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4th Conference "Energy Finance Italia" - Call for papers
by Tiziano Vargiolu 04 Dec '18

04 Dec '18

(apologies for cross-postings) CALL FOR PAPERS CONFERENCE NAME: Energy Finance Italia (EFI-4) DATES: February 4-5, 2019 LOCATION: University of Milano - Bicocca, Milano, Italy WEBSITE: http://www.ief.unimib.it/ JOURNAL ISSUES: - To be announced IMPORTANT DATES: - January 4, 2019: Extended Deadline of submissions - January 13,2019: Notification for acceptance/ rejection - January 20, 2019: Deadline for the payment of fees - February 4-5, 2019: Workshop Days ABSTRACT SUBMISSION: Extended abstracts can be submitted via the conference website. SCIENTIFIC COMMITTEE: - Federico Boffa, University of Bolzano - Rita D'Ecclesia, University of Roma ?La Sapienza? - Enrico Moretto, University of Insubria - Fulvio Fontini, University of Padova - Helyette Geman, Birkbeck ? University of London and Johns Hopkins University - Michele Governatori, Axpo Italia - Carlo Lucheroni, University of Camerino - Carlo Mari, University of Chieti ? Pescara ?G. D?Annunzio? - Carlo Menchini, ENI - Alessandro Sapio, University of Napoli ?Parthenope? - Elisa Scarpa, Edison - Silvana Stefani, University of Milano ? Bicocca - Stefan Trueck, Macquarie University - Tiziano Vargiolu, University of Padova - Rafal Weron, Wroclaw University of Science and Technology ORGANIZING COMMITTEE: - Silvana Stefani (University of Milano - Bicocca) - Tiziano Vargiolu (University of Padova) - Carlo Mari (University of Chieti - Pescara) - Carlo Lucheroni (University of Camerino) - Enrico Moretto (Univeristy of Insubria) - Gleda Kutrolli (University of Milano - Bicocca) -------------------------------------------------------------------------- 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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Final Announcement QFW2019 ETH Zurich
by Maria Elvira Mancino 03 Dec '18

03 Dec '18

Date: Fri, 13 Jul 2018 18:56:30 +0200 From: Josef Teichmann <jteichma(a)math.ethz.ch> CC: christa.cuchiero(a)univie.ac.at, qfw2019(a)math.ethz.ch Subject: 1st announcement QFW2019 Zurich User-Agent: Mutt/1.9.1 (2017-09-22) Dear colleagues, it is our great pleasure to announce the XX edition of the Workshop on Quantitative Finance (QFW2019) held at ETH Zurich The website of QFW2019 is https://people.math.ethz.ch/~jteichma/index.php?content=qfw2019 and you can find all relevant information there. The conference takes place from January 23 to January 25, 2019 and will last for three full days. You can just participate (registration is necessary and can be done by simply replying to this email providing "name + dates of attendance + intention to participate at the conference dinner") but you are warmheartedly invited to submit a paper: deadline for the submission of an extended abstract is November 30, deadline for submitting the paper is December 28, 2018. Accepted papers will be presented and discussed at the conference. With our best regards. Christa Cuchiero and Josef Teichmann -- Prof Josef Teichmann Department of Mathematics ETH Zürich Rämistrasse 101 8092 Zürich Switzerland fon +41 44 632 31 74 mobil +41 79 584 55 40 email jteichma(a)math.ethz.ch web www.math.ethz.ch/~jteichma

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Minicorso PAPASPILIOPOULOS
by Matteo Ruggiero 03 Dec '18

03 Dec '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino https://www.master-sds.unito.it/ siamo lieti di annunciare il seguente minicorso: ------------------------------------------------ Omiros PAPASPILIOPOULOS (Universitat Pompeu Fabra) SCALABLE ALGORITHMS IN MODERN BAYESIAN COMPUTATION ------------------------------------------------ Il corso si terrà al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 11 Dicembre 11:15-13:15 (aula 11) 11 Dicembre 14:00-16:00 (aula 30) 12 Dicembre 14:00-16:00 (aula 30) 13 Dicembre 11:15-13:15 (aula 11) La partecipazione è libera per tutti gli interessati. Il programma completo di Visiting Professors è consultabile alla pagina https://www.master-sds.unito.it/do/home.pl/View?doc=visitingprofessors.html Questa iniziativa è supportata da Fondazione CRT, Torino e da "de Castro" Statistics Initiative (www.carloalberto.org/stats). Cordiali saluti, I coordinatori del Corso di Studi Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Annuncio Seminario (UNIMIB) - S. Bonaccorsi
by gianmario tessitore 03 Dec '18

