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SPASS Seminar: Elia Bisi and Michele Coghi
by Gianmarco Bet 01 Feb '23

01 Feb '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): Matrix Whittaker processes Elia Bisi (TU Wien) and Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering Michele Coghi (Università di Trento) The seminars will take place on TUE, 7.2.2023 respectively at 14:00 CET and 15:00 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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Matrix Whittaker processes Abstract: Our journey starts from interacting random walks with push-and-block dynamics. We then consider their positive temperature analogues, touching upon polymer partition functions. Finally, we arrive at matrix Whittaker processes, which are integrable models of interacting Markov dynamics on matrix spaces. Our main tools are intertwining relations and the theory of Markov functions, which we will review. This talk is based on a joint work with Jonas Arista and Neil O’Connell: https://arxiv.org/abs/2203.14868. Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering Abstract: Motivated by the challenge of incorporating data into misspecified and multiscale dynamical models, we study a McKean-Vlasov equation that contains the data stream as a common driving rough path. This setting allows us to prove well-posedness as well as continuity with respect to the driver in an appropriate rough-path topology. The latter property is key in our subsequent development of a robust data assimilation methodology: We establish propagation of chaos for the associated interacting particle system, which in turn is suggestive of a numerical scheme that can be viewed as an extension of the ensemble Kalman filter to a rough-path framework. Finally, we discuss a data-driven method based on subsampling to construct suitable rough path lifts and demonstrate the robustness of our scheme in a number of numerical experiments related to parameter estimation problems in multiscale contexts. ---------------------------------------------------------------------- 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 ---------------------------------------------------------------------- ---------------------------------------------------------------------- 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 ----------------------------------------------------------------------

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Fwd: Scaling limits and generalized hydrodynamics, March 27-31 2023, GSSI
by Faggionato, Alessandra 01 Feb '23

01 Feb '23

Buongiorno, vi giro l'annuncio di una scuola molto interessante che si terra' a L'Aquila (a cui si puo' partecipare sia on-site che online). Non mi e' possibile inoltrare il poster alla mailing list ma chi fosse interessato al poste lo trova a https://indico.gssi.it/event/425/attachments/756/1238/poster.pdf Saluti Alessandra Faggionato ---------- Forwarded message --------- From: Giulia Basti <giulia.basti(a)gssi.it> Date: Mon, 30 Jan 2023 at 11:33 Subject: Scaling limits and generalized hydrodynamics, March 27-31 2023, GSSI Dear colleagues and friends, this is a gentle reminder for the school *"Scaling limits and generalized hydrodynamics"* which will be held at the Gran Sasso Science Institute, in L'Aquila (Italy), from *March* *27**th (9 am) to** March* *31st** (12 pm)**, 202**3.* The school will consist of three introductory mini courses, given by - *Fraydoun Rezakhanlou*, University of California - *Chiara Saffirio*, University of Basel - *Herbert Spohn*, Technical University of Munich and invited talks by - *Thierry Bodineau*, CMAP École Polytechnique - *Eric Carlen*, Rutgers University - *Pablo Ferrari*, Universidad de Buenos Aires - *Alessia Nota*, University of L'Aquila - *Sergio Simonella*, Sapienza Università di Roma see the attached poster. The school will be complemented by contributed talk sessions by selected young participants (deadline for submission: February 5th 2023) Registration is free but mandatory (deadlines: March 12th 2023 for onsite participation, March 26th 2023 for online participation). Some financial support to a limited number of young participants will be available (deadline for requests: February 5th , 2023). The registration form and further information are available on the website: https://indico.gssi.it/e/ScalingLimits We would be grateful if you could circulate the announcement among potentially interested young researchers, and hang the poster at your Institution. We are looking forward to meeting you at GSSI! Giulia Basti, Serena Cenatiempo, Stefano Olla, Errico Presutti, Marielle Simon, Lu Xu -- ************************************************* 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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Fwd: & PhD/ Postdoc advertisement
by Faggionato, Alessandra 01 Feb '23

