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Seminario di Gianni Pagnini a Napoli
by Enrica Pirozzi 30 Oct '22

30 Oct '22

--- AVVISO di SEMINARIO Dr. Gianni Pagnini BCAM & Ikerbasque, Bilbao, Spain Title: Fractional diffusion as an intermediate asymptotic regime. Abstract: A continuous-time random walk driven by two different Markovian hopping-trap mechanisms is investigated and it is shown that the paradigmatic features of anomalous diffusion are met. More precisely, anomalous diffusion results from a process that goes through the action of two co-existing Markovian mechanisms acting with different statistical frequency, and the probability of occurrence of this switch between the two Markovian settings originates and fully characterises the anomalous diffusion. In fact, ensemble and single-particle observables of this model have been studied and they match the main characteristics of anomalous diffusion as they are typically measured in living systems. In particular, the celebrated transition of the walker?s distribution from exponential to stretched-exponential and finally to Gaussian distribution is displayed by including also the Brownian yet non-Gaussian interval. Moreover, the model dynamically provides the power-law exponent of the mean-square displacement as a function of the probability of switching between the two Markovian states, namely the fractional order. Hence, fractional diffusion emerges as an intermediate asymptotic regime. Finally, within the present approach, fractional diffusion can be interpreted as a mathematical method for bridging two co-existing equilibrium states in a disordered medium. This talk is based on: Vitali S, Paradisi P and Pagnini 2022 J. Phys. A: Math. Theor. 55 224012 Il seminario si terrà il giorno 3 Novembre 2022 ore 16:00 nella Aula D primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Link per seguire online: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Fwd: Graduate and postdoctoral opportunities
by Faggionato, Alessandra 28 Oct '22

28 Oct '22

Buongiorno, Ricevo ed inoltro. Buon weekend Alessandra ---------- Forwarded message --------- Da: Louigi Addario-Berry <louigi(a)gmail.com> Date: ven 28 ott 2022, 16:52 Subject: Graduate and postdoctoral opportunities To: Louigi Addario-Berry <louigi(a)gmail.com> Dear colleagues, I would appreciate it if you could circulate the below information to your networks. I am planning to recruit two new doctoral students (beginning in September 2023) and some positive number of new Master's students (also beginning in September 2023). Also, there are multiple postdoctoral opportunities available at McGill and in Montreal (beginning in May 2023 or later). Those who are interested in a postdoctoral position should apply to the following postings: November 11 deadline: https://www.mathjobs.org/jobs?joblist-1067-20525 December 15 deadline: https://www.mathjobs.org/jobs/list/21313 Those who are interested in a doctoral position should apply here: January 15 deadline: https://www.mcgill.ca/gradapplicants/how-apply In both cases, applicants should mention my name as a potential supervisor. Applicants who would like to work with me should be interested in probability and its interactions with other subjects (e.g. combinatorics, graph theory, PDEs), and should ideally have background in some of these areas. However, all applications will be carefully considered, including from those with non-traditional academic trajectories. Applicants can find out some things about my research interests on my website: http://problab.ca/louigi/. They are also welcome to contact me in advance of applying if they have questions. I especially welcome applications from members of groups who are traditionally underrepresented within mathematics. Sincerely, Louigi.

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W - Math workshop announcement
by Daniele Cappelletti 28 Oct '22

28 Oct '22

Dear all, We are glad to announce the workshop "W-Math", which will take place in the Emma Strada Hall at Politecnico di Torino starting on Thursday, December 1st 2022 at 2pm and ending on Friday, December 2nd 2022 at 1 pm. You can find further information here <http://areeweb.polito.it/disma-excellence/events_2022/WMath/index.html>. Attendance at the workshop is welcome and free. However, for logistical reasons, we kindly ask you to register at this link <https://forms.office.com/pages/responsepage.aspx?id=kqwFKkkgJkqbNIl3Y-_I4sY…> . Please feel free to share this announcement with anyone who may be interested. Best regards, The organizers (A. Boralevi, D. Cappelletti, V. Chiadò-Piat, A. Festa, T. Lorenzi, A. Tabacco, M. Vallarino)

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Seminar Van Bever at UPO
by Enea Bongiorno 28 Oct '22

