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de Finetti seminar: 8 November, 16:30
by Marco Maggis 26 Oct '23

26 Oct '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Umut Cetin London School of Economics Title: *Insider trading with penalties and BSDEs* Abstract: We study equilibrium in a continuous time Kyle-Back model with a risk neutral informed trader whose trades are subject to costs, which can also be viewed as legal penalties for illegal insider trading if caught by the authorities. Existence of equilibrium is established under certain assumptions on the asset’s terminal payoff. Informed trader’s value function is related to a BSDE whose terminal condition is determined in equilibrium, which turns out to be the fixed point of a nonlinear operator. Equilibrium also reveals an interesting connection between h-transforms and quadratic BSDEs. LOCATION: The seminar will be held on *November 8, *2023 at *16.30,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Open PhD student position at Ulm University
by Robert Stelzer 26 Oct '23

26 Oct '23

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/52af87d73b16de8fb9ba18b936962… (German version: https://stellenangebote.uni-ulm.de/jobposting/108657eab3e5796ef2dd07d9e2855…) the announcement for an open position as a PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2024 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of Statistics, Data Science, Financial Mathematics and Stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for an outstanding junior scientist full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification in the form of a doctoral degree. It is strongly intended to increase the extent of the position by the acquisition of additional funding. Your profile: o a very good master degree in a mathematical field of study or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to pursue a PhD degree o interest in didactics and high-quality teaching o Commitment, ability to work in teams and interest in interdisciplinary cooperation o very good command of English and ability to teach in English Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is two hours per semester and week o Participation in the research projects of the institute o own further scientific qualification (PhD studies) * * *> Referenz-no.:* 23154 *> Application deadline:* 30.11.2023 *> Scope: Part-time (50%) > Temorary: initial contract for 3 years > Remuneration: TV-L EG 13 > Start: 01.04.2024 or later* Hiring is done by the Central University Administration. Your contract for further information: : Prof. Dr. Robert Stelzer, phone +49 731/50-23520 **We look forward to your application via our online application portal We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/job-portal <https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* * Seize the opportunity and join us in shaping the future of the University!* -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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CALL FOR EXPRESSIONS OF INTEREST FOR 2 POST-DOC POSITIONS AT THE UNIVERSITY OF TORINO
by Luca Regis 25 Oct '23

25 Oct '23

CALL FOR EXPRESSIONS OF INTEREST FOR 2 POST-DOC POSITIONS The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> of the University of Torino will soon open two post-doctoral positions funded by the following two PRIN PNRR 2022 projects: - Supply chain disruptions, financial losses and their prevention (PI: prof. Elisa Luciano) - Measuring, Managing and Hedging Indirect Climate-Transition Risk (PI: prof. Luca Regis) The start date is going to be in early 2024. Post-doc positions are for 2 years, possibly renewable for an additional year. No teaching load. Potentially interested candidates are strongly encouraged to contact Elisa Luciano (elisa.luciano(a)unito.it) or Luca Regis (luca.regis(a)unito.it) for further details, while sending them their cvs at their earliest convenience (possibly by November 3rd). The ESOMAS Department is ranked among the best economics departments in Italy and was awarded the "Dipartimenti d'Eccellenza" grant 2017-2022 and 2023-2027. The post-docs will work within the finance group at ESOMAS, which carries out part of its activities as Carlo Alberto Finance <https://www.carloalberto.org/cca-finance/> at the Collegio Carlo Alberto <https://www.carloalberto.org/>, in a dynamic and international research environment. -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Post-doc positions at Milano-Bicocca - Errata Corrige
by Francesco Caravenna 25 Oct '23

25 Oct '23

(The previous message contained a wrong link, here is the correct one) Four post-doc positions are currently open at the Department of Mathematics and Applications, University of Milano-Bicocca, in all areas of mathematics. Detailed information about the official call and the application procedure can be found here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-a2-2023-assegni-ricerca-ti… We encourage in particular applications from candidates working in probability theory and related fields. The application deadline is November 23 at 13:00. Do not hesitate to contact me for further information. Best wishes, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Post-doc positions at Milano-Bicocca
by Francesco Caravenna 25 Oct '23

