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PhD course on "Rough Paths and Stochastic Differential Equations"
by Francesco Caravenna 06 Dec '16

06 Dec '16

This email is to announce a Ph.D. course on "Rough Paths and Stochastic Differential Equations" in the framework of the Pavia - Milano Bicocca - Indam PhD program in Mathematics. The course is devoted to students interested in analysis and/or probability (see below for the abstract). The course will last 30 hours and will be given in the period February-March 2017 at the University of Milano-Bicocca. In order to fix the precise dates, we kindly ask all interested people to contact us by Tuesday 13 December 2016 and let us know of their engagements in that period. Best regards, Francesco Caravenna and Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Title: Rough Paths and Stochastic Differential Equations Place: University of Milano-Bicocca Period: February-March 2017 Prerequisites: A basic knowledge of Holder functions and Brownian motion. Abstract: This course is an introduction to rough paths, a modern theory which provides an analytic counterpart to the probabilistic theory of stochastic integration. Rough paths allow to define a notion of integral with respect to the derivative of a Holder function, generalizing the usual Riemann-Steltjes integral. A key motivation of rough paths is to shed new light on the stochastic integration with respect to Brownian motion and on the corresponding stochastic differential equations. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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(senza oggetto)
by Fabio Martinelli 04 Dec '16

04 Dec '16

Il Prof. A. Smith dell'universita' di Ottawa terra' tre lezioni nell'ambito del dottorato in matematica presso il Dip. di Matematica e Fisica di Roma Tre con il seguente programma: *MIXING OF MARKOV CHAINS ON MANIFOLDS* Martedi 6 Dicembre ore 11:00-13:00 aula 311 *Mixing Properties of Hamiltonian Monte Carlo* Abstract:* Hamiltonian Monte Carlo (HMC) and its variants are extremely popular Markov chain Monte Carlo algorithms in statistical computing. In practice, they seem to outperform classical algorithms such as the Gibbs sampler and the Metropolis-Hastings algorithm. Unfortunately, the characteristic long moves made by HMC also make it difficult to analyze. I will survey some existing results on HMC and competitor algorithms, including some recent results of myself and Mangoubi, and present open problems.* Mercoledi 7 Dicembre ore 14:30-16:30 aula 311 *Convex Sets, Conductance and Curvature.* Abstract: Geometric random walks are popular tools for sampling from the interior or boundary of convex sets. I will introduce some popular geometric random walks and describe the mathematical techniques developed by Dieker, Kannan, Lovasz, Vempala and others to analyze them. I will then describe how some recent work takes advantage of ideas from geometry and convex optimization to propose and analyze algorithms that can have improved performance. Martedi 13 Dicembre ore 11:00-13:00 aula 311 *Kac's Walks and Couplings.* Abstract: Kac's walks on the sphere and on the special orthogonal group. introduced in 1953 and 1970, have long histories in the statistical physics and computational statistics literatures. I will describe the history of these walks and review some of the many results on the mixing properties of these processes. I then present some recent work of myself and Pillai, which uses connections to random matrix theory to obtain substantially improved bounds on the mixing times of these two walks. -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Mini corso di A. Smith a Roma Tre
by Pietro Caputo 04 Dec '16

