- Random - Mailing list — Dipartimento di Matematica, UniPI

PhD call
by Irene Crimaldi 12 Apr '21

12 Apr '21

Dear all, I am writing you because my university, IMT School for Advanced Studies Lucca (*www.imtlucca.it <https://www.imtlucca.it/en>*) is currently recruiting PhD students for the 2021/22 Programs. It is truly an excellent opportunity highly motivated candidates: the Programs are fully-financed (no tuition fees), all students receive up to four years of scholarships (15.300€/year) plus free room and board on-campus. I have attached some additional information and a flyer that contains the main details of the call. The call for applications ends on June 30th 2021 - 12.00 pm CEST – the application is entirely online (*https://www.imtlucca.it/en/phd/information-for-students <https://www.imtlucca.it/en/phd/information-for-students>*). I would be so grateful if you could pass this one to whom you think might be interested. All the best, Irene

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 12, 2021 - 13:00 (CEST)
by Susi Ceron 09 Apr '21

09 Apr '21

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2021*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2021). Admission is decided on the basis of qualifications only and does not require an entry examination. *Grant awarded* The annual grant will be of euros *15,343.28* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 12, 2021 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVII available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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Online Seminar by Cagin Ararat, Bilkent University (Wednesday, April 21, 15:30)
by Elisa Mastrogiacomo 09 Apr '21

09 Apr '21

*** Apologize for cross-posting *** On April Thursday 21 at 15:30, Cagin Ararat (Bilkent University) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-valued martingales and backward stochastic differential equations Abstract: Motivated by the connection between univariate dynamic risk measures and backward stochastic differential equations, we start building a theory for set-valued backward stochastic differential equations (SV-BSDE). As a first step for this purpose, we formulate a simple SV-BSDE with a compact-valued driver function and study the well-posedness of this SV-BSDE. A key tool in establishing well-posedness is the availability of a stochastic integral representation for set-valued martingales. We prove a new martingale representation theorem which, in contrast to the available literature, allows the initial value of the martingale to be nontrivial. This is a joint work with Jin Ma (USC) and Wenqian Wu (USC). The seminar will be on Microsoft Teams. You can find the information to join below. Topic: Cagin Ararat - Set-valued martingales and backward stochastic differential equations Time: Apr 21, 2021 03:30 PM Rome Where: Microsoft Teams Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yzc1OGY5YjAtNjNhZC00… Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

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Associate Professor position in SPDEs in Oslo
by Luigi Amedeo Bianchi 09 Apr '21

09 Apr '21

Inoltro il seguente annuncio di una posizione da professore associato a Oslo. The Department of Mathematics at the University of Oslo announced an associate professorship position in the area of stochastic PDEs. The deadline for applications is April, 21. Additional information available at: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… <https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i…>

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Seminar announcement
by Marco Scarsini 09 Apr '21

09 Apr '21

Thursday, 15 April, 17:00 CET *Vahideh Manshadi**, *Yale University Fair Dynamic Rationing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwUASAUEBw1OVgFdBQs> Discussants: Florin Ciocan and Sean Sinclair The paper can be found here <https://arxiv.org/abs/2102.01240>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBw1OVgFdBQs>. 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 out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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ABC in "Svalbard" (in fact, online)
by Massimiliano ... 09 Apr '21

09 Apr '21

Buon giorno, causa pandemia, la 2 giorni "ABC in Svalbard" su ABC, simulation-based inference e likelihood-free inference sarà interamente online, gratis e aperta a tutti, come riportato sotto nell'invito di Chistian Robert. Cordiali saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ********************************************************************************** Dear All, Since we sadly had to cancel the physical workshop in Longyearbyen, Svalbard next week, we have organised mirror versions in different places. Brisbane, Grenoble and Melbourne. The event is open to everyone and free, with the programme available on https://sites.google.com/view/abcinsvalbard-grenoble-mirror/<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.go…> Here is the Zoom link for the Grenoble side [no password needed] https://univ-grenoble-alpes-fr.zoom.us/j/99840576807?pwd=ZHNkaU1jU0ZHRVZma3…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gre…> while for Monash/Brisbane 1) Here are the schedule, personnel, titles and abstracts: https://docs.google.com/spreadsheets/d/1VP9qzvs85b7QnhfYyXBKJUbKAYm07SYMF5p…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goo…> 2) Here is the zoom link for the 2.00-5.00pm time slots on both days: Please click this URL to start or join. https://monash.zoom.us/j/89085250244?pwd=ZUxFTzVWTThuTldCMDZuUW1BQnA5UT09<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> Or, go to https://monash.zoom.us/join<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> and enter meeting ID: 890 8525 0244 and passcode: 746409 Feel free to forward the links through your mailing lists and we hope to see you on-line next week! All the best, Christian Robert (on behalf of the organisers)

