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Avviso di seminario :: Kalcsics@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 11 Dec '14

11 Dec '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Lunedì 15 Dicembre, ore 12am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma JOERG KALCSICS (Institute of Operations Research, Karlsruhe Institute of Technology) terrà un seminario dal titolo ON SALES & SERVICE DISTRICTING PROBLEMS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT In sales districting, the task is to assign a given set of (prospective) customer accounts, each with a fixed market potential, to the individual members of the sales force such that each customer has a unique representative and each sales person faces equitable workload and has an equal income opportunity in terms of incentive pay, i.e., the districts should be balanced. Two other important planning criteria in sales districting are travel distances and clearly defined geographic areas of responsibility. The latter criterion is desired to avoid competition among the sales force and is typically termed as contiguity. Concerning travel distances, if a sales person visits each customer every day, then the travel time is proportional to the length of a TSP tour. However, the workload of districts is usually balanced over 2-4 weeks and some customers may have to be visited only once during this time whereas others require weekly service. Moreover, customers may have time windows, tours may include overnight stays, and so on, which makes the actual computation of the travel times impossible for large problems instances. Therefore, districting uses the concept of compactness as a proxy for travel distances. A district is said to be geographically compact if it is round-shaped and undistorted. The hope is that compact districts result in smaller travel times on a day-to-day basis than non-compact districts. A similar setting is encountered in service districting. In sales & service districting, customers are predominantly represented as points and although there exists a large body of literature, there is no consensus on a common compactness measure or suitable approaches to model contiguity of point sets. For example, all compactness measures are based on distances either between the center of a district and its basic units or between pairs of basic units of the same district. But even if they follow the same idea, the resulting districts may look considerably different. In this talk, we want to give an overview of different approaches to measure compactness and assess contiguity, and discuss their strengths and weaknesses when applied to practical problems. Moreover, we present a mathematical formulation to solve the districting problem optimally as well as an efficient geometric algorithm that is capable of coping with large practical problems.

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Cancellazione
by Maurizio Barbato 10 Dec '14

10 Dec '14

Salve vorrei che il mio indirizzo email fosse cancellato dalla mailing list. Grazie, Maurizio Barbato Inviato da iPhone

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Seminario Orsingher
by Giovanni Luca Torrisi 10 Dec '14

10 Dec '14

*Venerdi' 19 Dicembre 2014*, *ore 11:30* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (secondo piano) *ENZO ORSINGHER* (Universita' di Roma "Sapienza") terra' un seminario dal titolo *Estensioni frazionarie del processo di Poisson* ABSTRACT: In questo seminario si presentano tre diverse estensioni frazionarie del processo di Poisson. La prima è la versione frazionaria rispetto al tempo dove si parte dalla equazione governante le probabilità di stato nelle quali appare la derivata frazionaria rispetto al tempo nella versione di Dzerbayshan-Caputo. Si ottengono le leggi di probabilità esplicite e una relazione con il processo di Poisson classico sotto forma di cambiamento del tempo. Si analizza anche la struttura del processo di Poisson frazionario come processo di rinnovo con intertempi con distribuzione di Mittag-Leffler. Una estensione del processo di Poisson chiamata Poisson frazionario nello spazio è analizzata e viene mostrato che si tratta di un processo ad incrementi indipendenti (a differenza della versione frazionaria rispetto al tempo), se ne ricava la distribuzione in diverse forme e si studiano le rispettive proprietà. Una terza versione del processo di Poisson come mistura di processi di Poisson omogenei è costruita e vengono discusse le sue applicazioni ai voli aleatori. Infine una classe più ampia di processi di Poisson a tempo riscalato e ad incrementi indipendenti è presentata assieme a specifiche forme legate a diverse scelte della misura di Lévy. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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Seminario di Giorgia Callegaro presso Prometeia - Bologna
by giacomo.scandolo＠unifi.it 09 Dec '14

09 Dec '14

Il giorno Martedì 16 Dicembre 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Giorgia CALLEGARO (Università di Padova) terrà un seminario dal titolo "Pricing and Calibration in Local Volatility Models Via Fast Quantization" Abstract In this paper we propose the first calibration exercise based on quantization methods. Pricing and calibration are typically difficult tasks to accomplish: pricing should be fast and accurate, otherwise calibration cannot be performed efficiently. We apply in a local volatility context the recursive marginal quantization methodology to the pricing of vanilla and barrier options. A successful calibration of the Quadratic Normal Volatility model is performed in order to show the potentiality of the method in a concrete example, while a numerical exercise on barrier options shows that quantization overcomes Monte-Carlo methods.