04 Dec '16

Il Prof. A. Smith dell'universita' di Ottawa terra' tre lezioni nell'ambito del dottorato in matematica presso il Dip. di Matematica e Fisica di Roma Tre con il seguente programma: *MIXING OF MARKOV CHAINS ON MANIFOLDS* Martedi 6 Dicembre ore 11:00-13:00 aula 311 *Mixing Properties of Hamiltonian Monte Carlo* Abstract:* Hamiltonian Monte Carlo (HMC) and its variants are extremely popular Markov chain Monte Carlo algorithms in statistical computing. In practice, they seem to outperform classical algorithms such as the Gibbs sampler and the Metropolis-Hastings algorithm. Unfortunately, the characteristic long moves made by HMC also make it difficult to analyze. I will survey some existing results on HMC and competitor algorithms, including some recent results of myself and Mangoubi, and present open problems.* Mercoledi 7 Dicembre ore 14:30-16:30 aula 311 *Convex Sets, Conductance and Curvature.* Abstract: Geometric random walks are popular tools for sampling from the interior or boundary of convex sets. I will introduce some popular geometric random walks and describe the mathematical techniques developed by Dieker, Kannan, Lovasz, Vempala and others to analyze them. I will then describe how some recent work takes advantage of ideas from geometry and convex optimization to propose and analyze algorithms that can have improved performance. Martedi 13 Dicembre ore 11:00-13:00 aula 311 *Kac's Walks and Couplings.* Abstract: Kac's walks on the sphere and on the special orthogonal group. introduced in 1953 and 1970, have long histories in the statistical physics and computational statistics literatures. I will describe the history of these walks and review some of the many results on the mixing properties of these processes. I then present some recent work of myself and Pillai, which uses connections to random matrix theory to obtain substantially improved bounds on the mixing times of these two walks. -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 <+39%2006%205733%208039> fax +39 06 57338039 <+39%2006%205733%208039>

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Seminario SAMUEL HERRMANN @ UniTo
by Cristina Zucca 02 Dec '16

02 Dec '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 6 dicembre alle ore 12:00 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. SAMUEL HERRMANN (Université de Bourgogne) terrà un seminario dal titolo Initial-Boundary Value Problem for the heat equation - A stochastic algorithm Abstract: The Initial-Boundary Value Problem for the heat equation is solved using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalisation of the Walk on Spheres (WoS) algorithm introduced to solve the Dirichlet problem for Laplace's equation, its implementation is rather easy. The definition of the random walk is based on a new mean value formula for the heat equation. The convergence results and different numerical examples permit to emphasize the efficiency and accuracy of the algorithm. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Bando RTDA 13/D1, Sapienza Università di ROMA
by Brunero Liseo 28 Nov '16

28 Nov '16

CON PREGHIERA DI DIFFUSIONE Si comunica che presso il dip. di Metodi e Modelli per l’Economia, il Territorio e la Finanza, Sapienza Università di Roma, è indetta una procedura di valutazione a 1 posto di ricercatore a tempo determinato di tipo A per il settore scientifico concorsuale 13/D1 Statistica (ssd SECS-S/01). Data di scadenza bando: 27-12-2016 Link: http://www.memotef.uniroma1.it/sites/dipartimento/files/Bando_RTD_%20A_SECS… Non esiste una traduzione in inglese del bando; per informazioni sommarie si veda http://bandi.miur.it/jobs.php/public/job/id_job/45583 Cordialmente Brunero LISEO -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Two postdocs jobs, Barcelona : deadline: January 8th (fwd)
by Tiziano Vargiolu 27 Nov '16

27 Nov '16

The Barcelona Graduate School of Mathematics (BGSMath) opens a call for two postdoctoral positions in the areas: 1. Algebra, Combinatorics, Geometry and/or Logic. 2. Analysis, Dynamical Systems, and/or Probability Theory. Succesful applicants will join the BGSMath research group of their choice in one of the five BGSMath institutions in Barcelona: Universitat Aut?noma de Barcelona, Universitat de Barcelona, Universitat Polit?cnica de Catalaunya, Universitat Pompeu Fabra or Centre de Recerca Matem?tica. We summarize the details of the call which can be found at http://bgsmath.cat/bgsmath-postdoctoral-call-2017-2019/ - Two year contracts. - Annual gross salary of 26.250?, plus 2000? mobility (to be provided by the research group) - Requirements: To hold a Ph.D. degree at the time of application and at least two years of doctoral or postdoctoral experience outside of Catalonia. - Deadline: January 8th

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HCM Winter School "Recent developments in singular stochastic PDEs"
by Francesco Caravenna 26 Nov '16

