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talk by Markus Reiß
by Enrico Priola 29 Apr '24

29 Apr '24

Cari tutti, segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola %%%%%%%%%%%%%% -------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz <sascha.gaudlitz(a)hu-berlin.de> Komu: sascha.gaudlitz(a)hu-berlin.de Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online: https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917 See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg --------------------------------------------- Speaker: Markus Reiß Title: Statistics for SPDEs Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided. --------------------------------------------- The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Extension for Abstract Submissions - 3rd BNP Networking Workshop
by Raffaele ARGIENTO 29 Apr '24

29 Apr '24

Dear all, The abstract submission deadline for the 3rd Bayesian Nonparametric Networking workshop has been extended to May 15. The workshop is scheduled from July 30 to August 2 at The Institute for Mathematical Sciences (IMS) in Singapore. The format will largely follow the previous editions held in Nicosia (Cyprus) in April 2022 and Melbourne (Australia) in December 2023. This edition will offer three mini-courses delivered by Peter Orbanz (University College London), Li Ma (Duke University), and Kerrie Mengersen (Queensland University of Technology). For more information, please visit the workshop event page at https://bnp-networking2024.github.io/ or contact the local organizing committee via bnp-networking2024(a)bayesian.org. Best regards, Raffaele Argiento and Maria de Iorio -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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PhD Call 2024
by Irene Crimaldi 29 Apr '24

29 Apr '24

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) at IMT School for Advanced Studies is out. You can find the call on INOMICS: https://inomics.com/program/8-fully-funded-phd-positions-in-economics-analy… *Please, share the call and prompt potentially interested students to apply. * Here you can find the *EADS* *website*: https://eads.imtlucca.it/ Here you can find the *information on the application procedure*: https://eads.imtlucca.it/how-to-apply_1 *Deadline for applying: June 21 at 1pm.* My best regards, Irene Crimaldi

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Seminari PRISMA - lun 6 mag 2024
by Francesco Caravenna 29 Apr '24

29 Apr '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) 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> Il prossimo appuntamento è per lunedì 6 maggio 2024. I relatori saranno Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) che parleranno di La geometria degli insiemi di escursione per campi aleatori Gaussiani e La geometria dei campi aleatori sfera-per-tempo 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: Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) TITOLO: La geometria degli insiemi di escursione per campi aleatori Gaussiani. RIASSUNTO: Obiettivo del seminario sarà di presentare una panoramica relativamente informale su alcuni risultati nell'analisi della geometria dei campi aleatori che sono stati ottenuti negli ultimi 10 anni circa. In particolare, si inizierà ricordando i risultati sulle curvature di Lipschitz-Killing di insiemi di escursione per campi Gaussiani (la Gaussian Kinematic Formula di Adler e Taylor); si proseguirà quindi con risultati per la varianza e teoremi del limite centrale nel regime di asintotica ad alta frequenza, discutendo anche le connessioni con altri campi della probabilità (in particolare, le espansioni in caos di Wiener ed il metodo di Stein-Malliavin). Se il tempo lo permetterà, si discuterà altresì la struttura di interdipendenza tra curvature di Lipschitz-Killing e punti critici, con alcuni cenni agli sviluppi più recenti (la geometria dei fibrati aleatori) e alle motivazioni/applicazioni di questi risultati. TITOLO: La geometria dei campi aleatori sfera-per-tempo. RIASSUNTO: Obiettivo del mio seminario sarà introdurre un nuovo regime asintotico per lo studio di campi aleatori definiti sulla sfera unitaria e dipendenti dal tempo. Considereremo statistiche di diversi funzionali geometrici costruite a partire dagli insiemi di livello del campo aleatorio e definite su un arco temporale crescente. Vedremo che le loro proprietà asintotiche, in particolare varianza e distribuzione limite, dipenderanno da un’interazione tra memoria temporale e livello. Infine, discuteremo brevemente le possibili applicazioni di questi modelli e dei risultati enunciati ad uno studio statistico delle proprietà dei campi aleatori di partenza, e conseguenti risvolti pratici nel campo delle scienze del Clima. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Network Econometrics Summer School (July, 1-5, 2024, Venice)
by Roberto CASARIN 29 Apr '24