25 Oct '23

Four post-doc positions are currently open at the Department of Mathematics and Applications, University of Milano-Bicocca, in all areas of mathematics. Detailed information about the official call and the application procedure can be found here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-a2-2023-assegni-ricerca-ti… <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ…> We encourage in particular applications from candidates working in probability theory and related fields. The application deadline is November 23 at 13:00. Do not hesitate to contact me for further information. Best wishes, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ <http://www.matapp.unimib.it/~fcaraven/> _________________________________________

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6 permanent positions in Stats & Prob at Warwick
by Spano, Dario 24 Oct '23

24 Oct '23

Gentili colleghe/i, A Warwick, UK (Statistics Department) abbiamo appena aperto 6 posizioni permanenti (Assistant or Associate professor) che coprono essenzialmente tutte le aree di Statistica e Probabilità (incluse Machine Learning e aree limitrofe). Vi invito cortesemente a circolare l’annuncio qui sotto a chiunque possa essere interessato. Scadenza: 27 novembre 2023. Cordiali saluti, Dario Spanò ==== Assistant and Associate Professor positions in Statistics at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Six permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics: Assistant Professor, Statistics (3 positions in Applied, Methodological or Theoretical Statistics ) Assistant Professor, Computational Statistics or Machine Learning (2 positions) Associate Professor (1 position, any area of Probability, Mathematical Finance or Statistics) Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professor Jon Forster (J.J.Forster(a)warwick.ac.uk<mailto:J.J.Forster@warwick.ac.uk>) or to any other senior member of the Warwick Statistics Department. Closing date: November 27, 2023. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

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Seminar in Statistics - PATRICK REBESCHINI
by Pierpaolo De Blasi 23 Oct '23

23 Oct '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 27 Ottobre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Patrick Rebeschini* (Oxford University, UK) Title: *Algorithmic Stability, Generalization, and Privacy for Diffusion Models* Abstract: The acclaimed success of diffusion models sparks a need to formulate theoretical guarantees to explain the generalization capability of such distribution learning methods, despite the high-dimensional nature of the training data and sampling procedures being utilized. Prior efforts accounting for the empirical nature of score matching mechanisms typically hinge on uniform learning strategies, which provide error bounds that are algorithm-agnostic and often yield results that depend exponentially badly on the problem dimension. In this work, we move away from uniform learning approaches and develop algorithm-dependent generalization error bounds based on the framework of algorithmic stability from supervised learning. We introduce the notion of 'score stability’, which encapsulates the score learning process's susceptibility to perturbations in the training data. We show that score-stable algorithms generalize well and generate differentially-private samples. To showcase the applicability of our framework, we consider score functions learned via canonical gradient-based optimization procedures, and establish generalization bounds that display a linear dependence on the dimension. Our bounds are stated with respect to the reverse KL divergence and the maximum mean discrepancy, notions of error commonly used in the analysis and training of diffusion models. (Joint work with Tyler Farghly, George Deligiannidis, and Arnaud Doucet) ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88107896961?pwd=TFZhS01BS3IzZmtSRWZNTWJhNHRNQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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SPASS Seminar: Simon Michaël Schulz
by Francesco Grotto 20 Oct '23

20 Oct '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Well-posedness and stationary states for a crowded active Brownian system with size-exclusion* by *Simon Michaël Schulz* (Scuola Normale Superiore) The seminar will take place on *TUE, 24.10.2023* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, University of Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> ------------------------------------------- Abstract: We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an orientation. This equation incorporates diffusion in both the spatial and angular coordinates, as well as a non-linear non-local drift term, which depends on the angle-independent density. The spatial diffusion is non-linear degenerate and also comprises diffusion of the angle-independent density, which one may interpret as cross-diffusion with infinitely many species. Our proof relies on interpreting the equation as the perturbation of a gradient flow in a Wasserstein-type space. It generalizes the boundedness-by-entropy method to this setting and makes use of a gain of integrability due to the angular diffusion. We also prove uniqueness in the particular case where the non-local drift term is null, and provide existence and uniqueness results for stationary equilibrium solutions. This is joint work with Martin Burger.

