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Bernoulli Instructorship in Statistics at EPFL
by Alessia Caponera 28 Sep '23

28 Sep '23

Dear colleagues, The Institute of Mathematics at the Ecole Polytechnique Fédérale de Lausanne (EPFL) invites applications for a *full-time* *Bernoulli Instructorship in Statistics*. Bernoulli Instructorships are prestigious postdoctoral research positions hosted within the Institute of Mathematics. They offer complete research autonomy and provide travel support, for a period up to four years, allowing promising early career researchers (up to 3 years post-PhD) to launch their independent research career. Bernoulli Instructors are expected to teach courses in their broader domain at all levels. Ability to teach in French is a plus, but not a prerequisite. EPFL salaries for instructors are highly competitive. In addition, instructors receive a substantial yearly budget for travel expenses and other expenditures. The EPFL actively aims to increase the presence of women amongst its employees, and female candidates are strongly encouraged to apply. Application files should be submitted in PDF format and uploaded via the link below by *October 31, 2023*: Applications should include a cover letter, curriculum vitae, publication list, research plan, teaching record, and the names, emails and addresses of at least three references (to be added at the end of the cover letter). For more information, please visit: *https://recruiting.epfl.ch/Vacancies/3103/Description/2 <https://recruiting.epfl.ch/Vacancies/3103/Description/2>* Best wishes, Alessia Caponera

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Tenure-track position in Data Analysis and Quantitative Methods
by Marzia Angela Cremona 28 Sep '23

28 Sep '23

Dear Colleagues, The Department of Operations and Decision Systems of Université Laval has a new opening for a tenure-track position in Data Analysis and Quantitative Methods. The deadline for applying is September 30, 2023. You find all details at https://www.rh.ulaval.ca/emploi/HCM/7455/votreexpertise Please forward this opportunity to anyone who might be interested! Regards, Marzia Cremona Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Fwd: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin
by Francesco Caravenna 27 Sep '23

27 Sep '23

Ricevo e inoltro. > Da: Neil O'Connell <neil.oconnell(a)ucd.ie> > Oggetto: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin > Data: 27 settembre 2023, 16:21:12 GMT+1 > > Dear Friends and Colleagues, > > We are currently advertising a permanent position in Probability at University College Dublin. > > The closing date for applications is November 13, 2023. Further details can be found at > > https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati… <https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati…> > > Please forward to any suitable candidates who may be interested in applying. > > Best wishes, > Neil

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Fwd: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre
by Maurizia Rossi 27 Sep '23

27 Sep '23

Cari tutti, Ricevo e inoltro con piacere. Cordiali saluti, MR ---------- Messaggio inoltrato --------- Da: Kevin Ray Payne <kevin.payne(a)unimi.it> Data: mer 27 set 2023 alle 16:24 Oggetto: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre A: *Lezioni LEONARDESCHE * Lunedì 9 ottobre 2023, ore 16.30, in Sala Adunanze dell’Istituto Lombardo, Academia di Scienze e Lettere, Palazzo Brera, in Via Brera 28 <https://www.google.com/maps/search/Via+Brera+28?entry=gmail&source=g> il Professore *HUGO DUMINIL-COPIN* *IHES and Université de Genève * parlerà su *Critical Phenomena through the Lens of the Ising Model * ABSTRACT: The Ising model is one of the most classical lattice models of statistical physics undergoing a phase transition. Initially imagined as a model for ferromagnetism, it revealed itself as a very rich mathematical object and a powerful theoretical tool to understand cooperative phenomena. Over one hundred years of its history, a profound understanding of its critical phase has been obtained. While integrability and mean-field behavior led to extraordinary breakthroughs in the two-dimensional and high-dimensional cases respectively, the model in three and four dimensions remained mysterious for years. In this talk, we will present recent progress in these dimensions based on a probabilistic interpretation of the Ising model relating it to percolation models. ABOUT THE SPEAKER: Hugo Duminil-Copin is a dynamic, energetic, and collaborative mathematician whose numerous contributions to statistical physics have justifiably earned him worldwide recognition and numerous awards. His work has centered on using ideas from probability theory to study the critical behavior of various models on networks. His work has revolutionized our understanding of percolation theory by identifying the critical point at which phase transitions occur and by characterizing the behavior of the system above, below and at the critical point. For his many and profound contributions to the understanding of probabilistic models at or near the critical point, Duminil-Copin was awarded the Fields Medal in 2022. Duminil-Copin received his Ph.D at the Université de Genève in 2012 under the direction of fellow Field’s Medalist Stanislav Smirnov with a thesis that exploited percolation theory and combinatorics to investigate the number of self-avoiding walks in hexagonal lattices that was published in the Annals of Mathematics. A series of prestigious prizes followed, including the Rollo Davidson Prize (2012), the Oberwolfach Prize (2013), the European Mathematical Prize (2016) and many others before receiving the Fields Medal. Duminil-Copin is Full Professor at the Université de Genève since 2014 (just two years after the Ph.D) and Permanent Professor at the IHES since 2016. In collaborazione con il: SEMINARIO MATEMATICO E FISICO DI MILANO Per ulteriori informazioni: http://www.matematica.unimi.it/ecm/home/ricerca/lezioni-leonardesche Organizzazione: C.D. Pagani e B. Ruf - Istituto Lombardo, Accademia di Scienze e Lettere K.R. Payne - Dipartimento di Matematica "F. Enriques", Università degli Studi di Milano F. Cipriani - Dipartimento di Matematica "F. Brioschi", Politecnico di Milano T. Weigel - Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca G. Savarè - Department of Decision Sciences, Università Bocconi Milano --

