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Phd Position at the Turin and Pau Universities
by Bruno Toaldo 07 May '21

07 May '21

The PhD School of the University of Turin, in the context of the PhD course in "Modeling and Data Science", offers: 1 PhD position on the project "Numerical approximations of non-local parabolic equations based on stochastic and finite elements methods and applications", starting on Nov 1, 2021. The project is a joint research initiative of the Stochastic group in the Dept. of Mathematics at the University of Turin (Italy) and the Numerical Analysis group in the "Laboratoire de Mathématique et de leurs applications" at the University of Pau (France). The advertised position will be based in both universities and will offer ample freedom to suitably organize the stay in the two cities. The possibility of double PhD Degree could be considered. The gross salary is 1458/month during the stay in Turin and could be increased of about 50% during the period in Pau. Embedded in a truly international environment, the student will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of the stochastic and numerical approach to PDEs as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Turin and Pau groups will provide a significant breadth in depth and fertile ground for our student's ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field such as Applied Mathematics, Computational Science, Physics or Statistics), strong knowledge on stochastic processes or numerical methods, and feel eager to engage in the exchange of ideas with the teams in both Turin and Pau. For further information, please contact Bruno Toaldo: bruno.toaldo(a)unito.it -- Prima di stampare, pensa all'ambiente ** Think about the environment before printing Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.en.html <http://www.gnu.org/philosophy/no-word-attachments.html>

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Seminar announcement
by Marco Scarsini 07 May '21

07 May '21

Thursday, 13 May, 17:00 CEST *Yiling Chen,* Harvard University Forecast Aggregation via Peer Prediction <http://mailsender.luiss.it/lists/lt.php?id=cRpQBAIDSAULBwNOVgFdBQs> Discussants: Ville Satopää and Aris Filos-Ratsikas The paper can be found here <https://arxiv.org/abs/1910.03779>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULBwNOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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BAYSM 2021: extended deadline for registration & abstract submission
by Federico Camerlenghi 07 May '21

07 May '21

Dear all, This is a friendly reminder that the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. We are also happy to announce that the registration deadline has been extended to the end of May. The registration link is https://events.stat.uconn.edu/BAYSM2021/ . Although the conference will be free, registration is mandatory. Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 31, 2021* during the registration process. Our decisions will be emailed by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page.* The template is downloadable from the "Resources" section on the website. For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting. The deadline for registration is again May 31, 2021. While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee. -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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Pisa Online Seminars - Michael Högele and Alessandra Caraceni (Tuesday, May 11 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 May '21

