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Seminar announcement
by Marco Scarsini 14 Mar '23

14 Mar '23

Friday, March 17th 11.30 - 12.30 Luiss | Viale Romania, 32 | Room 310 Arkadi Predtetchinski (Maastricht University) 0-1 Laws for a Control Problem with Random Action Sets In many control problems there is only limited information about the actions that will be available at future stages. We introduce a framework where the controller sequentially chooses actions a0, a1, ... one at a time. Her goal is to maximize the probability that the infinite sequence a0, a1,... is an element of a subset G of the set of infinite sequences of natural numbers. The set G is assumed to be a Borel tail set. The controller's choices are restricted: having taken a sequence ht of actions prior to stage t, she must choose a decision at stage t from a restricted set A(ht) of natural number. The set A(ht) is chosen randomly from a distribution pt, independently over all time periods and past histories. We consider several information structures defined by how far into the future the controller knows what actions will be available. In the special case where all the action sets are singletons (and thus the controller is a dummy), Kolmogorov’s 0-1 law says that the probability for the goal to be reached is 0 or 1. We construct a number of counterexamples to show that in general the value of the control problem can be strictly between 0 and 1, and derive several sufficient conditions for the 0-1 "law" to hold. Joint work with Janos Flesch, William Sudderth, Xavier Venel ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Spring Colloquium on Probability and Finance in Padova (13 April 2023)
by Giorgia Callegaro 13 Mar '23

13 Mar '23

Dear all, We are glad to announce the 4th edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 13 April 2023. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field. Attendance is free but registration is required (on the conference website). Website: *https://events.math.unipd.it/SpringColloquium4/node/32 <https://events.math.unipd.it/SpringColloquium4/node/32>* Invited plenary speakers (list to be completed soon!): - Katia COLANERI (University of Rome - Tor Vergata, IT) - Mao Fabrice DJETE (Ecole Polytechnique, FR) - Caroline HILLAIRET (ENSAE - CREST, FR) - Cosimo Andrea MUNARI (University of Zurich, CH) - Sergio PULIDO (ENSIIE - LaMME, FR) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana -- 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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Seminar in Statistics - ELISABETH GASSIAT
by Pierpaolo De Blasi 13 Mar '23

13 Mar '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Marzo 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Elisabeth Gassiat* (Université Paris-Saclay) Title: *Deconvolution with unknown noise distribution is possible. Application to distribution and support learning* Abstract: I consider the deconvolution problem in the case where no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples are available to estimate it: the deconvolution problem is solved based only on observations of the corrupted signal. I will present an identifiability result, and its use for statistical inference in various applications. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88424860408?pwd=VE1yYVIwN0dleE50aUxLd0lhNkMrZz09> 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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Submission of titles and abstracts for talks at the 11th General AMaMeF Conference (Bielefeld, June 26-30, 2023)
by Ferrari, Giorgio 10 Mar '23

10 Mar '23

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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SPASS Seminar: Avi Mayorcas
by Francesco Grotto 10 Mar '23

10 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Blow-up criteria for an SPDE model of chemotaxis Avi Mayorcas (TU Berlin) The seminar will take place on TUE, 14.3.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, 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 -------------------------------------------- *Abstract: **Chemotaxis and related phenomena have been an active area of mathematical research since statistical and PDE models were first proposed by C. Patlak (’53) and E. Keller & L. Segel (’71). They are commonly studied through mean field PDE models and a common feature of these equations is the possibility of finite time blow-up under given model parameters. Recently it was shown that advection by a sufficiently strong relaxation enhancing vector field could suppress this blow up (Kiselev & Xu ’16, Iyer, Zlatos & Xu ’20). In this talk I will discuss new results (obtained with M. Tomašević) regarding criteria for the persistence of blow-up for an SPDE model of chemotaxis with stochastic advection. The noise we cover is of a form recently shown to be almost surely relaxation enhancing (Gess & Yaroslavtsev ’21) and closely related to those studied in recent works by Galeati, Flandoli and Luo.*

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Next OWPS on March 15th: Amandine Veber and Apolline Louvet
by Alberto Chiarini 09 Mar '23

09 Mar '23

OWPS's next session will be on Wednesday the 15th of March of from 15:00 to 17:00 UTC. Our next speakers are: Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 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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41st Finnish Summer School on Probability and Statistics, Lammi Finland 22-26.5.2023
by Gasbarra, Dario 09 Mar '23

