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Special session 'Challenges in modelling sparse and noisy data' AMASES Annual Conference, Perugia September 9-11, 2019
by Giacomo Bormetti 09 Apr '19

09 Apr '19

Dear Colleagues, a special session entitled ‘Challenges in modelling sparse and noisy data’ will take place during the AMASES Annual Conference, which will be held in Perugia on September 9-11, 2019 (http://amases2019.unipg.it<http://amases2019.unipg.it/>). [http://amases2019.unipg.it/images/piazza4novembre.jpg]<http://amases2019.unipg.it/> AMASES 2019<http://amases2019.unipg.it/> amases2019.unipg.it 43 rd Annual Meeting of the AMASES Association for Mathematics Applied to Social and Economic Sciences Perugia, September 9-11, 2019. The meeting is organized both by the Department of Mathematics and Computer Science and the Department of Economics of the University of Perugia. As in the AMASES established tradition, the purpose of the meeting is to stimulate discussion among scholars and ... Topic of the session Far more than in the past, policy makers, investors, and data scientists are required to take decisions based on sparse and noisy data. Observations from heterogeneous sources, typically sampled at different frequencies, and contaminated by noise, need to be aggregated and analyzed jointly. This is customary in several economic applications, including macroeconomics, high-frequency finance, climate economics, and data science. Traditional mathematical and statistical methods can lead to misleading conclusions when these features are not properly accounted for. The objective of this session is to present the latest methodologies and to foster discussions among researchers from different fields. Theoretical and empirical papers are welcome. Topics include but are not limited to: - high-frequency time series modelling - mixed-frequency data modelling in economic and social sciences - dimensionality reduction and factor analysis - sparse data modelling - noisy data filtering and smoothing It is a great pleasure to invite you to submit an extended abstract. To be considered for the stream, please submit your abstract by specifying the stream code (MSND) in the file name (MSND-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 1, 2019: deadline for abstract submission June 10, 2019: notification of acceptance June 17, 2019: early registration July 1, 2019: late registration For information, please contact: Giacomo Bormetti (giacomo.bormetti(a)unibo.it) Giuseppe Buccheri (giuseppe.buccheri(a)sns.it) Fabrizio Lillo (fabrizio.lillo(a)unibo.it) We are looking forward to meeting you in Perugia. Best regards Giacomo Bormetti, Giuseppe Buccheri, and Fabrizio Lillo

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 14, 2019, 1 pm (CEST)
by Patrizia Piacentini - PhD 09 Apr '19

09 Apr '19

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, 2019*). ** *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 2019). Admission is decided on the basis of qualifications only and does not require an entry examination.** *Award* The award will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). ** *How to apply* The call is published *(deadline May 14, 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_XXXV*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* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova-Italy tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Fwd: Saint-Flour 2019 - second announcement
by Marco Romito 07 Apr '19

07 Apr '19

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Conference reminder: "Equilibrium and non-equilibrium statistical mechanics” (8-10 April)
by Francesca Romana Nardi 05 Apr '19