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Seminario di G. Puccetti a Milano
by giovanni.puccetti＠unifi.it 09 Dec '14

09 Dec '14

Giovedì 11 Dicembre alle 12:30 presso l'aula seminari dell'ex Dipartimento di Studi del Lavoro, via Conservatorio 7, primo piano, a Milano, Giovanni Puccetti (Università degli Studi di Firenze) terrà un seminario dal titolo Extremal negative dependence concepts Tutti gli interessati sono invitati a partecipare. Abstract: While the concept of extremal positive dependence is agreed upon for random vectors of arbitrary dimension, various notions of extremal negative dependence arise when more than two random variables are involved. We will review popular existing concepts of extremal negative dependence given in the literature and introduce a novel notion, which in a general sense includes the existing ones as particular cases. Although much of the literature on dependence is actually focused on positive dependence, we will show that negative dependence plays an equally important role in the solution of many optimization problems. This talk is based on a joint work with Ruodu Wang, University of Waterloo.

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StaTalk on Biostatistics - first announcement
by Francesca Ieva 09 Dec '14

09 Dec '14

*** apologize for cross posting *** Dear all, we would like to announce the first /StaTalk/ promoted by the young section of Italian Statistical Society (y-SIS), to be held in Milan, on April 24th, 2015. *STATALK ON BIOSTATISTICS* (https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk…) Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the tentative program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics in a relaxed and friendly atmosphere. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. A StaTalk will be held every 6 months in a different city in Italy. StaTalks on Bayesian Nonparametrics and on Computational Tool for Statistical Modelling are already planned in Turin (autumn 2015) and Rome (spring 2016), respectively. Registrations to the first StaTalk are now open. *No conference fees are due, but registration is mandatory*, using the form available on the website. For further information or any doubt and question, please visit the website _https://sites.google.com/site/youngsocietaitalianastatistica/home_ and do not hesitate to contact the y-SIS officers at the e-mail: youngsis.2013(a)gmail.com <mailto:youngsis.2013@gmail.com>. On behalf of y-SIS officers Francesca Ieva -- ----- Francesca Ieva Department of Mathematics, Università degli Studi di Milano Via Saldini 50, 20133 Milano, Italy url: https://sites.google.com/site/mypagefi/ mailto: francesca.ieva(a)unimi.it -----

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Fwd: CRM-PISA -- Announcement for 3 two-year Junior Visiting Positions -- DEADLINE 19th December 2014 (fwd)
by Tiziano Vargiolu 09 Dec '14

09 Dec '14

---------- Forwarded message ---------- Date: Fri, 05 Dec 2014 13:49:59 +0100 From: Davide Vittone <vittone(a)math.unipd.it> To: users(a)math.unipd.it Subject: Fwd: CRM-PISA -- Announcement for 3 two-year Junior Visiting Positions -- DEADLINE 19th December 2014 ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Saint-Flour 2015
by Marco Romito 06 Dec '14

06 Dec '14

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Fwd: CRM-PISA -- Announcement for 3 two-year Junior Visiting Positions -- DEADLINE 19th December 2014
by Marco Romito 05 Dec '14

05 Dec '14

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FINAL PROGRAM - Dependence in Risk Measurement and Risk Management
by giovanni.puccetti＠unifi.it 05 Dec '14

