Random

random@lists.dm.unipi.it

47 participants
5251 discussions

Bayesian Young Statisticians Meeting (BAYSM2018)
by Raffaele Argiento 16 Jan '18

16 Jan '18

The 4rd Bayesian Young Statisticians Meeting, BAYSM2018, will take place at University of Warwick, Coventry, UK (2-3 July 2018), as a satellite to the ISBA 2018 world meeting. BAYSM is dedicated to Ph.D. Students, M.S. Students, Post-Docs, Young and Junior Reseachers 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 advise and comments to their work. Recognized figures of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open (https://warwick.ac.uk/baysm) and will be available with an early bird discount until April 30. The event will be hosted by the Department of Statistics of the University of Warwick ( https://warwick.ac.uk/statistics/). It will include social events, providing the opportunity to get to know other junior Bayesians. Young researchers interested in giving a talk or presenting a poster are invited to submit an abstract. The call for submissions is now open and closes March 26 (https://warwick.ac.uk/baysm/calldates/). Thanks to generous support of ISBA, a number of travel awards are available to support young researchers. Keynote speakers: Kerrie Mengersen (Queensland University of Technology) Igor Prünster (Bocconi University) Judith Rousseau (University of Oxford) Stephen Senn (University of Glasgow) Yee Whye Teh (University of Oxford) Discussants: Deborah Ashby (Imperial College) Bärbel Finkenstädt Rand (University of Warwick) Jim Griffin (University of Kent) Michele Guindani (University of California, Irvine) Amy Herring (Duke University) Jim Smith (University of Warwick) Mark Steel (University of Warwick) Sebastian Vollmer (University of Warwick) 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://warwick.ac.uk/baysm On behalf of the BAYSM2018 organizing committee (https://warwick.ac.uk/baysm/organiserssponsors/) Raffaele Argiento -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

1 0

Seminari prof. Berger
by Brunero Liseo 16 Jan '18

16 Jan '18

A completamento dell'annuncio sul ciclo di seminari che il prof. James O. Berger terrà presso la facoltà di Economia Sapienza Università di Roma secondo il calendario seguente Bayesian Model Selection Aula 6B, piano terra F acoltà di Economia, Via del Castro Laurenziano, 9, Lunedì 22 gennaio ore 11-13 Martedì 23 gennaio ore 16.30-18 Mercoledì 24 gennaio 11.30-13 Mercoledì 24 gennaio 14.30-16 si allega abstract dei singoli seminari Abstract: These lectures address the Bayesian approach to hypothesis testing and model uncertainty, with extensive comparisons to the classical approaches to these subjects. The first lecture, "Introduction to Bayesian Hypothesis Testing," begins with a brief introduction to Bayesian analysis, for students who have not been exposed to the subject. The lecture then goes on to highlight the main issues, through a discussion of p-values (the classical approach to hypothesis testing) versus Bayes factors (the Bayesian approach), primarily done through pedagogical examples. The first lecture (after a break) will go on to present the formalism of Bayesian hypothesis testing, with examples. The second lecture "Interfaces Between Testing Paradigms," will take a step back to the historical development of statistics, and describe how the classical and Bayesian approaches of hypothesis testing developed, and show that there is currently methodology that is completely compatible with both perspectives. The third lecture "Essentials of Bayesian Model Uncertainty," extends the first two lectures to the subject of dealing with many possible statistical models. Interestingly, none of the basic methodology changes - it just becomes more difficult to implement. The final lecture focuses on "Variable Selection in the Linear Model," arguably the most important statistical problem, and discusses Bayesian resolutions that have amazing properties, as well as software that implements the methodology. -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/bruneroliseo/ <https://sites.google.com/a/uniroma1.it/bruneroliseo/>* ============================================

1 0

Fwd: Postdoc Position at Washington University in St. Louis
by Cecilia Mancini 15 Jan '18