01 Feb '23

Buongiorno ricevo e con piacere inoltro. Buona giornata Alessandra Faggionato ---------- Forwarded message --------- From: <jansen(a)math.lmu.de> Date: Fri, 27 Jan 2023 at 13:40 Subject: Re: & PhD/ Postdoc advertisement To: Faggionato, Alessandra <faggiona(a)mat.uniroma1.it> ================================== PhD-student or Postdoc vacancy on Continuum Statistical Mechanics in Augsburg / München ---------------------------------- Dear colleagues, We are looking for a talented researcher to work on a project on *Continuum Particle Systems* at Augsburg University and LMU Munich. The project focusses on the decay of correlations of continuum particle systems and combines techniques from stochastic geometry and statistical mechanics. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 May 2023 or later. We are looking for candidates with excellent background in probability theory and statistical mechanics who obtained an MSc degree in Mathematics. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (Munich/Tuebingen). Please contact Prof. Sabine Jansen (jansen(a)math.lmu.de) or Prof. Markus Heydenreich (m.heydenreich(a)lmu.de) for further information about the project. Interested candidates are invited to send letter of motivation, curriculum vitae as well as name and contact details of two academic references to m.heydenreich(a)lmu.de. Review of application begins on 01 February 2023 and shall continue until the position is filled. Best wishes, Sabine Jansen and Markus Heydenreich -- ************************************************* 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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Webinar PRISMA 6 febbraio 23 : Di Crescenzo-Cappelletti
by Claudia Ceci 01 Feb '23

01 Feb '23

Buongiorno a tutte/i, 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) *Lunedi’ 6 febbraio 2023* *ore 16-17 Antonio Di Crescenzo* *Titolo: *You can model so many things with birth-death processes *Abstract:* Birth-death processes constitute the continuous-time analog of random walks, and are largely adopted as a tool for stochastic modeling. Indeed, the richness of the birth and death rates allows modeling a variety of phenomena, ranging from evolutionary dynamics and neuronal modeling, to queueing and reliability theory, for instance. Various methods of analysis have been developed for determining quantities of interest, such as stationary distributions and first-passage-time distributions. The talk is aimed at providing a review of some recent results on growth-evolution models characterized by time-dependent growth rates and their stochastic counterpart described by birth-death processes. The analysis focuses on generalizations of the Gompertz and logistic growth models, and on the related birth-death processes having linear and quadratic rates. A diffusion approximation leading to a time-inhomogeneous geometric Brownian motion is also treated. We also present certain generalizations involving extended birth-death processes on a star-graph defined as a lattice formed by the integers of semiaxes joined at the origin. Specifically, we deal with (i) the analysis of the transient and asymptotic behavior of a multispecies birth-death-immigration process and of a continuous-time multi-type Ehrenfest model, (ii) the construction and the study of suitable diffusion approximations for the considered models, leading to two processes belonging to the class of Pearson diffusions on the spider. *ore 17-18* *Daniele Cappelletti* *Titolo: * Solving the chemical recurrence conjecture in two dimensions *Abstract:* Stochastic reaction networks are continuous-time Markov chains typically used in biology, epidemiology, and population dynamics. The goal is to keep track of the abundance of the different reactants over time. What makes them special from a mathematical point of view is the fact that their qualitative dynamics is described by a finite set of allowed transformation rules, referred to as "reaction graph". A long-standing conjecture is that models with a reaction graph composed by a union of strongly connected components are necessarily positive recurrent, meaning that each single state is positive recurrent. In my talk I will discuss why the conjecture makes intuitive sense and why it is difficult to prove it. I will then show how my collaborators and I adapted Forster-Lyapunov techniques to prove the conjecture in two dimensions. Joint work with: Andrea Agazzi, David Anderson, Jonathan Mattingly 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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Distinct and well-recognizable notations for writings in Probability and Statistics
by Antonio DI CRESCENZO 30 Jan '23

30 Jan '23

Upon invitation of Wolfgang Runggaldier, Professor Emeritus at the University of Padua, I am pleased to send you the attached file, which contains interesting remarks by Jordan Stoyanov, aimed at improving and unifying the use of notations and abbreviations in scientific writing in Probability and Statistics cf. https://drive.google.com/file/d/1-7lsVkmbZR1LvVmZTnIf3UAYO3K9me8e/view?usp=… -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

