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

24 Jan '23

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

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

23 Jan '23

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

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Seminar Klopp @Bocconi
by Giacomo Zanella 23 Jan '23

23 Jan '23

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

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

23 Jan '23

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

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

23 Jan '23

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

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

20 Jan '23

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

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

20 Jan '23

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

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

20 Jan '23

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

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Seminario Prof. Leonenko
by Enrica Pirozzi 19 Jan '23

19 Jan '23

**** AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO: Limit theorems for the first Minkowski functional of Gaussian spatiotemporal random fields with long-memory Abstract The paper [1] addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local functionals of nonlinear transformation of such fields, with Hermite rank m ? 1, under general covariance structures. These results are proven to hold, in particular, for a family of non?separable covariance structures belonging to Gneiting class. For m = 1, under some general condition on covariance structure of spatiotemporal random field with long memory in time, the properly normalized first Minkowski functional converge in distribution to the normal law. For m = 2, under separability of the spatiotemporal covariance function in space and time, the properly normalized Minkowski functional, involving the modulus of a Gaussian random field, converges in distribution to the Rosenblatt type limiting distribution for a suitable range of the long memory parameter. Some other related results can be found in [2,3]. For spatiotemporal isotropic stationary fields on sphere similar results obtained in Marinucci et al. [4] This is joint results with M.D.Ruiz-Medina (Granada University, Spain). References [1] Leonenko, N.N. and Ruiz-Medina, M.D. (2023) Sojourn functionals for spatiotemporal Gaussian random fields with long-memory, Journal of Applied Probability, in press. [2] Leonenko N. and Olenko, A. (2014) Sojourn measures for Student and Fisher-Snedecor random fields, Bernoulli, 20 (3), 1454-1483 [3] Makogin, V. and Spodarev, E. (2022). Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Stochastics, 94, 111?142 [4] Marinucci, D., Rossi, M. and Vidotto, A. (2020). Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2 × R, Annals of Applied Probability, 31, 2311?2349 Il seminario si terrà il giorno 25 Gennaio 2023 ore 15:30 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Enrica Pirozzi **** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Ph.D. position on dependence modeling at TU Eindhoven (NL)
by Elisa Perrone 19 Jan '23

19 Jan '23

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

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