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Manifestazione di interesse - assegni di rricerca presso Università Bocconi
by Antonio Lijoi 19 Oct '23

19 Oct '23

Gentili colleghe/i, inoltro un invito a manifestare interesse per posizioni da assegnista di ricerca che verranno bandite a breve dall’Università Bocconi. Cordiali saluti, Antonio Lijoi ------------ ** Call for expression of interest ** The Bocconi Institute for Data Science and Analytics (BIDSA) will soon open two post-doctoral positions on Bayesian Nonparametrics, under the supervision of Antonio Lijoi and Igor Pruenster. The start date should ideally be in early 2024 but there is some space for flexibility. Successful applicants will be based at the BayesLab (https://bayeslab.unibocconi.eu) a BIDSA research unit focusing on Bayesian learning. Potentially interested candidates are strongly encouraged to contact Antonio Lijoi (antonio.lijoi(a)unibocconi.it) or Igor Pruenster (igor(a)unibocconi.it) for further details, possibly before November 1, 2023.

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Seminars at Sapienza Univ. - 23-24 Oct.
by Luisa Beghin 19 Oct '23

19 Oct '23

Dear all, we are pleased to invite you to the two seminars organised by the Department of Statistical Sciences, Sapienza University of Rome, which can be followed via Zoom. *Location:* Room n.24, 4th floor, Edificio CU002 (Scienze Statistiche) *Zoom: * https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09 *Time:* *Monday 23th of October, at 10.30* *Speaker: *Josè Luis Da Silva (University of Madeira - Portugal) *Title:* A Biorthogonal Approach to Infinite Dimensional Fractional Poisson Measures *Abstract*: We use a biorthogonal approach to the analysis of the infinite dimensional fractional Poisson measure. The complex Hilbert space w.r.t. these measures are described in terms of a proper system of generalized Appell polynomials. The kernels of the monomials may be expressed in terms of the Stirling operators of the first and second kind as well as the falling factorials in infinite dimensions. Associated to this system of Appell polynomials is the dual Appell system which is suitable to describe generalised functions. We then construct and characterize test and generalised functions in terms of integral transform as entire functions. *Time:* *Tuesday 24th of October, at 14.30* *Speaker: *Tobias Kuna (University of L'Aquila) *Title:* An Intrinsic Characterization of Moment Functionals in the Compact Case *Abstract:* We discuss characterizations of linear functionals $L$ on an unital commutative real algebra $A$ which can be represented as integral w.r.t. a compactly supported Radon measure on the character space of $A$. We give a characterization by the following three types of conditions: bounds on the growth of $(L(a^n))_n$, non-negativity of $L$ on Archimedean quadratic models, and continuity of $L$ w.r.t. submultiplicative seminorms on $A$. We will relate each of these conditions to a different technique solving this instance of the moment problem. Surprisingly, we can also provide an exact characterization of the compact support of the representing Radon measure purely in terms of $L$. This is a joint work arXiv:2204.05630 with Maria Infusino, Salma Kuhlmann and Patrick Michalski. Best regards. 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/ ***************************************************************** -- **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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YStatS Webinar - Stochastic Fluid Dynamics
by Lucio Galeati 18 Oct '23

18 Oct '23

Dear all, It is my pleasure to announce an upcoming Webinar on Stochastic Fluid Dynamics, organized by the YoungStatS initiative, to take place on 15th November 2023 at 15:00 CET. There will be four young researchers speaking (Diego Alonso-Orán, Daniel Goodair, Erwin Luesink, Milo Viviani), moderated by Umberto Pappalettera. All further information, and the link to register to attend (registration is free but mandatory), can be found here: https://youngstats.github.io/post/2023/10/14/stochastic-fluid-dynamics/ Hope to see you there! Best, Lucio

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Annuncio "AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS"- 20 novembre 2023
by Luisa Andreis 17 Oct '23

17 Oct '23

Care colleghe e colleghi, Vi annunciamo che Lunedì 20 Novembre si terrà la dodicesima giornata di seminari: AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Monday 20 November 2023 Lecturers: Christina Goldschmidt (Oxford) and Rajat Subhra Hazra (Leiden) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni, inclusi gli abstract dei talk, sono reperibili alla pagina web dell’evento<https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…>. Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdd9c4Oud-o_taW4ygl767bKWm1YhM9-x5… Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessato/a, in particolare giovani ricercatrici e ricercatori! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Christina Goldschmidt (University of Oxford) Title: Trees and snakes Prof. Rajat Suburra Hazra (University of Leiden) Title: The membrane model 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Goldschmidt 11.45-12.15 Break 12.15-13.00 Seminar: Goldschmidt 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Hazra 15.15-15.45 Break 15.45-16.30 Seminar: Hazra Trovate qui<https://drive.google.com/file/d/1GHmrRKm53NBGzkF0AHdQtbE8dlMnI4k6/view> il poster dell’evento. ------------------------------------------------------- Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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31st World Meeting of the International Society for Bayesian Analysis, ISBA2024
by Roberto CASARIN 17 Oct '23