06 May '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, May 11, 16:00 Speaker: Michael Högele (Universidad de los Andes) Title: Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance Abstract: This talk presents recent results on cutoff thermalization (also known as the cutoff phenomenon) for a general class of asymptotically exponentially stable Ornstein-Uhlenbeck systems under ε-small additive Lévy noise. The driving noise processes include Brownian motion, α-stable Lévy flights, finite intensity compound Poisson processes and red noises and may be highly degenerate. Window cutoff thermalization is shown under generic mild assumptions, that is, we see an asymptotically sharp ∞/0-collapse of the renormalized Wasserstein distance from the current state to the equilibrium measure μ^ε along a time window centered in a precise ε-dependent time scale t_ε . In many interesting situations such as reversible (Lévy) diffusions it is possible to prove the existence of an explicit, universal, deterministic cutoff thermalization profile. The existence of this limit is characterized by the absence of non-normal growth patterns in terms of an orthogonality condition on a computable family of generalized eigenvectors of the matrix Q. With this piece of theory at hand this article provides a complete discussion of the cutoff phenomenon for the classical linear oscillator with friction subject to ε-small Brownian motion or α-stable Lévy flights. Furthermore, we cover the highly degenerate case of a linear chain of oscillators in a generalized heat bath at low temperature. Tuesday, May 11, 17:00 Speaker: Alessandra Caraceni (University of Oxford) Title: Polynomial mixing time for edge flips on planar maps Abstract: A long-standing problem proposed by David Aldous consists in giving a sharp upper bound for the mixing time of the so-called “triangulation walk”, a Markov chain defined on the set of all possible triangulations of the regular n-gon. A single step of the chain consists in performing a random edge flip, i.e. in choosing an (internal) edge of the triangulation uniformly at random and, with probability 1/2, replacing it with the other diagonal of the quadrilateral formed by the two triangles adjacent to the edge in question (with probability 1/2, the triangulation is left unchanged). While it has been shown that the relaxation time for the triangulation walk is polynomial in n and bounded below by a multiple of n^{3/2}, the conjectured sharpness of the lower bound remains firmly out of reach in spite of the apparent simplicity of the chain. For edge flip chains on different models – such as planar maps, quadrangulations of the sphere, lattice triangulations and other geometric graphs – even less is known. We shall discuss results concerning the mixing time of random edge flips on rooted quadrangulations of the sphere obtained in joint work with Alexandre Stauffer. A “growth scheme” for quadrangulations, which generates a uniform quadrangulation of the sphere by adding faces one at a time at appropriate random locations, can be combined with careful combinatorial constructions to build probabilistic canonical paths in a relatively novel way. This method has implications for a range of interesting edge-manipulating Markov chains on so-called Catalan structures, from “leaf translations” on plane trees to “edge rotations” on general planar maps. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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bando per RTDB in SECS-S/06 a Pavia
by benedetta.ferrario 05 May '21

05 May '21

Presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia è stato bandito un posto RTD-B nel settore SECS-S/06, consultabile al link http://wcm-3.unipv.it/site/home/ateneo/bandi-e-concorsi/concorsi-per-person… Scadenza presentazione domande: 3 giugno 2021 ore 12.00. Si prega di dare la massima diffusione presso tutti gli interessati.

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Seminar Aernout van Enter
by Massimo Campanino 05 May '21

05 May '21

Aernout van Enter ONE-SIDED VERSUS TWO-SIDED STOCHASTIC PROCESSES Thursday the 6th of May 3 pm (Italian time) Stochastic processes can be parametrised by time (such as occurs in Markov chains), in which case conditioning is one-sided (on the past) or by one-dimensional space (which is the case, for example, for one-dimensional Markov fields), where conditioning is two-sided (on the right and on the left). I will discuss some examples, in particular generalising this distinction to g-measures versus Gibbs measures, where, instead of a Markovian dependence, the weaker property of continuity (in the product topology) is considered. In particular I will discuss when the two descriptions (one-sided or two-sided) produce the same objects and when they are different. We show moreover the role one-dimensional entropic repulsion plays in this setting. Based on joint work with R. Bissacot, E. Endo and A. Le Ny, and S. Shlosman ________________________________ Zoom link https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ… Join our Cloud HD Video Meeting<https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ…> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. unibo.zoom.us

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"SPDEs & friends" May 30, June 1-2
by Luisa Andreis 05 May '21

05 May '21

Dear colleagues, I forward this workshop announcement I’ve just received. Best regards, Luisa Andreis %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear all, We are organizing an online workshop on SPDEs which will take place from May 31st-June 2nd and feature many prominent speakers (Sandra Cerrai, Dan Crisan, Nina Holden, Nicolai Krylov, Jonathan Mattingly, Nicolas Perkowski, Jeremy Quastel, etc). http://page.math.tu-berlin.de/~tapia/spdes/ <https://l.facebook.com/l.php?u=http%3A%2F%2Fpage.math.tu-berlin.de%2F~tapia…> The basic plan is to have six 35-minute talks by different speakers per day, and each talk will be followed by a 15-minute discussion session. The participation is open to everyone, but for organizational purposes we would like to ask people who are interested in attending the workshop to complete the registration form https://forms.gle/G9Xw942iVNNgB4SLA <https://forms.gle/G9Xw942iVNNgB4SLA?fbclid=IwAR3iCpxoI2ACqgqUoSBjxpFsA8_2R1…> Please feel free to forward this email to interested friends, students, collaborators, and colleagues of yours! We are looking forward to seeing you at the event. Best regards, The organizers Oleg Butkovsky Peter Friz Nikolas Tapia