09 Mar '23

Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 41a scuola estiva finlandese di probabilita' e statistica, 22-26.5.2022 Lammi, Finlandia. Per ulteriori informazioni visitate il sito https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 41th Finnish Summer School on Probability and Statistics in Lammi, Finland 22-26.5.2023 is open, please check the website https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Minicourses: Beatrice Acciaio (ETH Zurich) Stochastic optimal transport and applications in mathematical finance Persi Diaconis (Stanford) The Markov Chain Monte Carlo Revolution : Recent Progress Yuliya Mishura (Taras Shevchenko National University of Kyiv): Standard and fractional stochastic differential equations of CIR and CKLS type: properties of solutions, reflection and statistical inference . Distinguished guest lecture by Susan Holmes (Stanford) Statistics and Geometry for Biological Systems See you in Lammi ! Dario Gasbarra, Department of Mathematics and Statistics University of Helsinki

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Corso di dottorato "Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance"
by Fabio Antonelli 08 Mar '23

08 Mar '23

Con preghiera di diffusione -------------------------------------------------------- Prof. Giorgio Ferrari and Dr. Jodi Dianetti will give the following Ph.D course at DISIM dell'Università di L'Aquila Via Vetoio - loc. Coppito - L'Aquila in mixed mode (online and in presence) Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance. with the following schedule 27 March, 8:30 - 10:00. Ferrari. (online) 28 March, 8:30 - 10:00. Ferrari. (online) 29 March, 14:30-16:00. Dianetti (in presence and online) 30 March, 14:30-16:00. Dianetti (in presence and online) 3 April, 14:30-16:00. Dianetti (in presence and online) 4 April, 14:30-16:00. Dianetti (in presence and online) 5 April, 14:30-16:00. Dianetti (in presence and online) Abstract and further information (room and links) to be found at the link http://people.disim.univaq.it/~dottorato_mate_mode/ All interested people. are welcome. Please, register by using the form at the link https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr… [https://lh4.googleusercontent.com/mBsRy-IvwqbmIaQk9Xq-QfkTEquhunQ7-dT6UIfWH…]<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Corso di Dottorato presso DISIM - Università di L' Aquila - prof. G. Ferrari e Dr. J. Dianetti docs.google.com Fabio Antonelli DISIM Università di L'Aquila Via Vetoio - Loc. Coppito 67100 L'Aquila (ITALY) email: fabio.antonelli(a)univaq.it

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Ph.D. Course "Mathematical aspects of quantum information theory"
by Bertini, Lorenzo 08 Mar '23

08 Mar '23

Annuncment of Ph.D. Course MATHEMATICAL ASPECTS OF QUANTUM INFORMATION THEORY Prof. Dario Trevisan Dates of the lectures: Mo 23/01, Fr 27/01, Fr 03/02, Th. 9/02, Mo 13/02, Fr 17/02 Timetable: 11:00 - 13:000 Location: Aula B. Dipartimento di Matematica, Universita' di Roma La Sapienza Topics: 1. Principles of QM: pure and mixed states, observables, tensor products and entanglement. 2. Examples: qudits, spin chains, Gaussian systems. 3. Open quantum systems: CPTP maps, quantum Markov semigroups and their generators. 4. Distances between quantum states: trace distance, fidelity, quantum optimal transport. 5. Quantum entropy and its properties. A quantum channel coding theorem. Bibliography: - Nielsen, M.A. and Chuang, I.L., Quantum Computation and Quantum Information: 10th Anniversary Edition, Cambridge University Press, 2010 - Naaijkens, Pieter. Quantum spin systems on infinite lattices. eScholarship, University of California, 2013. Best Regards, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario di K. Khanin a Milano-Bicocca (14 mar 2023)
by Francesco Caravenna 07 Mar '23

07 Mar '23

Ho il piacere di annunciare il seguente seminario, nell'ambito del Seminario Matematico e Fisico di Milano: Autore: Konstantin Khanin (University of Toronto) Titolo: On KPZ problem and statistics of stochastic flows Quando: martedì 14 marzo 2023 ore 11:30 Dove: aula 3014, Dipartimento di Matematica e Applicazioni di Milano-Bicocca (Edificio U5, via Cozzi 55, Milano) Segue il riassunto. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk we will discuss a geometrical approach to the problem of the KPZ Universality. Instead of looking at the height (interface) function and Airy processes, we will focus on the statistics of shocks and points of concentration of mass. We will also discuss the connection with the problem of the coalescing Brownian motions and coalescing fractional Brownian motions. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Change of time and location - De Finetti Risk Seminar - March 8
by Emanuela Rosazza Gianin 06 Mar '23