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I: [pde-seminar] PDE seminar with Filippo de Feo
by Giuseppina Guatteri 30 Jan '23

30 Jan '23

Ricevo e inoltro. Il seminario si terrà ad Atlanta il 31 gennaio alle ore (per noi) 21:00. Cordiali saluti Giuseppina. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore ________________________________ ________________________________ From: pde-seminar-request(a)lists.gatech.edu <pde-seminar-request(a)lists.gatech.edu> on behalf of Chen, Gong <gc(a)math.gatech.edu> Sent: Sunday, January 29, 2023 6:33 AM To: pde-seminar(a)lists.gatech.edu <pde-seminar(a)lists.gatech.edu> Subject: [pde-seminar] PDE seminar with Filippo de Feo Dear all, On Tuesday, Jan 31, we will have our visitor Filippo de Feo from Politecnico di Milano to speak for our PDE seminar in person in Skiles 006. Filippo’s talk information can be found here https://math.gatech.edu/seminars-colloquia/series/pde-seminar/filippo-de-fe… The talk will also be streamed on zoom: https://gatech.zoom.us/j/95574359880?pwd=cGpCa3J1MFRkY0RUeU1xVFJRV0x3dz09 Meeting ID: 955 7435 9880<tel:7435%209880> Passcode: PDE Best wishes, Gong

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SPASS Seminar: Dejun Luo
by Francesco Grotto 30 Jan '23

30 Jan '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Convergence rates and CLT for stochastic inviscid Leray-model with transport noise* *Dejun Luo* (Chinese Academy of Science) The seminar will take place on TUE, 31.1.2023 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: * *The stochastic inviscid Leray- model perturbed by multiplicative transport noise is considered on the torus. Under a suitable scaling of the noise, it is shown that the weak solutions converge, in some negative Sobolev spaces, to the unique solution of the deterministic viscous Leray- model. Interpreting such limit result as a law of large numbers, we also study the underlying central limit theorem and provide an explicit convergence rate. This talk is based on a joint work with PhD Bin Tang.*

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PhD course "Concentration of probability measures" by Nicola Turchi at Milano-Bicocca
by Maurizia Rossi 26 Jan '23

26 Jan '23

Dear colleagues, I would like to inform you that *Dr. Nicola Turchi* (University of Milano-Bicocca) will deliver a PhD course entitled *"Concentration of probability measures"* from *January 30th* to April 3rd 2023* in presence* at the Department of Mathematics and its Applications, University of Milano-Bicocca, and *live streaming*. *For more information* https://drive.google.com/file/d/1pRkD4HP2vMGE_AssgQ4LR75TqzCj0wvb/view Please do not hesitate to write an email to *nicola.turchi(a)unimib.it <nicola.turchi(a)unimib.it>* should you need further information. 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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PhD course STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS, Politecnico di Milano
by Luca Scarpa 26 Jan '23

26 Jan '23

Announcement: PhD Course on STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS by Dr. Luca Scarpa Lectures: 20/02, 27/02, 06/03, 13/03, 20/03, 27/03, 03/04, 12/04, 17/04 Location: Dipartimento di Matematica (III piano), Politecnico di Milano, Via Bonardi 9, Milano Enrolment information: https://www.dottorato.polimi.it/futuri-dottorandi/corsi-singoli Course webpage: https://www11.ceda.polimi.it/schedaincarico/schedaincarico/controller/sched… Best regards, Luca Scarpa ----- Luca Scarpa, PhD Tenure-Track Assistant Professor Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it url: https://sites.google.com/view/lucascarpa

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Ph.D. positions in "Physics-Informed or Theory-Driven machine learning" at the TU Chemnitz
by Imma Curato 25 Jan '23

25 Jan '23

Dear Colleagues, The department of Mathematics at the TU Chemnitz invites applications for two 3 years Ph.D. positions to work on projects in "Physics-informed or theory-guided machine learning." The deadline for the application is 10.02. More information on the call can be found in the link below. https://www.tu-chemnitz.de/verwaltung/personal/stellen/224034_1_LH.php Don't hesitate to write to imma.curato(a)uni-ulm.de<mailto:imma.curato@uni-ulm.de> for any position inquiries. Best Regards Imma Curato