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postdoctoral position at Politecnico di Torino
by Daniele Cappelletti 27 Sep '23

27 Sep '23

Dear all, This is to inform you that there is an opening for a two-year postdoctoral position at Politecnico di Torino (advertised as a 1-year renewable position), in connection with the project "ConStRAINeD" (link <https://constrained.polito.it/>). If you are interested, please apply via the following link: https://careers.polito.it/default.aspx?id=135/2023-AR Please note that the deadline for the application is October 5 at 3PM *Rome time*. Best regards, Daniele

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Talks
by DAVIDE AUGUSTO BIGNAMINI 26 Sep '23

26 Sep '23

Dear colleagues, We are happy to announce three talks on weak and strong uniqueness for SPDEs. Speaker: *Federica Masiero* (Università degli studi di Milano-Bicocca) Title: Partial smoothing of the stochastic wave equation and regularization by noise phenomena Speaker: *Carlo Orrieri* (Università degli studi di Pavia) Title: Weak uniqueness by noise for (some) singular SPDEs Speaker: *Davide Addona* (Università degli studi di Parma) Title: Pathwise Uniqueness in infinite dimension by approximation Date and time: *Friday, October 6, 14:30-17:00 (Rome time zone)* Place: *Room VP3, DISAT (Dipartimento di scienza e alta tecnologia), via Valleggio, 11, 22100, Como. * The detailed program can be found in the attached poster. Best regards, Davide Bignamini

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Reminder :: DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 25 Sep '23

25 Sep '23

Dear colleagues, We remind you about the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

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Seminar by G. Giacomin (LPSM Paris) in Padova
by Giorgia Callegaro 22 Sep '23

22 Sep '23

Dear all, you are kindly invited to attend the seminar given in Padova by Prof. G. Giacomin. Here are the details: * Date: 30 October 2023 * Room: 2AB40, Torre Archimede * Title: Products of random matrices and the statistical mechanics of disordered Ising chains * Abstract: A general issue in statistical mechanics is understanding the role of disorder: disordered models are models that are made more realistic by allowing the presence of impurities. We consider this question in the basic context of Ising spin chains with nearest neighbor interaction J and random external field (the disorder). The matrix transfer method allows to rewrite the model in terms of a product of random matrices: in particular, the free energy density coincides with the top Lyapunov exponent. I will explain why the limit of J tending to infinity is of particular interest. As a matter of fact, for this limit one finds in the physical literature a remarkable prediction based on a renormalization group approach (work of Daniel Fisher in the 90s). We (collaboration with Orphée Collin and Yueyun Hu) have recently proven this prediction in the case in which the external field is centered. I will explain the result and some ideas from the proof by highlighting the interplay that arises in this problem between the theory of random matrix products and stochastic analysis. The seminar will *only* be in presence. See you there, thanks, The Padova Probability Group -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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EFI9 - Save the date - Call for papers (fwd)
by Tiziano Vargiolu 22 Sep '23

