- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminar by G. Giorgio at UniMiB [23 May]
by Maurizia Rossi 18 May '23

18 May '23

Dear colleagues, I am glad to announce the following Probability Seminar Speaker: *Giacomo Giorgio* (Università di Roma "Tor Vergata") *Title:* Bivariate fractional Ornstein-Uhlenbeck process: basic properties and estimators. *Abstract:* Please, see the attached file. *Date and time:* Tuesday *23 May,* *15:30*-16:30, *Aula 3014* Building *U5*/RATIO, Univ. *Milano-Bicocca*. Best regards, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminar: Rongfeng Sun at Tor Vergata
by Michele Salvi 18 May '23

18 May '23

Dear all, On Wednesday, May 24th, at 14h00 in Aula 2001 (change of usual place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Rongfeng Sun (NUS Singapore) with the seminar “A new correlation inequality for Ising models with external fields" Abstract: We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field. We show that the influence of boundary conditions on any given spin is maximised when the external field is identically 0. One corollary is that spin-spin correlation is maximised when the external field vanishes. In particular, the random field Ising model on Z^d, d ≥ 3, exhibits exponential decay of correlations in the entire high temperature regime of the pure Ising model. Another corollary is that the pure Ising model on Z^d, d ≥ 3, satisfies the conjectured strong spatial mixing property in the entire high temperature regime. Based on joint work with Jian Ding and Jian Song. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… . The seminar is part of the Excellence Project MatMod@TOV.

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13th International Conference on Extreme Value Analysis
by Simone Padoan 18 May '23

18 May '23

A tutti gli interessati The 13th International Conference on Extreme Value Analysis that will be hosted by Bocconi University from June 26 to June 30, 2023 in Milan. Please, see https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023 The EVA conference aim is to bring together researchers in Extreme Value Theory, Methods and its Applications. The conference will be concerned with a broad spectrum of topics ranging from * Heavy-tailed phenomena; * Time series; Large deviations; * Multivariate modelling; Rare events; * Spatio-temporal processes; to * Machine Learning; * Graphical Modelling; * Big data; * Networks; and will include many important applications such as * Energy Systems; * Climate; * Public Health; * Epidemiology; * Life Sciences; * Insurance and Finance. The registration is still open, please visit the subsection "Registration" of the conference website, https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023 Yours sincerely,  Simone Padoan - chair of the organising committee  Clément Dombry - chair of the scientific committee [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] <https://giving.unibocconi.it/5x1000> Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Seminario di Davide Gabrielli alla Sapienza
by Faggionato, Alessandra 17 May '23

17 May '23

Buongiorno, Martedì 23 Maggio alle ore 14:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza) avrà luogo il seguente seminario: Speaker: Davide Gabrielli (Università dell'Aquila) Title: HIDDEN TEMPERATURE IN THE KIPNIS-MARCHIORO-PRESUTTI MODEL Abstract: Stationary non equilibrium states (SNS) have a rich and complex structure. The large deviations rate functionals for the empirical measure of a few one dimensional SNS of stochastic interacting systems have been computed, among which the boundary driven exclusion process and Kipnis-Marchioro-Presutti (KMP) model. The corresponding rate functionals are not local due to the presence of long range correlations. We show for the KMP model that this can be explained by introducing new variables that can be interpreted naturally as the temperatures of the oscillators that are exchanging the energies. When two oscillators exchange energy they thermalize at the same time. We deduce that the invariant measure of the boundary driven KMP model is a mixture of inhomogeneous products of exponential distributions, the law of the mixture is the invariant measure of the auxiliary temperature process. This is a joint work with Anna De Masi and Pablo Ferrari. We show moreover that a similar representation of the invariant measure holds also for the boundary driven harmonic model; in this case the hidden variables are distributed according to the order statistics of uniform random variables. This is a joint work with G. Carinci, C. Franceschini, C. Giardinà and D. Tsagkarogiannis. Grazie dell'attenzione Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Second Call: Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 17 May '23

17 May '23

Dear colleagues, Let us draw your attention to the workshop for --- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) --- jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford). The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023. The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more. The keynote lectures will be given by: -- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca). We warmly invite junior researchers to apply for contributed talks and/or financial support. The deadline for both is May 31, 2023. Registration to the workshop is free but mandatory, and possible until June 30, 2023. More details can be found on the conference website under: --- https://www.wias-berlin.de/workshops/JRSOC23/ --- We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de. Best regards, The Organizing Committee Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer

