SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Venerdi 17 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto,
in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
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Speaker: Sven Wang (Humboldt University Berlin, Germany)
Title: *Statistical convergence rates for transport- and ODE-based
generative models*
Abstract:
Measure transport provides a powerful toolbox for estimation and generative
modelling of complicated probability distributions. The common principle is
to learn a transport map which couples a tractable (e.g. uniform or normal)
reference distribution to some complicated target distribution, e.g. by
maximizing a likelihood objective. In this talk, we discuss recent advances
in statistical convergence guarantees for such methods. While a general
theory is developed, we will primarily treat (1) triangular maps which are
the building blocks for ’autoregressive normalizing flows’ and (2)
ODE-based maps, defined through an ODE flow. The latter encompasses
NeuralODEs, a popular method for generative modeling. Our results imply
that transport methods achieve minimax-optimal convergence rates for
non-parametric density estimation over Hölder classes on the unit cube.
Based on the papers arXiv:2207.10231 and arXiv:2309.01043, joint with
Youssef Marzouk (MIT, United States), Robert Ren (MIT, United States) and
Jakob Zech (U Heidelberg, Germany).
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Sarà possibile seguire il seminario anche in streaming:
Join Zoom Meeting
<https://us02web.zoom.us/j/84606225203?pwd=aFhFa2RKaWtVd2V6R2Rpc05hRGNodz09>
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
--
Pierpaolo De Blasi
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
Dear all.
The next session of the One World Probability Seminar will be next week on Thursday (November 16) from 14:00 to 16:00 UTC time. The speakers of this session are Elisabetta Candellero (Universita Roma Tre) and Thomas Finn (Durham University).
Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar.
Kind regards, Ilya Chevyrev and Julio Backhoff.
Title: Coexistence in competing first-passage percolation
Abstract:
Consider the following random competition model on a given graph G that is driven by two first-passage percolation processes FPP_1 and FPP_\lambda. Initially, FPP_1 occupies a single site and FPP_\lambda is dormant in seeds that are placed on the sites of G as a product of Bernoulli measures of parameter p. Then, FPP_1 spreads through the edges of G at rate 1 and FPP_\lambda spreads from seeds at rate \lambda when that seed is attempted to be occupied by either FPP_1 or FPP_\lambda. Once a site is occupied by either process it remains occupied by that process henceforth. This model is known as first-passage percolation in a hostile environment (FPPHE) and was first introduced by Sidoravicius and Stauffer ’19.
In the first talk, we establish that FPPHE is non-monotone in the sense that increasing p or \lambda may increase the probability that FPP_1 occupies infinitely many sites through constructing a quasi-transitive graph where such behaviour holds. The non-monotonicity of FPPHE makes understanding the phase transitions of the model extremely challenging. We prove that a regime of coexistence exists on hyperbolic and non-amenable vertex transitive graphs where both FPP_1 and FPP_\lambda concurrently occupy infinite connected components with positive probability.
In the second talk, we prove that a regime of coexistence also holds on Z^d for d>2 through the introduction of a refined multi-scale analysis that can handle non-equilibrium and non-monotone processes. We relate this proof to recent work on multi-particle diffusion limited aggregation by Sidoravicius and Stauffer ’19 and the SIR model by Dauvergne and Sly ’22 where FPPHE is a crucial analytical tool in understanding non-equilibrium particle systems.
Based on joint work with Alexandre Stauffer.
Speaker 1 (14:00-15:00 UTC): Elisabetta Candellero (Universita Roma Tre).
Speaker 2 (15:00-16:00 UTC): Thomas Finn (Durham University).
Zoom-link: https://univienna.zoom.us/j/69711117344?pwd=Y3cwMEI3VkZKSTh5RVZRSGhRN3lUdz09
Meeting ID: 697 1111 7344
Passcode: 305805
Giovedi' 16 novembre 2023, alle ore 16, nell'aula III del dipartimento di scienze statistiche di Bologna, Eugenio Regazzini terra' un seminario dal titolo:
On the number of elements beyond the ones effectively observed
Oltre che in presenza, e' possibile assistere al seminario collegandosi alla piattaforma Microsoft Teams:
Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGRhYmVhZjAtYWFiZS00…>
Apologies for cross-posting
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Second Call for Papers: Energy Finance Italia 9 Conference (EFI9)
University of Bari, February 12-14, 2024
Deadline for submission of organized sessions: November 27, 2023
Deadline for extended abstracts/papers: December 4, 2023
Web: https://events.math.unipd.it/EFI9
Contact: efi9(a)uniba.it
The Conference puts together researchers and practitioners working in all
areas of Energy-Finance & Climate-Change related research in economics,
finance, engineering, data science and mathematics. Participants are
encouraged to submit their papers or proposals of organized sessions on a
wide range of theoretical and applied topics in these two research fields,
such as (but not limited to):
Energy and climate data science, Energy forecasting, Energy innovations,
Energy markets, Energy analytics, Energy mix and carbon emission trading,
Energy supply chain, ESG, Green finance & financing energy infrastructure,
Climate policy and risk, Climate change & market efficiency, Climate change
& pricing uncertainty, Regulation and regulatory risk, Renewable sources,
Risk measurement and management, Storage devices, Sustainable finance.