29 Apr '24

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/), in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 1 - 5 July, 2024, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2024 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. The initiative is sponsored by the *Ca' Foscari International College* (https://www.unive.it/pag/19476/) The school and the participants from the Italian Advanced Schools are financially supported by the Ca’ Foscari International College under the aegis of ASSI (Alliance of the Italian Advanced Schools). *Participation*: Online or in presence *Application Deadline*: May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Angela Andreella, Ca' Foscari University of Venice Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, Queen Mary University of London Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- 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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PhD in Economics and Finance: invitation to submit applications
by Cecilia Mancini 26 Apr '24

26 Apr '24

Dear Friends and Colleagues, My department is pleased to announce that the 2024 call for applications for the PhD Program is now open. This year, eight positions with scholarships (about 1,600 euros per month) are available to cover the full length of the program (four years). To apply, please visit https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… The Program offers two dedicated tracks: "Economics (ECO)" and "Mathematics and Data Analytics for Finance (MDAF)". We invite applications from outstanding graduates who hold or are expected to hold a master's degree in Economics, Mathematics, Finance or related fields. The deadline for application is May 23, 2024. For further information please visit the official Program webpage, https://www.corsi.univr.it/?ent=cs&id=1008&menu=home&lang=en or contact the program coordinator, Prof. Alessandro Bucciol (alessandro.bucciol(a)univr.it<mailto:alessandro.bucciol@univr.it>). Please feel free to forward this information to anyone interested Best regards, Cecilia

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Next LTI@Unito Seminar: Mihalis Zervos | April 29 @ 12:00 - 13:00
by Luca Regis 26 Apr '24

26 Apr '24

Dear Colleagues, please find below an invitation to the seminar that Mihail Zervos will give at Collegio Carlo Alberto (Torino) on April 29 from 12 to 13. The seminar can be attended via zoom, at the link below. Best, Luca Regis <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/oGRQP…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: *April 29, 2024 | 12:00 - 13:00* *Market Equilibrium under Proportional Transaction Costs in a Stochastic Factor Model* *Mihalis Zervos (LSE)* *Abstract: *We consider an economy with two agents. Each of the two agents receives a random endowment flow. We model this cumulative flow as the stochastic integral of a deterministic function of the economy’s state, which we model by means of a general Ito diffusion. Each of the two agents has mean-variance preferences with different risk-aversion coefficients. The two agents can also trade a risky asset. We determine the agents’ optimal equilibrium trading strategies in the presence of proportional transaction costs. In particular, we derive a new free-boundary problem that provides the solution to the agents’ optimal equilibrium problem. Furthermore, we derive the explicit solution to this free-boundary problem when the problem data is such that the frictionless optimiser is a strictly increasing or a strictly increasing and then strictly decreasing function of the economy’s state. To attend online, join Zoom meeting <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/gbMTK…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/dhS3W0U…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/u9_E8…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/sUBGz…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/tPitY…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/rOFgl…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/pqVsx…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/s8Hmi…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/pHAgg…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/PbBxm…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/EZy…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/h8F…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/D3Mk0xH…> *© 2022 Fondazione Collegio Carlo Alberto*

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PhD opening in Probability (Technical University of Vienna)
by Francesco Caravenna 26 Apr '24

26 Apr '24

Ricevo e inoltro. %%%%%%%%%%%%%%%%%%%%% Da: "Prof. Fabio Toninelli" <fabio.toninelli(a)tuwien.ac.at> Oggetto: PhD opening in Probability (Technical University of Vienna) Data: 26 aprile 2024, 09:02:18 CEST Dear colleague, The Technical University of Vienna is advertising a PhD position in probability theory (with focus on discrete probability), within the Probability research group (https://www.tuwien.at/en/mg/proba) <https://www.tuwien.at/en/mg/proba>. Deadline for applications: 23:59 CET on May 16th, 2024. The application should contain: 1. A CV of the candidate 2. A motivation letter. 3. A proof of the last academic degree (diploma). 4. A transcript of the grades of the candidates from their last academic year. 5. One letter of recommendation to be sent to karriere(a)tuwien.ac.at <mailto:karriere@tuwien.ac.at>. For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/231892 <https://jobs.tuwien.ac.at/Job/231892>. Candidates who have not yet obtained their master degree but will do so within the calendar year are encouraged to apply. Please forward this to potentially interested candidates. Best wishes, Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home <https://sites.google.com/view/fabio-toninelli/home>

