- Random - Mailing list — Dipartimento di Matematica, UniPI

Applied Bayesian Statistics School
by Consonni Guido 20 May '16

20 May '16

There are still some places available for ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< June 1st, 2016 is the deadline for reduced-rate registration. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ABS16 Secretariat abs16(a)mi.imati.cnr.it PRACTICAL INFORMATION School activities: lectures, practical sessions (supervised by a junior researcher), participants' talks, opportunities for interaction with lecturer and fellow participants. A detailed course outline is available on the conference webpage. The School starts on Monday, August 29th, after lunch and ends on Friday, September 2nd, just before lunch. Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info on the website). Como can be easily reached by train from Milan and its airports. >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< [Logo] Università Cattolica investe nel talento, nella ricerca, nella solidarietà. Puoi farlo anche tu. CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

1 0

Applied Bayesian Statistics School
by Consonni Guido 20 May '16

20 May '16

There are still some places available for ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< June 1st, 2016 is the deadline for reduced-rate registration. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ABS16 Secretariat abs16(a)mi.imati.cnr.it PRACTICAL INFORMATION School activities: lectures, practical sessions (supervised by a junior researcher), participants' talks, opportunities for interaction with lecturer and fellow participants. A detailed course outline is available on the conference webpage. The School starts on Monday, August 29th, after lunch and ends on Friday, September 2nd, just before lunch. Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info on the website). Como can be easily reached by train from Milan and its airports. >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< [Logo] Università Cattolica investe nel talento, nella ricerca, nella solidarietà. Puoi farlo anche tu. CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

1 1

Colloquium di Arnaud Guillin a Roma Tre, mercoledi 25 maggio alle 16
by Pietro Caputo 20 May '16

20 May '16

COLLOQUIUM DI MATEMATICA ROMA TRE Prof. Arnaud Guillin Universite' Blaise Pascal Titolo: When Lyapunov meets Poincare' and (log-) Sobolev Mercoledi' 25 Maggio 2016 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract: Functional inequalities such as Poincare' or log-Sobolev inequalities have proved to be crucial in various fields, enabling to prove concentration of measure, speed of convergence to equilibrium, contractivity properties... and so much more, for example linked to curvature dimension condition. In probability, completely different techniques based on return time to nice set established via Lyapunov conditions and coupling enable to establish convergence to equilibrium. We will present here both approach, and their fundamental properties, and will finally link them in a (nice ? and) novel way.

1 0

Annuncio Seminario-Francesco Russo
by Marta Leocata 17 May '16

17 May '16

Cari tutti, venerdì 20 maggio alle ore 11:00 presso la Sala Seminari del Dipartimento di Matematica di Pisa, Francesco Russo terrà un seminario dal titolo "Probabilistic representation of a generalized porous media equation. The deterministic and stochastic case". Marta Leocata

1 0

First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE (fwd)
by Tiziano Vargiolu 16 May '16

16 May '16

---------- Forwarded message ---------- Date: Mon, 16 May 2016 14:02:30 +0200 From: Marco Maggis <marco.maggis(a)gmail.com> To: undisclosed-recipients: ; Subject: First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE Workshop MODEL UNCERTAINTY AND ROBUST FINANCE https://sites.google.com/site/2016murf/ University of Milan, 10-11 November 2016 INVITED SPEAKERS: Giorgio DALL'AGLIO (Special historical talk) David HOBSON (University of Warwick) Jan OBLOJ (University of Oxford) Bernt ?KSENDAL (University of Oslo) Halil Mete SONER (ETH Zurich) Steven VANDUFFEL (VRIJE Brussels) DEADLINE FOR ABSTRACT SUBMISSION: September 30 ALL ACCEPTED CONTRIBUTED SPEAKERS WILL HAVE REGISTRATION FEE WAIVED. 13 mag

1 0

Fwd: Announcement "The Mathematics of Disorder" University of Bonn (Germany)
by Francesco Caravenna 16 May '16

