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International conference “Statistical Methods and Models for Complex Data" - SAVE THE DATE!
by Alessandra Fabbri Colabich 07 Apr '22

07 Apr '22

*On behalf of the Director of the Department of Statistical Sciences of the University of Padua:* SAVE THE DATE! *International conference “Statistical Methods and Models for Complex Data”* , *21-23 September 2022, Padova, Italy* The Department of Statistical Sciences of the University of Padova is organizing the international conference: “Statistical Methods and Models for Complex Data”. The conference will be held in Padova, Italy on 21-23 September 2022. The event is organized on the occasion of the 800th anniversary of the University of Padua and the last year of the excellence project of our department. The scientific program will include plenary sessions, with 45 minutes invited presentations from internationally recognized experts, followed by 25 minutes for interventions of two main discussants and informal moments of discussion and interaction between the participants. Participation of senior and young scientists involved in the developments of statistical methods and tools for complex data is strongly encouraged. The scientific program of the conference is available on the website *http://800years.stat.unipd.it <http://800years.stat.unipd.it>*. For further information, please contact: 800years(a)stat.unipd.it

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Fwd: two PhD positions
by Antonio Agresti 06 Apr '22

06 Apr '22

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Mark Veraar - EWI <M.C.Veraar(a)tudelft.nl> Date: mar 5 apr 2022 alle ore 15:43 Subject: two PhD positions To: Mark Veraar - EWI <M.C.Veraar(a)tudelft.nl> Dear all, Within my NWO Vici grant "Foundations of Stochastic Partial Differential Equations" (FoundSPDE) I have two PhD positions available. It would be great if you could forward this announcement to potential candidates. Short description: At the Delft Institute for Applied Mathematics (DIAM), part of Delft University of Technology (TU Delft), NL, two full-time PhD positions in the mathematical analysis of stochastic partial differential equations are offered. The PhD candidate will be supervised by Prof.dr.ir. M.C. Veraar (part of the Analysis Group at DIAM). The focus of both of the projects is on well-posedness, regularity, long-time behavior, large deviations and/or approximation of solutions to parabolic and hyperbolic SPDEs of semi- and quasi-linear type. A background in Probability Theory and/or Analysis is preferable. The deadline for application is June 24th. For further details see https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?… Best regards, Mark Veraar ---------------------------- Professor dr. ir. M.C. Veraar Analysis section Delft Institute of Applied Mathematics. Faculty EEMCS Delft University of Technology https://fa.ewi.tudelft.nl/~veraar/

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(PMS)^2 in person and online talk: Daria Ghilli - April 11 at 14.00
by Carlo Orrieri 06 Apr '22

06 Apr '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Daria Ghilli (Università di Pavia) Title: A mean field game model in economics with spatial interactions in the human capital Abstract: We study an economic model where each agent chooses its position in space and its level of human capital maximizing its own utility and interacts with the other agents through the human capital. The main peculiarity of the model we consider consists in the presence of a spatial interaction term in the dynamic of the human capital, i.e. spatial spillovers on the accumulation of human capital and in the utility, i.e. spatial spillovers on the consumption. We adopt a Mean Field Game (MFG) approach and study a system of two partial differential equations, the MFG system, which arises as the continuum macroscopic description of the discrete multi-agents system emerging, heuristically, as the limit as the number of agents tends to infinity. The MFG system we study is expected to approximate Nash equilibria for the discrete multi-agents system when the number of players tends to infinity. This is a joint work with C. Ricci (Pisa) and G. Zanco (LUISS). Date and time: Monday April 11, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Zoom Link: https://us02web.zoom.us/j/83190110958?pwd=QW5tOC9tcGgyTDNtaUJvenIrdGNZQT09 <https://us02web.zoom.us/j/83190110958?pwd=QW5tOC9tcGgyTDNtaUJvenIrdGNZQT09> ID riunione: 831 9011 0958 Passcode: 384911 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Borse per visitatori provenienti da aree a rischio
by Faggionato, Alessandra 06 Apr '22

