- Random - Mailing list — Dipartimento di Matematica, UniPI

Richiesta di comunicazione ai membri della lista RANDOM
by Enrico Moretto 20 Apr '21

20 Apr '21

con preghiera di diffusione alla lista RANDOM. Ringrazio. Cordiali saluti, enrico moretto *** Si informano i colleghi interessati che il workshop "/Network models for financial contagion and systemic risk/", organizzato dal Dipartimento di Economia e Management dell'Università di Pavia si terrà online il prossimo 28 maggio 2021. I contributi selezionati saranno considerati per la special issue "Network models for financial contagion and systemic risk" della rivista Frontiers in AI (https://www.frontiersin.org/research-topics/17785/network-models-for-financ… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.front…>). La scadenza della call for paper è fissata per il 14 maggio. Maggiori informazioni nella locandina allegata.

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Sussex probability seminar
by Enrico Scalas 19 Apr '21

19 Apr '21

Care colleghe e colleghi, vi invio l'annuncio del seminario di Vladislav Vysotskiy il 26 aprile a mezzogiorno. Le persone interessate possono ottenere il link contattando l'organizzatrice, Dr Minmin Wang (minmin.wang(a)sussex.ac.uk) Cordiali saluti, Enrico Scalas -- Next Monday (26th April) at 11am (UK time) there’ll be an online probability seminar given by Vladislav Vysotskiy. Title: How long is the convex minorant of a one-dimensional random walk? Abstract: We prove distributional limit theorems for the length of the largest convex minorant of a one dimensional random walk with independent identically distributed increments. Depending on the distribution of the increments there are several regimes with different limit distributions for the length. The most prominent of our results is a central limit theorem for the length in the case when the increments have zero mean and finite variance. Among other tools, we employ a representation of convex minorants of random walks in terms of uniform random permutations. This talk is based on a joint work with Gerold Alsmeyer, Zakhar Kabluchko, and Alexander Marynych.

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Corso SIMULATION AND INFERENCE IN POPULATION GENETICS
by Matteo Ruggiero 19 Apr '21

19 Apr '21

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- Paul JENKINS (University of Warwick, UK) SIMULATION AND INFERENCE IN POPULATION GENETICS Population genetics provides a rich source of data. We now have the ability to sequence, cost-efficiently, the genomes of a large number of individuals from a species. Patterns of variation in DNA sequences offer a rich insight into biological and demographic processes: mutation, natural selection, past migration events, admixture, population structure, and so on. But such data are high-dimensional, noisy, and - because of shared ancestry - not independent, giving rise to some challenging statistical problems. In this course we will cover two important models for the analysis of genetic data - the coalescent, and the Wright-Fisher diffusion. We will discuss methods of simulation of data from these models, as well as how to perform inference for key biological and evolutionary parameters, using techniques such as MCMC. -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 27 Aprile, h.14-16 - mer 28 Aprile, h.16-18 - mar 4 Maggio, h.14-16 - mer 5 Maggio, h.16-18 - mer 12 Maggio, h.16-18 - mar 18 Maggio, h.14-16 - mer 19 Maggio, h.16-18 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati, tramite le seguenti riunioni Webex valide rispettivamente per le lezioni del martedì e del mercoledì: https://unito.webex.com/unito/j.php?MTID=meeb9bd7865e8bc86b75074b346c0a3ed Ricorre ogni Martedì con validità 13/4/2021 fino a 18/5/2021 da 14:00 a 16:00 Numero riunione: 121 415 2525 Password: MEiAMZMf986 https://unito.webex.com/unito/j.php?MTID=m775c416c6142fd5b86bd7207f46dbabe Ricorre ogni Mercoledì con validità 14/4/2021 fino a 19/5/2021 da 16:00 a 18:00 Numero riunione: 121 469 7803 Password: C5RsPRapS92 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Course ISI-ERS "An Introduction to Functional Data Analysis for Density Functions in Bayes spaces"
by Alessandra Menafoglio 19 Apr '21