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Padova seminars in Probability and Finance- Alice Callegaro (TU Munich and Johannes-Gutenberg Universität Mainz)
by alessandra bianchi 16 May '23

16 May '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on May 26 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Seminars in Probability and Finance *Speaker:* Alice Callegaro (TU Munich and Johannes-Gutenberg Universität Mainz) *Title:* Survival and complete convergence for a branching annihilating random walk *Date and time*: Friday, May 26, 2023 at 14.30 *Place*: room 2BC30 at the Department of Mathematics, University of Padova *Zoom link:* https://unipd.zoom.us/j/88429828028 (Meeting ID 884 2982 8028 ) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract:* We study a branching annihilating random walk (BARW) in which particles move on the discrete lattice in discrete generations. Each particle produces a poissonian number of offspring which independently move to a uniformly chosen site within a fixed distance from their parent's position. Whenever a site is occupied by at least two particles, all the particles at that site are annihilated. This can be thought of as a very strong form of local competition and implies that the system is not monotone. For certain ranges of the parameters of the model we show that the system dies out almost surely or, on the other hand, survives with positive probability. In an even more restricted parameter range we strengthen the survival results to complete convergence with a non-trivial invariant measure. A central tool in the proof is comparison with oriented percolation on a coarse-grained level, using carefully tuned density profiles which expand in time and are reminiscent of discrete travelling wave solutions. Based on a joint work with Matthias Birkner (JGU Mainz), Jiří Černý (University of Basel), Nina Gantert (TU Munich) and Pascal Oswald (University of Basel/JGU Mainz). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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5th International Workshop on eXplainable Knowledge Discovery in Data Mining -- Call for Papers
by REGOLI DANIELE 16 May '23