06 Apr '22

Cari tutti, vi mando sotto un messaggio in Inglese, cosi' che possa essere forwardato anche a stranieri. Grazie della collaborazione! Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear all, Here in La Sapienza we have special grants for visiting professors/researchers from risk areas (such as Ukraine but also Russia) for up to 6 months with a gross salary of 3000 euros. These grants are for persons who have been/are exposed to some risk, e.g. they had to leave their countries. Do you know of some probabilists or other people working with probability who could be interested and are in a situation of necessity? The deadline of the application is *April 11* 12:00 (midday) and the application has to be done by a person in La Sapienza. Thanks Best Alessandra Faggionato, Vittoria Silvestri and Lorenzo Taggi -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ICMNS2022 Digital - First announcement
by Massimiliano ... 05 Apr '22

05 Apr '22

Dear all, We are delighted to announce the 8th International Conference on Mathematical Neuroscience (ICMNS 2022). The conference will take place online from July 6th to 8th, 2022, between 14:00 and 18:00 (GMT+2). ICMNS is an interdisciplinary conference series, bringing together theoretical neuroscientists and mathematicians. The conferences are aimed at scientists interested in using or developing mathematical techniques for neuroscience problems. It is our pleasure to confirm that this year’s plenary speakers will be: * Danielle Bassett<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcomplexsy…> (University of Pennsylvania, USA) * Sue Ann Campbell<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.math.…> (University of Waterloo, Canada) * Thomas Serre<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fserre-lab…> (Brown University, USA) There will be 6 minisymposium sessions, covering a broad set of topics in mathematical neuroscience. Each minisymposium consists of 4 talks, 3 of which will be given by early career researchers. * Stochastic models for neuronal activity, Organiser: Laura Sacerdote<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.lauras…> (University of Turin, Italy) * Patterns and Rhythms in Balanced Neural Networks, Organiser: James MacLaurin<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fpeople.nj…> (New Jersey Institute of Technology, USA) * Metastable dynamics in neural circuits, Organiser: Tilo Schwalger<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fpage.math…> (Technische Universität Berlin, Germany) * Learning (and compressing) stochastic sequences of events, Organiser: Antonio Galves<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fime.usp.br…> (Universidade de São Paulo, Brasil) * Nonlinear PDEs of Fokker–Planck type in neuroscience, Organisers: Pierre Jules Abel Roux<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww1.math…> (University of Oxford, UK) and Susanne Solem<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.ntnu.…> (Norwegian University of Science and Technology, Norway) * Dynamical system of psychiatric disorders, Organisers: Christoffer Alexandersen (University of Oxford, UK) and Louisiane Lemaire (Humboldt-Universität zu Berlin, Germany) In addition, there is an open call for micro-talks, delivered to the whole audience. Micro-talk sessions are one-hour sessions consisting of a sequence of very short introductions (2 minutes, 1 slide) by the presenters to their research, followed by an opportunity to chat with individual presenters about their research in breakout rooms. We encourage micro-talks submissions by researchers from all areas of mathematical neuroscience and at all career stages. Submissions can be made at this link<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goog…>. The submission deadline is the 31st of May at 23:59 (GMT+2). Please visit our website to submit subscribe to our mailing list and YouTube channel: * https://www.danieleavitabile.com/icmns2022digital/<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.danie…> * https://www.youtube.com/channel/UCXClLvVl35uBrYIgN8dOZsw<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> We look forward to seeing you (virtually) in July! Best wishes, Áine Byrne Daniele Avitabile Massimiliano Tamborrino Etienne Tanré ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>

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Summer School + workshoop on Reaction Networks
by Enrico Bibbona 04 Apr '22

04 Apr '22

Dear all, Politecnico di Torino is organizing the second edition of the following two events on Chemical Reaction Networks 1) Summer School on Stochastic Reaction Networks,10-16 July, 2022, Torgnon, Aosta Valley, Italy Instructors: David F Anderson (University of Wisconsin, Madison, US), L. Popovic (Concordia University, Montreal, CA). More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs/index.html 2) Workshop on Chemical Reaction Networks, 6-8 July, 2022, Torino, Italy This second event is taking place at Politecnico di Torino, and will cover both stochastic and deterministic Chemical Reaction Networks, modelling and inference. More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.… Please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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2 postdocs on network and graphical models
by Consonni Guido 04 Apr '22

