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Biometrical Journal, Special Issue on "Models for continuous data with a spike at zero"
by Pierpaolo Brutti 16 Dec '13

16 Dec '13

...ricevo e inoltro... ### APOLOGIES FOR CROSS_POSTING #### The Biometrical Journal is a leading journal in biometry. It is calling for papers for a special issue on "Models for continuous data with a spike at zero". Zero-inflation models for count data have a long history and a huge amount of published research exists to the topic. In fact, the Biometrical Journal has contributed numerous papers to this area since zero-inflated count data are a prominent problem in the life-sciences. See, for example, the September 2013 issue of the Biometrical Journal. In this call, we would like to draw the attention of the research community to another prominent problem in the life sciences: continuous data with a spike at zero. The extra-zeros can arise out of many reasons and it is not necessarily clear how they could be handled. A frequent problem is the occurrence of data below a limit of detection (LOD). In these cases, it might be reasonable to treat them as left-censored. A further modeling alternative could be that of employing so called two-step models, where at the first stage a binary variable describes whether or not the observed value is above the limit of detection while, at the second stage, a continuous variable is used to describe positive measurements. In other cases, it is less clear how to approach the problem. For example, consider the consumption of alcohol measured on a continuous scale. Then, there is a spike at zero representing the non-drinkers. The zeros are neither left-censored nor interval-censored. Here, there are at least two problems involved. For one, the quantity of interest is bounded below, and for two, the zeros create a single mass distribution. A further empirical application where extra-zeros may arise is when modeling length of stay in hospital admissions. This is frequently modeled following a count data approach, although the underlying quantity is continuous. In length-of-stay situations, day surgery patients may be classified as having a null length of stay but, for administrative purposes, it could be necessary for them to be considered together with in-hospital patients whose length of stay is positive. Hence, we have a continuous quantity bounded below by zero and a spike at zero. In a regression context, we also think that these spikes could occur on the left-hand side of a regression equation as well as on the right-hand side, i.e. for the dependent (outcome) and the independent (predictor) variables With this call for submissions we are looking for novel contributions presenting • authentic continuous data with excess-zeros • novel statistical approaches to handle these issues. • up-to-date case studies which address the above issues and are of interest for the biometric community. . Authors, who are not sure whether their problems and ideas fall under the call or not, may approach the Editors with an initial draft of the paper. All submitted papers under this call will undergo the standard review process of the journal. The deadline for papers for this call is May 31, 2014. The special issue is handled through the website of the Biometrical Journal and is handled as any other paper submitted to the journal except that the editing and the review process is handled by the Special Issue Editors Dankmar Böhning and Marco Alfó. Please submit your manuscript at is http://mc.manuscriptcentral.com/biomj To submit to the special issue login at MC (manuscript central), indicate at Step 1 that the submission is to a special issue and at Step 4 of the submission process enter "ZERO I" in the Special Issue Information field. Submitted manuscripts should comply with the instructions for authors of Biometrical Journal which you find on the Biometrical Journal homepage using the link to the Author Guidelines.

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Fwd: Fwd: [dynlist]--CRM-PISA Junior Visiting Program (fwd)
by Tiziano Vargiolu 13 Dec '13

13 Dec '13

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Re: [Random] probability hiring (fwd)
by Tiziano Vargiolu 13 Dec '13

13 Dec '13

---------- Forwarded message ---------- Date: Thu, 12 Dec 2013 18:58:19 -0500 From: Alberto Bressan <bressan(a)math.psu.edu> ============================================================================== Subject to availability of funding, the Penn State Mathematics Department will seek to fill openings for S. Chowla Research Assistant Professors and for tenure and tenure track faculty positions. Tenure or Tenure Track Faculty Position Candidates from all areas of mathematics will be considered. There may be up to three positions in the area of Probability. A Ph.D. degree or its equivalent is required. Online application via www.mathjobs.org is strongly preferred. Review of applications will begin November 15, 2013 and will continue until positions are filled. Required application materials include: --Online application --At least three reference letters, one of which should address in detail the candidate's abilities as a teacher --Curriculum Vitae --Publication List --Research Statement --Teaching Statement Persons who are unable to apply using the mathjobs.org website or who do not wish to do so may send application materials to: Search Committee Department of Mathematics Penn State University 107 McAllister Building University Park, PA 16802 We encourage applications from individuals of diverse backgrounds. Penn State is committed to affirmative action, equal opportunity, and the diversity of its workforce. =============================================================================