16 May '23

XKDD 2023 - Call for Papers ------------------------------------------------------------------------- 5th ECML-PKDD International Workshop on eXplainable Knowledge Discovery in Data Mining ------------------------------------------------------------------------- Torino, 18th September 2023 http://xkdd2023.isti.cnr.it/ (co-located with the ECML-PKDD 2023 conference https://2023.ecmlpkdd.org/) CONTEXT & OBJECTIVES In the past decade, machine learning based decision systems have been widely used in a wide range of application domains, like credit score, insurance risk, and health monitoring, in which accuracy is of the utmost importance. Although the support of these systems has an immense potential to improve the decision in different fields, their use may present ethical and legal risks, such as codifying biases, jeopardizing transparency and privacy, and reducing accountability. Unfortunately, these risks arise in different applications. They are made even more serious and subtly by the opacity of recent decision support systems, which are often complex and their internal logic is usually inaccessible to humans. Nowadays, most Artificial Intelligence (AI) systems are based on Machine Learning algorithms. The relevance and need for ethics in AI are supported and highlighted by various initiatives arising from the researches to provide recommendations and guidelines in the direction of making AI-based decision systems explainable and compliant with legal and ethical issues. These include the EU's GDPR regulation which introduces, to some extent, a right for all individuals to obtain ``meaningful explanations of the logic involved'' when automated decision making takes place, the ``ACM Statement on Algorithmic Transparency and Accountability'', the Informatics Europe's ``European Recommendations on Machine-Learned Automated Decision Making'' and ``The ethics guidelines for trustworthy AI'' provided by the EU High-Level Expert Group on AI. The challenge to design and develop trustworthy AI-based decision systems is still open and requires a joint effort across technical, legal, sociological and ethical domains. The purpose of XKDD, eXaplaining Knowledge Discovery in Data Mining, is to encourage principled research that will lead to the advancement of explainable, transparent, ethical and fair data mining and machine learning. Also, this year the workshop will seek submissions addressing uncovered important issues in specific fields related to eXplainable AI (XAI), such as XAI for a more Social and Responsible AI, XAI as a tool to align AI with human values, XAI for Outlier and Anomaly Detection, quantitative and qualitative evaluation of XAI approaches, and XAI case studies. The workshop will seek top-quality submissions related to ethical, fair, explainable and transparent data mining and machine learning approaches. Papers should present research results in any of the topics of interest for the workshop, as well as tools and promising preliminary ideas. XKDD asks for contributions from researchers, academia and industries, working on topics addressing these challenges primarily from a technical point of view but also from a legal, ethical or sociological perspective. Topics of interest include, but are not limited to: TOPICS - XAI for Social AI - XAI for Responsible AI - XAI to Align AI with Human Values - XAI for Outlier and Anomaly Detection - Quantitative and Qualitative Evaluation of XAI approaches - Transparent-by Design Models - XAI Case studies - XAI for Privacy-Preserving Systems - XAI for Federated Learning - XAI for Time Series based Approaches - XAI for Graph based Approaches - XAI for Visualization - XAI in Human-Machine Interaction - XAI in Human-in-the-Loop Interactions - Counterfactual Explanations - Human-Model Interfaces for XAI approaches - Explainable Artificial Intelligence (XAI) - Interpretable Machine Learning - Transparent Data Mining - XAI for Fairness Checking - Explanation, Accountability and Liability from an Ethical and Legal Perspective Also, the XKDD 2023 edition is co-organized with DynXAI - Explainable Artificial Intelligence: From Static to Dynamic. SUBMISSION & PUBLICATION All contributions will be reviewed by at least three members of the Program Committee. As regards size, contributions can be up to is 14 pages references excluded in LNCS format, i.e., the ECML PKDD 2023 submission format. All papers should be written in English. The following kinds of submissions will be considered: research papers, tool papers, case study papers and position papers. Detailed information on the submission procedure is available at the workshop web page: http://xkdd2023.isti.cnr.it/ If pandemic conditions permit, the workshop will be held in an on-site format. Recordings of the lectures will be made available to all registered participants. Accepted papers will be published after the workshop by Springer in a volume of Lecture Notes in Computer Science (LNCS). The condition for inclusion in the post-proceedings is that at least one of the co-authors registered to ECML-PKDD and presented the paper at the workshop. Pre-proceedings will be available online before the workshop. We also allow accepted papers to be presented without publication in the conference proceedings if the authors choose to do so. Some of the full paper submissions may be accepted as short papers after review by the Program Committee. A special issue of a relevant international journal with extended versions of selected papers is under consideration. The submission link is: https://cmt3.research.microsoft.com/ECMLPKDDworkshop2023/Track/16/Submissio… The XKDD 2023 workshop is co-organized and will be held jointly the DynXAI 2023 workshop, please visit https://sites.google.com/view/dynxai-ecmlpkdd-2023/ for the detailed CfP. IMPORTANT DATES Paper Submission deadline: June 20, 2023 Accept/Reject Notification: July 13, 2023 Camera-ready deadline: July 31, 2023 Workshop: September 18, 2023 PROGRAM CO-CHAIRS * Przemyslaw Biecek, Warsaw University of Technology, Poland * Tania Cerquitelli, Politecnico di Torino, Torino, Italy * Riccardo Guidotti, University of Pisa, Italy * Francesca Naretto, Scuola Normale Superiore, Pisa, Italy * Daniele Regoli, Instesa Sanpaolo, Italy PROGRAM COMMITEE * Miguel Couceiro, Università de Lorraine, France * Alessandro Castelnovo, Intesa Sanpaolo, Italy * Riccardo Crupi, Intesa Sanpaolo, Italy * Josep Domingo-Ferrer, Universitat Rovira i Virgili, Spain * FranÃ§oise Fessant, Orange Labs, France * Salvatore Greco, Politecnico di Torino, Italy * Andreas Holzinger, Medical University of Graz, Austria * Paulo Lisboa, Liverpool John Moores University, UK * Marcin Luckner, Warsaw University of Technology, Poland * Amedeo Napoli, CNRS, France * John Mollas, Aristotle University of Thessaloniki, Greece * Enea Parimbelli, University of Pavia, Italy * Francesca Pratesi, ISTI-CNR, Italy * Roberto Prevete, University of Napoli, Italy * Antonio Rago, Imperial College London, UK * Eliana Pastor, Politecnico di Torino, Italy * Jan Ramon, Inria, France * Xavier Renard, AXA, France * Mahtab Sarvmaili, Dalhousie University, Canada * Udo Schlegel, Konstanz University, Germany * Mattia Setzu, University of Pisa, Italy * Dominik Slezak, University of Warsaw, Poland * Myra Spiliopoulou, University Magdeburg, Germany * Francesco Spinnato, Scuola Normale Superiore, Italy * Grigorios Tsoumakas, Aristotle University of Thessaloniki, Greece * Genoveva Vargas-Solar, CNRS, LIRIS, France * Albrecht Zimmermann, Università de Caen, France INVITED SPEAKERS * Andreas Theissler, Aalen University of Applied Sciences, Aalen, Germany * Dino Pedreschi, University of Pisa, Italy (tentative) STEERING COMMITTEE * Riccardo Guidotti, University of Pisa * Anna Monreale, University of Pisa * Salvatore Rinzivillo, ISTI-CNR, Pisa CONTACT All inquiries should be sent to francesca.naretto(a)di.unipi.it, riccardo.guidotti(a)unipi.it Prima di stampare, pensa all'ambiente ** Think about the environment before printing ________________________________ Il presente messaggio, inclusi gli eventuali allegati, ha natura aziendale e potrebbe contenere informazioni confidenziali e/o riservate. 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Workshop in Prato on Random games and machine learning
by Giacomo Aletti 16 May '23