04 Apr '22

On behalf of David Rossell (Universitat Pompeu Fabra) Postdocs in high-dimensional statistics for network & graphical models analysis, Barcelona We have two post-doctoral positions to work on a range of topics related to high-dimensional statistics for networks, ultra high-dimensional graphical models, frameworks linking networks and graphical models, multivariate structural learning and time series analysis. The positions are for 1 year, with a potential for extension to 18 months, with a gross yearly salary of 40,000 eur. The scope is ample and allows for sub-projects related to mathematical statistics and statistical learning theory, data analysis methodology in penalized likelihood and Bayesian statistics, and computational methods. The positions are related to a Huawei grant, which also offers opportunities to explore applications of the developed theory & methods. The project is primarily hosted by the Statistics group at UPF (https://sites.google.com/view/stats-upf<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.goo…>) and the BSE Data Science Center (https://datascience.bse.eu<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdatascien…>) in Barcelona (Spain), and is in collaboration with Luc Devroye at McGill University in Montreal (Canada) and Piotr Zwiernik at the University of Toronto (Canada). The primary supervisors are Christian Brownlees, Luc Devroye, Gábor Lugosi, David Rossell and Piotr Zwiernik, although collaborations with other professors of these research groups are also possible. Interested candidates should send an updated CV and a short research statement to David Rossell (david.rossell(a)upf.edu<mailto:david.rossell@upf.edu>). They should ask 3 referees to send a letter of reference on their behalf. The deadline for applying for the first position is April 30 2022, the deadline for the second position is June 15 2022. -- David Rossell Director, BSE Master's in Data Science Methodology and BSE Data Science Center Associate professor, Dept. of Economics & Business, Universitat Pompeu Fabra (Office 1E46, Jaume I building) [http://static.unicatt.it/ext-portale/FirmaOutlook.jpg]<http://www.unicatt.it/> [http://static.unicatt.it/ext-portale/5xmille-firma-mail-scritta.jpg]

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Seminar in Pisa: Ruojun Huang
by Francesco Grotto 04 Apr '22

04 Apr '22

Dear Colleagues, we would like to invite you to the following seminar by Ruojun Huang (Scuola Normale Superiore) to be held Wednesday (April 6th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: April 6th, 2022, 14:00 CET Speaker: Ruojun Huang (Scuola Normale Superiore) Title: Coagulation under environmental noise Abstract: Environmental noise in a continuum interacting particle system is a space-dependent noise acting on all particles simultaneously. We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with Smoluchowski-type nonlinearity. It partially extends a result of Hammond-Rezakhanlou (2007) who considered the PDE case, with our motivation coming from trying to understand the effect of turbulence on rain formations. Based on a joint work with Franco Flandoli.

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ROBUST STATISTICS: few places are still available, and an opportunity for publication
by Francesca Greselin 04 Apr '22

04 Apr '22

Apologies for cross-posting Please *FORWARD this information to your PhD STUDENTS and POST-DOC RESEARCHERS.* The III International School on Classification and Data Analysis ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS <https://rsfd.lakecomoschool.org/> organized under the auspices of CLADAG <http://cladag.it/about/>, ERS-IASC <https://iasc-isi.org/ers-mission/>, and the University of Milano-Bicocca, will be held - in presence - on 2-6 May, 2022 in the awesome location of Villa del Grumello <https://www.villadelgrumello.it/it/>, on the shore of Como <https://www.lakecomo.is/it/>Lake <https://www.lakecomo.is/it/> (Como, Italy). Lecturers Anthony Atkinson <https://www.researchgate.net/profile/Anthony_Atkinson3>, London School of Economics, UK Agustin Mayo-Iscar <https://www.researchgate.net/profile/Agustin_Mayo>, University of Valladolid, ES Marco Riani <https://www.researchgate.net/profile/Marco_Riani>, University of Parma, IT Francesca Greselin <https://www.researchgate.net/profile/Francesca-Greselin> *,* University of Milano-Bicocca, IT The deadline has been postponed till April 9. Few places are still available. Publication in the Open Access journal *Statistica e Applicazioni *(Indexed in Scopus <https://www.scopus.com/> - Google Scholar <https://scholar.google.com/> - Current Index to Statistics <https://www.statindex.org/> - Ulrich's Periodicals Directory <http://ulrichsweb.serialssolutions.com/> - SCImago Journal & Country Rank <https://www.scimagojr.com/journalsearch.php?q=21100851482&tip=sid&clean=0>) is available for participants in the School. All are invited to prepare a manuscript on robust methods applied to their field of research. Thank you for your attention, Francesca Greselin