16 May '16

Ricevo e inoltro. > Da: "Margherita Disertori" <disertori(a)iam.uni-bonn.de> > Oggetto: Announcement "The Mathematics of Disorder" University of Bonn (Germany) > Data: 16 maggio 2016 16:41:42 GMT+02:00 > A: disertori(a)iam.uni-bonn.de > > Dear colleagues, > > It is our pleasure to announce the event "The Mathematics of Disorder" > that will take place at the University of Bonn 4-8 October 2016. > This five-days event is designed for young female graduate students > (Master and Ph.D.) and postdocs interested in the interplay between > probability and analysis, and their applications. > > This event will consist in the thematic school Young Women Academy > (4-6.10.2016) with three minicourses > > - Random matrices: Mylène Maïda (University of Lille) > - Random Schrödinger operators: Frédéric Klopp (University of Paris 6) > - Stochastic PDEs: Massimiliano Gubinelli (University of Bonn) > > followed by the workshop Young Women in Probability and Analysis > (6-8.10.2016) with lectures by: > > - Silke Rolles (TUM Munich) > - Sandrine Péché (University of Paris 7) > > This workshop will provide a platform for young female researchers to > present their work. > > Female participants are invited to submit an abstract for a > contributed talk or poster and apply for financial support. > All participants are encouraged to remain for the whole event. > > Please do not hesitate to share this announcement with your students > and colleagues. > > For further information please visit > http://www.iam.uni-bonn.de/disorderyw2016/ > > Best regards, > Margherita Disertori and Constanza Rojas-Molina > > > PS: we apologize if you receive multiple copies of this announcement. >

1 0

miniWorkshop (RGS, Matematica Applicata & ADAMSS, CIMAB)
by Giacomo Aletti 16 May '16

16 May '16

MiniWorkshop (RGS) Where Dip. Matematica, via Saldini 50, Milano Room Aula C (2°floor) When Monday, May 23, 2016 starting at 10:00 AM (to be confirmed) Speakers Egidio D'Angelo, Department of Physiology, University of Pavia, IT (to be confirmed) Outcome selective recall of neural ensembles in prefrontal cortex of rule-learning rats. Silvia Maggi, Faculty of Life Science, University of Manchester, UK Monkeys seen as statistical inference machines. Javier Caballero , Faculty of Life Science, University of Manchester, UK Signatures of internal model updating during learning in rat prefrontal cortex. Abhinav Singh, Faculty of Life Science, University of Manchester, UK Determinants of spontaneous synchronized network activity in primary neuronal cultures: a computational approach. Davide Lonardoni, Istituto Italiano Tecnologia, Genoa, IT Impact of the data length on different MEG/EEG connectivity measures: a comparative study. Sara Sommariva, Department of Mathematics, University of Genoa, IT Mathematical models of microcirculation: application to cerebral and cerebral-like districts. Paola Causin, Department of Mathematics, University of Milan, IT A Theoretical Model of Neurovascular Coupling in Retinal Blood Flow Regulation. Riccardo Sacco, Politecnico of Milan, IT Further and updated informations at http://rgs.mat.unimi.it/coming-talks -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142

1 0

opportunity in ARPM (fwd)
by Tiziano Vargiolu 16 May '16

16 May '16

---------- Forwarded message ---------- Date: Mon, 16 May 2016 09:56:12 +0200 From: Elisa Appolloni <elisa.appolloni(a)symmys.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: opportunity in ARPM Dear Professor Vargiolu I am reaching out to you because at ARPM (the company for which I work) we are looking to add new resources for our Advanced Risk and Portfolio Management program. Would you mind circulating the message below to interested and qualified candidates? Interested candidates can send me an email at elisa.appolloni(a)symmys.com. Thank you, Elisa Appolloni *** The company ARPM, LLC (www.arpm.co) is a privately held research institution based in New York City, directed by Attilio Meucci. ARPM's mission is to spread Advanced Risk and Portfolio Management ideas and techniques in the financial industry and in academia. The opportunity ARPM is looking for new consultants for its research project in Advanced Risk and Portfolio Management. The job, which requires a full time commitment, consists of reviewing and coding case studies in advanced quantitative finance. The consultant will work remotely from home or from one of the affiliate universities, communicating via multi-media with other members of the ARPM team. The position represents an excellent academic experience for applicants who intend to pursue a PhD, which ARPM may sponsor. The position also presents a great opportunity for candidates (that maybe have already a PhD) who wish to remain in the financial industry. Indeed, the learning curve is constantly steep, and the compensation is competitive. The candidate - Master's level degree in Physics, Mathematics or Economics (the PhD or master's degree in Quantitative Finance is a plus) - Good knowledge of multivariate calculus, linear algebra, multivariate statistics, probability, financial mathematics - Proficiency in LaTeX - Proficiency in MATLAB, Python, or similar programming languages - Working knowledge of English Compensation 22,000 euros per year (Graduate) 24,000 euros per year (Master in Quantitative Finance/PhD) -- ARPM - Advanced Risk and Portfolio Management?