26 Nov '16

Ricevo e inoltro. > Da: Massimiliano Gubinelli <gubinelli(a)iam.uni-bonn.de> > Oggetto: HCM Winter School "Recent developments in singular stochastic PDEs" > > Dear colleagues, > we are organising a specialised Hausdorff Winter School entitled > > Recent developments in singular stochastic PDEs > > to be held at the > > Hausdorff Institute for Mathematics at the University of Bonn > > from 20 - 24 February 2016. > > http://www.hcm.uni-bonn.de/stochastic-pdes-2017/ > > The aim of the school is to introduce motivated graduate students and postdocs to > some of the recent developments in the theory of singular stochastic PDE. > > Following Hairer’s work on regularity structures (for which he was awarded the 2014 > fields medal) interest in this field has literally exploded over the last years and a large > number of results were obtained within a short time. Among these are universality > results for scaling limits of particle models from statistical physics, links to perturbative > quantum field theory and to the regularity theory for PDE. In this school we aim to introduce > the participants to these recent developments. There will be four short courses taught by > > Ajay Chandra (Warwick) > Nicolas Perkowski (Berlin) > Hendrik Weber (Warwick) > Lorenzo Zambotti (Paris) > > In addition to these courses, a key part of the programme will be a number of interactive > exercise sessions in which the participants will have the opportunity to get hands on > experience of working with these equations. > > Online registration for the school is now open at > > https://www.hcm.uni-bonn.de/stochastic-pdes-2017/ > > Registration closes on January 15, 2017. Precedence will be given to applications submitted before December 15, 2016. There will be limited funding to support participants travel and accommodation. > > > Hope to see you soon in Bonn, > > Massimiliano Gubinelli > Hendrik Weber >

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Seminari JARA and BRODERICK
by Matteo Ruggiero 25 Nov '16

25 Nov '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 2 Dicembre 2016, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: ----- h 11.00 Alejandro JARA (Pontificia Universidad Católica de Chile) BAYESIAN NONPARAMETRIC APPROACHES FOR THE ANALYSIS OF COMPOSITIONAL DATA BASED ON BERNSTEIN POLYNOMIALS ----- h 12.00 Tamara BRODERICK (MIT) FAST QUANTIFICATION OF UNCERTAINTY AND ROBUSTNESS WITH VARIATIONAL BAYES ----- Gli abstract delle relazioni sono disponibili alla pagina http://www.carloalberto.org/events/seminars/statistics/ 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

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PhD positions at the Institute of Science and Technology Austria (IST Austria)
by Giovanni Zanco 24 Nov '16

24 Nov '16

Dear Colleague, The *Institute of Science and Technology Austria (IST Austria)* is looking for highly qualified candidates to apply for our ISTScholar PhD program. We offer *fully-funded PhD positions* in the natural and mathematical sciences in a world-class research environment on the outskirts of Vienna. The research topics that might interest students in your department include: *Mathematics* - Nick Barton: Mathematical Models of Evolution - Herbert Edelsbrunner: Algorithms, Computational Geometry and Topology - Lászlá Erdős: Mathematical Physics, Probability - Julian Fischer: Theory of Partial Differential Equations, Applied and Numerical Analysis - Tamas Hausel: Geometry and its Interfaces - Jan Maas: Stochastic Analysis, Optimal Transport - Robert Seiringer: Quantum Statistical Mechanics, Mathematical Physics - Uli Wagner: Discrete and Computational Geometry and Topology Our PhD program is characterized by innovative training with a special focus on interdisciplinarity, close mentoring by outstanding faculty within small research groups, and access to first-rate facilities. Students spend the first year completing coursework and rotations before choosing a thesis group and passing the qualifying exam. Our PhD graduates have gone on to top positions in academia and industry all over the world. Students with a *bachelor’s* *or* *master’s* degree in a relevant field are encouraged to apply. We offer *internationally competitive salaries* co-funded by an EU Marie Sklodowska-Curie grant, full health benefits, and subsidized on-campus housing in the first year. For more information about the ISTScholar PhD program and application process, as well as faculty profiles, please visit our website at http://phd.ist.ac.at. *The deadline for PhD applications is January 8th 2017 for a start date in September 2017*. Yours sincerely, *Hania Köver* Head of the Graduate School Office *Giovanni Zanco* Stochastic Analysis Group Institute of Science and Technology Austria gradschool(a)ist.ac.at