06 Mar '23

Dear all, Please note that, because of the strike of public transports, the talk of Peter Tankov here below will take place *On March 8, 2023 at 15.00,** Aula Dottorato, First Floor,* Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Best regards, Emanuela ---------- Forwarded message --------- Da: Emanuela Rosazza Gianin <emanuela.rosazza1(a)unimib.it> Date: ven 3 mar 2023 alle ore 16:55 Subject: De Finetti Risk Seminar - March 8, 2023 To: random <random(a)fields.dm.unipi.it> 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: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Apply to the MSCA MaRaThoN@University of Padua 2023 by 4 April 2023
by Tiziano Vargiolu 06 Mar '23

06 Mar '23

Please circulate among all potentially interested people ------------------ The University of Padua will organize a new in person edition of the MSCA MaRaThoN@University of Padua - Master your Research and Training Needs from 22 to 24 May, 2023. This intensive training programme, which has reached its seventh edition, is addressed to top researchers, willing to submit a Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowship with the University of Padua as their Host Institution. Interactive classes will focus on how to write a successful proposal for the next Postdoctoral Fellowships (PF) call. Marie Skłodowska-Curie Actions are intended for experienced researchers (holding a PhD degree) of any age, nationality or discipline. They fund excellent researchers who wish to carry out their research activities abroad, acquire new skills and develop their careers. The University of Padua offers a unique opportunity for researchers to work with highly qualified research groups across a broad inter-disciplinary network of scientific areas. Moreover, hosting an increasing number of Postdoctoral Fellowships, it allows promising and motivated scientists to join a well-established and lively community of Marie Curie fellows. If you wish to apply to the MSCA MaRaThoN@ University of Padua 2023, please visit https://www.unipd.it/en/msca-marathon23 for relevant information. Application deadline to the MSCA MaRaThoN@University of Padua is 4 April 2023 at 1 p.m. Italian time zone. The new call for the Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowships will be launched by the European Commission on 12 April with deadline on 13 September 2023. Outstanding candidates who are not funded, but receive the Seal of Excellence for their high quality MSCA - Postdoctoral Fellowship proposals above the quality threshold, scoring 85/100 or higher, may apply for alternative funding under the MSCA Seal of Excellence@University of Padua programme. More info here: http://www.unipd.it/en/msca-seal-excellence For any further inquiries, please contact the University International Research Office - mariecurie.marathon(a)unipd.it Best Regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Thu, 23 Feb 2023 11:05:19 +0100 From: International Research Unipd <international.research(a)unipd.it> To: "lista-direttori(a)unipd.it" <lista-direttori(a)unipd.it>, "lista-direzioni.dip(a)unipd.it" <lista-direzioni.dip(a)unipd.it>, "lista-docenti(a)unipd.it" <lista-docenti(a)unipd.it>, "lista-sad(a)unipd.it" <lista-sad(a)unipd.it>, Ufficio Ricerca DAFNAE <ricerca.dafnae(a)unipd.it>, ricerca.dbc(a)unipd.it, Ricerca Biologia <ricerca.biologia(a)unipd.it>, Ricerca Bca <ricerca.bca(a)unipd.it>, Ricerca Dpcd <ricerca.dpcd(a)unipd.it>, comunicazionericerca.dirpubblico(a)unipd.it, Ricerca Fisppa <ricerca.fisppa(a)unipd.it>, Settore Ricerca <settore.ricerca(a)dfa.unipd.it>, ricerca.geoscienze(a)unipd.it, ricerca(a)dicea.unipd.it, Ufficio Ricerca DEI <ricerca(a)dei.unipd.it>, DII Ricerca <ricerca.dii(a)unipd.it>, servizio.ricerca(a)dii.unipd.it, Ricerca DM <ricerca(a)math.unipd.it>, Ricerca DIMED <ricerca.dimed(a)unipd.it>, Ricerca maps <ricerca.maps(a)unipd.it>, Ricerca Dmm <ricerca.dmm(a)unipd.it>, Ricerca Neuroscienze <ricerca.neuroscienze(a)unipd.it>, Ricerca DPSS UniPD <ricerca.dpss(a)unipd.it>, ricerca.dpg(a)unipd.it, ricerca.sdb(a)unipd.it, ricerca.biomed(a)unipd.it, Ricerca DCTV <ricerca.dctv(a)unipd.it>, Melania Brolis - Segreteria Scientifica <scientifica.chimica(a)unipd.it>, ricerca.discog(a)unipd.it, Ricerca Dsf <ricerca.dsf(a)unipd.it>, Segreteria Scientifica Dsea <scientifica.economia(a)unipd.it>, Scientifica Spgi <scientifica.spgi(a)unipd.it>, comm_scientifica(a)stat.unipd.it, ricerca.stat(a)stat.unipd.it, Research Dissgea <research.dissgea(a)unipd.it>, Ricerca Disll <ricerca.disll(a)unipd.it>, Ricerca Dtg <ricerca.dtg(a)unipd.it>, ricerca.tesaf(a)unipd.it Cc: "rettore(a)unipd.it" <rettore(a)unipd.it>, "direttore.generale(a)unipd.it" <direttore.generale(a)unipd.it>, Andrea Berti <andrea.berti(a)unipd.it>, Fabio Zwirner <fabio.zwirner(a)unipd.it>, Francesca Mura <francesca.mura(a)unipd.it> Subject: MSCA Marathon@Unipd 2023 (22-24 maggio) | Iscrizioni entro il 4 aprile p.v. Care Colleghe, cari Colleghi, Segnalo che la prossima call Horizon Europe (HE) dedicata all’Azione Marie Sklodowska-Curie Postdoctoral Fellowships (MSCA-PF) si aprirà il 12 aprile con scadenza il 13 settembre 2023. Le