for the slow component are obtained in terms of `averaged' versions of the fast components. I will consider in my talk the fluctuations (large deviations) of coupled Markovian systems with two-time scales. These fluctuations can arise from two sources: fluctuations of the slow process itself, or fluctuations of the large time averages of the fast process, effectively leading to a competition of two fluctuation effects. To obtain the large deviation principle, we consider an associated Hamilton-Jacobi-Bellman equation of which the Hamiltonian is given in terms of the two fluctuation effects. We establish under mild conditions that this Hamilton-Jacobi-Bellman equation is well-posed, and as a consequence that we have a large deviation principle for a wide class of weakly coupled Markov processes. Based on joint work with Mikola Schlottke (Eindhoven, The Netherlands). ____________________________________________________________________________________________________ All of you are very welcome. Best regards, Francesca Collet

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BAYSM 2020: registration and abstract submission are now open!
by Federico Camerlenghi 07 Jan '20

07 Jan '20

Dear all, the 5th Bayesian Young Statisticians Meeting, BAYSM2020, will take place in Kunming, China (June 26-27, 2020) as a satellite to the ISBA 2020 world meeting. 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://baysm2020.uconn.edu/registration ) and will be available with an early bird discount until May 1, 2020. The event will be hosted at the Science Hall of Yunnan University (Kunming, China) right before ISBA 2020 world meeting. BAYSM 2020 will include social events, providing the opportunity to get to know other junior Bayesians. Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by March 29, 2020*. All the instructions for the abstract submission are reported at the page https://baysm2020.uconn.edu/call-dates Thanks to the generous support of ISBA, a number of travel awards are available to support young researchers. Keynote speakers: Maria De Iorio David Dunson Sylvia Frühwirth-Schnatter Xuanlong Nguyen Amy Shi Jessica Utts Confirmed discussants: Jingheng Cai Li Ma Fernando Quintana Francesco Stingo Anmin Tang Yemao Xia 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://baysm2020.uconn.edu/ On behalf of the BAYSM2020 organizing committee -- Federico Camerlenghi Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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Seminari congiunti ASI - Dipartimento Matematica Tor Vergata
by Anna Vidotto 07 Jan '20

07 Jan '20

Annuncio Seminari congiunti ASI - Dipartimento Matematica Tor Vergata *9 Gennaio 2020* Aula Dal Passo, Edificio Sogene *Ore 14: Gianluca Polenta, ASI Space Science Data Centre* Title: Cosmology through CMB maps Abstract: The Cosmic Microwave Background is a fundamental source of information for cosmology. In the standard inflationary scenario, the CMB can be described to first order as a Gaussian random field on the sphere, and as such cosmological information is encoded in the two-point correlation function or in the angular power spectrum. To derive these quantities as well as the likelihood function needed to estimate the cosmological parameters, a number of estimators have been developed following different trade-off between optimality, unbiasedness, and computational resources, also depending on the characteristics of the dataset to be analysed. In this talk I will review the different classes of estimators used in the CMB data analysis, focusing in particular to the solutions adopted for the ESA Planck satellite, which produced CMB full sky maps of unprecedented quality. Finally, I will briefly discuss how CMB non-Gaussianity, isotropy, and those anomalies found in the analysis of Planck data can be used to further test the inflationary paradigm. *Ore 15: Domenico Marinucci, Department of Mathematics, University ofRome Tor Vergata* Title: Critical Points, Multiple Testing and Point Source Detection for Cosmological Data Abstract: In this talk, we shall review some mathematical issues arising in the analysis of Cosmic Microwave Background (CMB) radiation data; many of these issues can be related to the investigation of functionals of independent interest in random geometry. We will first review some results on harmonic analysis for spherical random fields, on the construction of spherical wavelets and on their stochastic properties; we will then show how to compute the asymptotic distribution of critical points for Fourier/wavelet components of random fields, and we will establish some ergodicity results, in the high-frequency limit. We will then investigate how to exploit these results to implement multiple testing procedures for detection of point sources (Galaxies) in CMB Data; the resulting tests will be shown to exhibit a number of optimality properties. Applications to CMB data from the Planck collaboration will also be briefly illustrated. --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Talk announcement, dos Reis, Tuesday Jan 7
by Mario Maurelli 07 Jan '20

07 Jan '20

Dear all, Sorry for cross-posting. I would like to announce the following talk: Time and place: Tuesday January 7, 2pm Dipartimento di Matematica, Universita' degli Studi di Milano [room TBC, another email will follow] via C. Saldini 50, Milano Speaker: Dr. Goncalo dos Reis (University of Edinburgh) Title: Ito type Chain rule for measure dependent random fields under full and conditional measure flows Abstract: We present several Itô-Wentzell formulae on Wiener spaces for real-valued functionals random field of Itô type depending on measures. We distinguish the full- and marginal-measure flow cases. Derivatives with respect to the measure components are understood in the sense of Lions. This talk is based on joint work with V. Platonov (U. of Edinburgh), see https://arxiv.org/abs/1910.01892 . Best regards Mario Maurelli

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Reminder - workshop "Graphs and Randomness in Turin"
by Federico Polito 06 Jan '20

06 Jan '20

Dear colleagues, We would like to remind you about the upcoming workshop *Graphs and Randomness in Turin* January 20-21, 2020 Department of Mathematics "G. Peano", University of Torino, Italy For more information please see the webpage: https://sites.google.com/view/graphs-and-randomness-in-turin Registration is mandatory but free. To register please email tamas.makai(a)unito.it by January 15. With best regards, The organisers, Tamás Makai Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario Lionel Levine (Cornell), Università La Sapienza, Martedì 7 Gennaio
by Silvestri, Vittoria 03 Jan '20

03 Jan '20

REMINDER Seminario di Probabilità Speaker: Lionel Levine (Cornell University) Title: Random walks with local memory Martedì 7 Gennaio, ore 14:00 (sharp) Aula di Consiglio Dipartimento di Matematica Università di Roma La Sapienza Piazzale Aldo Moro, 5 Abstract: The theme of this talk is walks in a random environment of "signposts" altered by the walker. I'll focus on three related examples: 1. Rotor walk on Z^2. Your initial signposts are independent with the uniform distribution on {North,East,South,West}. At each step you rotate the signpost at your current location clockwise 90 degrees and then follow it to a nearest neighbor. Priezzhev et al. conjectured that in n such steps you will visit order n^{2/3} distinct sites. I'll outline an elementary proof of a lower bound of this order. The upper bound, which is still open, is related to a famous question about the path of a light ray in a grid of randomly oriented mirrors. This part is joint work with Laura Florescu and Yuval Peres. 2. p-rotor walk on Z. In this walk you flip the signpost at your current location with probability 1-p and then follow it. I'll explain why your scaling limit will be a Brownian motion perturbed at its extrema. This part is joint work with Wilfried Huss and Ecaterina Sava-Huss. 3. p-rotor walk on Z^2. Rotate the signpost at your current location clockwise with probability p and counterclockwise with probability 1-p, and then follow it. This walk “organizes” its environment by destroying cycles of signposts. A native environment -- stationary in time, from your perspective as the walker -- is an orientation of the uniform spanning forest, plus one additional edge. This part is joint work with Swee Hong Chan, Lila Greco, and Peter Li: https://arxiv.org/abs/1809.04710 ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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6-year position in probability in Vienna
by Fabio Toninelli 03 Jan '20

03 Jan '20

Dear friends and colleagues, the Technical University of Vienna is advertising a 6-year post-doctoral assistant position <https://tiss.tuwien.ac.at/mbl/blatt_struktur/anzeigen/10378?locale=en#p472.3> in probability (the position is comparable to a non-tenure track "junior professor position" in the German system). The successful candidate will work in the Mathematical Stochastics group, that I will start leading in March 2020. I would be grateful if you could forward this message to any suitable candidates (the application deadline is January 15, 2020). Candidates are encouraged to contact me directly by e-mail for any question related to this position. With best wishes and many thanks Fabio Toninelli -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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ricercatore tipo B MAT/06 all' Aquila: ulteriore proroga
by davide gabrielli 02 Jan '20

02 Jan '20

La scadenza del bando è stata prorogata 2 volte; per un mio errore avevo mandato la data della prima proroga. Per completezza di informazione inoltro ancora una volta le informazioni con la scadenza finale. Bando da ricercatore a tempo determinato di tipo B nel settore scientifico disciplinare MAT/06 Probabilità e statistica matematica presso il Dipartimento di ingegneria e scienze dell'informazione e matematica dell'Università dell'Aquila. Il bando e le informazioni si trovano al seguente link https://www.univaq.it/section.php?id=1532 Scadenza definitiva 16-Gennaio-2020 Si prega di darne la massima diffusione, cordiali saluti Davide Gabrielli

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Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction”
by Tiziano De Angelis 23 Dec '19

23 Dec '19

Dear All, The advert below might be of interest to bright students interested in PhD studies abroad. Have a good Christmas break and a Happy New Year. Tiziano --------------------------------------------- The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1700 EUR after taxes, social security, ...) for 3 years starting April 1st, 2020, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is January 20, 2020 (for now). Please see https://tub.stellenticket.de/de/offers/74386/ for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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RTD-B position in SECS-S/06 in Milano - call for interest
by Giovanni Puccetti 21 Dec '19

21 Dec '19

RTD-B position in Mathematical Methods for Economics, Finance and Actuarial Science in Milano - call for interest The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milano launches a call for expressions of interest to identify potential candidates for a RTD-B position in the sector 13/D4 (SECS-S/06), Mathematical Methods for Economics, Finance and Actuarial Science. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. Requests for information and expressions of interest, including a CV with publication record, must be sent to davide.parenti(a)unimi.it by January 10, 2020. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies in 2020.

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Post-Doc at Luxembourg University
by Giovanni Peccati 20 Dec '19

20 Dec '19

Dear Colleagues, I would like to announce the opening of a post-doc position in my group at *Luxembourg University*, in the large domain of *stochastic analysis and applications*. The first possible starting date is *March 1st, 2020*. The length of the contract is two years, extendable up to 5 years. The deadline for applications is *January 31, 2020.* All information, together with the online application form, can be found here: http://emea3.mrted.ly/2db95 Please do not hesitate to share the news of this opportunity with potentially interested candidates. All my best, Giovanni -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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ricertatore tipo B MAT/06 L'Aquila, proroga scadenza
by davide gabrielli 20 Dec '19

20 Dec '19

Segnalo ancora una volta il bando da ricercatore a tempo determinato di tipo B nel settore scientifico disciplinare MAT/06 Probabilità e statistica matematica presso il Dipartimento di ingegneria e scienze dell'informazione e matematica dell'Università dell'Aquila in quanto la scadenza del bando è stata prorogata. Il bando e le informazioni si trovano al seguente link https://www.univaq.it/section.php?id=1532 Nuova scadenza 02-Gennaio-2020 Si prega di darne la massima diffusione, cordiali saluti Davide Gabrielli

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Academic openings at Roma "la Sapienza"
by Gustavo Posta 19 Dec '19

19 Dec '19

The Mathematics Department of Sapienza University of Rome invites applications for academic openings at the Associate and/or Full Professor level from any fields in Mathematics covered through a direct call procedure. All area of Mathematics will be considered. Candidates are encouraged to apply by February 28, 2020. For more details see: https://www.mat.uniroma1.it/dipartimento/chiamate-dirette ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Guido Castelnuovo Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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I: Tenure Track Professorship of Stochastic Analysis (University of Konstanz, Germany)
by Marco Alessandro Fuhrman 19 Dec '19

19 Dec '19

Buongiorno. Inoltro un avviso di una posizione a Konstanz in Analisi stocastica. https://www.uni-konstanz.de/stellenangebote/stellenauswahl.php/stellenauswa… Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> <signatureafterquotedtext></signatureafterquotedtext>

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Assistant Professor and 2 Associate Professor, Dept. of Statistics, University of Warwick
by Massimiliano ... 18 Dec '19

18 Dec '19

Dear all, we are searching for 1 Assistant Professor (permanent) and 2 Associate Professors to join our team at the Department of Statistics, University of Warwick. The deadline for applying is January 12, 2020. For more information on the Assistant Professor, please visit https://atsv7.wcn.co.uk/search_engine/jobs.cgi?SID=amNvZGU9MTg0ODA4NyZ2dF90… For more information on the Associate Professor, please visit https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Best regards, Massimiliano ----------------- Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/tamborrino

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Fwd: 2 years PostDoc position in dynamical systems
by Stefano Marmi 18 Dec '19

18 Dec '19

Dear Collegue, I would be grateful if you could bring to the attention of your best postgraduate students and PhD holders that a two years long research position in “Dynamical systems" is available at the Centro De Giorgi - Scuola Normale Superiore in Pisa. PhD students can also apply, provided they obtain their PhD no later than October 1st 2020. Deadline for application: *7th January 2020 (11.59 PM Italian time)*. The total two-year gross remuneration, inclusive of all taxes, is € 66,590.00 for each contract, corresponding to a monthly salary of approximately 2,000 Euros. An additional yearly research allowance of 1,000 Euros for exchange visits is also provided. The mathjobs announcement is available here: https://www.mathjobs.org/jobs/jobs/15211 To submit applications please link to the *ANNOUNCEMENT* at https://wwwold.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-v… and read the *OFFICIAL CALL * https://wwwold.sns.it/sites/default/files/documenti/05-11-2019/584call.pdf Applicants must submit their applications *SOLELY* by using the on-line procedure "SerSe" (https://serse.sns.it/en/) <https://serse.sns.it/en/> available on the Scuola Normale Superiore website and fulfill ALL the tender's requirements. *No other submission method will be accepted.* For additional information e-mail *job.opportunities(a)sns.it <job.opportunities(a)sns.it>*. Best regards Stefano Marmi

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EFI5 Workshop: extended deadline and YITP prizes (fwd)
by Tiziano Vargiolu 17 Dec '19

17 Dec '19

===================================== CALL FOR PAPERS - EXTENDED DEADLINE Dear All, we wish to inform you that the deadline for paper submission for the fifth edition of the Energy Finance Italia Workshop - EFI5, has been EXTENDED TO DECEMBER 23rd, in order to allow for a broader participation also to the YITP research prizes. We remind that, if our application to the Young Investigator Training Program (YITP) of the ACRI (Associazione Casse di Risparmio Italiane) will be funded, we will grant several 1-month positions to young researchers, coming from outside Italy, to spend in one Italian research institution of the network. In order to be eligible, the young researcher should submit a presentation to the workshop, and choose at least three research institutions to spend their grant at. You can find all the information on the website of the workshop: - http://host.uniroma3.it/eventi/efi5/ (general information) - http://host.uniroma3.it/eventi/efi5/html/institutional_support.html (YITP positions) All the best -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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JOB: Tenured senior lectureship in Mathematical Statistics & Data Science, Gothenburg, Sweden
by Massimiliano ... 17 Dec '19

17 Dec '19

-------- Forwarded Message -------- Subject: JOB: Tenured senior lectureship in Mathematical Statistics & Data Science, Gothenburg, Sweden Date: Mon, 16 Dec 2019 18:17:54 +0100 From: Umberto Picchini <umberto.picchini(a)gmail.com><mailto:umberto.picchini@gmail.com> To: allstat(a)JISCMAIL.AC.UK<mailto:allstat@JISCMAIL.AC.UK> We are searching for a Senior Lecturer to the Division of Applied Mathematics and Statistics who would contribute to our expertise in the area of mathematical statistics towards data science. The position is permanent (tenured). The successful candidate is expected to develop and maintain a high-level research program in mathematical statistics with emphasis on computer intensive methods and participate in the undergraduate and graduate level teaching in mathematical statistics at our department. The successful candidate will strengthen and complement the research performed at theDivision of Applied Mathematics and Statistics<https://www.chalmers.se/en/departments/math/organisation/applied-mathematic…> which is internationally recognized in areas such as * Bayesian statistics, forensic statistics, * spatial statistics, extreme value theory, * biostatistics, bioinformatics, and systems biology, * stochastic differential equations, computational mathematics. We are particularly interested in enhancing our AI@MS<https://www.chalmers.se/en/departments/math/research/research-groups/AIMS/P…> group on Artificial Intelligence at Mathematical Sciences. Gothenburg is the second largest city in Sweden, located in the beautiful east coast. Read more at https://www.goteborg.com/en/ Deadline for applications: 29 February 2020. Full info and instructions to apply are at <https://www.gu.se/english/about_the_university/job-opportunities/vacancies-…> https://www.gu.se/english/about_the_university/job-opportunities/vacancies-… For further information please contact: Bernt Wennberg, Head of Department, tel +46 (0)31-772 53 26, email wennberg(a)chalmers.se <mailto:wennberg@chalmers.se>Annika Lang, Deputy Head of Division, tel +46 (0)31-772 5356, email annika.lang(a)chalmers.se <mailto:%20annika.lang@chalmers.se>Serik Sagitov, Head of Division, tel +46 (0)31-772 5351, email serik(a)chalmers.se<mailto:serik@chalmers.se> -- _________________________________________________________________________ Umberto Picchini picchini(a)chalmers.se<mailto:picchini@chalmers.se> Associate Professor https://umbertopicchini.github.io/ Department of Mathematical Sciences Twitter: @uPicchini Gothenburg University and Phone (office): +46 317 726 414 Chalmers University of Technology _________________________________________________________________________

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Fwd: I: Assistant Professorship at Chalmers
by Mario Maurelli 16 Dec '19

16 Dec '19

---------- Forwarded message --------- Da: Mario Maurelli <mario.maurelli(a)unimi.it> Date: lun 2 dic 2019 alle ore 12:01 Subject: I: Assistant Professorship at Chalmers To: mario.maurelli <mario.maurelli(a)sns.it> I wish to draw your attention to an assistant professorship position at the Department of Mathematical Sciences at Chalmers and the University of Gothenburg which has just been announced. The theme of the position is the combination of optimal transport, machine learning, and geometry. The position is very wealthy, as it includes funding for one PhD student, 5 post-doc years, traveling, etc. The ideas is that the candidate should have enough funding to start building his/her own research group. If you know any suitable candidates I would be grateful if you could pass on the information to them. The announcement of the position, including detailed information of how to apply, is available at this link: https://www.chalmers.se/en/about-chalmers/Working-at-Chalmers/Vacancies/Pag… The dead-line for applications is 10 February 2020. Best wishes, Klas Modin ___________________ Klas Modin Associate Professor Department of Mathematical Sciences Chalmers University of Technology and University of Gothenburg email: klas.modin(a)chalmers.se web: http://klasmodin.wordpress.com orcid: http://orcid.org/0000-0001-6900-1122

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Seminario Lionel Levine (Cornell), Università La Sapienza
by Silvestri, Vittoria 16 Dec '19

16 Dec '19

PREANNUNCIO DI SEMINARIO (seguirà un reminder) Seminario di Probabilità Speaker: Lionel Levine (Cornell University) Title: Random walks with local memory Martedì 7 Gennaio, ore 14:00 (sharp) Aula di Consiglio Dipartimento di Matematica Università di Roma La Sapienza Piazzale Aldo Moro, 5 Abstract: The theme of this talk is walks in a random environment of "signposts" altered by the walker. I'll focus on three related examples: 1. Rotor walk on Z^2. Your initial signposts are independent with the uniform distribution on {North,East,South,West}. At each step you rotate the signpost at your current location clockwise 90 degrees and then follow it to a nearest neighbor. Priezzhev et al. conjectured that in n such steps you will visit order n^{2/3} distinct sites. I'll outline an elementary proof of a lower bound of this order. The upper bound, which is still open, is related to a famous question about the path of a light ray in a grid of randomly oriented mirrors. This part is joint work with Laura Florescu and Yuval Peres. 2. p-rotor walk on Z. In this walk you flip the signpost at your current location with probability 1-p and then follow it. I'll explain why your scaling limit will be a Brownian motion perturbed at its extrema. This part is joint work with Wilfried Huss and Ecaterina Sava-Huss. 3. p-rotor walk on Z^2. Rotate the signpost at your current location clockwise with probability p and counterclockwise with probability 1-p, and then follow it. This walk “organizes” its environment by destroying cycles of signposts. A native environment -- stationary in time, from your perspective as the walker -- is an orientation of the uniform spanning forest, plus one additional edge. This part is joint work with Swee Hong Chan, Lila Greco, and Peter Li: https://arxiv.org/abs/1809.04710 ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar at Scuola Normale Superiore, 17 December 2019, Luciano Campi
by Giulia Livieri 13 Dec '19

13 Dec '19

Dear all, On Tuesday, 17 December 2019 — at 11:30 — at the Scuola Normale Superiore (Room: Aula Bianchi Scienze) Prof. Luciano Campi (London School of Economics) will hold the following Seminar: Title : Correlated Equilibria and Mean Field Game Abstract: Mean field games are limit models for symmetric N-player games, as N tends to infinity, where the pre-limit models are solved in terms of Nash equilibria. A generalization of the notion of Nash equilibrium, due to Robert Aumann (1973, 1987), is that of a correlated equilibrium. Here, we discuss, in a simple non-static setting, the mean field game limit for correlated equilibria. We give a definition of correlated mean field game solution, prove that it arises as limit of N-player correlated equilibria in restricted (”open-loop”) Markov feedback strategies, and show how to construct approximate N-player equilibria starting from a correlated mean field game solution. We also compare our definition to the one by Lacker (2018) of weak solutions for mean field games without a common noise. (Joint work with Markus Fischer, Padova University) Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

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Doppio Seminario PELUCHETTI & KOWAL
by Pierpaolo De Blasi 13 Dec '19

13 Dec '19

Mercoledi 18 Dicembre 2019, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terranno i seguenti due seminari: ———————————————————————— ore 11.00 Stefano PELUCHETTI (Cogent Labs Tokyo) DEEP NEURAL NETWORKS AND STOCHASTIC PROCESSES We review deep neural networks and their training, and then focus on the connection between neural networks and stochastic processes. Deep neural networks at initialization correspond to prior models in function space, and under appropriate assumptions they converge to Gaussian processes in the limit of infinite width. While this connection holds "a priori", it is possible to derive similar results for "a posteriori" training via gradient descent. In this talk we discuss these and related results, and we introduce a recent line of research which generalizes established results to non-Gaussian initializations and stochastic processes arising in the limit of infinite depth. ———————————————————————— ore 12.00 Daniel KOWAL (Rice University) SCALABLE BAYESIAN INFERENCE AND SUMMARIZATION FOR FUNCYIONAL DATA Modern scientific monitoring systems, such as wearable and implantable devices, commonly record data over a continuous domain at high resolutions. These functional data are high-dimensional, strongly correlated, and usually measured concurrently with other variables of interest. Bayesians models for functional data are particularly appealing: they accommodate multiple dependence structures, handle missing or irregularly-spaced data, and provide regularization via shrinkage priors. However, these models are often complex, computationally intensive, and difficult to interpret. This talk will focus on two fundamental challenges for Bayesian functional data analysis: (1) constructing sufficiently flexible and scalable functional regression models and (2) extracting interpretable posterior summaries. The proposed modeling framework is nonparametric and uses an unknown functional basis to learn prominent functional features, which are associated with scalar predictors within a regression model. A customized projection-based Gibbs sampler provides posterior inference with linear time complexity in the number of predictors, which is empirically faster than existing frequentist and Bayesian alternatives. Using the posterior distribution, a decision theoretic approach for Bayesian variable selection is developed, which identifies a subset of covariates that retains nearly the predictive accuracy of the full model. The methodology is applied to actigraphy data to investigate the association between intraday physical activity and responses to a sleep questionnaire. ———————————————————————— Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/ <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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XXIV Brazilian School of Probability/São Paulo School of advanced science
by Francesco Caravenna 13 Dec '19

13 Dec '19

Ricevo e inoltro. > Da: Dirk Erhard <erharddirk(a)gmail.com> > Oggetto: XXIV Brazilian School of Probability/São Paulo School of advanced science > Data: 12 dicembre 2019 20:22:34 CET > > First announcement : > > XXIV Brazilian School of Probability/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications > > It is a pleasure to announce the XXIV Brazilian School of Probability/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications. The São Paulo school is divided into two parts and will happen in the weeks of July 28 to August 8, 2020 at Campinas University. In the first week there will be two introductory mini courses (stochastic calculus and rough paths) that lay the foundations for the courses of the second week. In the latter ones newly developed theories and their latest developments in the field of singular SPDEs and related areas will be taught. The program will be complemented with several plenary talks, invited talks, a poster session and a visit to the LNLS laboratories, where the only particle accelerator of Latin America is located. The school will give full financial support for around 100 students (50 from Brazil and 50 from abroad). More informations under https://www.ime.unicamp.br/spas2020/ <https://www.ime.unicamp.br/spas2020/>. > > The XXIV Brazilian School of Probability will coincide with the second week of the São Paulo School. As in previous years, the XXIV Brazilian School of Probability will consist of two mini courses, plenary talks, contributed talks and poster sessions, all presented in a relaxed atmosphere. This will be our first edition at IMECC-UNICAMP, which is home to one of Brazil's top ranked Mathematics departments. More informations under https://www.ime.unicamp.br/bsp2020/ <https://www.ime.unicamp.br/bsp2020/>. > > > We would be grateful if you could advertise these events among your colleagues. > > On behalf of the organizing committee > > Dirk Erhard > Adriana Neumann > Christian Olivera