19 Apr '21

We cordially invite you to the short course "An Introduction to Functional Data Analysis for Density Functions in Bayes spaces”, which will be held on 29-30 April 2021, both days from 14:00 alle 17:00 (GMT+2). The course is part of the initiatives of the International Statistical Institute (ISI-ERS). It aims to provide participants with an overview on the models and methods today available for the analysis of distributional data (e.g., probability densities) by using the geometry of Bayes spaces. Further information on the course is available at: https://iasc-isi.org/events/iasc-ers-course-an-introduction-to-functional-d… <https://iasc-isi.org/events/iasc-ers-course-an-introduction-to-functional-d…> Participation to the webinars is free of charge, but registration is requested using the link below: https://register.gotowebinar.com/register/8667082239416059148 <https://register.gotowebinar.com/register/8667082239416059148> Best regards, Alessandra Menafoglio Karel Hron Jitka Machalova **Abstract** The analysis of distributional data (probability density functions or histogram data) has recently gained increasing attention in the applications. Distributional data are often observed by themselves, or as result of aggregation of large streams of data. The course will provide an introduction to the analysis of these data using a Functional Data Analysis (FDA) approach, grounded on the perspective of Bayes spaces. These spaces are mathematical spaces whose points are densities (or, more generally, measures), which generalize to the FDA setting the Aitchison simplex for multivariate compositional data. The course will give an overview of the theory of Bayes spaces, as well as of statistical methods developed in this setting. All the methods will be illustrated through examples from real case studies. — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

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online seminar - Giuseppe Savaré - April 22
by Carbone Raffaella 18 Apr '21

18 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminar Speaker: *Giuseppe Savaré* (Università Bocconi - Milano) Title: Hellinger/Wasserstein contraction and regularization properties of diffusion semigroups. Time: Thursday, *April 22, *4PM (Italian time) Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (ID and passcode below if necessary) The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Abstract We illustrate a duality approach to contraction and regularizing properties of diffusion semigroups satisfying a suitable Bakry-Emery condition that emphasize an interplay between Hellinger-Kakutani, Kantorovich-Wasserstein, and Hellinger-Kantorvich distances. In the case of the Kantorovich-Wasserstein distance, contraction properties are also related to the gradient flow structure of the evolution driven by the logarithmic entropy and provide a nice geometrical interpretation of Log-Sobolev and Talagrand inequalities. Best regards, Raffaella Carbone ---------- Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 + -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Post-doc position at Scuola Normale Superiore
by Mario Maurelli 18 Apr '21

18 Apr '21

Dear colleagues, A call for application for a post-doc position with name "Stochastic models of interest for fluid mechanics", as part of the research project "Stochastic Analysis tools for Extreme Event Probabilities in Climate Change", underProf. Franco Flandoli's guidance, is open at the Scuola Normale Superiore in Pisa. The position starts before the end of 2021 and lasts one year. The deadline for application is May 3, 2021. More information is available here: https://amministrazionetrasparente.sns.it/scuola/opportunit%C3%A0-offerte-d… Best regards Mario Maurelli

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Summer school on Mean Field Games online "in Chicago"
by Cecchin Alekos (M.) 16 Apr '21

16 Apr '21

Dear Colleagues, I forward you this announcement of an online summer school on mean field games in June, organized by the University of Chicago. This is part of a long program and all the courses will last one week. [ https://www.imsi.institute/imfga21/ | https://www.imsi.institute/imfga21/ ] Kind regards Alekos Cecchin Da: Takis Souganidis <souganidis(a)math.uchicago.edu> Inviato: domenica 21 marzo 2021 02:54 A: Alekos Cecchin <alekos.cecchin(a)univ-cotedazur.fr> Oggetto: Institute for Mathematical and Statistical Innovation-Summer program on MFG Dear Alekos, I am writing to let you know about the IMSI (a new NSF funded Institute at the University of Chicago) [ https://www.imsi.institute/imfga21/ | summer program on MFG ] . This will be an excellent opportunity for people to learn about the theory and some of the applications. Please help us advertise the program. If you know anyone who is interested, they can apply [ https://www.imsi.institute/imfga21/#apply | here ] . Best, Takis -- Panagiotis E. Souganidis Charles H. Swift Distinguished Service Professor Department of Mathematics The University of Chicago [ http://math.uchicago.edu/~souganidis/ | http://math.uchicago.edu/~souganidis/ ]

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Seminar announcement
by Marco Scarsini 16 Apr '21

16 Apr '21

Thursday, 22 April, 17:00 CEST *Amy Ward,* University of Chicago Behavior-Aware Queueing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwcLSAUECQdOVgFdBQs> Discussants: Dongyuan Zhan and Liron Ravner The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3633435>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUECQdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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2 online seminars - Paolo Gibilisco (Roma Tor Vergata) and Cambyse Rouzé (TUM)
by Carbone Raffaella 15 Apr '21