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Annuncio seminario
by Piccioni, Mauro 24 Nov '16

24 Nov '16

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 29 novembre* * Ore 14:00, Aula di Consiglio* * Seminario di Probabilità e Statistica Matematica* *Pietro Caputo, Dipartimento di Matematica, Università di Roma Tre* *Titolo: Random walk on sparse random directed graphs* *Abstract: **A random walk on a finite graph exhibits cutoff if its distance from stationarity remains close to the initial value for a certain number of iterations and then abruptly drops to near zero on a much shorter time scale. Originally discovered in the context of card shuffling by Aldous and Diaconis in 1986, this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse random directed graphs, for which even the stationary distribution is far from being understood. We establish the cutoff phenomenon, determine its time window and prove that the cutoff profile approaches a universal gaussian shape. Moreover, we determine an explicit recursive equation characterizing the stationary distribution. This talk is based on joint work with Charles Bordenave and Justin Salez.* *Tutti gli interessati sono invitati a partecipare.* *Per qualsiasi richiesta di informazioni rivolgersi a **piccioni(a)mat.uniroma1.it <piccioni(a)mat.uniroma1.it>.*

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Annuncio di seminario
by Piccioni, Mauro 24 Nov '16

24 Nov '16

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 29 novembre* * Ore 14:00, Aula di Consiglio* * Seminario di Probabilità e Statistica Matematica* *Pietro Caputo, Dipartimento di Matematica, Università di Roma Tre* *Titolo: Random walk on sparse random directed graphs* *Abstract: **A random walk on a finite graph exhibits cutoff if its distance from stationarity remains close to the initial value for a certain number of iterations and then abruptly drops to near zero on a much shorter time scale. Originally discovered in the context of card shuffling by Aldous and Diaconis in 1986, this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse random directed graphs, for which even the stationary distribution is far from being understood. We establish the cutoff phenomenon, determine its time window and prove that the cutoff profile approaches a universal gaussian shape. Moreover, we determine an explicit recursive equation characterizing the stationary distribution. This talk is based on joint work with Charles Bordenave and Justin Salez.* *Tutti gli interessati sono invitati a partecipare.* *Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.it*

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Posto da associato per esterni bandito dall'Università di Udine (fwd)
by Tiziano Vargiolu 23 Nov '16

23 Nov '16

---------- Forwarded message ---------- Date: Wed, 23 Nov 2016 15:26:15 +0100 From: Marcellino Gaudenzi <gaudenzi2(a)gmail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Posto da associato per esterni bandito dall'Universit? di Udine Caro Tiziano, ti chiedo gentilmente di rendere noto che l'Universit? di Udine ha bandito un posto da professore associato per il settore SECS-S/06 riservato a candidati esterni all'Universit? di Udine (possono partecipare solo candidati che nel corso del triennio precedente la scadenza del bando non hanno prestato servizio, n? hanno ottenuto assegni di ricerca dell'Universit? di Udine). Allego il link al bando http://web.uniud.it/ateneo/normativa/albo_ufficiale/758%20-%202016/file Grazie, cari saluti Marcellino Gaudenzi

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Seminario di Tiziano De Angelis presso la Luiss, Mercoledi' 23 Novembre ore 18 e 10
by Fausto Gozzi 23 Nov '16