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Fwd: [owps] OWPS: talks tomorrow
by Faggionato, Alessandra 05 May '21

05 May '21

Buongiorno giro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 5 mag 2021 alle ore 08:12 Subject: [owps] OWPS: talks tomorrow To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Christina Goldschmidt The stable graph: the scaling limit of critical random graphs with i.i.d. random degrees having power-law tails Abstract: Consider a graph with label set \{1,2, \ldots,n\} chosen uniformly at random from those such that vertex i has degree D_i, where D_1, D_2, \ldots, D_n are i.i.d. strictly positive random variables. The condition for criticality (i.e. the threshold for the emergence of a giant component) in this setting is E[D^2] = 2 E[D], and we assume additionally that P(D = k) \sim c k^{-(\alpha + 2)} as k tends to infinity, for some \alpha \in (1,2). In this situation, it turns out that the largest components have sizes on the order of n^{\alpha/(\alpha+1)}. Building on earlier work of Adrien Joseph, we show that the components have scaling limits which can be related to a forest of stable trees (à la Duquesne-Le Gall-Le Jan) via an absolute continuity relation. This gives a natural generalisation of the scaling limit for the Erd\H{o}s-Renyi random graph (obtained in collaboration with Louigi Addario-Berry and Nicolas Broutin a few years ago, extending results of Aldous), which we call the stable graph. This complements recent work on random graph scaling limits by various authors including Bhamidi, Broutin, Duquesne, van der Hofstad, van Leeuwaarden, Riordan, Sen, M. Wang and X. Wang. 15:00 - 16:00 UTC Bénédicte Haas Distributional properties of the stable graphs Abstract: In this talk we will investigate some distributional properties of the connected components of the stable graphs introduced by Christina in the previous talk. We recall that for $\alpha \in (1,2]$, the $\alpha$-stable graph arises as the universal scaling limit of critical random graphs with i.i.d. degrees having an $\alpha$-dependent power-law tail behavior. Consider a connected component of such a graph. Our aim will be: (1) to describe the distribution of its kernel and more generally of its discrete finite-dimensional marginals, (2) to explicit its distribution as a collection of $\alpha$-stable trees glued on the kernel, and (3) present a line-breaking construction, in the same spirit as Aldous’ line-breaking construction of the Brownian CRT. Based on a joint work with Christina Goldschmidt and Delphin Sénizergues. The Zoom link is on the OWPS webpage. It can also be accessed directly via Zoom-link: https://tum-conf.zoom.us/j/68722718449 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting ID: 687 2271 8449 Passcode: 054920 We hope to see you tomorrow! Best wishes, Julien and Nina -- ************************************************* 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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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 04 May '21

04 May '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 * * *GRETA Associati* (Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. Credit 2021 is the *twentieth *in a series of events dedicated to various aspects of credit risk and organised under the auspices of the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies - of the Ca’ Foscari University of Venice*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center, European Commission* (Ispra, Italy). The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices. However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability. In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. The organizers of CREDIT 2021 encourage submissions on a range of topics of relevance to this year’s theme including: finance and COVID-19; finance and climate risks; finance and compound COVID-19 and climate risks. In particular, submissions are welcome in the following areas: • INVESTMENTS: Sustainable Finance, Disaster risk finance; Finance 4 good; public finance; blended finance. • POLICIES: Climate Policies, European Green New Deal; Next Generation EU; Recovery Plan. • INFORMATION: Data gaps; modelling challenges; risk transmission channels; uncertainty; complexity. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Vittoria Colizza *(INSERM, France), *Robert Engle *(Stern Business School, New York University) and *Roberto Rigobon* (MIT Sloan School of Management) who will deliver keynotes, respectively on finance and on epidemics. The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake. The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2021 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2021*. The final version of accepted papers must be received by August 31, 2021. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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Open PhD position in Mathematics at Vrije Universiteit Amsterdam
by Alessandro Zocca 04 May '21