16 May '23

Ricevo e inoltro, scusandomi per ricezioni multiple. Giacomo Aletti ================================= We are delighted to announce the workshop 'Random Games and Machine Learning' which will take place in Prato 17-20 June 2023 (Monash Campus Prato), Italy. The list of participants includes Itai Arieli (Technion), Andrea Collevecchio (Monash University), Fabio Coppini (Luiss), Tim Garoni (Monash University), Robert Griffiths (Monash University), Kais Hamza (Monash University), Fima Klebaner (Monash University), Gabor Lugosi (Pompeu Fabra), Hlafo Alfie Mimun <https://sites.google.com/view/hlafoalfie-mimun/home-page?authuser=0> (LUISS), Arkadi Predtetchinski (Maastricht), Matteo Quattropani (Sapienza Università di Roma), Marco Scarsini (LUISS), Pierre Tarrès (NYU Shanghai), Adrian Vetta (Montreal) , Fima Klebaner (Monash) Vladka Seckarova (Monash), Fabio Coppini (Luiss). The website (under construction) is https://sites.google.com/view/randomgames2023/ The program will be published soon. If you would like to participate, please contact us asap at andrea.collevecchio(a)monash.edu Thanks, Andrea (on behalf of the organizing committee) -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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12 PhD position in the RTG "Coping with Uncertainty in Dynamic Economies" at Bielefeld University
by Ferrari, Giorgio 15 May '23

15 May '23

Dear Colleagues, the newly established research training group (RTG) "Coping with Uncertainty in Dynamic Economies" at Bielefeld University has been recently sponsored by the German Research Foundation (DFG) for up to 9 years. In a first step, we will fund *12 doctoral students for four years of study*. The positions are fully funded, at competitive levels (approx 40.000 Euro gross per year). The RTG is an initiative of ten principal investigators from the Center for Mathematical Economics and the Data Science Research Group at Bielefeld University. Next to the well established core program of our doctoral school BiGSEM (www.bigsem.de <http://www.bigsem.de>), students will thus work in an excellent research environment on topics involving uncertainty in its various aspects and their consequences for dynamic economies. Also, the research training group holds strong ties with top international researchers who will give specialized block courses and summer schools. _More information about the application procedure and deadlines can be found:_ * at the inomics website (https://inomics.com/program/12-phd-positions-in-the-new-research-training-g…) * at Bielefeld’s official announcement webpage (https://uni-bielefeld.hr4you.org/job/view/2457/research-positions-12-positi…) Best wishes, Giorgio Ferrari

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International fintech research conference, Naples, November 2-3
by Daniele Marazzina 15 May '23

15 May '23

Ho il piacere di comunicare che l’Università deli Studi di Napoli Parthenope ospiterà la seconda edizione della International Fintech Research Conference nei giorni 2 e 3 novembre 2023. In allegato la locandina dell’evento.