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Seminario KLEIJN
by Matteo Ruggiero 13 Dec '13

13 Dec '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 dicembre 2013 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bas KLEIJN (University of Amsterdam) TESTABILITY AND CONSISTENCY Abstract: Bayesian consistency theorems come in (at least) three distinct types, e.g. Doob's prior-almost-sure consistency on Polish spaces, Schwartz's Hellinger consistency with KL-priors and the `tailfree' weak consistency of Dirichlet posteriors. In this talk we ask the question how these notions of convergence are related and argue that one characterises them most conveniently using test sequences. We investigate the differences between uniform, point-wise and almost-sure testing, prove Doob-type posterior consistency theorems in various model topologies and consider hypothesis testing problems like Cover's rational mean problem (Cover, 1973). To achieve frequentist posterior consistency, we combine almost-sure tests with a prior condition that generalises Schwartz's KL-condition and is conjectured also to accomodate `tailfree' behaviour like that of Dirichlet posteriors. 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 & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Modifica orario- Seminario F. Martinelli
by alessandra bianchi 10 Dec '13

10 Dec '13

Martedi' 17 dicembre 2013 alle ore 16 presso l'aula 1BC50 del Dipartimento di Matematica di Padova il Prof. Fabio Martinelli (Dip. di Matematica, Universita' di Roma Tre) terra' il seguente seminario Title: Time scales separation and dynamical heterogeneities in the East model. Abstract: The East model is a finite linear Markov chain of 0-1 spins, evolving according to a very simple rule: i) with rate 1 and independently for each vertex, a new value 1/0 is proposed with probability 1-q and q respectively; ii) the proposed value is accepted iff the spin immediately to the left is 0. The model and its generalizations play an important role as models of the dynamics of real glasses. The parameter q, which turns out to be the density of the zeros (the facilitating spins) in the stationary measure, is assumed to be very small. In the physical literature this setting corresponds to a low temperature case. We will examine the problem of dynamic heterogeneity, i.e. non-trivial spatio-temporal fluctuations of the local relaxation to equilibrium. A key result will be a very precise computation of the relaxation time of the chain as a function of q and of its length, which uses induction on length scales on one hand and a novel algorithmic lower bound on the other. Our findings reject non rigorous approaches based on numerical simulations. We will conclude with a conjecture due to D. Aldous and P. Diaconis about the scaling limit of the East chain as q-->0. Joint work with A. Faggionato and P. Chleboun -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Post-Doc position in Modena
by Cristian Giardina 10 Dec '13

10 Dec '13

*---------------------------------------------------------* *1 Post-doctoral fellowship for 2014-2015* Announcement: The University of Modena and Reggio Emilia has an open call for 1 Post-doctoral position (1+1 year) funded by the Italian Ministry of Education and Research in the framework of the FIRB project “Stochastic processes in interacting particle systems: duality, metastability and applications” (www.stochastics.unimore.it/firb). Short description: The candidate is expected to work on interacting particle systems, with emphasis on non-equilibrium processes and population dynamics, including their algorithmic aspects. Specific research topics include Markov stochastic processes (both diffusions and jump processes) and large deviations theory. The aim is to develop probabilistic tools, such as duality theory, for the analysis of stochastic processes in the context of mathematical population genetics and its applications to importance sampling algorithms with cloning. Job requirements: - Early stage researcher with background in mathematical physics, probability, statistical mechanics; - PhD in Mathematics or PhD in Physics (obtained or soon to be obtained); - shaped scientific personality, independent thinker; - author of recent publications on peer-reviewed international journals; - strong theoretical background but also an interest in application-oriented research. Salary: 27.429 euros (gross) per year. Application: The deadline for application is January 7th, 2014 and the position has to start before February 28th, 2014. Interested candidates can contact Prof. Cristian Giardina’ (cristian.giardina(a)unimore.it, +39 338 6115896). They are welcome to ask questions when filling in the application form. Please also include in your application the contact information of two researchers who are acquainted with your previous work. The call (english version) is available at: http://www.ufficioselezioneassunzione.unimore.it/site/home/assegni-di-ricer… The call (italian version) is available at: http://www.ufficioselezioneassunzione.unimore.it/site/home/assegni-di-ricer…