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Saint-Flour 2020 - First announcement
by Francesco Caravenna 13 Dec '19

13 Dec '19

Ricevo e inoltro. > Da: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> > Oggetto: Saint-Flour 2020 - First announcement > Data: 12 dicembre 2019 21:08:36 CET > A: saintflour(a)math.univ-bpclermont.fr > Rispondi a: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> > > SAINT-FLOUR 2020 - FIRST ANNOUNCEMENT > > Dear colleagues > > The 50th Saint-Flour Probability Summer School will be held on July 5-17, 2020. > > It is supported by the Université Clermont Auvergne and Centre National de la Recherche Scientifique. > > This year, the three courses will be: > > Ivan Corwin: Integrable probability and Gibbsian line ensembles > Sylvie Méléard: The interplay between scales in mathematical modeling for ecology and evolution > Allan Sly: Random Constraint Satisfaction Problems > Further information can be found on the conference website and YouTube channel: > > http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php <http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php> > https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daETw <https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daETw> > > Online registration will open in march. You will receive another announcement at that time. > > Please give the information to anyone else who might be interested. > > Best regards, > > The organizing committee > > Christophe Bahadoran, Hacène Djellout, Arnaud Guillin > > ------------------------------------------------- > > Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 > Université Clermont-Auvergne, Campus des Cézeaux > 3, place Vasarely > TSA 60026 CS 60026 > 63178 Aubière cedex, France > > Tel: +33 (0)4 73 40 70 50 > Fax: +33 (0)4 73 40 54 50 > > mailto:stflour@math.univ-bpclermont.fr <mailto:stflour@math.univ-bpclermont.fr>

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Energy Finance Italia: deadline approaching + YITP grants for young researchers
by Tiziano Vargiolu 12 Dec '19

12 Dec '19

Dear All, we wish to remind that the deadline for paper submissions for the fifth edition of the Energy Finance Italia Workshop - EFI5, which will be held in Rome, University of Roma Tre, next February 10-11, 2020 http://host.uniroma3.it/eventi/efi5/ is rapidly approaching (Sunday, December 15). We also want to advertise that, for the 3rd consecutive year, we are applying for the Young Investigator Training Program of the ACRI (Associazione Casse di Risparmio Italiane). If funded (as in the previous 2 editions), we will grant several 1-month positions to young researchers, coming from outside Italy, to spend in one Italian research institution of the network. In order to be eligible, the young researcher should submit a presentation to the workshop, and choose at least three research institutions to spend their grant at. All those interested in such positions are kindly asked to submit an extended abstract to the workshop (see http://host.uniroma3.it/eventi/efi5/) and to contact me (vargiolu(a)math.unipd.it), in order to have more precise details on the official procedure. Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminari di H.A.Mimun e G. Panizo a Roma, Univ. La Sapienza
by Faggionato, Alessandra 11 Dec '19

11 Dec '19

Buongiorno sotto trovate l'annuncio per due seminari che si terranno al Dipartimento di Matematica dell'Università La Sapienza a Roma la prossima settimana. grazie saluti alessandra ****************************************************************************************** *When*: Monday 16 December, 16:00 *Where*: Room B, Department of Mathematics, Sapienza University, Rome. *Speaker*: H.A. Mimun (Department of Mathematics, Sapienza University, Rome) *Title:* Percolation in the Miller-Abrahams random resistor network *Abstract: *The Miller-Abrahams random resistor network is used to study electron transport in amorphous solids. This resistor network is given by the complete random graph built on a marked homogeneous Poisson point process on R^d and each edge {x,y} is associated to a filament with conductance depending on the temperature, the distance between the points x,y and their associated marks. In this talk we consider the subgraph containing only edges with lower bounded conductances and, using the method of randomized algorithms developed by Duminil-Copin et al. and the renormalization argument proposed by Grimmett and Marstrand, we analyze the connection probabilities and the left-right crossings in appropriate regimes. These percolation properties are key ingredients for understanding the asymptotic behavior at low temperature of the effective conductivity of the Miller-Abrahams random resistor network. Joint work with Alessandra Faggionato (Sapienza University, Rome). ****************************************************************************************** *When*: Tuesday 17 December, 14:00 (sharp!) *Where:* Sala di Consiglio, Department of Mathematics, Sapienza University, Rome. *Speaker: *Gonzalo Panizo Garcia, IMCA, Lima, Perù *Title:* A self-interacting random walk *Abstract:* In 2011, Benjamini, Kozma and Schapira introduced a “balanced excited random walk” in the 4-dimensional lattice. In 2016, a similar model was studied by Peres, Schapira and Sousi in the 3-dimensional lattice. Here we generalize their constructions in the d-dimensional lattice, in the following way: if the walk visits a site for the first time, it makes a simple random walk step in the first d_1 dimensions, whereas if the site has been already visited, it makes a simple random walk step in the last d_2 coordinates. Both BKS and PSS proved transience in the non-overlapping case d=d_1+d_2, with d_1=d_2=4 (BKS) and d_1=1, d_2=3 (PSS). In this talk some result for the overlapping case (d_1+d_2>d) will be presented, in particular for d=4, d_1=2 and d_2=3. (Joint work with D. Camarena and A. Ramirez). -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Workshop Junior Female Researchers in Probability, 17.-19. June 2020
by Luisa Andreis 11 Dec '19

11 Dec '19

Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability" in Berlin, 17.-19. June 2020. The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote spekaers: Martina Hofmanova (Bielefeld) Nina Gantert (TU München) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Bonn) Maite Wilke Berenguer (Bochum) Female participants are invited to submit abstracts for contributed talks, and may apply for financial support. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers. Of course participation of men is very welcome, but presentations and financial support are reserved for women. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP20/ <https://www.wias-berlin.de/workshops/JFRP20/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher and Noemi Kurt IRTG 2544 Stochastic Analysis in Interaction, Berlin-Oxford

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4 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2020 campaign Labex Milyon
by Pietro Caputo 11 Dec '19

11 Dec '19

ricevo e inoltro: ---------- Forwarded message --------- From: Christophe SABOT <sabot(a)math.univ-lyon1.fr> Date: Mon, Dec 9, 2019 at 2:33 PM Subject: 4 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2020 campaign Labex Milyon Dear Colleagues, Please forward this message to interested colleagues and potential candidates. Best regards, Christophe Sabot Responsible of the Labex Milyon ----------------------------------------------------------------------------------------------------------------------------- The Excellence Laboratory Milyon <http://milyon.universite-lyon.fr> (Labex Milyon) opens the 2020 campaign of postdoctoral researchers in Lyon--Saint-Etienne in Mathematics, Computer Science and their interactions (including some aspects of theoretical physics). *Milyon offers four postdoctoral positions of two years* with no teaching load for the period 2020–2022. The application is open to all research areas of the labex Milyon (see here <https://milyon.universite-lyon.fr/about-research-126697.kjsp?RH=EN-MILYON-9…> ). More information on the link below: https://milyon.universite-lyon.fr/postdoctoral-positions-2020-2022--130160.… Deadline: January 7th 2020 ------------------------------------------------------------------------------------------------------------------------------

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Winter school in Leeds (13-17 January 2020)
by Tiziano De Angelis 09 Dec '19

09 Dec '19

Dear All, Just a kind reminder that registration for the winter school+workshop at the link below will close on the 15th of December. https://conferences.leeds.ac.uk/osfbp/ Best wishes Tiziano Sent from my iPhone

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Workshop "Graphs and Randomness in Turin"
by Federico Polito 09 Dec '19

09 Dec '19

Apologies for cross-posting. We are pleased to announce the workshop *Graphs and Randomness in Turin* January 20-21, 2020 Department of Mathematics "G. Peano", University of Torino, Italy For more information please see the webpage: https://sites.google.com/view/graphs-and-randomness-in-turin Registration is mandatory but free. To register please email tamas.makai(a)unito.it by January 15. Invited Speakers: - Elisabetta Candellero (Università degli Studi di Roma Tre) - Umberto De Ambroggio (University of Bath) - Nicola Del Giudice (Graz University of Technology) - Thomas M. Michelitsch (Sorbonne Université, CNRS) - Angelica Pachon (University of South Wales) - Guillem Perarnau (Universitat Politècnica de Catalunya) - Matt Roberts (University of Bath) - Tatyana Turova (Lund University) With best regards, The organisers, Tamás Makai Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862

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Re: [Random] Fwd: Post-doc position in Dynamical Systems @ Univ. of Rome Tor Vergata (fwd)
by Michele Gianfelice 09 Dec '19

09 Dec '19

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice > ---------- Forwarded message ---------- > Date: Fri, 6 Dec 2019 17:31:58 +0100 > From: Paolo Giulietti <paologiulietti.math(a)gmail.com> > To: undisclosed-recipients: ; > Subject: Fwd: Post-doc position in Dynamical Systems @ Univ. of Rome Tor > Vergata > > > > ---------- Forwarded message --------- > From: Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it> > Date: Thu, Dec 5, 2019 at 6:08 PM > Subject: Post-doc position in Dynamical Systems @ Univ. of Rome Tor > Vergata > To: > Cc: Carlangelo Liverani <liverani(a)mat.uniroma2.it>, > <butterley(a)mat.uniroma2.it>, Alfonso Sorrentino > <sorrentino(a)mat.uniroma2.it> > > > Dear colleagues, > We would like to bring to your attention the following opening for a > 2-year research fellowship in Dynamical Systems at > University of Rome Tor Vergata. > This position is supported by the national grant MIUR-PRIN 2017 "Regular > and stochastic behaviour in dynamical systems". > > More information in the enclosed documents (both in italian and english) > and on > thewebsite: https://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpag… > tion_id/4992 > > Applications should be received by 30/01/2020. > > We would be very grateful if you could help us bring this advertisement to > the attention of potential candidates. > > Do not hesitate to contact us if you need further information. > > Kind regards, > > Oliver Butterley > Carlangelo Liverani > Alfonso Sorrentino > > > -- > Dipartimento di Matematica > Università degli Studi di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Rome (Italy) > > > > > -- > ------------------------------------------------------------------------- > "NO! Try not. Do, or do not. There is no try." > > "Much to learn, you still have." > > \\Yoda\\

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Tenure track position in stochastic analysis
by Enrico Priola 07 Dec '19

07 Dec '19

====================================== Tenure Track Professorship of Stochastic Analysis (University of Konstanz, Germany) At the Department of Mathematics and Statistics of the University of Konstanz, there is an opening for a Tenure Track Professorship of Stochastic Analysis (Tenure to W3). The successful candidate is expected to have outstanding knowledge of stochastic analysis with connections to partial differential equations and an excellent research record in a current field that complements and strengthens research areas of the department, in particular in stochastics and analysis. The deadline is January 6th, 2020. Further information can be found in German and English at: https://www.uni-konstanz.de/stellenangebote/stellenauswahl.php/stellenauswa… For more informations: Markus Kunze <markus.kunze(a)uni-konstanz.de>

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Seminario Antonio Lerario Roma Tor Vergata
by Anna Vidotto 06 Dec '19

06 Dec '19

I would like to announce the following talk that will be held on Thursday December 12th 2019, at 4:30 PM, in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Antonio Lerario (SISSA Trieste) Title: Low-degree approximation of real singularities Abstract: In this talk I will discuss some recent results that allow to approximate a real singularity given by polynomial equations of degree $d$ (e.g. the zero set of a polynomial, or the number of its critical points of a given Morse index) with a singularity which is diffeomorphic to the original one, but it is given by polynomials of degree $O(d^{1/2}log d)$. The approximation procedure is constructive (in the sense that one can read the approximating polynomial from a linear projection of the given one) and quantitative (in the sense that the approximating procedure will hold for a subset of the space of polynomials with measure increasing very quickly to full measure as the degree goes to infinity). This is based on a combination of joint works with P. Breiding, D. N. Diatta and H. Keneshlou. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — —————— Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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2020 ABS Summer School on Bayesian Causal Inference (Florence, Italy)
by Consonni Guido 05 Dec '19

05 Dec '19

We are glad to announce that the 2020 Applied Bayesian Statistics Summer School (17th edition) will be held in Florence, Italy. BAYESIAN CAUSAL INFERENCE 8-12 June, 2020 Lecturer: Prof. Fan Li, Duke University, Durham, NC, USA Further details are provided below. Guido Consonni and Fabrizio Ruggeri ABS20 Directors Raffaele Argiento and Antonio Pievatolo ABS20 Executive Directors ------------------------------------------------------------------------ ******************************* * ABS20 * ******************************* Applied Bayesian Statistics School BAYESIAN CAUSAL INFERENCE Florence Center for Data Science, University of Florence Florence, Italy 8-12 June, 2020 Lecturer: Prof. Fan Li (Department of Statistical Science, Duke University, Durham, NC, USA) https://stat.duke.edu/people/fan-li The conference webpage is >>> http://www.mi.imati.cnr.it/conferences/abs20/index.html <<< Registration is now open to reserve a place (but payments are possible only from early January). Please note that the conference room allows only for a very limited number of participants. COURSE OUTLINE The aim of this course is to introduce the fundamental concepts and state-of-art methods for causal inference under the potential outcome framework. The lectures will be organized by the treatment assignment mechanisms. Topics will cover randomized experiments, observational studies with ignorable assignment mechanisms, natural experiments, sequential ignorable longitudinal treatments. Recent advances related to machine learning and more complex situations such as spatial-temporal treatments and interference will also be discussed. All methods will be illustrated via real case studies in health studies, economics and biology. Though the causal framework and most of the methods are independent of the inferential paradigm, an emphasis will be put on the Bayesian paradigm for inference. TENTATIVE PROGRAM See the daily program on the website. PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions (run by a junior researcher), as well as participants' talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday afternoon is free. Info on accommodation will appear soon on the website. Florence (Firenze) is easily accessible by train, airplane or car.

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RISKS Special Issue
by Luca di persio 05 Dec '19

05 Dec '19

Dear all, this is to communicate the *call for papers* related to the following RISKS Special Issue: *New Challenges in Mathematical Finance: From S(P)DEs to Machine Learning* more details can be found in the attached flyer. All the best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa8.com <http://www.hpa8.com/>

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Fwd: Open PostDoc position in Augsburg
by Marco Romito 05 Dec '19

05 Dec '19

--------------------------------------------------------------------------------------------------- Assistant position (PostDoc) for 3 years "Wissenschaftliche Mitarbeiterin / Wissenschaftlicher Mitarbeiter (m/w/d)" At the Universität Augsburg, Chair of Nonlinear Analysis, in the area of stochastic partial differential equations, stochastic analysis, stochastic dynamical systems, or related fields. Scheduled to start on April 1, 2020 until March 31, 2023 For the official advertisement (in German only) see: https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2019/11/25… Please sent your application including a full CV, a short description of your research interests and a list of publications (either in German or English) via e-mail preferably in a single pdf file to: dirk.bloemker(a)math.uni-augsburg.de <mailto:dirk.bloemker@math.uni-augsburg.de> For questions regarding the position or the research group at the Chair of Nonlinear Analysis, please contact directly Prof. Dr. Dirk Blömker (dirk.bloemker(a)math.uni-augsburg.de <mailto:dirk.bloemker@math.uni-augsburg.de>) Deadline: Januar 6, 2020 Requirements: PhD in Mathematics Workload: 100% position salary: E13 TV-L teaching duties: 5 hours per week during term time -- Prof. Dr. Dirk Blömker, Institut für Mathematik, Universität Augsburg, 86135 Augsburg, Germany Telefon: ++49 (0821) 598 - 2156 Telefax: ++49 (0821) 598 - 2200 E-Mail: dirk.bloemker(a)math.uni-augsburg.de Skype: bloemker21

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mini workshop - A LATE MORNING ON INFORMATION GEOMETRY - 6 Dicembre
by Paola Siri 03 Dec '19

03 Dec '19

MINIWORKSHOP Venerdì 6 Dicembre alle ore 11.00 nell’aula BUZANO del Dipartimento di Scienze Matematiche “G.L.Lagrange” (DISMA) - Politecnico di Torino si terrà il miniworkshop A LATE MORNING ON INFORMATION GEOMETRY Per i dettagli si veda la locandina allegata. Tutti gli interessati sono caldamente invitati a partecipare. Cordiali saluti, Paola Siri e Barbara Trivellato

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Fwd: [isspsm] XXXVI International Seminar on Stability Problems for Stochastic Models
by RITA GIULIANO 03 Dec '19

03 Dec '19

Ricevo e inoltro Rita Giuliano -------- Messaggio originale -------- Oggetto: [isspsm] XXXVI International Seminar on Stability Problems for Stochastic Models Data: 03.12.2019 07:47 Mittente: "isspsm2020" <isspsm2020(a)krc.karelia.ru> Destinatario: <isspsm(a)lists.cs.msu.ru> Dear Colleagues, On behalf of the organizing committee we are pleased to invite you to participate in the XXXVI INTERNATIONAL SEMINAR ON STABILITY PROBLEMS FOR STOCHASTIC MODELS HTTP://ISSPSM2020.KRC.KARELIA.RU/ which will be held in PETROZAVODSK, KARELIA, RUSSIA from 22 TO 26 OF JUNE 2020 under the auspices of the Institute of Applied Mathematical Research of the Karelian Research Centre of the Russian Academy of Sciences, Faculty of Computational Mathematics and Cybernetics of the Lomonosov Moscow State University, Institute of Informatics Problems of the Federal Research Scientific Center "Computer Science and Control" of the Russian Academy of Sciences and Moscow Centre of Fundamental and Applied Mathematics. Please, find the first information letter in the ATTACHMENT and feel free to pass this invitation to your colleagues. INTERNATIONAL PROGRAM COMMITTEE Victor Korolev (Moscow, Russia - Chairman) Vladimir Mazalov (Petrozavodsk, Russia - Chairman) Evsey Morozov (Petrozavodsk, Russia - Vice-Chairman) Irina Shevtsova (Moscow, Russia - Vice-Chairman) Andrey Gorshenin (Moscow, Russia - Secretary) Vladimir Chichagov (Perm, Russia) Sándor Baran (DEBRECEN, Hungary) István Fazekas (DEBRECEN, Hungary) Yuri Khokhlov (Moscow, Russia) Lev Klebanov (Prague, Czech Republic) Vassily Kolokoltsov (Warwick, United Kingdom) Edward Omey (Leuven, Belgium) Enzo Orsingher (Rome, Italy) Gyula Pap (DEBRECEN, Hungary) Yuri Pavlov (Petrozavodsk, Russia) Anna Rettieva (Petrozavodsk, Russia) Alexander Rumyantsev (Petrozavodsk, Russia) Georgy Shevlyakov (Saint-Petersburg, Russia) Alexander Zeifman (Vologda, Russia) THE MAIN TOPICS OF THE XXXVI SEMINAR · Limit Theorems and Stability Problems of Probability Theory · Stochastic Processes · Statistics of Time Series and Stochastic Processes · Finance, Insurance, Risk · Spatial Statistics · Applied Statistics and Data Analysis · Stochastic Dynamics · Random Graphs · Queuing Theory and Modeling · Information Systems · Probability Distributions · Discrete Probability Models · Nonparametric Statistics · Statistical Learning · Stochastic Games PUBLICATIONS Abstracts of communications on the XXXVI International Seminar on Stability Problems for Stochastic Models will be published before the Seminar. Selected proceedings of International Seminar on Stability Problems for Stochastic Models will be published in the Journal of Mathematical Sciences [1] (Springer Science+Business Media, ISSN: 1072-3374) and in the journal Informatics and Applications [2] (ISSN: 1992-2264). IMPORTANT DEADLINES · APRIL 1, 2020 - preliminary registration, abstract submission · April 15, 2020 - notification of acceptance · MAY 1, 2020 - early registration fee payment SEMINAR WEBSITE: HTTP://ISSPSM2020.KRC.KARELIA.RU/ For any questions, please, contact isspsm2020(a)krc.karelia.ru On behalf of the International Program Committee, Victor Korolev, Chairman Irina Shevtsova, Vice-Chairman On behalf of the Local Organizing Committee_,_ Vladimir Mazalov, Chairman Evsey Morozov, Vice-Chairman Links: ------ [1] http://www.springer.com/mathematics/journal/10958 [2] http://www.ipiran.ru/journal/issues/ _______________________________________________ isspsm mailing list isspsm(a)lists.cs.msu.ru https://lists.cs.msu.ru/mailman/listinfo/isspsm

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Seminario di Tyler Helmuth (Bristol) a Roma Tre, 12-12-2019
by Alexandre Stauffer 03 Dec '19

03 Dec '19

SEMINARIO Probabilita' Tyler Helmuth (University of Bristol) Titolo: Random spanning forests and hyperbolic symmetry Giovedi' 12 Dicembre 2019 ORE 10:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract The arboreal gas is a probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and specializes to the uniform measure on spanning forests when p = 1/2. One is naturally lead to ask about the percolative properties of the arboreal gas, and this turns out to be a surprisingly rich question. I will discuss some results and conjectures about the arboreal gas, most of which are based on important relations between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work in progress with Roland Bauerschmidt, Nick Crawford, and Andrew Swan.

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Economists For Future (fwd)
by Tiziano Vargiolu 02 Dec '19

02 Dec '19

Per completezza: c'e' una cosa molto importante che non viene detta sotto, ma nella procedura di firma si', ed e' questa: IMPORTANT: This open letter is open to everyone to sign, not just economists! Cordiali saluti a tutti ---------- Forwarded message ---------- Date: Mon, 02 Dec 2019 13:16:12 +0000 From: Luisa Jentsch <noreply(a)econ4future.org> Reply-To: info(a)econ4future.org To: Tiziano <vargiolu(a)math.unipd.it> Subject: Economists For Future Dear Tiziano, I write to introduce you to Economists for Future?s open letter that is calling on the economics community to raise its game and devise a more impactful contribution to tackling climate change. Economists for Future is an international student-led organisation with the aim to put pressure on the economics community to treat climate change like the emergency it is. While many economists have shown great academic leadership on this issue, the overall contribution from the community has not been commensurate with the magnitude of the problem. The shortage of climate change related articles in top journals is one such demonstration. For example, the most-cited journal in our discipline has never published an article on climate change [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/YJmX2li…]. As the next generation of economists, as young people who will live through the most severe climate effects and as individuals with a deep belief in the power of good economics to make the world a better place, we feel an acute pressure to ?do more? that we are hoping you will share. We think economists have both a responsibility and an enormous opportunity to have an even greater contribution to help tackle this emergency. The open letter (attempts to) make the case for economists seizing this opportunity to provide the intellectual framework that enables a rapid decarbonisation that is coupled with a great leap in human progress. We would like to invite you to support this initiative by signing the letter, which you can do by filling out the form on our website. [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/K8_4G0o…] And, if you agree with it, we would kindly ask you to share your support among your social and academic networks. If you have any questions about our initiative or the letter, we would love to hear from you ? at the end of the day, we are curious students that desire more from the discipline we want to dedicate our lives to. Kind Regards, Luisa Jentsch Economists For Future Website: econ4future.org [econ4future.org] Facebook [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/CY-m9M0…] Instagram [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/qHhHAzS…] Twitter [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/zMI73YS…]

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Presentazione Rapporto IVASS 2019 (fwd)
by Tiziano Vargiolu 02 Dec '19

02 Dec '19

---------- Forwarded message ---------- Date: Mon, 2 Dec 2019 09:28:26 +0100 From: Paolo Foschi <foschip(a)gmail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: Paolo Foschi <foschip(a)gmail.com> Subject: Presentazione Rapporto IVASS 2019 Caro Tiziano, la prossima settimana, a Rimini, ospitiamo i tecnici dell?IVASS che presentano il rapporto sullo stato del sistema assicurativo italiano. Potresti far circolare la locandina nella mailing list random? Grazie e saluti, Paolo ?? Giornata IVASS 9 Dicembre 2019 14:00-17:00 "Il Mercato Assicurativo Italiano: Update sul 2019." Aula Magna Campus di Rimini, Universit? di Bologna Via Domenico Angher? 22, Rimini Ore 14.00 Introduzione Chair Paolo Foschi (Univ. di Bologna) Ore 14:15 Il mercato assicurativo itliano: struttura, perfomance e solvibilit?, Leandro D'Aurizio (IVASS) Ore 15:00 Assicurazioni Vita: Ramo I e Ramo III, Riccardo Cesari (IVASS) Ore 15:45 Il mercato delle polizze RC auto: aspetti economici-quantitativi, Marco Cosconati (IVASS) Ore 16.30 Discussione e domande Carlo Mazzaferro (Univ. di Bologna) ORe 17:00 Chisura dei lavori Riccardo Cesari (IVASS) Pre Info: Prof. Paolo Foschi (paolo.foschi2(a)unibo.it) Dip. di Scienze Statistiche, Universit? di Bologna

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Seminario Prof. Claudio Macci
by malongob＠unina.it 30 Nov '19

30 Nov '19

Il Prof. Claudio MACCI dell'Università di Roma Tor Vergata mercoledì 4 dicembre 2019 alle ore 16 nell'Aula E al III livello del Dipartimento di Matematica e Applicazioni dell'Università degli Studi di Napoli Federico II terrà un seminario dal titolo: Large deviations for risk measures in finite mixture models ABSTRACT Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is important to investigate the committed error. In this paper we study the asymptotic behaviour of estimated risk measures, as the data sample size tends to infinity, in the fashion of large deviations. We obtain large deviation results by applying the contraction principle, and the rate functions are given by a suitable variational formula; explicit expressions are available for mixtures of two models. Finally, our results are applied to the most common risk measures, namely the quantiles, the expected shortfall and the shortfall risk measure. Joint work with Valeria Bignozzi and Lea Petrella. La proponente Maria Longobardi

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Avviso seminario_Alessandra Faggionato_Giovedì 5 dicembre_ore 16
by Carlo Orrieri 28 Nov '19

28 Nov '19

Avviso di Seminario, università di Trento Stochastic homogenization in amorphous media and applications to interacting particle systems and random resistor networks Giovedì 5 dicembre 2019 Luogo: Polo Ferrari 1, via Sommarive, 5 - Povo (TN) - Aula A221 Ore: 16:00 Relatore: Alessandra Faggionato (Università La Sapienza, Roma) Abstract: We consider random walks on marked simple point processes with symmetric jump rates and unbounded jump range. Examples are given by simple random walks on Delaunay triangulations or Mott variable range hopping in doped semiconductors. We present homogenization results for the associated Markov generators. As a first application, we obtain the hydrodynamic limit of the exclusion process given by multiple random walks as above, with hard–core interaction. As a second application, we derive a limit theorem for the effective conductivity of some classes of random resistor networks. This result together with a percolation-type analysis allows to derive the low temperature scaling behavior of conductivity in some classes of strongly disordered media.