05 Dec '14

Workshop "Dependence in Risk Measurement and Risk Management" Firenze, December 18-19, 2014. https://sites.google.com/site/dependencerisk/ FREE (MANDATORY) REGISTRATION WITH MATERIALS for 20 more participants! SPEAKERS INLCUDE FABIO BELLINI (Milano Bicocca) CAROLE BERNARD (University of Waterloo) ELENA DI BERNARDINO (CNAM Paris) JEAN JACOD (Paris VI) FABRIZIO LILLO (SNS Pisa) MARK PODOLSKIJ (Aarhus University) PIETRO RIGO (Università di Pavia) FABIO SPIZZICHINO (Sapienza Università di Roma) STEVEN VANDUFFEL (Vrije University Brussels)

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seminario il 19 Dicembre al CNR-IMATI
by Antonella Bodini 04 Dec '14

04 Dec '14

Venerdi 19 dicembre, alle ore 11, presso la sede di Milano dell'IMATI Via Bassini 15, nella Sala Pentagonale al secondo piano, *Ting Wang* (Department of Mathematics and Statistics, University of Otago, New Zealand) presentera' un seminario dal titolo Modelling of seismic activity using Markov-modulated Hawkes process and its extensions. Abstract: Earthquakes are processes in which the internal workings are only observed indirectly, although the final effects are all too observable! Hidden Markov models (HMMs, a general statistical framework for modelling partially observed systems) are an intuitively attractive idea for analysing seismicity. I will introduce the Markov-modulated Hawkes process that we developed for investigating long-term patterns in seismicity rate. The catalogue of the Landers earthquake sequence, which included multiple mainshocks, was used as a case study. I will show how this model captures the cyclic parent-generating-offspring feature of the temporal behaviour of earthquakes. I will also discuss our current work on extending this temporal model by including spatial variation of the seismic activity and the earthquake magnitude. Our aim is to categorize spatiotemporal seismic hazards holistically, using the entire earthquake record in a selected region to identify patterns correlated with subsequent large earthquakes, rather than the traditional way of hunting for individual foreshocks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Antonella. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Seminari al Collegio Carlo Alberto
by Matteo Ruggiero 02 Dec '14

02 Dec '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Nei giorni 10 e 11 Dicembre 2014, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: 10 Dicembre, h 11.00 James SCOTT (University of Texas at Austin) FALSE DISCOVERY RATE SMOOTHING — 10 Dicembre, h 12.00 Taeryon CHOI (Korea University) GENERALIZED PARTIALLY ADDITIVE BAYESIAN SPECTRAL ANALYSIS REGRESSION MODELS — 11 Dicembre, h 11.00 Jaeyong LEE (Seoul National University) DEPENDENT SPECIES SAMPLING MODELS — 11 Dicembre, h 12.00 Luis Enrique NIETO-BARAJAS (ITAM, México) SPATIAL GAMMA PROCESSES IN DISEASE MAPPING Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati 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 http://sites.carloalberto.org/ruggiero

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Avviso di seminario :: Colubi@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 02 Dec '14

02 Dec '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Mercoledì 10 Dicembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma ANA COLUBI (Università di Oviedo) terrà un seminario dal titolo ON THE TRIMMED MEAN IN HILBERT SPACES: APPLICATIONS TO FUZZY AND FUNCTIONAL DATA tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Numerous experimental studies involve semi-quantitative expert information, or measured in a non-precise way, which can be modeled with interval (fluctuations, grouped data, etc.) or fuzzy (ratings, opinions, perceptions etc.) data. A general framework to analyze these kinds of inexact data with statistical tools developed for Hilbertian random variables will be presented. Robust estimation in Hilbert spaces is specially relevant for its applications in the treatment of contaminated functional data. Specifically, the trimmed mean was already defined and analyzed under ideal conditions. However its estimation has not been efficiently implemented. An algorithm to compute the sample trimmed mean in Hilbert spaces is presented and its robust properties are briefly discussed. To show the performance of the algorithm some case studies concerning functional and fuzzy data will be presented.