Postdoctoral Fellowships sono finanziamenti indirizzati a sostenere i progetti di giovani ricercatrici e ricercatori eccellenti, che lavorino in collaborazione con un docente Supervisor presso la Host Institution selezionata. Si rivolgono a scienziate e scienziati in possesso del titolo di dottore di ricerca da non più di otto anni. Iniziato nel 2021, il Programma HE ha visto un’attiva partecipazione dell’Ateneo, che ha conseguito ottimi risultati per numero di fellowship assegnate: nell’ultima call 2022, i cui esiti sono stati annunciati in questi giorni (All. 3 - Report Unipd – MSCA 2022), risultano 15 le proposte vincitrici e 13 quelle al momento collocate in lista di riserva. Dal 2014, nell’ambito dei programmi quadro Horizon 2020 e Horizon Europe, sono in totale 106 le ricercatrici e i ricercatori che hanno ottenuto una borsa Marie Skłodowska Curie con l’Università di Padova. Il report allegato illustra il numero di Dipartimenti coinvolti nelle candidature (Report Unipd – MSCA 2022). Tale successo si deve certamente anche alle iniziative promosse dall’Università che sostengono l’Azione, quali la MSCA MaRaThoN - Master your Research and Training Needs, un corso intensivo di preparazione alla scrittura di una proposta progettuale, che intende portare a Padova aspiranti Fellow di talento. Dal 2021, in HE, sono 21 le ricercatrici e i ricercatori partecipanti alla MSCA MaRaThoN ad aver ottenuto una fellowship e 15 ad aver ottenuto il riconoscimento “Seal of Excellence”. La nuova edizione del percorso formativo, che verrà organizzata in presenza dal 22 al 24 maggio 2023, è aperta a 40 potenziali "postdoctoral fellows" selezionati in base ai loro CV e proposal summary. L’Università sosterrà le spese di viaggio e alloggio alle candidate e ai candidati selezionati. Per partecipare, le interessate e gli interessati devono rispettare le condizioni di ammissibilità stabilite dal programma HE MSCA-PF (quali il possesso del titolo di dottore di ricerca da non più di otto anni) e la regola di mobilità indicata dalla call. Il termine per la presentazione delle candidature MSCA MaRaThoN è fissato alle ore 13.00 di martedì 4 aprile 2023. Tutte le informazioni sono disponibili al link https://www.unipd.it/en/msca-marathon23. La pagina contiene anche i nominativi dei docenti che negli scorsi anni si sono proposti quali Supervisor, decidendo di accogliere potenziali Fellow Marie Sklodowska-Curie nel proprio team di ricerca. Chi di voi avesse intenzione di ricoprire per la prima volta il ruolo di Supervisor, o di aggiornare i propri dati, può segnalarlo compilando il modulo on line: https://www.unipd.it/supervisor-form. Per maggiori dettagli sul bando MSCA-PF e sull’importanza dell’azione dei Supervisor nei progetti, vi invito a visionare la registrazione dell’incontro FOCUS ON MSCA – “Le Azioni MSCA Postdoctoral Fellowships in Horizon Europe: Perché fare il supervisor?” (accesso con Single Sign On):https://elearning.unipd.it/ufficiserviziapplicazioni/mod/page/view.php?id=1 5936 Vi chiedo di collaborare attivamente alla diffusione dell’iniziativa, così da favorire la più ampia partecipazione dell’Ateneo al prossimo bando MSCA-PF. Per segnalare la MaRaThoN@Unipd 2023 ai vostri contatti internazionali potrete utilizzare la traccia di mail informativa e l’Announcement ufficiale dell’evento, entrambi in allegato. Comunico infine che per il 2024 l'Ateneo intende proseguire con l’iniziativa a supporto delle proposte assegnatarie del sigillo della Commissione Europea “Seal of Excellence”: https://www.unipd.it/en/msca-seal-excellence-unipd Per ulteriori approfondimenti, non esitate a contattare l’Ufficio Ricerca Internazionale (mariecurie.marathon(a)unipd.it - persone di riferimento: Viviana Gialain - int. 1945, Alice Beggiato - int. 1821). Vi ringrazio per la preziosa collaborazione. Un saluto cordiale, Fabio Zwirner Prorettore alla Ricerca Università di Padova Allegati: 1. Announcement MSCA MaRaThoN@Unipd 2023; 2. Modello mail informativa (inglese) promozione MSCA MaRaThoN@Unipd 2023 3. Report Unipd - MSCA PF 2022 -- Ufficio Ricerca Internazionale | International Research Office Università degli Studi di Padova | University of Padua Via Martiri della Libertà, 8 - 35137 Padova, Italia | Italy http://www.unipd.it/ricercainternazionale https://www.unipd.it/en/supportingresearch FB: International Research Office Twitter: Ricerca Int. UniPd@ServizioRicerc LinkedIN: Int. Research Office Unipd Il contenuto di questa email e' confidenziale ed indirizzato al solo destinatario specificato nel messaggio. Se ricevuto per errore, e' proibita qualsiasi azione atta a divulgare e utilizzare le informazioni in esso contenute. Si invita a rispondere al messaggio e a procedere alla sua cancellazione per garantire che tale errore non si verifichi piu'. The content of this email is confidential and intended for the recipient specified in the message only. If you received this message by mistake, do not disseminate, copy, use, disclose or take any action or reliance on it. Please reply to this message and follow with its deletion, so that we can ensure such a mistake does not occur in the future.