05 Apr '19

Dear Colleagues, A reminder for the conference "Equilibrium and non-equilibrium statistical mechanics” in honour of François Dunlop that will take place at Villa Finaly (Via Bolognese, 134 R 50139 Florence) from 8 to 10 April 2019. Gianmarco Bet Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada From: Random [mailto:random-bounces@fields.dm.unipi.it] On Behalf Of Gianmarco Bet Sent: Wednesday, March 13, 2019 6:16 PM To: random(a)fields.dm.unipi.it Subject: [Random] Conference reminder: "Equilibrium and non-equilibrium statistical mechanics” (8-10 April) Dear colleagues, We are pleased to announce that the conference "Equilibrium and non-equilibrium statistical mechanics” in honour of François Dunlop will take place at Villa Finaly (Florence) from 8 to 10 April 2019. The subjects of the talks will cover a large spectrum of topics, at the crossroad between statistical physics and probability. This variety reflects the scientific activity of François Dunlop. We especially encourage the participation of young researchers, who will benefit from interactions with the invited speakers and other senior researchers. In particular, we invite young researchers to present their work at the poster session. Invited speakers: Stefan Adams (Warwick), Alessandra Bianchi (Padova), Oriane Blondel (Lyon), Nicoletta Cancrini (Roma), Emilio Cirillo (Roma), Pierre Collet (Palaiseau), Loren Coquille (Grenoble), Ivan Corwin (New York), Anna De Masi (L’ Aquila), Béatrice de Tilière (Paris), Alessandra Faggionato (Roma),Hubert Lacoin (Rio de Janeiro), Roberto Livi (Firenze), Christian Maes (Leuven), Fabio Martinelli (Roma), Stefano Olla (Paris), Elisabetta Scoppola (Roma), Senya Shlosman (Marseille), Aernout van Enter (Groningen). More information as well as a registration form are available on the web site: https://indico.math.cnrs.fr/e/Florence2019 We hope very much for your participation. For logistic reasons, we encourage you to subscribe as soon as possible. Thank you. The organizers Gianmarco Bet Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada

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Seminario PAULIN
by Matteo Ruggiero 05 Apr '19

05 Apr '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 12 Aprile 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Daniel PAULIN (University of Oxford) CONNECTIONS BETWEEN OPTIMIZATION AND SAMPLING In this talk, I am going to look at some connections between optimization and sampling. In “Hamiltonian descent methods’’, we introduce a new optimization method is based on conformal Hamiltonian dynamics. It was inspired by the literature on Hamiltonian MCMC methods. The use of general kinetic energies allows us to obtain linear rates of convergence for a much larger class than strongly convex and smooth functions. “Dual Space Preconditioning for Gradient Descent” applies a similar idea to gradient descent. We introduce a new optimization method based on nonlinear preconditioning of gradient descent, with simple and transparent conditions for convergence. “Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates” studies the high dimensional behaviour of the Bouncy Particle Sampler (BPS), a non-reversible piecewise deterministic MCMC method. Although the paths of this method are straight lines, we show that in high dimensions they converge to a Randomised Hamiltonian Monte Carlo (RHMC) process, whose paths are determined by the Hamiltonian dynamics. We also give a characterization of the mixing rate of the RHMC process for log-concave target distributions that can be used to tune the parameters of BPS. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (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

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Fwd: Final Call: Summer school, Random graphs and random walks, Nice July 8-19
by Elisabetta Candellero 04 Apr '19

04 Apr '19

---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Thu, Apr 4, 2019 at 1:58 PM Subject: Final Call: Summer school, Random graphs and random walks, Nice July 8-19 To: Elisabetta Candellero <elisabetta.candellero(a)gmail.com> The Nice Summer School on Markov chains, random walks, random graphs and its applications to complex networks will be held in Nice (France) from July 8-19, 2019. One of the two courses focusses on different models of random graphs (model G(n,p), configuration model, preferential attachment model, random graph processes, ...) together with techniques in these models (switching techniques, differential equation method,...), whereas the other course will focus on concepts and techniques related to random walks and Markov chains (mixing times, hitting times, random spanning trees, cutoff phenomena, ...). The school is aimed at advanced master students, PhD students, or researchers in an early stage of their career working in the broad field of discrete probability and its applications. Further details can be found at: https://math.unice.fr/~dmitsche/Summerschool/Summerschool.html Being a popular summer holiday destination, lodging in Nice in summer is expensive. However, the school is supported by different sponsors: Universite Cote d'Azur, UCA Academie 1, Universite Nice, google, PIMS. Registration fees (including 2-week stay in a single bedroom close to the university, lunches and coffee breaks during lecture days): 400 Euro. Discounts for people without need for lodging. However, the number of participants being limited, we might have to make a selection. If you want to participate, send an email to dmitsche(a)gmail.com. Attach a CV as well as a short motivation letter for your participation. Deadline for registration: May 1, 2019. You will be informed shortly afterwards whether your application was successful. Best regards, Dieter Mitsche