Keynote speaker: Ruediger Kiesel
Award: Best EFI9 Paper, reserved to the presenters born after January 1st,
1994
Special issue of Energy Economics associated with this conference
We are looking forward to welcoming you in Bari.
for the organizing committee
Viviana Fanelli and Tiziano Vargiolu
Dear friends and colleagues,
the Technical University of Vienna is advertising a *6-year university
assistant (postdoc) position in probability theory, *within the
Mathematical Stochastics research group
(https://www.tuwien.at/en/mg/mstoch) <https://www.tuwien.at/en/mg/mstoch>*/
<https://www.tuwien.at/en/mg/mstoch> /*
Deadline for applications: *January 4th, 2024*. Starting date: *October
2024*
For the official announcement, the link to the application portal and
details on the position, see here: https://jobs.tuwien.ac.at/Job/220480
Please forward this to potentially interested candidates
Best wishes
Fabio Toninelli and Marcin Lis
--
Prof. Dr. Fabio Toninelli
Technical University of Vienna
Institut für Stochastik und Wirtschaftsmathematik
Wiedner Hauptstrasse 8-10, 1040 Wien, Austria
Office: 6th floor, green area. tel: +43-1-58801-10570
https://sites.google.com/view/fabio-toninelli/home
2-year post-doctoral position at the University of Torino
DESCRIPTION
Project title: Statistical inference for continuous-state hidden Markov models
Project supervisor: Matteo Ruggiero - www.matteoruggiero.it
The project will focus on the development of statistical methodologies and computational strategies for signal retrieval and parameter inference in the setting of continuous-state hidden Markov models, with envisioned applications in Bayesian inference and population dynamics.
The research activity can be adapted to the profile and interests of the successful candidate regarding both the specific topic and the research approach. The successful candidate will also be part of the research group at the "de Castro" Statistics Initiative (https://www.carloalberto.org/stats), based at Collegio Carlo Alberto.
FURTHER DETAILS
- Gross salary: EUR 40,000 per year. Travel funds will also be made available.
- Planned starting date: Jan 1st, 2024 (with some flexibility on postponement)
- Contract: 24 months, subject to positive evaluation of the research activity after the first year.
- Requirements:
* Degree: already holding a PhD title is preferential but not mandatory.
* Required background: solid knowledge of stochastic processes and provable coding skills.
* Preferential background: familiarity with hidden Markov models and/or Bayesian inference and/or stochastic population dynamics.
- Link to call: https://webapps.unito.it/albo_ateneo/ (Numero di repertorio: 5412)
- Link to apply: https://pica.cineca.it/unito/
- Deadline: November 23rd, 2023.
Further enquiries can be directed at matteo.ruggiero(a)unito.it.
Best regards,
Matteo Ruggiero
---
Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it
Dear All,
a call for *one-year** post-doc position* (renewable up to further 12
months) is open at the *Department of Statistical Sciences, Sapienza
University in Rome.*
The topic of the research is “Anomalous diffusions: non-Gaussian Analysis
and grey noises".
The details of the call are at
https://web.uniroma1.it/trasparenza/dettaglio_bando 23_AR-B_MAT/06
<https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/210254>
The position is open to graduates who do not yet hold a Ph.D.
Salary: €19,367 (gross).
The *deadline is 4 december 2023*.
For technical assistance on application please contact
domenica.zumpano(a)uniroma1.it
I would be grateful if you could forward this message to any potentially
interested candidate.