17 Oct '23

Dear all, we are happy to announce the: *31st World Meeting of the International Society for Bayesian Analysis (ISBA)* *July 1-7, 2024, Ca' Foscari University of Venice, Venice, Italy* The World Meeting of the International Society for Bayesian Analysis (ISBA) will take place at Ca' Foscari University of Venice on July 1-7, 2024 ( http://www.unive.it/isba2024) and will be hosted by the Department of Economics and co-organized with the Venice centre in Economic and Risk Analytics (VERA, https://unive.it/vera) The meeting aims to bring together the international statistical community of researchers and professionals who develop Bayesian methods and apply them to challenging problems in different fields, ranging from economics, and finance, to business, industry, biostatistics, pharmaceutical statistics, environmental statistics, etc. *Lectures*: Dani Gamerman (Universidade Federal do Rio de Janeiro), Andrew Gelman (Columbia University), Kerrie Mengersen (Queensland University of Technology), Marina Vannucci (Rice University), Michael Jordan (University of California, Berkeley), Stephanie van der Pas (Amsterdam University Medical Center). *Keynote Speakers*: Antonietta Mira (USI and Università degli Studi dell'Insubria), Omiros Papaspiliopoulos (Bocconi University), Alexandra Schmidt (McGill University), Johannes Schmidt-Hieber (University of Twente). *Deadline for submitting contributed talks and posters: November 17, 2023. * Complete details regarding registration and accommodations will be available at the conference’s website at http://www.unive.it/isba2024 *Organizing Committee* Roberto Casarin (Chair), Ca’ Foscari University of Venice Emanuele Aliverti, University of Padua Isadora Antoniano Villalobos, Ca’ Foscari University of Venice Monica Billio, Ca’ Foscari University of Venice Guido Consonni, Catholic University of Milan Stefano Favaro, University of Turin Brunero Liseo, Sapienza University of Rome Sonia Petrone, Bocconi University of Milan Christian P. Robert, Université Paris Dauphine Stefano Tonellato, Ca’ Foscari University of Venice Laura Ventura, University of Padua *Scientific Committee* Sinead Williamson (Chair), University of Texas at Austin/Apple Sergios Agapiou, University of Cyprus Trevor Campbell, University of British Columbia Roberto Casarin, Ca’ Foscari University of Venice Luis Mauricio Castro Cepero, Pontificia Universidad Católica de Chile Christopher Drovandi, Queensland University of Technology Daniele Durante, Bocconi University Hedibert Freitas Lopes, Institute of Educatio and Research Emtiyaz Khan, RIKEN Center Matthias Katzfuss, University of Wisconsin-Madison Juhee Lee, University of California Santa Cruz David Nott, National University of Singapore Stéphanie van der Pas, Amsterdam UMC Bruno Sansó, University of California Mike West, Duke University -- 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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Bandi assegni di ricerca presso POLIMI
by Laura Maria Sangalli 17 Oct '23

17 Oct '23

Vi prego di fare circolare il seguente avviso di bandi di assegni di ricerca SECS/S01 tra i potenziali interessati Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “STATISTICAL LEARNING PER IL PROGETTO GRINS – GROWING RESILIENT, INCLUSIVE AND SUSTAINABLE.WP2 PROGETTO GRINS – PNRR PE9 SPOKE7_2023_ASSEGNI_DMAT_14” Responsabili: Prof. Piercesare Secchi, Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 25-10-23 *** Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “MODELLI E ANALISI PER DATI CLINICI PROVENIENTI DA PROGETTI DELLE RETI CARDIOLOGICA E NEUROLOGICA.ATTIVITÀ WG6 PROGETTO HEALTH BIG DATA-PROTOCOLLO DI INTESA CON ALLEANZA CONTRO IL CANCRO_2023_ASSEGNI_DMAT_12” Responsabile: Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 26-10-23 —— 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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One World ABC Seminar: Stefan Radev - 26th October, 1pm Uk time
by Massimiliano Tamborrino 17 Oct '23