28 Oct '22

Dear colleagues, We are glad to invite you to the seminar that will take place on the 8th of November, at 16.00: - in presence: room 201 of the campus Perrone, via Perrone, 18, Novara Università del Piemonte Orientale, Dipartimento di Studi per l’Economia e l’Impresa. - on-line at the link: meet.google.com/yvq-ccbt-pzt Prof. Germain Van Bever Université de Namur, Belgio Title: Flexible Hilbertian Additive Regression with Small Errors-in-Variables Abstract: In this talk, we present a new framework of additive regression modelling for data in very generic settings. More precisely, we tackle the problem of estimating component functions of additive models where the regressors and/or response variable belong to general Hilbert spaces and can be imperfectly observed. By this,we mean that some variables can be either measured incompletely or with errors. Smooth backﬁtting methods are used to estimate consistently the component functions and we provide explicit rates of convergence. We amply illustrate our methodology in various settings, including the functional, Riemannian and Hilbertian settings. Best regards, Enea Bongiorno -- 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 Dombry @Bocconi - Thursday 3/11 at 12:00
by Giacomo Zanella 28 Oct '22

28 Oct '22

We are glad to announce the following seminar: Thursday, 3rd of November 2022 12:00, Room AS02 (only in presence, no online) Bocconi University, Via Roentgen 1, floor -1 Speaker: Clément Dombry (Université de Franche-Comté) Title: Stone's theorem and minimax rate of convergence for distributional regression Abstract: Distributional regression aims at estimating the full conditional distribution of the response variable given the covariates and is a fundamental tool in probabilistic forecast. In this talk, we prove Stone's theorem for distributional regression. It establishes universal consistency in Wasserstein distance of a large class of models based on local weights. Next we consider minimax rates of convergence on suitable classes of distributions and prove that nearest neighbor and kernel algorithms are rate optimal. Best regards, Giacomo Zanella

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Two open positions at BCAM (Bilbao): Postdoc and Research technician
by Gianni Pagnini 25 Oct '22

25 Oct '22

Dear colleagues, We have open at BCAM in Bilbao two positions: one PostDoc and one Research technician. The Research technician is intended as a bridge contract after the Master and before to start a PhD. The deadline for both positions is the 16th of December 2022, here are the corresponding links: Postdoc. Research program "Stochastic Modelling and Simulation of Anomalous Diffusion" http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff…> Research technician. Research program "Data Analysis for Anomalous Diffusion in Biological Media" http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff…> For any question, you can get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Below you can read a cut & paste of the research program. Thank you very much. Sincerely, Gianni Ps: further open positions at BCAM can be found at http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> ============== Effective treatment strategies for rare diseases based on gene therapy Project summary Gene therapy medicinal products (GTMPs) are one of the most promising biopharmaceuticals, which are beginning to show encouraging results. Gene therapy based on the administration of DNA, messenger RNA (mRNA) or short-hairpin RNA (shRNA) are intended for gene augmentation or gene suppression, whereas the use of small interfering RNA (siRNA), microRNA, antisense oligonucleotides (ASOs) or aptamers provides posttranslational gene silencing. The efforts and advances made in this area have led to the development of new therapeutic strategies to treat several disorders, many of them without currently available treatments, as rare diseases. A key challenge for the clinical application of nucleic acid medicinal products entails the availability of delivery systems specifically adapted to their features and purpose. For a successful gene therapy, the delivery systems have to protect the genetic material from degradation, facilitating its internalization in target cells and releasing them intracellularly. The first step for an efficient internalization of the nucleic acid is the interaction between the delivery system and the cell membrane. Therefore, the understanding of the intracellular behaviour of the nanodelivery systems, the nucleic acid they carry (mRNA, DNA, siRNA, shRNA or ASO) and the endosomes after the internalization process will allow to advance in the design of nucleic acid based-nanomedicines aiming to improve the effectiveness of gene therapy treatments, by developing strategies for an improved intracellular delivery and endosomal escape. The issue of physical understanding and mathematical modelling of nanodelivering is still an open problem. As a matter of fact, anomalous diffusion emerged in living systems, namely, diffusing particles do not follow rules and properties of Brownian motion, and delivering by nanoparticles also goes according to anomalous diffusion such that modelling and understanding of anomalous diffusion is fundamental for gene therapy improvement. Therefore, new and advanced techniques are required for modelling such random motions and further studies needed for the understanding of the underlying statistical physics. It is well-known that anomalous diffusion is strongly related with fractional diffusion equations that are differential equations involving integral operators defined within the branch of mathematical analysis named Fractional Calculus. Under the point of view of statistical physics, these systems show not classical features as, for example, long-range correlations, power-law distributions, weak ergodicity breaking and aging. This framework calls for stochastic processes in inhomogeneous media and/or for heterogeneous ensembles of particles and then within the families, for example, of scaled Brownian motion and diffusing-diffusivity as well as those of the generalized gray Brownian motion and the superstatistical fractional Brownian motion, in general, and their under-damped extension. In general, the project aims to assess in deep the intracellular behavior of lipid nanoparticles for nucleic acid delivery for establishing models of anomalous diffusion useful to optimize the nanomedicines since the first steps of development. An important step towards further progress in the clinical application of gene therapy is expected and the results be applied in a number of delivery systems and diseases. The project will be mainly focused on the following rare diseases: Rare metabolic diseases; Rare retinal degenerative diseases; CAR therapy in pediatric acute leukemia, that are currently investigated by the PharmaNanoGene group at the Faculty of Pharmacy (UPV/EHU) and Bioaraba Health Research Institute. The development of the proper stochastic processes for nanodelivering and the interpretation of the corresponding statistical physics will be conducted by the Statistical Physics group at BCAM led by the proponent Ikerbasque Research Associate Gianni Pagnini has decades of experience in the field of fractional diffusion equations and the development of the related models, while the molecular simulations and advanced data analysis will be provided by the Mathematical, Computational and Experimental Neuroscience group at BCAM led by Ikerbasque Professor Serafim Rodrigues. — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Assegno di Ricerca in Statistica presso Università di Milano (Statale)
by Luca Rossini 25 Oct '22