1 0

Convegno in onore di Eugenio Regazzini
by Antonio Lijoi 15 May '16

15 May '16

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** Sul sito http://matematica.unipv.it/eugenioconference e’ ora disponibile il programma del convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * che si terra’ a Pavia il 10 e l'11 giugno 2016. La partecipazione al convegno e’ gratuita, ma e' necessario registrarsi entro la scadenza ultima del *31 Maggio 2016* collegandosi al sito http://www-dimat.unipv.it/eugenioconference/registration.html Nel modulo di registrazione occorre anche specificare se si intende partecipare alla cena sociale che si svolgera' venerdi' 10 giugno, a Pavia. Per ragioni organizzative non sara' possibile accettare adesioni alla cena sociale successive alla scadenza del 31 Maggio. Infine, per informazioni o variazioni delle preferenze espresse in sede di registrazione, si possono contattare gli organizzatori all'indirizzo di posta elettronica: eugenio.conference(a)gmail.com Cordiali saluti, Antonio Lijoi

1 0

Reminder: Premi di ricerca AMASES per giovani studiosi
by Antonella Basso 15 May '16

15 May '16

Ricordo che sono aperti i bandi dei due premi di ricerca AMASES per giovani studiosi, istituiti al fine di promuovere lo studio della Matematica applicata alle Scienze Economiche e Sociali e di incentivare la ricerca di eccellenza: 1. il premio di ricerca per il miglior lavoro che verrà presentato al Convegno Nazionale Amases 2016, che si terrà a Catania dal 15 al 17 settembre, da giovani studiosi; 2. il premio di ricerca per la pubblicazione della migliore tesi di dottorato. Trovate i bandi dei due premi e maggiori informazioni alle seguenti pagine web: 1. http://www.amases.org/awards/paper/303:amases-award-for-the-best-paper-pres… 2. http://www.amases.org/homepage-3/30-open-call-doctoral-dissertation-award/3… Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

1 0

ricercatore tipo B SECS-S06 in Bicocca
by fabio.bellini 15 May '16

15 May '16

Cari colleghi, vi segnalo che al DISMEQ della Università di Milano-Bicocca è stato bandito un posto per un ricercatore di tipo B nel settore SECS-S06. Il bando è disponibile sulla pagina http://www.unimib.it/go/48876/Home/Italiano/Bandi-e-concorsi/Bandi-per-pers… la scadenza è il 13 giugno 2016. Saluti Fabio Bellini

1 0

Seminar announcement
by Marco Scarsini 14 May '16

14 May '16

Tuesday 17 May, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker: Mathias Staudigl (Maastricht University) Title: Stochastic stability and large deviations in population games. (Joint with William H. Sandholm (Wisconsin-Madison)) Abstract: Evolutionary game dynamics describe the behavior of populations of myopic, strategically interacting agents who update their strategies by applying simple decision rules. The resulting game dynamics is an irreducible Markov chain on a finite state space. Most applications in this area focus on the long-run properties of such dynamics, particularly on invariant distributions. For finitely many players, the concept of a stochastically stable state has received much attention in the literature, where it has been proposed as an equilibrium selection device in games. In this paper we propose an alternative point of view of stochastic stability, focusing on games with large player sets. In this limit we provide explicit bounds for key statistics of the evolutionary game dynamic. In particular, using recent results on sample path large deviations for population processes, we provide bounds for the expected exit time from the basin of attraction of stable equilibria and the stationary distribution of the Markov chain. If time permits, we will present extensions to games with continuous action spaces. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Corso di formazione :: Statistica Multivariata con R
by Pierpaolo Brutti 13 May '16

13 May '16

A tutti gli interessati. Nell'ambito della programmazione di corsi di formazione sul software statistico Open Source R <https://www.r-project.org/> il Dipartimento di Scienze Statistiche <http://www.dss.uniroma1.it/it> di Sapienza Università di Roma ha attivato anche quest'anno il corso - *Statistica Multivariata con R <http://www.dss.uniroma1.it/it/node/6618>* IX edizione - Modulo Iscrizione <http://www.dss.uniroma1.it/it/node/6619> Il corso si terrà a Roma nei giorni *5, 6 e 7 Luglio 2016*. Tutti gli interessati sono pregati di visitare il sito: - Corsi-R@DSS <http://www.dss.uniroma1.it/it/node/6616> dove è possibile trovare ulteriori informazioni dettagliate sul programma e le modalità di iscrizione on-line. L'iniziativa si inserisce nell'ambito della promozione del software Open Source negli atenei, negli enti di ricerca e nella Pubblica Amministrazione. Grazie per l'attenzione. =========================================================== Pierpaolo Brutti Dipartimento di Scienze Statistiche Sapienza Università di Roma Piazzale Aldo Moro, 5 (00185) Roma =========================================================== -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