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Course by Samuel LIVINGSTONE (UCL)
by Matteo Ruggiero 24 Apr '24

24 Apr '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting), we are pleased to announce the following course: -------------------------------------- Samuel LIVINGSTONE (UCL) MONTE CARLO METHODS FOR STATISTICAL INFERENCE Monte Carlo methods and sampling algorithms have had a profound effect on scientific research for the past 80 years. In the course we will discuss these approaches in the context of statistical inference. We will cover some mathematical preliminaries, the Monte Carlo method, and basic approaches to sample from a probability distribution in low dimensions, before motivating and introducing Markov chain Monte Carlo and the Metropolis—Hastings algorithm for high-dimensional sampling and Monte Carlo (MCMC). Afterwards we will discuss more advanced topics such as studying bias and variance of MCMC ergodic averages via mixing times, and more advanced algorithms such as adaptive and gradient-based methods. -------------------------------------- The course will be held exclusively in person, according to the following schedule: - Tue 7/5, h.14-16 - Wed 8/5, h.16-18 - Thu 9/5, h.16-18 - Tue 14/5, h.14-16 - Wed 15/5, h.16-18 - Thu 16/5, h.16-18 Course location: Room 11, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to all interested. Best regards --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Postdoc postions
by Marco Romito 24 Apr '24

24 Apr '24

Ricevo e inoltro m. -------- Forwarded Message -------- Subject: Postdoc postions Date: Wed, 24 Apr 2024 09:01:00 +0000 From: Xue-Mei Li <xue-mei.li(a)epfl.ch> Applications are invited for two or more postdoctoral positions in mathematics at EPFL. The successful candidates will be working on topics in Stochastic Analysis. The initial duration of the position is 2 years with a flexible starting date. Screening begins in May. The position offers excellent research conditions, opportunity to interact with a world-leading group in probability and stochastic analysis, and the chance to supervise research projects. It also comes with a competitive salary and a beautiful working environment on the shore of Lake Geneva. Further details can be found at https://www.mathjobs.org/jobs/list/24521

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Summer school "Frontiers of Energy Econometrics"
by Luca Rossini 24 Apr '24

24 Apr '24

Dear colleagues, we are pleased to announce that the second edition of the summer school "Frontiers of Energy Econometrics" (https://toee.lakecomoschool.org/) will be held from 9 to 12 September 2024 at the Como Lake of Advanced Studies, located at the Villa del Grumello in Como. The focus of this edition will be on forecasting and will include lectures, tutorials and group work. *Deadlines*: * Student application: 10 May 2024 * Notification of acceptance: 15 May 2024 * Registration and payment for accepted students: 26 May 2024 Please spread the word among your contacts, especially PhD students and post-docs. The organizers -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com;luca.rossini@unimi.it skype: luca.rossini14 web:https://rossiniluca.github.io/web/

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PhD on Statistical mechanics on random graphs and algorithms
by Vanessa Jacquier 23 Apr '24