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Espressione di interesse per il Dipartimento di Matematica-Politecnico di Milano
by Luisa Andreis 03 Mar '23

03 Mar '23

Care colleghe e cari colleghi, Vi allego qui l’annuncio della possibilità di presentare al Dipartimento di Matematica del Politecnico di Milano espressioni di interesse per svariate posizioni (tenured-track position, associate o full professor). Vi prego di inoltrare questo annuncio a chi pensate possa essere interessata/o. Cordiali saluti, 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> ———————————————————————————————————————————————————————————— Thanks to the award of “Excellence Department” obtained from the Italian Ministery (MUR), the Department of Mathematics, Politecnico di Milano, Italy (www.mate.polimi.it<http://www.mate.polimi.it>) is seeking expressions of interest for Associate or Full Professor (permanent position) and tenured-track positions, to be covered starting from 2023 by outstanding scientists. Candidates in all areas of pure and applied mathematics will be considered and are invited to submit their files (see below). In particular, candidates with research interests related to the topics below are particularly welcome: - mathematical analysis, functional analysis, PDEs in fluid mechanics, elasticity, fluid-structure interactions - mathematics for quantum mechanics with attention to its analytical, geometrical and probabilistic features - development and analysis of differential models (PDEs) and their numerical implementation, focusing on some applications to sustainable development issues and biomedicine. Some experience in scientific computing, high-performance computing, or the application of scientific machine learning to this class of problems is appreciated. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: - Research, by developing/defining research projects, attracting funding, and disseminating their results through top-level publications. - Teaching, by offering courses for approximately 120 hrs per year (this translates to 2 courses per year) to students at the undergraduate and graduate level. - Management, by serving in committees and boards of our university. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for associate/full professor (see http://abilitazione.miur.it/public/index.php for applications), or must already hold an equivalent certified academic position. Salary is conformal to national standards. Taxes reduction may apply for 5 or more years according to the Italian rules. Interested candidates are kindly requested to submit via the link https://www.mate.polimi.it/forms/call_for_interest.php the following material (one single compressed file): - a curriculum vitae (maximum length 5 pages) - a complete list of publications - research statement (maximum length 2 pages) - a short letter explaining their interest in working in Italy and, in particular, at the Department of Mathematics, Politecnico di Milano (maximum length 1 page) Applications to be considered should reach within April 21, 2023, 5 pm (CET time). The official email of the procedure is call-dmat(a)polimi.it<mailto:call-dmat@polimi.it> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010 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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De Finetti Risk Seminar - March 8, 2023
by Emanuela Rosazza Gianin 03 Mar '23