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Seminario di Probabilità - Università di Padova
by alessandra bianchi 09 Dec '13

09 Dec '13

Ho il piacere di invitarvi al seguente seminario che si terrà martedì 17 dicembre 2013 alle ore 15 nell'aula 1BC50 del Dipartimento di Matematica di Padova. Speaker: Prof. Fabio Martinelli , Dip. di Matematica, Università di Roma Tre Title: Time scales separation and dynamical heterogeneities in the East model. Abstract: The East model is a finite linear Markov chain of 0-1 spins, evolving according to a very simple rule: i) with rate 1 and independently for each vertex, a new value 1/0 is proposed with probability 1-q and q respectively; ii) the proposed value is accepted iff the spin immediately to the left is 0. The model and its generalizations play an important role as models of the dynamics of real glasses. The parameter q, which turns out to be the density of the zeros (the facilitating spins) in the stationary measure, is assumed to be very small. In the physical literature this setting corresponds to a low temperature case. We will examine the problem of dynamic heterogeneity, i.e. non-trivial spatio-temporal fluctuations of the local relaxation to equilibrium. A key result will be a very precise computation of the relaxation time of the chain as a function of q and of its length, which uses induction on length scales on one hand and a novel algorithmic lower bound on the other. Our findings reject non rigorous approaches based on numerical simulations. We will conclude with a conjecture due to D. Aldous and P. Diaconis about the scaling limit of the East chain as q-->0. Joint work with A. Faggionato and P. Chleboun -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Avviso di seminario :: DiSerio@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Dec '13

09 Dec '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 13 Dicembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLELIA DI SERIO (Centro Universitario di Statistica per le Scienze Biomediche, Università Vita-Salute San Raffaele) terrà un seminario dal titolo INVESTIGATING TUMOR DORMANCY WITH FRAILTY 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 - Fulvio De Santis --- Summary A non-negligible percentage of cancer patients relapse after years or decades after surgical removal of the primary tumor. This phenomenon is not following a random memory-less process and its timing is reflected in hazard rates, with respect to both relapse and mortality, showing multimodal shapes. From a biomedical perspective, such a behavior may be explained by tumor dormancy, i.e. for some patients microscopic tumor foci may remain asymptomatic for a prolonged time interval and, when they escape from dormancy, micrometastatic growth results in a clinical disease appearance. The activation of the growth phase at different metastatic states would explain the occurrence of metastatic recurrences and mortality at different times (multimodal hazard). We place this phenomenon in the framework of survival frailty models. We propose a new statistical approach which models the risk function by considering possible effects of Gamma frailty and compound Poisson fraity in acting on components of the hazard function. Thus, the individual hazard rate is the product of a random frailty variable and the sum of basic hazard rates. The basic hazard rates correspond to micrometastatic developments starting from different initial states. The frailty variable represents the heterogeneity between patients with respect to relapse, which might be related to unknown mechanisms that regulate tumor dormancy. The model is applied to analyze the mortality of patients in a large breast cancer dataset. We show how this framework can appropriately model the tumor dormancy phenomenon and possibly improve the understanding of this biological process.