17 Oct '23

Dear all, our next One World ABC Seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching. We are happy to inform you that our next OWABC speaker is Stefan Radev<https://faculty.rpi.edu/stefan-radev> (Rensselaer Polytechnic Institute, US), who will talk about "More expressive amortized Bayesian inference via joint learning and self-consistency?" on Thursday, the 26th October at 1pm UK time (please notice the different time!) Abstract: We propose “jointly amortized neural approximation” (JANA) to simultaneously learn intractable likelihood functions and posterior densities arising in Bayesian surrogate modeling and simulation-based inference. To this end, we train three complementary networks in an end-to-end fashion: 1) a summary network to compress individual data points, sets, or time series into informative embedding vectors; 2) a posterior network to learn an amortized approximate posterior; and 3) a likelihood network to learn an amortized approximate likelihood. The interaction between these networks opens a new route to amortized marginal likelihood and posterior predictive estimation. Furthermore, we observe that we can increase the efficiency of amortized inference by leveraging the marginal likelihood as a proxy for the self-consistency of Bayes’ rule. Upon perfect approximation, the marginal likelihood is constant across all parameter values by definition. However, approximation error leads to undesirable variance in the marginal likelihood estimates across different parameter values. We formulate violations of this symmetry as a loss function applicable in both likelihood-based and simulation-based scenarios. We demonstrate the utility of these approaches on illustrative Bayesian models, including both simple examples and representative cases. The talk will be streamed on MS Teams, and it can be joined via this link https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZWQwZjg3NTktNjY4OS00… or via Meeting ID: 389 057 974 73 Passcode: H9uMjk We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABC Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminario a Napoli
by epirozzi 16 Oct '23

16 Oct '23

Avviso di Seminario il giorno 25 Ottobre 2023 alle ore 14:30 Anna Vidotto Dipartimento di Matematica e Applicazioni Università degli studi di Napoli FEDERICO II terrà un seminario dal Titolo: The Malliavin-Stein Approach and an Improved Second-Order Poincaré Inequality. Abstract: In this talk we will introduce the so-called Malliavin-Stein approach for obtaining quantitative central limit theorems for functionals of Gaussian fields, that this combination works admirably well was discovered by Nourdin and Peccati in their seminal paper from 2009. Then we will present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (2009) and Nourdin et al. (2009), and consequent applications. Il seminario si terrà nella Sala Professori Primo livello al Dipartimento di Matematica e Applicazioni, Università degli Studi di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Sarà anche possibile seguirlo online mediante Teams al seguente link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

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Double seminar: Francesco D'Amore & Isabella Ziccardi at Tor Vergata
by Michele Salvi 16 Oct '23

16 Oct '23

Dear all, On Thursday, October 19th, at 14h00 (change of usual time!) in Aula Dal Passo at the Math Department of Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host the seminars 14h00 - Francesco D'Amore (Aalto University, Espoo) "The Strong Lottery Ticker Hypothesis and the Random Subset Sum Problem” Abstract: The Strong Lottery Ticket Hypothesis (SLTH) posits that randomly-initialized neural networks contain subnetworks (strong lottery tickets) that achieve competitive accuracy when compared to sufficiently small target networks, even those that have been trained. Empirical evidence for this phenomenon was first observed by Ramanujan et al. in 2020, spurring a line of theoretical research: Malach et al. (2020), Pensia et al. (2020), da Cunha et al. (2022), and Burkholz (2022) have analytically proved formulations of the SLTH in various neural network classes and under different hypotheses. In this presentation, we provide an overview of the state-of-the-art theoretical research on the SLTH and its connection with the Random Subset Sum (RSS) problem in theoretical computer science. While previous works on the SLTH ensure that the strong lottery ticket can be obtained via unstructured pruning, we demonstrate how recent advances in the multidimensional generalization of the RSS problem can be leveraged to obtain forms of structured pruning. Additionally, we highlight how refining the RSS results would yield tighter formulations of the SLTH. This presentation is based on a joint work with Arthur da Cunha and Emanuele Natale that will be presented at NeurIPS 2023. 15h00 - Isabella Ziccardi (Bocconi) "Distributed Self-Stabilizing MIS Algorithms" Abstract: I will discuss self-stabilizing distributed algorithms that find a Maximal Independent Set in an n-vertex graph. These algorithms share the feature of utilizing randomization to break symmetry. I will compare them based on the following parameters: the number of states used by each node, the knowledge of the graph required by each node, and their stabilization time. The first three algorithms are obtained by reconsidering some existing algorithms and making them self-stabilizing by introducing additional states. The first algorithm gets along with three states, but each node must have knowledge of ∆, the maximum node degree. In the second algorithm, nodes only need to be aware of their degree, but each node v has O(∆(v)) states, where ∆(v) is the degree of v. The third algorithm also requires O(∆(v)) states for each node v, but it works in the restricted beeping communication model. All three algorithms stabilize in O(log n) rounds with high probability. Lastly, I will talk about two algorithms that aim to create self-stabilizing algorithms with a constant number of states while requiring no knowledge of the underlying graph. The first algorithm is a natural process that, despite its simplicity, has received limited attention in the literature. It stabilizes in O(polylog(n)) rounds for specific graph families but may exhibit slower convergence time on general graphs. The final algorithm is a modification of this simple process, that tries to fix the particular situations that slow down the convergence. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminar is part of the Excellence Project MatMod@TOV.

