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ABS17 Applied Bayesian Statistics School
by Raffaele Argiento 14 Dec '16

14 Dec '16

Please find below the announcement of the 14th edition of the ABS (Applied Bayesian Statistics) Summer school on MODELING SPATIAL AND SPATIO-TEMPORAL DATA WITH ENVIRONMENTAL APPLICATIONS with Bruno SANSO', Professor of Statistics, University of California Santa Cruz, as lecturer. Like in the past four years, the 2017 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Raffaele Argiento ABS17 Executive Director Guido Consonni and Fabrizio Ruggeri ABS17 Directors ------------------------------------------------------------------------ ******************************* * ABS17 * ******************************* Applied Bayesian Statistics School MODELING SPATIAL AND SPATIO-TEMPORAL DATA WITH ENVIRONMENTAL APPLICATIONS June 19-23, 2017 Villa del Grumello, Como, Italy Lecturer: Bruno Sanso', Professor of Statistics, University of California Santa Cruz https://users.soe.ucsc.edu/~bruno/ The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs17.html <<<< Registration is now open. Please note that the conference room allows only for a limited number of participants. The ABS17 Secretariat can be contacted at abs17(a)mi.imati.cnr.it COURSE OUTLINE This course is intended for students who have a background in statistical methods and modeling. The course is focused on models for data that are spatially referenced and that evolve in time. We will develop models for stochastic processes that are indexed at irregularly scattered, fixed, locations. We will look into the theoretical properties of those models as well as into the computational issues involved in the estimation of their parameters. We will extend the analysis of fields of spatial observations that are collected in time. In particular, we will consider dynamically varying process where space and time interact. Real-data applications of Bayesian methods with MCMC techniques will be illustrated. Day 1: Introduction to Bayesian methods and hierarchical models. Examples of spatially referenced data. Basic properties of Gaussian random fields. Graphical exploration of spatial fields. Day 2: Variograms. Examples of families of correlations functions. Bayesian approach to estimation and prediction of spatial random fields. Day 3: The big data problem: reduced rank models and other modern approaches to dimension reduction. Day 4: Spatio-temporal models. Dynamic linear models: integro-differential equations. Day 5: Extensions PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions (run by a junior researcher), as well as participants' talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info will appear soon on the website). Como can be easily reached by train from Milan and its airports. More details are available on the website. -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

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seminario Volodin a Pisa
by RITA GIULIANO 14 Dec '16

14 Dec '16

Scusandomi in anticipo per lo scarsissimo preavviso, comunico che Mercoledì 14 dicembre alle ore 12.00 presso l’aula Seminari del Dipartimento di Matematica di Pisa, il Prof.Andrei Volodin (Universita' di Regina, Canada) terra' un seminario dal titolo "Negative Dependence of Random Variables” Cordiali saluti -- Rita Giuliano

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[iwfos2017] Reminder: IWFOS 2017. Call for Contributions (deadline: December 31st, 2016)
by enea giuseppe bongiorno 13 Dec '16

13 Dec '16

*4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017)* *LOCATION AND DATES: *A Coruña (SPAIN), June 15th - 17th, 2017. *DEADLINE TO SUBMIT SHORT CONTRIBUTIONS (6-8 pages in the required format): *December 31st, 2016. *PUBLICATIONS:* *Book of Proceedings:* Short versions (6-8 pages in the required format) of the accepted contributions (oral or poster) will be collected in a book published by *Springer* <http://www.springer.com/gp/>. *Special Issues in Scientific Journals*: This meeting will be the starting point for two Special Issues devoted to Functional Data Analysis: one in the *Journal of Multivariate Analysis* <http://www.journals.elsevier.com/journal-of-multivariate-analysis/call-for-…> and one in *Computational Statistics* <http://www.springer.com/statistics/journal/180>. It is worth mentioning that these Special Issues are not only open to the best presentations in IWFOS 2017, but also to any other innovative contributions in the field. *WEBSITE: *http://iwfos2017.udc.es Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees, Ricardo Cao Philippe Vieu Germán Aneiros Enea Bongiorno -- 4th International Workshop on Functional and Operatorial Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es

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probability postdoc position in Bristol, starting 1 Oct 2017
by Pietro Caputo 12 Dec '16