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Fwd: Pathway to Research scheme
by Elisabetta Candellero 03 Apr '22

03 Apr '22

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Thu, Mar 31, 2022 at 3:13 PM Subject: Pathway to Research scheme To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, The following scheme may be of interest to undergrads. We would like as many applications as possible, so please spread the word! Thanks, Matt ---------------- Pathway to Research scheme - a scheme for students completing, or having completed, a BSc or taught Masters The SAMBa CDT, based in the Department of Mathematical Sciences at the University of Bath, is seeking applicants to its Pathway to Research scheme. This will provide three people, who have the potential to be excellent mathematical researchers, but who have – for any number of reasons – not been able to take advantage of enough mathematical training to get them ready for PhD research, with a year long programme of training and mentorship in a research environment, plus a £10,000 bursary, resulting in an MSc qualification. https://www.bath.ac.uk/campaigns/start-your-research-career-in-mathematics-… Barriers to academic progress that applicants may have faced could include significant caring responsibilities, the need to work during their studies, a lack of access to fundamental mathematics courses (e.g. Further Maths A level), having had a restricted choice of location for their undergraduate degree, and there will be many more. It may be that there are people on your courses, or those who have recently graduated, who are unaware that a career in research mathematics was even an option and please can I encourage you to make them aware of this scheme. The deadline for applications is 16th May, with a visit day for those who apply planned for 26th May. ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Environment and sustainability: new challenges and perspectives for Statistics - Politecnico di Milano
by Laura Maria Sangalli 02 Apr '22

02 Apr '22

#VERSOILFESTIVALDELLASTATISTICA22 Environment and sustainability: new challenges and perspectives for Statistics Martedì 3 maggio 2022 ore 14.00 Politecnico di Milano Intervengono: Prof. Pedro Delicado, Universitat Polytecnica de Catalunya “Wildfires vegetation recovery through satellite remote sensing and functional data analysis” Prof. Alessandro Fassò, Università degli Studi di Bergamo "Statistical modelling of COVID-19 impact on maritime carbon emissions” Prof. Piercesare Secchi, Politecnico di Milano "Environment and sustainability: new challenges and perspective for Statistics” Tavola rotonda, presieduta da Piercesare Secchi, con la partecipazione di Corrado Crocetta, Presidente della Società Italiana di Statistica, e di alcuni membri del Comitato Scientifico di GRASPA Dettagli e registrazione a https://www.mate.polimi.it/events/statfest/ <https://www.mate.polimi.it/events/statfest/> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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MOX 20 Years Anniversary - Politecnico di Milano
by Laura Maria Sangalli 02 Apr '22

02 Apr '22

MOX Laboratory for Modeling and Scientific Computing, Politecnico di Milano https://mox.polimi.it Dear Colleagues, MOX turns 20! To celebrate this event, a one-day scientific event, MOX20, will take place at the Politecnico di Milano on May 27th, 2022. Since 2002, MOX promotes research in the field of mathematical modeling, data science, and scientific computing in Science and Engineering. During the event, some recent success stories of collaboration between MOX and its scientific and industrial partners will be presented, with a preview of future scientific challenges. The event will feature in particular the participation of Prof. Jean-Pierre Bourguignon (IHES-France and former ERC President), Prof. Jan Hesthaven (Vice President at EPFL-Switzerland), Prof. Victor Panaretos (EPFL-Switzerland) and Prof. Antonio F. Corno (University of Texas Health-USA). For more information, visit the webpage https://mox.polimi.it/mox20/ The event will be held in person and will be streamed for those who wish to follow it in online mode. Participation is very welcome and free of charge. However, for organizational reasons registration is mandatory. Please fill in the form https://www.mate.polimi.it/registrazione/MOX20_registrazione.php by April 27th, 2022. With best regards, The MOX20 Organizing Committee —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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ECSO-CMS 2022 - Last Call for Papers and Extended Deadline
by Martina Nardon 30 Mar '22