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Seminar by prof René Aid, May 18 -- link
by Sara 15 May '23

15 May '23

Dear all, Professor Aid from Paris Dauphine will give a seminar next Thursday at 12 in 304 AB, Viale Romania, Roma. Hereafter are the link and login details: Link aula 304 A: https://luiss.webex.com/luiss-en/j.php?MTID=mb3eb24f6a5355082687a936c3d08c7… User:w_guest@luiss.it Password: iqQ9xCmJF3Q Best, Sara ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of Economics and Finance *LUISS University* Address: Viale Romania, 32 00197 Roma *Web* (institutional): https://economiaefinanza.luiss.it/docenti/cv/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/

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Seminario di Statistica
by Rita Giuliano 14 May '23

14 May '23

Buongiorno. Annuncio il seguente seminario Prof. Milto Hadjikyriakou (UCLan Cyprus) 16 Maggio 2023 11:00 - 12:00 Aula Seminari Dipartimento di Matematica, Pisa Probability and Stochastic Analysis and Statistics <https://www.dm.unipi.it/categoria-evento/probability-stochastic-analysis-st…> Titolo: Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components – Abstract: In this work, ordering results are presented for parallel and series systems arising from dependent heterogeneous exponentiated Weibull components that share a common or different Archimedean copula(s). Particularly, sufficient conditions are provided under which the sample extremes are stochastically compared with respect to the usual stochastic order, the dispersive and the star-shaped order. Tutti gli interessati sono invitati Rita Giuliano

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SPASS Seminar: Silvia Morlacchi
by Francesco Grotto 13 May '23

13 May '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Effect of Transport Noise on Kelvin–Helmholtz Instability* Silvia Morlacchi (Scuola Normale Superiore) The seminar will take place on TUE, 16.5.2023 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: * *We numerically investigate the effect of transport noise on the Kelvin- Helmholtz instability at the interface of two 2D fluids in a shear flow, to test if the transport noise acts as a stabilizing factor.We exploit the point vortex method as a numerical discretization of the fluid equation of motion. We compare the results of the simulations in three different cases: inviscid and viscous fluid without transport noise, and inviscid fluid perturbed by transport noise. We find that when the transport noise is modeled by a large number of low-intensity point vortices, a delay in the temporal onset of the instability is present in the non viscous case, which resembles what happens in the viscous case.Based on joint work with Franco Flandoli and Andrea Papini.*

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Seminar: Daniele Calandriello at Tor Vergata
by Michele Salvi 12 May '23

12 May '23

Dear all, On Wednesday, May 17th, at 12h00 in Aula 2001 (change of usual time and place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Daniele Calandriello (Google Deep Mind, Paris) with the seminar “Efficient exploration in stochastic environments" Abstract: Machine learning has seen an explosive growth recently, driven mostly by breakthroughs in classification and generative models. However ML applications in decision making settings are much more limited, where data collection is much higher and ML models must be sufficiently robust and accurate to deal with unforeseen consequences and avoid worst case scenarios. In this talk we will introduce some classical results for online decision making in stochastic linear spaces, with applications to active learning, bandit/bayesian optimization and deep learning. Starting from a rigorous analysis of the noise propagation we can formulate provably robust (i.e. no-regret) algorithms, and then create variants that can scale to modern ML data regimes without sacrificing safety. And if time suffice, we will highlight how these approaches inspired a new wave of exploration techniques to enable reinforcement learning agents to solve extremely long horizon tasks. We encourage in-person partecipation. Should you be unable to come, there will be a Teams link on our webpage published before the start of the talk. The seminar is part of the Excellence Project MatMod@TOV. Next appointment will be 24.05.2023 - Rongfeng Sun (NUS, Singapore), see the details on next events at https://www.mat.uniroma2.it/~rds/events.php.

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BioInference2023: Registration now open
by Massimiliano Tamborrino 12 May '23