23 Apr '24

Inoltro per conoscenza. Dear colleagues, Please forward this information to any interested student. Thank you in advance! “PhD on Statistical mechanics on random graphs and algorithms” Job description Random spin systems from statistical mechanics have been successfully used to study critical behaviour at the interface of problems from mathematics, physics, biology and computer science. The measure describing the spin system gives the probability of likely configurations. Phase transitions occur when tuning a parameter of the system, in the sense that there are several Gibbs measures compatible with the microscopic interactions. In recent years, there has been enormous activity in order to study phase transitions for spin systems on random graphs by rigorously characterizing the set of Gibbs measures. Applications of such problems range from computational complexity, coding theory, to machine learning. This PhD project investigates statistical mechanics on random graphs and algorithms. The focus is on properties of the q-state Potts model, which is intimately related to random graph q-coloring and community detection problems. The project is a joint project between Prof. Remco van der Hofstad (TU/e), Dr. Noela Müller (TU/e) and Dr. Wioletta Ruszel (UU). Job requirements We are looking for a candidate that brings the following: a Master’s degree in mathematics; excellent English language and communication skills; knowledge of or affinity to physics and/or computer science is not required but considered an advantage; a demonstrable research-oriented experience, interest, or attitude. Conditions of employment A meaningful job in a dynamic and ambitious university, in an interdisciplinary setting and within an international network. You will work on a beautiful, green campus within walking distance of the central train station. In addition, we offer you: Full-time employment for four years, with an intermediate evaluation (go/no-go) after nine months. You will spend 10% of your employment on teaching tasks. Salary and benefits (such as a pension scheme, paid pregnancy and maternity leave, partially paid parental leave) in accordance with the Collective Labour Agreement for Dutch Universities, scale P (min. € 2.770,- max. € 3.539,-). A year-end bonus of 8.3% and annual vacation pay of 8%. High-quality training programs and other support to grow into a self-aware, autonomous scientific researcher. At TU/e we challenge you to take charge of your own learning process. An excellent technical infrastructure, on-campus children's day care and sports facilities. An allowance for commuting, working from home and internet costs. A Staff Immigration Team and a tax compensation scheme (the 30% facility) for international candidates. Information and application About us Eindhoven University of Technology is an internationally top-ranking university in the Netherlands that combines scientific curiosity with a hands-on attitude. Our spirit of collaboration translates into an open culture and a top-five position in collaborating with advanced industries. Fundamental knowledge enables us to design solutions for the highly complex problems of today and tomorrow. Curious to hear more about what it’s like as a PhD candidate at TU/e? Please view the video. Information Do you recognize yourself in this profile and would you like to know more? Please contact the hiring manager Noela Müller, Assistant professor, n.s.muller(a)tue.nl. Visit our website for more information about the application process or the conditions of employment.You can also contact HR Services M&CS, HRServices.MCS(a)tue.nl. Are you inspired and would like to know more about working at TU/e? Please visit our career page. Application (before 19.5.2024) We invite you to submit a complete application by using the apply button. The application should include: A cover letter in which you describe your motivation, research experience, interests and qualification for the position. A background in probability is required for the position. If you have had exposure to statistical mechanics, please also mention this. A detailed curriculum vitae, including the contact information of two academic references. Copies of relevant BSc and MSc diplomas and transcript of records, including a list of grades. A copy or link to your master thesis if available. In case you are currently writing your master thesis, a short description of the project. More information and link to application can be found here: https://jobs.tue.nl/en/vacancy/phd-on-statistical-mechanics-on-random-graph… Kind regards Noela, Remco and Wioletta --------------------------------------- Vanessa Jacquier Post-doctoral researcher Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD Utrecht, The Netherlands.

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School and conference in Bielefeld: "Gradient Flows, Large Deviation Theory, and Macroscopic Fluctuation Theory“
by Benjamin Gess 23 Apr '24

23 Apr '24

Dear colleagues, We would like to draw your attention to a School and conference on "Gradient Flows, Large Deviation Theory, and Macroscopic Fluctuation Theory“ which will take place *June 17-21 2024 at Bielefeld University* and is part of the 2024 activity month "Fluctuations in interacting systems: From optimal transport and Fokker–Planck equations to fluid dynamics and SPDEs“ of the collaborative research center 1283 ( https://www.sfb1283.uni-bielefeld.de/workshops/activitymonth/2024). The overarching topic of the conference is the effective description of large systems of interacting particles and their fluctuations around their typical behaviour. This mathematical challenge is of fundamental importance in a variety of applications, ranging from mathematical modelling in the sciences, to the foundations of non-equilibrium statistical mechanics and the dynamics of modern learning algorithms. Addressing these questions involves ideas from various disciplines in mathematics and physics. The workshop will bring together both leading experts and junior researchers from various fields, such as macroscopic fluctuation theory and non-equilibrium statistical mechanics, interacting particle systems, large deviation theory, gradient flows and variational methods for partial differential equations, and stochastic partial differential equations. The program will feature lecture series and talks by leading scientists as well as opportunities for junior scientists to present their work. For more details please see https://www.sfb1283.uni-bielefeld.de/2024_MFT/ With kind regards, Matthias Erbar and Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de) Universität Bielefeld <https://www.math.uni-bielefeld.de/>, Fakultät für Mathematik Max Planck Institute for Mathematics in the Sciences <http://www.mis.mpg.de/index.html>, Leipzig

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OWABC - Francesca Crucinio - 2nd May 2024 9am
by Massimiliano Tamborrino 23 Apr '24

