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avviso di seminario
by Barbara Martinucci 18 Jun '24

18 Jun '24

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il Prof. *Nikolai Leonenko *(*Cardiff University, UK*) terrà, *giovedì 20 giugno, alle ore 12:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Varentropy Estimation via Nearest Neighbour Graphs* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli* *Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzM0Yjc4OGItZDAxNS00… ID riunione: 332 326 211 910 Passcode: M5x2Be *Abstract* The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbour graphs (distances). The asymptotic unbiasedness and consistency of the estimates are established. The talk is based on joint results with Yu Sun (LSE, UK) and Emanuele Taufer (University of Trento, Italy). Reference Leonenko, N., Sun, Y., and Taufer, E. (2024). Varentropy estimation via nearest neighbour graphs. ArXiv, 2402.09374, p.1-51

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Avviso di Seminario a Caserta
by epirozzi 17 Jun '24

17 Jun '24

AVVISO DI SEMINARIO   Mercoledì 19 giugno 2024, alle ore 11:00, in aula G, del Dipartimento di Matematica e Fisica dell Università Vanvitelli in Caserta, la Professoressa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà un seminario dal titolo Stochastic integration and stochastic differential equations involving fractional Brownian motion Abstract: We consider path-wise integration w.r.t. fBm and the properties of the respective integrals. Then we consider SDEs with fBm, existence and uniqueness result, and some examples and applications. Le proponenti Luigia Caputo, Enrica Pirozzi, Roberta Schiattarella https://teams.microsoft.com/l/meetup-join/19%3angtFxnVYxWJkiJh491ssYOedTfvV…

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Avviso di seminario prof.ssa Mishura - Cambio data
by Luigia Caputo 17 Jun '24

17 Jun '24

AVVISO di SEMINARIO Dipartimento di Matematica e Applicazioni “R. Caccioppoli” Università degli Studi di Napoli Federico II Il giorno 20 giugno 2024, alle ore 11:30, in aula F del Dipartimento di Matematica e Applicazioni R. Caccioppoli, la Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà il seguente seminario: “Entropy and alternative entropy functionals of fractional Gaussian noise” Abstract: We introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… I Proponenti Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella

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Seminario prof. Hernandez Montoya
by Enrico Scalas 17 Jun '24

17 Jun '24

Avviso di seminario Il 19 giugno 2024, in aula 24 del Dipartimento di Scienze Statistiche presso Sapienza, Università di Roma. dalle ore 14, il Prof. Alejandro Raul Hernandez Montoya dell’Universidad Veracruzana a Xalapa, Messico, terrà un seminario dal titolo: On the universality of the wealth distribution and preliminary results of data analyses performed on Mexican income data Tutte le persone interessate sono invitate a partecipare. Cordiali saluti, Enrico Scalas

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Seminario Daniela Bertacchi - Politecnico di Milano - 20 Giugno 2024
by Luca Scarpa 17 Jun '24

17 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 20 Giugno 2024, ore 11. Aula Seminari Mox VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Daniela Bertacchi, Università di Milano-Bicocca. Title: A new stochastic order applied to branching random walks. Abstract: Stochastic ordering is a powerful tool to compare random variables and processes. We introduce a new type of stochastic ordering which generalizes the germ order introduced by Hutchcroft in 2022, which uses the generating function of the process. We apply this order to compare different branching random walks on a countable space $X$. We prove that given two branching random walks with law $\mu$ and $\nu$ respectively, with $\mu\ge\nu$, then in every set where there is extinction according to $\mu$, there is extinction also according to $\nu$. Moreover, in every set where there is strong local survival according to $\nu$, there is strong local survival also according to $\mu$, provided that the supremum of the global extinction probabilities, for the $\nu$-process, taken over all starting points $x$, is strictly smaller than 1. New conditions for survival and strong survival for inhomogeneous branching random walks are provided. We also extend a result of Moyal (1962), on the properties of fixed points of the generating function of a branching random walk. Link Zoom: https://polimi-it.zoom.us/j/98506199710?pwd=XQWObX8sheg0QTOpRhovbDS7ozxYl0.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2456 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Two post-doctoral positions @Scuola Normale Superiore, Pisa.
by Giulia Livieri 15 Jun '24

