- Random - Mailing list — Dipartimento di Matematica, UniPI

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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