25 Oct '22

Buongiorno, presso il Dipartimento di Economia, Management e Metodi Quantitativi dell'Università degli Studi di Milano abbiamo appena aperto un assegno di ricerca di 12 mesi. La scadenza è il 17 Novembre 2022 alle ore 23:59. Tutte le informazioni ed il bando (in Italiano) è reperibile al sito: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… Cordiali saluti Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web: https://lucarossini.wixsite.com/luca-rossini

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Fwd: First announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023
by Faggionato, Alessandra 25 Oct '22

25 Oct '22

Buongiorno, ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Date: lun 24 ott 2022 alle ore 23:38 Subject: First announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 To: Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros.To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message. ************************************************* 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: Tenure track and Postdoctoral positions at the University of British Columbia
by Faggionato, Alessandra 25 Oct '22

25 Oct '22

Buongiorno ricevo e con piacere inoltro. Buona giornata Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Tue, 25 Oct 2022 at 04:50 Subject: Tenure track and Postdoctoral positions at the University of British Columbia To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions below to any candidates who may be interested. ==================================================================== **Tenure track in Mathematics of Machine Learning and Artificial Intelligence**: The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2023. Applicats should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. The position is art of a new interdisciplinary research cluster on AI Methods for Scientific Impact (AIM-SI), within UBC's Centre for AI Decision-making and Action (CAIDA). CAIDA consists of over 100 researchers whose research leverages AI. We are looking for someone who is ready to build research collaborations - informal and formal - with other researchers in AIMS-SI, CAIDA, across the mathematical sciences and the university as a whole. ==================================================================== **Postdoctoral fellowships**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2023. This are 3-year positions with a relatively low teaching load. Applicants should have obtained a recent (normally no earlier than 2020) Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. (Other groups often have postdoctoral positions as well - I do not speak for them.) ==================================================================== Review of applications for both positions will begin after November 15, 2022. Application is through mathjobs. The ads and full details may be seen at https://www.mathjobs.org/jobs/UBC We especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, from racial minorities, LGBTQ+, and indigineous individuals. Please let me know if a different email address should be used. Please contact any of us for additional information: omer ------------------------------------------- Gordon Slade <slade(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Omer Angel <angel(a)math.ubc.ca> Jonathan Hermon <jonathan.hermon(a)gmail.com> -- ************************************************* 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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UNIBO Statistics Seminars: Davide Ferrari, Free University of Bolzano/Bozen
by Simone Giannerini 24 Oct '22