23 Apr '24

Dear all, our next OWABC seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching. We are happy to announce that our next speaker is Francesca Crucinio (King's College London), who will talk about "A connection between Tempering and Entropic Mirror Descent" on Thursday the 2nd May, 9am UK time. Abstract: This work explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC corresponds to entropic mirror descent applied to the reverse Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be seen as a descent scheme of the KL divergence with respect to the Fisher-Rao geometry, in contrast to Langevin dynamics that perform descent of the KL with respect to the Wasserstein-2 geometry. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and derive adaptive tempering rules that improve over other alternative benchmarks in the literature. Reference: N. Chopin, F. R. Crucinio, A. Korba, A connection between Tempering and Entropic Mirror Descent, Preprint at ArXiv: 2310.11914<https://arxiv.org/pdf/2310.11914.pdf> The talk will be streamed on MS Teams at this link https://teams.microsoft.com/l/meetup-join/19%3ameeting_YTNiMmNkZTUtYTI4Mi00… Meeting ID: 378 951 648 902 Passcode: YB8fb5 We are looking forward to seeing you on May 2, best, Massimiliano on the behalf of the OWABC Seminar organisers ------ Dr. Massimiliano Tamborrino Associate Professor and Warwick International Higher Education Academy (WIHEA) Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Posizione RTT Mat/06 alla Sapienza
by Faggionato, Alessandra 23 Apr '24

23 Apr '24

Buongiorno, vi segnalo che è uscito il bando per una posizione RTT MAT/06 presso il Dipartimento di Matematica della Sapienza (scadenza 23 Maggio): https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/217127 Vi prego di segnalare tale bando a possibili interessati. Grazie Buona giornata Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Workshop Announcement LSID24 - Padova, September 18 - 20, 2024
by Alberto Chiarini 22 Apr '24

22 Apr '24

It is our pleasure to announce the following workshop: Large scale behaviour of interacting diffusions: from stochastic control to functional inequalities Padova, September 18 - 20, 2024 The goal of the workshop is to discuss recent advances on the study of asymptotic properties of interacting particle systems, with a special emphasis on controlled systems. Topics of interest include but are not limited to propagation of chaos, infinite dimensional Hamilton-Jacobi equations and ergodicity. We also aim at fostering discussions on the interplay between control methods and other emerging techniques to establish functional inequalities. SPEAKERS: * Luisa ANDREIS (Politecnico Milano) * Charles BERTUCCI (École polytechnique Paris) * Michele COGHI (Trento) * Andrea COSSO (Milano Statale) * Samuel DAUDIN (Université Côte d'Azur) * Benoit DAGALLIER (Courant Institute, New York) * Katharina EICHINGER (École polytechnique Paris) * Markus FISCHER (Padova) * Chiara FRANCESCHINI (Modena) * Richard KRAAIJ (TU Delft) * Mario MAURELLI (Pisa) * Pierre MONMARCHÉ (Sorbonne Paris) * Carlo ORRIERI (Pavia) * Sam POWER (Bristol) * Julien REYGNER (École des Ponts Paris) * Katharina SCHUH (TU Wien) * Milica TOMASEVIC (École polytechnique Paris) Please use the following link for more information and to register for the event (registration is free but mandatory) https://events.math.unipd.it/LSID24/. We kindly ask to spread the news to any potentially interested people. Thank you for your consideration, the organizers, Alekos Cecchin, Alberto Chiarini, Giovanni Conforti and Alessandra Cipriani

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PhD in Statistics @Unimib - Call for Applications
by Tommaso Rigon 22 Apr '24

22 Apr '24

Dear colleagues, We are glad to announce that five fully funded PhD fellowships in STATISTICS are available within the PhD program ECOSTATDATA at the University of Milano-Bicocca. The PhD program ECOSTATDATA lasts four years (November 2024 - October 2028) and comprises three separate curricula: "Economics," "Statistics," and "Big Data and Analytics for Business." Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a MSc degree (Laurea Magistrale) from an Italian university or an equivalent qualification from other countries. Participation is also open to candidates who do not have an MSc but expect to obtain their degree before October 31, 2024. Admission is decided on the basis of qualifications and an interview. Grant awarded The PhD scholarship is equal to € 16,243.00 per year (gross salary). It is exempt from local income tax and personal income tax (IRPEF). The grant will be awarded for four years and subject to satisfactory progress, which will be evaluated yearly. How to apply The call is published (deadline May 14, 2024, at 12:00 noon) on the page: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Please carefully read the call for applications and the description of the doctoral course you'd like to apply for. Additional information For more information on the PhD program, please visit the page: https://www.dems.unimib.it/en/research/phd-programme Best regards, ------------------------ Tommaso Rigon Assistant Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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Assegni di ricerca - Post doc positions
by Franco Flandoli 20 Apr '24