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premi banditi dalla Società Italiana di Statistica
by Antonio DI CRESCENZO 27 Nov '19

27 Nov '19

Sono disponibili sul sito della SIS bandi e regolamenti per i seguenti premi: – migliori tesi di dottorato di ricerca; – migliore tesi di Laurea Magistrale in Statistica Matematica (in ricordo del Prof. Oliviero Lessi); – Premio SIS 2019-2020 per la Didattica della Statistica. Maggiori informazioni sono accessibili agli indirizzi seguenti: http://www.sis-statistica.it/ita/9933/Premio%20per%20le%20migliori%20tesi%2… http://www.sis-statistica.it/ita/9960/Premio%20per%20la%20migliore%20tesi%2… http://www.sis-statistica.it/ita/9920/Premio%20per%20la%20Didattica%20della…

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Mini corso: ASYMPTOTICS FOR POSTERIOR BAYESIAN INFERENCE
by Matteo Ruggiero 27 Nov '19

27 Nov '19

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, con piacere annunciamo il seguente mini corso: ---------------------------------------------- Botond SZABO (Leiden University) ASYMPTOTICS FOR POSTERIOR BAYESIAN INFERENCE ---------------------------------------------- Il corso avrà luogo in Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: Dec 10: 14.00-16.00, Room 30 Dec 11: 14.00-16.00, Room 30 Dec 12: 11.15-13-15, Room 11 Dec 12: 14.00-16.00, Room 11 Il corso è rivolto agli studenti del secondo anno della Laurea Magistrale, ma la partecipazione è aperta a tutti gli interessati. Il programma completo di Visiting Professors, consultabile alla pagina https://www.master-sds.unito.it/go/visiting è supportato dalla Fondazione CRT e dalla “de Castro” Statistics Initiative (www.carloalberto.org/stats) del Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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PostDoc position in Graz
by Daniela Bertacchi 26 Nov '19

26 Nov '19

Open Assistant position (PostDoc) for 2 1/2 years Graz University of Technology, Austria Institute of Discrete Mathematics Working Groups Structure Theory and Stochastics & Noncommutative Structures (Wolfgang Woess & Franz Lehner) Scheduled to start on March 1, 2020. Requirements: PhD in Mathematics or Technical Mathematics, awarded before the beginning of the engagement. Desired qualifications: scientific interest in the fields of Stochastic Processes (random walks) and their analytic counterparts, Graph Theory, Geometric Group Theory and Noncommutative Probability, possibly combining those topics. Readiness to collaborate in research projects in these areas. Workload 40 hours/week. Teaching duties of 4 hours per week per semester, in particular for Mathematics in the Engineering sciences, in German (!). For details + how to apply, see https://www.math.tugraz.at/~woess/position Wolfgang Woess Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess <http://www.math.tugraz.at/~woess>

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concorso RTD-B MAT 06 all'Aquila
by davide gabrielli 25 Nov '19

25 Nov '19

Segnalo il bando di ricercatore a tempo determinato di tipo B nel settore scientifico disciplinare MAT/06 Probabilità e statistica matematica presso il Dipartimento di ingegneria e scienze dell'informazione e matematica dell'Università dell'Aquila. Il bando si trova al seguente link https://www.univaq.it/section.php?id=1532 Scadenza 19-12-2019 Si prega di darne la massima diffusione, cordiali saluti Davide Gabrielli

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Seminar Berthet @Bocconi
by Giacomo Zanella 25 Nov '19

25 Nov '19

We announce the following DEC Statistics seminar: Thursday, November 28 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Quentin Berthet (Google Research) Title: Optimal transport methods in statistics and machine learning: theory and applications Abstract: Optimal transport is one of the foundational problems of optimization, and a very important topic in analysis. It asks how one can transport mass with a given measure to have another measure, with minimal global transport cost. The associated Wasserstein distance is a useful statistical tool to compare distributions, taking into account geometric properties of the data. In this presentation, I will talk about two recent projects on this topic. In the first one, we propose a novel approach for unsupervised embedding alignment, and show applications to natural language processing. It is based on a new approach for Wasserstein loss minimization (joint work with E. Grave and A. Joulin). In the second one, we provide new methods and guarantees for estimation of distributions with smooth densities, in the Wasserstein distance. We show that these tools, inspired by techniques in nonparametric statistics, yield information-theoretic optimal results. We also develop ideas to handle our proposed estimators in a computationally efficient manner, and explore some of the associated computational trade-offs (joint work with J. Weed). Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to elisa.picassi(a)unibocconi.it

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Extended deadline: MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 25 Nov '19

25 Nov '19

*CALL FOR CONTRIBUTIONS - EXTENDED DEADLINE* *MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE*April 15-17, 2020 - Geneve (CH) *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * The Steering Committee is delighted to announce the 9th International Conference *MAF 2020*. * *MAF 2020* promotes interaction between *mathematicians* and *statisticians* in *actuarial sciences* and *finance*. * *MAF 2020* is open to *academicians* and to *professionals*, to encourage cooperation. * *MAF 2020* covers a *wide variety of subjects* in actuarial science and financial fields. * *MAF 2020* will be held at the *Université de Genève*, in *April 15-17*, *2020*. * *We invite submission of original contributions*. * *Important DEADLINE*: - Submission of 1-page abstracts: December 20th, 2019. - Organized session proposals: December 20th, 2019. - Submission of short papers (facultative): December 20th, 2019. - Early bird registration: December 20th, 2019. *The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. * Keynote speakers - *Michael O'Neill*, Centre for Business Analytics, University College Dublin; - *Jaap Spronk*, Erasmus School of Economics (NEH) & Rotterdam School of Management - *Howell Tong*, London School of Economics and Political Science Apologies for cross-posting. The warmest regards, Marco CORAZZA | Ca'Foscari University of Venice (I) [Behalf of the Steering Committee] Manfred GILLI | University of Geneve (CH) Cira PERNA | University of Salerno (I) Claudio PIZZI | Ca'Foscari University of Venice (I) Marilena SIBILLO | University of Salerno (I)

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Seminatio Pierre Patie @ UniTo - 5 Dicembre
by Bruno Toaldo 25 Nov '19

25 Nov '19

********************************************************************* SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Giovedì 5 Dicembre 2019 alle ore 14:00 nell'aula Magna del Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Pierre Patie* (Cornell University, Ithaca, NY, USA) terrà un seminario dal titolo *Completely monotone intertwining relations* Abstract: In this talk, we introduce the concept of completely monotone intertwining relations as a strengthening of usual intertwining relations between Markov semi-groups. We proceed by providing some interesting applications of this new idea which includes the characterization of ergodic constants and hypercontractivity estimates for non-self-adjoint semigroups. We illustrate these results by presenting several examples that have emerged from the recent literature: discrete-to-continuous interacting particle models, degenerate hypoelliptic Ornstein-Uhlenbeck processes, and diffusion-to-jump Jacobi processes. This talk is based on a joint a work with L. Miclo (IMT Toulouse). Tutti gli interessati sono invitati a partecipare.

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First Announcement Conference SPDE&A Levico 2020
by Stefano Bonaccorsi 25 Nov '19

25 Nov '19

First Announcement of the Conference on Stochastic Partial Differential Equations & Applications - XI edition We are pleased to inform you that the "Conference on Stochastic Partial Differential Equations & Applications" will be held from June 1st to June 5th, 2020 in Levico Terme (Trento, Italy). This is the XI-th edition of a series of conferences on SPDEs which, during the years, has become one of the most popular occasions for the community to meet and discuss the latest developments. This year we have, for the first time, 4 mini-courses given by (1) Francesco Caravenna (Italy) (2) Martin Hairer (UK) (3) Martina Hofmanova (Germany) (4) Nikolay Tzvetkov (France) All the researchers in the field are invited to participate. We especially invite young researchers (at Ph.D. or Post-doctorate level) to attend the conference and give a short presentation in dedicated sessions we aim to organize. We are trying to secure funds to support their expenses. Any further information can be found in the website of the conference: https://spdelevico2020.wordpress.com/ Best regards, Stefano Bonaccorsi, Sandra Cerrai, Franco Flandoli, Lorenzo Zambotti (organizing committee)

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Seminario RYDER
by Pierpaolo De Blasi 22 Nov '19

22 Nov '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 29 Novembre 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Robin RYDER (Université Paris Dauphine) A BAYESIAN NON-PARAMETRIC METHODOLOGY FOR INFERRING GRAMMAR COMPLEXITY Based on a set of strings from a language, we wish to infer the complexity of the underlying grammar. To this end, we develop a methodology to choose between two classes of formal grammars in the Chomsky hierarchy: simple regular grammars and more complex context-free grammars. To do so, we introduce a probabilistic context-free grammar model in the form of a Hierarchical Dirichlet Process over rules expressed in Greibach Normal Form. In comparison to other representations, this has the advantage of nesting the regular class within the context-free class. We consider model comparison both by exploiting this nesting, and with Bayes’ factors. The model is fit using a Sequential Monte Carlo method, implemented in the Birch probabilistic programming language. We apply this methodology to data collected from primates, for which the complexity of the grammar is a key question. (joint work with L. Murray, J. Rousseau and A. Thin) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/ <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Mini-corsi a Strasburgo per studenti magistrali
by Dario Trevisan 21 Nov '19

21 Nov '19

Salve, segnalo questa iniziativa di mini-corsi di probabilità che si terranno a Strasburgo nella settimana 20-24 Gennaio 2020, http://irma.math.unistra.fr/stochastique/mc2020/ rivolta a studenti delle lauree magistrali francesi (M1) -- principalmente per pubblicizzare il loro M2 -- ma aperta alla presenza di studenti equivalenti italiani (primo anno di magistrale). Mi hanno comunicato che sono ancora a disposizione alcuni fondi per pagare/rimborsare viaggio e alloggio, e di fare pubblicità anche in Italia. Se siete a conoscenza di qualche studente particolarmente capace e interessato, magari che parli un po' di francese, invitatelo pure a mettersi direttamente in contatto con gli organizzatori (N. Juillet, X. Zeng). Saluti, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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ECSO - CMS 2020 first Call for Papers
by Martina Nardon 20 Nov '19

20 Nov '19

* Apologies for cross-posting First Announcement and Call for Papers Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference 1-3 July 2020, Venice, Italy We are delighted to invite you to Venice, Italy, 1-3 July 2020, at the Department of Economics, Ca’ Foscari University. ECSO - CMS 2020 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2020 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2020 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world. The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. Venue: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2020 IMPORTANT DATES Abstract submission: March 1, 2020 Notification of acceptance: April 1, 2020 Early registration: April 15, 2020 A Best Student Paper Prize of 600 euro will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2020(a)unive.it). Deadline for the submissions to the prize is May 15. The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, London Business School (UK) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) Conference Secretariat: ecsocms2020(a)unive.it Conference hashtag: #ecsocms2020 Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Fwd: [ST-NET] Edinburgh Lectureship/Readership in Probability and Stochastic Analysis
by Mario Maurelli 19 Nov '19

19 Nov '19

---------- Forwarded message --------- Da: Martin Keller-Ressel <st-net(a)mailbox.tu-dresden.de> Date: lun 21 ott 2019 alle ore 18:46 Subject: [ST-NET] Edinburgh Lectureship/Readership in Probability and Stochastic Analysis To: st-net(a)zib.de <st-net(a)zib.de> Von: Goncalo dos Reis @UoE <g.dosreis(a)ed.ac.uk> --- Dear friends, dear colleagues, Permanent position in Probability and Stochastic Analysis Position: Lectureship (assistant prof)/Readership (associate prof) As part of an ambitious long-term plan for the School of Mathematics, the University of Edinburgh is making a substantial number of new appointments in the Mathematical Sciences, which includes expansion into part of the new £40M Bayes Centre. As part of this development, we are recruiting in Probability and Stochastic Analysis (broadly interpreted) to start on 1st June 2020 or around that date by mutual agreement. We expect candidates to have either an established record of first-class research or to be able to demonstrate excellent research potential. Those pursuing interdisciplinary research with links to other fields, for instance, Computing, Engineering, Finance, Physics, or links to industry are also encouraged to apply. In addition to carrying out high-quality research, the successful candidate will contribute to the teaching of undergraduate courses and the teaching and further development of our successful MSc programmes in Mathematical Finance. Salary Scale: £41,526 - £49,553 per annum. Very strong and experienced applicants may be appointed to a Readership, for which the salary is £52,559 - £59,135. Applications close at 5pm (UK time) on 29 November 2019 Interviews will take place in Edinburgh during the week 13-17 January 2020 Informal enquiries may be made to Professor Iain Gordon (Head of School) email hosmaths(a)ed.ac.uk. further details: https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobs… with kind regards to all Goncalo dos Reis _______________________________________________ St-net mailing list St-net(a)zib.de https://listserv.zib.de/mailman/listinfo/st-net --------------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html ---------------------------------------------------------------------------

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Fwd: Probability postdoc @ McGill
by Faggionato, Alessandra 19 Nov '19

19 Nov '19

---------- Messaggio inoltrato ---------- Da: *Louigi Addario-Berry* <louigi(a)gmail.com> Data: sabato 16 novembre 2019 Oggetto: Probability postdoc @ McGill A: "Linan Chen, Prof." <linan.chen(a)mcgill.ca>, Jessica Lin < jessica.lin(a)mcgill.ca>, Elliot Paquette <elliot.paquette(a)gmail.com> Dear colleague, We are advertising a 3-year postdoc in probability at McGill; details appear below. We would be grateful if you could pass along this ad to anyone who may be interested. The application deadline is December 10. Thanks very much, Louigi, Linan, Jessica and Elliot. -- To apply: https://www.mathjobs.org/jobs/jobs/15010 The Department of Mathematics and Statistics at McGill University is advertising a three-year postdoctoral fellowship in probability theory and related fields. The postdoctoral fellow will include a teaching obligation of two courses per year. Candidates must have a doctoral degree in mathematics or a related discipline at the date of appointment, and must have demonstrated the capacity for independent research of excellent quality. The probability group includes four faculty members from the McGill Department of Mathematics and Statistics (Louigi Addario-Berry, Linan Chen, Jessica Lin and Elliot Paquette), as well as several faculty members from other McGill departments and other Montreal universities. The fellowship will include a generous salary, and additional funding will be available to the postdoc for research-related travel. Moreover, postdoctoral fellows, depending on their residency status, may pay a reduced tax rate (via the Québec program "Tax Exemption for Foreign Postdoctoral Trainees"). McGill University is committed to equity and diversity. We welcome and encourage applications from women, Indigenous persons, people with disabilities, members of racialized communities, LGBTQIA+ individuals, and other groups which are currently underrepresented within the mathematical community. Candidates are welcome to signal any leave that affected productivity, or any other circumstances that may have had an effect on their career path. This information will be considered to ensure the equitable assessment of the candidate’s record. McGill seeks to ensure the equitable treatment and full inclusion of people with disabilities by striving for the implementation of universal design principles transversally, across all facets of the University community, and through accommodation policies and procedures. Individuals who anticipate needing accommodations for any part of the application process may contact, in confidence, accessibilityrequest.hr(a)mcgill.ca, or phone at 514-398-2477. Applications should be submitted via MathJobs.org and should include 3 references. All qualified applicants are encouraged to apply; however, in accordance with Canadian immigration requirements, Canadians and permanent residents will be given priority. To ensure full consideration applications must be received by December 10, 2019. -- Information about work permits, healthcare and benefits, parental leave, and other employment-related questions can be found at the following links. https://www.mcgill.ca/gps/postdocs https://www.mcgill.ca/gps/postdocs/international/workpermit https://www.mcgill.ca/gps/postdocs/fellows/healthcare https://www.mcgill.ca/gps/students/graduate-policies- and-regulations/parental-leave -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar Wadsworth @Bocconi
by Giacomo Zanella 18 Nov '19

18 Nov '19

We announce the following DEC Statistics seminar: Thursday, November 21 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Jenny Wadsworth (Lancaster University) Title: Towards higher-dimensional spatial and spatio-temporal extremes Abstract: The past decade has seen a huge effort in modelling the extremes of spatial processes. Significant challenges include the development of models with an appropriate asymptotic justification for the tail; ensuring model assumptions are compatible with the data; and the fitting of these models to (at least reasonably) high-dimensional datasets. I will review basic ideas of modelling spatial extremes, and introduce a more scalable approach via conditioning on a single site being extreme, which can also be applied in the space-time context. Furthermore, the sometimes-undesirable nature of conditioning on an extreme event at a particular location can be circumvented by an importance sampling algorithm to change the conditioning event. As we move towards being able to model extremes at more locations, we must also learn to deal with the complex structures of larger datasets, such as spatial nonstationarity in the extremal dependence. Some approaches to simplify these structures via deformations tailored to extremal dependence will also be discussed. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to elisa.picassi(a)unibocconi.it

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Seminar: okada@DISMEQ Department of Statistics and Quantitative Methods, University of Milano-Bicocca
by Fulvia Pennoni 18 Nov '19

18 Nov '19

----------------------------------------------------------------------------------- ** 21/11/2019 h.11.00 /Building U7 4th floor - Seminar Room 4026/ Department of Statistics and Quantitative-Methods, Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- MULTIDIMENSIONAL SCALING OF ASYMMETRIC RELATIONSHIPS Akinori Okada Professor Emeritus of the Rikkyo University, Tokyo okada(a)rikkyo.ac.jp Torgerson (1952) introduces his multidimensional scaling as the first practical method of representing proximity (similarity, dissimilarity) relationships among objects in a multidimensional space or a configuration. The method is called metric, which means that the observed proximities are assumed to be interval or ratio scaled values. Shepard (1962a, b) and Kruskal (1964a, b) introduced methods which are called nonmetric multidimensional scaling. Nonmetric multidimensional scaling assumes that the observed proximities are ordinal scaled values. This mean that only the information which of two proximities is larger (or smaller) than the other is utilized in the analysis. The nonmetric multidimensional scaling of Kruskal (1964a, b) has been used most frequently in practical applications of multidimensional scaling, and several multidimensional scaling methods based on the similar idea of Kruskal (1964a, b) have been introduced. The multidimensional scaling developed so far assumes that the proximity is symmetric. Several researchers focused their attention on the asymmetry in various sorts of proximity; similarity/dissimilarity judgment, same/different judgment, reaction time, social and psychological distance, and so on. It is meaningful to develop asymmetric multidimensional scaling which can represent asymmetric proximity relationships among objects in a configuration. Various kinds of procedures to analyze an asymmetric proximity matrix were invented. We concentrate on the multidimensional scaling which is based on the distance among points, each representing an object, in a multidimensional space (distance model). The asymmetric multidimensional scaling by Okada and Imaizumi (1987) represents asymmetric proximity relationships among objects by the interpoint distance in a multidimensional configuration. The distance between two points is symmetric. It is difficult to represent asymmetric relationships simply by the interpoint distance, because the distance itself is symmetric. The model of Okada and Imaizumi (1987), which is called Distance-radius model, represents an object by a point and a circle [two-dimensional model] (sphere [three-dimensional] or hypersphere [larger than three-dimensional]) centered at the point in a multidimensional space. Several models were derived from the model. Multidimensional scaling mentioned above, regardless of metric or nonmetric and of being able to represent asymmetry or not, analyzes one proximity matrix (object x object) or one-mode two-way proximities (Carroll and Arabie, 1980). To analyze a set of proximity matrices each comes from a source (object x object x source) or two-mode three-way proximities, INDSCAL was developed by Carroll and Chang (1970). INDSCAL can represent relationships among objects and how each source (individual) has different relationships among objects each other. While INDSCAL can represents differences among sources, it cannot represent the asymmetry in relationships among objects of each source. The model of Okada and Imaizumi (1997) is an extension of the Distance-radius model which can analyze a set of asymmetric proximity matrices or two-mode three-way asymmetric proximities. The asymmetric multidimensional scaling of Okada and Imaizumi (1997) can represents asymmetric relationships among objects, and how each source has different symmetric and asymmetric relationships among objects each other as well. Several models, which are less restricted or more restricted, have been derived from Okada and Imaizumi (1997). To analyze one-mode two-way asymmetric proximities, there is another asymmetric multidimensional scaling by Okada (2011) and Okada and Tsurumi (2012) which is based on the singular value decomposition. The asymmetric multidimensional scaling has been utilized to analyze mainly the data from marketing research or brand switching. Several models and procedures have been derived by extending the model of Okada (2011) which can, for example, evaluate newly introduced brands, diagnose brands, tell how to increase the dominance of a brand in the brand switching... Another sort of procedure to analyze one-mode two-way asymmetric proximities is asymmetric cluster analysis, which can represent asymmetric proximity relationships among objects by forming clusters (Okada & Iwamoto, 1966; Okada & Yokoyama, 2015). It is important and meaningful to develop not only multidimensional scaling but also cluster analysis as well so that we can use two different kinds of methods to analyze the same proximity data (Arabie & Hubert, 1994). There are quite a few number of applications of asymmetric multidimensional scaling and cluster analysis. While these applications are not mentioned here because of the space limitation, some of them will be mentioned in the talk. The present abstract deals only with researches of the author and his colleagues. Bove and Okada (2018) gives a review which covers a wide range of asymmetric multidimensional scaling and asymmetric cluster analysis in detail. Some books mention the analysis of asymmetric relationships. Borg and Groenen (2005) has a chapter of asymmetric multidimensional scaling. Coxon and Coxon (2001) refers to asymmetric multidimensional scaling. **/References/// Arabie, P. & Hubert, L. (1994). Cluster analysis in marketing research. In Bagozzi, R. F. (Ed.), A/dvanced methods marketing research/. pp. 160-199. Cambridge, MA: Blackwell. Bove, G., & Okada, A. (2018). Methods for the analysis of asymmetric pairwise relationships. Advances in Data Analysis and Classification, *12*, 5-31. Borg, I., & Groenen, P.J.F. (2005). /Modern multidimensional scaling: Theory and applications/(2nd ed.). New York: Springer. Carroll, J. D., & Arabie, P. (1980). Multidimensional Scaling. In M. R. Rosenzweig & L. W. Porter (Eds.), /Annual Review of Psychology/, *31*, 607-649. Carroll, J. D. & Chang, J. J. (1970). Analysis of individual differences individual differences in multidimensional scaling via an /N/-way generalization of “Eckart-Young” decomposition. /Psychometrika/, /35/, 283-319. Coxon, T.F., & Coxon, M.A.A. (2001). /Multidimensional scaling/ (2nd ed.). Boca Raton, FLChapman&Hall/CRC. Kruskal, J. B. (1964a). Nonmetric multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis. /Psychometrika/, /29/, 1-27. Kruskal, J. B. (1964b). Nonmetric multidimensional scaling: A numerical method. /Psychometrika/, *29,* 115-129. Okada, A. (2011). Analyzing social affinity for foreigners by spectral decomposition: Asymmetric multidimensional scaling of EASS 2008 Data [Supekutoru bunkai niyoru gaikokujin ni taisuru shinkinkan no bunseki: EASS 2008 no deta wo mochiita hitaishou tajigenshakudokoueihou no ouyou]. In JGSS Research Center, (Ed.), /JGSS Research Series/, /11/. (pp. 119-128). Osaka: Osaka University of Commerce. Okada, A., & Imaizumi, T. (1987). Nonmetric multidimensional scaling of asymmetric proximities. /Behaviormetrika, /*21*/,/ 81-96. Okada, A., & Imaizumi, T. (1997). Asymmetric multidimensional scaling of two-mode three-way proximities. /Journal of Classification/,*14, *195-224. Okada, A., & Iwamoto, T. (1996). University enrollment flow among the Japanese prefectures: A comparison before and after the Joint First Stage Achievement Test by asymmetric cluster analysis. /Behaviormetrika/, *23*, 169-185. Okada, A., & Tsurumi, H. (2012). Asymmetric multidimensional scaling of brand switching among margarine brands./Behaviormetrika/, *39*, 111-126. Okada, A., & Yokoyama, S. (2015). Asymmetric CLUster analysis based on SKEW-Symmetry: ACLUSKEW. In I. Morlini, M. Tommaso, & M. Vichi, (Eds.), /Advance in statistical models for data analysis/.//191-199. Heidelberg, Germany: Springer-Verlag. Shepard, R. N. (1963a). The analysis of proximities: Multidimensional scaling with unknown distance function. I. /Psychometrika/, *27*, 125-140. Shepard, R. N. (1963b). The analysis of proximities: Multidimensional scaling with unknown distance function. II. /Psychometrika/, *27,* 219-246. Torgerson, W. T. (1952). Multidimensional scaling: I. Theory and method. /Psychometrika/, *17*, 401-419. ** /For more info:/***//**/fulvia.pennoni@unimib.it <mailto:fulvia.pennoni@unimib.it>/* -- Fulvia Pennoni Ph.D. Department of Statistics and Quantitative Methods University of Milano-Bicocca https://sites.google.com/view/fulviapennoni