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BAYSM 2021: registration and abstract submission are now open!
by Federico Camerlenghi 08 Apr '21

08 Apr '21

Dear all, the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open https://events.stat.uconn.edu/BAYSM2021/ <https://events.stat.uconn.edu/BAYSM2021/>and it will be free, but mandatory. The event is also supported by ISBA and Yunnan University (Kunming, China). Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 10, 2021* during the registration process. Notification of acceptance will be given 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 button "Resources". 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 10, 2021. *Confirmed Keynote speakers:* Maria De Iorio Francesca Dominici David Dunson Xuanlong Nguyen Amy Shi Jessica Utts *Confirmed discussants:* Cathy WS Chen Pierre Jacob Rosangela Loschi Li Ma David Rossel 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/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fevents.st…> 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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Seminario: Step-by-step community detection in volume-regular graphs, 9 Aprile ore 15
by Pietro Caputo 08 Apr '21

08 Apr '21

Seminario di Emilio Cruciani a Roma Tre: Emilio Cruciani (Universitaet Salzburg) Titolo: Step-by-step community detection in volume-regular graphs Venerdi' 09 Aprile 2021 ORE 15:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph). Recent work (e.g., Becchetti et al., SODA 2017) suggests that observing the temporal evolution of the power method applied to an initial random vector may, at least in some cases, provide enough information on the space spanned by the first two eigenvectors, so as to allow recovery of a hidden partition without explicit eigenvector computations. While the results of Becchetti et al. apply to perfectly balanced partitions and/or graphs that exhibit very strong forms of regularity, we extend their approach to graphs containing a hidden k-partition and characterized by a milder form of volume-regularity. We show that the class of k-volume regular graphs is the largest class of undirected (possibly weighted) graphs whose transition matrix admits k “stepwise” eigenvectors (i.e., vectors that have constant entries over the components corresponding to the same set of the hidden partition). To obtain this result, we highlight a connection between volume regularity and lumpability of Markov chains. Moreover, we prove that if the stepwise eigenvectors are those associated to the first k largest eigenvalues of the transition matrix of a random walk on the graph and the gap between the k-th and the (k+1)-th eigenvalues is sufficiently large, the Averaging dynamics of Becchetti et al. recovers the underlying community structure of the graph in logarithmic time, with high probability. Based on a joint work with Luca Becchetti, Francesco Pasquale, and Sara Rizzo. Link to the paper: https://arxiv.org/abs/1907.07149 Per partecipare al Seminario cliccare sul seguente Link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee…

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Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

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Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Padova Online Seminar by Chiara Franceschini (IST Lisbona) [Friday, Apr. 16 at 12.00]
by alessandra bianchi 07 Apr '21

07 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on April 16 at 12.00 by the zoom platform. ________________________________________________________ Speaker: Chiara Franceschini (IST Lisbona) Title: The symmetric inclusion process: some properties and scaling limit 16 APRIL (Friday) - 12:00 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is an interacting particle system discovered as the dual process of a Markov diffusion that conserves the total energy, it can be tough as the inclusion counterpart of the well-known exclusion process. In this talk, I will present the model with an open boundary, i.e. with two reservoirs which create a flux of particles in the bulk putting the model in a non-equilibrium setting. We will see that via the duality property, we can characterize some correlations of its stationary measure in non-equilibrium and we will also see what are, in this open setting, the so-called hydrodynamic and hydrostatic limit. -- 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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Workshop announcement: Junior female researchers in probability, 4-6 October 2021
by Luisa Andreis 07 Apr '21

07 Apr '21

Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

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Seminar announcement Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 07 Apr '21

07 Apr '21

Dear colleagues, On April Thursday 22 at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. The seminar will be on Zoom. You can find the information to join below. Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 Meeting ID: 856 5169 0146 Passcode: 770134 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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online seminar - Angelo Lucia - Mixing time of quantum Gibbs samplers
by Carbone Raffaella 07 Apr '21