1 0

seminario Teemu Pennanen in Bicocca
by Fabio Bellini 12 May '16

12 May '16

1 0

First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE
by Marco Maggis 12 May '16

12 May '16

Workshop MODEL UNCERTAINTY AND ROBUST FINANCE https://sites.google.com/site/2016murf/ <https://sites.google.com/site/2016murf/home> University of Milan, 10-11 November 2016 INVITED SPEAKERS: Giorgio DALL'AGLIO (Special historical talk) David HOBSON (University of Warwick) Jan OBLOJ (University of Oxford) Bernt ØKSENDAL (University of Oslo) Halil Mete SONER (ETH Zurich) Steven VANDUFFEL (VRIJE Brussels) DEADLINE FOR ABSTRACT SUBMISSION: September 30 ALL ACCEPTED CONTRIBUTED SPEAKERS WILL HAVE REGISTRATION FEE WAIVED. -- Marco Maggis, Ricercatore TD, Secs-S/06 Dipartimento di Matematica F. Enriques, Via Cesare Saldini 50, 20133, Milano Telefono: 0250316120

1 0

Fwd: Probability -- SNS CALL FOR EXPRESSIONS OF INTEREST
by Francesco Caravenna 12 May '16

12 May '16

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: CRM <crm(a)sns.it> > Date: 2016-05-11 20:08 GMT+02:00 > Subject: Probability -- SNS CALL FOR EXPRESSIONS OF INTEREST > To: CRM <crm(a)sns.it> > > > Dear Colleagues, > > the Scuola Normale Superiore decided to open an expression of interest in Probability, at the full professor level. > Please feel free to spread this information to anyone potentially interested. > Expressions of interest shall be addressed to: > > Prof. Vincenzo Barone > Preside della Classe di Scienze Matematiche e Naturali > Scuola Normale Superiore > Piazza dei Cavalieri, 7 > PISA – Italy > > and can be sent by email to the following address : classi(a)sns.it, writing EOI/PROB in the subject field. > > Here is the link for a detailed information: > > http://en.sns.it/bando/professorship-probability-theory-scuola-normale-supe… > > The deadline for submission is May 31st. > > Thank you for your collaboration. > > With best wishes, > > Stefano Marmi > Director > > Centro di Ricerca Matematica > Ennio De Giorgi > Palazzo Puteano > Piazza dei Cavalieri 3 > 56100 PISA > crm(a)sns.it >

1 0

Seminario Prof. A. Olenko (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 09 May '16

09 May '16

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 12 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. A.Olenko (La Trobe University, Melbourne, Australia) *Titolo:* Some asymptotic properties of geometric functionals of strongly dependent random fields *Sintesi:* Limit theorems for the volumes of excursion sets of strongly dependent heavy-tailed random fields will be presented. Special attention is paid to Student and Fisher random fields. We also discuss the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. In contrast to approaches based on the Malliavin calculus and Stein's method we use direct probability methods. Some examples and simulation results are shown. The presentation is based on the papers: N. Leonenko, A. Olenko, Sojourn measures of Student and Fisher-Snedecor random fields, Bernoulli, 20(3) (2014) 1454--1483. Vo Anh, N. Leonenko, A.Olenko. On the rate of convergence to Rosenblatt-type distribution, Journal of Mathematical Analysis and Applications, 425(1) (2015) 111-132. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

1 0

seminari Marco Frittelli in Bicocca
by Fabio Bellini 06 May '16

06 May '16

1 0

An Introduction to Risk Measures. Corso per dottorandi- Valeria Bignozzi
by Lea Petrella 05 May '16