03 Mar '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: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** RispondiInoltra

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expression of interest for mini-symposium on Graphical Models for Life Science
by Daniela De Canditiis 03 Mar '23

03 Mar '23

Dear Colleagues, this is an invitation to express your interest in participating as a speaker at the following mini-symposium for the IMACS 2023 that will be in September in Rome *Site of Congress*: https://www.imacs2023.eu/index.php/IMACS2023/IMACS2023 *Title of the mini_symposium*: “Graphical Models for Life Science” *Organizers*: Claudia Angelini, Daniela De Canditiis and Italia De Feis (IAC-CNR) *Abstract*: Graphical models are an elegant framework for describing complex systems of random variables. The nodes represent variables, while the edges represent relationships among variables, such as conditional independence. Bayesian networks are direct acyclic graphs, while Markov networks are undirect graphs, both have undergone enormous development in the last decades. Graphical models are helpful for the statistical analysis of data in various domains. Recently, they are becoming strategic for life science, allowing us to infer relations among variables such as genes/proteins/diseases/. However, their use in life science opens novel challenges due to the amount and heterogeneity of the data. This Special Session is open to theoretical and methodological contributions and innovative applications in life science. All interested researchers are welcome to email one of the organizers by the 20th of March 2023. Best Regards Claudia Angelini: claudia.angelini(a)cnr.it <c.angelini(a)na.iac.cnr.it>, Daniela De Canditiis: d.decanditiis(a)iac.cnr.it, Italia De Feis: i.defeis(a)iac.cnr.it -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Announcement Bernoulli Workshop EPFL September 2023
by Lucio Galeati 02 Mar '23

02 Mar '23

Dear Professors and Colleagues, I am writing to advertise a young researcher workshop that we are organizing for this September (see announcement below) in the Bernoulli Center for fundamental studies <https://bernoulli.epfl.ch/> at EPFL. Feel free to share this announcement among potentially interested participants you might know. There are funding opportunities, but participation is limited. The application for participation and funding is done through this form https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin… The deadline is May 15th. Thanks in advance and best wishes, Michele, Lucio and Massimo ========= *Bernoulli workshop: Enjoying Probability and Fluids in Lausanne* Date: Monday, Sep 18, 2023 -- Friday, Sep 22, 2023 Place: Bernoulli center for fundamental studies at EPFL <https://bernoulli.epfl.ch/>, Lausanne, Switzerland The workshop aims at bringing together some of the most talented early stage researchers working on modern analytic and probabilistic aspects of fluid dynamics. The format will consist of several talks from invited speakers and open discussions. The focus will be on Euler, Navier-Stokes equations and related models. Topics that might be addressed include non-uniqueness, blow-up, bifurcation, invariant measures, ergodicity, mixing. The workshop is intended for early stage researchers (mainly Ph.D. and postdocs) interested in working on these subjects. Support for selected participants will be available. Organizing Commitee: Michele Dolce, Lucio Galeati, Massimo Sorella Website at Bernoulli: https://bernoulli.epfl.ch/programs/enjoying-probability-and-fluids-in-lausa… Website at EPFL: https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin…

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Seminar by Alessandra Faggionato, on March 6th, Padova Seminars in Probability and Finance
by Alberto Chiarini 02 Mar '23

02 Mar '23

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on March 6th, 2023 at 16.00, Room 1BC45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Alessandra Faggionato (Università La Sapienza) Title: Hydrodynamic limit of simple exclusion processes on point processes with random conductances Date and time: Monday, MARCH 6th at 16.00 Place: room 1BC45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/83774362817?pwd=ZDZnRGdZZGpDNDRQd3pMQUw4NUx4dz09 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We consider continuous-time random walks on a simple point process with random symmetric jump rates. The jump range can be unbounded. We assume some second-moment conditions and that the above randomness is left invariant by the action of the group G = R^d or G = Z^d. We then add the site-exclusion interaction, thus making the particle system a simple exclusion process. We show that, for almost all environments, under diffusive space-time rescaling the system exhibits a hydrodynamic limit in path space. The hydrodynamic equation is non-random and governed by the effective homogenized matrix D of the single random walk, which can be degenerate. The proof relies both on particle duality and on stochastic homogenization for a single random walk. We then focus on specific examples, including the simple exclusion process on Delaunay triangulations. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

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Seminario di Markus Fischer - 7 marzo, Sapienza Università di Roma
by Giacomo Di Gesu 02 Mar '23