15 Jun '24

*1. Post-doctoral research position: *"Mathematical modeling for the study of climate change and its impact on the financial systems". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the details: * https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/267486 *Deadline:* June 19, 2024. *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. *2. Post-doctoral research position: *"Probabilistic models for the energy transition". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the details: * https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/267899 *Deadline:* June 24, 2024. *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini ( roberto.pellungrini(a)sns.it) for questions/clarifications. Best wishes, Giulia.

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Seminar Prof. William F Rosenberger @unimib
by Giacomo Aletti 14 Jun '24

14 Jun '24

Ricevo e inoltro volentieri. G From: Andrea Ghiglietti <andrea.ghiglietti(a)unimib.it> Date: Friday, 14 June 2024 at 11:52 To: Giacomo Aletti <giacomo.aletti(a)unimi.it> Subject: Seminar Prof. William F Rosenberger @unimib Dear all, you are invited to participate to the following seminar on Tuesday 25th of June 2024 at 11:00 at University of Milano-Bicocca (Via Bicocca degli Arcimboldi 8 - Milano - Room 2062, Building U7, 2nd floor): Speaker: William F. Rosenberger (George Mason University) Title: Casual Inference for Clinical Trails*: A Spellchecker’s Guide to Randomization Tests in Complex Settings Sir Austin Bradford Hill, the developer of the first randomized clinical trial, was a proponent of simplicity in statistical analysis, and strongly emphasized careful study design as the critical component of all medical studies. While he didn’t mention randomization tests in his 1937 book, I believe he would have liked their simplicity and interpretability. Any inference procedure which assumes random sampling from a population ignores Fisherian principles regarding the analysis of designed experiments. And clinical trials are the quintessential designed experiment. While we hear quite often about preservation of type I error rates and, more recently, about causal inference, these are natural elements of a randomization test. We discuss these issues and demonstrate that randomization tests can be used for more complex settings, such as multiple (>2) treatment comparisons, analyses with missing outcome data, and subgroup analyses. It is interesting to note that the only cohort of statisticians NOT excited about randomization tests in this age of causal inference are the designers and conductors of randomized clinical trials! I will conclude with a few historical notes about Fisher and de Finetti*. *The two most often misspelled words during my term as Biometrics co-editor. WebEx Link: https://unimib.webex.com/unimib/j.php?MTID=m055f520c4202f12aee18484284e1d49b Best wishes, Andrea Ghiglietti La Statale per il futuro Salute, transizione digitale, sostenibilità Il tuo 5xmille<https://www.unimi.it/it/ateneo/sostenere-la-statale/cinque-mille> ai nuovi progetti di ricerca dell'Università degli Studi di Milano. Codice fiscale 80012650158

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Borsa di Ricerca CNR-IMATI Genova
by Elisa Varini 14 Jun '24