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Postdoc position in Milano
by Stefania Ugolini 25 Jan '23

25 Jan '23

We recall the approaching deadline January 30-th 2023 of the postdoc position at the Department of Mathematics of Università degli Studi (Milano) entitled: Stochastic methods in quantum system Best regards, Stefania Ugolini. https://www.unimi.it/sites/default/files/2022-12/BANDO_tipo_A_2022BIS%20eng…

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RTDA SECS/S-01 Politecnico di Milano
by Laura Maria Sangalli 24 Jan '23

24 Jan '23

Con preghiera di massima diffusione a tutti i potenziali interessati. *** Nell'ambito del Progetto di Partenariato Esteso GRINS è appena stata bandita una posizione RTD-A nel settore SECS-S/01 sul tema Statistical Learning per il progetto GRINS - Growing Resilient, INclusive and Sustainable Scadenza: 13-02-23 Dettagli della procedura: bando<https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-e-con…> L’attività di ricerca verterà sullo sviluppo di modelli statistici per la previsione ex-ante e la valutazione ex-post dell'impatto degli investimenti in infrastrutture e servizi per migliorare l'accessibilità, la resilienza e la sostenibilità dei territori e delle città (WP2 Progetto GRINS – PNRR PE9 Spoke7). Sarà necessario comprendere come i fattori tangibili (infrastrutture e infostrutture) interagiscono con quelli intangibili (coesione e inclusione sociali, mobilità,…) per definire la sostenibilità di un territorio e a) identificare gli elementi funzionali a rendere i territori accessibili; b) individuare i gap territoriali e che limitano la sostenibilità e c) definire e valutare politiche per colmare tali gap. Sono richieste competenze avanzate di Statistical Learning e Analisi Dati, e comprovata conoscenza di Data Management e programmazione (R, Python). Il ruolo prevede lo svolgimento di attività didattica. Per informazioni: Prof. Francesca Ieva – francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Seminario Prof. E. Ronchetti
by Enea Bongiorno 24 Jan '23

24 Jan '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 31 gennaio ore 16.30 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *An Introduction to Saddlepoint Approximations* *Prof. Elvezio Ronchetti* Research Center for Statistics and Geneva School of Economics and Management University of Geneva, Switzerland Elvezio.Ronchetti(a)unige.ch www.unige.ch/gsem/en/research/faculty/honorary-professors/elvezio-ronchetti/ Abstract: Classical inference in statistics is typically carried out by means of standard (first-order) asymptotic theory. However, the asymptotic distribution of estimators and test statistics can provide a poor approximation of tail areas especially when the sample size is moderate to small. This can lead to inaccurate p-values and confidence intervals. Several techniques, both parametric and nonparametric, have been devised to improve first-order asymptotic approximations, including e.g. Edgeworth expansions, Bartlett's corrections, and bootstrap methods. Here we focus on saddlepoint techniques, introduced into statistics by H. Daniels, and more generally on small sample asymptotic techniques, an expression coined by F. Hampel to express the spirit of these methods. Indeed they provide very accurate approximations of tail probabilities down to small sample sizes and /or out in the tails. Moreover, these approximations exhibit a relative error of order 1/n, an improvement with respect to other available approximations obtained by means of Edgeworth expansions and similar techniques. We will review the basic ideas, show the link with other nonparametric methods such as empirical likelihood, and outline some connections to information theory and optimal transportation. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1INut-6sD210FwZ437k3ydQA5P3xchdIr/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminar Fabio Spizzichino in Bologna
by Sabrina Mulinacci 23 Jan '23