22 Sep '23

(apologies for cross-postings) Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI8) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023, - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari More information will be available as soon as possible. Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

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Seminars at Ca' Foscari University: Melvyn Weeks, University of Cambridge
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear all, I am pleased to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Wednesday 27th of September, at 10.30 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/agenda/3/77644 Speaker: Melvyn Weeks (University of Cambridge) Title: Making Sense of Natural Language: Measuring Cultural Fit and Its Impact on Managerial Tenure Abstract: We create measures for managers' cultural fit using one of the latest machine learning technologies – the sentence embedding model - by analysing 11.5 million speeches in earnings calls. A better cultural fit is significantly and positively correlated with managerial tenure. We demonstrate that the effect of cultural fit on managerial tenure is causal using causal survival forests. Firms that hire culturally disruptive managers have lower future market values and performance. The stock market reacts positively to signals that indicate low cultural dispersion within the firm. -- 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 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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OWABC seminar - Carlo Albert - September 28, 9am UK time
by Massimiliano Tamborrino 22 Sep '23

22 Sep '23

Dear all, the 5th Season of the One World ABC www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to start. We are working on the lineup, after having secured some exciting talks (more info to come). If you are interested in giving a talk or would like to suggest a speaker, please get in touch with Massimiliano Tamborrino (massimiliano.tamborrino(a)warwick.ac.uk) or any of the other organisers. Our first speaker is Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, who is talking about "Learning summary statistics for Bayesian inference with Autoencoders" on Thursday the 28th September at 9am UK time, with an abstract reported below. The talk will be streamed on Zoom https://chalmers.zoom.us/j/69069218828 Password: 594071 We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the OneWorldABC Organisers Date: Thursday, September 28, 9am UK time Speaker: Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, Swiss Federal Institute of Aquatic Science and Technology Title: Learning summary statistics for Bayesian inference with Autoencoders Abstract: In order for ABC to give accurate results and be efficient, we need summary statistics that retain most of the parameter-related information and cancel out most of the noise, respectively. For many scientific applications, we need strictly more summary statistics than model parameters to reach a satisfactory approximation of the posterior. Therefore, we propose to use a latent representation of deep neural networks based on Autoencoders as summary statistics. To create an incentive for the encoder to encode all the parameter-related information but not the noise, we give the decoder access to explicit or implicit information on the noise that has been used to generate the training data. We validate the approach empirically on two types of stochastic models, one being a member of the exponential family, the other one not. ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminars at Ca' Foscari University: Dimitris Korobilis, University of Glasgow
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear Colleagues, It is my pleasure to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Monday 25, at 12.15 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/33113/3/76558 Speaker: Dimitris Korobilis (University of Glasgow)Title: Monitoring Multicountry Macroeconomic Risk Abstract: We propose a multicountry quantile factor augmented vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a parsimonious way. We develop two algorithms for posterior inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for the euro area, we establish the good empirical properties of the QFAVAR as a tool for assessing the effects of global shocks on country-level macroeconomic risks. In particular, QFAVAR short-run tail forecasts are more accurate compared to a FAVAR with symmetric Gaussian errors, as well as univariate quantile autoregressions that ignore comovements among quantiles of macroeconomic variables. We also illustrate how quantile impulse response functions and quantile connectedness measures, resulting from the new model, can be used to implement joint risk scenario analysis. Keywords: quantile VAR; MCMC; variational Bayes; dynamic factor model -- 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 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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Milan Time Series Seminars (MiTSS)
by Luca Rossini 22 Sep '23