23 Nov '16

Luiss, Roma, Dipartimento di Economia e Finanza Viale Romania 32, Roma Mercoledi' 23 Novembre ore 18.10 aula 106 b Seminario di Tiziano De Angelis (University of Leeds) TITLE: The dividend problem with a finite horizon ABSTRACT: We characterize the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realized by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obtained by establishing for the first time a new connection between singular control problems with an absorbing boundary and optimal stopping problems on a diffusion reflected at an elastic boundary. Link al paper <http://arxiv.org/abs/1609.01655>http://arxiv.org/abs/1609.01655 Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a faustogozziluiss(a)gmail.com Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT

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Deadlines Reminder -- First Italian Meeting on Probability and Mathematical Stastistics
by Federico Polito 22 Nov '16

22 Nov '16

Dear Colleagues, This is a reminder of the upcoming deadlines of the "First Italian Meeting on Probability and Mathematical Stastistics" which will be held in Torino from June 19-th to 22-nd, 2017: - Deadline for submission of Contributed Sessions: *December 15, 2016* - Deadline for request of financial support: *December 15, 2016* - Deadline for abstract submission (contributed talks/posters/contributed sessions talks): January 31, 2017 - Deadline for registration: March 31, 2017 More information on the Meeting's website at http://calvino.polito.it/~probstat/torino2017 On behalf of the organizing Committee, Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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EFI2, December 5-6, Padova, Italy: deadline approaching for registration
by Tiziano Vargiolu 22 Nov '16

22 Nov '16

(sorry for cross-postings) Dear all, we wish to remind you that the deadline for the registration as attendee to the workshop Energy Finance Italia (Padova, Italy, December 5-6, 2016) is approaching (November, 25). You can find more details on the workshop's website: http://events.math.unipd.it/efi2/ See you in Padova! 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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PhD opportunities in Warwick (in Statistics, Probability, Mathematical Finance)
by Elisabetta Candellero 21 Nov '16

21 Nov '16

Dear all, The University of Warwick is advertising several new PhD opportunities in the fields of *Statistics*, *Probability* and *Mathematical Finance*, with funding available *especially* for UK and EU students. PhD applications are considered on a rolling basis, but the deadline to apply for *funding* is early 2017 (see http://www2.warwick.ac.uk/fac/sci/statistics/postgrad/research/fees-funding/ for details). More precise information can be found at: http://www2.warwick.ac.uk/fac/sci/statistics/postgrad/research. Please forward this message to all potentially interested students. Thank you very much. Elisabetta Candellero

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Workshop on Quantitative Finance 2017 - deadline approaching (fwd)
by Tiziano Vargiolu 19 Nov '16

19 Nov '16

---------- Forwarded message ---------- Date: Sat, 19 Nov 2016 13:48:56 +0100 From: Fabio Bellini <fabio.bellini(a)unimib.it> To: fabio.bellini(a)unimib.it Subject: Workshop on Quantitative Finance 2017 - deadline approaching Dear colleagues, as you know the traditional end-of-January Workshop on Quantitative Finance will be held this year at the University of Milano-Bicocca. All the information is available on the official website https://sites.google.com/site/qfw2017/ We have funding for accommodation of foreign PhD students, please send your application with a full CV to qfw2017(a)unimib.it. We also strongly encourage participation from the financial industry; the Workshop will be closed by a round table on Blockchain Finance. Participation to the conference and to the round table is free, but registration on the official website is mandatory. The deadline for submitting the full paper or an extended abstract is 1/12/2016. Notification of acceptance will be given by 23/12/2016. The full paper for the discussant will have to be provided in any case by 8/1/2017. Looking forward to seeing you in Milan! Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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postdoc position available on probabilistic approaches in non-equilibrium statistical mechanics
by Francesco Caravenna 18 Nov '16