03 Dec '18

Si avvisa che in data 11-12-2018, alle ore 11:00, presso l'Aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, si svolgerà il seguente seminario: Relatore Stefano Bonaccorsi (Università di Trento) Titolo: Some notes on Malliavin calculus, surface integrals and integration by parts formulae in infinite dimensional spaces Abstract: We introduce a basic construction of the Malliavin calculus which unifies some different perspectives (e.g., Bogachev, Da Prato, Lunardi, Nualart). Then we introduce, for suitable functionals of the Brownian motion, the problem of constructing a surface measure (i.e., the restriction of the reference measure on the infinite dimensional Wiener space) on the level sets defined by them. Finally, we give some interpretation of such results in terms of other stochastic processes. Tutti gli interessati sono invitati a partecipare. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Fwd: Postdoc position in random graphs / discrete probability
by Elisabetta Candellero 03 Dec '18

03 Dec '18

---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Sun, Dec 2, 2018 at 9:23 PM Subject: Postdoc position in random graphs / discrete probability To: Dear colleagues, I am currently advertising a postdoc position in discrete probability/random graphs (one year, deadline January 15). Please transfer the announcement below to potential candidates. Thanks in advance, dieter =============== *Postdoc position at Univ. Jean Monnet / Institut Camille Jordan for 2019 (1 year)* (you may also click on this link for more details: https://math.unice.fr/~dmitsche/Postdoc.pdf) Applications are invited for a 12-month-postdoctoral fellowship in discrete probability at Université Jean Monnet, Institut Camille Jordan. The position is funded by IDEX Lyon IMPULSION. *Research areas*: random graphs, random geometric (hyperbolic) graphs, random walks, discrete probability in general. *Practical informations:* - The position is for one year (12 months) with a salary of approx. 27K Euro (in the case of less than 3 years experience after the PhD) and approx. 34K Euro (between 3 and 6 years experience after the PhD). - Financial support to attend workshops / invite collaborators will be granted. - No teaching - A lot of activity around discrete probability going on - The starting date is flexible, between February and September 2019. The candidate should indicate the preferred starting date in the application letter. *Application and deadline:* Applications including a CV, a list of publications and an approximately two-page description of research interests should be sent by email to Dieter Mitsche: dmitsche(a)gmail.com. Applicants should also arrange two recommendation letters (to be sent to the same address). Informal inquiries can be sent to the same address. Deadline for applications: January 15th, 2019, and then on a rolling basis.

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Corso al Gran Sasso Science Instittute
by davide gabrielli 01 Dec '18

01 Dec '18

Professor Antonio Galves (USP, Brazil) will visit GSSI - LAquila from December 2 till December 20. He will give a course on ``Markov chains with variable memory for the phd students. The first class will be December 3 at 15 room D. The schedule of the other classes is: Every Monday 9-11 and 15-16 Every Tuesday 9-11. Davide Gabrielli

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2 years postdoc position in statistics
by Guillaume Kon Kam King 30 Nov '18

30 Nov '18

Dear all, Benoit Liquet (https://sites.google.com/site/benoitliquet/home) is advertising a postdoc position in Statistics, located in the South-West of France, near Biarritz. More details below, and in attachment. Please forward if you know any interested candidate. Best, Guillaume KON KAM KING Università degli Studi di Torino *https://sites.google.com/site/guillaumekonkamking/home <https://sites.google.com/site/guillaumekonkamking/home>* Recruitment grade: young researcher (i.e. with PhD) Location: Anglet, France Duration: 12 to 24 months, starting late 2018 (December or January 2019) Deadline: position open until filled Gross Salary Range: 2699 euros / month Postdoc description: Recently, several approaches were developed for completing the agnostic > genome-wide association studies (GWAS) in the discovery of new genetic risk > factors. One such approach is gene set analysis (GSA) that incorporates the > available biological knowledge of genes in order to provide additional > insights into the mechanisms involved in carcinogenesis. Another approach > proposed to test variants for association for multiple phenotypes as over > the years multiple loci have been found to be associated to several > distinct traits revealing the existence of pleiotropic effects. Although a > number of statistical approaches have been proposed in the literature for > identifying the existence of pleiotropy at SNP-level, not a lot of work has > been conducted for investigating pleiotropy at gene- and pathway-levels. We > aim to fill this gap by developing advanced statistical methods that test > for pleiotropic effects at a pathway level. Also, we will extend these > methods for the analysis of GxE interactions, as to the best of our > knowledge, pleiotropy methods have not adapted for testing for GxE > interactions. Therefore, our first objective is to develop novel > statistical methods that will identify shared pathways between different > diseases. Our second aim is to extend these methods for testing GxE in > general or in the context of pleiotropy. These methods will be applied to > explore the genetic relationship between differentiated thyroid cancer > (DTC) and breast cancer (BC) types. It has been shown that these two > cancers are linked as women with a prior history of DTC are at an increased > risk for BC and conversely. Both tumors have been shown to be associated to > common hormonal risk factors and shared genetic susceptibility is > suspected. We will use data from the CECILE study (1019 BC cases and 999 > controls) and from EPITHYR (1345 DTC cases and 1399 controls). All subjects > were genotyped using the OncoArray chip that includes more than 500 000 > variants. Through the developments of novel statistical methods, we aim to > elucidate the common mechanisms between BC and DTC. This project will lead > to the development of new statistical methods that will benefit both the > epidemiology and statistical communities. These methods will permit to gain > novel insights into the inherited genetic basis of BC and DTC by > identifying the common biological elements that contribute to their > aetiology.