05 May '16

Si comunica che all’interno del Dottorato di Ricerca “Modelli per l’Economa e la Finanza” (Dipartimento MEMOTEF) la Dottoressa Valeria Bignozzi svolgera’ il ciclo di lezioni “An Introduction to Risk Measures” secondo il seguente calendario 13 maggio ore 18-20 17 maggio ore 16.30-18 18 maggio ore 11.30-13 Le lezioni si svolgeranno presso l’aula Maramma VI piano Economia, Via del Castro Laurenziano 9, 00161 Sapienza Universita’ di Roma. Gli interessati possono contattarmi via mail all'indirizzo lea.petrella(a)uniroma1.it Segue il programma del corso ed i riferimenti bibliografici An Introduction to Risk Measures: 1. Definition of a risk measure (rm) and its applications in finance and insurance; 2. Classical examples of rm: Value-at-Risk (VaR), Expected Shortfall (ES), Expectiles; 3. Computing risk measures for discrete and continuous distributions; 4. Properties: Monotonicity, Translation Invariance, Positive homogeneity, subadditivity, convexity, comonotonicity, law-invariance; Convex and coherent rm; 5. Non subadditivity of VaR and its consequences on portfolio diversification; 6. Estimation of rm (Historical estimation, generalised quantile regression, maximum likelihood methods, bayesian approach); 7.Risk measurement for an aggregate position. References: 1. Embrechts, P., F. Rudiger., and A. McNeil. "Quantitative risk management." *Princeton Series in Finance, Princeton* 10 (2005). 2. Föllmer, H., and A. Schied. *Stochastic finance: an introduction in discrete time*. Walter de Gruyter, 2011. 3. Jorion, P.. *Value at risk: the new benchmark for managing financial risk*. Vol. 3. New York: McGraw-Hill, 2007. -- **************************************************** Prof. Lea Petrella Memotef Department Sapienza University of Rome http://www.memotef.uniroma1.it/users/petrella-lea ***************************************************** -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

1 0

Borse di Dottorato - Dipartimento di Matematica, Politecnico di Milano
by Laura M. Sangalli 04 May '16

04 May '16

Presso il Dipartimento di Matematica del Politecnico di Milano sono disponibili 10 borse di dottorato in Modelli e Metodi Matematici per l'Ingegneria. Nell'ambito di questo programma di Dottorato è possibile sviluppare un progetto di ricerca in Statistica. La scadenza per effettuare l’iscrizione è*venerdì 27 maggio 2016 ore 14.00* Al linkhttp://www.dottorato.polimi.it/entra-al-dottorato/concorso-di-ammissione-e-borse-di-studio/bandi/bando-xxxii-ciclo-dei-corsi-di-dottorato-20162017/ sono contenute tutte le informazioni relative al bando, alle borse e ai corsi di dottorato. Vi preghiamo di dare diffusione di questo avviso ai vostri Studenti potenzialmente interessati. Cordialmente, 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 url: http://mox.polimi.it/~sangalli

1 0

Seminario CALATRONI (Matematica Applicata & ADAMSS, CIMAB)
by Giacomo Aletti 04 May '16

04 May '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti =============== Nell'ambito del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno giovedì 12 Maggio 2016, alle ore 14.30, nella Sala di Rappresentanza (piano terra) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Image segmentation, graph clustering and Hough transform methods for object detection and measurement in images" Luca CALATRONI Dipartimento di Matematica Universita' di Genova Abstract: In this talk we consider the problem of image segmentation through the minimisation of a Ginzburg-Landau-type functional defined on graphs (i.e. the pixel images). Such approach has first been considered by A. Bertozzi and A. Flenner and provides a binary segmentation of the image via the extraction and the comparison of features (RGB, texture,...) with a dictionary in terms of an appropriate similarity measure. From a mathematical point of view, the segmentation is obtained by exploiting the spectral properties of the differential operators appearing when taking the $\ell^2$ gradient flow of the functional. In order to overcome the numerical difficulties due to the large size of the images considered, Nyström matrix completion techniques and convex splitting methods are employed. We apply such method to the problem of scale detection in images where a fuzzy region of interest is present together with a measurement tool (e.g. a ruler). In particular, by means of a Hough transform based algorithm, we apply our combined method to several measurement tasks arising in real-world applications such as zoology, medicine and archaeology. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142

1 0

International Summer School on Risk Measurement and Control 2016
by Roy Cerqueti 04 May '16

04 May '16

Cari colleghi, invio questa nota circa la Summer School che stiamo organizzando a Roma, che può essere di interesse per chi si occupa di matematica applicata alla finanza. Un caro saluto e a presto Roy %%% Caro collega, dal 6 all' 11 giugno 2016, a Roma, si terrà l'XI edizione l'International Summer School on Risk Measurement and Control in cui verranno trattati tre temi di fondamentale importanza: * Session 1 - New Frontiers in Risk Management; * Session 2 - Energy Risk Management; * Session 3 - The EURO project: shadows and lights. Ulteriori informazioni di dettaglio sono reperibili sul sito. <http://www.risksummerschool.eu/> Ti chiederei gentilmente, di far circolare la notizia dell'evento quanto più possibile tra i tuoi contatti e all'interno della tua istituzione di afferenza. Siamo convinti che questo evento, che vanta un parterre di docenti internazionali di assoluta rilevanza, possa essere di interesse per molti studiosi. In attesa di un cortese riscontro, ti mando i miei più cari saluti Roy Cerqueti (Comitato Organizzatore) -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