18 Nov '16

Ricevo e inoltro. > Da: Fabio Toninelli <toninelli(a)math.univ-lyon1.fr> > Oggetto: postdoc position available on probabilistic approaches in non-equilibrium statistical mechanics > Data: 18 novembre 2016 08:53:17 GMT+01:00 > > Dear Colleague, > > A post-doctoral position is available from April 2017 or later within our research group on probabilistic approaches in non-equilibrium statistical mechanics: > > http://math.univ-lyon1.fr/homes-www/toninelli/LSD.html > > The duration is one year, with possible extension for another year. The post-doctoral fellow will be working on one of the following topics: > > - Macroscopic transport phenomena > - Slow and disordered dynamics > - Interface dynamics and KPZ equation > > Depending on the topic, the research will be conducted in one of the institutes associated to our research group (see the web page). > The post-doctoral fellow will receive a net salary of 2400 euros per month and benefit from health insurance. > > Applications with a curriculum vitae and a brief research statement should be sent by the candidate before January 15, 2017 to Stefano Olla (olla(a)ceremade.dauphine.fr) > The candidate will require at least one recommendation letter to be sent directly to Stefano Olla. > > We would be grateful if you could publicize this offer among the PhD graduates of your department. > > Yours sincerely > > S. Olla, T. Bodineau, F. Toninelli. > —————————————————- > > -- > Fabio Toninelli > Institut Camille Jordan, Universite' Lyon 1 > 43 bd du 11 novembre 1918 > 69622 Villeurbanne Cedex, France > > Office 105, tel: +33 (0) 4 26 23 44 41

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Seminario SCARPA
by Matteo Ruggiero 18 Nov '16

18 Nov '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 25 Novembre 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bruno SCARPA (Università di Padova) BAYESIAN MODELLING OF NETWORKS IN BUSINESS INTELLIGENCE PROBLEMS Complex network data problems are increasingly common in many fields of application. Our motivation is drawn from strategic marketing studies monitoring customer choices of specific products, along with co-subscription networks encoding multiple purchasing behavior. Data are available for several agencies within the same insurance company, and our goal is to efficently exploit co-subscription networks to inform targeted advertising of cross-sell strategies to currently mono-product customers. We address this goal by developing a Bayesian hierarchical model, which clusters agencies according to common mono-product customer choices and co-subscription networks. Within each cluster, we efficiently model customer behavior via a cluster-dependent mixture of latent eigenmodels. This formulation provides key information on mono-product customer choices and multiple purchasing behavior within each cluster, informing targeted cross-sell strategies. We develop simple algorithms for tractable inference, and assess performance in simulations and an application to business intelligence. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats <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

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[Am-l] 5th Heidelberg Laureate Forum, September 24 - 29, 2017 // Call for Applications (fwd)
by Tiziano Vargiolu 17 Nov '16