22 Sep '23

Dears, University of Milan (La Statale), University of Milan-Bicocca, FondazioneEniEnrico Mattei(FEEM), Polytechnic of Milan and BocconiUniversity invite you to the Milan Time Series Seminars (MiTSS). The goal of MiTSSis to bring together researchers with common interests in time series econometrics. The seminar provides a forum for researchers to present their work to a broad academic and professional audience. All the information on the location and on the speakers is available at https://sites.google.com/unimib.it/mitss <https://sites.google.com/unimib.it/mitss/home-page>/home-page <https://sites.google.com/unimib.it/mitss/home-page> and in the attached poster. Best wishes LucaRossini (on behalf of the Scientific Committee) -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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Fw: PhD position at TU Wien
by Avalos Pacheco, Alejandra 21 Sep '23

21 Sep '23

Ricevo e inoltro. Alejandra Avalos P. ________________________________ From: Ulrike Schneider <ulrike.schneider(a)tuwien.ac.at> Sent: 21 September 2023 14:32 Subject: PhD position at TU Wien Dear colleagues, the Econometrics group at TU Wien is announcing a job opening for a PhD position (for up to 4 years) in Mathematical Statistics/Econometrics. I would be grateful if you could forward the announcement to potentially interested candidates - thank you! Best wishes from Vienna, Ulrike

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4th Italian Meeting on Probability and Mathematical Statistics: call for Contributed Sessions
by Michele Salvi 20 Sep '23

20 Sep '23

Dear all, The 4th Italian Meeting on Probability and Mathematical Statistics will be held in Rome from the 10th to the 14th of June 2024. The official website of the event is: https://probabilityrome2024.it/ The conference will take place in San Pietro in Vincoli <https://probabilityrome2024.it/venue/>, just a 4-minute walk away from the Colosseum and the Imperial Fora. The plenary speakers include Beatrice Acciaio (ETH Zürich), Francesco Caravenna (Milano Bicocca), Massimiliano Gubinelli* (Oxford) (*tbc), Cristina Toninelli (PSL Paris) and Lorenzo Rosasco (UniGe and MIT). Furthermore, on the afternoon of June the 12th, Professor Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques), member of the Academia Europaea and winner of the Fields Medal in 2022, will give a colloquium <https://probabilityrome2024.it/protomoteca-seminar/> in the Protomoteca hall on the Capitoline Hill. The event will be followed by the conference dinner on the Terrazza Caffarelli, offering a unique view of Rome by night. We invite everyone interested in contributing to the event to submit proposals for a Contributed Session, please refer to the details provided here <https://probabilityrome2024.it/submission/>. Additionally, we welcome proposals for single Contributed Talks and Posters. Important deadlines - Submission of Contributed Sessions: 15 December 2023 - Registration: 31 March 2024 for early-bird fee We look forward to welcoming you to Rome, The organizers

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Secondo annuncio: Convegno La Statistica al CNR al servizio del Paese
by Antonella Bodini 20 Sep '23

20 Sep '23

In occasione del Centenario del Consiglio Nazionale delle Ricerche, la sede milanese dell'Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" del CNR organizza la seconda edizione de "La Statistica al CNR al servizio del Paese", una giornata dedicata agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. L'evento si svolgerà interamente online il 18 ottobre secondo il programma disponibile al sito [ http://stat100.mi.imati.cnr.it/ | http://stat100.mi.imati.cnr.it ] / I temi trattati spaziano dal clima alle relazioni tra inquinamento e salute, all’uso della statistica e dell’intelligenza artificiale per la salute e la sanità pubblica, ma si parlerà anche di protezione dei dati dagli attacchi informatici, di salute mentale, di terremoti, di protezione del nostro ricco patrimonio monumentale e di come la pandemia abbia cambiato il nostro modo di lavorare. La partecipazione è gratuita, ma la registrazione è obbligatoria per ricevere le indicazioni sulle modalità di partecipazione online. Con preghiera di massima diffusione tramite i vostri contatti, cordiali saluti. Antonella ----- Antonella Bodini CNR-IMATI via E. Bassini 15, 20133 Milano [ https://imati.cnr.it/mypage/people/BodiniAntonella.htm | https://imati.cnr.it/mypage/people/BodiniAntonella.htm ]