14 Jun '24

Con richiesta di massima diffusione, Vi segnalo che è stato pubblicato un bando di selezione per il conferimento di una borsa di ricerca per lo svolgimento di attività presso CNR-IMATI sede Genova. Le attività avranno come obiettivo l'integrazione di dati eterogenei, modellazione e visualizzazione 3D per il monitoraggio ambientale e saranno svolte nell'ambito del progetto PNRR NATIONAL CENTRE FOR HPC, BIG DATA AND QUANTUM COMPUTING - HPC, Spoke 5. La borsa può essere conferita a giovani laureati (max 35 anni) che abbiano conseguito la laurea specialistica/magistrale in Informatica (LM-18), Matematica (LM-40), Fisica (LM-17), Ingegneria Informatica (LM-32) o equipollenti. Scadenza bando: 26 giugno 2024. https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202… Rimango a disposizione per chiarimenti, ove necessario. Daniela <https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202…> Selezioni online Consiglio Nazionale delle Ricerche - Borse di Ricerca - IMATI-BR-006-2024-GE <https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202…> Selezioni online Consiglio Nazionale delle Ricerche selezionionline.cnr.it ---------------------------------------------------------------------------------------- CNR www.cnr.it _facebook <https://www.facebook.com/CNRsocialFB>__twitter <https://twitter.com/CNRsocial_>__instagram <https://www.instagram.com/cnrsocial/>__linkedin <https://www.linkedin.com/company/283032>_ *Daniela Cabiddu* * * CNR, ISTITUTO DI MATEMATICA APPLICATA E TECNOLOGIE INFORMATICHE "ENRICO MAGENES" Tel. 010-6475696 daniela.cabiddu(a)cnr.it Via de Marini, 6, 16149 – Genova www.cnr.it <http://www.cnr.it/>

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PhD positions in Rome Sapienza University
by Lorenzo Taggi 14 Jun '24

14 Jun '24

We announce PhD positions in Probability at Rome Sapienza University Application Deadline: 20 June, 23.59 CET Net salary: 1600 euro monthly How to apply: https://www.uniroma1.it/en/pagina/admissions-2024-2025-phd -programmes Probability group in Rome Sapienza: https://www.mat.uniroma1.it/ricerca/gruppi-di-ricerca/modelli-stocastici For further information please contact lorenzo.taggi(a)uniroma1.it or vittoria.silvestri(a)uniroma1.it

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Fwd: First sessions of the FDA&A (Functional Data Analysis & Applications) online seminar
by Enea Bongiorno 13 Jun '24

13 Jun '24

Dear colleagues, apologize for cross-postings, I receive and forward your information. Best regards, Enea ---------- Forwarded message --------- From: Angelina Roche <roche(a)ceremade.dauphine.fr> Date: Mon, 10 Jun 2024 at 11:32 Subject: First sessions of the FDA&A (Functional Data Analysis & Applications) online seminar To: Angelina Roche <roche(a)ceremade.dauphine.fr> Dear all, Valentin Patilea (ENSAI, Rennes) and I are launching an online seminar dedicated to Functional Data Analysis and its applications. The first two sessions will take place at ENSAI (Rennes) and will be broadcast via Zoom : Friday June 14, 11:00 (Paris time, UTC+2) Alberto Suarez : Machine learning with functional data: near-perfect classification. Zoom link https://zoom.us/j/98383021730?pwd=aoAajCHnOv8YvObQabpYmzydjaul4d.1 Secret code 445024 Friday June 21, 14:00 (Paris time, UTC+2) Tailen Hsing : A functional-data perspective in spatial data analysis https://zoom.us/j/94701019628?pwd=TI3o910MwmBvJeMKYa5O4oVgvrjEsN.1 Secret code 467679 Abstracts are available on the fo <https://ensai.fr/en/equipe/valentin-patilea/>llowing page (tab FunStatMath <https://ensai.fr/en/equipe/valentin-patilea/>) and a dedicated webpage will be launched soon. We have also set up a mailing list to disseminate information about the seminar. Please let us know if you're interested in receiving information about future sessions, and we'll add your email to the list. Please also feel free to forward this message to anyone else who might be interested! Kind regards, Angelina Roche (https://www.ceremade.dauphine.fr/~roche/) and Valentin Patilea. -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminar Prof. William F Rosenberger :: Friday, 14 June 2024 (Sapienza University of Rome)
by Nina Deliu 12 Jun '24