20 Apr '24

At the link https://trasparenza.sns.it/pagina874_tc-1_assegni-di-ricerca.html please find the announcement of a one-year position and two two-year positions of PostDoc oriented to research on stochastic fluids, with different perspectives, at Scuola Normale Superiore inside our research group https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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Professore II fascia MAT/05 UniSi - Associate professor MAT/05 UniSi
by GIOVANNI ALESSANDRO ZANCO 19 Apr '24

19 Apr '24

-- English version below -- Care colleghe e colleghi, il Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche dell'Università di Siena ha bandito una posizione di professore di II fascia in analisi matematica (s.s.d. MAT/05). Possono presentare domanda di partecipazione alla procedura di selezione coloro che siano in possesso dell'abilitazione scientifica nazionale o che ricoprano posizioni equivalenti a quella bandita. Il bando è pubblicato alla pagina https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/1-posto-di-profes… Le domande di partecipazione devono essere presentate tramite la piattaforma https://pica.cineca.it/unisi entro il 13 maggio 2024. Per ulteriori informazioni potete rispondere a questo messaggio oppure contattare il Prof. Giovanni Bellettini all'indirizzo bellettini(a)diism.unisi.it . Cordiali saluti, Giovanni Zanco ----- Dear colleagues, the Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche of Università di Siena invites applications for a permanent position of associate professor in Mathematical Analysis (MAT/05). Application is open to candidates that have obtained the corresponding italian scientific qualification as well as candidates who hold equivalent positions. The call is available at https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/1-posto-di-profes… Applications must be submitted via https://pica.cineca.it/unisi ; the deadline is May 13th, 2024. For enquiries please reply to this message or contact Prof. Giovanni Bellettini at bellettini(a)diism.unisi.it . Kind regards, Giovanni Zanco Ricercatore in Probabilità e Statistica Matematica Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche Università di Siena giovanni.zanco(a)unisi.it +39 0577 232870 San Niccolò Via Roma 56 53100 SI

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Call for application PhD in Economics Ca' Foscari University a.y. 2024-28
by Roberto CASARIN 19 Apr '24

19 Apr '24

Dear colleague, This is to inform you that the call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/web/it/259/bando-annuale [ITALIAN] https://www.unive.it/web/en/2161/annual-call [ENGLISH] We offer *5 positions with fully funded scholarships for 4** years *starting September 2024. A scholarship is about 20.000 euros gross/year. From the first year, PhD students have about 2.000 euros/year to spend for conference participation or summer/winter schools. Deadline to apply: *May 23rd 2024, at 1:00 PM (Italian time)*. For information on the PhD programme in Economics: http://www.unive.it/phd-economics <http://www.unive.it/phdeconomics> For information on the call and procedures to apply, please contact: phd.application(a)unive.it *Join us for an information session on Zoom on Monday May 9th 2024 at 4:00pm* (CEST) and get to know our world-class program, faculty, placement and more. Sign up now to register and receive access to the event: bit.ly/phdeconomics2024-form You will receive an email of confirmation with the codes to enter the meeting. INOMICS: https://inomics.com/program/phd-economics-ca-foscari-university-venice-1543… - in X https://twitter.com/DipEcoUnive/status/1780896334997782760 - in instagram https://www.instagram.com/p/C55gPX7ikDo - in facebook https://www.facebook.com/CaFoscariEconPhD/posts/pfbid03KnBsnQ96J5gYbyxDZuZE… -- 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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Fwd: IWFOS2025 - FIRST ANNOUNCEMENT
by Enea Bongiorno 16 Apr '24