Thanks and best regards,
Luisa Beghin
***************************************************************
Luisa Beghin
Dipartimento di Scienze Statistiche
Fac. Ingegneria dell'Informazione, Informatica e Statistica
"SAPIENZA" Università di Roma
Piazzale Aldo Moro 5, 00185 Roma
T (+39) 06 49910543 F (+39) 06 4959241
https://sites.google.com/site/luisabeghin/
*****************************************************************
--
**Fai crescere le giovani ricercatrici e i giovani ricercatori*
**con il 5
per mille alla Sapienza
*Scrivi il codice fiscale dell'Università
*80209930587
Cinque per mille <https://www.uniroma1.it/it/node/23149>*
Carissimi colleghi,
scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di
seminario.
Tutti gli interessati sono invitati a partecipare.
Cordialmente,
Enea Bongiorno
--------------------------------
22 novembre ore 16.00
- aula 206, campus Perrone, via Perrone, 18, Novara. Università del
Piemonte Orientale.
- on-line: https://meet.google.com/ign-wqer-sjs
*Finite-sample exact prediction bands for functional data*
*Prof. Simone Vantini, Politecnico di Milano*
*Abstract:* The talk will deal with the key challenge of creating
prediction bands for a new observation in the functional data framework
given a training set of observed functional data and possibly in presence
of covariates, either scalar, categorical, or functional. Starting from the
investigation of the literature concerning this topic, we propose an
innovative approach building on top of Conformal Prediction and Functional
Data Analysis able to overcome the main drawbacks associated to the
existing approaches. Under minimal distributional assumptions (i.e.,
exchangeability of the random functions), we will show how the new proposed
nonparametric method (i) is able to provide prediction regions which could
visualized in the form of bands, (ii) is guaranteed with exact coverage
probability also for finite sample sizes, and finally (iii) is
computational efficient. Different specifications of the method will be
compared in terms of efficiency in some simulated and real case scenarios
also in the case of multi-dimensional domain and/or codomain.
-----------------------------------
Locandina dell'evento
<https://drive.google.com/drive/folders/1VJXOiNVwkDI8w2wE0hMqcjFgVzEa7vi4?us…>
Seminari Matematici Statistici
<https://sites.google.com/uniupo.it/seminari-ms/home-page>
-----------------------------------
--
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
---------- Forwarded message ----------
Date: Tue, 7 Nov 2023 15:42:20 +0000 (GMT)
From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk>
To: vargiolu(a)math.unipd.it
Subject: Hooke Research Fellowships at the University of Oxford
Hooke Postdoctoral Research Fellowships
Mathematical & Computational Finance Group
Mathematical Institute, University of Oxford
https://www.maths.ox.ac.uk/node/65978
Deadline: 22 November 2023
The Oxford Mathematical & Computational Finance Group invite applications
from talented researchers with interests in Stochastic analysis,
Mathematical Finance or Data Science for a Hooke Research Fellowship
starting September 2024. These prestigious Fellowships at the University of
Oxford are full-time, fixed term up to 36 months starting September 2024 and
provide an ideal opportunity for candidates to pursue an independent
research programme.
Successful applicants will be free to conduct their own research programme.
To aid the development of their academic profile, Fellows will be required
to contribute up to three hours of departmental teaching per week for the 24
weeks of each academic year, averaged over the period of the Fellowship to
allow for extended visits elsewhere.
Candidates will have, or be close to completing, a PhD in mathematics or a
related discipline. They must show evidence of independence and the ability
to undertake research of the highest academic standard, hold an outstanding
record of papers published in major international journals (commensurate
with career stage), and have a relevant research plan which would enhance
the Mathematical Institute’s research profile.
Additional information about the post, and a full list of selection
criteria, are available here: https://www.maths.ox.ac.uk/node/65978
Please direct informal enquiries to recruitment(a)maths.ox.ac.uk, quoting
vacancy reference 168995.
Applicants should read the job description before writing their
application. You will be required to upload a supporting letter setting out
how you meet the selection criteria, a curriculum vitae including full list
of publications with top three papers starred, a statement of research
interests including a plan for research during the Fellowship, and the names
and contact details of two referees as part of your online application.
NOTE: Applicants are responsible for contacting their referees and making
sure that their letters are received by the closing date.
Applications for this vacancy are to be made online. To apply for this post
and for further details, including a job description and selection criteria,
please click on the link below:
https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=
168995
Only applications received before 12:00 noon UK time on 22 November 2023 can
be considered.
Oxford is committed to equality and valuing diversity.
CLOSING DATE: 22 NOVEMBER 2023 - 12:00 UK TIME