17 Nov '16

===================================================================================================================================================================00 Calling Outstanding Young Researchers ? Application Tool Open! The application process for the 5th Heidelberg Laureate Forum has started. Young researchers in computer science and mathematics from all over the world can apply for one of the 200 coveted spots to participate in the Heidelberg Laureate Forum (HLF), an annual networking event. The HLF offers all accepted young researchers the great opportunity to personally interact with the laureates of the most prestigious prizes in the fields of mathematics and computer science. For one week, the recipients of the Abel Prize, the ACM A.M. Turing Award, the ACM Prize in Computing, the Fields Medal, and the Nevanlinna Prize engage in a cross-generational scientific dialogue with young researchers in Heidelberg, Germany. The application period for the 5th HLF runs from November 14, 2016 until February 14, 2017. Young researchers at all phases of their careers (undergrad, PhD or postdoc) are encouraged to complete and submit their applications by February 14 (midnight at the dateline) via the following link: http://application.heidelberg-laureate-forum.org The 5th HLF will take place from September 24 to 29, 2017 (with young researcher registration on September 23). This prominent, versatile event combines scientific, social and outreach activities in an informal atmosphere, fueled by comprehensive exchange and scientific inspiration. Laureate lectures, young researcher workshops and a structure welcoming unfettered discussions are the elements that compose the Forum?s platform. Over the course of the week-long HLF, young researchers will be given the exclusive possibility to profoundly connect with their scientific role models and find out how the laureates made it to the top of their fields. As described by a young researcher at the 4th HLF, ?The best professional experience of my life. I thought that receiving my PhD was the most ultimate event and highlight, but the HLF tops even that.? All applications that are completed and submitted by the deadline are meticulously reviewed by an international committee of experts to ensure that only the most qualified candidates are invited. There are 100 spaces available for each discipline of mathematics and computer science. All applicants will be notified by the end of April 2017 whether or not they will be invited. For questions regarding requirements and the application process, please contact Young Researchers Relations at: yr(a)heidelberg-laureate-forum.org<mailto:yr@heidelberg-laureate-forum.org> For more information, please visit: www.heidelberg-laureate-forum.org<http://www.heidelberg-laureate-forum.org> Background The Heidelberg Laureate Forum Foundation (HLFF) annually organizes the Heidelberg Laureate Forum (HLF), which is a networking event for mathematicians and computer scientists from all over the world. The 5th Heidelberg Laureate Forum will take place from September 24 to 29, 2017. The HLFF was established and is funded by the German foundation the Klaus Tschira Stiftung (KTS), which promotes natural sciences, mathematics and computer science. The Scientific Partners of the HLFF are the Heidelberg Institute for Theoretical Studies (HITS) and Heidelberg University. The HLF is strongly supported by the award-granting institutions, the Association for Computing Machinery (ACM), the International Mathematical Union (IMU), and the Norwegian Academy of Science and Letters (DNVA). HLF Images https://www.flickr.com/photos/hlforum/sets/72157672915109901 Press Inquiries/Contact for Journalists Wylder Green Christiane Schirok Communications Heidelberg Laureate Forum Foundation Schloss-Wolfsbrunnenweg 33, 69118 Heidelberg, Germany media[at]heidelberg-laureate-forum.org Telephone: +49-6221-533-384 Applicant Inquiries Julia Eberhardt Young Researcher and International Academic Relations Heidelberg Laureate Forum Foundation Schloss-Wolfsbrunnenweg 33, 69118 Heidelberg, Germany yr[at]heidelberg-laureate-forum.org Telephone: +49-6221-533-387 I _______________________________________________ Am-l mailing list Am-l(a)science.uu.nl http://mailman.science.uu.nl/mailman/listinfo/am-l

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Seminario ISAAC MEILIJSON @ UniTo
by Federico Polito 16 Nov '16

16 Nov '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedi 22 novembre alle ore 14:30 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. ISAAC MEILIJSON (Tel Aviv University) terrà un seminario dal titolo PLACING A BET ON MORE THAN ONE HOLE AT THE ROULETTE TABLE Abstract: In Dynamic Programming, mixed strategies consist of randomizing the choice of actions. In some problems, such as portfolio management, it makes sense to diversify actions rather than choosing among them purely or randomly. Optimal betting in casinos and roulette by a gambler with fixed goal was studied by Dubins and Savage 1965 and their school without the element of diversification (betting simultaneously on different holes of the roulette), once it was proved (Smith's theorem - Smith 1967, Dubins 1972 and Gilat and Weiss 1976) that diversification doesn't increase the probability of reaching the goal. We question the scope of this finding, that was based on the assumption that the holes on which gamblers can bet are disjoint, such as 1 and BLACK in regular roulette. A counterexample is provided in which holes are nested, such as 1 and RED. Thus, it may be rational for gamblers with fixed goal to place chips on more than one hole at the table. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Seminario di Probabilità - Padova
by alessandra bianchi 16 Nov '16