23 Jan '23

Dear all, we are glad to announce the following hybrid seminar: Speaker: Fabio Spizzichino Title: Minima among subsets of random variables, Random permutations, and Load-sharing survival models Thursday, January 26, 2023 at 4 pm In person: Aula III - Department of Statistical Sciences, Via Belle Arti, 41, Bologna Teams Link: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTczODg3MjgtNzFkOC00…> ID riunione: 369 287 907 78 Passcode: yd7Kf2 The abstract and more details can be found here https://stat.unibo.it/it/eventi/minima-among-subsets-of-random-variables-ra… [https://stat.unibo.it/@@site-logo/logo-unibo.png]<https://stat.unibo.it/it/eventi/minima-among-subsets-of-random-variables-ra…> Minima among subsets of random variables, Random permutations, and Load-sharing survival models — Scienze Statistiche "Paolo Fortunati" - stat.unibo.it<https://stat.unibo.it/it/eventi/minima-among-subsets-of-random-variables-ra…> Relatore: Fabio Spizzichino (Università Sapienza) Tu sei qui: Home; Eventi; Minima among subsets of random variables, Random permutations, and Load-sharing survival models stat.unibo.it Please, do not hesitate to contact me for anything. Sincerely, Sabrina Mulinacci

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Seminar Klopp @Bocconi
by Giacomo Zanella 23 Jan '23

23 Jan '23

We announce the following seminar (held only in person): 26/01/2023 at 12:00 Bocconi University, Via Roentgen 1, Milan Room 3-B3-sr01, floor 3 Speaker: Olga Klopp (ESSEC and CREST). Personal webapge: http://kloppolga.perso.math.cnrs.fr/ Title: Optimality of Variational Inference for Stochastic Block Model Abstract: Variational methods are extremely popular in the analysis of network data. Statistical guarantees obtained for these methods typically provide asymptotic normality for the problem of estimation of global model parameters under the stochastic block model. In the present work, we consider the case of networks with missing links that is important in application and show that the variational approximation to the maximum likelihood estimator converges at the minimax rate. This provides the first minimax optimal and tractable estimator for the problem of parameter estimation for the stochastic block model. We complement our results with numerical studies of simulated and real networks, which confirm the advantages of this estimator over current methods. See also https://bidsa.unibocconi.eu/newsevents/bidsa-seminar-series-optimality-vari… . Best regards, Giacomo Zanella

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2nd Level Executive Master in QUANTUM MACHINE LEARNING
by Marco Corazza 23 Jan '23

23 Jan '23

*2nd LEVEL **EXECUTIVE ** MASTER in* *QUANTUM MACHINE LEARNING* (*https://www.cafoscarichallengeschool.it/.../quantum.../* <https://www.cafoscarichallengeschool.it/master/quantum-machine-learning/?fb…> ) Dear All, I'm informing you that: - the deadline for the enrollment to the *EXECUTIVE 2nd LEVEL MASTER in QUANTUM MACHINE LEARNING* is approaching: February 1, 2023, *- 5 INPS full-coverage scholarships are available for Italian civil servants (https://www.inps.it/Welfare/default.aspx?lastMenu=21556... <https://www.inps.it/Welfare/default.aspx?lastMenu=21556&iMenu=1&tb=0&fondo=…>).* for any information, you can contact lorenzo.paolini(a)unive.it. Regards, Marco Corazza P.S. - Please, give wide diffusion to this announcement. -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef

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Phd In Statistics & Computer Science - scadenza domande
by Antonio Lijoi 23 Jan '23

23 Jan '23

Care/i tutte/i, ricordo che la scadenza per la presentazione delle domande di ammissione al dottorato in Statistics and Computer Science dell’Università Bocconi, Milano, è imminente: 1 Febbraio. Vi sarei molto grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti e buona settimana, AL ******************* PhD in Statistics and Computer Science - a.y. 2023-2024 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2023 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Machine Learning, Decision Theory and Statistical Physics. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) Antonio Lijoi ----- Bocconi University http://mypage.unibocconi.eu/antoniolijoi

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Call of interest at U. Venice (open position in Statistics or Math for Social Sciences)
by Marco LI CALZI 20 Jan '23

20 Jan '23

The Department of Management at U. Ca’ Foscari Venezia is interested in receiving expressions of interest for a position in Statistics, or in Mathematics Applied to Social Sciences. The position is open (tenure-track, associate, or full). Scholars with three years’ of seniority abroad may be hired directly. Candidates should have a solid knowledge of advanced mathematical tools and their research output should have used them in at least one of the following areas: management science, economics, finance, insurance, decision theory, game theory, or social sciences. Emphasis on data science or network science is particularly appreciated. Please address questions or inquiries to Marco Li Calzi <licalzi(a)unive.it <mailto:licalzi@unive.it>>. __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy T. +39 041 234 6925 M. licalzi(a)unive.it WWW: http://mizar.unive.it/licalzi