12 May '23

Dear all, The 2nd BioInference conference (https://bioinference.github.io/2023) is taking place at the Pitt Rivers Museum at the University of Oxford on the 8th-9th June 2023. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. If you would like to attend the event in-person (tickets limited and on a first come first served basis), the tickets cost £70 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-341678825. If you wish to attend the event online, the tickets cost £20 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-531133874. The conference will combine contributed talks and poster sessions. Our confirmed talk and poster presentations include: Talks: * Jonas Arruda (University of Bonn) "An amortized approach to non-linear mixed-effects modeling based on neural density posterior estimation" * Sandor Beregi (Imperial College London) "Can we control an epidemic in real-time with noisy data?" * Richard Creswell (University of Oxford) "A Bayesian nonparametric method for detecting rapid changes in disease transmission" * Ritabrata Dutta (University of Warwick) "Inference of selection coefficients in multivariate Wright-Fisher: Generalized Bayesian Inference with Signature Kernel Score" * Richard Everitt (University of Warwick) "Rare event ABC-SMC^2" * Marina Evangelou (Imperial College London) "Unsupervised Learning approaches for Multi-OMICS data" * Constandina Koki (University of Warwick) "Bayesian computational analysis of cell division dynamics" * Elena Sabbioni (Politecnico di Torino) "A Bayesian approach for estimating RNA velocity" * Jaromir Sant (University of Oxford) "Inferring natural selection and allele age from allele frequency time series data via exact simulation" * Joseph Shuttleworth (University of Nottingham) "Training models with an ensemble of experimental designs to account for model discrepancy: quantifying uncertainty for predictive models of ion channel currents" * Robin Thompson (University of Warwick) "Inference of pathogen transmissibility during infectious disease outbreaks" * Juliette Unwin (Imperial College London) title TBC * Thijs van der Plas (University of Oxford) "Neural assemblies uncovered by generative modeling explain whole-brain activity statistics and reflect structural connectivity" * Darren Wilkinson (University of Durham) "Statistical emulation for individual-based models of microbial community dynamics" * Ruihua Zhang (University of Oxford) "Simulating weak attacks in a new duplication-divergence model with gene loss" Posters: * Enrico Bibbona (Politecnico di Torino) "Estimating the ratio between the contagiousness of two viral strains" * Austin Brown (University of Warwick) "Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression" * Alexander Browning (University of Oxford) "Modelling heterogenity with random parameters" * Raiha Browning (University of Warwick) "AMISforInfectiousDiseases: an R package to fit a transmission model to a prevalence map" * Alice Corbella (University of Warwick) “Inference of the case fatality risk at the beginning of an epidemic: a state-space model perspective and a robust particle filter” * Viktoria Brunner (University of Oxford) "Large-scale Identification of Compensatory Mutations in the RNA Polymerase of Mycobacterium tuberculosis" * Molly Cui (Kings College London) “Bayesian modelling and sequential learning of latent epidemic dynamics” * Adam Howes (Imperial College London) "Fast approximate Bayesian inference for small-area estimation of HIV indicators using the Naomi model" * Owen Jones (Cardiff University) "Estimating the virulence of managed parasite populations" * Felicia Magpantay (Queen's University at Kingston, Canada), "Challenges in modeling the transmission dynamics of childhood diseases" * Arnau Quera-Bofurall (University of Oxford) “Bayesian calibration of differentiable simulators” * Lutecia Servius (King's College London) "Comparing classification methods and their generalisability on antibody repertoire" * Maria Veretennikova (University of Oxford) "Circadian clock analysis for precision medicine" * Hiu Ching Yip (Politecnico di Torino) "Modelling lemurs' calls with nearest neighbour Gaussian process" We are looking forward to seeing you at BioInference2023, best, Massimiliano on the behalf of the BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey) ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Open positions at Ulm University
by Imma Curato 12 May '23

12 May '23

________________________________ ----- Messaggio inoltrato da Robert Stelzer <robert.stelzer(a)uni-ulm.de> ----- Data: Fri, 12 May 2023 11:56:42 +0200 Da: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Oggetto: Open positions at Ulm University A: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Dear Colleagues and Friends, We are currently looking for talented young researchers interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/26e266484982098ec5e81494cafa0… (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f… ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ For the Institute of Mathematical Finance we are looking for an Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). Your profile: * a very good master degree (Postdoc: PhD) in mathematics or a comparable degree * interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences * interest in didactics and high-quality teaching * willingness to work on one’s own scientific qualification * very good command of English and ability to teach in English * Commitment, ability to work in teams and interest in interdisciplinary cooperation Your responsibilities: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! *> Reference no.:* 23066 *> Application deadline:* 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. *> Scope:* Fulltime or Part-time 50% *> Temporary:* in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) *> Remuneration:* TV-L EG 13 *> Start:* 01.10.2023 or later Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. https://www.uni-ulm.de/stellenportal <https://www.uni-ulm.de/stellen-weitere-infos> We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ----- Fine messaggio inoltrato. -----

