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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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