12 Jun '24

Cari colleghi, Ho il piacere di segnalare il seguente seminario organizzato dal Dipartimento MEMOTEF, Università degli Studi di Roma La Sapienza. *Data:* Venerdì 14 Giugno, ore 16.00-17.00 *Relatore: *Prof. William Fisher Rosenberger, Distinguished Professor in Mathematical Statistics @ George Mason University, USA *Titolo:* *Casual** Inference for Clinical *Trails**: A Spellchecker’s Guide to Randomization Tests in Complex Settings *Abstract:* Sir Austin Bradford Hill, the developer of the first randomized clinical trial, was a proponent of simplicity in statistical analysis, and strongly emphasized careful study design as the critical component of all medical studies. While he didn’t mention randomization tests in his 1937 book, I believe he would have liked their simplicity and interpretability. Any inference procedure which assumes random sampling from a population ignores Fisherian principles regarding the analysis of designed experiments. And clinical trials are the quintessential designed experiment. While we hear quite often about preservation of type I error rates and, more recently, about causal inference, these are natural elements of a randomization test. We discuss these issues and demonstrate that randomization tests can be used for more complex settings, such as multiple (>2) treatment comparisons, analyses with missing outcome data, and subgroup analyses. It is interesting to note that the only cohort of statisticians NOT excited about randomization tests in this age of causal inference are the designers and conductors of randomized clinical trials! I will conclude with a few historical notes about Fisher and de Finetti. *The two most often misspelled words during speaker's term as Biometrics co-editor Il seminario si terrà in *Aula 1 - GINI, Edificio di Scienze Statistiche*, piano terra, CU002, Città Universitaria, e potrà essere altresì seguito online via Zoom. https://uniroma1.zoom.us/j/82089465970 Meeting ID: 820 8946 5970 -- Passcode: 140624Bill Saluti, N *Nina Deliu* Assistant Professor (RTDA) in Statistics – *MEMOTEF, Sapienza Università di Roma* Research Visitor* – Biostatistics Unit, University of Cambridge* Personal website: *https://nina-dl.github.io/ <https://nina-dl.github.io/>* X (Twitter): @DeliuNina *Although my work pattern means that I will occasionally send emails outside normal working hours, you should not feel any pressure to respond outside of your own working pattern.* -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Summer school: Particle systems in random environments *** second announcement
by alice.callegaro＠tum.de 07 Jun '24

07 Jun '24

Dear colleagues, We would be grateful if you could advertise to the junior members of your groups the Summer School on Particle Systems in Random Environments, which will take place at the Goethe-Universität Frankfurt from August 26 to 30, 2024. The school will focus on widely popular models, such as random walks, the contact process, the voter model and branching random walks in random (dynamical) environments and/or graphs, and will feature three mini courses by •⁠ ⁠Luca Avena (University of Florence) •⁠ ⁠Nina Gantert (TU Munich) •⁠ ⁠Daniel Valesin (University of Warwick), which will be complemented by a number of talks related to the main topics given by young researchers. Registration is free but mandatory, and funding is available for the accommodation of young participants. The deadline is June 20, 2024. For further information and the registration procedure please visit the school website https://www.math.cit.tum.de/math/personen/professuren/gantert/summer-school… Best regards, The organisers Alice Callegaro (TU Munich), Felix Hermann (GU Frankfurt), Marco Seiler (FIAS)

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Scalable Uncertainty Mangement 2024 (November 27-29, Palermo):
by Giuseppe Sanfilippo 06 Jun '24