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Körber, Laura Claudia 12 May '23

12 May '23

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting October 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is May 26, 2023. Please see https://www.jobs.tu-berlin.de/stellenausschreibungen/165412?language=en for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg<http://www.math.tu-berlin.de/irtg> offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Laura Körber

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Open positions at Ulm University (fwd)
by Tiziano Vargiolu 12 May '23

12 May '23

---------- Forwarded message ---------- Date: Fri, 12 May 2023 11:56:42 +0200 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> To: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Subject: Open positions at Ulm University Dear Colleagues and Friends, We are currently looking for talented young researchers interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/26e266484982098ec5e81494cafa0 6a07e77831d (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f c26fc1a7dbf ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer For the Institute of Mathematical Finance we are looking for an Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). YOUR PROFILE: * a very good master degree (Postdoc: PhD) in mathematics or a comparable degree * interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences * interest in didactics and high-quality teaching * willingness to work on one’s own scientific qualification * very good command of English and ability to teach in English * Commitment, ability to work in teams and interest in interdisciplinary cooperation YOUR RESPONSIBILITIES: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! > Reference no.: 23066 > Application deadline: 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. > Scope: Fulltime or Part-time 50% > Temporary: in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.10.2023 or later Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. https://www.uni-ulm.de/stellenportal We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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Next OWPS on May 24th: Justin Salez (Université Paris-Dauphine & PSL)
by Alberto Chiarini 12 May '23

12 May '23

OWPS's next session will be on Wednesday the 24th of May from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speaker is: Justin Salez (Université Paris-Dauphine & PSL) 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. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Justin Salez (Université Paris-Dauphine & PSL) Title: A new approach to the cutoff phenomenon Abstract: The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity. Discovered forty years ago in the context of card shuffling, it has since then been observed in a variety of examples, from random walks on random graphs to high-temperature spin glasses. Nevertheless, a general theory is still missing, and identifying the precise mechanisms that underlie this phase transition remains one of the biggest challenges in the quantitative analysis of finite Markov chains. In the first part of the lecture, I will try to provide a self-contained introduction to this fascinating question. In the second part, I will describe a new approach based on entropy and curvature, which has recently led to a systematic proof of cutoff for a relatively broad class of chains. Join Zoom Meeting https://unipd.zoom.us/j/84651983262?pwd=N083WWs3RkIyZ0hHckFtbkEzY0xNZz09 Meeting ID: 846 5198 3262 Passcode: 009403 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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32nd Jyväskylä Summer School at the University of Jyväskylä (Finland)
by Tiziano De Angelis 12 May '23

12 May '23

Dear All, I am forwarding an advert for a summer school from Stefan Geiss. This may be of interest for PhD students and early career researchers in stochastic control and optimal stopping. The registration deadline has passed but there are a few remaining places available. Interested people should contact the organiser directly. Best wishes Tiziano ------------------- Dear Tiziano, although the application period is already closed, I would like to inform you about the course MA3: Optimal Stopping and Free-Boundary Problems Time: 14.-18.08.2023 Lecturer: Goran Peskir (University of Manchester) Coordinator: Stefan Geiss Webpage: https://www.jyu.fi/en/research/summer-and-winter-schools/jss at the 32nd Jyväskylä Summer School at the University of Jyväskylä (Finland). We still have some free places so it would be great if you could spread the information to potentially interested students and researchers. In case of interest, they should contact me under stefan.geiss(a)jyu.fi as soon as possible directly so that I can manage their inscription. Kind regards, Stefan Geiss

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 12 May '23

12 May '23

22nd INTERNATIONAL CONFERENCE CREDIT 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The CREDIT 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The CREDIT 2023 is the*twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies - of the Ca’ Foscari University of Venice*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Elisa Giuliani* (University of Pisa), *Helen Rey *(London Business School), *Roberto Rigobon *(MIT Sloan School of Management), and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers and a session dedicated to the EU funded project *TranspArEEnS*. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023 <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Call for PhD scholarships at University of Pisa
by Mario Maurelli 11 May '23