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Ph.D. positions in Artificial intelligence at University of Pisa
by Marco Romito 20 Jan '23

20 Jan '23

Good morning I am writing to announce that a special call for the National Doctoral Program in Artificial Intelligence at the University of Pisa funded by the National PNRR has been issued. The call can be found here: in italian: https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2022-2023… in english: https://dottorato.unipi.it/index.php/en/application-process-for-the-academi… The deadline is on February 1 2023, at 1pm CET The probability & statistics group at the University: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ is part of the local funding project. Best regards m.

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IEEE MetroLivEnv 2023 - Special Session PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY
by Antonella Iuliano 20 Jan '23

20 Jan '23

Dear Colleagues, we would like to draw your attention to the upcoming 2023 IEEE INTERNATIONAL WORKSHOP ON METROLOGY FOR LIVING ENVIRONMENT that will be held at the Politecnico di Milano, (Italy), 29 - 31 May, 2023. The following Special Session is open to receive your submissions. PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY The application of metrology related to living environment plays an important role in many applicative contexts to understand and identify sources of variability and to minimise their influence. There is a lack of probabilistic and machine learning approaches in this field; therefore this session aims at covering this aspect. Probability Theory and Statistics provide powerful tools for the development of new mathematical models to describe real life phenomena. One of the most significant advantages of the probabilistic modeling is that it gives a comprehensive understanding of the uncertainty associated with a measurement result. Therefore, the goal of this session is to gather recent advancements with promising future perspectives on the application of mathematical models, in areas such as health care and environmental, to improve the quality of life. Website: https://www.metrolivenv.org/special-session-4 *Important deadlines:* *Extended Abstract Submission Deadline* January 31, 2023 *Extended Abstract Acceptance Notification* March 15, 2023 *Final Paper Submission Deadline* April 15, 2023 *Conference Dates* May 29-31, 2023 For further information and updates please visit the conference website: https://www.metrolivenv.org/ We are looking forward to Welcome you in Milan! Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Best Regards, The Session Organizers Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Seminario Prof. Leonenko
by Enrica Pirozzi 19 Jan '23

19 Jan '23

**** AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO: Limit theorems for the first Minkowski functional of Gaussian spatiotemporal random fields with long-memory Abstract The paper [1] addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local functionals of nonlinear transformation of such fields, with Hermite rank m ? 1, under general covariance structures. These results are proven to hold, in particular, for a family of non?separable covariance structures belonging to Gneiting class. For m = 1, under some general condition on covariance structure of spatiotemporal random field with long memory in time, the properly normalized first Minkowski functional converge in distribution to the normal law. For m = 2, under separability of the spatiotemporal covariance function in space and time, the properly normalized Minkowski functional, involving the modulus of a Gaussian random field, converges in distribution to the Rosenblatt type limiting distribution for a suitable range of the long memory parameter. Some other related results can be found in [2,3]. For spatiotemporal isotropic stationary fields on sphere similar results obtained in Marinucci et al. [4] This is joint results with M.D.Ruiz-Medina (Granada University, Spain). References [1] Leonenko, N.N. and Ruiz-Medina, M.D. (2023) Sojourn functionals for spatiotemporal Gaussian random fields with long-memory, Journal of Applied Probability, in press. [2] Leonenko N. and Olenko, A. (2014) Sojourn measures for Student and Fisher-Snedecor random fields, Bernoulli, 20 (3), 1454-1483 [3] Makogin, V. and Spodarev, E. (2022). Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Stochastics, 94, 111?142 [4] Marinucci, D., Rossi, M. and Vidotto, A. (2020). Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2 × R, Annals of Applied Probability, 31, 2311?2349 Il seminario si terrà il giorno 25 Gennaio 2023 ore 15:30 nella Aula C 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 **** -- 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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Ph.D. position on dependence modeling at TU Eindhoven (NL)
by Elisa Perrone 19 Jan '23