06 Jun '24

Our apologies if you receive multiple copies of this mail. =================================== Conference announcement + key dates =================================== The 16th International Conference on Scalable Uncertainty Management (SUM 2024) will be held in Palermo, Italy from November 27-29, 2024. See: https://sum2024.unipa.it/ Key dates (CET 23:59): Abstract Submission (optional but useful to organizers): June 17, 2024 Paper Submission: June 24, 2024 Notification: August 31, 2024 Camera-ready copies: September 15, 2024 Conference: Nov. 27-29, 2024 ============= Description ============= Established in 2007, the SUM conferences are currently bi-annual events which aim to gather researchers with a common interest in managing and analyzing imperfect information from a wide range of fields, such as Artificial Intelligence and Machine Learning, Databases, Information Retrieval and Data Mining, the Semantic Web and Risk Analysis, and with the aim of fostering collaboration and cross-fertilization of ideas from the different communities. An originality of the SUM conferences is their care for dedicating a large space of their program to tutorials covering a wide range of topics related to uncertainty management. Each tutorial provides a survey of one of the research areas in the scope of the conference. ===================== Topics of Interest ===================== We solicit papers on the management of large amounts of complex kinds of uncertain, incomplete, or inconsistent information. We are particularly interested in papers that focus on bridging gaps, for instance between different communities, between numerical and symbolic approaches, or between theory and practice. Topics of interest include (but are not limited to): Imperfect information in databases - Methods for modeling, indexing, and querying uncertain databases - Top-k queries, skyline query processing, and ranking - Approximate, fuzzy query processing - Uncertainty in data integration and exchange - Uncertainty and imprecision in geographic information systems - Probabilistic databases and possibilistic databases? - Data provenance and trust - Data summarization - Very large datasets Imperfect information in information retrieval and semantic web applications - Approximate schema and ontology matching - Uncertainty in description logics and logic programming - Learning to rank, personalization, and user preferences - Probabilistic language models - Combining vector-space models with symbolic representations - Inductive reasoning for the semantic web Imperfect information in artificial intelligence - Statistical relational learning, graphical models, probabilistic inference Argumentation, defeasible reasoning, belief revision - Weighted logics for managing uncertainty - Reasoning with imprecise probability, Dempster-Shafer theory, possibility theory - Approximate reasoning, similarity-based reasoning, analogical reasoning - Planning under uncertainty, reasoning about actions, spatial and temporal reasoning - Incomplete preference specifications - Learning from data Risk analysis - Aleatory vs. epistemic uncertainty - Uncertainty elicitation methods - Uncertainty propagation methods - Decision analysis methods - Tools for synthesizing results ======================== Submission Guidelines ======================== SUM 2024 solicits original papers in the following three categories: - Long papers (at most 14 pages, references excluded): technical papers reporting original research or survey papers - Short papers (between 4 and 7 pages, references excluded): papers reporting promising work-in-progress, system descriptions, position papers on controversial issues, or survey papers providing a synthesis of some current research trends - Extended abstracts (2 pages) of recently published work in a relevant journal or top-tier conference All SUM submissions must be formatted according to the LNCS/LNAI guidelines:https://www.springer.com/gp/computer-science/lncs/conference-pro… Papers should be submitted via EasyChair: https://easychair.org/conferences/?conf=sum2024 ============= Publication ============= Accepted long (at most 14 pages) and short papers (2-7 pages) will be published by Springer in the Lecture Notes in Artificial Intelligence (LNAI) series. Authors of an accepted long or short paper will be expected to sign copyright release forms, and one author is expected to give a presentation at the conference. Authors of accepted abstracts (2 pages) will be expected to present their work during the conference, but the extended abstracts will not be published in the LNCS/LNAI proceedings (they will be made available in a separate booklet). ========================================================================================= Organization ========================================================================================= Sébastien Destercke (Université de technologie de Compiègne), PC Co Chair Maria Vanina Martinez (IIIA-CSIC), PC Co Chair Giuseppe Sanfilippo, (University of Palermo), General/Local Chair

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Bando Scuola di Dottorato in Scienze Sociali ed Economiche
by Roy Cerqueti 06 Jun '24