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Statistica Open Data e Società - Milano, 13 dicembre 2013
by Consonni Guido 06 Dec '13

06 Dec '13

Al termine dell'iniziativa "Statistica Open Data e Società", concorso a premi promosso dal Dipartimento di Scienze statistiche dell'Università Cattolica del Sacro Cuore in collaborazione con il Comune di Milano, nell'ambito delle celebrazioni per l'Anno Internazionale della Statistica, http://convegni.unicatt.it/meetings_2471.html<http://convegni.unicatt.it/meetings_2471.html,>, <http://convegni.unicatt.it/meetings_2471.htmlsi> si segnala l'evento "Come Open Data e Statistica possono aiutarci a conoscere e migliorare la società", in programma per venerdì 13 dicembre alle ore 18.00 presso l'Acquario Civico di Milano, nel corso del quale saranno premiati i vincitori. La partecipazione è libera, ma per motivi organizzativi si prega di segnalarla inviando una mail a dip.scienzestatistiche(a)unicatt.it<mailto:dip.scienzestatistiche@unicatt.it>. Di seguito il programma e altre informazioni. Venerdì 13 dicembre 2013, ore 18:00, Acquario Civico, Viale Gadio, 2 - Milano Saluti e introduzione: Cristina TAJANI Assessore alle Politiche per il lavoro, Sviluppo economico, Università e ricerca Guido CONSONNI Presidente della Giuria "Statistica, Open Data e Società", Università Cattolica del Sacro Cuore Alessandro ROSINA Direttore del Laboratorio di Statistica applicata alla decisioni economico-aziendali, Università Cattolica del Sacro Cuore Interventi: Nicola TORELLI Presidente della Società Italiana di Statistica, Marco ALFIERI Direttore de Linkiesta Presentazione dei prodotti vincitori del Contest "Statistica, Open Data e Società" Consegna dei premi da parte di Nunatac e Synergia Conclusioni: Cristina TAJANI Assessore alle Politiche per il lavoro, Sviluppo economico, Università e ricerca Brindisi finale

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Post-doc a Lione
by Francesco Caravenna 05 Dec '13

05 Dec '13

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% Post-doc positions - Mathematics and Computer Science in Lyon (labex MILYON) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% See: http://milyon.universite-lyon.fr/offres-de-post-docs/2-post-doctoral-positi… Offer: MILYON (the Laboratoire d'Excellence "Mathématiques et Informatique à Lyon") offers four post-doctoral positions in mathematics and two in computer science for the academic year 2014-2015, to be held at the Unité de Mathématiques Pures et Appliquées or at the Laboratoire de l'Informatique du Parallélisme (École Normale Supérieure de Lyon), or at the Institut Camille Jordan (Université Claude Bernard Lyon 1). These are research-only appointments (without teaching). They are typically for two years, with possible renewal for a third year subject to review. The salary will be 2100 euros per month, with benefits including health insurance and social coverage. Funds will also be provided for traveling and inviting collaborators. Full description: More information can be found on the website of MILYON which contains links to the above three departments. It is requested to contact the colleagues in Lyon who are closest to your specialty. Eligibility: For holders of a Ph.D in mathematics or computer science obtained before October 1st, 2014. Deadline: Applications must be complete (including all reference letters) by: Wednesday, January 15th, 2014, at 17:00 (Lyon local time). How to apply? Applications must be submitted via the online form: http://math.univ-lyon1.fr/limesurvey/index.php?sid=32222&lang=en Requested items: Requested items: - a curriculum vitae; - a list of publications; - a scientific project (around two pages) specifying members of MILYON with whom you plan to interact primarily; - a short letter by a local mentor from Labex MILYON; - two detailed recommendation letters by scientists, not members of MILYON (one of them can be the thesis adviser). Contact: Administrative contact: Carine Sevestre <sevestre(a)math.univ-lyon1.fr> Only for scientific matters: Francis FILBET <filbet(a)math.univ-lyon1.fr>

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Corso al GSSI L'Aquila
by davide gabrielli 05 Dec '13

05 Dec '13

Presso il Grans Sasso Science Institute il giorno lunedi 8 dicembre alle ore 9 iniziera' il corso: Antonio Galves : "Context tree model selection with applications to neuro-sciences" e proseguira' fino a giovedi 19 dicembre con il seguente orario: Lunedi, Mercoledi e Giovedi dalle 9 alle 11 Martedi dalle 14 alle 16 -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario al SSSI
by davide gabrielli 05 Dec '13