16 Nov '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 24 novembre, alle 14:30, in aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Sander Dommers AFFILIATION: University of Bochum TITLE: Metastability in the reversible inclusion process ABSTRACT: In the reversible inclusion process with N particles on a finite graph each particle at a site x jumps to site y at rate (d+\eta_y) r(x,y), where d is a diffusion parameter, \eta_y is the number of particles on site y and r(x,y) is the jump rate from x to y of an underlying reversible random walk. When the diffusion d goeas to 0 as N goeas to infinity, the particles cluster together to form a condensate. It turns out that these condensates only form on the sites where the underlying random walk spends the most time. Once such a condensate is formed the particles stick together and the condensate performs a random walk itself on much longer timescales, which can be seen as metastable behavior. We study the rates at which the condensate jumps and show that in the reversible case there are three time scales on which these jumps occur depending on how far (in graph distance) the sites are from each other. This generalizes work by Grosskinsky, Redig and Vafayi who study the symmetric case where only one timescale is present. Our analysis is based on potential theory and the martingale approach by Beltrán and Landim. This is joint work with Alessandra Bianchi and Cristian Giardinà. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Annuncio di seminario
by Piccioni, Mauro 16 Nov '16

16 Nov '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 22 novembre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Carlo Orrieri, Dipartimento di Matematica, Sapienza Università di Roma *Controlled Vlasov-type dynamics* *Abstract: The aim of the talk is to connect the optimal control of Vlasov-type PDEs with large systems of controlled interacting particles/agents. The main difference towards the classical mean-field theory, where the particle are freely interacting with each other, is the presence of a central planner influencing the dynamics. In this situation it is not obvious that the mean field limit should commute with the optimization. In order to develop a rigorous limit theory for this problem we employ the well-known concept of Gamma convergence.* *The talk is based on a work in project with M. Fornasier, S. Lisini and G. Savaré* Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.i <piccioni(a)mat.uniroma1.it>

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Open PhD position at Ghent University
by Elvira Di Nardo 15 Nov '16

15 Nov '16

%---------------------------------------------------------------------------------------------- ----- Messaggio inoltrato da Christophe.Ley(a)UGent.be ----- Data: Mon, 14 Nov 2016 16:15:02 +0000 Da: Christophe Ley <Christophe.Ley(a)UGent.be> Oggetto: Open PhD position at Ghent University Dear colleagues, I hope you are doing well. I am writing you to ask you the following: could you please forward the attached advertisement to your students who might be interested in doing a PhD in statistics at Ghent University? I am searching for a PhD student with mathematical/statistical background to work with me on the effect of the prior in Bayesian statistics. All details are in the attached document. I thank you very much in advance for your help. Best regards Christophe %------------------------------------------------------------------------------------ PhD Position in Statistics/Probability at Ghent University Department of Applied Mathematics, Computer Science and Statistics Promoter : Prof. Christophe Ley Duration: max. 4 years Requirement: Master degree in mathematics or statistics. Starting date: As soon as possible from 1st February onwards Description: This is a PhD position related to the BOF Starting Grant "Probabilistic distances and Bayesian statistics: new insights on and methods for the choice of the prior" obtained by the promoter. The choice of the prior is a key aspect in Bayesian statistics. In the literature there exist many different proposals of priors and diverging opinions on which prior to use when. The goal of this project is to tackle this problem from a new angle by importing probabilistic distances from probability theory. The PhD position also includes a short research stay at Oxford University. Application: A full application consists of ONE SINGLE PDF file which contains • a cover/motivation letter, • a comprehensive CV, • two names of reference persons. Please, submit your application via email to christophe.ley(a)ugent.be. Applications will be accepted until the position is filled, but all applications received before January 15, 2017 will receive full consideration. %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminario di Giorgio Ferrari presso la Luiss, Mercoledi' 16 Novembre
by Fausto Gozzi 15 Nov '16

15 Nov '16

Luiss, Roma, Dipartimento di Economia e Finanza Viale Romania 32, Roma Mercoledi' 16 Novembre ore 18.10 aula 106 b Seminario di Giorgio Ferrari (Universitat Bielefeld) TITLE: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping ABSTRACT: In this talk I present a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain 2-player nonzero-sum games of singular control. I show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a differential link between the players' value functions holds across the two games. An application to a problem of pollution control is finally discussed. The talk is based on a joint work with Tiziano De Angelis (The University of Leeds). Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a faustogozziluiss(a)gmail.com Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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