06 Jun '24

Buongiorno, si segnala la pubblicazione del bando di accesso alla Scuola di Dottorato in oggetto. Un curriculum si rivolge a data science per le scienze sociali, e credo possa essere di interesse. I candidati che volessero selezionare quel curriculum dovrebbero selezionare il curriculum 4. Maggiori informazioni si possono reperire qui. https://phd.uniroma1.it/web/SCUOLA-DI-DOTTORATO-IN-SCIENZE-SOCIALI-ED-ECONO… Il bando si trova a https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato. *La scadenza per la presentazione delle domande è fissata inderogabilmente al 20 giugno 2024, ore 23:59.* Cari saluti, Roy Cerqueti -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Seminario Dr. Andrea Brancaccio, CNR-IMATI, 13/06/2024
by ANTONELLA BODINI 05 Jun '24

05 Jun '24

Si avvisa che in data 13-06-2024, alle ore 11:00 precise presso l'Area della Ricerca 1 del CNR, in sala A, il Dr. Andrea Brancaccio, CNR-IMATI, terrà un seminario dal titolo Adaptive Assessment of Knowledge and Planning Using Knowledge Space Theory Sunto: Adaptive individual assessment utilizes algorithms that adjust to each individual's ability based on their responses. This presentation will provide a comprehensive overview of the development and implementation of adaptive assessments using Knowledge Space Theory. It will also explore the theoretical foundations underlying this approach, highlighting its benefits and applications in educational and performance-based contexts. In these settings, this approach develops tools that minimize the number of questions asked while maximizing the information gathered about an individual's knowledge, competencies, abilities, and performance. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato. Per ragioni organizzative, gli interessati a partecipare in presenza sono pregati di rispondere a questa mail indicando la loro intenzione entro la mattina stessa del seminario. LINK: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MmVjOGI4MTUtNDdiNi00… Cordialmente, Antonella Bodini

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Ph.D Course Introduction to stochastic partial differential equations, live stream
by Bertini, Lorenzo 05 Jun '24

05 Jun '24

The lectures by Sandra Cerrai of the course Introduction to stochastic partial differential equations will be available on line at the address https://umd.zoom.us/j/7371883183 the whiteboard will be available at https://scribbletogether.com/whiteboard/0CC42CD2-2EE2-4DB3-A135-A1AACED1A43D The first lecture will be today June 5 at 14:00 Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminar: Mark Steel @Ca' Foscari 13th June
by Roberto CASARIN 05 Jun '24

05 Jun '24

Dear all, We are happy to announce that our next seminar in statistics and econometrics at DEC, Ca' Foscari University, is quickly approaching: Speaker: Mark Steel (University of Warwick) Title: "Model Uncertainty in Latent Gaussian Models with Univariate Link Function (joint work with Gregor Zens)" Date and time: Thursday the 13th June, 12.15 GMT+2 Place: Meeting Room1, San Giobbe Campus, Department of Economics (DEC), Venice Abstract: We consider a class of latent Gaussian models with a univariate link function (ULLGMs). These are based on standard likelihood specifications (such as Poisson, Binomial, Bernoulli, Erlang, etc.) but incorporate a latent normal linear regression framework on a transformation of a key scalar parameter. We allow for model uncertainty regarding the covariates included in the regression. The ULLGM class typically accommodates extra dispersion in the data and has clear advantages for deriving theoretical properties and designing computational procedures. We formally characterize posterior existence under a convenient and popular improper prior and propose an efficient Markov chain Monte Carlo algorithm for Bayesian model averaging in ULLGMs. Simulation results suggest that the framework provides accurate results that are robust to some degree of misspecification. The methodology is successfully applied to measles vaccination coverage data from Ethiopia and to bilateral migration flow data between OECD countries. The talk will be streamed on Zoom at this link https://unive.zoom.us/s/89974935587 Meeting ID: 89974935587 Passcode: SteelJun24 For updates: https://www.unive.it/data/agenda/3/89253 We are looking forward to seeing you on June 13, best, rc -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Seminari Yuliya Mishura
by epirozzi 04 Jun '24