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Fwd: assegni di ricerca progetto di eccellenza Roma Tor Vergata
by Lucia Caramellino 19 Sep '23

19 Sep '23

Ricevo e inoltro. Buona serata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: assegni di ricerca progetto di eccellenza > Data: 16 settembre 2023, 10:31:49 CEST > A: dipartimento(a)mat.uniroma2.it > > Carissime e carissimi, > > è stato pubblicato il bando per 4 assegni di ricerca biennali di III fascia (circa 25.000 euro annui al netto degli oneri) su ogni area della Matematica legata la progetto di eccellenza del Dipartimento di Matematica di Roma “Tor Vergata": > > https://pica.cineca.it/uniroma2/f3-2023-0008/ > > la scadenza per la presentazione delle domande è il 14 ottobre 2023. > > A presto > > Filippo > -- > ************************ > Prof. Filippo Bracci > Direttore/Head > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it > Web-page: www.mat.uniroma2.it/~fbracci >

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Fwd: Postdoc in Bath
by Elisabetta Candellero 19 Sep '23

19 Sep '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matthew Roberts <mir20(a)bath.ac.uk> Date: Tue, Sep 19, 2023 at 10:00 AM Subject: Postdoc in Bath To: Marcel Ortgiese <ma2mo(a)bath.ac.uk> Dear all, We are currently advertising for a 3-year postdoc position in Bath to work with Marcel and me. The position starts on 1 March 2024 or as soon as possible thereafter. The postdoc is part of the EPSRC project "Interplay between geometry and randomness in fitness landscapes for expanding populations", but candidates will also be encouraged to work on other projects alongside this. If you know anyone who might be interested in a project at the intersection of branching processes, random media and stochastic processes in evolutionary biology, please forward our email. For more information about the university and how to apply, please see: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED10977 The application deadline is Wednesday 01 November 2023. Best wishes, Matt

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Seminario Woess 27 settembre ore 14:30 Milano-Bicocca
by Daniela Bertacchi 17 Sep '23

17 Sep '23

Università di Milano-Bicocca *AVVISO DI SEMINARIO* Il prof. Wolfgang Woess (TU Graz, Austria), mercoledì 27 settembre, alle ore 14:30, nella stanza 3014 del Dipartimento di Matematica e Applicazioni (terzo piano U5), terrà un seminario dal titolo *Boundary behaviour of branching Markov chains* *Abstract: * We study multitype branching Markov chains on denumerable state(= type) spaces in discrete time. It is supposed that the offspring distributions satisfy a uniform "L log L" moment condition with state-independent expected offspring number, and that the associated "base" Markov chain on the state space is transient and irreducible. Given the population at time n at the different states, we normalize it by dividing by its total number. The resulting empirical distribution is a random probability measure on the state space. Assuming that the latter is equipped with a "geometric" compactification with a boundary at infinity, a main focus is on the question whether the sequence of empirical distributions converges a.s. weakly to a random probability distribution on the boundary. This is joint work with Vadim A. Kaimanovich (Ottawa), to appear in Ann. Inst Poincare' Prob. Stat. There is related, parallel work by Candellero and Hutchcroft. Tutti gli interessati sono invitati a partecipare.

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Workshop on Network Mathematics
by GIOVANNI LUCA TORRISI 17 Sep '23

17 Sep '23

Gentili colleghi, segnalo a tutti gli interessati il seguente workshop https://project.inria.fr/ercnemo/workshops-and-seminary/8-days-on-network-m… Cordialmente, Giovanni Luca Torrisi.

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Seminar in Bologna: Jaap Spreeuw
by Sabrina Mulinacci 16 Sep '23

16 Sep '23

Dear all, we are glad to announce the following hybrid seminar: Speaker: Jaap Spreeuw (Bayes Business School) Title: Projecting mortality rates using a Markov chain Wednesday, September 20, 2023 at 4 pm In person: Aula III - Department of Statistical Sciences, Via Belle Arti, 41, Bologna On line: Teams Link Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YzAwZmYzZWItN2I3Yi00…> ID riunione: 317 010 892 973 Passcode: Rmqpe5 Scarica Teams<https://www.microsoft.com/en-us/microsoft-teams/download-app> | Partecipa sul Web<https://www.microsoft.com/microsoft-teams/join-a-meeting> The abstract and more details can be found here https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c… Sincerely, Sabrina Mulinacci [https://stat.unibo.it/@@site-logo/logo-unibo.png]<https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c…> Projecting mortality rates using a Markov chain<https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c…> Relatore: Jaap Spreeuw (Bayes Business School) stat.unibo.it