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One world probability seminar October 19th
by Alberto Chiarini 16 Oct '23

16 Oct '23

Ricevo e inoltro: ------------------------------------------------------ Dear all. The next session of the One World Probability Seminar will be on October 19 (Thursday) from 14:00 to 16:00 UTC.The speakers of this session are Martin Hairer (Imperial College and EPFL) and Hao Shen (Wisconsin-Madison). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Talk 1 : Stochastic quantization of Yang-Mills Speaker : Martin Hairer Abstract : We report on recent progress on the problem of building a stochastic process that admits the (hypothetical in 3D) Yang-Mills measure as its invariant measure. One interesting feature of our construction is that it preserves gauge-covariance in the limit even though it is broken by our UV regularisation. This is based on joint work with Ajay Chandra, Ilya Chevyrev, and Hao Shen. Talk 2 : Invariant measure and universality of the 2D Yang-Mills Langevin dynamic Speaker: Hao Shen Abstract : In [CCHS20] by Chandra, Chevyrev, Hairer and S., a Langevin dynamic for 2D Yang-Mills (YM) was constructed on 2D torus. In this talk we discuss some new results based on a joint paper with Chevyrev [CS22]. We prove that the 2D YM measure is invariant for the Langevin dynamic constructed in [CCHS20]. Our argument relies on a combination of regularity structures, lattice gauge-fixing, and Bourgain’s method for invariant measures. In particular, we prove a universality result which states that for a wide class of lattice YM gauge theories, their corresponding Langevin dynamics converge to the same continuum dynamic constructed in [CCHS20]. An important step is a proof of uniqueness for the mass renormalisation of the gauge-covariant continuum Langevin dynamic, which allows us to identify the limit of discrete approximations. As corollaries we obtain a gauge-fixed decomposition of the YM measure into a Gaussian free field and an almost Lipschitz remainder, and a proof of universality for the 2D YM measure under a wide class of discrete approximations. Zoom-link: https://univienna.zoom.us/j/66242024127?pwd=K201d0FGQ1dvZHIzZERlUnNSbUlRQT09 Meeting ID: 662 4202 4127 Passcode: 188885 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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special issue of "Decisions in Economics and Finance" on "The Mathematics of Subjective Probability"
by Pietro Rigo 13 Oct '23

13 Oct '23

The Journal "Decisions in Economics and Finance" is announcing a special issue on "The Mathematics of Subjective Probability". The main topics are: Probability theory Theory of choice under uncertainty Game theory and learning Mean fields games Stochastic optimization and control Optimal transport Possible connections with economic phenomena would be greatly appreciated. The special issue follows the conference that took place in Milan in september 2023: https://www.msp2023.campus.unimib.it/ Submission will take place through the journal platform, upon specifying the special issue of interest. The deadline is december 31st 2023. Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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Call for expression of interest -2 research fellowships at University of Cagliari
by Maria Infusino 13 Oct '23