15 Jan '18

-------- Messaggio Inoltrato -------- Oggetto: Postdoc Position at Washington University in St. Louis Data: Sun, 14 Jan 2018 21:05:03 +0000 Mittente: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> A: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> Dear Colleagues, I hope this email finds you well. My department has an opening for a Postdoc in statistics, probability, or a related area (including mathematical finance). Please encourage strong candidates to apply to MathJobs. Personal references of potential candidates are very much welcomed. The teaching load is 2 courses per semester and the official posting can be found at https://www.mathjobs.org/jobs/jobs/11299 Department of Mathematics, Washington University in St. Louis <https://www.mathjobs.org/jobs/jobs/11299> www.mathjobs.org Full service online faculty recruitment site for mathematical institutions worldwide, offered by the American Mathematical Society (AMS). Thank you very much and happy new year, Jose Enrique. J.E. FIGUEROA-LÓPEZ Professor of Mathematics Washington University in St. Louis One Brookings Drive, St. Louis, MO 63130-4899 Phone: (314)935-7539 E-mail: figueroa(a)math.wustl.edu

1 0

PhD in Statistics @Bocconi
by Antonio Lijoi 15 Jan '18

15 Jan '18

------------------------------------------------------------- PhD in Statistics -- Bocconi University, Milano Call for applications for PhD student positions ------------------------------------------------------------- The PhD School of Bocconi University, Milano, offers four positions with scholarships for the PhD in Statistics. The scholarship amounts to 20.280 euro per annum in the 1st and 2nd year, and 13.838 euro per annum for the 3rd and 4th year. Further funding is available for teaching and research assistanships. Visit www.unibocconi.eu/admissionphd for all information. ** Applications are due by February 1, 2018. ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics provides a solid grounding for high level research, either theoretical or applied, in statistics, probability and data science. The curricula is organized over two years of courses and two years entirely devoted to research. Students acquire a deep mathematical and methodological preparation through the first-year courses, and more specialized competence, addressed to the doctoral dissertation, through the second-year courses. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for machine learning and data science, are supported and encouraged. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The PhD in Statistics is designed for highly motivated students who wish to undertake first-rate research careers in theoretical or applied statistics and data science. Career opportunities also include central banks, financial institutions, governments and international organizations, and public health institutions. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, 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 more information about the PhD program in Statistics at Bocconi, visit our website www.unibocconi.eu/phdstatistics and please feel free to contact the PhD Director, Professor Sonia Petrone, at sonia.petrone(a)unibocconi.it or our Program Assistant at infophd(a)unibocconi.it ------------------------- PhD School - Università Bocconi Via Roentgen, 1 20136 Milano (Italia) Tel.+39-02.5836.3367 angela.baldassarre(a)unibocconi.it

1 0

PhD studentship in Probability at University of Bath (UK)
by Alexandre Stauffer 12 Jan '18

12 Jan '18

The position will be held in the probability group at the University of Bath, under the supervision of Alexandre Stauffer. The project is flexible, but the main areas of interest are interacting particle systems, random walks, and Markov chain mixing time. Applications should be submitted through the online system (see http://www.bath.ac.uk/math-sci/postgraduate/). Interested candidates are encouraged to write to a.stauffer(a)bath.ac.uk to discuss their research interests. Best wishes, Alexandre

1 0

Seminario di Probabilita' a RM1
by Faggionato, Alessandra 12 Jan '18

12 Jan '18

Giovedi' 18 Gennaio, ore 12.00, Aula C Speaker: M. Maurelli (WIAS, Berlin) Title: Enhanced Sanov theorem for Brownian rough paths and an application to interacting particles Abstract: We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations principle for the (k-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn implies a propagation of chaos result in rough path spaces and allows for a robust subsequent analysis of the particle system and its McKean-Vlasov type limit. The talk is based on a work in collaboration with J.D. Deuschel, P. Friz and M. Slowik -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

Seminario LA VECCHIA
by Matteo Ruggiero 12 Jan '18

12 Jan '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Gennaio 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Davide LA VECCHIA (University of Geneva) SADDLEPOINT TECHNIQUES FOR DEPENDENT DATA Saddlepoint techniques provide numerically accurate, higher-order, small sample approximations to the distribution of estimators and test statistics. While a rich theory is available for saddlepoint techniques in the case of independently and identically distributed observations, only a few results have been obtained for dependent data. In this talk, we explain how to fill this gap in the literature. Using the method of the tilted-Edgeworth expansion, we devise new saddlepoint density approximations and saddlepoint test statistics in the settings of time series (short or long memory) and spatial processes (panel data models, with fixed effects, time-varying covariates and spatially correlated errors). We compare our new approximations to the ones obtained by standard asymptotic theory, by Edgeworth expansion and by resampling methods. The numerical exercises illustrate that our approximations yield accuracy's improvements, while preserving analytical tractability. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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