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seminario GALERNE
by Elena Villa 01 Dec '14

01 Dec '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Giovedì 18 Dicembre*,*ore 11:00* Aula Dottorato, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano *BRUNO GALERNE* (MAP5, Université Paris Descartes) terrà un seminario dal titolo *Random Fields of Bounded Variation and Computation of their Variation Intensity* ABSTRACT: The purpose of this talk is to define and characterize random fields of bounded variation, that is random fields with sample paths in the space of functions of bounded variation, and to study their mean total variation. We will mainly focus on the mean variation of random fields with stationary increments. We will show that this mean variation is proportional to the Lebesgue measure, and an expression of the constant of proportionality, called the variation intensity, will be established. This expression shows in particular that the variation intensity only depends on the family of two-dimensional distributions of the stationary increment random field. When restricting to random sets, the obtained results give generalizations of well-known formulas from stochastic geometry and mathematical morphology. The interest of these general results will be illustrated by computing the variation intensities of several classical stationary random field and random set models, namely Gaussian random fields and excursion sets, Poisson shot noises, Boolean models, dead leaves models, and random tessellations. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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de Finetti risk seminar - december 2014
by Emanuela Rosazza 01 Dec '14

01 Dec '14

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture ADVERSARIAL RISK ANALYSIS: CONCEPTS, METHODS AND APPLICATIONS David Rios Insua ICMAT-CSIC LOCATION: The seminar will be held on Wednesday, December 3, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario VALENTINA CAMMAROTA
by Federico Polito 28 Nov '14

28 Nov '14

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** Lunedì 15 Dicembre 2014 alle ore 11:00 in Aula S, presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, La Dott.ssa VALENTINA CAMMAROTA (Department of Mathematics, Università degli Studi di Roma "Tor Vergata") terrà un seminario dal titolo ON THE DISTRIBUTION OF THE CRITICAL VALUES OF RANDOM SPHERICAL HARMONICS Abstract: We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for the variances and we show that the empirical measures in the high-energy limits converge weakly to their expected values. Our arguments require a careful investigation of the validity of the Kac-Rice formula in nonstandard circumstances, entailing degeneracies of covariance matrices for first and second derivatives of the processes being analysed. Joint paper with Domenico Marinucci (Università degli studi di Roma "Tor Vergata") and Igor Wigman (King's College, London) 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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LMS-CMI Research school at Loughborough, April 13-17, 2015 (fwd)
by Michele Gianfelice 27 Nov '14

27 Nov '14

---------- Forwarded message ---------- Date: Thu, 27 Nov 2014 16:46:03 +0000 From: Wael Bahsoun <W.Bahsoun(a)lboro.ac.uk> To: Wael Bahsoun <W.Bahsoun(a)lboro.ac.uk> Subject: LMS-CMI Research school at Loughborough, April 13-17, 2015 ????????????????????????????????????????????????????????????????Dear Colleagues, I would like to point to your attention that there will be a LMS-CMI school for research students at Loughborough University from 13-17 April. Title: Statistical Properties of Dynamical Systems Lecturers are: C. Liverani (Rome), I. Melbourne (Warwick) and M. Demers (Fairfield, USA). More information is a availableat http://www.claymath.org/events/statistical-pr operties-dynamical-systems Please encourage research students to register via the above website. The deadline to register is 30 January 2015. Financial support to cover meals and accommodation is available, and in some cases, where other sources are not available, to cover travel for non-UK students. I would also appreciate it if you also post the attached poster in your department. Best regards, Wael

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Position in Pisa (fwd)
by Tiziano Vargiolu 27 Nov '14

27 Nov '14

---------- Forwarded message ---------- Date: Thu, 27 Nov 2014 14:38:52 +0100 (CET) From: Giovanna Carnovale <carnoval(a)math.unipd.it> To: users(a)math.unipd.it =========================================================================== POSTDOC POSITION AT CENTRO DI GIORGI - PISA This is a 2 year position. Gross compensation, inclusive of all taxes: ? 65.000 (for 2 years) The "Centro De Giorgi" is in front of Scuola Normale Superiore and 500 meters from the Department of mathematics. http://www.sns.it/en/servizi/job/assegnidiricerca/assegno559/ ==============================================================================