30 Mar '22

Apologies for cross-posting Dear Colleagues, we invite you to submit contributions to ECSO – CMS 2022 that will be held on 29-30 June - 1 July 2022, in Venice, at the Department of Economics - Ca’ Foscari University, in the San Giobbe Economics Campus. *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *29-30 June - 1 July 2022, Venice, Italy* ECSO - CMS 2022 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2022 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2022(a)unive.it Conference hashtag: #ecsocms2022 IMPORTANT DATES Abstract submission – *NEW DEADLINE: April 12, 2022* Notification of acceptance: *April 20, 2022* Early registration: *April 30, 2022* Best student paper prize: *May 15, 2022* A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2022(a)unive.it). *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize.Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committees Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Seminario Caponera Tor Vergata
by Domenico Marinucci 30 Mar '22

30 Mar '22

Cari colleghi venerdì prossimo 1 aprile alle ore 15.30 avrà luogo presso il Dipartimento di Matematica di Roma Tor Vergata il seguente seminario: ------------------------------------------------------------------------------------------------------ Aula 1200, Edificio Sogene Speaker: Alessia Caponera (EPFL) Title: Nonparametric Estimation of Covariance and Autocovariance Operators on the Sphere Abstract: We propose nonparametric estimators for the second-order central moments of spherical random fields within a functional data context. We consider a measurement framework where each field among an identically distributed collection of spherical random fields is sampled at a few random directions, possibly subject to measurement error. The collection of fields could be i.i.d. or serially dependent. Though similar setups have already been explored for random functions defined on the unit interval, the nonparametric estimators proposed in the literature often rely on local polynomials, which do not readily extend to the (product) spherical setting. We therefore formulate our estimation procedure as a variational problem involving a generalized Tikhonov regularization term. The latter favours smooth covariance/autocovariance functions, where the smoothness is specified by means of suitable Sobolev-like pseudo-differential operators. Using the machinery of reproducing kernel Hilbert spaces, we establish representer theorems that fully characterize the form of our estimators. We determine their uniform rates of convergence as the number of fields diverges, both for the dense (increasing number of spatial samples) and sparse (bounded number of spatial samples) regimes. We moreover validate and demonstrate the practical feasibility of our estimation procedure in a simulation setting. Based on a joint work with Julien Fageot, Matthieu Simeoni and Victor M. Panaretos -------------------------------------------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Padua Probability Seminar: Jodi Dianetti (this Friday)
by Markus 30 Mar '22

30 Mar '22

Dear All, This Friday,*Jodi Dianetti* (Center for Mathematical Economics, Bielefeld University) will give a seminar talk on Submodular mean field games, which will be held in person and online via Zoom. Details: * Date and time: Friday, April 1, 2022 at 14.30 pm * Place: room 2BC30 at the Department of Mathematics, University of Padova (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: Submodular mean field games: Existence and approximation of solutions * Abstract: We study mean field games with scalar Itô-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences. Firstly, it allows us to prove existence of solutions via an application of Tarski's fixed point theorem, covering cases with discontinuous dependence on the measure variable. Secondly, it ensures that the set of solutions enjoys a lattice structure: in particular, there exist a minimal and a maximal solution. Thirdly, it guarantees that those two solutions can be obtained through a simple learning procedure based on the iterations of the best-response-map. Our approach also allows to treat submodular mean field games with common noise, as well as mean field games with singular controls, optimal stopping and reflecting boundary conditions. This talks is based on some joint works together with Giorgio Ferrari, Markus Fischer and Max Nendel. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

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Seminar in Pisa: Giulia Carigi
by Francesco Grotto 29 Mar '22

29 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Giulia Carigi (University of Reading) to be held next Wednesday (March 30th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 30, 2022, 14:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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Fwd: [PRISMA] seminari di Enrico Scalas e Giacomo Ascione
by Domenico Marinucci 28 Mar '22