04 May '21

Dear colleagues, There is an open fully-funded 4-year PhD position under my supervision at the Department of Mathematics of Vrije Universiteit Amsterdam. The PhD project will focus on learning and stochastic optimization for power networks, which are increasingly affected by uncertainty due to a quickly growing adoption of renewable energy sources. The project aims at using and expanding mathematical knowledge to better understand and optimize these complex networks, especially in combination with the large amount of newly-available data. The PhD candidate will use modern methods in (stochastic) optimization, applied probability, operations research, and learning theory to develop both new theory and algorithms. The preferred starting date is September 1, 2021. The candidates are expected to have a Master's degree in Mathematics or Operations Research, and a solid background in stochastics and optimization. For more information (including eligibility criteria, salary, and employment conditions) see https://workingat.vu.nl/ad/phd-position-on-learning-and-stochastic-optimiza…. Please apply online at the same link, the deadline is June 1, 2021, but early applications are encouraged. If you have any further questions regarding this vacancy, feel free to reach out to me by email at a.zocca(a)vu.nl. Please feel free to advertise this position further and bring it to the attention of potentially interested candidates. Thank you in advance. Best wishes, Alessandro ================================= Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://sites.google.com/site/zoccaale/

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(PMS)^2 online talk: Guangqu Zheng, Monday May 10 at 17:30
by Maurizia Rossi 03 May '21

03 May '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Guangqu Zheng* (University of Kansas) Title: *Malliavin derivatives of hyperbolic Anderson model with applications to its absolute continuity and spatial averages.* Date and time: *Monday May 10, 17:30-18:30 (Rome time zone)* Abstract: see below. Zoom link: https://us02web.zoom.us/j/83843864962?pwd=NlNadHhIRkdzYUErZWJpbTNJaytDUT09 Meeting ID: 838 4386 4962 Passcode: 5gVVXb This talk is the second 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! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) *Abstract:* In this talk, we present recent work on the hyperbolic Anderson model driven by a space-time colored Gaussian homogeneous noise with spatial dimension one and two. Under mild assumptions, we provide Lp-estimates of the iterated Malliavin derivatives of the solution in terms of the fundamental solution of the wave solution. We present two applications: (1) We present quantitative central limit theorems for spatial averages of the solution to the hyperbolic Anderson model, where the rates of convergence are described by the total variation distance. These quantitative results have been elusive so far due to the temporal correlation of the noise blocking us from using the Itô calculus. (2) We establish the absolute continuity of the law for the hyperbolic Anderson model. The Lp-estimates of Malliavin derivatives are crucial ingredients to verify a local version of Bouleau-Hirsch criterion for absolute continuity. Our approach substantially simplifies the arguments for the one-dimensional case, which has been studied in the recent work by Balan, Quer-Sardanyons and Song (2019). This talk is based on the joint work (arXiv:2101.10957) with *R. Balan*, *D. Nualart* and *L. Quer-Sardanyons* (2021). - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Seminar Antonio Linero @Bocconi - May 6th
by Giacomo Zanella 03 May '21