24 Oct '22

We are glad to announce the following Statistics Seminar: Friday, October 28, 11.30 a.m. Davide Ferrari (Free University of Bozen-Bolzano) Fast Construction of Optimal Composite Likelihoods Abstract A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood construction is a crucial aspect influencing both computing and statistical properties of the resulting estimator, currently there does not seem to exist a universal rule to combine low-dimensional likelihood objects that is statistically justified and fast in execution. This paper develops a methodology to select and combine the most informative low-dimensional likelihoods from a large set of candidates while carrying out parameter estimation. The new procedure minimizes the distance between composite likelihood and full likelihood scores subject to a constraint representing the afforded computing cost. The selected composite likelihood is sparse in the sense that it contains a relatively small number of informative sub-likelihoods while the noisy terms are dropped. The resulting estimator is found to have asymptotic variance close to that of the minimum-variance estimator constructed using all the low-dimensional likelihoods. Preprint on Statistica Sinica https://www3.stat.sinica.edu.tw/ss_newpaper/SS-2021-0235_na.pdf Room 2, Piazza Scaravilli 2, Bologna Link for attending the event: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZjY4MjE4MDQtYmM3Mi00…> Contact person: Simone Giannerini _________________________________________________________________ PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A Theme issue ‘DNA as information<https://royalsocietypublishing.org/toc/rsta/374/2063>’ edited by Julyan H.E. Cartwright, Simone Giannerini and Diego L. González _________________________________________________________________ Simone Giannerini Dipartimento di Scienze Statistiche "Paolo Fortunati" Universita' di Bologna Via delle belle arti 41 - 40126 Bologna, ITALY Tel: +39 051 2098262 Fax: +39 051 232153 https://www.unibo.it/sitoweb/simone.giannerini/ ______________________________________________________ ________________________________

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LUISS Math Seminars: Peter Bank, Thu 27 October
by Sara 21 Oct '22

21 Oct '22

Dear all, I am pleased to announce the upcoming seminar by Peter Bank, TU Berlin: https://economiaefinanza.luiss.it/seminar/2022/09/23/what-if-we-knew-what-f… The seminar will take place in Room 106 at 12pm, at the address below. You can also attend the seminar online, at the link: *Room 106:* https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User:* w_guest(a)luiss.it *Password: *ilLGhdI522Q Very best, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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I: Statistique mathématique: Post-Doc à Orsay
by Rita Giuliano 20 Oct '22

20 Oct '22

Inoltro per eventuali interessati Rita Giuliano ________________________________ ________________________________ De: "Yohann" <yohann.de-castro(a)ec-lyon.fr> À: icj(a)math.univ-lyon1.fr Envoyé: Mercredi 19 Octobre 2022 10:37:28 Objet: [icj] Post-Doc à Orsay Bonjour, J’ai le plaisir de vous faire part d'une annonce de post-doc à Orsay en statistique mathématique. Cordialement Yohann De Castro _______________________________________________ ICJ mailing list ICJ(a)math.univ-lyon1.fr https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20221019085709100024…

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Seminar: Catherine Matias 26 October: “Properties of the stochastic approximation EM algorithm”
by Fulvia Pennoni 20 Oct '22