07 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia* Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Postdoc position at Université Laval
by Marzia Angela Cremona 06 Apr '21

06 Apr '21

12-month postdoc fellowship from September 2021 (indicatively) at Université Laval (Quebec City), under the supervision of Marzia A. Cremona (Operation and Decision Systems Department) and Federico Severino (Finance Department). Research area: Functional motif discovery for financial time series. Requirements: * Background in statistics, econometrics, or data science. * PhD in related areas obtained less than 5 years ago. * Proficiency in R and programming skills. Primary goal: Generalize and adapt existing statistical learning methods for motif discovery in functional data, to detect and predict bubbles and recurrent patterns in financial time series. An important part of the work is computational. No teaching activity required. Yearly salary: 51 737 CAD (maximum possible salary according to the postdoc union collective agreement). Additional funds available for conference attendance. A small amount of teaching assistantship can provide extra salary. The candidate commits to move to Quebec City. In case public health conditions do not allow the moving, remote work can be considered. For information or to apply, contact marzia.cremona(a)fsa.ulaval.ca<mailto:marzia.cremona@fsa.ulaval.ca> or federico.severino(a)fsa.ulaval.ca<mailto:federico.severino@fsa.ulaval.ca> Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Pisa Online Seminars - Laure Dumaz and Martin Vogel (Tuesday, April 13 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 Apr '21

06 Apr '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 the meeting<https://teams.microsoft.com/l/meetup-join/19%3Aaf3d635091e049579e555a84219a…> Best regards, Giacomo Tuesday, April 13, 16:00 Speaker: Laure Dumaz (École Normale supérieure) Title: Localization of the continuous Anderson hamiltonian in 1-d and its transition towards delocalization. Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. Tuesday, April 13, 17:00 Speaker: Martin Vogel (Université de Strasbourg) Title: Eigenvalue asymptotics and eigenvector localization for non-Hermitian noisy Toeplitz matrices Abstract: A most notable characteristic of non-Hermitian matrices is that their spectra can be intrinsically sensitive to tiny perturbation. Although this spectral instability causes the numerical analysis of their spectra to be extremely unreliable, it has recently been shown to be also the source of new mathematical phenomena. I will present recent results about the eigenvalues asymptotics and eigenvector localization for deterministic non-Hermitian Toeplitz matrices with small additive random perturbations. These results are related to recent developments in the theory of partial differential equations. The talk is based on joint work with J. Sjöstrand, and with A. Basak and O. Zeitouni. ************************ 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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Avviso di Seminario - PRISMA
by Domenico Marinucci 06 Apr '21

06 Apr '21

Cari Colleghi lunedì prossimo 12 Aprile dalle 16 alle 18 avrà luogo il prossimo incontro per il ciclo di seminari Prisma. Gli speaker saranno Marco Fuhrman e Andrea Cosso, qui sotto titoli, abstract ed il link al collegamento Teams. ---------------------------------------------------------------- Speaker: Marco Fuhrman (Università di Milano) Title: A new tool in stochastic optimal control: the randomization method. Abstract: In the first part of this talk I will present a survery on the relationships among classical stochastic optimal control problems, non-linear partial differential equations (the Hamilton-Jacobi-Bellman equations) and backward stochastic differential equations (BSDEs). In the second part, more specifically, I will introduce the so-called randomization method, which allows to associate an appropriate BSDE to a large class of optimal control problems. Among the possible generalizations, I will concentrate on optimal control of path-dependent equations, i.e. equations with general with memory effects. Speaker: Andrea Cosso (Università di Bologna) Title: Randomization method and path-dependent Hamilton-Jacobi-Bellman equation Abstract: In the present talk I will study a stochastic optimal control problem with path-dependent coefficients. I will exploit the so-called randomization method to derive a dynamic programming principle for the value function. This allows to prove that the value function is a viscosity solution to a path-dependent Hamilton-Jacobi-Bellman equation, involving the horizontal and vertical derivatives of functional Ito calculus. Finally, I will discuss the validity of the comparison principle for such a partial differential equation. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… --------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci

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Webinar in Statistics GILLES STUPFLER
by Pierpaolo De Blasi 05 Apr '21