19 Jan '23

Dear Colleagues, The Department of Mathematics and Computer Science of TU Eindhoven has an open Ph.D. position in Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct theoretical research in the area of dependence modeling and copulas under my supervision. Application deadline: February 16, 2023. Job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-978530.html <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.tue.…> I would appreciate it if you could forward this email to any potential candidates. Thanks and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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PREMIO UMI-DE FINETTI
by Claudia Ceci 19 Jan '23

19 Jan '23

Buongiorno a tutti, segnalo che è stato pubblicato il bando del premio UMI De Finetti 2023 rivolto a giovani studiose e studiosi in Calcolo delle Probabilità ed Applicazioni: https://umi.dm.unibo.it/premi/bandi-premi/ La scadenza è il 31 marzo 2023 (in allegato il bando). Alla medesima pagina trovate anche il bando del premio Caccioppoli 2022 rivolto a giovani ricercatrici e ricercatori in tutti gli ambiti della matematica (scadenza 28 febbraio 2023). Vi prego di darne la massima diffusione. Buona giornata, Claudia Ceci *************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Padova Seminars in Probability and Finance - Athanasios Vasileiadis (Université Côte d'Azur)
by alessandra bianchi 18 Jan '23

18 Jan '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on January 27 at 14.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Athanasios Vasileiadis (Université Côte d'Azur) *Title*: Solving Stochastic Control and Mean Field Games using Deep Reinforcement Learning *Date and time*: January 27, 2023 at 14.30 *Place*: Room 2BC30 of the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83527477275 (meeting ID: 835 2747 7275) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In recent years there have been big breakthroughs in applying machine learning for the solution of control problems primarily solving the curse of dimensionality. In this talk we will lay the foundations of Reinforcement Learning and apply it to stochastic control problems first and then Mean Field Games. On the theoretical side we will see some guarantees for the convergence of the approximations, as well as how to use noise to learn the Nash Equilibria of the MFG problem. On the practical side we will use Artificial Neural Networks to look for the optimal controls in feedback form and discuss results in higher dimensions. -- 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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(PMS)^2 talks: E. Luongo and F. Grotto [Jan 23]
by Maurizia Rossi 18 Jan '23

18 Jan '23

Dear colleagues, We are happy to announce the following *hybrid - that is, in person with online streaming - *talks: Speaker: *Eliseo Luongo* (SNS Pisa) *Title:* A stochastic particle approximation approach of the 2D Navier-Stokes equations with vorticity generation. (See Abstract below.) Speaker: *Francesco Grotto *(Univ. di Pisa) *Title:* Area Excursions and nodal Leray measures for Random Waves on hyperbolic space. (See Abstract below.) Date and Time: *Monday January 23, 14:30-16:30 (Rome time zone)* Place: *Aula 3014,* *Dip. di Matematica e Applicazioni, Univ. di Milano-Bicocca*, via R. Cozzi 55, Milano *Webex link:https://unimib.webex.com/unimib-it/j.php?MTID=m4a814f4cfe7e7a7ace5ef5e… <https://unimib.webex.com/unimib-it/j.php?MTID=m4a814f4cfe7e7a7ace5ef5e4d3f6…>* *Meeting number:* 2743 324 2093 *Password:*YPiMid9rP83 *-* *Abstract (Luongo)*: Particle approximation of 2D Navier-Stokes equations is a relevant problem in fluid dynamics with consequences also in its numerical analysis. The problem is essentially solved in the case of domains without boundary, but it remains mostly open in the case of no-slip boundary conditions, due to the difficulty of understanding and modeling generation of vorticity close to the boundary. The solution of this problem could have a deep impact in our understanding of turbulence. In this talk we present a stochastic particle approximation method which allows us to treat 2D Navier-Stokes equations in the case of prescribed vorticity generation. Our approach is almost completely functional analytic based. Moreover we obtain finer convergence results to the solution of the Navier-Stokes equations compared to propagation of chaos techniques. The talk is based on a joint work with F. Grotto and M. Maurelli. *Abstract (Grotto):* Focusing on the asymptotic behavior of a couple of relevant geometric functionals, we will discuss analogies and differences between random wave models on hyperbolic space and other geometric settings on which the related theory is by now well-established. Based on joint work with Giovanni Peccati. - These talks are part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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