20 Oct '22

Dear all, We are glad to invite you to the *seminar* that will take place on the *26th of October, at 14.30*, in presence in Room *Aula Seminari DiSMeQ 4026, building U7* Civitas, 4th floor, *University of Milano-Bicocca*, Via Bicocca degli Arcimboldi 8, 20126 Milano. *Catherine Matias* <http://cmatias.perso.math.cnrs.fr/>from *Centre National de la Recherche Scientifique (CNRS), Sorbonne University, Paris* will present a seminar on “*Properties of the stochastic approximation EM algorithm with the mini-batch sampling*” (see abstract below). The seminar is also available online at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m414dda85e475f906edae49b2a8ee… <https://unimib.webex.com/unimib-it/j.php?MTID=m414dda85e475f906edae49b2a8ee…> Passcode: NmEQKpfG535 (66375734 from phones) You are invited to forward the event to your students, PhDs and colleagues who may be interested in the Seminar. Kind Regards, Fulvia Pennoni On behalf of the Department of Statistics and Quantitative Methods /--------------/ *Speaker*: Catherine Matias from Centre National de la Recherche Scientifique (CNRS), Sorbonne University, Paris *Title*: /Properties of the stochastic approximation EM algorithm with the mini-batch sampling/ *Abstract*: To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation–Maximization algorithm for general latent variable models is proposed. For exponential models the algo rithm is shown to be convergent under classical conditions as the number of iterations increases. Numerical experiments illustrate the performance of the mini-batch algorithm in various models. In particular, we highlight that mini-batch sampling results in an important speed-up of the convergence of the sequence of estimators generated by the algorithm. Moreover, insights on the effect of the mini-batch size on the limit distribution are presented. Finally, we illustrate how to use mini-batch sampling in practice to improve results when a constraint on the computing time is given. -- Fulvia Pennoni Ph.D. Dpt of Statistics and Quantitative Methods University of Milano-Bicocca

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Open call - Research Fellow at University of Oslo
by Giulia Di Nunno 20 Oct '22

20 Oct '22

Dear All, Let me bring to your attention the following position as Research Fellow (postdoc 18 months) at the Department of Mathematics, University of Oslo: https://www.jobbnorge.no/en/available-jobs/job/233446/research-fellow-at-th… Deadline for application: October 30, 2022 The Research fellow is expect to work within the scope of STORM - Stochastics for Time-Space Risk Models. In particular the research work will focus on the development of the theory and the application of models non-necessarily Markovian suitable for the modelling of market date and associated risks. More details are given in the call. Please feel free to distribute this ad further. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Seminar - Raffaele Argiento - 20 Oct, 2:30 pm - Florence
by Monia Lupparelli 19 Oct '22

19 Oct '22

Dear Colleagues, the Department of Statistics, Computer Science, Application of University of Florence is glad to invite you to the following seminar: Raffaele Argiento (Università degli Studi Bergamo) Thursday 20 October 2022, 2:30 pm Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti”, room 205 Viale Morgagni, 59, Firenze Hierarchical normalized finite point process: predictive structure and clustering Abstract Almost surely discrete random probability measures have received close attention in the Bayesian nonparametric community. They have been used to model populations of individuals or latent parameters (in the mixture model setting) composed of unfixed species with unknown proportions. In this framework, data are usually assumed to be exchangeable. However, the latter assumption is not appropriate when data are divided in multiple groups which may share the same species. If so, partially exchangeability accommodates the dependence across populations. Best regards, Monia Lupparelli ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751579

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Seminar: Erik Lindström 24 October: Feature Selection in Jump Models
by Fulvia Pennoni 19 Oct '22

19 Oct '22

Dear all, We are glad to invite you to the *seminar* that will take place on the *24th of October, at 14.30*, in presence in Room *Aula Seminari DiSMeQ 4026, building U7* Civitas, 4th floor, *University of Milano-Bicocca*, Via Bicocca degli Arcimboldi 8, 20126 Milano. *Erik Lindström <https://www.maths.lu.se/staff/erik-lindstroem/>*from *Lund University* will present a seminar on “*Feature Selection in Jump Models*” (see abstract below). The seminar is also available online at the following link: https://unimib.webex.com/unimib/j.php?MTID=m7d32c71febb43ee95aabde1ca5428861 You are invited to forward the event to your students, PhDs and colleagues who may be interested in the Seminar. Kind Regards, Fulvia Pennoni On behalf of the Department of Statistics and Quantitative Methods /--------------/ *Speaker*: Erik Lindström from Lund University *Title*: /Feature Selection in Jump Models/ *Abstract*: Hidden Markov models are a popular choice for inferring the hidden state of financial markets as the states often are interpreted as market regimes. This interpretation implicitly assumes that the underlying state sequence has a certain level of persistence. However, when a hidden Markov model is misspecified or misestimated, it often leads to unrealistically rapid switching dynamics. We propose a novel estimation approach based on clustering temporal features while penalizing jumps. The advantages of the proposed jump estimator include that it learns the hidden state sequence and model parameters simultaneously while providing control over the transition rate, it is less sensitive to initialization, it performs better when the number of states increases, and it is robust to misspecified conditional distributions. In addition, feature selection is necessary in high-dimensional settings where the number of features is large compared to the number of observations and the underlying states differ only with respect to a subset of the features. We develop and implement a coordinate descent algorithm that alternates between selecting the features and estimating the model parameters and state sequence, which scales to large data sets with large numbers of (noisy) features. We demonstrate the usefulness of the proposed framework by comparing it with a number of other methods on both simulated and real data in the form of financial returns, protein sequences, and text. The resulting sparse jump model outperforms all other methods considered and is remarkably robust to noise. -- Fulvia Pennoni Ph.D. Dpt of Statistics and Quantitative Methods University of Milano-Bicocca