04 Jun '24

AVVISO di SEMINARI Dipartimento di Matematica e Applicazioni "R. Caccioppoli" Università degli Studi di Napoli Federico II La Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), i giorni 6 e 19 giugno 2024 terrà i seguenti seminari: Seminario 1 6 Giugno 2024 ore 11:30, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli "Pathwise integration with respect to fractional Brownian motion" Abstract: We consider the main elements of the fractional calculus: fractional integrals and fractional derivatives, construct pathwise integrals with respect to Holder functions and apply this construction to fractional Brownian motion and other fractional processes. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Seminario 2 19 Giugno 2024 ore 11:00, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli "Entropy and alternative entropy functionals of fractional Gaussian noise" Abstract: we introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Tutti gli interessati sono cordialmente invitati a partecipare. Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella --------------------------------------------------------------------------------------

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Seminario Martin Kolodziejczyk - Politecnico di Milano - 5 Giugno 2024
by Luca Scarpa 04 Jun '24

04 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 5 Giugno 2024, ore 15. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Martin Kolodziejczyk, Politecnico di Milano Title: McKean-Vlasov SPDEs Abstract: We consider McKean-Vlasov Stochastic Partial Differential Equations with additive noise. We will focus on their well-posedness and long-time behaviour; showing that, under some assumptions on the spatial regularity of the noise, these SPDEs are well-posed and the semigroup resulting from them is strong Feller and irreducible. This is based on joint work with L. Angeli, J. Barrè and M. Ottobre. Link Zoom: https://polimi-it.zoom.us/j/92358057734?pwd=dTNBNHZMQVFZVjgrQ0FJMXpOc3BEdz09 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2440 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Assegno Mat06: Geometria dei campi aleatori ed applicazioni
by Domenico Marinucci 04 Jun '24

04 Jun '24

Dear colleagues, We are glad to announce a postdoc position (assegno di ricerca) at the Department of Mathematics of Università Rome Tor Vergata. The position is funded by the PRIN project GRAFIA (Geometry of Random Fields and its Applications) and by MUR Departement of Excellence Programme 2023-2027 MatModTov. The primary objective of the project is the study of random fields with a particular interest in their application to the area of neural networks and machine learning. - The position is for 2 years - The net salary is about 2,000 euros per month - The deadline for application is on July 1st - The starting date should be no later than september 2024 All the details can be found at the following link: https://pica.cineca.it/uniroma2/f3-2024-0012/ For any further question do not hesitate to contact me, best regards Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Ph.D. position in Statistics at TU/e
by Elisa Perrone 03 Jun '24

03 Jun '24

Dear colleagues, I currently have a vacancy for a Ph.D. position in Statistics at TU/e on topic Dependence Modeling and Copulas. I would appreciate it if you could help me circulate the announcement and forward it to suitable candidates. Here is the link to the job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-1066918.html <https://jobs.tue.nl/en/vacancy/phd-in-statistics-1066918.html>. We review applications as they arrive, and the vacancy will remain open until filled. Thank you very much, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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PostDoc @ UNIBO
by Daniele Tantari 03 Jun '24

03 Jun '24

Dear colleagues, a new opening for an 18-month postdoc is now available at the University of Bologna. The research activity will focus on the project 𝐑𝐞𝐥𝐢𝐚𝐛𝐢𝐥𝐢𝐭𝐲 𝐚𝐧𝐝 𝐀𝐧𝐨𝐦𝐚𝐥𝐲 𝐃𝐞𝐭𝐞𝐜𝐭𝐢𝐨𝐧 𝐨𝐧 𝐫𝐚𝐧𝐝𝐨𝐦 𝐧𝐞𝐭𝐰𝐨𝐫𝐤𝐬 with a focus on the introduction of probabilistic mathematical models for static and dynamic complex networks, and on the development of statistical inference methods for network reliability and for anomaly detection at both local and global scale. The (researcher side) gross amount of the fellowship contract is € 23.063,83 per annum (around 1.7 KEur per month). The deadline for applications on 𝐒𝐮𝐧𝐝𝐚𝐲, 𝐉𝐮𝐧𝐞 𝟑𝟎, 𝟐𝟎𝟐𝟒. The candidate will join the Mathematical Physics group<https://matematica.unibo.it/it/ricerca/ambiti-di-ricerca/fisica-matematica> <https://matematica.unibo.it/it/ricerca/ambiti-di-ricerca/fisica-matematica> at the Department of Mathematics, with the possibility of other collaborations in different topics. Further information about the call can be found at https://bandi.unibo.it/ricerca/assegni-ricerca...<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=68030&fbclid=IwZXh0…> Interested candidates can also contact Dott.ssa Federica Gerace (federica.gerace(a)unibo.it) Prof. Gabriele Sicuro (gabriele.sicuro(a)unibo.it) Prof. Daniele Tantari (daniele.tantari(a)unibo.it) ----------------------------------- Daniele Tantari Dipartimento di Matematica Università di Bologna ITALY University website: https://www.unibo.it/sitoweb/daniele.tantari/