15 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminars (in two different days!) Speaker: *Paolo Gibilisco* (Roma Tor Vergata) Title: *Information Geometry: an invitation to the basic results of the subject and to some new perspectives* Time: Monday, *April 19*, 5PM (Italian time) Speaker: *Cambyses Rouzé *(Technische Universität München) Title: *Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers* Time: Tuesday, *April 20*, 5PM (Italian time) Abstracts follow: one below in this message and one attached. Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (the same for both seminars - ID and passcode below if necessary) The seminars are a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Following speaker will be: *Giuseppe Savaré* on *April 22*nd, 4PM A specific announcement will be sent in the next days. Best regards, Raffaella Carbone *Cambyse Rouzé - Title and abstract* Title: Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers Abstract: Since the seminal works of Dobrushin-Shlosman and Stroock-Zegarlinski, equilibrium and out-of-equilibrium properties of classical lattice spin systems are known to be closely related: given a potential, one can construct a Markov process, called Glauber dynamics, whose reversing state coincides with the Gibbs state for the given potential. For these dynamics, Holley and Stroock made the key observation that systems thermalizing in times scaling logarithmically in the system size, a property known as rapid mixing, satisfy exponential decay of correlations at equilibrium. The converse implication, namely that exponential decay of correlations implies rapid mixing, was investigated later on in a series of articles by Zegarlinski and Stroock, who proved the stronger condition of an exponential entropic decay of the dynamics towards the limiting Gibbs measure, also known as logarithmic Sobolev inequality. In this talk, we will prove an extension of the result of Zegarlinski and Stroock to the quantum setting. More precisely, we will show that, given the Gibbs state $\sigma$ of a 2-local commuting Hamiltonian and above a critical temperature, there exists a local quantum Markovian evolution converging to $\sigma$ which satisfies the quantum modified logarithmic Sobolev inequality (MLSI) with a constant that does not depend on the size of the lattice. As a first step towards this proof, we will also provide a proof of the existence of the MLSI for finite dimensional systems coupled to an arbitrarily large, noiseless environment (also known as the complete MLSI constant), a problem that was left open until now. This talk is based on the following papers: https://arxiv.org/abs/2009.11817 https://arxiv.org/abs/2102.04146 -------- Dottorato Matematica is inviting you to a scheduled Zoom meeting. Topic: Seminars April 19 to 22 Time: Apr 19, 2021 05:00 PM Rome Apr 20, 2021 05:00 PM Apr 22, 2021 04:00 PM Please download and import the following iCalendar (.ics) files to your calendar system. Weekly: https://us02web.zoom.us/meeting/tZ0oc-qpqzwrG9W8L60lAyfp8kbqksDUWlwv/ics?ic… Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 One tap mobile +13017158592,,89543157111# US (Washington DC) +13126266799,,89543157111# US (Chicago) Dial by your location +1 301 715 8592 US (Washington DC) +1 312 626 6799 US (Chicago) +1 646 876 9923 US (New York) +1 346 248 7799 US (Houston) +1 408 638 0968 US (San Jose) +1 669 900 6833 US (San Jose) +1 253 215 8782 US (Tacoma) Meeting ID: 895 4315 7111 Find your local number: https://us02web.zoom.us/u/kd3YVb722z -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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post-doc positions call for interest
by Giovanni Sebastiani 15 Apr '21

15 Apr '21

The Istituto per le Applicazioni del Calcolo "Mauro Picone" belonging to the National Research Council of Italy seeks expressions of interest for two post-doc positions of three years starting in September 2021. The post-docs will be involved full time in the interdisciplinary EU research project "WARIFA". The WARIFA primary goal is to define a general personalised early risk assessment tool that will be used to support individual preventive measures for noncommunicable diseases, such as cardiovascular diseases, cancer, chronic respiratory diseases and diabetes, the leading causes of death in the world. This system will be accessible for individual citizens and patients on their smartphone via the WARIFA app. The WARIFA project represents expertise within AI technology, applied mathematics, statistics, medicine, sociology. We are looking for candidates with strong research expertise in applied probability and statistics, especially in mathematical foundations of machine learning, causal inference and bayesian belief networks, and advanced stochastic simulation techniques. There are no teaching duties. The positions will be formally advertised during the next months. In the meantime, those interested can send a mail to g.sebastiani(a)iac.cnr.it -- ________________________________________________________ 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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