05 Dec '13

AVVISO DI SEMINARIO AL GSSI - L'Aquila Giovedi 12 dicembre prossimo alle ore 16 presso il Gran Sasso Science Institute il *Prof. Paolo Dai Prà* terrà un seminario dal titolo: *Strategic interaction in trend-driven dynamics* *Abstract*: We propose a stochastic dynamics in which N agents update their state simultaneously but not independently. At each time step agents aim at maximizing their individual payoff, depending on their action, on the global trend of the system and on a random noise. In the limit of infinitely many agents, a law of large numbers is obtained; the limit dynamics consist in an implicit dynamical system, possibly multiple valued. For a special model, we determine the phase diagram for the long time behavior of these limit dynamics and we show the existence of a phase, where a locally stable fixed point coexists with a locally stable periodic orbit. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminari Yongdai KIM e Li MA
by Matteo Ruggiero 05 Dec '13

05 Dec '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Giovedi' 12 dicembre 2013, a partire dalle ore 11:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h 11.00 Yongdai KIM (Seoul National University) DEVIANCE INFORMATION CRITERIA FOR THE FRAILTY MODEL h 12.00 LI MA (Duke University) ADAPTIVE TESTING OF CONDITIONAL ASSOCIATION THROUGH RECURSIVE MIXTURE MODELING Gli abstracts delle presentazioni possono essere consultati 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 & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Summer school ABS14 on Applied Bayesian Nonparametrics
by raffaele argiento 03 Dec '13

03 Dec '13

Care colleghe e colleghi, vi trasmetto in allegato l'annuncio dell'undicesima edizione della scuola estiva ABS14 (Applied Bayesian Statistics). Il tema di quest'anno è "Applied Bayesian Nonparametric". Tutti gli interessati sono pregati di visitare il sito: http://www.mi.imati.cnr.it/conferences/abs14.html Cordialmente, Raffaele Argiento Direttore Esecutivo di ABS14 -- ======================================= Raffaele Argiento IMATI-CNR, Via Bassini 15, 20133 Milano Tel. +39 02 23699529 Fax. +39 02 23699538 e-mail: raffaele(a)mi.imati.cnr.it ========================================

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Saint-Flour 2014
by Marco Romito 02 Dec '13

02 Dec '13

FIRST ANNOUNCEMENT The 44th Saint-Flour Probability Summer School will be held in Saint-Flour on July 15-26, 2014. This year, the three courses will be Sourav Chatterjee: "Topics in concentration of measure and large deviations" Martin Hairer: "Regularity structures" Gregory Miermont: "Aspects of random maps" Further information can be found at http://math.univ-bpclermont.fr/stflour/ Online registration will open in February 2014. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- For information about the Saint-Flour Probability Summer School http://math.univ-bpclermont.fr/stflour/ mailto:stflour@math.univ-bpclermont.fr

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Fwd: Postdoc position in Berlin (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from bank(a)math.tu-berlin.de ----- Date: Mon, 2 Dec 2013 13:56:52 +0100 From: Peter Bank <bank(a)math.tu-berlin.de> Subject: Postdoc position in Berlin To: Peter Bank <bank(a)math.tu-berlin.de> Dear colleague, I am writing to announce a vacancy of a Postdoctoral position for 30 months at TU Berlin in a project on ?Game Options and Markets with Frictions? run jointly with YanDolinsky, Peter Imkeller, and Yuri Kifer. This is a pure research position, ofcourse offering the possibility to teach a course should the successfulapplicant wish to broaden her/his teaching profile. Should you know a suitable candidate for this position (foreseen to be filledin March 2014), I would be grateful if you could forward the attached jobposting. Of course, I will be happy to answer any question an interested candidate mayhave. Thanks a lot for your help, Peter Bank ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Postdoc position in Oxford (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from jan.obloj(a)maths.ox.ac.uk ----- Date: Mon, 2 Dec 2013 15:05:04 +0000 From: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Subject: Postdoc position in Oxford To: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Dear Colleague, I am writing to let you know about a post-doc opening at Oxford. This is a 3 year research position to work with me on topics in Robust Financial Mathematics. More information can be found on: http://www.maths.ox.ac.uk/node/23802 and in the attached further particulars. The position is based in the Mathematical and Computational Finance Group at the Mathematical Institute but also comes with a membership of the Oxford-Man Institute. Successful candidate will have access to a generous travel allowance and other benefits. An opportunity (but no obligation) to do a limited amount of teaching will be offered. I would greatly appreciate if you could advertise this within your group and/or forward directly to any potential candidates. Thank you for your help best regards Jan _________________________ Jan Obloj Mathematical Institute St John's College and Oxford-Man Institute of Quantitative Finance University of Oxford MI, ROQ, Woodstock Road Oxford OX2 6GG +44 1865270124 ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