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Wednesday 3.12.14 14.30h ASSESSING RISKS: ISSUES AND SOLUTIONS - R. Zitikis University of Western Ontario
by Francesca Greselin 27 Nov '14

27 Nov '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Francesca Greselin ----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Wednesday December, 3 2014, at 2.30 p.m Department of Statistics and Quantitative Methods Aula Consiglio della Scuola di Economia e Statistica, 4rth floor, Room n°4064, building U7 ----------------------------------------------------------------------------- RICARDAS ZITIKIS, PhD, (Department of Statistical and Actuarial Sciences, University of Western Ontario, London, Canada) will give the following talk: ASSESSING RISKS: ISSUES AND SOLUTIONS Abstract Just like measuring economic inequality, assessing risk and its impact on decision making could be a daunting task. More often than not, we misestimate risk, and do so unwittingly. I will illustrate such issues and share thoughts that have guided my current research. http://www.stats.uwo.ca/faculty/zitikis/main.htm <http://www.stats.uwo.ca/faculty/zitikis/main.htm> -----------------------------------------------------------------------------

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seminario di Tiziano Vargiolu presso Prometeia - Bologna
by Giacomo Scandolo 25 Nov '14

25 Nov '14

Il giorno Martedì 2 Dicembre 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Tiziano VARGIOLU (Università di Padova) terrà un seminario dal titolo "Utility indifference pricing and hedging for structured contracts in energy markets" Abstract In this paper we focus on pricing of structured products in energy markets using utility indifference pricing approach. In particular, we compute the buyer's price of such derivatives for an agent investing in the forward market, whose preferences are described by an exponential utility function. Such a price is characterized in terms of continuous viscosity solutions of suitable non-linear PDEs. This provides an effective way to compute both an optimal exercise strategy for the structured product and a portfolio strategy to partially hedge the financial position. In the complete market case, the financial hedge turns out to be perfect and the PDE reduces to particular cases already treated in the literature. Moreover, in a model with two assets and constant correlation, we obtain a representation of the price as the value function of an auxiliary simpler optimization problem under a risk neutral probability, that can be viewed as a perturbation of the minimal entropy martingale measure. Finally, numerical results are provided.

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Seminario Ely MERZBACH (Fractional Poisson Process)
by Giacomo Aletti 25 Nov '14

25 Nov '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito del Seminario di Matematica Applicata, il giorno giovedì 4 Dicembre 2014, alle ore 16.00, nell'Aula 4 (piano terra) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "The Fractional Poisson process and extensions" Ely MERZBACH Bar Ilan University (joint work with O. Busani and N. Leonenko) Abstract: We present different definitions and asymptotic properties of the Fractional Poisson Process. We define Continuous Time Random Walks Limits. Using inverse stable subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean plane. Some properties are given and, in particular, we prove a long-range dependence property. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario VIDYASHANKAR
by Andrea Ghiglietti 24 Nov '14

24 Nov '14

Con preghiera di diffusione tra tutti i possibili interessati,scusandomi per invii multipli.Cordialmente,Andrea Ghiglietti--------------Annuncio il seguente seminario:il giorno giovedì 4 Dicembre 2014, alle ore 14.30, nell'Aula 4 del Dipartimento di Matematica dell'Università degli Studi di Milano, Via C. Saldini, 50, Milano,"Finite Sample Post-Model Selection Inference"Anand N. Vidyashankar,Department of Statistics, Volgeneau School of Engineering, George Mason University.Abstract:In several instances of statistical practice it is common, when using parametric or semi-parametric models, that a preliminary test of a subset of parameters is made and based on the results of the pretest an appropriate model is chosen. However, when evaluating the resulting inferential procedure the variability induced by the model-selection needs to be taken into account. In this presentation, we describe two distinct approaches to data analyses in these contexts. We evaluate both these approaches, using recently developed concentration inequalities, in nite samples as opposed to the traditional large sample investigations. We also describe new central limit theorems facilitating comparisons between the methods. Keywords: Finite Sample Inference, Model Selection Variability, Asymptotic inference, Data-splitting, Large deviations, Concentration Inequalities.