28 Mar '22

Cari colleghi scusandomi per eventuali messaggi multipli, vi mando le informazioni sui prossimi seminari online del Gruppo UMI Prisma (lunedì 4 aprile), con i contributi di Enrico Scalas e Giacomo Ascione: * April 4, 2022, 16:00-17:00 (CET): Enrico Scalas TITLE: Point processes and time change: A fractional non-homogeneous Poisson process and its functional limits ABSTRACT: A fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. A similar definition is proposed for the (nonhomogeneous) fractional compound Poisson process. Both finite-dimensional and functional limit theorems are presented for the fractional nonhomogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Some of the limiting results are verified in a Monte Carlo simulation. Papers: [1] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120, 2017, pp. 147-156. DOI: http://dx.doi.org/10.1016/j.spl.2016.09.024 https://arxiv.org/abs/1601.03965 [2] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, Limit theorems for the fractional nonhomogeneous Poisson process, Journal of Applied Probability , 56:1, 2019 , pp. 246 - 264. DOI: https://doi.org/10.1017/jpr.2019.16 https://arxiv.org/abs/1711.08768 This is joint work with Nikolai Leonenko and Mailan Trinh. * April 4, 2022, 17:00-18:00 (CET): Giacomo Ascione TITLE: Spectral methods for time-changed birth-death processes ABSTRACT: In this talk we focus on a class of semi-Markov birth-death processes obtained by means of a time-change of some standard birth-death process. Precisely, we consider as parent processes the immigration-death process and the Meixner process, whose stationary distributions are respectively the Poisson and the Pascal distributions. Exploiting, on one hand, the properties of the Charlier and Meixner polynomials (in particular, the self-duality property), while, on the other, characterizing the eigenfunctions of some non-local operators by means of the Laplace transform of an inverse subordinator, we are able to explicitly express the spectral decomposition of the transition probability function of the aforementioned processes. The latter expression is then used to prove existence and uniqueness of strong solutions for a class of time-nonlocal Cauchy problems in a suitable Banach sequence space and the probabilistic interpretation of such equations as some sort of non-local backward/forward Kolmogorov equations. Finally, a comparison with the time-changed diffusion case is carried out by referring to the spectral decomposition of the probability density function of time-changed Pearson diffusions. The latter argument hints at the possibility of applying this kind of spectral methods to a wider range of problems. This is the result of joint work with Nikolai Leonenko from Cardiff University and Enrica Pirozzi from University of Naples. Grazie per l'attenzione, Domenico Marinucci Link: ------ https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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A day on Random Graphs - Save the date
by mic sal 28 Mar '22

28 Mar '22

Dear all, the workshop "A day on Random Graphs" will take place at Università di Tor Vergata on the 30th of May (see poster in attachment). Registration before the 15th of May is free but compulsory. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . Thanks for sharing with those who might be interested. The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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PhD position at Bielefeld University
by Giorgio Ferrari 27 Mar '22

27 Mar '22

Dear All, I forward the following announcement for a PhD position in Bielefeld. Best wishes, Giorgio Ferrari %%%% Title: Ph.D. position at Bielefeld University’s CRC 1283 The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening for a Ph.D. position in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The project also focuses on numerical aspects and selected topics from actuarial science, stochastic optimal control, and mean field games. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. For full consideration, your application (including a cover letter, CV, copies of diplomas, and, if available, a copy of the master’s thesis) should be sent via email as a single PDF document to imw(a)uni-bielefeld.de. Please mark your application with the identification code: Wiss22273. Starting date: at earliest convenience Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 Application deadline: 13.04.2022 For further information see: https://uni-bielefeld.hr4you.org/job/view/1309/research-position?page_lang=… https://www.sfb1283.uni-bielefeld.de -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Summer School "Stochastic Modelling in the Life Sciences"
by Sant, Jaromir 26 Mar '22

26 Mar '22

Dear All, We would like to bring to your attention the summer school "Stochastic Modelling in the Life Sciences"<https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> being held at the Hausdorff Research Institute for Mathematics in Bonn during the week 9-13th of May. The school will consist of three 5 hour long courses on coagulation and fragmentation for genealogical processes, spatial modelling, and diffusive limits for microscopic models, together with two shorter 3 hour mini-courses on statistical inference and duality. Speakers: Prof. Nina Gantert (TU Munich) Prof. Alison Etheridge (Oxford) Prof. Kevin Painter (Politecnico Torino) Dr. Jere Koskela (Warwick) Dr. Federico Sau (IST) Applications <https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> are open until the 31st of March. Kind Regards, Jaromir Sant & Nadia Loy

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Seminar in Statistics - ALEXANDRA CARPENTIER
by Pierpaolo De Blasi 25 Mar '22