(scusandomi in anticipo per eventuali ripetizioni) ANNUNCIO DI SEMINARIO Il Prof. GEORGE YIN della Wayne State University di Detroit terra' il seguente seminario il lunedi' 9 dicembre alle ore 11.30 nella sala riunioni del VII piano, scala B, del Dipartimento di Matematica, via Trieste 63, Padova: Titolo: SWITCHING DIFFUSION SYSTEMS AND APPLICATIONS ABSTRACT: Numerous problems in control and optimization require the treatment of systems in which continuous dynamics and discrete events coexist. The discrete component is represented by a random jump process with a finite state space, and the continuous component is the solution of a stochastic differential equation. Seemingly similar to diffusions, the processes have a number of salient features distinctly different from diffusion processes. After providing motivational examples arising from wireless communications, identification, finance, singular perturbed Markovian systems, manufacturing, and consensus controls, we present necessary and sufficient conditions for the existence of unique invariant measure, stability, stabilization, and numerical solutions of control and game problems. Contatto: W. Runggaldier -------------------------------------------------------------------------- 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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faculty positions at all levels for appointment to its mathematics program alla New York University di Abu Dhabi
by Alberto Gandolfi 30 Nov '13

30 Nov '13

http://nyuad.nyu.edu/content/dam/nyuad/departments/faculty-recruitment/docu… NYU Abu Dhabi is currently inviting applications for faculty positions at all levels for appointment to its mathematics program. The competitive candidate will have an outstanding research record, a commitment to excellence in teaching, and a desire to actively engage in the development of this young institution. We encourage applications from candidates in all fields of mathematics, pure and applied. Successful candidates will find a congenial research environment that includes supportive and highly motivated colleagues, access to significant resources, a competitive startup package, and broad opportunities for interdisciplinary research across the different campuses of the NYU system. Successful candidates will also have priority access to the NYU Abu Dhabi High Performance Computing facilities, including the new Butinah cluster with more than 6400 computing cores and a peak performance of 70 TFLOPS. The terms of employment are competitive and include housing and educational subsidies for children. Faculty may also spend time at NYU New York and other sites of the global network, engaging in both research and teaching opportunities. The appointment may begin as soon as September 1, 2014, but candidates can elect to start as late as September 1, 2015. Applications are due by December 15, 2013. Applications received later will be reviewed until the positions are filled. Candidates should submit a curriculum vitae and statements of research and teaching interests. To complete the online process, applicants will be prompted to enter the names and email addresses of at least three referees. Each referee will be contacted to upload their reference letter. Please visit our website at http://nyuad.nyu.edu/about/careers/faculty-positions.html for instructions and other information on how to apply. If you have any questions, please e-mail nyuad.science(a)nyu.edu. NYU Abu Dhabi is an Equal Opportunity/Affirmative Action Employer

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3rd Carlo Alberto Stochastics Workshop - Reminder
by Matteo Ruggiero 28 Nov '13

28 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** This is a reminder of the upcoming 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II organized by the "de Castro" Statistics Initiative (http://www.carloalberto.org/stats). The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. Deadline for registration: December 15, 2013. Details about registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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seminario Giovanni Puccetti in Bicocca
by Fabio Bellini 28 Nov '13

28 Nov '13

Il giorno martedì 3 dicembre alle ore 14.30 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Giovanni Puccetti della Università di Firenze terrà un seminario su The Rearrangement Algorithm: a new tool for computing bounds on risk measures Abstract: We introduce a numerical algorithm which allows for the computation of sharp upper and lower bounds on the Value-at-Risk or on the Expected Shortfall of high-dimensional risk portfolios having fixed marginal distributions. These bounds can be interpreted as a measure of model uncertainty induced by possible dependence scenarios. We also illustrate several recent applications of the algorithm to quantitative risk management and applied probability. Tutti gli interessati sono invitati a partecipare. 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