03 May '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday, May 6, h17:00 (Italy time) Speaker: Antonio Linero (UT Austin) Title: Bayesian Decision Tree Ensembling Strategies for Nonparametric Problems Abstract: In this talk we will make the case for using Bayesian decision tree ensembles, such as Bayesian additive regression trees (BART), for addressing some fully-nonparametric problems. We present models for density regression and survival analysis, and argue that our approaches are both easier to use and more effective than more standard Bayesian nonparametric solutions (such as those based on mixture models). On the applied side, we show how to use our models to extract interesting features across several datasets. On the theoretical side, we also show that our models attain minimax-optimal rates of convergence of the posterior in high-dimensional settings. Throughout the talk, we will emphasize the flexibility and ease-of-use of our approach: all simulation and real data analyses attain excellent results using heuristically chosen "default" priors, and it is quite straight-forward for researchers (both in-principle and in-practice) to embed our ensembles in larger models. The webinar will be on zoom at: https://zoom.us/j/95265599865?pwd=NlEwVWFjNktjNkx5VjZFZmFLVGh0UT09 Meeting ID: 952 6559 9865 Passcode: 634366 Kind regards, Giacomo Zanella

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Fwd: PhD and postdoc position
by Francesco Caravenna 30 Apr '21

30 Apr '21

Ricevo e inoltro. > Da: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> > Oggetto: PhD and postdoc position > Data: 30 aprile 2021 11:04:15 CEST > > Dear colleagues, > > I would like to draw your attention to the open positions (1 postdoc, 1 PhD student) in my group (the starting date is flexible) > > https://uni-bielefeld.hr4you.org/job/view/466/research-position?page_lang=en <https://uni-bielefeld.hr4you.org/job/view/466/research-position?page_lang=en> > > https://uni-bielefeld.hr4you.org/job/view/477/research-position?page_lang=en <https://uni-bielefeld.hr4you.org/job/view/477/research-position?page_lang=en> > > I would be happy if you could share the information further and forward it to possible candidates. > > Thank you in advance. > > Best regards, > Martina

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Seminar announcement
by Marco Scarsini 30 Apr '21

30 Apr '21

Thursday, 5 May, 17:00 CEST *Marta Blangiardo,* Imperial College Estimating Weekly Excess Mortality at Sub-National Level in Italy during the COVID-19 Pandemic <http://mailsender.luiss.it/lists/lt.php?id=cRpQBAcGSAULAwdOVgFdBQs> Discussants: Marcus Ebeling and Javier Rubio This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULAwdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: Post-Doc position at the University of Basel
by Francesco Caravenna 30 Apr '21

30 Apr '21

Ricevo e inoltro. > Da: David Belius <david.belius(a)unibas.ch> > Oggetto: Post-Doc position at the University of Basel > Data: 22 aprile 2021 14:39:55 CEST > > Dear Colleagues, > > I am looking to fill a Post-Doc position at the University of Basel in Switzerland funded by my Swiss National Science Foundation Project "Hierarchical Structure and the Extrema of Correlated Random Fields". The candidate will work with myself, my group and my collaborators on high dimensional statistical physics problems such as the Sherrington-Kirkpatrick and related models. Topics will include critical point complexity and the development of a mathematically rigorous TAP approach. > > The starting date is 1 September 2021 (there is a bit of flexibility) with a planned duration of two years. Candidates should contact me by e-mail with a CV. Please forward this e-mail to anyone you think may be interested, and feel free to contact me about potential candidates directly. > > Best Regards, > David Belius > > -- > _______________________________ > David Belius | SNF Professor > Department of Mathematics and Computer Science | University of Basel > david.belius(a)unibas.ch <mailto:david.belius@unibas.ch> | +41 61 207 55 82 | Spiegelgasse 1, 4051 Basel, Switzerland > https://probability.dmi.unibas.ch/belius <https://probability.dmi.unibas.ch/belius>

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Corso on Frequency domain approach to time series analysis
by Elvira Di Nardo 30 Apr '21