02 Mar '23

Martedì 7 marzo, ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma. *Speaker: *Markus Fischer, Università di Padova *Title: *On correlated equilibria and mean field games *Abstract: *Mean field games are limit models for symmetric N-player games, as the number of players N tends to infinity. The prelimit models are usually solved in terms of Nash equilibria. A generalization of the notion of Nash equilibrium, due to Robert Aumann (1974, 1987), is that of correlated equilibrium. In a simple discrete setting, we will discuss correlated equilibria for mean field games and their connection with the underlying N-player games. We first consider equilibria in restricted strategies (Markov open-loop), where control actions depend only on time and a player's own state. In this case, N-player correlated equilibria are seen to converge to the mean field game limit and, conversely, correlated mean field game solutions induce approximate N-player correlated equilibria. We then discuss the problem of constructing approximate equilibria when deviating players have access to the aggregate system state. We also give an explicit example of a correlated mean field game solution not of Nash-type. Results (with L. Campi and Federico Cannerozzi) on a related notion of equilibrium in a diffusion-type setting will be mentioned as well. Joint work with Ofelia Bonesini (Imperial College London) and Luciano Campi (University of Milan "La Statale")

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Seminar Prof. Kostas Kardaras on "Portfolio choice under taxation and time constraints", 02/03/2023 at 4:30pm (fwd)
by Tiziano Vargiolu 01 Mar '23

01 Mar '23

****************************** WHEN? Thursday 2 March 2023 at 4:30pm WHERE? Room: 2BC60 - TORRE ARCHIMEDE, via Trieste 63, 35121 Padova (only in presence) WHO? Prof. Kostas Kardaras (LSE London) WHAT? Seminar on "Portfolio choice under taxation and time constraints" Abstract: We consider the problem of choosing an investment strategy that will maximise utility over distributions, under capital gains tax and constraints on the expected liquidation date. We show that the problem can be decomposed in two separate ones. The first involves choosing an optimal target distribution, while the second involves optimally realising this distribution via an investment strategy and stopping time. For the latter step, a variant of the Azema-Yor solution to the Skorokhod embedding problem is utilised, and its description is given very precisely in terms of solutions to algebraic equations.

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Webinar PRISMA lunedì 6 marzo GUBINELLI-CALVIA
by Claudia Ceci 28 Feb '23

28 Feb '23

Buongiorno a tutt* ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html). *Lunedì 6 marzo 2023, * *ore 16-17 Alessandro Calvia* *Titolo: *Stochastic filtering in a non-Markovian framework with predictable jump times. *Abstract:* Stochastic filtering is a classic branch of applied probability. Research on this subject began with the pioneering works of N. Wiener and R. E. Kalman; since then, it has vastly expanded in numerous directions and is still ongoing. The starting point of a stochastic filtering problem is a partially observed system, i.e., a model consisting of a signal (or unobserved) process and an observed process. The main goal is to compute an equation satisfied by the filter, which is the conditional distribution of the hidden signal given the available observation. To deduce filtering equations, classic models usually feature Markovian signal-observation pairs that may only have totally inaccessible jump times. In this talk I will present a non-Markovian model, with path-dependent coefficients, that also allows for predictable jump times both in the signal and in the observed process. These two features naturally arise in various applications and require some new ideas and non-trivial technical tools to be dealt with in the context of stochastic filtering. After providing some examples, I will deduce the filtering equation and, if time permits, I will discuss some possible future research. This is joint work with Elena Bandini and Katia Colaneri. *ore 17-18 **Massimiliano Gubinelli* *Titolo:* What is stochastic quantisation? *Abstract:* Euclidean quantum fields (EQFs) are probability measures on spaces of generalized functions on R^d out of which one can construct quantum field theories via a well understood procedure. Proving the existence of non-Gaussian Euclidean quantum fields in dimensions d=2,3 has been proved quite challenging, and informed the development of new mathematical techniques (logarithmic Sobolev inequalities, phase-space expansion, cluster and polymer expansions, renormalization group). More recently, also thanks to development in the theory of singular stochastic partial differential equations, the study of these probability measures has been taken on again, from the point of view of stochastic analysis. I will try to give a broad panorama of this stochastic approach, of his results and of the many open problems. As a result I would like to motivate the idea that stochastic quantisation should be seen as a novel kind of stochastic analysis adapted to situations, like EQFs, where stochastic calculus alone is not effective due to singular nature of the objects or the lack of a useful filtration. Qui di seguito il link per la partecipazione: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Cari saluti, Claudia Ceci *************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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OWPS Tomorrow: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 28 Feb '23