13 Oct '23

Ricevo e inoltro volentieri. ————————————————————————————————————————————————- The Department of Mathematics and Computer Science of the University of Cagliari will shortly open calls for *two research fellowships* for 12 months within a multidisciplinary research project on the study of networks and graph structures. We are seeking for candidates with a background in one of these topics: - inferential statistics, statistical modeling (supervisor Silvia Columbu) - numerical linear algebra (supervisors Caterina Fenu and Alessandro Buccini) - logic (supervisor Stefano Bonzio) - computer science and visualization (supervisor L Davide Spano) Background in the analysis of networks under their different theoretical and applied aspects are highly valued. The positions will be opened at the Department of Mathematics and Computer Science of the University of Cagliari. The official calls will be advertised before the end of 2023, but we encourage potential interested applicants to get in touch with us to express their interest. There is no specific deadline, but we encourage applicants to express their interest before October 31st, 2023. Silvia Columbu (silvia.columbu(a)unica.it <http:///horde/imp/smartmobile.php#compose?to=silvia.columbu%40unica.it>), Caterina Fenu (kate.fenu(a)unica.it <http:///horde/imp/smartmobile.php#compose?to=kate.fenu%40unica.it>), Stefano Bonzio (*stefano.bonzio(a)unica.it <stefano.bonzio(a)unica.it>*), Alessandro Buccini (*alessandro.buccini(a)unica.it <alessandro.buccini(a)unica.it>*), Davide Spano (*davide.spano(a)unica.it <davide.spano(a)unica.it>*) *Brief description of the project:* *GraphNet: models, computation and estimation in networks and graph analysis *is an interdisciplinary research project with the global objective of integrating and developing mathematical, statistical and computer science tools to provide a thorough comprehension of the complex association between graph theory and network science. The primary project's aim is to bridge together the abstract mathematical structure of graphs and the computational and inferential approaches in the description of real-world networks arising from applications. We will deal with 3 objectives: theoretical aspects of graph structures, analysis of case studies, and implementation of appropriate computational and visualization tools.

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Call postdoc @Unisi
by Piero MAZZARISI 13 Oct '23

13 Oct '23

Dear colleagues, I would like to advertise the call for a 18-months postdoc position at the University of Siena on: “Models of dynamic networks for the study of financial systemic risk.” A synthetic description of the project topic can be found here, both in Italian and English: https://titulus-unisi.cineca.it/albo/viewer?view=files/003066882-UNSISIE-20… Deadline for applications: October, 30th 2023. The call as well as instructions for application, can be found here: https://www.unisi.it/node/12841 Do not hesitate to contact me for further information. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: pieromazzarisi.com <https://pieromazzarisi.wordpress.com/>

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seminario Federico Capannoli (16 Ottobre, Sapienza)
by Matteo Quattropani 13 Oct '23

13 Oct '23

Salve a tutti, Segnalo il seguente seminario, che avrà luogo Lunedì 16 Ottobre alle ore 17:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza): Speaker: Federico Capannoli (Leiden University) Title: Meeting, Coalescence and Consensus on random directed graphs. Abstract: We consider Markovian dynamics on a typical realization of the so-called Directed Configuration Model (DCM), which is a random directed graph with prescribed in- and out-degrees. In this random geometry, we study the meeting time of two random walks starting at stationarity, the coalescence time for a system of coalescent random walks, and the consensus time of the voter model. Indeed, it is known that the latter three quantities are related to each other when the underlying sequence of graphs satisfies certain mean field conditions. We provide a complete characterization of the distribution of meeting, coalescence and consensus time on a typical random graph as a function of a single quantity θ. More precisely we show that, for a typical large graph from the DCM ensemble, the distribution of the meeting time is well-approximated by an exponential random variable. Furthermore, we provide the precise first-order approximation of its expectation, showing that the latter is linear in the size of the graph, and the explicit preconstant θ depends on some easy statistics of the degree sequence. As a consequence, we can analyze the effect of the degree sequence on the expected meeting time and, via some explicit examples, how its regularity/variability play crucial roles in the information diffusion. This is based on a joint work with Luca Avena (University of Florence), Rajat Subhra Hazra (Leiden University) and Matteo Quattropani (Sapienza, University of Rome). Saluti, Matteo Quattropani

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Post-doc position in mathematical statistics in Tartu (Estonia)
by Daniela Bertacchi 12 Oct '23