30 Apr '21

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting), verrà svolto il seguente corso on-line: -------------------------------------- Luis Alberiko Gil-Alana (University of Navarra, Spain) A FREQUENCY DOMAIN COURSE ON TIME SERIES ANALYSIS This course deals with the analysis of time series. After a short review in the time domain, focusing on aspects such as autocovariances, estimation, testing, Box-Jenkins methodology, seasonality, prediction and non-stationary issues, the course will focus on the frequency domain, introducing the spectral distribution function or spectrum along with the spectral density function, the periodogram and other issues such as long memory processes. -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 4 Maggio, h.11.15-13.15 - ven 7 Maggio, h.10.15-12.15 - mar 11 Maggio, h.11.15-13.15 - ven 14 Maggio, h.10.15-12.15 - mar 18 Maggio, h.11.15-13.15 - ven 21 Maggio, h.10.15-12.15 - mar 25 Maggio, h.11.15-13.15 - ven 28 Maggio, h.10.15-12.15 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Chi fosse interessato, può contattarmi privatamente (elvira.dinardo(a)unito.it) per essere incluso nella lista dei partecipanti e ricevere il collegamento Webex. Cordiali saluti, Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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IMPORTANT: Seminar announcement - Petter Kolm (April 28 at 4 pm) CANCELLED
by Giulia Livieri 28 Apr '21

28 Apr '21

Dear all, We are very sorry for the short notice. Unfortunately, we have to postpone — the date will be communicated soon — the seminar of today for a last-minute setback of the speakers; He is really sorry for this. We will communicate the new date for the latter by Petter Kolm soon. Sorry again, Best, Giulia

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Fwd: [owps] talks tomorrow april 29
by Faggionato, Alessandra 28 Apr '21

28 Apr '21

Buongiorno, giro l'annuncio del OWPS per chi fosse interessato. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 28 apr 2021 alle ore 14:04 Subject: [owps] talks tomorrow april 29 To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Bastien Mallein Tail behaviour of the derivative martingale in a branching random walk A branching random walk is a discrete-time particle system on the real line in which every particle gives independently birth to offspring positioned around the position of their parent. The derivative martingale of the branching random walk is a stochastic process which allows to measure the number of particles traveling at maximal speed in this process. Under some general integrability conditions uncovered by Aïdékon (2013) and Chen (2015), we know the derivative martingale converges a.s. to a non-negative limit. Recently, Maillard and Pain (2019) obtained a necessary and sufficient condition on the reproduction law of the branching Brownian motion under which the convergence of the derivative martingale satisfies a specific central limit theorem. In this talk, based on a joint work with Alexander Iksanov and Dariusz Buraczewski, we extend their result to branching random walk settings. The proof is based on the characterization of subharmonic functions of the killed random walk with at most linear growth. 15:00 - 16:00 UTC Hui He Deviation probabilities for the maximum of a branching random walk. Consider a supercritical branching random walk on real line started from the origin. Under some mild conditions, it is proved by Aïdékon (2013) that its centered maximum converges in law. In this talk, we will review some recent results on the large/lower deviation probabilities of the maximum. The talk is based on joint works with Xinxin Chen and Bastien Mallein. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/66226509320 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 662 2650 9320 Kenncode: 710554 We hope to see you tomorrow! Best wishes, Julien and Nina ID: 662 2650 932 -- ************************************************* 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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Seminar Aernout van Enter
by Massimo Campanino 28 Apr '21

28 Apr '21

Aernout van Enter ONE-SIDED VERSUS TWO-SIDED STOCHASTIC PROCESSES Thursday the 6th of May 3 pm (Italian time) Stochastic processes can be parametrised by time (such as occurs in Markov chains), in which case conditioning is one-sided (on the past) or by one-dimensional space (which is the case, for example, for one-dimensional Markov fields), where conditioning is two-sided (on the right and on the left). I will discuss some examples, in particular generalising this distinction to g-measures versus Gibbs measures, where, instead of a Markovian dependence, the weaker property of continuity (in the product topology) is considered. In particular I will discuss when the two descriptions (one-sided or two-sided) produce the same objects and when they are different. We show moreover the role one-dimensional entropic repulsion plays in this setting. Based on joint work with R. Bissacot, E. Endo and A. Le Ny, and S. Shlosman ________________________________ Zoom link https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ… Join our Cloud HD Video Meeting<https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ…> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. unibo.zoom.us