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Mathematical Methods for Climate: Link to Minicourse by D. Faranda
by Francesco Grotto 18 Oct '22

18 Oct '22

Good afternoon, you can find below the link for the second part of the minicourse by D. Faranda; the lecture is slightly delayed due to technical issues. Best FG https://cnrs.zoom.us/j/92979982747?pwd=UVF1QkJqOXdjWVBrc2V6M2tMck54QT09

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Seminar by René Aid (Paris Dauphine) in Padova (hybrid mode)
by Giorgia Callegaro 18 Oct '22

18 Oct '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place on Friday 28th October, at 11.30, in hybrid mode at the Mathematics Department of the University of Padova. More details: * *Speaker*: *René A**ïd (Paris Dauphine)* * *Date and time*: 28th October 2022, 11.30 * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it at https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *A model of optimal incentives for renewable investments* * *Abstract*: We analyze the optimal regulatory incentives to foster the development of non-emissive electricity generation when the demand for power is served either by a monopoly or by two competing firms. The regulator wishes to encourage renewable investments to limit carbon emissions, while simultaneously reducing intermittency of the total energy production. We provide the expression of the optimal contract for each market structure. We show how the market structure affects the complexity of the optimal incentive mechanism. A joint work with Annika Kemper and Nizar Touzi. See you soon, thanks, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminar Marinucci @Bocconi - 21st Oct at 12:00
by Giacomo Zanella 18 Oct '22

18 Oct '22

We are glad to announce the following hybrid seminar: Thursday, 21st October 2022 12:00, Room AS01 + Zoom Bocconi University, Via Roentgen 1, floor -1 Speaker: Domenico Marinucci (Università di Roma Tor Vergata) Title: Asymptotics for Spherical Functional Autoregressions Abstract: In this talk, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and mean-square norm), then a quantitative central limit theorem (in Wasserstein distance), and finally a weak convergence result, under more restrictive regularity conditions. We shall also hint at possible extensions, in particular nonparametric testing for stationarity, isotropy and Gaussianity. Based on joint works with Alessia Caponera and Anna Vidotto. Zoom information: link: https://unibocconi-it.zoom.us/j/92683143026?pwd=Q3plSDVPRzAvcjhQUllBemNPVjV… Meeting ID: 926 8314 3026 Passcode: 123456 Best regards, Giacomo Zanella

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Mathematical Methods for Climate Science: Minicourse and Seminar by D. Faranda in Pisa
by Francesco Grotto 17 Oct '22

17 Oct '22

Dear colleagues, in the context of the project "Metodi matematici per la scienza del clima" at Dipartimento di Matematica in Pisa, D. Faranda (LSCE laboratory, Paris Saclay) will be giving: -a minicourse, "Understanding, researching and telling the story of climate extreme events" on 17-18th November at Dipartimento di Matematica, - a seminar, "Atmospheric circulation compounds anthropogenic warming and its impacts in Europe", on 19th November at Scuola Normale Superiore. All the information can be found at the following link: https://clima.dm.unipi.it/2022/10/12/minicourse-and-seminar-by-d-faranda-ls… Best Francesco Grotto

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Seminar in Statistics - MARIE KRATZ
by Pierpaolo De Blasi 14 Oct '22