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Fwd: [World] One-year postdoc position in combinatorics in Paris
by Gustavo Posta 26 Nov '13

26 Nov '13

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Subject: [World] One-year postdoc position in combinatorics in Paris > Date: 26 novembre 2013 14:35:36 GMT+01:00 > To: world(a)alea-research.eu > > One-year Postdoc position at University Paris 13 > in Combinatorics and application to probability and statistical physics. > > > A one-year postdoc position in combinatorics at the University Paris > 13 is available. The position is within the framework of The ALEA > Sorbonne project, which is funded by the IDEX Universite Sorbonne > Paris Cité group members of the CALIN team (LIPN Paris 13), the > Combinatorics and Automata teams (LIAFA Paris Diderot) and the > Probability et Statistics team (LAGA Paris 13) and deals with discrete > random structures coming from theoretical computer science, > probability, or statistical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN (University Paris 13) and collaborate with LIAFA > (University Paris Diderot) and LAGA (University Paris 13). The > position will begin un September or October 2014. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before December, 20 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris13.fr > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Avviso di seminario :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 25 Nov '13

25 Nov '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 29 Novembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dip. di Scienze Statistiche, Università degli Studi di Padova) terrà un seminario dal titolo DIRECTIONAL INFERENCE FOR VECTOR PARAMETERS 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 - Fulvio De Santis --- Summary We consider inference on a vector-valued parameter of interest in a linear exponential family, in the presence of a finite-dimensional nuisance parameter. Based on higher order asymptotic theory for likelihood, we propose a directional test whose p-value is computed using one-dimensional integration. For discrete responses this extends the development of Davison et al. (2006), and some of our examples concern testing in contingency tables. For continuous responses the work extends the directional test of Cheah et al. (1994). Examples and simulations illustrate the high accuracy of the method, which we compare with the usual likelihood ratio test and with an adjusted version due to Skovgaard (2001). In high-dimensional settings, such as covariance selection, the approach works essentially perfectly, whereas its competitors can fail catastrophically. Extensions to non-linear exponential families and to general models are also sketched (joint with A.C. Davison, D.A.S. Fraser, N. Reid).

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Seminario CARON
by Matteo Ruggiero 22 Nov '13

22 Nov '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 29 novembre 2013, alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: François CARON (University of Oxford) A BAYESIAN NONPARAMETRIC MODEL FOR UNDIRECTED AND MULTI-EDGES NETWORKS Abstract: In this talk, I will present ongoing work on a Bayesian nonparametric specification for either undirected or multi-edge directed networks, building on the framework of completely random measures. The formulation allows for an unbounded number of nodes in the network, while encouraging a sparse set of interactions. Importantly, as demonstrated empirically, the model captures salient features of real world networks like power-law degree distributions with possible exponential cut-off in the tails. These properties, in addition to sparsity, are determined by three hyperparameters. I will also discuss an approach for scaling computations to large networks. This is joint work with Emily Fox (University of Washington). 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. Il programma dei seminari puo' essere consultato alla pagina http://www.carloalberto.org/events/seminars/statistics/ Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Fwd: IWFOS 2014 - call-for-papers
by Aldo Goia 20 Nov '13