25 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 1 Aprile 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Alexandra Carpentier* (University of Potsdam) Title: *Optimal ranking in crowd-sourcing* Abstract: Consider a crowd sourcing problem where we have n experts and d tasks. The average ability of each expert for each task is stored in an unknown matrix M, which is only observed in noise and incompletely. We make no (semi) parametric assumptions, but assume that both experts and tasks can be perfectly ranked: so that if an expert is better than another, she performs on average better on all tasks than the other - and that the same holds for the tasks. This implies that if the matrix M is permuted so that the experts and tasks are perfectly ranked, then the permuted matrix M is bi-isotonic. We focus on the problem of recovering the optimal ranking of the experts in l_2 norm, when the questions are perfectly ranked. We provide a minimax-optimal and computationally feasible method for this problem, based on hierarchical clustering, PCA, and exchange of informations among the clusters. We prove in particular - in the case where d > n - that the problem of estimating the expert ranking is significantly easier than the problem of estimating the matrix M. This talk is based on joint work with Emmanuel Pilliat and Nicolas Verzelen. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Z3MVuM7MixQHxrmF6 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81557586058?pwd=SllnbU8wcDh4M2pFNEEvQkk5Q2VqUT09> Meeting ID: 815 5758 6058 Passcode: 518172 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Annuncio 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2021 Lammi, Finlandia
by Claudio Macci 25 Mar '22

25 Mar '22

Cari tutti, scrivo per inoltrare il seguente avviso da parte di Dario Gasbarra dell'Università di Helsinki. In allegato trovate la locandina della scuola in oggetto. Saluti a tutti. C.M. *************************************** Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2022, Lammi, per ulteriori informazioni visitate il sito https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 40th Finnish Summer School on Probability and Statistics in Lammi, Finland 23-27.5.2022 is open, please check the website https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Courses: * JEAN-FRANÇOIS CHASSAGNEUX [1](PARIS) PROBABILISTIC NUMERICAL METHODS FOR NON-LINEAR PDES. * FABRICE GAMBOA [2] (TOULOUSE) LARGE DEVIATIONS, MOMENT PROBLEMS AND SUM RULES * CIPRIAN TUDOR [3](LILLE) NON-GAUSSIAN SELFSIMILAR PROCESSES See you in Lammi ! Dario Gasbarra, Dept. of Mathematics and Statistics University of Helsinki Links: ------ [1] https://www.lpsm.paris/pageperso/chassagneux/ [2] https://www.math.univ-toulouse.fr/~gamboa/ [3] http://samm.univ-paris1.fr/-Ciprian-Tudor-

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Post-doc position in Statistics at University of Padua
by Sara Pillan 25 Mar '22

25 Mar '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates or graduates with a master’s degree. The purpose of this research grant, with a duration of *12 months* and an amount of *Euro 25,930.00 gross*, is to carry out research activity into developing statistical models for high dimensional data following approaches both frequentist and Bayesian. Often a large number of quantitative, qualitative or mixed variables are available and in dealing with them in statistical models requires attention to computational and statistical problems such as the curse of dimensionality. In many cases objective methods are required, but in many fields, e.g., marketing, sociological or biomedical analysis, subjective or a priori information is available, which can be included in the modeling and estimation procedures. The complete call is available at https://www.stat.unipd.it/assegno-di-ricerca-di-tipo-resp-scientifico-prof-… The call will expire on April 8th, 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegni-dipstat-4-2022/ Best regards, the administrative secretariat -- Ufficio Ricerca del Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Webinar Tamborrino @NeuroMat, March 29, 2022
by Massimiliano ... 24 Mar '22