05 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Gilles Stupfler *(ENSAI Rennes and CREST, France) Title: *Asymmetric least squares techniques for extreme risk estimation* Zoom link: https://us02web.zoom.us/j/81720792366?pwd=QWtaYVRRejVSVGlOMXFMaDdsemxjdz09 Meeting ID: 817 2079 2366 Passcode: 241135 Abstract: Financial and actuarial risk assessment is typically based on the computation of a single quantile (or Value-at-Risk). One drawback of quantiles is that they only take into account the frequency of an extreme event, and in particular do not give an idea of what the typical magnitude of such an event would be. Another issue is that they do not induce a coherent risk measure, which is a serious concern in actuarial and financial applications. In this talk, I will explain how, starting from the formulation of a quantile as the solution of an optimisation problem, one may come up with two alternative families of risk measures, called expectiles and extremiles. I will give a broad overview of their properties, as well as of their estimation at extreme levels in heavy-tailed models, and explain why they constitute sensible alternatives for risk assessment using some real data applications. This is based on joint work with Abdelaati Daouia, Irène Gijbels, Stéphane Girard and Antoine Usseglio-Carleve. ------------------------------------------------ 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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Seminar announcement
by Marco Scarsini 05 Apr '21

05 Apr '21

Thursday, 8 April, 17:00 CET *Clémentine Prieur**, *Université Grenoble Alpes Shapley Effects for Sensitivity Analysis with Correlated Inputs: Comparisons with Sobol' Indices, Numerical Estimation and Applications <http://mailsender.luiss.it/lists/lt.php?id=cRpQBgMLSAUEBAROVgFdBQs> Discussants: Baptiste Broto and Giovanni Rabitti The paper can be found here <https://hal.inria.fr/hal-01556303v7>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBAROVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Oggetto: Concorso RTD-B a Milano Bicocca - MAT/06
by Gianmario Tessitore - UNIMIB 03 Apr '21

03 Apr '21

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-042 La scadenza per la presentazione delle domande è il 29 aprile 2021. Si prega di dare la massima diffusione presso tutti gli interessati. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 31 Mar '21

31 Mar '21

*CALL FOR CONTRIBUTIONS*** On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “Bayesian Inference in Stochastic Processes (BISP12)” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). Website:https://bisp.imati.cnr.it <https://bisp.imati.cnr.it> __ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 30 Mar '21

30 Mar '21

*CALL FOR CONTRIBUTIONS* On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). _Websit__e_:bisp.imati.cnr.it__ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Three open PhD positions in statistics at the University of Twente
by Gianluca Finocchio 30 Mar '21

30 Mar '21

Dear all, there are three open PhD positions in statistics at the University of Twente https://www.utwente.nl/en/organisation/careers/!/2021-297/three-phd-positio… Feel free to forward the link to potentially interested candidates. Application deadline is April 15. Best,Gianluca Finocchio

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Call for application PhD in Economics Ca' Foscari University a.y. 2021-22 - spread the news
by Antonella Basso 25 Mar '21

25 Mar '21

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2021-2022 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Bergamo, King’s College London, University of Bonn, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Avis Budget Group, Microsoft and public and private research centers of national and international banks: Banca d’Italia, Bundesbank, Dutch Central Bank, European Central Bank, ING Bank The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2021-2022, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. Deadline for application is *April 21st 2021*, 13h00 (Italian time). A presentation of the PhD programme is organised on Zoom on*April 7th at 14.30. **Please register here: *http://phdeconomics.eventbrite.it <http://phdeconomics.eventbrite.it/> Requirements and how to apply: http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics: http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 <https://inomics.com/program/4-year-phd-in-economics-1447778> Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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RTD-B Bologna
by Enrico Bernardi 25 Mar '21

25 Mar '21

Buongiorno a Tutti la presente per segnalarvi che è stato pubblicato il seguente bando: RIF. 2011 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Scienze Statistiche "Paolo Fortunati" - STAT - SECS-S/06. Universita' di Bologna. Il bando è consultabile ai seguenti indirizzi: Sito d'Ateneo: https://bandi.unibo.it/s/apos5/rif-2011-bando-per-1-posto-da-ricercatore-a-… Sito Miur: https://bandi.miur.it/jobs.php/public/job/id_job/80403 Sito Euraxess (Portale Europeo): http://ec.europa.eu/euraxess/ Cordiali saluti, Enrico Bernardi

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