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Politecnico di Milano- Seminario M. Sesia
by Laura Maria Sangalli 15 Sep '23

15 Sep '23

Si avvisa che in data 21-09-2023, alle ore 14:30 precise presso il Politecnico di Milano, in aula 16B.2.1, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Sesia Matteo, University of Southern California Titolo: Adaptive conformal classification with noisy labels Abstract: This work develops novel conformal prediction methods for classification tasks that can automatically adapt to random label contamination in the calibration sample, enabling more informative prediction sets with stronger coverage guarantees compared to state-of-the-art approaches. This is made possible by a precise theoretical characterization of the effective coverage inflation (or deflation) suffered by standard conformal inferences in the presence of label contamination, which is then made actionable through new calibration algorithms. Our solution is flexible and can leverage different modeling assumptions about the label contamination process, while requiring no knowledge about the data distribution or the inner workings of the machine-learning classifier. The advantages of the proposed methods are demonstrated through extensive simulations and an application to object classification with the CIFAR-10H image data set. Reference: http://export.arxiv.org/abs/2309.05092 Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2315 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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seminario SMS - Trevisani (Universitade da Coruña and CITIC)
by Elena Issoglio 13 Sep '23

13 Sep '23

Cari colleghi, vi segnalo il prossimo seminario della serie Stochastics and Mathematical Statistics (SMS) https://sites.google.com/view/torinostochastics/home-page *Data:* *Mer 20 Settembre *alle ore* 14.00-15.00* *Luogo*: *Aula C*, Palazzo Campana, Via Carlo Alberto 10, Torino *Speaker:** Davide Trevisani* (Universitade da Coruña and CITIC) *Titolo*: A brief introduction to XVA and KVA *Abstract**: * Differently from some financial asset classes whose risks can belong to a wide market segment, many derivatives are closely tied to counterparty risk. Already at the end of ’90s, and definitively with the great crisis of 2007-2008, quantifying such risk gained great importance in financial industry. However, nowadays, institutions are not merely concerned with coping with default events but also with the expenses associated with such risks. These expenditures are primarily driven by regulatory requirements and contractual obligations. Quantifying these costs is the aim of Value Adjustments (XVAs). In this talk, we briefly present the mathematical framework of market with dividends. We then examine a pricing model with KVA (Capital Value Adjustment). Si invitano tutti gli interessati a partecipare. Cordialmente Elena (a nome degli organizzatori Bruno Toaldo, Elena Issoglio) *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

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DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 13 Sep '23

13 Sep '23

Dear colleagues, We are pleased to announce the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

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SPASS Seminars: Giuseppe Cannizzaro and Giacomo di Gesù
by Francesco Grotto 13 Sep '23

13 Sep '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): *Weak coupling scaling of critical SPDEs* by *Giuseppe Cannizzaro *(University of Warwick) *Sharp asymptotics for the Allen-Cahn equation in the limit of small noise and large volume* by* Giacomo di Gesù* (La Sapienza) The seminars will take place on *TUE, 19.9.2023* respectively at *14:00 CET and 15:00 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…> -------------------------------------------- *Weak coupling scaling of critical SPDEs* Abstract: The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for some stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Varadhan, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. *Sharp asymptotics for the Allen-Cahn equation in the limit of small noise and large volume* Abstract: We consider the Allen-Cahn equation on a finite interval perturbed by space-time white noise. Keeping the size of the spatial domain fixed, the dynamics becomes metastable in the limit of vanishing noise. I will review some sharp metastability estimates in this regime and discuss how the invariant measure and long-time behavior is affected if one allows the system size to grow while the noise vanishes (joint work with L. Bertini and P. Buttà).

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