12 Dec '16

ricevo e inoltro ---------- Messaggio inoltrato ---------- Da: "Balint Toth" <Balint.Toth(a)bristol.ac.uk> Data: 11 Dic 2016 11:41 Oggetto: probability postdoc position in Bristol, starting 1 Oct 2017 A: "Balint Toth" <Balint.Toth(a)bristol.ac.uk> Cc: Dear Colleagues and Friends, I would very much appreciate if you could bring the following announcement of a position of Post-Doctoral Research Associate (shortly: postdoc position) at the School of Mathematics, University of Bristol, to the attention of relevant and interested applicants. *CLOSING DATE FOR APPLICATIONS 13 JANUARY 2013* \\\\\\\\\\\\\\\\\ Applications are invited for a 3 year Research Associate role in Mathematics, tenable from 1 October 2017 (or a nearby date to be agreed). The aim of this project, funded by EPSRC UK, is to perform cutting edge research in the following two fields of modern probability theory and stochastic processes: (a) random walks and diffusions with long memory (including self-interacting walks, walks in random environment, tracer diffusion in interacting particle systems); (b) stochastic representations in statistical mechanics with special emphasis on quantum spin and particle systems. The Research Associate will work with Professor Balint Toth <https://people.maths.bris.ac.uk/~mabat/> at the School of Mathematics <http://www.bristol.ac.uk/maths/>, University of Bristol <http://www.bristol.ac.uk/>. The applicant should have, or expect to hold shortly, a PhD in Mathematics or Theoretical Physics and experience in some aspect of probability theory, stochastic processes and/or mathematical statistical physics. The School of Mathematics <http://www.bristol.ac.uk/maths/>, University of Bristol <http://www.bristol.ac.uk/> is a leading centre of mathematical research in the UK and worldwide. The vibrant research atmosphere, seminars, colloquia and workshops held regularly there will secure an optimal professional environment for the prospective post holder. The School will occupy its new home, the fully renovated Fry Building <http://www.bristol.ac.uk/estates/projects/fry/> of the University at about the starting time of this position. This will be one of the few most stunning mathematics buildings of a UK university. The School of Mathematics is a supporter of the LMS Good Practice Scheme <http://www.bristol.ac.uk/maths/about/working-environment/> aiming at advancing women's careers in mathematics. For informal enquiries please contact: Professor Balint Toth <https://people.maths.bris.ac.uk/~mabat/> at <balint.toth(a)bristol.ac.uk> \\\\\\\\\\\\\\\\\ *CLOSING DATE FOR APPLICATIONS 13 JANUARY 2013* For full information about the job and online application click here <http://www.bristol.ac.uk/jobs/find/details.html?nPostingId=5266&nPostingTar…> . With best wishes, Balint ------------------------ Prof Balint Toth Heilbronn Chair of Probability School of Mathematics, University of Bristol http://www.maths.bris.ac.uk/~mabat/

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Saint-Flour Summer School
by Elvira Di Nardo 12 Dec '16

12 Dec '16

---------- Forwarded message ---------- Date: Mon, 12 Dec 2016 09:31:28 +0100 From: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> To: saintflour(a)math.univ-bpclermont.fr Subject: Saint-Flour 2017, July 2-14 FIRST ANNOUNCEMENT Dear colleagues The 47th Saint-Flour Probability Summer School will be held on July 2-14, 2017. This year, the three courses will be: Thierry Bodineau (Ecole Polytechnique): Large-scale dynamics of dilute gases Remco van der Hofstad (University of Technology, Eindhoven): Stochastic processes on random graphs Gabor Lugosi (Graduate School of Economics, Barcelona): Elements of combinatorial statistics Further information can be found on the conference website: recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- Laboratoire de Mathematiques Blaise Pascal, CNRS UMR 6620 Universite Clermont-Auvergne, Campus des Cezeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubiere cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr -- %------------------------------------------------------- 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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visitatore a Pisa
by RITA GIULIANO 09 Dec '16

09 Dec '16

Il Prof. Andrei Volodin (Universita' di Regina, Canada) e' ospite del Dipartimento di Matematica a Pisa fino al 3 gennaio 2017. Terra' prossimamente un seminario; titolo e data saranno comunicati appena possibile. -- Rita Giuliano

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Announcement for the IHES Summer School "Spectral Properties of large random objects"
by Pietro Caputo 08 Dec '16