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Fwd: PhD fellowship in mathematical and computational methods for time series analysis
by Giovanni Peccati 17 Nov '19

17 Nov '19

Dear Colleagues, I am forwarding a message from K. Ebrahimli-Fard, advertising a prestigious doctoral position in Trondheim. All my best, Giovanni ---------- Forwarded message --------- From: Kurusch Ebrahimi-Fard <kurusch.ebrahimi-fard(a)ntnu.no> Date: Wed, 13 Nov 2019 at 18:19 Subject: PhD fellowship in mathematical and computational methods for time series analysis To: giovanni.peccati(a)gmail.com <giovanni.peccati(a)gmail.com> Cc: Kurusch Ebrahimi-Fard <kurusch.ebrahimi-fard(a)ntnu.no>, Joscha Diehl < joscha.diehl(a)gmail.com> Dear Giovanni, I hope all is well! A few months ago we advertised an open call for applications for a *PhD fellowship on time series analysis* here at NTNU in Trondheim. A joint project with Joscha DIEHL (cc) from Greifswald. Unfortunately, our top candidate eventually accepted another offer. Therefore, we've decided to re-open the position: https://www.jobbnorge.no/en/available-jobs/job/177938/phd-fellowship-in-mat… Joscha and I would appreciate it if you could bring this announcement to the attention of your students. Kind regards, Kurusch =========================================== Kurusch Ebrahimi-Fard Norwegian University of Science and Technology NTNU Department of Mathematical Sciences NO-7491 Trondheim, Norway Tel.: +47 735-935-27 (office) www: https://folk.ntnu.no/kurusche/ email: kurusch.ebrahimi-fard(a)ntnu.no <kurusch.ebrahimi-fard(a)ntnu.no> -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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AN``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS - 22 November 2019 (Jansen e Avena)
by Francesca Romana Nardi 15 Nov '19

15 Nov '19

Ecco il reminder per Venerdi` 22 Novembre. Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi From: Francesca Romana Nardi [mailto:francescaromana.nardi@unifi.it] Sent: Thursday, November 7, 2019 10:33 AM To: 'random(a)fields.dm.unipi.it' <random(a)fields.dm.unipi.it> Subject: AN``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS - 22 November 2019 (Jansen e Avena) Carissimi, Vi annunciamo che prossimamente si terrà la nona giornata di seminari: AN ``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 November 2019 Lecturers: Sabine Jansen (Munich) and Luca Avena (Leiden) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: <https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html> https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html 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 <mailto:francescaromana.nardi@unifi.it> francescaromana.nardi(a)unifi.it; <mailto:gianmarco.bet@unifi.it> gianmarco.bet(a)unifi.it; <mailto:angela.caporicci@unifi.it> angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Sabine Jansen (LMU Munich) Title: Large deviations and metastability for the Widom-Rowlinson model Abstract: The Widom-Rowlinson model is one of the few models in statistial mechanics for which a phase transition is rigorously proven. It is also popular in stochastic geometry and spatial statistics where it is called area interaction model and belongs to the broader class of quermass interaction models. After reviewing some relevant background about Gibbs measures for continuum interacting particle systems, I will discuss large deviations for the Widom-Rowlinson model in a joint high-density / low-temperature limit. I will also discuss metastability for a spatial birth and death process, a.k.a. continuum Glauber or grand-canonical Monte-Carlo, for which the Gibbs measure is reversible. Based on joint work with Frank den Hollander, Roman Kotecký and Elena Pulvirenti. Prof. Luca Avena (University of Leiden) Title: Explorations of networks through random spanning forests: theory and applications Abstract: David Wilson in the 1990s described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and, more generally, weighted rooted trees or forests spanning a given graph. The goal of this lecture is to describe the resulting probability measure when Wilson's algorithm is used to sample rooted spanning forests. This forest-measure has a rich, flexible and explicit mathematical structure which makes it a powerful tool to design different algorithms to explore a given network. In the first part of the lecture, I will focus on fundamental aspects of this measure and how it relates to other objects of interest in statistical physics such as the well known Random-cluster model. I will in particular describe the main properties of related observables (e.g. set of roots, induced partition) which turn out to be determinantal processes with simple kernels and then discuss some progress in understanding related scaling limits. The second part of the lecture will be devoted to applications. In particular, depending on time, I plan to discuss four different algorithms aiming at: (1) sampling well-distributed points in a graph, (2) coarse-graning a given network, (3) processing signals on graphs (a novel gaph wavelet transform), (4) estimating the spectrum of the graph Laplacian. The core of this lecture is based on different joint collaborations with the following colleagues and students: Castell, Gaudillere, Melot, Milanesi (Marselle), Quattropani (Rome), Driessen, Koperberg, Magrini (Leiden) , Amblard, Barthelme, Tremblay (Grenoble). Program: 11.00-11.45 Introductory lecture: Jansen 11.45-12.00 Break 12.00-12.45 Seminar: Jansen 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Avena 15.15-15.30 Break 15.30-16.30 Seminar: Avena 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

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Special issue "Stochastic Modeling in Biology" of the Journal "Mathematics" (ISSN 2227-7390)
by Mario Abundo 14 Nov '19

14 Nov '19

APOLOGIES FOR CROSS-POSTING Dear Colleagues, The Journal "Mathematics" (ISSN 2227-7390) will publish the special issue "Stochastic Modeling in Biology" https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… of which I am guest editor. The deadline for manuscript submissions is 31 May 2020. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated processes, first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in Biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… The deadline for manuscript submissions is 31 May 2020. Best Regards, Mario Abundo ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

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QFW2020 - Last call
by Maria Elvira Mancino 14 Nov '19

14 Nov '19

Dear All, please find the last call for papers for QFW2020 attached to this message. The submission deadline is now extended to December, 6th. Thanks, Stefania

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Fwd: Acri - YITP 2019
by Francesco Cesarone 13 Nov '19

13 Nov '19

Ricevo ed inoltro il seguente avviso per il bando “Young Investigator Training Program” promosso da ACRI (https://www.acri.it/). Il bando sostiene la partecipazione di giovani ricercatori, impegnati in strutture di ricerca all'estero, a congressi di rilevanza internazionale organizzati da Università ed Enti di ricerca italiani. https://www.acri.it/PublicFondazioniOnline/Detail/4863 https://www.acri.it/_upload/cartelle_documenti/BANDO_ACRI_YITP_2019.pdf Cordialmente, Francesco Cesarone ---------- Forwarded message --------- Da: Vito Vicini <Vito.Vicini(a)acri.it> Date: lun 4 nov 2019 alle ore 12:35 Subject: Acri - YITP 2019 To: Francesco Cesarone <francesco.cesarone(a)uniroma3.it> Gentile Prof. Francesco Cesarone, facendo seguito ai colloqui intercorsi e alla pubblicazione del bando Acri “Young Investigator Training Program 2019”, Le sarei grato qualora potesse contribuire alla diffusione dello stesso tra le Università e i Centri di Ricerca che ritenesse potenzialmente interessati alla partecipazione. Nel ringraziarLa per quanto potrà fare, Le porgo i miei più cordiali saluti. Vito Vicini [cid:428113308@23122010-0E74] -- Video - Quantitative Finance Workshop 2018 - Uniroma3 <https://www.youtube.com/watch?v=-DrAdCK8ht8&feature=youtu.be> http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Dipartimento di Economia Aziendale Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Seminario Luca Avena a Pisa
by Dario Trevisan 13 Nov '19

13 Nov '19

Dear all, this is to announce the following research talk by Luca Avena, to be held in Pisa. PLACE: Aula Riunioni, Dipartimento di Matematica, Università di Pisa (first floor). DATE & TIME: Wednesday, Nov 20, 2019, 2 PM SPEAKER: Luca Avena (Univ. Leiden) TITLE: Multiscale analysis of network data sets via random walk kernels. ABSTRACT: I will present a random walk approach to analyse data sets that are encoded into a network structure (a weighted graph). Random walks are natural objects to explore a given network and have been used as building blocks to design different type of algorithms such as the celebrated PageRank. The core of this lecture is on three new general algorithms aiming at: 1) sampling well-distributed points in a graph, 2) coarse graining a given network at different scales, 3) processing signals on graphs through a novel wavelets transform. As I will discuss, these algorithms can be good or not depending on the specific data set problem to be analyzed. The main emphasis will be given on the underlying mathematical structures which are of fundamental interest per se within probability theory and statistical phyisics. Partially based on joint work with Castell, Gaudilliere and Melot Best regards, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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IWAP2020, THESSALONIKI, GREECE, 15-18 June 2020
by Antonio DI CRESCENZO 12 Nov '19

12 Nov '19

---------- Forwarded message --------- Da: Alexander Bochkov <a.bochkov(a)gmail.com> Date: mar 12 nov 2019 alle ore 14:10 Subject: about IWAP2020, THESSALONIKI, GREECE, 15-18 June 2020 Dear Colleagues, The IWAP International Board and the organizers are pleased to announce that the 10th INTERNATIONAL WORKSHOP ON APPLIED PROBABILITY, (IWAP2020) will take place in THESSALONIKI, GREECE, from 15 to 18 June 2020. For further information please visit the conference homepage: http://iwap2020.web.auth.gr For information: Prof. George Tsaklidis, e-mail: tsaklidi(a)math.auth.gr Sincerely yours, Alexander Bochkov

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Fwd: four postdoc positions in probability and stochastic processes - IME-USP - Brazil
by Daniela Bertacchi 12 Nov '19

12 Nov '19

Ricevo ed inoltro, con preghiera di diffusione a tutti gli interessati. ---------- Forwarded message --------- Da: Fabio Machado <faprama(a)gmail.com> Date: gio 7 nov 2019, 21:59 Subject: four postdoc positions in probability and stochastic processes - IME-USP - Brazil To: Fabio Machado <faprama(a)gmail.com> Dear colleagues, We have just advertised four postdoc positions in probability and stochastic processes at IME-USP (São Paulo, Brazil) to begin from February 2020 (flexible). Further information is available at: https://mathhire.org/jobs/854 or https://www.science.hr/jobs/54984/four-postdoc-positions-in-probability-and… Please forward this information to anyone who might be interested. Many thanks in advance, Fabio Machado https://www.ime.usp.br/~fmachado/ -- *Fábio Prates Machado* - Professor Instituto de Matemática e Estatística Universidade de São Paulo, Brasil.

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FW: Postdoc position in applied probability, Alan Turing Institute / QMUL
by Zocca, A. 11 Nov '19

11 Nov '19

Ricevo e inoltro, Cordiali saluti, Alessandro Zocca ----------------------------------------------------------- Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://sites.google.com/site/zoccaale/ From: John Moriarty <j.moriarty(a)QMUL.AC.UK> Date: Monday, November 11, 2019 at 12:36 Subject: Postdoc position in applied probability, Alan Turing Institute / QMUL Dear colleagues, it would be appreciated if you could forward the opportunity below to potentially interested candidates in applied probability. A postdoctoral position is available in the ‘Data-driven stochastic control’ project at the Alan Turing Institute, funded by the Institute and by my EPSRC fellowship. The successful applicant may sit either at Queen Mary or at the Turing. The role involves application of the theory of stochastic optimal control in data-driven settings, and the investigation of applications to artificial intelligence. The position may be of interest to researchers working in optimal stopping, optimal switching, backward stochastic differential and difference equations, model ambiguity and risk aversion. Applications close on 7th December and the expected start date is 1 January 2020 or as soon as possible thereafter, with an end date of 24 August 2021. For more details see https://webapps2.is.qmul.ac.uk/jobs/job.action?jobID=4824 and informal enquiries can be addressed to jmoriarty(a)turing.ac.uk<mailto:jmoriarty@turing.ac.uk>

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Special issue of Journal of Energy Markets
by Tiziano Vargiolu 09 Nov '19

09 Nov '19

Apologize for cross-posting Dear colleagues, Journal of Energy Markets will publish a special issue, associated to the workshop Energy Finance Italia 4 held in Milano in February 2019. However, this call is not limited to conference participants, but also extends to other researchers working on this topic. Topics of particular interest may include, but are not limited to: - integration of electricity markets, - market power and market strategies, - electricity market modeling and simulation, - impact of new technologies, - cross-border issues, - CO2 emissions trading, - green certificate markets, - risk management, - futures, forwards and derivatives, - price and volatility dynamics, - risk premia. Therefore, we hope that you will consider this issue as an interesting and useful forum for publishing your latest research work in the field. Your submission should be made by e-mail to one of the guest editors - Carlo Lucheroni <carlo.lucheroni(a)unicam.it> - Tiziano Vargiolu <vargiolu(a)math.unipd.it> The deadline for the submission of the full paper is December 31, 2019. We would be glad to receive your paper submission to the Journal of Energy Markets' special issue. With kind regards, Carlo Lucheroni and Tiziano Vargiolu -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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SMPGD'20, Institut Pasteur, Paris, January 23-24
by Julyan Arbel 07 Nov '19

07 Nov '19

Dear all, FYI, the Statistical Methods for Post Genomic data (SMPGD) workshop will take place at Institut Pasteur in Paris on 23-24 January (more info below). Best, Julyan Arbel ---------- Forwarded message ---------- From: Franck Picard <franck.picard(a)univ-lyon1.fr> Date: 7 Nov 2019 at 13:08 +0100 To: smpgd-scientific(a)groupes.renater.fr, smpgd-organization(a)groupes.renater.fr <smpgd-organization(a)groupes.renater.fr> Subject: [smpgd-scientific] SMPGD'20, Institut Pasteur, Paris, January 23-24 - second call > dear members of the SMPGD scientific committee > > Could you forward the announcement of the SMGPD 2020 edition to your > national lists ? It appears that the information has not spread > everywhere in Europe yet ;-) > > All the best > > Franck > > ---------------------------------------------------------------------------------------------- > > Dear all, > > The 2020 edition of the Statistical Methods for Post Genomic data(SMPGD) > workshop will take place at Institut Pasteur in Paris on 23-24 January. > The workshop aimis to present works from mathematical to applied > statistics, but alsonew areas in high throughput biology that could need > new statisticaldevelopments. > > https://smpgd2020.sciencesconf.org/ > > The 2020 edition is organized by the Bioinformatics and Biostatistics > Hub (Institut Pasteur) and the main topicsare: Evolution of > inter-species interactions, Machine learning algorithms for > computational biology, and Evolution and epidemiology. > > The workshop will feature 4 keynote speakers: > > * Simona Cocco (Ecole des Neurosciences Paris Ile de France, Paris, > http://www.paris-neuroscience.fr/en/chercheurs-non-enp/simona-cocco ) > > * Julia Gog (University of Cambridge, Cambridge, UK > http://www.damtp.cam.ac.uk/people/j.r.gog/ ) > > * Louis Lambrechts (Institut Pasteur, Paris > https://research.pasteur.fr/en/team/insect-virus-interactions/ ) > > * Laurent Jacob (CNRS, LBBE, Université Lyon 1, Lyon > https://lbbe.univ-lyon1.fr/-Jacob-Laurent-.html ) > > Attendance is free, but registration is mandatory on the conference > website. Registration deadline is *January 7, 2020*. > > Submissions for posters and short talks are open and will close > on*November 15, 2019 at 23:59 pm*. Abstracts selected for a short > talkwill be announced on December 15, 2019. > > We are looking forward to meeting you in Paris. > > Best regards, > > Marie-Agnès Dillies, on behalf of the organizing committee (Alice > Cleynen, Franck Picard, Stéphane Robin and Anne Biton, Pascal Campagne, > Vincent Guillemot, Emeline Perthame, Stevenn Volant) >

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AN``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS - 22 November 2019 (Jansen e Avena)
by Francesca Romana Nardi 07 Nov '19

07 Nov '19

Carissimi, Vi annunciamo che prossimamente si terrà la nona giornata di seminari: AN ``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 November 2019 Lecturers: Sabine Jansen (Munich) and Luca Avena (Leiden) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: <https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html> https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html 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 <mailto:francescaromana.nardi@unifi.it> francescaromana.nardi(a)unifi.it; <mailto:gianmarco.bet@unifi.it> gianmarco.bet(a)unifi.it; <mailto:angela.caporicci@unifi.it> angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Sabine Jansen (LMU Munich) Title: Large deviations and metastability for the Widom-Rowlinson model Abstract: The Widom-Rowlinson model is one of the few models in statistial mechanics for which a phase transition is rigorously proven. It is also popular in stochastic geometry and spatial statistics where it is called area interaction model and belongs to the broader class of quermass interaction models. After reviewing some relevant background about Gibbs measures for continuum interacting particle systems, I will discuss large deviations for the Widom-Rowlinson model in a joint high-density / low-temperature limit. I will also discuss metastability for a spatial birth and death process, a.k.a. continuum Glauber or grand-canonical Monte-Carlo, for which the Gibbs measure is reversible. Based on joint work with Frank den Hollander, Roman Kotecký and Elena Pulvirenti. Prof. Luca Avena (University of Leiden) Title: Explorations of networks through random spanning forests: theory and applications Abstract: David Wilson in the 1990s described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and, more generally, weighted rooted trees or forests spanning a given graph. The goal of this lecture is to describe the resulting probability measure when Wilson's algorithm is used to sample rooted spanning forests. This forest-measure has a rich, flexible and explicit mathematical structure which makes it a powerful tool to design different algorithms to explore a given network. In the first part of the lecture, I will focus on fundamental aspects of this measure and how it relates to other objects of interest in statistical physics such as the well known Random-cluster model. I will in particular describe the main properties of related observables (e.g. set of roots, induced partition) which turn out to be determinantal processes with simple kernels and then discuss some progress in understanding related scaling limits. The second part of the lecture will be devoted to applications. In particular, depending on time, I plan to discuss four different algorithms aiming at: (1) sampling well-distributed points in a graph, (2) coarse-graning a given network, (3) processing signals on graphs (a novel gaph wavelet transform), (4) estimating the spectrum of the graph Laplacian. The core of this lecture is based on different joint collaborations with the following colleagues and students: Castell, Gaudillere, Melot, Milanesi (Marselle), Quattropani (Rome), Driessen, Koperberg, Magrini (Leiden) , Amblard, Barthelme, Tremblay (Grenoble). Program: 11.00-11.45 Introductory lecture: Jansen 11.45-12.00 Break 12.00-12.45 Seminar: Jansen 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Avena 15.15-15.30 Break 15.30-16.30 Seminar: Avena 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

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Borse di studio per attività di ricerca - Uni Pavia e UniCredit
by Giorgia Callegaro 07 Nov '19

07 Nov '19

Carissimi tutti, vi comunico che all'Albo Ufficiale d'Ateneo di Pavia, alla pagina *http://www-5.unipv.it/alboufficiale/ <http://www-5.unipv.it/alboufficiale/>* è stato pubblicato in data 31/10/2019 il seguente bando (n. 1726): * Bando di concorso per il conferimento di n. *2* borse di studio per attività di ricerca dal titolo -Modelli di rischio finanziario- presso il Dipartimento di Scienze Politiche e Sociali dell'Università degli Studi di Pavia - *Scadenza 20 novembre 2019 - ore 12:00* L’attività di ricerca verterà sulla tematica “*Modelli di rischio finanziario*” e si svolgerà presso la sede di Milano di Unicredit S.p.A. e sarà finanziata con fondi del contratto Unicredit, di titolarità della Prof.ssa Figini. Durata di mesi 12. L'importo totale della borsa è di € 15.600,00 e sarà corrisposto in rate mensili. Grazie per l'attenzione. Cordiali saluti, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Permanent position in Probability, Statistics, Actuarial or Financial Mathematics at DCU
by Paolo Guasoni 06 Nov '19

06 Nov '19

Dear Colleague, Dublin City University has an Assistant or Associate Professor (permanent) position in Probability, Statistics, Actuarial or Financial Mathematics: https://www.dcu.ie/sites/default/files/hr/bc1010_assistant_associate_profes… The closing date for the application is December 8, 2019. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Advances in Financial Mathematics 2020 (fwd)
by Tiziano Vargiolu 06 Nov '19

06 Nov '19

---------- Forwarded message ---------- Date: Tue, 5 Nov 2019 18:47:21 +0100 From: Idris Kharroubi <idris.kharroubi(a)upmc.fr> To: undisclosed-recipients: ; Subject: Advances in Financial Mathematics 2020 The conference "Advances in Financial Mathematics 2020" supported by the chair Risques Financiers will take place from january 14 to january 17 2020 at the Cordeliers campus in Paris. It will address topics of particular relevance for the practice of financial risk management : market liquidity, market microstructure, risk measures, numerical methods, model calibration and model risk, robustness, credit/Default/Counterparty risk, regulatory aspects, non-linear valuation, hedging, systemic risk, game theory, blockchain. Registration is free but compulsory on the website https://fin-risks2020.sciencesconf.org/ On Behalf of the organizing committee, Idris Kharroubi Professor Laboratoire de Probabilit?s, Statistique et Mod?lisation Sorbonne University - Facult? of Science and Engineering

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PhD opportunities, Oxford-Imperial StatML
by Stefano Favaro 06 Nov '19

06 Nov '19

Ricevo e inoltro. Cordial saluti, Stefano Favaro **** Inizio messaggio inoltrato **** Da: Patrick Rebeschini <patrick.rebeschini(a)stats.ox.ac.uk> Oggetto: PhD opportunities, Oxford-Imperial StatML Data: 5 novembre 2019 23:45:22 CET A: "stefano.favaro(a)unito.it" <stefano.favaro(a)unito.it> RE: PhD opportunities in Modern Statistics and Statistical Machine Learning at Imperial and Oxford. Deadline for first application round: November 15. Are you interested in modern statistics and machine learning? Do you have a background in Maths, Statistics or related areas? If so then apply to the StatML CDT! StatML is a new Centre for Doctoral Training (CDT) based at Imperial College London and the University of Oxford. We offer a transformative style of doctoral training, leading towards a PhD / DPhil, which provides opportunities to: • explore new research areas using modern statistical methods and machine learning; • make real scientific, societal and industrial impacts with your research; • experience and engage in peer to peer learning; • be involved in cohort based training; • work directly with leading industrial partners; • receive exposure to cutting edge researchers in two world-leading universities. We will offer about 15 studentships for entry in October 2020. Each student will be funded with a grant for four years of study. Typically, the funding is available for Home/EU students – we expect to have two admissions rounds with submission deadlines of 15 November 2019 and 24 January 2020. There are very limited funding opportunities for overseas students (see the website for details). StatML is funded by EPSRC with support from industrial partners. Please visit the StatML website to find out more: https://statml.io/ <https://statml.io/> Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/

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post-doc position in St Petersburg
by Dario Trevisan 05 Nov '19