28 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Alan Hammond and Tyler J. Helmuth will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 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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Seminar by Riccardo Michielan in Florence
by Gianmarco Bet 28 Feb '23

28 Feb '23

Dear colleagues, Today at 2.30 PM Riccardo Michielan (University of Twente) will present a seminar on "Is there geometry in real networks?” at the University of Florence (Department of Statistics and Computer Science, Viale Morgagni 59, Aula 205). The Seminar will be available also online. Please register here to participate online: https://us02web.zoom.us/webinar/register/WN_O2wv8qTvRBWYKcyZw2qOrQ <https://www.google.com/url?q=https://us02web.zoom.us/webinar/register/WN_O2…> After registering, you will receive a confirmation email containing all information and the link to join the webinar. You are invited to forward the event also to your students, PhDs and colleagues who may be interested in the Seminar (you find a flyer with all the info, including abstract, attached). Kind Regards, Gianmarco Bet ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 https://unifirenze.webex.com/meet/gianmarco.bet ----------------------------------------------------------------------

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One World dynamics seminar - Friday 10th March
by Ottobre, Michela 27 Feb '23

27 Feb '23

Dear all, the next One World dynamics seminar, devoted to multiscale problems, will take place on Friday 10th of March at 3 pm Berlin time (2 pm London, 9 am Washington DC). Speakers for the next session will be Konstantinos Spiliopoulos (Boston University): Rate of homogenization for fully-coupled McKean-Vlasov SDEs - 3 pm Berlin time Pavlos Zoubouloglou (University of North Carolina): Large Deviations for Small Noise Diffusions Over Long Time - 3:45pm Berlin time Abstracts and joining instructions can be found here https://sites.google.com/view/oneworlddynamics/home All the Best, Michela, on behalf of the organisers of the OWDS -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Seminario Prof. Yuliya Mishura
by Enrica Pirozzi 24 Feb '23

24 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE Drift parameters estimation in the Cox-Ingersoll-Ross model Abstract We investigate two drift parameter estimators in the CIR and CKLS models with standard Wiener process. Strong consistency and asymptotic normality are established. Il seminario si terrà il giorno 28 Febbraio 2023 ore 13:30 nella Aula D del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminar in Statistics - Giovanni Rabitti & Thomas Berrett
by Pierpaolo De Blasi 24 Feb '23

24 Feb '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 3 Marzo 2023, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terranno i seguenti 2 seminari: ------------------------------------------------ Time: 11.00 - 12.00 Speaker: *Giovanni Rabitti* (Heriot Watt University, Edinburgh) Title: *Fantastic sensitivity measures and where to find them* Abstract: Data science and scientific modeling are extensively used to provide predictions for policy-making purposes. However, resulting communications need to be supported by a proper uncertainty quantification to assess variability in model predictions, by the identification of the key-uncertainty drivers. This information can be provided by statisticians with sensitivity analysis methods. Knowing the drivers of uncertainty supports effective policy-making. This talk is a guided tour in sensitivity analysis techniques and some recent results. In the first part of the talk, starting from the basics, local and global methods will be introduced. When the model is large (i.e. with many input variables), screening techniques are typically used to reduce the dimensionality of the scientific model and will be presented in the talk. In the second part of the talk, I will introduce cooperative games techniques to assess variable importance. I will present recent results on the computation on these importance measures, as well as their application to GAM models, to extreme value problems and to two actuarial pricing models. If there is time, I will introduce a game-theoretic interaction index for discovering subjects at higher identification risk. ------------------------------------------------ Time: 12.00 - 13.00 Speaker: *Thomas Berrett* (University of Warwick) Title: *Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility* Abstract: Given a set of incomplete observations, we study the nonparametric problem of testing whether data are Missing Completely At Random (MCAR). Our first contribution is to characterise precisely the set of alternatives that can be distinguished from the MCAR null hypothesis. This reveals interesting and novel links to the theory of Frechet classes (in particular, compatible distributions) and linear programming, that allow us to propose MCAR tests that are consistent against all detectable alternatives. We define an incompatibility index as a natural measure of ease of detectability, establish its key properties, and show how it can be computed exactly in some cases and bounded in others. Moreover, we prove that our tests can attain the minimax separation rate according to this measure, up to logarithmic factors. Our methodology does not require any complete cases to be effective, and is available in the R package MCARtest. ------------------------------------------------ Sarà possibile seguire entrambi i seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88246009718?pwd=UnVxL2R5RThwQllDbWVnbTdRNGVMUT09> 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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