12 Oct '23

Ricevo e inoltro: ******************************************* *Post-doc position in mathematical statistics in Tartu (Estonia)* https://jobrxiv.org/job/university-of-tartu-27778-postdoc-position-in-mathe… *Announcement* The Institute of Mathematics and Statistics at the University of Tartu is seeking to fill the post of a Postdoctoral Research Fellow in mathematical statistics. The fixed-term position is scheduled for a duration of 1 year, the regular full employment time is 40 hours per week. The institute is located at the University of Tartu Delta Centre, https://delta.ut.ee/en <https://delta.ut.ee/en%E2%80%9D> The successful candidate will join the research project “Statistical modelling with hidden Markov models and model validation” under supervision of Prof Jüri Lember and Ass Prof Kristi Kuljus. Project description: Manyfold Markov models are generalizations of hidden Markov models (HMM). A manyfold Markov model is a multi-dimensional Markov chain, where typically some of the marginal processes are considered as latent variables. Mostly two- or three- dimensional models – called pairwise or triplet Markov models (PMM or TMM) – are studied. Such a general approach yields a large and flexible class of dynamical models, thus, for instance, HMM is just a very narrow subclass of TMMs. The purpose of the project is to study different inference problems related to these Markov models, an important research direction is segmentation or decoding. The research combines theory with practice, involving working out the corresponding probability-theoretical framework as well as necessary dynamic programming algorithms, studying their properties and implementing the methods to real data. Both frequentist and Bayesian settings will be considered. Requirements: Candidates should hold a PhD degree in mathematical statistics or mathematics. Good command of written and spoken English is expected. Candidates are invited to submit their application (CV, list of publications, a scanned copy of the PhD diploma, brief motivation letter, and contacts for at least two references). Application deadline is November 15, 2023; expected start date is January 1, 2024.

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Pisa-Leipzig statistical learning seminar: Ernesto De Vito
by Andrea Agazzi 12 Oct '23

12 Oct '23

Dear Colleagues, We would like to invite you to the following statistical learning seminar, jointly organized by UniPi, AI institute Uni Leipzig, and MPI for Mathematics in the Sciences (abstract below): * Understanding Neural Networks with Reproducing Kernel Banach Spaces* by *Ernesto De Vito* (Università di Genova) The seminar will take place on *MON, 16.10.2023* at *15:00 CET *in Aula Riunioni, Dipartimento di Matematica, Università di Pisa and streamed online here <https://uni-leipzig.zoom.us/j/68738656421?pwd=Zll6MkdBVXAvYmZaUmV1QnJ5RWxXd…> (see seminar website for further info). The organizers, A. Agazzi, N. Cyrille, A. Kreiss, S. Mukherjee, and K. Papagiannouli. https://sites.google.com/unipi.it/sslapdys -------------------------------------------- * Title: Understanding Neural Networks with Reproducing Kernel Banach Spaces* Abstract: *Characterizing the function spaces corresponding to neural networks can provide a way to understand their properties. The talk is devoted to show how the theory of reproducing kernel Banach spaces can be used to characterize the function spaces corresponding to neural networks. In particular, I will show a representer theorem for a class of reproducing kernel Banach spaces, which includes one hidden layer neural networks of possibly infinite width. Furthermore, I will prove that, for a suitable class of ReLU activation functions, the norm in the corresponding reproducing kernel Banach space can be characterized in terms of the inverse Radon transform of a bounded real measure. * *The talk is based on joint work with F. Bartolucci, L. Rosasco and S. Vigogna.*

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Seminario Padova - Quattropani
by alekos.cecchin＠unipd.it 12 Oct '23

12 Oct '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (13 ottobre) alle ore 14:30 in aula 2BC30 del Dipartimento di Matematica dell’Università di Padova (Torre Archimede) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Matteo Quattropani (Università la Sapienza di Roma) Title: Mixing of the Averaging process on graphs Date: October 13, 2023 at 14:30, room 2BC30, Torre Archimede, Padova; in presenza Abstract: The Averaging process (a.k.a. repeated averages) is a mass redistribution model over the vertex set of a graph. Given a graph G, the process starts with a non-negative mass associated to each vertex. The edges of G are equipped with Poissonian clocks: when an edge rings, the masses at the two extremes of the edge are equally redistributed on these two vertices. Clearly, as time grows to infinity, the state of the system will converge (in some sense) to a flat configuration in which all the vertices have the same mass. This very simple process has been introduced to the probabilistic community by Aldous and Lanoue in 2012. However, up to few years ago, there was no graph for which sharp quantitative results on the time needed to reach equilibrium were available. Indeed, the analysis of this process requires different tools compared to the classical Markov chain framework, and even in the case of seemingly straightforward geometries—such as the complete graph or the 1-d torus—it can be handled only by means of non trivial probabilistic and functional analytic techniques. During the talk, I’ll try to give a broad overview of the problem and of its difficulties, and I'll present the few examples that have been completely settled. Based on joint work with P. Caputo (Roma Tre) and F. Sau (Università di Trieste) Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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