16 Apr '24

Cari colleghi, scusandomi per possibili invii multipli inoltro il seguente annuncio. Cordialmente, Enea Bongiorno ---------- Forwarded message --------- From: iwfos2025 <iwfos2025(a)uniupo.it> Date: Tue, 16 Apr 2024 at 11:43 Subject: IWFOS2025 - FIRST ANNOUNCEMENT To: iwfos2025 <iwfos2025(a)uniupo.it> Apologies for cross-posting Dear Colleagues, Dear Friends, Following the success of the previous five editions held in Toulouse-France (2008), Santander-Spain (2011), Stresa-Italy (2014), A Coruña-Spain (2017), and Brno-Czech Republic (online 2021), it is our pleasure to announce the * 6th International Workshop on* *Functional and Operatorial Statistics* *IWFOS2025* June 25 – 27, 2025 Novara (Italy) *LOCATION* The workshop will take place in the *Auditorium Cattaneo* at Complesso Perrone in Novara, from 25th to 27th of June, 2025. *PRIORITIZED TOPICS* The topics of this workshop will privilege 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; · High-dimensional Statistics. We wish to encourage also contributions in *Machine Learning* in order to foster relations between all these different fields of modern statistics and to contribute to their future development. *INVITED SPEAKERS* The following scientists/researchers have accepted to attend: · Anne van Delft, Columbia University NY, USA · Holger Dette, RUHR-University Bochum, Germany · Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain · Karel Hron, Palacký University Olomouc, Czech Republic · Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium · Alessandra Menafoglio, Politecnico di Milano, Italy · Pavlo Mozharovskyi, Telecom Paris, France · Anuj Srivastava, Florida State University, USA · Shahin Tavakoli, University of Geneva, Switzerland · Simone Vantini, Politecnico di Milano, Italy *SCIENTIFIC PROGRAM COMMITTEE* *Co-Chairs* · Germán Aneiros (Universidade da Coruña, Spain) · Aldo Goia (Università del Piemonte Orientale, Italy) *Members of the SPC* · John Aston (University of Cambridge, UK) · Graciela Boente (Universidad de Buenos Aires, Argentina) · Hervé Cardot (Université de Bourgogne, Dijon, France) · Manuel Febrero Bande (University of Santiago de Compostela, Spain) · Sonja Greven (Humboldt-Universität Berlin, Germany) · Eduardo García Portugués (Carlos III University of Madrid, Spain) · Siegfried Hörmann (Graz University of Technology, Austria) · Daniel Hlubinka (Charles University, Prague, Czech Republic) · David Kraus (Masaryk University, Brno, Czech Repulic) · Sara Lopez-Pintado (Northeastern University, Boston, USA) · Dominik Liebl (University of Bonn, Germany) · Stanislav Nagy (Charles University, Prague, Czech Republic) · Juhyun Park (ENSIIE, Évry, France) · Matthew Reimherr (Pennsylvania State University, State College, USA) · Hanlin Shang (Macquarie University, Australia) · Laura Sangalli (Politecnico di Milano, Italy) · Piercesare Secchi (Politecnico di Milano, Italy) · Rosanna Verde (Università della Campania, Caserta, Italy) · Jane-Ling Wang (University of California, Davis, USA) · Yoav Zemel (EPFL SB MATH, Lausanne, Switzerland) *ORGANIZING COMMITTEE* *Co-Chairs* · Enea Bongiorno (Università del Piemonte Orientale, Italy) · Marie Hušková (Charles University, Prague, Czech Republic) *Members of the OC* · Francesca Centrone (Università del Piemonte Orientale, Novara, Italy) · Lax Chan (Università del Piemonte Orientale, Novara, Italy) · Agnese Di Brisco (Università del Piemonte Orientale, Novara, Italy) · Aldo Goia (Università del Piemonte Orientale, Novara, Italy) · Rosalba Ignaccolo (Università di Torino, Italy) · Caterina May (Università del Piemonte Orientale, Novara, Italy) · Alessandra Menafoglio (Politecnico di Milano, Italy) · Sylvie Viguier-Pla (Université de Perpignan, France) *SCIENTIFIC ORGANIZATION* According to the format of the previous editions, there will be the possibility to submit proposals for oral communications that will be selected by the Scientific Committee. The workshop has no parallel sessions with about 30 *Oral communications* and distributed over 5 half days. A *Poster session* will be organized including the unselected contributions for oral communications. *PUBLICATIONS* A book of proceedings edited by Springer and containing the selected oral/poster communications (6-8 pages) will be made available in on-line format at each participant. The meeting will be the starting point for a *Special Issue* of the *Journal of Multivariate Analysis*. It is worth mentioning that this special issue is not only open to the presentations in IWFOS 2025 but also to any other innovative contributions in the field. More information will be published in a forthcoming website. Thank you for your attention, Hoping see you in Novara, With our best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková ======================================================= IWFOS2025 Secretary Dipartimento di Studi per l'Economia e l’Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) e-mail: iwfos2025(a)uniupo.it -- Enea Bongiorno, Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------ -- Enea Bongiorno, Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario Andrea Agazzi - Lunedì 22 Aprile - Sapienza Università di Roma
by Silvestri, Vittoria 16 Apr '24