1 0

Fwd: Open Position as a Scientific Employee at Ulm University (fwd)
by Tiziano Vargiolu 03 May '16

03 May '16

----- Forwarded message from Robert Stelzer <robert.stelzer(a)uni-ulm.de> ----- Date: Tue, 3 May 2016 15:33:10 +0200 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Subject: Open Position as a Scientific Employee at Ulm University To: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Dear Colleagues and Friends, please find below and attached the announcement for an open position as a scientific employee (Postdoc or PhD level) at the Institute of Mathematical Finance at Ulm University. It would be very kind if you would bring it to the attention of possible candidates. Best Regards, Robert (Stelzer) The Institute of Mathematical Finance at the Faculty of Mathematics and Economics of Ulm University invites applications for one non-permanent position as a Scientific Employee (E13 TV-L) starting October 1st, 2016, according to the rules of the German law for non-permanent scientific positions (Wissenschaftszeitvertragsgesetz). Prerequisite is a very good master degree in a mathematical field of study or a comparable degree, and interest in future research in at least one of the areas Financial Mathematics, Financial Econometrics, Statistics of Stochastic Processes, Stochastic Analysis, Stochastic Optimal Control, Stochastic Processes or Time Series Analysis. The opportunity for further scientific qualification (Habilitation/PhD) is given. The duties include contributing to the teaching activities of the institute. For a full position the teaching duty is four hours per week during the teaching period. The language of the courses is usually English. Thus no knowledge of German is initially necessary. Candidates with a completed PhD are going to be employed on a full position, otherwise candidates will be employed on a partial position according to individual agreement. The contract duration will be in accordance with the qualificaion aim. The Ulm University is committed to increase the share of women in research and teaching positions and therefore explicitly encourages female candidates to apply. Please send your application with the usual documents until May 31st, 2016, preferably in electronic form to Ulm University Prof. Dr. Robert Stelzer Institute of Mathematical Finance Helmholtzstra?e 18 89081 Ulm, Germany E-Mail: robert.stelzer(a)uni-ulm.de Please indicate the index number 51 on the envelope or in the reference line of the email. Job sharing is always possible for full time positions. Physically disabled applicants receive favourable consideration when equally qualified. The appointment is made by the central university administration. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ----- End forwarded message -----

1 0

Seminario NICKL
by Matteo Ruggiero 03 May '16

03 May '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 6 Maggio 2016 alle ore 16:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Richard NICKL (University of Cambridge) NONPARAMETRIC BAYESIAN INFERENCE FOR DISCRETELY SAMPLED DIFFUSIONS We consider the nonlinear statistical inverse problem of making inference on the unknown parameters of a diffusion process describing the solution of a stochastic differential equation. The observation regime is such that the process is sampled at discrete time points that are a fixed distance apart, and we investigate the asymptotic regime when more samples accrue in the time horizon (thus avoiding unrealistic `high frequency’ assumptions). We shall briefly review frequentist estimation techniques and then turn to Bayesian nonparametric approaches to the problem, which have recently been shown to be computationally tractable (work of A. Stuart, G. Roberts and co-authors). A theory of frequentist contraction rates for the posterior distribution has been elusive for several years, and we present first rigorous, minimax optimal contraction rates for posterior distributions arising from natural prior distributions on infinite-dimensional parameter spaces on the drift and diffusion coefficient. We will discuss what can be learnt from these results for the choice of prior in such problems, as well as for the Bayesian analysis of general nonlinear inverse problems. In the proofs we obtain some new (functional) concentration inequalities for additive functionals of Markov chains arising from diffusions that are of independent interest. This is joint work with Jakob Soehl (Cambridge), see http://arxiv.org/abs/1510.05526 Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

PhD Studentships in Statistical Sciences - University of Padova, Italy
by Patrizia Piacentini - PhD 03 May '16

03 May '16

Seven PhD studentships will be available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2016*). *Eligibility* The studentship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2016). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2016. *How to apply* The call will be published on *May 17 (deadline June 16)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 *Applications are only accepted online* *Further information* See http://www.stat.unipd.it/fare-ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, Monica Chiogna PhD Course Coordinator

1 0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random