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Seminario Dr Alvaro Briz Redon presso Politecnico di Milano
by Laura Maria Sangalli 03 Jun '24

03 Jun '24

Si avvisa che in data 12-06-2024, alle ore 14:00 precise nell’aula Saleri, al sesto piano del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario Dr Alvaro Briz Redon, Universitat de València Titolo: Some extensions and applications of self-exciting processes Abstract: Self-exciting processes allow modeling the occurrence of events whose rate depends on the history of the process. In particular, the triggering function is the term that determines the contribution of each event to the conditional intensity of the process. In this talk, we show some applications of self-exciting processes where the triggering function has a main role. First, a self-exciting point process model with change points in the triggering function is used for analyzing an earthquake dataset. Second, a self-exciting Poisson model whose outcomes are used for clustering NBA players and teams in terms of their scoring dynamics. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente link https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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correction to Ph.D Course Introduction to stochastic partial differential equations
by Bertini, Lorenzo 03 Jun '24

03 Jun '24

Dear all, the dates of the schedule in the previous message are correct, but the days of the week of the lectures are Tuesday/Thursday and not Tuesday/Wednesday as incorrectly stated. I apologize for the incovenience. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario PRISMA oggi
by Francesco Caravenna 03 Jun '24

03 Jun '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) Ricordiamo che oggi, lunedì 3 giugno 2024, Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) parleranno di Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi, Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) TITOLO: Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti RIASSUNTO: Gli stimatori regolarizzati, cioè quegli stimatori che presentano dei termini di penalizzazione nella funzione di perdita, rappresentano uno strumento fondamentale nell'ambito della moderna teoria dell'apprendimento statistico. In questo seminario discuteremo problemi di stima parametrica penalizzata per equazioni differenziali stocastiche osservate a tempi discreti. Tale tema di ricerca è di recente interesse nell'ambito della statistica per processi stocastici. Nella prima parte del seminario, dopo una breve panoramica sulle tecniche di stima per equazioni differenziali stocastiche, introdurremo i modelli stocastici sparsi; ovvero si ipotizza che solo un piccolo numero di parametri determini il "vero" modello. In questo contesto è cruciale considerare degli stimatori regolarizzati che consentano di effettuare la stima e contemporaneamente la selezione del processo di diffusione. In particolare, saranno introdotti gli stimatori LASSO ed Elastic-Net e verranno discusse le loro proprietà asintotiche. La seconda parte dell'intervento sarà dedicata alle equazioni differenziali stocastiche su reti, in cui ciascun nodo della rete è un un'equazione stocastica che dipende dai nodi vicini. Questi modelli vengono introdotti poiché consentono di analizzare serie storiche ad altissima dimensione, sfruttando la struttura sparsa del grafo. Anche in questo contesto saranno introdotti e studiati stimatori penalizzati per la stima dei parametri del modello. Inoltre, la performance degli stimatori mediante sarà analizzate tramite alcune applicazioni. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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