16 Apr '24

Si segnala il seguente seminario: Lunedì 22 Aprile 2024, ore 16:00, Sala di Consiglio, Dipartimento di Matematica "Guido Castelnuovo", Sapienza Università di Roma. *Speaker*: Andrea Agazzi (Università di Pisa) *Title*: Random Splitting of Fluid Models: Ergodicity, Convergence and Lyapunov exponents *Abstract: *We consider a family of processes obtained by decomposing the deterministic dynamics associated with some fluid models (e.g. Lorenz 96, 2d Galerkin-Navier-Stokes) into fundamental building blocks - i.e., minimal vector fields preserving some fundamental aspects of the original dynamics - and by sequentially following each vector field for a random amount of time. We characterize some ergodic properties of these stochastic dynamical systems and discuss their convergence to the original deterministic flow in the small noise regime. Finally, we show that the top Lyapunov exponent of these models is positive. This is joint work with Jonathan Mattingly and Omar Melikechi. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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post-doc position
by Simone Padoan 15 Apr '24

15 Apr '24

To anyone interested, a post-doc position in the Decision Sciences department in Bocconi university on an extreme values project is available. The link to apply is https://jobmarket.unibocconi.eu/?type=a&urlBack=/wps/wcm/connect/Bocconi/Si… If anyone is interested, she/he can write to simone.padoan(a)unibocconi.it for further information. Regards, Simone

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PostDoc position in Milan - PRIN Probabilistic Methods for Energy Transition
by Luciano Campi 15 Apr '24

15 Apr '24

Dear all, a postdoc position (assegno di ricerca) is open at the Department of Mathematics “F. Enriques", University of Milan - Statale. <https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> Bando di tipo B - PNRR - Prof. Campi - ID: 6597 | Università degli Studi di Milano Statale<https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> unimi.it<https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> [favicon_0_0.ico]<https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> The position is funded by the project PRIN PNRR “Probabilistic Methods for Energy Transition” involving research teams in Milan, Verona, Padua and Turin. The successful candidate will work on applications of stochastic control and games applied to energy transition. Lenght of the position: 18 months Gross annual salary: € 30.150 Deadline: May 7, 2024 (11:59 pm Italian time) For more information on how to apply click here: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…<http://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/assegn…> For any questions, feel free to contact me at luciano.campi(a)unimi.it<mailto:luciano.campi@unimi.it> All the best, Luciano Campi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Seminario Dip. Scienze Statistiche, Sapienza - M. Mazza - 18-4-2024
by Luisa Beghin 14 Apr '24

14 Apr '24

Buongiorno, *giovedì 18 Aprile alle ore 15:00,* nell'*aula 24 del Dipartimento di Scienze Statistiche, Sapienza* (ed. CU002, quarto piano) e online al link https://uniroma1.zoom.us/j/83831966596?pwd=U1pEclcrZzlFMXppcmVaL1FOaFUydz09 si terrà il seguente seminario: *Speaker: Mariarosa Mazza (Università di Roma, Tor Vergata)* *Titolo: Fractional derivatives and models: some numerical aspects* *Abstract:* Fractional derivatives are a well-established mathematical tool that has received much attention in recent decades due to their non-local behavior, proven to be useful in modeling anomalous diffusion present in various real-world phenomena. Examples include the generation and spread of electrical signals across biological excitable tissues, interactions between particles and fields within a plasma, and network dynamics in human environments. The improvement in describing these phenomena, however, results in a more challenging numerical treatment, requiring specialized strategies, e.g., in terms of discretization methods or numerical solvers. The aim of this talk is to give a little taste of the topic with a focus on the numerical linear algebra difficulties that it poses. Grazie per l'attenzione, cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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