24 Mar '22

Buongiorno, per chi fosse interessato, martedî 29 marzo alle 15 ora italiana darò un talk online su Approximate Bayesian Computation per NeuroMat https://neuromat.numec.prp.usp.br/content/rpb-ihp23/<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fneuromat.…> Titolo, abstract e link per il talk sono riportati sotto. Buona giornata, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> ________________________________ From: Vera Lucia Ribeiro <veralu(a)ime.usp.br> Sent: 22 March 2022 17:41 Subject: NeuroMat webinar, March 29, 2022 NeuroMat webinars 2022 pathways to the 2023 IHP thematic program Random Processes in the Brain Webinar title Structure-preserving Approximate Bayesian Computation (ABC) for stochastic neuronal models by Massimiliano Tamborrino Department of Statistics, University of Warwick Tuesday, March 29, 2022 at 10 am (S.Paulo local time) / 3 pm (Paris local time) meet.google.com/jki-nokz-tyz<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fmeet.googl…> Abstract: ABC has become one of the major tools for parameter inference in complex mathematical models in the last decade. The method is based on the idea of deriving an approximate posterior density aiming to target the true (unavailable) posterior by running massive simulations from the model for different parameters to replace the intractable likelihood, choosing then those parameters whose simulations are good matches to the observed data. When applying ABC to stochastic models, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the model under the same parameter configuration result in different output. Moreover, since exact simulation from complex stochastic models is rarely possible, reliable numerical methods need to be applied. In this talk, we show how to use the underlying structural properties of the model to construct specific ABC summaries that are less sensitive to the intrinsic stochasticity of the model, and the importance of adopting reliable property-preserving numerical (splitting) schemes for the synthetic data generation. Indeed, the commonly used Euler-Maruyama scheme may drastically fail even with very small stepsizes. The proposed approach is illustrated first on the stochastic FitzHugh-Nagumo model, and then on the broad class of partially observed Hamiltonian stochastic differential equations, in particular on the stochastic Jensen-and-Rit neural mass model, both with simulated and with real electroencephalography (EEG) data, for both one neural population [2] and a network of neural populations (ongoing work). References [1] E. Buckwar, A. Samson, M. Tamborrino, I. Tubikanec. A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model. ArXiv:2101.01027, https://arxiv.org/abs/2101.01027<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> [2] E. Buckwar, M. Tamborrino, I. Tubikanec. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. 30 (3), 627-648, 2020. -- You received this message because you are subscribed to the Google Groups "sis-news" group. To unsubscribe from this group and stop receiving emails from it, send an email to sis-news+unsubscribe(a)googlegroups.com<mailto:sis-news+unsubscribe@googlegroups.com>. To view this discussion on the web visit https://groups.google.com/d/msgid/sis-news/AM7PR01MB6547B060A64B1319B95C8F4…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgroups.go…>.

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Assegno di Ricerca Scholars at Risk - UniVr RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK
by Luca Di Persio 24 Mar '22

24 Mar '22

Buondì, segnalo la seguente: SELEZIONE PER IL CONFERIMENTO N. 1 ASSEGNO DI RICERCA DESTINATO AD UNA/UNO STUDIOSA/O A RISCHIO - SELECTION FOR AWARDING 1 (ONE) RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK, (dettagli in calce - details below) con particolare riferimento a: Dipartimento: Informatica Progetto n. 3 Tematica: Analisi stocastica ed applicazioni Grazie, LuCa L'Università di Verona, membro della rete internazionale Scholars at Risk (SAR) e della sezione italiana SAR-Italy, nell'ambito delle azioni promosse dalla Cooperazione allo Sviluppo Internazionale ha pubblicato un Bando per un assegno di ricerca della durata di 12 mesi da assegnare a una/uno studiosa/o a rischio. Il Bando è aperto a coloro che hanno ricevuto il riconoscimento dello status di studiosa/o "a rischio" da parte di organizzazioni internazionali come SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) o titolari di protezione internazionale in Italia o in Paese membro dell’Unione Europea, richiedenti asilo in Italia o titolari di status di rifugiata/o in un Paese Terzo che abbia sottoscritto la Convenzione di Ginevra. Le candidature potranno essere presentate scegliendo un ambito di ricerca specifico tra i 12 disponibili. Scadenza per la presentazione delle candidature: venerdì 20 Maggio 2022, ore 13.00 (ora italiana). Bando e modulistica<https://www.univr.it/it/concorsi/visiting-researchers-professors/bandi-per-…> The University of Verona, member of the international Scholars at Risk network (SAR) and of SAR-Italy, within its initiatives in the cooperation and development field, has just launched a Call for a 12-month Research Fellowship to be assigned to a 'at-risk scholar'. The call is open to international researchers who have been recognised as ‘at risk scholars’ by accredited organisations like SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) or hold a refugee status in a Country that signed the Geneva Convention, an international protection status in Italy or in another EU Country, or who are asylum seekers in Italy. Applications shall be submitted in one out of twelve different research topics listed in the call. Deadline for applications: Friday 20 May 2022, 1.00 pm (italian time). Call and application form<https://www.univr.it/en/job-vacancies/visiting-researchers-professors/bandi…> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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