05 Nov '19

Salve, segnalo ai potenziali interessati un annuncio per una posizione post-doc presso L'Euler International Mathematical Institute a St Peterburg, ``in all areas of Mathematics, Theoretical Computer Science, Mathematical and Theoretical Physics''. Il salario corrisponde circa a 1450 euro netti mensili + biglietti aerei. La durata e' da 1 a 2 anni eventualmente rinnovabili per un altro anno. La domanda va fatta preferibilmente entro il 30.11.19. Per ulteriori dettagli, vedere http://www.pdmi.ras.ru/EIMI/ Saluti, Dario Trevisan -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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14-15 nov: Giovanni Peccati mini-course at Roma Tor Vergata
by Anna Vidotto 05 Nov '19

05 Nov '19

*Mini-course* held by *Giovanni Peccati* (6 hours) Title: *The Malliavin-Stein method* Abstract: *I will provide a self-contained introduction to a collection of probabilistic techniques developed in the last decade, focussing on quantitative limit theorems for non-linear functionals of Gaussian fields, obtained by combining two techniques: (i) the Malliavin calculus of variations, and (ii) Stein's method for probabilistic approximations. I will develop in full detail at least one geometric application related to the structure of level sets of Gaussian fields, and I will try to point out a number of further directions of research, connected e.g. to concentration estimates, entropic bounds, discrete geometric structures and the analysis of Boolean functions.* *A systematically updated list of papers related to Malliavin-Stein techniques can be found here * https://sites.google.com/site/malliavinstein/home *The main reference of the matter is the monograph by I. Nourdin and myself: *https://tinyurl.com/y3h2n8e2 Place: Aula Dal Passo, Dipartimento di Matematica, Università di Roma Tor Vergata Via della Ricerca Scientifica 1, 00133 Roma Schedule: - Thursday November 14th, from 2 PM to 5 PM - Friday November 15th, from 9:30 AM to 12:30 AM --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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3-year postdoctoral fellowship in Statistics
by Samantha Leorato 01 Nov '19

01 Nov '19

Apologize for cross-posting. --------------------------------------------- Dear All, with this e-mail, we would like to inform you that the Department of Economics, Management and Quantitative Methods (DEMM), University of Milan, Italy, launches a call for a full-time, 3-year fixed-term Postdoctoral Research Associate position to work on a statistical science programme grant funded by the Centre of Excellence in Economics and Data Science (CEEDS), awarded by the Italian Ministry of Education (MIUR). The research activity is to be carried out at the Department of Economics, Management and Quantitative Methods of the University of Milan, under the supervision of Prof. Chiara Tommasi, within the research programme “Selection of the most informative observations”. The annual gross remuneration package for this position will be €32,000. The research project concerns adaptation and generalization of the optimal design theory and of some typical results of mathematical statistics, for selecting the most informative observations from a huge and complex data set. Details on the application can be found at https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… <https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…>. Deadline for application: November 15th 2019 Samantha Leorato ----------------------------------------------------- Associate Professor in Statistics Dept. Economics, Management, and Quantitative Methods University of Milan, via Conservatorio, 7 20122 Milano Samantha.Leorato(a)unimi.it https://sites.google.com/site/samanthaleorato/ https://www.researchgate.net/profile/Samantha_Leorato -----------------------------------------------------

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Politecnico di Milano - Seminario Borgonovo
by Laura Maria Sangalli 31 Oct '19

31 Oct '19

Si avvisa che in data 06-12-2019, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Emanuele Borgonovo, Bocconi University Titolo: Explainability, intepretability and sensitivity analysis Sommario: A growing research activity is developing for increasing interpretability of machine findings. When complex architectures are used, analysts are, in fact, exposed to the black-box effect. This seminar will review several methods used both in the machine learning and in the simulation community to make the black box more transparent. We shall discuss tools such as partial dependence functions, layerwise relevance propagation, as well as present several local and global sensitivity analysis methods, also proposing new tools and new findings on popular tools. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Fwd: Position in Probability at Durham University
by Elisabetta Candellero 31 Oct '19

31 Oct '19

Ricevo ed inoltro. Elisabetta ---------- Forwarded message ---------- From: "CHHITA, SUNIL" <sunil.chhita(a)durham.ac.uk> To: Cc: Bcc: Date: Wed, 30 Oct 2019 13:45:31 +0000 Subject: Position in Probability at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new assistant professor position (i.e. lecturer) in probability at Durham University, UK. The closing date for applications is 13th December 2019. Please see the link below for more details: https://www.dur.ac.uk/jobs/recruitment/vacancies/math20-15/ Please pass this on to anyone who you think might be interested. Many thanks, Sunil Chhita Nicholas Georgiou Ostap Hryniv Mikhail Menshikov Ellen Powell Mustazee Rahman Matthias Troffaes Andrew Wade

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University of Padova: call for interest for a Professor in Probability
by Tiziano Vargiolu 31 Oct '19

31 Oct '19

Please circulate among all potential interested people Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Call for Papers -- EFI5-Energy Finance Italia Ed.5
by Tiziano Vargiolu 31 Oct '19

31 Oct '19

-------- Messaggio originale -------- Oggetto: Call for Papers -- EFI5-Energy Finance Italia Ed.5 Data: 30-10-2019 23:09 Mittente: LM <lmastroeni(a)os.uniroma3.it> Dear All, we are delivering the Second Call for Papers for the workshop EFI5 - Energy Finance Italia Edn. 5 Roma Tre University, Department of Economics February 10 - 11, 2020 The DEADLINE for submissions is DECEMBER 15TH, 2019 IMPORTANT DATES: DECEMBER, 15TH Deadline for submissions of extended abstracts JANUARY, 15TH Deadline for notification of acceptance JANUARY, 25TH Deadline for the payment of fees JANUARY, 31ST Deadline for the submission of full papers FEBRUARY, 10TH - 11TH Workshop KEYNOTE SPEAKERS: Lutz Kilian [1] and Brian Wright [2] A SELECTION OF PAPERS presented at the workshop will be published in the journal Decisions in Economics and Finance [3]. You can find all the information at the following link http://host.uniroma3.it/eventi/efi5/ All the best Loretta Mastroeni LORETTA MASTROENI Associate Professor of Mathematical Finance Department of Economics Via Silvio D'Amico, 77 - 00145 Rome - Italy ph: +39-6-5733.5693 e-mail: loretta.mastroeni(a)uniroma3.it Skype contact: lmastroeni_1 Links: ------ [1] https://sites.google.com/site/lkilian2019/ [2] https://are.berkeley.edu/users/brian-wright [3] https://www.springer.com/journal/10203

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Fourth European Conference on Queueing Theory (ECQT'20)
by Antonio DI CRESCENZO 30 Oct '19

30 Oct '19

ricevo e inoltro /********************************************************************/ /* *Fourth European Conference on Queueing Theory (ECQT'20)* */ /* Madrid, Spain, *July 20-22, 2020* */ /* ecqt20.sciencesconf.org */ /********************************************************************/ *GENERAL INFORMATION* The European Conferences on Queueing Theory (ECQT) is now a consolidated tradition for the members of the queueing theory community in europe and abroad. After the three past editions (Genth, Belgium in 2014, Toulouse, France in 2016, Jerusalem, Israel in 2018), the next one comes back in Madrid, where the parent MCQT conferences were first organized by Jesús Artalejo during the years 2002-2010. ECQT conferences aim to be a meeting place where scientists and technicians in the field can find a discussion forum to promote research,encourage interaction and exchange ideas. The conference is open to all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. The spirit of the conference is to be a queueing event organized from within Europe, but attendees and submissions need not be restricted to Europe. *CALL FOR ABSTRACTS* We invite you to submit an abstract to ECQT'20 conference. Instructions for preparing the abstracts will be available soon on the conference website . Each abstract accepted for presentation will require a separate registration. The deadline for submission of an abstract is April 15, 2020. *SPECIAL ISSUES* Participants at the conference will be given the opportunity to submit a paper to special volumes of the journals *Queueing Systems: Theory and Applications* (QUESTA) and *Performance Evaluation*. The paper should be based on unpublished work presented at the conference. All submitted papers will be refereed according to the high standards of the journals. The deadline for submission to the special issues is *September 30, 2020*. More information on the special issues will be given in future announcements. *TAKACS THESIS AWARD* The Steering committee of the European Conference on Queueing Theory (ECQT) is pleased to announce the setting up of the third edition of the Takács award. The Takács Award is a bi-annual award presented to doctoral dissertations in recognition of outstanding contributions to queueing theory, including the development of theory, methodological advances, computational aspects and applications. The award will be presented during the ECQT'20 conference. Details will be published in the conference website soon. *ECQT'20 IMPORTANT DATES* Submission site opens: *January 1, 2020* Deadline for abstract submission: *April 15, 2020* Notification of acceptance: *April 30, 2020* Early registration deadline: *May 31, 2020* Conference dates: *July 20-22, 2020* *CONFERENCE WEBSITE* Further information is provided at the conference website <http://ecqt16.sciencesconf.org/>ecqt20.sciencesconf.org, accessible also at ecqt20.uc3m.es. *ECQT'20 ORGANIZING COMMITTEE* *General Chairs*: Bernardo D'Auria, Madrid University Carlos III *TPC Chairs*: Ivo Adan, Eindhoven University of Technology Bernardo D'Auria, Madrid University Carlos III Offer Kella, Hebrew University of Jerusalem *ECQT Steering Committee*: Sem Borst, TU Eindhoven and Nokia Herwig Bruneel, Ghent University Douglas Down, McMaster University Antonis Economou, University of Athens Bara Kim, Korea University Michel Mandjes, University of Amsterdam Antonio Pacheco, IST-UTL Miklos Telek, Budapest University of Technology and Economics Sabine Wittevrongel, Ghent University *Local Organizing Committee*: Sergio Santiago Benito, ADCOMM Century S.L., Madrid

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Concorso RTDB Mat/06 Roma Tor Vergata
by Domenico Marinucci 30 Oct '19

30 Oct '19

Cari colleghi vi segnalo il bando per un posto di Ricercatore di tipo B, Mat/06, Dipartimento di Matematica Università di Roma Tor Vergata, uscito ieri sulla Gazzetta Ufficiale: http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… Vi prego di diffondere l'annuncio tra i potenziali interessati, saluti e grazie, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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seminario Emilio Porcu a Roma Tor Vergata
by Anna Vidotto 30 Oct '19

30 Oct '19

Dear all, I would like to announce the following talk that will be held on Thursday *November* *7th* 2019, at *5 PM*, in *Aula D’Antoni* of the Department of Mathematics, University of Rome Tor Vergata. *Speaker:* Emilio Porcu (Trinity College Dublin) *Title:* Modeling Temporally Evolving and Spatially Globally Dependent Data *Abstract:* The last decades have seen an unprecedented increase in the availability of data sets that are inherently global and temporally evolving, from remotely sensed networks to climate model ensembles. This paper provides an overview of statistical modeling techniques for space–time processes, where space is the sphere representing our planet. In particular, we make a distinction between (a) second order‐based approaches and (b) practical approaches to modeling temporally evolving global processes. The former approaches are based on the specification of a class of space–time covariance functions, with space being the two‐dimensional sphere. The latter are based on explicit description of the dynamics of the space–time process, that is, by specifying its evolution as a function of its past history with added spatially dependent noise. We focus primarily on approach (a), for which the literature has been sparse. We provide new models of space–time covariance functions for random fields defined on spheres cross time. Practical approaches (b) are also discussed, with special emphasis on models built directly on the sphere, without projecting spherical coordinates onto the plane. We present a case study focused on the analysis of air pollution from the 2015 wildfires in Equatorial Asia, an event that was classified as the year's worst environmental disaster. The paper finishes with a list of the main theoretical and applied research problems in the area, where we expect the statistical community to engage over the next decade. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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postdoc in Trento
by Carlo Orrieri 30 Oct '19

30 Oct '19

Dear all, The Department of mathematics at Università di Trento, invites applications for a postdoctoral position in all the areas of mathematics. Details of the postdoctoral position and information for applicants are available at the call for applications: https://www.unitn.it/ateneo/bando/60412/dipartimento-di-matematica-avviso-d… <https://www.unitn.it/ateneo/bando/60412/dipartimento-di-matematica-avviso-d…> Deadline for applications: 2 DECEMBER 2019 at 12.00 (Italian time). Best wishes Carlo Orrieri

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Fwd: 3d Physics Informed Machine Learning - January 13-17, 2020
by Mateusz Wilinski 29 Oct '19

29 Oct '19

Workshop for those interested in applying Machine Learning to physical problems. The organizers also provide a number of travel grants. Best, Mateusz ---------- Forwarded message --------- Da: Andrey Lokhov <andrey.lokhov(a)gmail.com> Date: mar 29 ott 2019 alle ore 02:12 Subject: 3d Physics Informed Machine Learning - January 13-17, 2020 To: Michael Chertkov <chertkov(a)math.arizona.edu>, Lokhov, Andrey < lokhov(a)lanl.gov>, Mohan, Arvind Thanam <arvindm(a)lanl.gov> Dear Colleagues, We would appreciate if you could share the workshop announcement below with your colleagues, and attract the attention of graduate students and postdocs to the available travel grants. Thank you, Michael Chertkov, Andrey Lokhov, Arvind Mohan ------------------- The Center for Nonlinear Studies and The Information Science & Technology Institute at Los Alamos National Laboratory are pleased to announce an upcoming conference: [image: 3ea459d06f4f4153b23454d39692e8df.jpg] *3d Physics Informed Machine Learning* *January 13-17, 2020* *Inn and Spa at Loretto, Santa Fe, New Mexico* *Workshop website: **cnls.lanl.gov/piml2020* <http://cnls.lanl.gov/piml2020> Previous editions of the workshop are available at cnls.lanl.gov/piml2018 and cnls.lanl.gov/piml2016. *Topics:* - Theory and Methods *(Monday and Tuesday morning)* Deep learning, graphical models, optimization, tensor and message-passing methods, statistical learning - Algorithms and Applications *(Tuesday afternoon and Wednesday)* Physics, computer science, biology, dynamical systems, novel computational paradigms (quantum, memristors), etc. - Special Topic: Spatio-Temporal Flows *(Thursday and Friday morning)* Dynamical systems, fluid mechanics and turbulence *Important Dates:* - Financial support requests: *November 15, 2019* - Abstract submissions: *November 15, 2019* - Travel grant awards decisions: *December 6, 2019* - Workshop dates: *January 13-17, 2020* *Travel Grants for Students and Postdocs:* A limited number of travel grants are available for selected graduate students and postdocs to help offset the cost of attending the conference. Those interested should submit an application, including poster abstract and CV, before the deadline of *November 15, 2019*. We will make funding decisions by *December 6, 2020*. Please submit your application to: *piml2020(a)lanl.gov* <piml2020(a)lanl.gov>. *Posters:* Participants are encouraged to submit a poster, which will be displayed throughout workshop. We will also schedule a slot for poster discussions, tentatively scheduled for Monday, the first day of the workshop. Depending on the schedule, some posters will be selected for longer contributed presentations throughout the week. If you are applying for a travel grant, then you are required to submit your poster abstract by Friday, November 15, 2019. *Summary:* This workshop continues discussions and explorations started in January 2016 and January 2018 at the first and second editions of the workshop. A revolution in statistics and machine learning (ML) is underway. Modern algorithms can now learn high level abstractions via hierarchical models, leading to break-through accuracy in benchmarks for computer vision, language, etc. Underlying these advances is a strong and deep connection to various aspects of applied mathematics and statistical physics. For example, proper choice of statistical force allows to screen interaction and learn graphical models governing multi-dimensional distributions efficiently, gauge transformations from physics guide incorporation of symmetries in the neural network design, dynamical system interpretation helps to understand and improve performance of most efficient deep learning schemes, etc. This workshop seeks perspectives on leveraging the deep connection between ML and physics, but now with the goal to better understand and model physical systems, static and dynamic. We invite experts both in machine learning techniques as well as domain science applications. In this third edition of PIML we will focus on applications of interest to our LANL and DOE sponsors, specifically on improving scale-reduced, large eddy modeling and simulations of turbulence that arise in various mechanical-engineering, aerospace and climate applications; building reduced models for infrastructures (energy systems, cyber-physical systems, etc.); guiding development of inverse/design approaches in quantum physics, e.g. related to tensor networks; designing new computational paradigms (such as related to quantum and neuromorphic computing). The workshop discussions are aimed towards approaches and methods for physical modeling applications where a big-data, black-box approach to ML is only a starting point. We seek participants who may suggest innovative approaches that extend application agnostic ML techniques by incorporating complex constraints imposed by physical principles (e.g. conservation laws, causality, symmetries, entropy principles and related). The workshop format assumes 7 talks a day, late afternoon discussions and poster session. We encourage application of young researchers for fellowships (see website for details). We plan for active participation of LANL researchers and program managers across directorates and divisions interested in the physics informed learning. This emerging area of research has many aspects of computational co-design, and draws on LANL's strengths in statistical physics, modern applied mathematics, theoretical and applied computer science, infrastructure modeling and simulations, fluids and materials modeling, and high performance computing. Looking forward, we view physics informed learning as a viable path for LANL and DOE toward truly predictive multi-scale modeling, optimization, inference and leading for plethora of relevant applications in sciences and engineering. *Organizing Committee:* Michael Chertkov (University of Arizona) Andrey Lokhov (Los Alamos National Laboratory) Arvind Mohan (Los Alamos National Laboratory) [image: bed3f21384084acb905f2c173a3fa658.jpg]

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seminario Claudio Macci a Pisa
by Dario Trevisan 28 Oct '19

28 Oct '19

Dear all, this is to announce the following research talk by Claudio Macci, to be held in Pisa. PLACE: Sala Seminari, Dipartimento di Matematica, Università di Pisa (first floor). DATE & TIME: Wednesday, Nov 6, 2019, 3 PM SPEAKER: Claudio Macci (Università Roma Tor Vergata) TITLE: Multivariate fractional (possibly compound) Poisson processes ABSTRACT: we present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed $t\geq 0$, the conditional joint distribution of the components given their sum is multinomial, as happens for the nonfractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin. Best, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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assegno di ricerca - Pavia
by Enrico Priola 28 Oct '19

28 Oct '19

Cari colleghi, segnalo l'assegno di ricerca, SSD MAT/06 (Probabilità e Statistica Matematica), titolo: "Processi Stocastici'' (scadenza 27/11/2019) http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/164453 L'assegno è bandito all'interno del progetto di eccellenza MIUR presso il Dipartimento di Matematica dell'Università di Pavia. Grazie per l'attenzione. Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Cambio aula - Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 25 Oct '19

25 Oct '19

Comunico il seguente cambio di edificio / aula: Il colloquium di Lorenzo Zambotti a Milano-Bicocca, lunedì 28 ottobre 2019 ore 16:00, si terrà nell'aula U3-07 dell'edificio U3 (piano terra, Piazza della Scienza), 5 minuti a piedi dal Dipartimento di Matematica e Applicazioni. Il colloquium sarà seguito da un rinfresco. Segue l'annuncio completo. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca & Seminario Matematico e Fisico di Milano Lorenzo Zambotti (Sorbonne Université, Paris) "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" lunedì 28 ottobre 2019 ore 16:00, aula U3-07, edificio U3 (piano terra, Piazza della Scienza, Milano) Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Fwd: Call for applications, Integrable Probability Summer School
by Cristian Giardina 25 Oct '19

25 Oct '19

---------- Forwarded message --------- From: Naomi Kraker <kraker(a)maths.ox.ac.uk> Date: Fri, Oct 25, 2019 at 2:47 PM Subject: Call for applications, Integrable Probability Summer School To: Naomi Kraker <admin(a)claymath.org> The CMI-HIMR Integrable Probability Summer School will be held 27 July-7 August 2020 at the Mathematical Institute, University of Oxford. We would be grateful if you would circulate the below announcement to anyone who might be interest in applying. Thank you very much. With best regards, Naomi Naomi Kraker Administrative Manager Office of the President, Clay Mathematics Institute Andrew Wiles Building Radcliffe Observatory Quarter Woodstock Road Oxford OX2 6GG U.K. Email: admin(a)claymath.org Tel: +44 (0)1865 615155 www.claymath.org *CMI-HIMR Integrable Probability Summer School* *27 July – 7 August 2020* *Mathematical Institute, University of Oxford* The domain of integrable probability seeks to understand universal phenomena through exactly solvable probabilistic systems of algebraic and representation theoretic origin. This two-week postgraduate mathematics summer school will feature mini-courses and research talks on methods to find and analyze such solvable systems, as well as on more probabilistic approaches to expand the universality classes around them. Eight mini course speakers will each deliver three hours of lectures. Daily problem sessions and exercise presentations will help to reinforce the material from the courses. In addition to the mini course lectures, guest speakers will present research talks designed to complement the mini course topics. *Organisers: *Alexei Borodin (MIT) and Ivan Corwin (Columbia) *Mini course lecturers: *Jinho Baik (Michigan), Hugo Duminil-Copin (IHES), Vadim Gorin (MIT and Wisconsin, Madison), Rick Kenyon (Yale), Greta Panova (USC), Jeremy Quastel (Toronto), Fabio Toninelli (Lyon 1), Michael Wheeler (Melbourne) *Research Talk Speakers: * Amol Aggarwal (Harvard), Evgeni Dimitrov (Columbia), Yan Fyodorov (KCL), Alan Hammond (UC Berkeley), Alisa Knizel (Columbia), Pierre Le Doussal (ENS Paris), Leonid Petrov (Virginia), Tomohiro Sasamoto (Tokyo Inst Tech), Li-Cheng Tsai (Rutgers), Jon Warren (Warwick), Nicos Zygouras (Warwick) For graduate students or early career researchers who work in this area or nearby fields. *Registration: * http://claymath.org/events/cmi-himr-integrable-probability-summer-school Student places are offered with accommodation and weekday meals. This summer school is jointly funded by the Clay Mathematics Institute and the Heilbronn Institute for Mathematical Research, with support from the Mathematical Institute of the University of Oxford.

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Seminario a Padova: Alekos Cecchin
by Markus 25 Oct '19

25 Oct '19

Seminario di Analisi e Probabilità all'Università di Padova Martedì 29 ottobre 2019 alle ore 14:30 in aula seminario 430 del Dipartimento di Matematica (via Trieste, 63, 35121 Padova) Alekos Cecchin (Université de Nice Sophia-Antipolis, France) terrà un seminario dal titolo "Selection by vanishing common noise for potential finite state mean field games" Abstract: By adding a suitable Wright-Fisher common noise in the dynamics of the law, uniqueness is restored for finite state mean field games, for any shape of the costs. We then focus on a class of mean field games in which the costs admit a potential in the simplex of probability measures. Firstly, by modifying the cost in the mean field game, we show that the unique solution of the randomized mean field game is equal to the unique minimizer of a suitable stochastic control problem stated in the simplex, called potential randomized game. Thus we study the limit as the intensity of the common noise vanishes. On the one hand, the optimal trajectories converge to the mean field game solutions which are minimizers of the corresponding potential game (not randomized), that is a deterministic optimal control problem in the simplex. On the other hand, the classical solution to the second order master equation converges to the gradient of the value function of the related potential game; we select a particular weak solution, in the sense of distributions, of the master equation, which can be written as multidimensional system of hyperbolic PDEs stated in the simplex. Lastly, we establish uniqueness of such solution in a suitable class. Joint work with Francois Delarue. Tutti gli interessati sono invitati a partecipare. Gli organizzatori Martino Bardi, Claudio Marchi, Markus Fischer

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4-year postdoctoral position in "Modelling Collective Behaviour"
by Tiziano De Angelis 25 Oct '19

25 Oct '19

Dear All, I was asked to circulate the announcement below for a 4-year postdoctoral position in "Modelling Collective Behaviour". It might be of interest to candidates with a PhD in Statistics or Applied Maths, should you know any who is looking for a postdoc. https://jobs.leeds.ac.uk/Vacancy.aspx?ref=EPSMA1003 Best wishes Tiziano

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Seminario di probabilita' di Daniel Valesin (Groningen) a Roma Tre
by Alexandre Stauffer 24 Oct '19

24 Oct '19

SEMINARIO Probabilita' Daniel Valesin (University of Groningen) Titolo: On the threshold of spread-out contact process percolation Lunedi' 04 Novembre 2019 ORE 16:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the stationary distribution of the (spread-out) d-dimensional contact process from the point of view of site percolation. In this process, vertices of ^d can be healthy (state 0) or infected (state 1). With rate one infected individuals recover, and with rate lambda they transmit the infection to some other vertex chosen uniformly within a ball of radius R. The classical phase transition result for this process states that there is a critical value lambda_c(R) such that the process has a non-trivial stationary distribution if and only if lambda > lambda_c(R). In configurations sampled from this stationary distribution, we study nearest-neighbor site percolation of the set of infected sites; the associated percolation threshold is denoted lambda_p(R). We prove that lambda_p(R) converges to 1/(1-p_c) as R tends to infinity, where p_c is the threshold for Bernoulli site percolation on ^d. As a consequence, we prove that lambda_p(R) > lambda_c(R) for large enough R, answering an open question of [Liggett, Steif, AIHP, 2006] in the spread-out case. Joint work with Bala'zs Ra'th. Alexandre

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Fwd: Tenure track position in mathematics at EPFL
by Marco Romito 24 Oct '19

24 Oct '19

-------- Forwarded Message -------- Subject: Tenure track position in mathematics at EPFL Date: Wed, 23 Oct 2019 17:04:25 +0200 From: Robert Dalang <robert.dalang(a)epfl.ch> To: Robert Dalang <robert.dalang(a)epfl.ch> Dear Colleagues, The Ecole Polytechnique Fédérale de Lausanne (EPFL) is advertising a tenure-track assistant-professorship in mathematics. The fields of interest include PDEs and stochastic PDEs. EPFL is an equal opportunity employer and family friendly university. It is committed to increasing the diversity of its faculty. It strongly encourages women to apply. Could you please bring the announcement of the position (https://www.epfl.ch/about/working/mathematics/) to any strong candidates that you think might be interested? Sincerely, Robert Dalang.