14 Oct '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Ottobre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marie Kratz* (ESSEC Business School, CREAR risk research center) Title: *Pro-Cyclicality Beyond Business Cycles: The Case of Traditional Risk Measurements* Abstract: There is an accepted idea that risk measurements are pro-cyclical: in times of crisis, they overestimate the future risk, while they underestimate it in quiet times. We lay down a simple and efficient methodology to evaluate the amount of pro-cyclicality in the way financial institutions measure risk. To do so, we introduce a new indicator based on the Sample Quantile Process (a dynamic extension of Value-at-Risk), conditioned on realized volatility. Using this framework, we prove that pro-cyclicality is inherent in risk measure estimates based on historical data. We identify two main factors explaining this pro-cyclical behavior: the clustering and return-to-the-mean of volatility, as it could have been anticipated but not yet quantified, and, more surprisingly, the very way risk is measured, even in a world with constant volatility, though the empirical magnitude of the mean-reversion is greater than what would be observed in that special case. We develop CLTs and FCLT’s for functionals of quantile and dispersion estimators to support theoretically those empirical findings. This is a joint work with Dr. Marcel Bräutigam and Dr. Michel Dacorogna. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85751895656?pwd=dTBiQTAzd3BoODRoZmQzMlZWTDZIQT09> Meeting ID: 857 5189 5656 Passcode: 166674 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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Roxana Dumitrescu's talk, Milan 19/10/22
by Luciano Campi 14 Oct '22

14 Oct '22

Dear all I am happy to announce the following seminar by Roxana Dumitrescu (King’s College London), you’ll find details on date and venue below the abstract Title: Control and stopping mean-field games: the linear programming approach Abstract: In this talk, we present recent results on the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider mean-field game problems where the representative agent chooses both the optimal control and the optimal time to exit the game, where the instantaneous reward function and the coefficients of the state process may depend on the distribution of the other agents. Furthermore, we establish the equivalence between mean-field games equilibria obtained by the linear programming approach and the ones obtained via other approaches used in the previous literature. We then present a fictious play algorithm to approximate the mean-field game population dynamics in the context of the linear programming approach. Finally, we give an application of the theoretical and numerical contributions introduced in the first part of the talk to an entry-exit game in electricity markets. The talk is based on several works, joint with R. Aïd, G. Bouveret, M. Leutscher and P. Tankov. Date and time: 19 October 2022, 11am Venue: Sala di Rappresentanza, Departimento di Matematica, Università degli Studi di Milano, Via Saldini 50, 20133 Milano. You are all welcome to attend All the best Luciano -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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4 Post-Doc positions in Luxembourg
by Giovanni Peccati 14 Oct '22

14 Oct '22

Dear Colleagues, *four post-docs positions* in the domain of* Mathematical Statistics and related fields* are currently open at the *Department of Mathematics of Luxembourg University*. All details can be found here: https://tinyurl.com/LuxembourgStat With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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SAVE THE DATES: 11th General AMaMeF Conference & Summer School in Bielefeld
by Ferrari, Giorgio 14 Oct '22

14 Oct '22

Dear All, We are pleased to announce that the /11th General AMaMeF Conference/ will take place from *26th to 30th June 2023* in Bielefeld (Germany). Following the conference, a summer school on "Risk and Uncertainty in Economics, Insurance and Finance" will take place in the week of *July 3-7, 2023*. Save the dates! More information on these two events will follow shortly. We are looking forward to welcoming you to Bielefeld in the summer of 2023! Giorgio Ferrari and Frank Riedel

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Fwd: PhD position @ Tor Vergata
by Silvestri, Vittoria 13 Oct '22

13 Oct '22

Ricevo ed inoltro volentieri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Di Iura Andrea Giuseppe (GDS DS&G) <andreagiuseppe.diiura(a)enel.com> Date: mer 12 ott 2022 alle ore 17:05 Subject: PhD position @ Tor Vergata To: Silvestri(a)mat.uniroma1.it <Silvestri(a)mat.uniroma1.it> INTERNAL Dear all, There is a chance to reopen one Ph.D. position in Mathematics at Tor Vergata University in Rome, co-funded by Enel S.p.A. and the Italian Minister of Research. Information about the project is given at http://www.mat.uniroma2.it/dottorato/bando_22_23sept.php All deadlines are now closed. However, there is the possibility to reopen one position. Can you please forward the message to interested students in your universities? All potential candidates are invited to manifest their interest by writing me at andreagiuseppe.diiura(a)enel.com Thank you, Andrea Di Iura

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