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Padova Online Seminar by Gioia Carinci (Università di Modena e Reggio Emilia) [Friday, May 7 at 14.30]
by alessandra bianchi 28 Apr '21

28 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on May 7 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Gioia Carinci (Università di Modena e Reggio Emilia) Title: Condensation of SIP particles and sticky Brownian motion 7 MAY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is a particle system with attractive interaction. We study its behavior in the condensation regime attained for large values of the attraction intensity. Using Mosco convergence of Dirichlet forms, we prove convergence to sticky Brownian motion for the distance of two SIP particles. We use this result to obtain, via duality, an explicit scaling for the variance of the density field in this regime, for the SIP initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing particle systems on the infinite lattice. Joint works with M. Ayala, C Giardina and F. Redig -- 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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webinars PRISMA Biagini-Colaneri
by c.ceci＠unich.it 26 Apr '21

26 Apr '21

Buongiorno a tutti, abbiamo il piacere di annunciare il quarto appuntamento del ciclo di seminari online promosso dal Gruppo UMI PRISMA. May 3,2021 - 16:00-17:00 (CET) Francesca Biagini Reduced-form setting under model uncertainty with non-linear affine Intensities. - 17:00-18:00 (CET) Katia Colaneri Classical solutions of the Backward PIDE for Markov modulated Marked Point Processes and applications to catastrophic bonds. Abstract Francesca Biagini: In this talk we present a market model including financial assets and life insurance liabilities within a reduced-form framework under model uncertainty by following [1]. In particular we extend this framework to include mortality intensities following an affine process under parameter uncertainty, as defined in [2].This allows both to introduce the definition of a longevity bond under model uncertainty in a consistent way with the classical case under one prior, as well as to compute it by explicit formulas or by numerical methods. We also study conditions to guarantee the existence of a càdlàg modification for the longevity bond’s value process. Furthermore, we show how the resulting market model extended with the longevity bond is arbitrage-free and study arbitrage-free pricing of contingent claims or life insurance liabilities in this setting. This talk is based on: [1] Francesca Biagini and Yinglin Zhang. Reduced-form framework under model uncertainty. The Annals of Applied Probability, 29(4):2481–2522, 2019. [2] Francesca Biagini and Katharina Oberpriller. Reduced-form framework under model uncertainty. Preprint University of Munich and Gran Sasso Science Institute, 2020. [3] Tolulope Fadina, Ariel Neufeld, and Thorsten Schmidt. Affine processes under parameter uncertainty. Probability, Uncertainty and Quantitative Risk <https://link.springer.com/journal/41546> volume 4 (5), 2019. Abstract Katia Colaneri: We give conditions ensuring that the backward partial integro differential equation (PIDE) associated with a multidimensional jump-diffusion with a pure jump component has a unique classical solution. Our proof uses a probabilistic arguments and extends the results of (Pham 1998) to processes with a pure jump component where the jump intensity is modulated by a diffusion process. This result is particularly useful in some applications to pricing and hedging of financial and actuarial instruments, and we provide an example to pricing of catastrophic (CAT) bonds. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni le trovate anche alla pagina http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci ******************************************** Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" di Chieti-Pescara V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it *******************************************

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Seminar announcement - Petter Kolm (April 28 at 4 pm)
by Fabrizio Lillo 25 Apr '21

25 Apr '21

*Wednesday April 28 at 4pm (CEST):* Petter Kolm (NYU, Courant Institute) *Title*: Feature Selection in Jump Models *Abstract*: Jump models switch infrequently between states to fit a sequence of data while taking the ordering of the data into account. In this talk, we propose a new framework for joint feature selection, parameter and state-sequence estimation in jump models. 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. This is joint work with Erik Lindstrom and Peter Nystrup The link for joining the meeting is: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjVmYWI3OTMtZWZkYy00… Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Seminar announcement
by Marco Scarsini 23 Apr '21