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Mini corso di A. Stauffer a Roma Tre: Multi-scale analysis of reaction-diffusion particle systems
by Pietro Caputo 22 Oct '19

22 Oct '19

Speaker: Alexandre Stauffer (Roma Tre) Title: Multi-scale analysis of reaction-diffusion particle systems 6 Lectures: Monday, 25 November at 16:30 Tuesday, 26 November at 14:30 Monday, 2 December at 16:30 Tuesday, 3 December at 14:30 Monday, 9 December at 16:30 Tuesday, 10 December at 14:30 All lectures will be in Room 211 (2nd floor) at Department of Mathematics and Physics of Roma Tre Largo San Murialdo 1, Palazzina C For PhD students that want to take the course as part of their PhD coursework, the course will be completed by a reading part (to be discussed with the lecturer). Abstract: This course focus on the (microscopic) analysis of stochastic processes on particle systems. A few examples include spread of infection among moving particles, the frog model or stochastic combustion model, activated random walks, growth processes with competition, and branching random walk with interactions. A common feature of such models is that correlations do not decay exponentially fast, which brings serious challenges to the application of standard techniques of analysis, such as renormalization techniques and comparison with independent percolation. Recently, there has been very important progress in this field, with most new results employing a so-called multi-scale analysis to control the dependences in the model. Multi-scale analysis proved to be an extremely powerful technique; it has been employed in areas beyond particle system, one notable example being the study of random interlacements, where it has been playing a fundamental role. Despite its power, a multi-scale analysis can be quite involved to implement and can become very technical. In particular, it usually needs to be developed from scratch for each application as it needs to be tailored to each specific question being analyzed. The goal of this course is to explain the multi-scale analysis in a didactic and comprehensible way, demystifying this technique, and explaining its main aspects (the ones that are common to most applications) and the most common variations. In order to do this we will concentrate on one problem: the analysis of the spread of an infection among particles that move as independent simple random walks.

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PhD in Statistics & Computer Science - Univ. Bocconi
by Antonio Lijoi 21 Oct '19

21 Oct '19

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics and Computer Science presso l'Università Bocconi, per l'a.a. 2020-2021. La scadenza per la presentazione delle domande è il 3 Febbario 2020. Saluti, AL *********************************************************** PhD in Statistics and Computer Science - a.y. 2020-2021 Call for applications for PhD student positions *********************************************************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd<http://www.unibocconi.eu/admissionphd> for detailed information. ** Applications are due by February 3, 2020 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience<http://www.unibocconi.eu/phdstatscompscience> and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it<mailto:antonio.lijoi@unibocconi.it>) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it<mailto:angela.baldassarre@unibocconi.it>) Antonio Lijoi Director, PhD program in Statistics and Computer Science Bocconi University http://mypage.unibocconi.it/antoniolijoi

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PhD position in TU Eindhoven
by Chiarini Alberto 21 Oct '19

21 Oct '19

Call for applications for a PhD position in TU Eindhoven (Netherlands) Applications are invited for a PhD position at TU Eindhoven (TU/e), under the supervision of Alberto Chiarini, who will be based at TU/e from January 2020 onwards. Chiarini's appointment at Eindhoven is part of a larger collaboration between the Analysis and Stochastics groups of the Department of Mathematics and Computer Science, and the PhD student will benefit from being embedded in both groups. The subject of the PhD project will be decided together with the student, and will be chosen from a range of topics on the interface between probability theory and analysis, including Gaussian free fields, particle systems, large deviations, and partial differential equations. Ideally, applicants have a sound training in probability theory (including stochastic processes and stochastic differential equations), analysis (including partial differential equations and functional analysis), and measure theory. Students with deficiencies in one of these areas but who are strong in others are nonetheless urged to apply. PhD positions at TU/e are salaried, fixed-term, four-year positions; the salary increases during the four years from approximately 30.000 to 50.000 euros, before tax. In addition, TU/e offers a wide range of secondary benefits. More information can be found by contacting Alberto Chiarini at chiarini(a)math.ucla.edu Applicants are encouraged to send their applications as early as possible; the position will be filled as soon as a suitable candidate is found. Personal webpage: https://www.math.ucla.edu/~chiarini/ Regards, UCLA Mathematics Department MS 6617F 520 Portola Plaza 90095 Los Angeles California, USA

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Panayotis Mertikopoulos, CNRS Grenoble No-Regret Learning in Games Luiss Viale Romania, 32 Room 403 Friday 25 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Michele Salvi, Université Paris Diderot Scale-Free Percolation as a Model for the Cattle Trading Network in France Luiss Viale Romania, 32 Room 207, Thursday 24 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First annoucement Energy Finance Italia EFI5: Rome, Februrary 10 - 11, 2020
by Tiziano Vargiolu 18 Oct '19

18 Oct '19

Dear All, we are glad to announce the fifth edition of the Energy Finance Italia Workshop - EFI5, which will be held in Rome, University of Roma Tre, next February 10-11, 2020. We will shortly be publishing the CfP with details on the website of the EFI Association http://energyfinanceitalia.unicam.it/ There you will find the information about the EFI Association and the previous editions of the workshop. Best regards Loretta Mastroeni Tiziano Vargiolu

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Seminar Cadonna @Bocconi
by Giacomo Zanella 18 Oct '19

18 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 24 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Annalisa Cadonna (Wirtschaftsuniversität Wien) Title: Hierarchical shrinkage in time-varying parameter models through the Triple Gamma prior Abstract: Time varying parameter (TVP) models are widely used in time series analysis, because of their flexibility and ability to capture gradual changes in the evolution dynamics of the model variables. The popularity of TVP state-space models in macroeconomics and finance is based on the evidence that, in most applications, the influence of certain predictors on the outcome variables varies over time. The risk of overfitting in TVP models is a well know issue, which increases with the dimension of the problem at hand, as only a small subset of the predictors might actually have a dynamic influence on the output variables. Hence, in the last decade, there has been a growing need for models and methods able to discriminate between time varying and static parameters in TVP models or, in other words, perform variance selection. We propose a new global local shrinkage prior for shrinkage of variances in TVP models, referred to as the Triple Gamma prior. The Triple Gamma prior extends to variance selection the Normal-Gamma-Gamma prior introduced in Griffin and Brown (2017) in the context of highly structured regression models. The Triple Gamma prior accommodates, as special or limit cases, the Bayesian Lasso, the Double Gamma prior, and the popular Horseshoe prior. Interesting properties of the triple gamma prior are outlined and an efficient Markov Chain Monte Carlo algorithm is developed. An extended simulation study is conducted and the proposed modeling approach is applied to real data, both in a univariate and a multivariate framework. The predictive performance of different shrinkage priors is compared in terms of log predictive density scores. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 18 Oct '19

18 Oct '19

*SECOND CALL FOR CONTRIBUTIONS* *MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE* *April 15-17, 2020 - Geneve (CH)* *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * The Steering Committee is delighted to announce the 9th International Conference *MAF 2020*. * *MAF 2020* promotes interaction between *mathematicians* and *statisticians* in *actuarial sciences* and *finance*. * *MAF 2020* is open to *academicians* and to *professionals*, to encourage cooperation. * *MAF 2020* covers a *wide variety of subjects* in actuarial science and financial fields. * *MAF 2020* will be held at the *Université de Genève*, in *April 15-17*, *2020*. * *We invite submission of original contributions*. * *Important dates*: - Submission of 1-page abstracts: by November 22nd, 2019. - Notification of 1-page abstract acceptance: by December 13th, 2019. - Organized session proposals: by October 25th, 2019. - Notification of organized session acceptance: by November 8th, 2019. - Submission of short papers (facultative): by December 13th, 2019. - Notification of short paper acceptance: by December 30th, 2019. - Early bird registration: by December 20th, 2019. *The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. * *Keynote speakers* - *Michael O'Neill*, Centre for Business Analytics, University College Dublin; - *Jaap Spronk*, Erasmus School of Economics (NEH) & Rotterdam School of Management - *Howell Tong*, London School of Economics and Political Science Apologies for cross-posting. The warmest regards, Marco CORAZZA | Ca'Foscari University of Venice (I) [Behalf of the Steering Committee] Manfred GILLI | University of Geneve (CH) Cira PERNA | University of Salerno (I) Claudio PIZZI | Ca'Foscari University of Venice (I) Marilena SIBILLO | University of Salerno (I) -- Nota automatica aggiunta dal sistema di posta.

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postdoc opportunity in Bern
by Fabio Bellini 16 Oct '19

16 Oct '19

A postdoc search from Johanna Ziegel (University of Bern): The Institute of Mathematical Statistics and Actuarial Sciences invites applications for the following position opening February 1, 2020. POSTDOC (80-100%) Oeschger Centre, University of Bern Compound weather and climate events refer to multiple climate events that potentially cause large societal impacts. The analysis and prediction of compound events pose substantial challenges from a statistical perspective. The prospective PostDoc will work at the interface of the development of statistical methods and their application to current topics of high interest in climate and weather applications. Potential topics include the evaluation of predictions for (joint) extreme events, the evaluation of multivariate or spatial predictions, and the calibration (or ``bias-correction'') of multivariate predictions. The PostDoc will be a part of the group of Prof. Dr. Johanna F. Ziegel (Institute of Mathematical Statistics and Actuarial Science). Close collaboration is planned with the group of Dr. Jakob Zscheischler (Physics Institute), and with the group of Prof. Dr. Olivia Romppainen-Martius (Institute of Geography). The position is ideally suited for a young researcher in statistics to become an expert in statistics for climate science and weather applications. Profile of the candidate The successful candidate holds a PhD in Statistics and has a strong interest in climate and weather applications, or he/she holds a PhD in Climate Science with a solid background in statistics. She/he has excellent programming and data handling skills, and a keen interest in interdisciplinary research. The candidate is proficient in English, both written and spoken. Details - Type of appointment: Full time or part time (80-100%) fixed term appointment for 2 years with the possibility of a 1 year extension after a positive evaluation. - Starting date: February 1, 2020 or upon agreement - Employment conditions and remuneration in accordance with the standards of the University of Bern, Switzerland. For further information please contact Prof. Dr. Johanna F. Ziegel ( johanna.ziegel(a)stat.unibe.ch). Applications All applications received before January 1, 2020 will be reviewed, and further applications will be considered until the position is filled. Please send your application documents including a CV, a motivation letter, and contact information for 3 references by e-mail to office(a)stat.unibe.ch. Homepage http://www.oeschger.unibe.ch/ http://www.stat.unibe.ch

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Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition)
by Irene Crimaldi 16 Oct '19

16 Oct '19

Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition) Lake Como School of Advanced Studies Villa del Grumello, Como, Italy, 18-21 May 2020 https://ntmf.lakecomoschool.org/ *** DEADLINE FOR APPLICATION: February 23, 2020 *** Many real systems can be modeled as networks, where the elements of the system are nodes and interactions between elements are edges. An even larger set of systems can be modeled using dynamical processes on networks, which are in turn affected by the dynamics. Networks thus represent the backbone of many complex systems, and their theoretical and computational analysis makes it possible to gain insights into numerous applications. Networks permeate almost every conceivable discipline---including sociology, transportation, economics and finance, biology, and myriad others---and the study of "network science" has thus become a crucial component of modern scientific education. The school "Complex Networks: Theory, Methods, and Applications" offers a succinct education in network science. It is open to all aspiring scholars in any area of science or engineering who wish to study networks of any kind (whether theoretical or applied), and it is especially addressed to doctoral students and young postdoctoral scholars. The aim of the school is to deepen into both theoretical developments and applications in targeted fields. LECTURERS --- REKA ALBERT, Pennsylvania State University --- GUIDO CALDARELLI, IMT Lucca --- MARTON KARSAI, Central European University --- JOSE FERNANDO MENDES, University of Aveiro --- NATASA PRZULJ, Barcelona Supercomputing Center ORGANIZING COMMITTEE STEFANO BATTISTON, University of Zurich --- GINESTRA BIANCONI, Queen Mary University of London --- VITTORIA COLIZZA, INSERM and Sorbonne Université, Paris --- JAMES GLEESON, University of Limerick --- PETTER HOLME, Tokio Institute of Technology --- YAMIR MORENO, University of Zaragoza --- CARLO PICCARDI, Politecnico di Milano --- MASON A. PORTER, UCLA PROGRAM Monday, 18 May, morning - Introduction to Complex Networks (Mendes) Monday, 18 May, afternoon - Statistical Physics of Networks (Caldarelli) Tuesday, 19 May, morning - Critical Phenomena in Networks (Mendes) Tuesday, 19 May, afternoon - short talks by students Wednesday, 20 May, morning - Computational Human Dynamics (Karsai) Wednesday, 20 May, afternoon - Analyzing the structure of biological networks (Albert) Thursday, 21 May, morning - Biological Networks (II) (Przulj) Thursday, 21 May, afternoon - Analyzing the dynamics and attractors of biological networks (Albert) For more information and application: https://ntmf.lakecomoschool.org/ Sponsored by SICC - Italian Society for Chaos and Complexity http://www.sicc-it.org -------------------------------------------- SICC - Societa' Italiana Caos e Complessita' e-mail info(a)sicc-it.org Web http://www.sicc-it.org -------------------------------------------- Click here <http://www.sicc-it.org/lists/lt.php?id=Lk4AGgNTHwsDVA0E> to opt-out from all future mailings. [image: powered by phpList 3.2.7, © phpList ltd] <http://www.sicc-it.org/lists/lt.php?id=Lk4DGgNTHwsDVA0E>

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Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ho il piacere di annunciare il seguente Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca, congiuntamente con il Seminario Matematico e Fisico di Milano. Il giorno lunedì 28 ottobre 2019, alle ore 16:00, Lorenzo Zambotti (Sorbonne Université, Paris) terrà un colloquium dal titolo "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" Il seminario si terrà nell'aula 3014 (edificio U5, terzo piano, via Cozzi 55, Milano) e sarà seguito da un rinfresco. Segue l'abstract. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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 “Half day in Stochastic Analysis and applications”
by Paolo Dai Pra 15 Oct '19

15 Oct '19

Dear Colleagues, it is with pleasure that we announce the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Therry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below and the poster in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, Padova ---------------- *** Special Guest: THERRY LYONS (Oxford) *** *** Opening the workshop at 10:30*** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05*** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions. Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Fwd: annuncio convegno
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ricevo e inoltro. > Da: malongob(a)unina.it > > Dear colleagues, > > We are writing to keep you updated on the news regarding the 14th International Conference on Ordered Statistical Data - OSD2020, which will take place at Vietri sul Mare (SA), Italy, May 26th - 29th, 2020. > > The instructions for registration and abstract submission are now available on the web page of the conference. To register please visit the conference webpage (http:www.osd2020.unina.it) then click on the ?Registration? tab. If you are going to give a talk or to present a poster, please click on the ?Authors? tab for getting instructions on how to prepare and submit the abstract of your contribution. > > The deadline for early registration is April 1st and deadline for submissions of abstracts is February 15th, 2020. > > If you have any questions, do not hesitate to ask us by sending an e-mail to osd2020(a)unina.it. > > We are looking forward to seeing you in Vietri sul Mare, > > On the behalf of the Organizing Committee, > Maria Longobardi > > Maria Longobardi > E-mail: maria.longobardi(a)unina.it > Dipartimento di Matematica e Applicazioni "R. Caccioppoli" > Universita' degli Studi di Napoli FEDERICO II > Via Cintia - 80126 Napoli - Italy > Studio 114 - V livello > Tel. +39 081 675620

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Seminario di Antonio Blanca a Roma Tre il 24-10-2019
by Pietro Caputo 15 Oct '19

15 Oct '19

Speaker: Antonio Blanca (Penn State University) Titolo: Lower bounds for testing spin systems Giovedi' 24 Ottobre 2019 ORE 10:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the identity testing problem in the context of spin systems where it takes the following form: given the parameter specification of the model M and a sampling oracle for the distribution μ of an unknown model M*, can we efficiently determine if the two models M and M* are the same? We establish hardness results for this problem for two prototypical spin systems: the Ising model and proper colorings. For the ferromagnetic (attractive) Ising model, Daskalakis et al. (2018) presented a polynomial-time algorithm for identity testing. I will present a hardness result for the antiferromagnetic (repulsive) setting. In our proofs, we use random graphs as gadgets; this is inspired by similar constructions in seminal works on the hardness of approximate counting. The results for proper colorings are based on the presumed hardness of #BIS, the problem of (approximately) counting independent sets in bipartite graphs. Based on joint work with Ivona Bezakova, Zongchen Chen, Daniel Stefankovic and Eric Vigoda

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Seminario KOLOKOLTSOV @ UniTo
by Cristina Zucca 14 Oct '19

14 Oct '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 17 Aprile 2018 alle ore 15:00 in Aula Marro presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *VASSILI KOLOKOLTSOV* terrà un seminario dal titolo *Recent developments in probabilistic and analytic methods for fractional differential equations * Abstract: We shall discuss recent achievements in solving fractional differential equations and their extensions arising from generalized fractional calculus. Probabilistic techniques will be derived from the notion of Markov processes interrupted on the attempt to cross the boundary. Analytic techniques will cover generalized operator-valued Mittag-Leffler functions and chronological Feynman-Kac formulas. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Announcement -- Half day in Stochastic Analysis and applications (fwd)
by Tiziano Vargiolu 14 Oct '19

14 Oct '19

---------- Forwarded message ---------- Date: Mon, 14 Oct 2019 07:53:54 +0200 From: ancona(a)math.unipd.it To: users(a)math.unipd.it Subject: Announcement -- Half day in Stochastic Analysis and applications Dear Colleagues, it is our great pleasure to announce at our Department the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Terry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, via Trieste 63, Padova ---------------- *** Special Guest: TERRY LYONS (Oxford) *** *** Opening the workshop at 10:30 *** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05 *** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions.

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Postdoctoral position in Paris - Saclay with Eric Moulines and Nicolas Chopin
by Julyan Arbel 12 Oct '19

12 Oct '19

---------- Forwarded message ---------- From: eric.moulines(a)polytechnique.edu Date: 12 Oct 2019 at 09:33 +0200 To: 'Julyan Arbel' <julyan.arbel(a)inria.fr> Subject: TR: offre de post-doc > As a consequence of its recent funding by the Agence Nationale de la Recherche (ANR), the ABSint research group is recruiting a post-doctoral collaborator for up to 21 months. The accronym ABSint stands for Approximate Bayesian solutions for inference on large datasets and complex models. The project involves researchers in Paris, Saclay, Montpellier, Lyon and Nice. This second call seeks candidates with an excellent research record interested to collaborate more closely with members on the ABSint team located in Saclay, at institutions such as Institut Polytechnique de Paris (e.g. Nicolas Chopin and Eric Moulines), Université Paris Saclay, on any topic (broadly) relevant to ABSint and to these researchers' interests. > Applications can be submitted in either English or French. > The candidate must obtain a PhD degree by the date of application. > Good working knowledge of English is required. > Estimated salary is around 2500 EUR with taxes, depending on experience since PhD. > Position opened December 1, 2019, with possible accommodation for later start. > Call opened until position filled. > Candidates should contact Nicolas Chopin (mail address: nicolas.chopin(a)ensae.fr) with a vita and a motivation letter. Letters of recommendation can also be sent to the same address. >

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Seminario PODOLSKIJ
by Pierpaolo De Blasi 11 Oct '19

11 Oct '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 18 Ottobre 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Mark PODOLSKIJ (Aarhus University) OPTIMAL ESTIMATION OF CERTAIN RANDOM QUANTITIES ASSOCIATED WITH LEVY PROCESSES In this talk we present new ideas on optimality of statistical estimates of certain random quantities of stochastic processes, such as supremum or local times. Despite the existing results on estimation of such objects through high frequency observations, the question of optimality is rarely discussed. We will demonstrate some optimal estimation methods for the supremum and local times of the Brownian motion in the L2 and L1 sense. In the second part of the talk we will investigate how the main ideas can be extended towards the class of Levy processes and continuous diffusion models. (joint work with J. Ivanovs) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/

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Fellowships at Heilbronn Institute
by Tiziano De Angelis 10 Oct '19

10 Oct '19

Dear All, The fellowship advertised below might be of interest to people in your network. Best wishes Tiziano Posted on behalf of the Heilbronn Institute: The Heilbronn Institute invites applications for Heilbronn Research Fellowships. We have a number of Fellowships available at Imperial College London, King’s College London, University of Bristol, University College London, University of Manchester. Deadline 17 November 2019. Please see our website for further details: https://heilbronn.ac.uk/fellowships-2/ Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVN616/heilbronn-research-fellowship Data Science Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVF215/data-science-heilbronn-research-fellowship

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Seminario Enrico Scalas @ UniTo - 15 Ottobre
by Bruno Toaldo 10 Oct '19

10 Oct '19

******************************************************************** SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 15 Ottobre 2019 alle ore 16:30 in Sala S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Enrico Scalas* (Department of Mathematics – University of Sussex, UK) terrà un seminario dal titolo *Functional and Thermodynamic Limits of a Simple Coagulation-Fragmentation Markov Chain* Abstract: We discuss a simple random exchange model for the distribution of wealth. There are N agents, each one endowed with a fraction of the total wealth; indebtedness is not possible, so wealth fractions are positive random variables. At each step, two agent are randomly selected, their wealths are first merged (coagulation) and then randomly split into two parts (fragmentation) conserving the total wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we present its functional convergence to a continuous space - discrete time model. Then, we discuss how a continuous-time version of the one-point marginal Markov chain functionally converges to a kinetic equation of Boltzmann type. Solutions to this equation are presented and they coincide with the appropriate limits of the invariant measure for the marginal Markov chain. In this way, in this simple case, we complete Boltzmann’s program of deriving kinetic equations from random dynamics. Joint work with: Bertram Duering, Nicos Georgiou, Sara Merino Aceituno Tutti gli interessati sono invitati a partecipare.

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Seminario Jonathan Hermon a Roma Tre il 15-10-2019
by Pietro Caputo 09 Oct '19

09 Oct '19

Martedi' 15 Ottobre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Speaker: Jonathan Hermon Titolo: Anchored expansion in supercritical percolation on nonamenable graphs. Abstract: Let G be a transitive nonamenable graph, and consider supercritical Bernoulli bond percolation on G. We prove that the probability that the origin lies in a finite cluster of size n decays exponentially in n. We deduce that: 1. Every infinite cluster has anchored expansion (a relaxation of having positive Cheeger constant), and so is nonamenable in some weak sense. This answers positively a question of Benjamini, Lyons, and Schramm (1997). 2. Various observables, including the percolation probability and the truncated susceptibility (which was not even known to be finite!) are analytic functions of p throughout the entire supercritical phase. 3. A RW on an infinite cluster returns to the origin at time 2n with probability exp(-Theta(n^{1/3})). Joint work with Tom Hutchcroft.