1 0

ARPM min-workshop on "Advanced statistical techniques across disparate asset classes" at Roma Tre University
by Francesco Cesarone 11 Jan '18

11 Jan '18

Dear Colleagues, on 24 January 2018 from 9:30 to 13:00 (Aula 8, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma ), Dr. Angela Loregian, senior researcher at ARPM, will hold a min-workshop on "Advanced statistical techniques across disparate asset classes". The attendance of the course is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone(a)uniroma3.it with the following subjects: Name Surname - ARPM min-workshop. *About the Program.* *We introduce the concept of "risk driver" and **"invariant“, illustrating:* *- the asset-specific art of building risk drivers across the financial markets* *- the asset-agnostic science of applying statistics (econometrics and **machine learning) to extract the invariants and estimate their joint * *distribution. **Then, we translate the above statistical analysis into the asset-specific **joint distribution of instrument returns.* For more details, see the attached pdf file. We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

1 0

min-workshop on "Machine Learning and Big Data Analytics with MATLAB" at Roma Tre University
by Francesco Cesarone 11 Jan '18

11 Jan '18

Dear Colleagues, on 23 January 2018 from 14:00 to 17:00 (Computer Lab, ground floor, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma), Dr. Francesca Perino, Application Engineer at MathWorks, will hold a min-workshop on "Machine Learning and Big Data Analytics with MATLAB". The attendance of the course is free, but for organizational reasons it is necessary to register to register on the following web page: https://it.mathworks.com/company/events/seminars/ml-da-with-matlab-2373496.… . *Overview* *At the heart of many financial applications are machine learning techniques used for risk classification, economic analysis, credit scoring, time series forecasting, estimating default probabilities, and data mining. Big data represents an opportunity for quantitative analysts and data scientists alike to impact the way organizations make informed business decisions. By building machine learning models that harness big data, a greater level of insight and confidence can be achieved.* *However, implementing and comparing machine learning techniques to choose the best method can be challenging. Furthermore, there is no single approach to solving the many challenges arising from working with big data. MATLAB minimizes these challenges by providing you with a number of built-in functions and tools for quick prototyping, integration, and scaling, to take you from initial prototype all the way to business-critical production system.* *In this session, we will introduce ways of working with big data systems, the different types of machine learning techniques in MATLAB, how to determine the best techniques for your problem by evaluating model performance, and rapidly deploying your machine learning models into production. We will cover several new workflows and data types in MATLAB and the toolboxes that have been designed to address the most common challenges with big data analytics and machine learning.* *Highlights* *Data management and integration with databases, live market data, and big data environments* *Efficient workflows for heterogenous time-series data using new data management capabilities* *Parallel Computing techniques to speed up long-running computations and deal with out-of-memory data* *Predictive modeling and using supervised machine learning techniques to build a credit rating engine* We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

1 0

[Forum SIS] : Seminari prof. Berger, Duke University
by Brunero Liseo 11 Jan '18

11 Jan '18

Avviso Ciclo di Seminari Il prof. James O. Berger, Duke University, https://en.wikipedia.org/wiki/Jim_Berger_(statistician) sarà ospite del Dipartimento MEMOTEF, Sapienza Università di Roma dal 22 al 26 gennaio 2018. Nel corso della settimana il prof. Berger terrà una serie di seminari su Bayesian Model Selection I seminari si terranno in Aula 6B, al piano terrà della facoltà di Economia, Via del Castro Laurenziano, 9, secondo il seguente orario: Lunedì 22 gennaio ore 11-13 Martedì 23 gennaio ore 16.30-18 Mercoledì 24 gennaio 11.30-13 Mercoledì 24 gennaio 14.30-16 I seminari sono rivolti ad un pubblico di dottorandi ma tutti gli interessati sono invitati a partecipare. Brunero Liseo -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/bruneroliseo/ <https://sites.google.com/a/uniroma1.it/bruneroliseo/>* ============================================

1 0

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random