23 Apr '21

Thursday, 29 April, 17:00 CEST *Carri Chan,* Columbia University Prediction-Driven Surge Planning with Applications in the Emergency Department <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwwLSAULAAdOVgFdBQs> Optimizing emergency department (ED) nurse staffing decisions to balance the quality of service and staffing cost can be extremely challenging, especially when there is a high level of uncertainty in patient-demand. Increasing data availability and continuing advancements in predictive analytics provide an opportunity to mitigate demand-rate uncertainty by utilizing demand forecasts. In this work, we study a two-stage prediction framework that is synchronized with the base (made months in advance) and surge (made nearly real-time) staffing decisions in the ED. We quantify the benefit of the more expensive surge staffing. We also propose a near-optimal two-stage staffing policy that is straightforward to interpret and implement. Lastly, we develop a unified framework that combines parameter estimation, real-time demand forecasts, and staffing in the ED. High fidelity ED simulation experiments demonstrate that the proposed framework can reduce staffing costs by 8% – 17% while guaranteeing timely access to care. Joint work with Jing Dong and Yue Hu. Discussants: Vahid Sarhangian and Julien Grand-Clément This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULAAdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Webinar "Near-maxima and near-records", by F. Javier López Lorente
by Antonio DI CRESCENZO 23 Apr '21

23 Apr '21

---------- Forwarded message --------- Dear colleagues, We kindly invite you to attend the SPA Webinar *"Near-maxima and near-records"*, by F. Javier López Lorente (Universidad de Zaragoza, Spain), on April 29, 2021, Thursday, at 16:30 p.m. (UTC+2). You may read the abstract at: blogs.mat.ucm.es/presa/our-webinar If you wish to attend this SPA Webinar, please send an email to the organizers (agcorral(a)ucm.es). You will receive an email with the link to access the seminar a few hours before the seminar starts. The SPA Webinar Series is organized by the Working Group on *"Stochastic Processes and their Applications"* of the Spanish Society for Statistics and Operations Research. With best regards, Miguel González Velasco & Antonio Gómez-Corral *Coordinators of the Working Group* -- *Antonio Gómez-Corral* Facultad de Ciencias Matemáticas Plaza de Ciencias 3 Universidad Complutense de Madrid 28040 Madrid Teléfono: +34 91 394 44 28 E-mail: agcorral(a)ucm.es Web page: blogs.mat.ucm.es/agomez-corral Las matemáticas de la pandemia (CSIC-Catarata, 2020): blogs.mat.ucm.es/agomez-corral/2020/11/07/las-matematicas-de-la-pandemia/ Antes de imprimir este correo piense si es necesario: el medio ambiente es cosa de todos. Before printing this mail please consider whether it is really necessary: the environment is a concern for us all.

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Webinar in Statistics MATTHIAS LOFFLER
by Pierpaolo De Blasi 23 Apr '21

23 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 30 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Matthias Loffler *(ETH Zurich) Title: *Optimality of Spectral Clustering in the Gaussian Mixture Model* Zoom link: https://us02web.zoom.us/j/81943504316?pwd=anlwTXpXSkU4R1ZsMjMxVEo5NHcwQT09 Meeting ID: 819 4350 4316 Passcode: 355115 Abstract: Spectral clustering is one of the most popular algorithms to group high dimensional data. It is easy to implement and computationally efficient. Despite its popularity and successful applications, its theoretical properties have not been fully understood. We show that spectral clustering is minimax optimal in the Gaussian Mixture Model with isotropic covariance matrix, when the number of clusters is fixed and the signal-to-noise ratio is large enough. Spectral gap conditions are widely assumed in the literature to analyze spectral clustering. On the contrary, we show that these conditions are not needed. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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