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Seminar Mealli @Bocconi
by Giacomo Zanella 08 Oct '19

08 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 10 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Fabrizia Mealli (University of Florence) Title: Assessing causal effects in the presence of treatment switching through principal stratification Abstract: consider clinical trials focusing on survival outcomes for patients suffering from Acquired Immune Deficiency Syndrome (AIDS)-related illnesses or particularly painful cancers in advanced stages. These trials often allow patients in the control arm to switch to the treatment arm if their physical conditions are worse than certain tolerance levels. The Intention-To-Treat analysis compares groups formed by randomization regardless of the treatment actually received. Although it provides valid causal estimates of the effect of assignment, it does not measure the effect of the actual receipt of the treatment and ignores the information of treatment switching in the control group. Other existing methods propose to reconstruct the outcome a unit would have had if s/he had not switched. But these methods usually rely on strong assumptions, for example, there exists no relation between patient's prognosis and switching behavior, or the treatment effect is constant. Clearly, the switching status of the units in the control group contains important post-treatment information, which is useful to characterize the treatment effect heterogeneity. We propose to re-define the problem of treatment switching using principal stratification and introduce new causal estimands, principal causal effects for patients belonging to subpopulations defined by the switching behavior under control. For statistical inference, we use a Bayesian approach to take into account that (i) switching happens in continuous time generating infinitely many principal strata; (ii) switching time is not defined for units who never switch in a particular experiment; and (iii) survival time and switching time are subject to censoring. We illustrate our framework using a synthetic dataset based on the Concorde study, a randomized controlled trial aimed to assess causal effects on time to-disease progression or death of immediate versus deferred treatment with zidovudine among patients with asymptomatic HIV infection. Joint work with Alessandra Mattei and Peng Ding Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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2-year Teaching Fellow in Statistics at the University of Leeds
by Tiziano De Angelis 07 Oct '19

07 Oct '19

Dear All, We have an opening for a Teaching Fellow in Statistics at the University of Leeds. The position is fixed term for 2 years. Please see the advert below https://www.timeshighereducation.com/unijobs/minisites/university-of-leeds/… I would be most grateful if you could please circulate the advert to any potential candidate. Best wishes Tiziano

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Postdoctoral position at UBC, Vancouver
by Antonio DI CRESCENZO 04 Oct '19

04 Oct '19

---------- Forwarded message --------- From: Mathav Murugan <mathav(a)math.ubc.ca> Date: Fri, 4 Oct 2019 at 00:09 Subject: Postdoctoral position at UBC Dear friends and colleagues, We invite applications for postdoctoral fellowships in probability theory in the Mathematics Department, University of British Columbia, Vancouver, Canada. For more details, please see the link: http://www.math.ubc.ca/Research/Probability/pdf.html We would be grateful if you could forward the information to potential interested candidates. With best regards, Omer Angel, Jonathan Hermon, Mathav Murugan, Ed Perkins, Gordon Slade ------------------------------

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PhD studentship in spatial stochastics
by Gianluca Finocchio 02 Oct '19

02 Oct '19

Gentili colleghi/e,vi inoltro l'annuncio della Prof. Marie-Colette van Lieshout, University of Twente (Olanda). Gianluca Finocchio ============================================= The University of Twente, The Netherlands, invites applications for a PhD studentship in spatial stochastics in the project `Comprehensive monitoring and prediction of seismicity within the Groningen gas field using large scale field observations', which is embedded in the national research programme DeepNL funded by the Dutch Research Council. Candidates are required to have a Master’s degree in mathematics or a related discipline and a solid background in probability, statistics and numerical mathematics. They should have excellent grades, research talent (as proven by their Master’s thesis), an excellent command of English and good academic writing and presentation skills. The terms of employment are in accordance with the Dutch Collective Labour Agreement for universities. The salary will range from EUR 2325 per calendar month in the first year to 2972 in the fourth year. Additional secondary conditions include superannuation and health care benefits, a holiday allowance and end-of-year bonus. To apply, please send a letter of motivation, a list of your BSc and MSc courses with grades and either a copy of your Master's thesis if available or a copy of your Bachelor's thesis accompanied by an outline of your Master's thesis to Prof.dr M.N.M. van Lieshout Centrum Wiskunde & Informatica Science Park 123, 1098 XG Amsterdam Email: m.n.m.vanlieshout(a)utwente.nl before October the 27th. Further information can be obtained at the same address.

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Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems
by Tiziano De Angelis 01 Oct '19

01 Oct '19

Dear All, I would like to draw your attention to the following winter school: *-------------------------* *Title:* Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems. *Website:* https://conferences.leeds.ac.uk/osfbp/ *Date and Location:* 13th-17th of January 2020, School of Mathematics University of Leeds *Registration:* registration is free but compulsory by the 15th of December (see details at https://conferences.leeds.ac.uk/osfbp/registration/ ) *Short description: *This winter school is mainly aimed at PhD students and post-docs but participation is open to anyone with an interest in the subject. The lectures will provide a comprehensive introduction to the theory of optimal stopping for Markov processes, including applications to Dynkin games, with an emphasis on the existing links to the theory of partial differential equations and free boundary problems. Alongside traditional lectures there will also be tutorial classes (4 hours) with a focus on solutions of specific problems. On Wednesday 15th of January there will be a full day workshop on a broad range of topics related to optimal stopping and stochastic control. We strongly encourage attendees of the winter school to submit a contributed talk at the time of their registration. -------------------------- I would be most grateful if you could please pass this advert on to potentially interested people. All enquiries can be addressed directly to me (t.deangelis(a)leeds.ac.uk). Thank you and best wishes Tiziano De Angelis

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Seminar announcement
by Marco Scarsini 01 Oct '19

01 Oct '19

Thursday, 3 October, 12:00 Luiss | Viale Romania, 32 | Room 207 Yosi Rinott, Hebrew University of Jerusalem Title Priors and Posteriors of Asset Values, Domination, Optimism, and Monotonicity Abstract Suppose there is a set of states that are relevant to the value of an asset, and the market has a prior distribution on the state space. Consider signals having distribution depending on the true state. The price of an asset depends on the market’s posterior probability that the asset is in a good state, given a signal. Before the signal is given, the market considers the expectation of this (random) posterior probability, and more generally, its distribution. It is well known that the expected posterior equals the prior, but the actual posterior probability may be higher or lower than the prior depending on the signal. Suppose an insider has a different prior than the market. We study the question of what kind of priors will make the insider expect that the asset value following the signal will be higher than the market’s value (suggesting to buy, or to be optimistic). Since the posterior is a random variable, this leads to stochastic ordering, and in fact, we obtain a very strong ordering, namely likelihood ratio order. Given such a setup, if signals are generated independently according to a given state, then Doob’s Bayesian Consistency Theorem says that the posterior probability of this state converges to one. We study some monotonicity properties of this convergence, and some (perhaps) surprising lack of monotonicity. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di Claudio Macci presso l’Università di Salerno
by Barbara Martinucci 01 Oct '19

01 Oct '19

Il Prof. Claudio Macci (Università di Roma Tor Vergata) terrà il seguente seminario mercoledì 9 ottobre alle ore 16.00 presso la sala riunioni del Dipartimento di Matematica dell’Università di Salerno: *Titolo*: "Multivariate fractional (possibly compound) Poisson processes " *Abstract:* We present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (non fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed t≥0, the conditional joint distribution of the components given their sum is multinomial, as happens for the non fractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin Cordiali saluti, Barbara Martinucci

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🆕 Intensive Research Programme in Quantitative Finance
by Maria Elvira Mancino 30 Sep '19

30 Sep '19

Da: "Centre de Recerca Matemàtica (CRM)" difusions(a)crm.cat Cc: Data: Mon, 30 Sep 2019 12:18:34 +0000 Oggetto: 🆕 Intensive Research Programme in Quantitative Finance View this email in your browser [1] Dear colleague, we are pleased to announce the forthcoming CRM Intensive Research Programme in QUANTITATIVE FINANCE JUNE – JULY 2020 Centre de Recerca Matemàtica (BARCELONA) This intensive program focuses in hot topics in Quantitative Finance. In the last decades, problems emerging in the financial industry have been a starting point for the development of quantitative techniques. These techniques cover a wide spectrum of mathematical fields, from probability theory to numerical and computational tools. A huge volume of research has done in the academia inspired by these problems. In the contrary direction, the financial industry is using more and more advanced (from the mathematical point of view) tools and concepts, due to the increasing complexity of markets, that can only be addressed with high-level quantitative methods. This program has been designed to create a bridge between the academia and the industry and it is thought to be a forum to gather professionals working in this area. This means, from the academia, the financial industry and specialized software companies. The program will last for two months and it will take place at the Centre de Recerca Matemàtica during the period June-July 2020. The program is composed of: ADVANCED COURSE ON NUMERICAL METHODS IN FINANCE [2]. June 8th to 12th, 2020 ADVANCED COURSE ON STOCHASTIC TOOLS IN FINANCE [3]. June 15th to 19th, 2020 WEEKLY SEMINARS FOR RESEARCHERS. June 22nd to July 24th, 2020 WEEKLY SEMINARS FOR STUDENTS. June 22nd to July 24th, 2020 WORKSHOP: NEW CHALLENGES IN QUANTITATIVE FINANCE [4]. July 13th to 17th, 2020 ORGANIZERS: Elisa Alòs Universitat Pompeu Fabra Luis Ortiz-Gracia Universitat de Barcelona Josep Vives Universitat de Barcelona-IMUB SCIENTIFIC COMMITTEE: Elisa Alòs Universitat Pompeu Fabra José Manuel Corcuera Universitat de Barcelona Maria Elvira Mancino Università di Firenze Cornelis W. Oosterlee Delft University of Technology and CWI Luis Ortiz-Gracia Universitat de Barcelona Carlos Vázquez Cendón Universidade da Coruña Josep Vives Universitat de Barcelona-IMUB We hope you find this information of interest. Best regards, CENTRE DE RECERCA MATEMÀTICA Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 WWW.CRM.CAT [5] @CRMATEMATICA [6] [7] [8] [9] Centre de Recerca Matemàtica, Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) tl.: 935811081 fax:935812202 crm(a)crm.cat Want to change how you receive these emails? You can update your preferences [10] or unsubscribe from this list [11]. This email was sent to info(a)amases.org _why did I get this?_ [12] unsubscribe from this list [11] update subscription preferences [10] Consorci del Centre de Recerca Matemàtica · Centre de Recerca Matemàtica · Campus de Bellaterra, Edifici C · Bellaterra, Barcelona 08193 · Spain [13] Links: ------ [1] https://mailchi.mp/cdea4a0dcf23/intensive-research-programme-in-quantitativ… [2] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [3] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [4] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [5] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [6] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [7] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [8] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [9] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [10] https://crm.us20.list-manage.com/profile?u=34be5dbb4af0e8e87fd462228&id… [11] https://crm.us20.list-manage.com/unsubscribe?u=34be5dbb4af0e8e87fd462228&am… [12] https://crm.us20.list-manage.com/about?u=34be5dbb4af0e8e87fd462228&id=3… [13] http://www.mailchimp.com/monkey-rewards/?utm_source=freemium_newsletter&amp…

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Chapman Fellowship Blurb - postdoctoral position
by Antonio DI CRESCENZO 29 Sep '19

29 Sep '19

Imperial College London is seeking applicants for the Chapman Fellowship, a prestigious two-year postdoctoral position for finishing and recent PhDs in mathematics. The position is primarily research, with a small amount of teaching duties (about half the usual load). Chapman fellows are free to carry out their own independent program of research. Many past Chapman fellows have received excellent permanent positions. For more information and to apply, please go to the website: https://www.imperial.ac.uk/jobs/description/NAT00517/chapman-fellowship-mat… . Applications are *due on 1 November, 2019 (strictly by 11:59 PM, GMT)*, via the website linked to above. Note that applicants need to choose a staff member of Imperial's Mathematics Department to help review their application. Please pass this blurb on to anyone interested. Thank you very much!

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Fwd: premio Cuozzo
by Lucia Caramellino 27 Sep '19

27 Sep '19

Ricevo ed inoltro il seguente avviso per un premio di tesi di dottorato in Matematica. > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: premio Cuozzo > Data: 26 settembre 2019 20:05:45 CEST > A: Filippo Bracci <fbracci(a)mat.uniroma2.it> > > (Con preghiera di diffusione tra gli interessati), > > Cari colleghi, > > sono lieto di informarvi che anche quest’anno la Famiglia Cuozzo ha generosamente rinnovato il premio di 3000 euro dedicato alla memoria di Michele Cuozzo, premio a cui possono partecipare tutti coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, nei 12 mesi precedenti alla scadenza del bando. Maggiori informazioni a > > http://www.mat.uniroma2.it/Docs_avvisi-L/BandoCuozzo2019prot.pdf <http://www.mat.uniroma2.it/Docs_avvisi-L/BandoCuozzo2019prot.pdf> > > La scadenza per la presentazione delle domande è il 26 ottobre 2019 alle ore 12,00 > > Grazie > > a presto > > Filippo > > > -- > ************************ > Prof. Filippo Bracci > 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 <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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Seminar Panaretos @Bocconi
by Giacomo Zanella 27 Sep '19

27 Sep '19

We announce the following DEC Statistics seminar: Thursday, October 3 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Victor Panaretos (École Polytechnique Fédérale de Lausanne) Title: Fréchet Means and Procrustes Analysis in Wasserstein Space Abstract: Given a collection of diffuse random measures in R^d, we consider the problems of: constructing their optimal multicoupling in a mean square sense (a.k.a. Procrustes analysis); and of determining their Fréchet mean with respect to the Wasserstein metric. Though these problems admit explicit solutions when d=1, they are considerably more challenging when d>1. To attack them, we exploit the geometry of Wasserstein space, and specifically the relation between its tangent bundle and the class of optimal coupling maps. This allows us to determine the gradient of the Fréchet functional and show that the two problems at hand represent two sides of the same coin: gradient descent for the Fréchet mean reduces to a Procrustes algorithm, requiring only successive solution of pairwise coupling problems, thus being practically feasible; and the optimal maps obtained as a bye-product can be used to explicitly construct the optimal multi-coupling. We show how these results can be used in order to consistently solve the problem of registration of warped spatio-temporal point processes in an entirely nonparametric fashion, by means of appropriate regularisation. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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seminario Fabio Antonelli a Roma Tor Vergata
by Anna Vidotto 27 Sep '19

27 Sep '19

Dear all, I would like to announce the following talk that will be held on Friday, October 4th 2019, at 4:30 PM, in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Fabio Antonelli Title: CVA and vulnerable options in stochastic volatility model Abstract: CVA adjustment in order to evaluate correctly derivatives subject to default risk has become more and more important in the past decade, especially when Wrong Way Risk, that is an increase in the product's price when deterioration of credit occurs. Considering the most common stochastic volatility models, we express WWR in terms of the correlation between asset's price and default event, that is described exploiting the so called intensity approach. When intensity follows an affine process, we are able to parametrize this correlation and, applying accurately Ito's formula, to suggest a Taylor polynomial approximation of CVA. Some numerical results showing the efficiency of the method are provided. Kind regards --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Postdoc Position in Luxembourg
by Giovanni Peccati 26 Sep '19

26 Sep '19

Dear Colleagues, please find below an announcement for a post-doc position in Probability Theory at Luxembourg University. Best Regards, Giovanni ----------------------------- *Postdoc position in Luxembourg for March 2020 (deadline for submission of application: December 15th)* University of Luxembourg, campus Belval (Funded by the FNR project APOGee) Applications are invited for a postdoctoral fellowship in the field of stochastic analysis at the University of Luxembourg. The postdoc is funded by the FNR project APOGee. The project is about Malliavin calculus, Stein's method, and related topics, in a broad sense. Areas of interest include stochastic analysis and its interplay with other fields of mathematics (in particular, but not exclusively, functional analysis and geometry). The position is for 2 years (24 months), with a competitive salary and travel allowances. The starting date is March 1st, 2020. Applications, including a CV, a list of publications and a research statement must be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu) Applicants should also arrange for two letters of recommendation to be sent to the same address. Applications will be evaluated first after *December 15th*, and then on a rolling basis until the position is filled. Requests for further information about the position should be also sent to the same address. -------------- -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Third Haifa Probability School, 24-28 Feb 2020
by Marco Romito 26 Sep '19

26 Sep '19

---------- Forwarded message --------- Da: *Leonid Mytnik*<leonid(a)ie.technion.ac.il <mailto:leonid@ie.technion.ac.il>> Date: mer 25 set 2019 alle ore 13:44 Subject: Third Haifa Probability School, 24-28 Feb 2020 On behalf of the organizers, I would like to advertise *the third Haifa probability school (HPS3)*, which will be held during *24/2/2020 – 28/2/2020 *in *the Technion*, *Haifa, Israel.* The school aims at introducing current trends in probability theory to young scholars (mainly PhD students and postdocs). As usual, the school will consist of three mini-courses, which are given this year by: *Ivan Corwin (Columbia University)* *Grégory Miermont (ENS Lyon)* *Ron Rosenthal (Technion, Haifa)* In addition, several talks on related subjects will be given by: *Guillaume Barraquand (ENS Paris, France),* *Christina Goldschmidt (Oxford, UK),* *Kostya Khanin (U. of Toronto, Canada),* *Sayan Mukherjee (Duke, US),* *Omer Bobrowski (Technion, Israel).* We have limited financial support, which can be used towards covering the cost of accommodation in Haifa (and in some cases also travel). Preference will be given to those who register early. For further information, visit our (continuously updated) website: https://hps3.net.technion.ac.il/ Participation in the school is free, but requires filling out the *online registration form*, which is accessible from the website. *_Please also help us spread the word, by for warding this email to anyone who may be interested, including your students and postdocs, or through your university probability mailing list._* Best wishes, Leonid Mytnik. (On behalf of the organizers: Omer Bobrowski, Dima Ioffe, Oren Louidor, Ron Rosenthal and Lorenzo Zambotti.) --------------------------------------- Prof. Leonid Mytnik Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology, Haifa 32000, Israel

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Workshop at UCL on growth and division in mathematics and medicine
by Enrico Scalas 25 Sep '19

25 Sep '19

Dear Colleagues, Your co-workers or yourself might be interested in this workshop that will take place at UCL in November. Best wishes, Enrico -- Subject: Event: Growth and division in mathematics and medicine, 4-6 Nov 2019 Date: Tue, 24 Sep 2019 14:23:36 +0100 From: Alex Watson <alexander.watson(a)ucl.ac.uk> To: APPLIEDPROB(a)JISCMAIL.AC.UK Dear all, I'm pleased to announce the following workshop: % Growth and division in mathematics and medicine 4-6 November 2019 University College London On 4-6 November 2019, the Department of Statistical Science will host a collaborative workshop, designed to bring together people with different perspectives on processes of growth and division - from mathematics, statistics, science and medicine - and get us talking. The incubator workshop will kick off with talks outlining questions around growth and division from a range of areas. The participants will work together in groups to develop the questions into well-defined problems and discuss ideas for solutions. Funding is available for travel, accommodation and caring costs of participants. Speakers: - Rob Jack (Cambridge) - Aline Marguet (Inria Grenoble Rhône-Alpes) - Juraj Szavits-Nossan (Edinburgh) - Minmin Wang (Sussex) - Sarah Woolner (Manchester) - Wei-Feng Xue (Kent) Website: https://www.homepages.ucl.ac.uk/~ucakwat/gd.html Registration deadline: 21 October (if requesting funding) or 28 October (otherwise) % I look forward to seeing you there! Best wishes, Alex Watson

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Seminario di Lorenzo Taggi a Roma 1
by Faggionato, Alessandra 24 Sep '19

24 Sep '19

Buongiorno il Dr. Lorenzo Taggi (WIAS - Berlino) terrà il seguente seminario Martedi' 1 Ottobre alle ore 14 in Aula di Consiglio del Dipartimento di Matematica alla Sapienza: *Title:* Absorbing-state phase transition in Activated Random Walk and Oil and Water. *Abstract:* We consider two interacting particle systems, Activated Random Walk and Oil and Water, which belong to the so-called class of Abelian networks. In these systems particles of two different types are present and the dynamics conserves the number of particles. This conservation law introduces hard-core constraints and long-range correlations which make the rigorous mathematical analysis particularly challenging. Activated Random Walk undergoes an absorbing-state phase transition, namely if the particle density is small enough, the activity dies out with time, while if the particle density is large enough, the activity is sustained. In recent years significant effort has been made to provide a rigorous proof of the occurrence of such a phase transition and a non-trivial characterisation of the critical particle density. Oil and Water shows a substantially different behaviour from Activated Random Walks and other Abelian networks: the activity dies out with time at *all *densities for *any *graph which is vertex-transitive. This talk reviews the main questions, results and conjectures about these models and presents joint works with E. Candellero and A. Stauffer. saluti alessandra ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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seminario Samuel Cohen in Bicocca
by Emanuela Rosazza 24 Sep '19

24 Sep '19

Si avvisa che il giorno martedì 1 ottobre alle ore 16 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Samuel Cohen (University of Oxford) Titolo: “Learning and filtering in an uncertain setting” Abstract: Optimal filtering is a classical method for inferring the distribution of a hidden process from data. As an input it requires a probability model, which needs to be separately estimated. In this talk, we will look at what happens when we include the uncertainty of this estimation into our filtering problem, using a nonlinear expectation approach. A key difficulty is that one obtains a pathwise optimal control problem, which requires some care in analysis. We will see how we can ensure this problem remains well posed, and demonstrate the gains in performance from using this approach. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Reminder: TOFFEe workshop @IMT, Lucca, 24-25 October
by Irene Crimaldi 23 Sep '19

23 Sep '19

Dear friends and colleagues, this is a reminder for the 1st TOFFEe workshop on* October 24th and 25th*, 2019 in Lucca, Italy. You can find all infos at https://toffee.imtlucca.it/workshops/toffee-workshop-1. We remind you that *the registration to the workshop is free!* Just fill the form at https://toffee.imtlucca.it/workshops/toffee-workshop-1. For organizational reasons, we kindly ask you to register before the* 9th of October*. The registration comprehends two coffee breaks and one lunch. We would be delighted if you could contribute to the workshop with a seminar presenting your latest results. The slot for the contributions last nearly 15 minutes, plus some time for questions. You can send us a *2 pages abstract* at the present email address. The deadline for sending the abstract is on the *25th of September*. We will return our decision on the *2nd of October*. Looking forward to meeting you in Lucca, we send you our best regards, Rocco De Nicola (project coordinator) Guido Caldarelli Irene Crimaldi Marinella Petrocchi Fabio Saracco

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Postdoc positions at LUISS
by Giovanni Alessandro Zanco 22 Sep '19

22 Sep '19

The Department of Economics and Finance at LUISS has some openings for postdocs https://economiaefinanza.luiss.it/en/research/research-grants-0 in particular I recall the following: Scientific Area Mathematics Mathematical models for the time-space evolution of economic variables Proff. Sara Biagini / Fausto Gozzi / Giovanni Alessandro Zanco A notice of competition by way of comparative evaluation is hereby issued for the awarding of 1 research grant at the Department of Economics and Finance of Luiss Guido Carli in the scientific area of Mathematics. Deadline: October 2, 2019 - 2 p.m. - Central European Summer Time (CET), UTC +2 Giovanni A. Zanco Department of Economics and Finance Luiss Guido Carli Viale Romania 32 00197 Roma gzanco(a)luiss.it

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Reminder: A``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS - 27 September 2019 (Picco e Pires da Silva Castro)
by Gianmarco Bet 22 Sep '19

22 Sep '19

Carissimi, Vi ricordiamo che la settimana prossima si terrà la ottava giornata di seminari: A ``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 27 September 2019 Lecturers: Pierre Picco (Marseille) and Rui Pires da Silva Castro (Eindhoven) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html> 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 <mailto:francescaromana.nardi@unifi.it>; gianmarco.bet(a)unifi.it <mailto:gianmarco.bet@unifi.it>; angela.caporicci(a)unifi.it <mailto:angela.caporicci@unifi.it> con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Pierre Picco (CNRS Marseille) Title: One-dimentional Ising model with long range interactions. A review of results Abstract: In the first talk I will make a quick historical survey of the rigorous results on the one-dimensional Ising model with long-range interactions. A first part will be dedicated to uniqueness of the Gibbs states (Ruelle (1968); Dobrushin (1968); Bricmont, Lebowitz & Pfister (1986)) and the regularity of the free energy when the decay of the potential is fast enough (Dobrushin (1973) Cassandro & Olivieri (1981) and its extensions in particular Capocaccia, Campanino & Olivieri (1983). A second part will be dedicated to the existence of phase transition starting from the Kac-Thompson conjecture (1968) the Dyson results (1969), the Frohlich \& Spencer result (1982), the Imbrie result (1982) the Aizenmann, Chayes, Chayes & Newman result on the Thouless effect (1988), Imbrie & Newman result on the Berezinsky, Kosterlitz & Thouless transition (1988). A third part will be dedicated to present results in the phase transition regime that started with Frohlich & Spencer (1981), Cassandro, Ferrari, Merola & Presutti (2001) and its extensions in particular by Cassandro, Merola, Picco & Rosikov (2014) on the definition of an interface and its fluctuations, and on a Minlos & Sinai theorem on the phase separation problem by Cassandro, Merola & Picco (2017). In the second talk I will review heuristic arguments that were invoked to conjecture the existence of a phase transition at low temperature in particular the Landau argument. I will present toy models where the fluctuation of interfaces and localisation of the droplet in the Minlos & Sinai theory will be explained. I will give an algorithmic definition of one-dimensional contours of Cassandro, Ferrari, Merola & Presutti. Prof. Rui Pires da Silva Castro (Eindhoven University of Technology) Title: Testing for the presence of communities in inhomogeneous random graphs Abstract: Many complex systems can be viewed as a network/graph consisting of vertices (e.g., individuals) connected by edges (e.g., a friendship relation). Often one believes there is some sort of community structure, where some vertices are naturally grouped together (e.g., more densely connected between themselves than to the rest of the network). Much of the community detection literature is concentrated around methods that extract communities from a given network. Our goal in this work is different, and we attempt to understand how difficult is it to determine if a network has real communities. Furthermore, we are primarily interested in the case of small or very small communities, for which many existing results and methods are not applicable. We cast this problem as a binary hypothesis test, where the null model corresponds to a graph without community structure, and the alternative model almost the same, but it also includes a planted community - that is, a small subset of the vertices has higher connection probability than under the null. The main question is to determine the minimal size and “strength” of the planted community that will allow detection. The seminal work of Arias-Castro and Verzelen tackled this problem when the null model is a homogeneous random graph. In our work, however, we consider the case where the null model is inhomogeneous, as this is somewhat closer to realistic scenarios. In particular, we present a scan test and provide conditions under which it is able to detect the presence of a small community. These results are valid for a wide variety of parameter choices. Furthermore, we show that for some parameters choices the scan test is optimal, and no other test can perform better (e.g, detect smaller or weaker planted communities). Finally, we extend this scan test to adapt to many parameters of the model when the null is a rank-1 generalized random graph. In the first part of the talk I will describe the above formulation and ensuing results, with illustrative examples and briefly touching upon the analytical methodology. In addition, I will discuss the related problem of characterizing cliques in rank-1 random graphs, which provides some insights on the role of inhomogeneity. The second part of the talk will go deeper into more technical aspects and ensuing insights. This presentation is based on joint work with Kay Bogerd and Remco van der Hofstad (https://arxiv.org/abs/1805.01688 <https://arxiv.org/abs/1805.01688> and ongoing work). Program: 11.00-11.45 Introductory lecture: Picco 11.45-12.00 Break 12.00-12.45 Seminar: Picco 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Pires da Silva Castro 15.15-15.30 Break 15.30-16.30 Seminar: Pires da Silva Castro Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, 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. Ricordo 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/ <http://web.math.unifi.it/users/fnardi/seminari/> o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… <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