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Seminario di L. Izydorczyk in Bicocca
by Gianmario Tessitore 02 Apr '19

02 Apr '19

Lunedì *8 aprile* alle ore *10:30 *nell'*Aula 6 dell'edificio U3* dell'Università di Milano-Bicocca il Dottor: *Lucas Izydorczyk *(ENSTA-ParisTech, Institut Polytechnique de Paris) terrà un seminario dal titolo: *McKean representation of time reversed diffusions* *Abstract:* It is well-known that, under suitable conditions, the time-reversal of a diffusion process fulfills a stochastic differential equations involving the law marginal densities. The basic idea is here to consider it as the solution of a McKean type problem where the law density unknown. Under natural conditions we show well-posedness for that problem. tutti gli interessati sono invitati ad intervenire -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Seminario JOZSEF LORINCZI @ UniTo
by Bruno Toaldo 02 Apr '19

02 Apr '19

********************************************************************* SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Giovedì 11 Aprile 2019 alle ore 10:00 in Aula 4 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Jozsef Lorinczi* (Department of Mathematical Sciences – Loughborough University, UK) terrà un seminario dal titolo *The location of maxima of solutions to some non-local equations* Abstract: I will consider a class of non-local equations, assuming that their solutions have a global maximum, and discuss estimates on their position. Such points are of special interest as they describe where hot-spots settle on the long run or, in a probabilistic description, the region around which paths typically concentrate. I will address, on the one hand, the interplay of competing parameters whose compromise the resulting location is, and the impact of geometric constraints, on the other. This is joint work with A. Biswas, based on the recent papers [1] Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators, J Diff Equations, https://doi.org/10.1016/j.jde.2019.01.007, 2019 [2] Maximum principles and Aleksandrov-Bakelman-Pucci type estimates for non-local Schrödinger equations with exterior conditions, to appear in SIAM J Math Anal, 2019 (arXiv:1711.09267) [3] Maximum principles for time-fractional Cauchy problems with spatially non-local components, Fract Calc Appl Anal 21, 1335–1359, 2018 https://doi.org/10.1515/fca-2018-0070 [4] Ambrosetti-Prodi type results for Dirichlet problems of the fractional Laplacian, arXiv:1803.08540, 2018 [5] Hopf's lemma for viscosity solutions to a class of non-local equations with applications, arXiv:1902.07452, 2019 Tutti gli interessati sono invitati a partecipare. -- Toaldo Bruno Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39 0110912850

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CSA2019 - Conference in Stochastic Analysis and Applications, August 26-30, 2019 Norway
by Giulia Di Nunno 02 Apr '19

02 Apr '19

Dear Colleagues, This is to bring to your attention the following late summer event in Norway in the town of Risør CSA2019 - CONFERENCE IN STOCHASTIC ANALYSIS AND APPLICATIONS Risør 26-30 August 2019 Webpage: www.mn.uio.no/csa-2019 <http://www.mn.uio.no/csa-2019> Please help us advertise this event through your contacts. Looking forward to seeing many of you in Risør! Best regards, Giulia di Nunno

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seminario Paolo Di Tella a Roma
by Anna Vidotto 02 Apr '19

02 Apr '19

Cari tutti, Ricordo il seminario che si terrà venerdì 5 aprile alle ore 16.30 in aula D’Antoni, Dipartimento di Matematica, Università degli Studi di Roma Tor Vergata. Speaker: Paolo Di Tella (Technische Universität Dresden) Title: On The Weak Representation Property in Progressively Enlarged Filtrations with an Application in Exponential Utility Maximization Abstract: In this talk we show that the weak representation property of a semimartingale X with respect to a filtration F is preserved in the progressive enlargement G by a random time τ avoiding F-stopping times and such that F is immersed in G. As an application of this, we can solve an exponential utility maximization problem in the enlarged filtration G following the dynamical approach, based on suitable BSDEs, both over the fixed-time horizon [0, T], T > 0, and over the random-time horizon [0, T ∧ τ]. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — Tutti gli interessati sono invitati a partecipare. Grazie per l’attenzione, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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