08 Dec '16

ricevo e inoltro: --------------------------------- Dear Colleagues, This is an announcement for the Summer School "*Spectral Properties of large random objects*" which will be held at the Institut des Hautes Études Scientifiques (IHÉS) from July 17 to July 28, 2017. IHÉS is located in Bures-sur-Yvette, south of Paris (40 minutes by train from Paris). There will be 8 mini-courses *Charles BORDENAVE* (Université de Toulouse) *Spectrum of random graphs* *Paul BOURGADE* (New York University) *Universality and quantum unique ergodicity in random matrix theory* *Frédéric KLOPP* (Université Pierre et Marie Curie) *Large systems of interacting quantum particles in a random field* *Eyal LUBETZKY* (New York University) *Spectral vs. geometric approaches to random walks on random graphs* *Yuval PERES* (Microsoft Research) *The cutoff phenomenon and rate of escape for Markov chains* *Christophe SABOT* (Université de Lyon 1) *Self-interacting processes and random Schrödinger operators* *Balint VIRAG* (University of Toronto) *TBA* *Simone WARZEL* (Technische Universität München) *Topics in random operator theory* The IHÉS hopes to be able to provide partial financial support to cover housing for most accepted graduate students and postdocs. Some limited amount of additional funds will be available for special circumstances. Applications should be made using the webpage mentioned below. The deadline is March 15, 2017. All information about the summer school can be found at https://indico.math.cnrs.fr/event/1751/ <http://www.math.ubc.ca/Links/ssprob17/>. The school is open to everybody but intended primarily for young participants, including PhD students and postdoctoral fellows. Questions can be directed to jasserand(a)ihes.fr <jasserand@ihes.fr?subject=Spectral%20properties%20of%20large%20random%20objects> Do not hesitate to broadcast this announcement! -- ----------------------------------------------------------------- Hugo Duminil-Copin Permanent professor Email: duminil(a)ihes.fr Institut des Hautes Études Scientifiques (IHÉS) Phone: +33-160926643 Le Bois-Marie, 35 route de Chartres Fax: +33-160926669 91440 BURES-SUR-YVETTE (FRANCE) www: http://www.ihes.fr/~duminil/

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seminario Prof. Sergio Albeverio
by Emanuela Rosazza 08 Dec '16

08 Dec '16

Si avvisa che il giorno mercoledì 14 dicembre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4154) si terrà il seguente seminario: Speaker: Prof. Sergio Albeverio (Università di Bonn, Germania) Titolo: “Infinite dimensional integrals, asymptotics and some models in Mathematical Finance” Abstract: We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in areas like mathematical physics and finance. Some recent developments are also mentioned. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Avviso di seminari Prof. Eva LÖCHERBACH
by Enrica Pirozzi 07 Dec '16

07 Dec '16

Prof. Eva LÖCHERBACH Département de Mathématiques Faculté des Sciences et Techniques Université de Cergy-Pontoise TITLE: Modeling spike trains by systems of interacting Hawkes processes with (or without) memory of variable length Tuesday, December 13 at 15:30 Part I Wednesday, December 14 at 15:00 Part II Friday, December 16 at 11:00 Part III at Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. ABSTRACT: Let us consider a class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if this component has a spike or not at a given time. The system evolves as follows. For each component, the rate (in continuous time) or the probability (in discrete time) of having a spike depends on the entire time evolution of the system since the last spike time of the component. In discrete time this class of systems extends in a non trivial way both Spitzer's interacting particle systems, which are Markovian, and Rissanen's stochastic chains with memory of variable length which have finite state space. In continuous time they can be seen as a kind of Rissanen's variable length memory version of the class of self-exciting point processes which are also called ``Hawkes processes'', however with infinitely many components. These features make this class a good candidate to describe the time evolution of networks of spiking neurons. In the lectures, I will present the model, both in discrete and in continuous time. I will then sketch results concerning perfect simulation and existence issues, de-correlation between successive interspike intervals, the longtime behavior of finite systems and propagation of chaos in mean field systems. ------ -- 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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Seminario RAO
by Matteo Ruggiero 07 Dec '16

07 Dec '16

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 14 Dicembre 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Vinayak RAO (Purdue University) PATH AND PARAMETER INFERENCE FOR MARKOV JUMP PROCESSES A variety of phenomena are best described using dynamical models which operate on a discrete state-space and in continuous time. The most common example is the Markov jump processes whose applications range from systems biology, genetics, computing networks and human-computer interactions. Posterior computations typically involve approximations like time discretization and can be computationally intensive. In the first half of this talk, I will describe some previous work (joint with Yee Whye Teh) on a class of Markov chain Monte Carlo methods that allow efficient computations while still being exact. The core idea builds on the idea of 'uniformization', and is an auxiliary variable Gibbs sampler that alternately resamples a random discretization of time given the state-trajectory of the system, and then samples a new trajectory given this discretization. In the second half, I will talk about more recent work (joint with Boqian Zhang) that extends these ideas to allow efficient Bayesian inference over the process parameters. Here we reformulate the earlier idea to develop an efficient Metropolis-Hastings algorithm that more naturally exploits the symmetry of the problem. In our experiments, we show improved performance over the current state of the art. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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