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[Simai-soci] Fwd: Urgent: Open Letter to reinstate Research and Education as EC areas of focus
by c.costantini＠unich.it 20 Sep '19

20 Sep '19

Inolto questo messaggio della SIMAI. Un saluto, Cristina Costantini Cari Soci, ho ricevuto dalla presidente dell'ICIAM questo messaggio riguardante l'attuale composizione della Commissione Europea, dove non e` piu` presente un Commissario con un mandato specifico alla Ricerca, e alla Formazione, ma solo un generico "Commissioner for innovation and youth". Alcuni colleghi hanno preparato una lettera aperta per la Presidente della Commissione per sollecitare una migliore precisazione delle deleghe in "Education, Research, Innovation and Youth", per ribadire il ruolo fondamentale e specifico della formazione e ricerca. Se condividete la posizione firmate la petizione all'indirizzo indicato nel messaggio allegato (e fate circolare la lettera tra i colleghi). Un saluto, Luca ---------- Forwarded message --------- From: Maria J. ESTEBAN <esteban(a)ceremade.dauphine.fr> Date: Thu, Sep 19, 2019 at 2:05 PM Subject: Fwd: Urgent: Open Letter to reinstate Research and Education as EC areas of focus To: Wil Schilders <w.h.a.schilders(a)tue.nl>, Ari Laptev < laptev(a)mittag-leffler.se>, Helge Holden <secretary(a)mathunion.org>, Volker Mehrmann <Mehrmann(a)math.tu-berlin.de>, Alfio Quarteroni < alfio.quarteroni(a)epfl.ch>, luca formaggia <luca.formaggia(a)polimi.it>, Ball, John M <john.ball(a)hw.ac.uk> Dear friends, urgent action is required in the direction of Bruxelles, not only because there is no longer a commissioner for research (see below), but also because there is the looming threat of a substantial cut of the Horizon Europe Budget. If you resonate with what is written below could you please sign on the web site www.futureofresearch.eu and invite fellow scientists to do the same, i.e. widely distribute the email to all scientists? It is important to have also very visible people who sign, recipient of prizes or directors of big institutes, if you get them to sign, please signal to us so that it can be mentioned on the main webpage. It is urgent as the hearing is on 30.09.2019. At least 10000 signatures are needed in the next few days in order to be able to address the parliament.. thanks so much and all the best Maria ********************* Dear Colleague, We are writing you for the following reason: the candidates for the new EU commissioners were presented last week. In the new commission the areas of education and research are not explicitly represented anymore and instead are subsumed under the "innovation and youth" title. This emphasizes economic exploitability (i.e. "innovation") over its foundation, which is education and research, and it reduces “education” to “youth” while being essential to all ages. We, as members of the scientific community of Europe, wish to address this situation early on and emphasize both to the general public, as well as to relevant politicians on the national and European Union level, that without dedication to education and research there will neither exist a sound basis for innovation in Europe, nor can we fulfill the promise of a high standard of living for the citizens of Europe in a fierce global competition. President von der Leyen, in her mission letter to commissioner Gabriel (Web link to Mandate Letter: https://ec.europa.eu/commission/sites/beta-political/files/mission-letter-ma riya-gabriel-2019_en.pdf <https://ec.europa.eu/commission/sites/beta-political/files/mission-letter-m…>), has emphasized that “education, research and innovation will be key to our competitiveness”. We have prepared an open letter at www.futureofresearch.eu to demand that the EU commission revises the title for commissioner Gabriel to “Education, Research, Innovation and Youth” reflecting Europe’s dedication to all of these crucial areas. We also call upon the European Parliament to request this change in name before confirming the nominees for commissioner. Please support this letter by going to www.futureofresearch.eu and signing up as supporter on line. With best regards, Prof. Dr. Siegfried Bethke (MPI for Physics) Prof. Dr. Nora Brambilla (TU-München) Prof. Dr. Aldo Deandrea (U-Lyon 1) Prof. Dr. Carlo Guaraldo (INFN Frascati) Prof. Dr. Luciano Maiani (U-Roma La Sapienza) Prof. Dr. Antonio Pich (U-València) Prof. Dr. Alexander Rothkopf (U-Stavanger) Prof. Dr. Johanna Stachel (U-Heidelberg) -- ============================================ Multidisciplinary topmaster program in Nanoscience: http://www.rug.nl/research/zernike/education/topmasternanoscience/ ============================================ Prof. Dr. Petra Rudolf Head of the Surfaces and Thin Films group Zernike Institute for Advanced Materials University of Groningen visiting address: Nijenborgh 4, 9747 AG Groningen, The Netherlands postal address: P.O. Box 221, 9700 AE Groningen, The Netherlands phone: +(31)50-363 4736 e-mail: P.Rudolf(a)rug.nl web page: http://www.rug.nl/research/zernike/surfaces-and-thin-films/ secretary: Hilda Riemens phone: +(31)50-363 4973 fax: +(31)50-363 7208 e-mail: H.T.Riemens(a)rug.nl _______________________________________________ Simai-soci mailing list Simai-soci(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/simai-soci To unsubscribe, send an email to simai-soci-unsubscribe(a)lists.math.unifi.it and follow the instructions

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ERC funded postdoctoral position at Università di Torino
by Stefano Favaro 18 Sep '19

18 Sep '19

The Department of “Scienze Economico-Sociali e Matematico Statistiche" at Università di Torino, invites applications for a postdoctoral position in Statistics within the European Research Council (ERC) project “Nonparametric Bayes and empirical Bayes for species sampling problems: classical questions, new directions are related issues”. Details of the postdoctoral position are available at the bottom of this letter. Deadline for applications: 8 OCTOBER 2019 at 1pm (Italian time). Information for applicants are available (only in Italian) at the Call for Applications https://pica.cineca.it/unito/assegni-di-ricerca-unito-2019-iv/file/BANDO.pdf <https://pica.cineca.it/unito/assegni-di-ricerca-unito-2019-iv/file/BANDO.pdf>. Within the Call for Applications, the postdoctoral position appears at page 23 under the section “Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche”: Postdoctoral position: “Statistica Bayesiana nonparametrica e Bayesiana nonparametrica empirica per problemi di stima di funzionali discreti” Reference code: ESOMAS.2019.07 Supervisor: Stefano Favaro Applications are made only online - https://pica.cineca.it/unito/ <https://pica.cineca.it/unito/> - by selecting “Your Applications” in the box “Bando Assegni di ricerca - Tornata IV 2019”, and then registering to the system. The application procedure is available in Italian/English, and it requires a CV, two reference letters and a research statement. Prospective candidates may contact directly Stefano Favaro - stefano.favaro(a)unito.it <mailto:stefano.favaro@unito.it> - for information on the postdoctoral position and any assistance in the application procedure. Best wishes Stefano Favaro **** Prospective candidates are expected to have experience on nonparametric statistics, within the classical (frequentist) and/or Bayesian paradigm, and they should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. The duration of the contract is 24 months. Expected starting date in January 2020, but a different date may be arranged. The salary amounts to 46,000 Euros per year, including taxes and social charges, and considerable financial support to attend conferences and workshops will be granted. There are no teaching duties associated to the position. Abstract. Object of research are species sampling problems, whose importance has grown considerably in recent years driven by numerous applications in the broad area of biosciences, and also in machine learning, theoretical computer science and information theory. Within the broad field of species sampling problems, the research will be focussed on two research themes: i) the study of nonparametric Bayes and nonparametric empirical Bayes methodologies for classical species sampling problems, generalized species sampling problems emerging in biological and physical sciences, and question thereof in the context of optimal design of species inventories; ii) the use of recent mathematical tools from the theory of differential privacy to study the fundamental tradeoff between privacy protection of information, which requires to release partial data, and Bayesian learning in species sampling problems, which requires accurate data to make inference. **** Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/

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3-year posdoc in Edinburgh
by Tiziano De Angelis 17 Sep '19

17 Sep '19

Dear All, Please find below the advert for a 3-year postdoc at the University of Edinburgh. Best wishes Tiziano %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Announcement: 3-year PostDoc at the University of Edinburgh in Stochastic Analysis for Energy Systems in collaboration with ENSAE ParisTech and FiMe-Lab-Paris A 3-year PostDoctoral position in Edinburgh (Scotland/UK) for a joint collaborative project with Prof P. Tankov (ENSAE ParisTech) and Dr. C. Alasseur (head of Finance of Energy Market Research Centre (EDF-FiMe-Lab)). If you are interested contact us as soon as possible. The overall objective of this 3-year project is to develop novel game-theoretical models and strategies to optimize short term trading and storage in electricity markets, understand the impacts of the large-scale low-cost storage on prices and market structure and help translate the research outcomes to practical industrial solutions. Core scientific requirements: The models that the research team will develop will broadly use existing work optimal control, games, mean-field games, stochastic analysis, mathematical finance. The fellow should have prior knowledge (ideally including having made significant advances) in at least one of the above fields. Core eligibility requirements (all are strict without exception): (a) At the date 31/Oct/2019 the candidate must *not* have resided or carried out their main work activity (including studying) in the UK for more than 12 months in the past 3 years (not counting holidays or short stays). (b) Applicants must, at the date of the application deadline (31 Oct 2019), be in possession of a doctoral degree or have at least four years full-time equivalent research experience. (c) A (5 page) research proposal must be submitted -- If you are interested please contact us as soon as possible (G.dosReis(a)ed.ac.uk). Start date: The start date is negotiable up to the 1/June/2020. Start dates after this timepoint are possible but will reflect a shorter contract duration. Benefits of the position: - salary scale (£33,199 - £39,609/year) - you will receive payments into a pension scheme and other benefits of employment. - Each year, you will be able to use funds up to £2500 to support attendance at conferences and meetings and £6000 to support other research costs. - support available for relocation costs Contact person: Goncalo dos Reis Email: G.dosReis(a)ed.ac.uk Webpage: https://www.maths.ed.ac.uk/~gdosrei %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Minicourse on Clearing in financial systems by prof Kabanov, LUISS
by Sara 17 Sep '19

17 Sep '19

Professor Yuri Kabanov, University of Besancon, will give three lectures on Clearing in financial systems on the next three Thursdays: September 19, 26 and October 3. The seminars will take place at 17:30 in Room 106a, LUISS viale Romania 32, Roma, and last approximately 2 hours. The program is attached below. Best, Sara Biagini -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Posto RTDB mat/06 alla Sapienza
by Faggionato, Alessandra 16 Sep '19

16 Sep '19

Buongiorno, segnalo che e` uscito il bando per un posto da Ricercatore di Tipo B Mat/06 presso il Dipartimento di Matematica all'Universita' La Sapienza: https://web.uniroma1.it/trasparenza/dettaglio_bando/145453 Vi pregherei di diffondere la notizia tra i possibili interessati. Grazie Saluti, Alessandra -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Job offer - PhD / PostDoc in Probability in Hildesheim (Germany)
by Sebastian Mentemeier 16 Sep '19

16 Sep '19

Dear colleagues, there is a new group in Probability at the University of Hildesheim (Germany) looking for PhD students and/or Post-Docs with research interests preferably in the field of branching processes, time series analysis or spatial stochastics. Up to two positions (100 %, TV-L 13) can be filled. The position is with teaching obligations. Applicants should be able to teach math in German after their first year. Applicants who finish their Master thesis during this winter term are also welcome. Please contact me for further information. The detailed job offer can be found here (deadline will be extended until October, 7th): https://www.uni-hildesheim.de/stellenmarkt/stellenanzeige/artikel/2019166-w… With best regards, Sebastian Mentemeier -- Prof. Dr. Sebastian Mentemeier Institut für Mathematik Fachbereich 10, Mathematik und Naturwissenschaften Universitaet Kassel Heinrich-Plett-Str. 40, D-34132 Kassel Tel: +49 561 804-4587 E-mail: mentemeier(a)mathematik.uni-kassel.de

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Corso STATISTICAL LEARNING AND BIG DATA
by Andrea Ongaro 16 Sep '19

16 Sep '19

University of Milano-Bicocca Department of Economics, Management and Statistics Phd Programme in Economics and Statistics ***************************************************************************** Si comunica che il Prof. Saharon Rosset, della Tel Aviv University, terrà, nell'ambito delle attività del Dottorato di Ricerca in Economia e Statistica dell'Università degli Studi di Milano-Bicocca, un corso dal titolo: STATISTICAL LEARNING AND BIG DATA http://www.tau.ac.il/~saharon/StatLearn-Milan.html DOCENTE: Saharon Rosset è Professore di Statistica all'Università di Tel Aviv. I suoi interessi di ricerca riguardano statistical learning, data mining e statistical genetics. Prima del suo incarico a Tel Aviv, ha conseguito il dottorato di ricerca presso la Stanford University nel 2003 sotto la supervisione dei Professori Jerome Friedman e Trevor Hastie. I suoi lavori sono stati pubblicati nelle più prestigiose riviste di statistica e machine learning e ha vinto la KDD cup, una delle più prestigiose competizioni di data mining, 4 volte. https://m.tau.ac.il/~saharon/ PERIODO: 7-18 Ottobre 2019 Il corso ha la durata di 28 ore. Le lezioni avranno inizio lunedì 7 ottobre 2019 e proseguiranno fino a venerdì 18, con il seguente orario: - lunedì-venerdì ore 14:30-17:00 - venerdì ore 17:00-18:30 ISCRIZIONE AL CORSO: dal 16 al 23 Settembre 2019 (vedi allegato) *Per maggiori dettagli (docente, programma, prerequisiti, iscrizione), si veda la locandina in allegato. * Un cordiale saluto, Andrea Ongaro

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Seminar Dunson @BIDSA, Bocconi
by Giacomo Zanella 16 Sep '19

16 Sep '19

We kindly invite you to the following BIDSA seminar: “Learning and exploiting low-dimensional structure in high-dimensional data” David Dunson (Duke University) September 19, 2019 | 12:30 | Room AS03 Bocconi University, Via Roentgen 1, underground floor Abstract: This talk will focus on the problem of learning low-dimensional geometric structure in high-dimensional data. We allow the lower-dimensional subspace to be non-linear. There are a variety of algorithms available for "manifold learning" and non-linear dimensionality reduction, mostly relying on locally linear approximations and not providing a likelihood-based approach for inferences. We propose a new class of simple geometric dictionaries for characterizing the subspace, along with a simple optimization algorithm and a model-based approach to inference. We provide strong theory support, in term of tight bounds on covering numbers, showing advantages of our approach relative to local linear dictionaries. These advantages are shown to carry over to practical performance in a variety of settings including manifold learning, manifold de-noising, data visualization (providing a competitor to the popular tSNE), classification (providing a competitor to deep neural networks that requires fewer training examples), and geodesic distance estimation. We additionally provide a Bayesian nonparametric methodology for inference, using a new class of kernels, which is shown to outperform current methods, such as mixtures of multivariate Gaussians. Speaker: David Dunson is Arts and Sciences Distinguished Professor of Statistical Science and Mathematics at Duke University. He is known for his broad spanning contributions to statistical methodology, with a particular focus on novel modeling frameworks and Bayesian approaches that are motivated by complex and high-dimensional data collected in the sciences. This includes latent factor, dimensionality reduction, nonparametric and machine learning methodology. Primary areas of application include neurosciences and brain network modeling, environmental health, ecology, and human fertility among others. He is a fellow of the ASA, IMS and ISBA and has won numerous awards, including most notably the 2010 COPSS President’s Award. His work is very widely cited and he has an H-index over 70 on Google Scholar. Best regards, Giacomo Zanella

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VERA workshop: MACHINE LEARNING FOR FINANCE in Venice
by Marco Corazza 16 Sep '19

16 Sep '19

kind All, on *October 3*, *2019* the following *VERA workshop* will be held: *MACHINE LEARNING FOR FINANCE*. the workshop will be in *Meeting Room 1* of the *Department of Economics* of the *Ca' Foscari University of Venice* (San Giobbe, Cannaregio 873 - 30121 Venezia, Italy). a tentative program is on *https://www.unive.it/data/agenda/3/32112 <https://www.unive.it/data/agenda/3/32112>*. the attendance is free, but for organizational and space reasons, it is necessary to communicate the participation to: *corazza(a)unive.it <corazza(a)unive.it>*. best regards, Marco Corazza -- Nota automatica aggiunta dal sistema di posta.

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Due assegni di ricerca biennali nell'area 01
by Elvira Di Nardo 14 Sep '19

14 Sep '19

Con preghiera di diffusione a tutti gli interessati. *Bando per il conferimento di Assegni di ricerca - XXII Tornata.* Si segnala l'uscita di un bando per due assegni di ricerca biennali nell'area 01. La ricerca si propone lo studio di nuove problematiche attuali della Matematica (applicata e pura), con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html I settori scientifico-disciplinari interessati sono tutti quelli dell'Area 01. Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge Le domande di ammissione alla selezione di cui al bando (n. di rep. 3465 del 10/09/2019 ) pubblicato sul sito dell’Università di Torino all’Albo ufficiale di Ateneo https://webapps.unito.it/albo_ateneo/ devono essere presentate ESCLUSIVAMENTE utilizzando la procedura on line: https://pica.cineca.it/unito/ La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore *13.00 (ora di Roma) del 1° Ottobre 2019.* Cordiali saluti -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Concorso RTD.B - UPO (scadenza 22/09/2019)
by enea giuseppe bongiorno 12 Sep '19

12 Sep '19

*Concorso RTDB 13/D1 - SECS-S/01 (Statistica)* *Scadenza: 22 settembre 2019* *Università del Piemonte Orientale* Cari colleghi, con la presente si ricorda che è in scadenza il bando per un posto di ricercatore a tempo determinato, lettera B, per il settore concorsuale 13/D1 (Statistica), settore scientifico disciplinare SECS-S/01 (Statistica) presso il Dipartimento di Studi per l'Economia e l'Impresa (DiSEI) dell'Università del Piemonte Orientale. Il bando è disponibile alla pagina: https://www.uniupo.it/alta-formazione-aziende-lavoro/concorsi/concorsi-il-p… Si prega di diffondere la comunicazione tra i potenziali interessati. Cordiali saluti, -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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seminario di Barbara Martinucci
by Enrica Pirozzi 09 Sep '19

09 Sep '19

AVVISO di SEMINARIO Alcuni risultati sul processo del telegrafo in presenza di barriere elastiche Dr. Barbara Martinucci Dipartimento di Matematica, Università degli Studi di Salerno (Abstract in allegato) Il seminario si terrà il giorno 10 Settembre 2019 ore 12:00 nell?Aula D al primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminar Guindani @Bocconi
by Giacomo Zanella 06 Sep '19

06 Sep '19

We are glad to announce the first DEC Statistics Seminar of the Fall 2019 series: Thursday, September 12 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Michele Guindani (University of California, Irvine) Title: Bayesian Approaches to Dynamic Model Selection Abstract: In many applications, investigators monitor processes that vary in space and time, with the goal of identifying temporally persistent and spatially localized departures from a baseline or ``normal" behavior. In this talk, I will first discuss a principled Bayesian approach for estimating time-varying functional connectivity networks from brain fMRI data. Dynamic functional connectivity, i.e., the study of how interactions among brain regions change dynamically over the course of an fMRI experiment, has recently received wide interest in the neuroimaging literature. Our method utilizes a hidden Markov model for classification of latent neurological states, achieving an estimation of the connectivity networks in an integrated framework that borrows strength over the entire time course of the experiment. Furthermore, we assume that the graph structures, which define the connectivity states at each time point, are related within a super-graph, to encourage the selection of the same edges among related graphs. Then, I will propose a Bayesian nonparametric model selection approach with an application to the monitoring of pneumonia and influenza (P&I) mortality, to detect influenza outbreaks in the continental United States. More specifically, we introduce a zero-inflated conditionally identically distributed species sampling prior which allows borrowing information across time and to assign data to clusters associated to either a null or an alternate process. Spatial dependences are accounted for by means of a Markov random field prior, which allows informing the selection based on inferences conducted at nearby locations. We show how the proposed modeling framework performs in an application to the P&I mortality data and in a simulation study and compare with common threshold methods for detecting outbreaks over time, with more recent Markov switching based models, and with other Bayesian nonparametric priors that do not take into account spatio-temporal dependence. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it *************************************************** Giacomo Zanella Assistant Professor - Statistics DEC - Department of Decision Sciences Bocconi University

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Fwd: TOFFEe workshop @IMT, Lucca, 24-25 October
by Irene Crimaldi 05 Sep '19

05 Sep '19

Dear all, we kindly ask you to advertise the 1st TOFFEe workshop and contribute with your latest results on methodologies for fighting disinformation. TOFFEe - https://toffee.imtlucca.it/ - is an interdisciplinary research project funded by IMT School For Advanced Studies Lucca. The project ambition is to overcome some of the limitations of existing social platforms, which often dedicate little attention to trustworthy interactions among peers and to reliability of information. The aim of the project is to increase people's confidence on the data they get and who they follow, while minimising the risk of exposure to fake information and malicious actions. As part of the dissemination activities of the project, on * October 24th and 25th*, 2019, we organise an International Workshop where different approaches for fighting fakes will be exposed. You can find all infos at https://toffee.imtlucca.it/. We would be delighted if you could join us. The registration to the workshop is free, just fill the form at https://toffee.imtlucca.it/. We kindly ask you to register before the * 9th of October*. The registration comprehends two coffee breaks and one lunch. Analogously, we would be delighted if you could contribute to the workshop with your latest results. The slot for the contributions last nearly 15 minutes, plus some time for questions. You can send us a 2 pages abstract at the present email address. The deadline for sending the abstract is on the *25th of September*. We will return our decision on the *2nd of October*. Looking forward to meeting you in Lucca in October, we send you our best regards, Rocco De Nicola (project coordinator) Guido Caldarelli Irene Crimaldi Marinella Petrocchi Fabio Saracco

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Autumn School in Financial Mathematics in Verona
by Alessandro Gnoatto 04 Sep '19

04 Sep '19

It is a pleasure to announce the Autumn School in Financial Mathematics 2019 October 7-8, 2019 University of Verona Department of Economics A two-day autumn school in financial mathematics will be held in Verona on October 7-8 2019 The school is open to both professionals, students and academics and provides two intense courses: - A Pricing Framework for Valuation Adjustments - Algorithmic Differentiation for Monte-Carlo Simulations and Applications in Mathematical Finance (MVA, Portfolio Risk, Hedging). Interest Rate Models and the Hedging of Interest Rate Derivatives The lectures will be given by - Christian Fries (LMU München and DZ Bank) - Andrea Pallavicini (Banca IMI and Imperial College London) For further information and registration, please visit http://dse.univr.it/asfm/ (Apologies for cross posting) Best Regards, -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Fwd: Postdoc position in Cambridge
by Antonio DI CRESCENZO 04 Sep '19

04 Sep '19

---------- Messaggio inoltrato --------- Da: Sebastian Andres <sa836(a)cam.ac.uk> Data: mer 4 set 2019 alle 10:21 Dear all, We invite applications for a postdoc position in probability and statistical mechanics at the University of Cambridge, starting in Spring 2020. For further details please see http://www.jobs.cam.ac.uk/job/22585/ We would be grateful if you would forward the link to potential candidates. Many thanks in advance and best wishes, Sebastian Andres -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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