11 May '23

Dear colleagues, I would like to advertise the call for PhD scholarships at the Department of Mathematics of University of Pisa: Deadline: May 29, 2023, 1pm Rome time zone. We strongly encourage applications of students interested in probability. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), stochastic processes for chemical reactions networks (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Our group carries out (together with Scuola Normale, Firenze and Siena) the "probability, stochastic analysis and statistics seminar series", usually on a weekly basis. PhD students can also enjoy study groups and informal seminars which usually run at University of Pisa or at Scuola Normale Superiore in Pisa. The Department of Mathematics has been awarded with the excellence framework (Dipartimento di eccellenza) for the period 2023-2027. More information on the PhD program in Mathematics are available here: https://www.dm.unipi.it/phd/ Do not hesitate to contact me or the other members of the group for further information. You find here the official call in Italian https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… and here the English translation: https://dottorato.unipi.it/index.php/en/application-process-for-the-academi… Best regards Mario Maurelli

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Avviso pubblicazione di due bandi per assegno di ricerca presso la Luiss di Roma - area scientifica Mathematics,
by Fausto Gozzi 11 May '23

11 May '23

Si segnala che, con DR n. 146-147 dell'11 maggio 2023 sono stato emanati due bandi per assegni di ricerca 1) Assegno di ricrerca di 12 mesi titolo: Controllo ottimale, giochi differenziali, giochi a campo medio e applicazioni a sistemi economici eterogenei Il link per la presentazione della candidatura è¨: <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… 2) Assegno di ricrerca di 15 mesi titolo: Modelli matematici per l'evoluzione spazio-temporale delle variabili economiche Il link per la presentazione della candidatura è¨: <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… Si invitano gli interessati a presentare domanda su uno o entrambi gli assegni. Il bando è¨ pubblico sul sito Luiss e sul sito MIUR-Euraxess. Le candidature potranno essere inviate a partire dal 12 Maggio 2023, mentre la scadenza per la presentazione è fissata il giorno 13 giugno 2023 alle ore 14:00 (CEST). Il bando è stato pubblicato alle pagine del sito Luiss di seguito indicate <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

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Advances in Bayesian Statistics, Workshop in honor of Piero Veronese, 12 June, Bocconi
by Sandra Fortini 11 May '23

11 May '23

Il giorno 12 giugno 2023 si terrà presso l'Università Bocconi il convegno "Advances in Bayesian Statistics" in onore di Piero Veronese. https://dec.unibocconi.eu/events/advances-bayesian-statistics-international… [https://dec.unibocconi.eu/sites/default/files/files/media/images/workshop20…]<https://dec.unibocconi.eu/events/advances-bayesian-statistics-international…> Advances in Bayesian Statistics: an international workshop in honor of Piero Veronese<https://dec.unibocconi.eu/events/advances-bayesian-statistics-international…> dec.unibocconi.eu La partecipazione e' gratuita ma e' gentilmente richiesta la registrazione. Il comitato scientifico e organizzatore Rebecca Graziani, Eugenio Melilli, Sonia Petrone [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] <https://giving.unibocconi.it/5x1000> Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Seminar in Statistics - REGINA LIU
by Pierpaolo De Blasi 11 May '23

11 May '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 10 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Regina Liu* (Rutgers University, USA) Title: *Fusion Learning: Combining Inferences from Diverse Data Sources* Abstract: Advanced data collection technology nowadays has often made inferences from diverse data sources easily accessible. Fusion learning refers to combining inferences from multiple sources or studies to make a more effective overall inference than that from any individual source or study alone. We focus on the tasks: 1) Whether/When to combine inferences? 2) How to combine inferences efficiently? 3) How to combine inference to enhance an individual or target study? We present a general framework for nonparametric and efficient fusion learning for inference on multi-parameters, which may be correlated. The main tool underlying this framework is the new notion of depth confidence distribution (depth-CD), which is developed by combining data depth, bootstrap and confidence distributions. We show that a depth-CD is an omnibus form of confidence regions, whose contours of level sets shrink toward the true parameter value, and thus an all-encompassing inferential tool. The approach is shown to be efficient, general and robust. It readily applies to heterogeneous studies with a broad range of complex and irregular settings. This property also enables the approach to utilize indirect evidence from incomplete studies to gain efficiency for the overall inference. The approach will be shown with simulation studies and real applications in aircraft landing performance tracking and in financial forecasting. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89011414757?pwd=M2xDT3g1cy9kNm50REdoYUEzdU9sdz09> 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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