20 Nov '13

*Call for Papers - IWFOS 2014* *3rd International Workshop on * *Functional and Operatorial Statistics* Stresa (Italy) – June 19 – 21, 2014 Web-Site: http://iwfos2014.unipmn.it Apologies for cross-posting. Dear Colleagues, Dear Friends, We are glad in inviting you to participate in the program of the 3rd International Workshop on Functional and Operatorial Statistics by submitting an extended abstract. *CALL FOR PAPERS* We welcome proposals addressing “infinite dimensional statistical problems or methods” with special emphasis on: · Statistical modelling for functional variables, · Functional Data Analysis, · Operator-based Statistics, · Background for Statistics in infinite-dimensional spaces. For this third edition we wish to encourage also contributions in *Machine Learning* and in *High Dimensional Statistics* in order to further relations between all these different fields of modern statistics and to contribute to their future development. The extended abstracts (from 4 to 6 pages) should be formatted according to the author guidelines described in the web-site of the workshop and will have to uploaded using exclusively the dedicated submission form on the web-site. All the submitted works will be reviewed by experts selected by the Scientific Program Committee. The format of the workshop has not parallel sessions, and so a limited number of oral contributions (around 30) will be accepted. In addition, some contributions could also be accepted as posters. *DEADLINES* *January 15, 2014* Submission deadline. *March 31, 2014* Notification of Acceptance. *April 15, 2014 * Revised submission deadline. For organizing requirements, early submissions are encouraged and any postponement will not be granted after 15th January 2014. *INVITED SPEAKERS* · *BOENTE* Graciela (University of Buenos Aires, Argentina) · *CARDOT* Hervé (University of Bourgogne, France) · *FERRATY* Frédéric (University of Toulouse, France) · *van de GEER* Sara (ETH Zentrum, Zürich, Switzerland) · *GUO* Mengmeng (Southwestern University of Finance and Economics, P.R. China) · *HALL* Peter (University of Melbourne, Australia) · *HOERMANN* Siegfried (Université Libre de Bruxelles, Belgique) · *MARRON* Steve (University of North Carolina, USA) · *PATEIRO* Beatriz (University of Santiago de Compostela, Spain) · *SAMWORTH* Richard (University of Cambridge, UK) · *YAO* Fang (University of Toronto, Canada) *Scientific Program Committee* *Co-Chairs* GOIA Aldo (University of Piemonte Orientale, Italy) VIEU Philippe (University of Toulouse, France) *Members of the SPC* ASTON John (University of Warwick, England) DELAIGLE Aurore (University of Melbourne, Australia) CUESTA ALBERTOS Juan A. (University of Cantabria, Santander, Spain) FRAIMAN Ricardo (University of San Andrès, Buenos Aires, Argentina) HARDLE Wolfgang (Humboldt University, Berlin, Germany) HUSKOVA Marie (University of Prague, Czech Republic) van KEILEGOM Ingrid (Catholic University of Louvain, Belgium) KNEIP Alois (University of Bonn, Germany) GONZALEZ MANTEIGA Wenceslao (University of Santiago de Compostela, Spain) MÜLLER Hans George (University of California, Davis, USA) ROMAIN Yves (University of Toulouse, France) SECCHI Piercesare (Politecnico di Milano, Italy) WANG Naisyin (University of Michigan, USA) *Organizing Committee* SALINELLI Ernesto (Chair - University of Piemonte Orientale, Italy) BONGIORNO Enea Giuseppe (University of Piemonte Orientale, Italy) FERRATY Frédéric (University of Toulouse, France) GOIA Aldo (University of Piemonte Orientale, Italy) SANGALLI Laura (Politecnico di Milano, Italy) SARDA Pascal (University of Toulouse, France) VANTINI Simone (Politecnico di Milano, Italy) VIGUIER-PLA Sylvie (University of Toulouse, France) *PUBLICATIONS* A book of proceedings, containing the accepted oral/poster communications, will be given at each participant at the registration desk at the congress venue. This meeting will be the starting point for a Special Issue of the *Journal of Multivariate Analysis*. Best new advances on the prioritized areas of the meeting could be submitted to this Special Issue, but a standard full reviewing process according the standards of JMVA will be made. *CONTACTS* Dipartimento di Studi per l’Economia e l’Impresa (Di.S.E.I.) Università del Piemonte Orientale Via Perrone, 18 – 28100 Novara (Italy) fax: +39 0321 375305 - e-mail: iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it Thank you for your attention, Hoping see you in Stresa, Sincerely Yours, On behalf of the organizers, Aldo Goia Ernesto Salinelli Philippe Vieu ======================================================= IWFOS.2014 Secretary Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it -- Aldo Goia Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale "A. Avogadro" Via Perrone, 18 - 28100 Novara Tel. +39 0321 375319 - Fax. +39 0321 375305

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