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2 years postdoc position in statistics
by Guillaume Kon Kam King 30 Nov '18

30 Nov '18

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Avviso di seminario :: Causeur@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 30 Nov '18

30 Nov '18

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Mercoledì 05 Dicembre, ore 11:00am ----------------------------------------------------------------------------- Sala 34 (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma DAVID CAUSEUR (Agrocampus Ouest, Dep. of Statistics and Computer Science) terrà un seminario dal titolo HANDLING DEPENDENCE OR NOT IN STATISTICAL LEARNING FOR HIGH-DIMENSIONAL DATA tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Saluti Pierpaolo Brutti --- ABSTRACT The proper way to handle dependence across features in high-throughput data has raised fundamental discussions with unclear general conclusions or final recommendations. One of the most obvious illustration of this point is the tremendous effort of the statistics research community to address the impact of dependence on the False Discovery Rate (FDR)-controlling method by Benjamini and Hochberg (1995), which was initially designed under an independence assumption. Another famous questioning example is provided by the strikingly good performance of a naïve Bayes procedure ignoring dependence in a comparative study of machine learning methods by Dudoit et al. (2002) to predict classes from gene expression data. Addressing the dependence issue has often consisted in assessing its detrimental impact on the performance of standard methods designed to be optimal under independence, and deduce patches. To be valid for arbitrarily complex dependence patterns, such approaches in which dependence is viewed as a curse can lead to poorly powerful procedures. Therefore, both for machine learning and testing issues, a new generation of methods have emerged, advocating for an ad-hoc handling of dependence consisting in a preliminary whitening of the data (see Ahdesmäki and Strimmer, 2010, Hall and Jin, 2010). However, disentangling the dependent noise and the true association signal is very challenging and decorrelation can then lead to an alteration of the true association signal. For the purpose of global testing, where the objective is to test for the significance of an association signal between a set of features and a covariate, Arias-Castro el al. (2011) suggests that the optimal handling of dependence shall be specific of the pattern of the true association signal, especially through its sparsity rate. The former global testing framework covers a wide scope of applications, such as functional Analysis of Variance (fANOVA) and association tests between a region of the genome formed by contiguous Single Nucleotide Polymorphisms (SNP) and a case/control response variable in Genome Wide Association Studies. Interestingly, in the two former fields of applications, many popular methods are just based on simple aggregation of pointwise test statistics ignoring their dependence. The talk will start by a selection of short stories with confusing conclusions about the proper way to handle dependence. After a tentative clarification, I will introduce two methods for global testing in which whitening is adapted both to the pattern of dependence across pointwise test statistics and to the pattern of the true signal. The performance of the two testing methods will be illustrated by applications to significance analysis of ElectroEncephalogram curves in Event-Related Potentials (ERP) designs and by SNPset approaches of Genome Wide Association Studies for genetic epidemiology issues. We also discuss the applications of the former general principles to prediction in high-dimension.

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Conference in honor of Aad van der Vaart
by Antonio Lijoi 30 Nov '18

30 Nov '18

Cari tutti, su gentile richiesta degli organizzatori, inoltro l'annuncio del convegno in onore di Aad van der Vaart. Saluti, AL ------------ Dear Colleagues, We are organising a conference between the 17th and 21st of June, 2019, in Leiden celebrating Aad van der Vaart's contributions to statistics on the occasion of his 60th birthday.If you are interested in participating, please register as soon as possible on the conference webpage (we have only limited space at the conference venue and registration is on first come first served base): http://pub.math.leidenuniv.nl/~schmidthieberaj/aadbirthday/index.html (if the link does not work, please try to copy it to the web browser.) The conference fee is 200 euro, which includes the welcome reception on Monday afternoon, and sandwich lunch, coffee and tea during the conference. To complete your registration, please send the registration fee to the following account: Bank name: Rabobank account number: 0102468869 IBAN: NL78RABO 0102468869 Swiftcode: RABONL2U in the name of: Universiteit Leiden cs Fac. W&N *mention:* SAPnummer 2009008062 and your name We will regularly check the account and will send you a confirmation letter once we received the registration fee. For further information, please do not hesitate to contact us (via the email address: b.t.szabo(a)math.leidenuniv.nl). Best wishes and hope to see you next year in Leiden, Subhashis Ghoshal Mathisca de Gunst Jacqueline Meulman Stéphanie van der Pas Johannes Schmidt-Hieber Botond Szabo Harry van Zanten

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