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Seminario CHARAWI (RGS & Matematica Applicata)
by Giacomo Aletti 24 Nov '14

24 Nov '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 1 Dicembre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Ionic mechanism underlying cardiac pacemaking: Insights from a mathematical model" Lara CHARAWI Dipartimento Matematica, Università di PAVIA Abstract: The ionic mechanisms at the basis of the spontaneous pacemaker activity of sinoatrial node (SAN) cells is a matter of intense debate [1], in particular the role of the hyperpolarization-activated current, known as the "funny" current If [2]. Computational models of the electrical activity of SAN cells have been proposed to gain a deeper understanding of the phenomenon, however they fail in reproducing experimental effects of If modifications. We present a novel mathematical model of rabbit SAN action potential [3], developed by updating the description of membrane currents and intracellular mechanisms on the basis of experimental acquisitions, in an attempt to reproduce pacemaker activity and its physiological and pharmacological modulation. Our model describes satisfactorily experimental data on pacemaking regulation due to neural modulation, If block and inhibition of the intracellular calcium handling. Simulation results suggest that a detailed description of the intracellular calcium fluxes is fully compatible with the observation that If is a major component of pacemaking and rate modulation. Keywords Cardiac modelling, cardiac pacemaking, sinoatrial node, funny current, autonomic rate modulation. References [1] Lakatta, E. G., and DiFrancesco, D. (2009). What keeps us ticking: a funny current, a calcium clock, or both?. J. mol. cell. cardiol., 47(2), 157-170. [2] Brown, H. F., DiFrancesco, D., and Noble, S. J. (1979). How does adrenaline accelerate the heart? Nature, 280, 235-236. [3] Severi, S., Fantini, M., Charawi, L. A., and DiFrancesco, D. (2012). An updated computational model of rabbit sinoatrial action potential to investigate the mechanisms of heart rate modulation. J. physiol., 590(18), 4483-4499. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario Prof. Mascia (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 21 Nov '14

21 Nov '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 28 Novembre, ore 10 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma PROF. CORRADO MASCIA (Dipartimento di Matematica "G. Castelnuovo", Sapienza Università di Roma) terrà un seminario dal titolo: *Parabolic behavior of hyperbolic systems describing velocity-jump processes* *Abstract:* *The talk concerns with the large-time behavior of a class of* *hyperbolic systems of partial differential equations and its relation* *with corresponding (reduced) parabolic equations. The basic prototypeis the Goldstein-Kac model for correlated random walks, interpreted asa variation of the classical heat equation.Areas of interest of the topic will be presented, together with aselection of known rigorous mathematical results available in theliterature. Additionally, the asymptotic description of ageneralization of the Goldstein-Kac model to an arbitrary number ofspeeds in several dimensions (based on an application of a variant ofthe Kirchoff’s matrix tree Theorem from graph theory) will bepresented in details.* Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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seminario TOM HURD
by Matteo Burzoni 21 Nov '14

21 Nov '14

Avviso di seminario. Università degli studi di Milano. --------------------------------------------------------------------------------------------- Venerdì 28 Novembre 2014 alle ore 14.00 presso l’Aula di Rappresentanza del Dipartimento di Matematica, Via Saldini, 50, Milano -------------------------------------------------------------------------------------------- Tom Hurd Mc Master University terrà un seminario dal titolo: Percolation and Financial Cascades Abstract: Exact results in percolation theory on random graphs rely on a property known as the ``tree ansatz'', which is known to be asymptotically true on the family of configuration graphs. The question arises whether percolation ideas are relevant l for understanding systemic risk in financial networks. In this talk, I will review models of financial contagion, such as the Eisenberg-Noe model and its alternatives. Along the way, I will propose definitions for ``random financial network'' (RFN) and ``locally treelike independence'' (LTI), and explore these definitions' mathematical consequences. In the end, comparison of analytical approximations to Monte Carlo computations in some realistic network cascade examples shows that there are indeed situations where the LTI approximation is "surprisingly" accurate.

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