- Random - Mailing list — Dipartimento di Matematica, UniPI

Focus session : Stochastic processes / Probability theory for fractional PDEs.
by Enrico Scalas 26 Jun '24

26 Jun '24

Car* collegh*, vi segnalo questa iniziativa che può essere di interesse. Mi scuso in anticipo se avete già ricevuto l'annuncio. Cordiali saluti, Enrico Scalas -- Il giorno mer 26 giu 2024 alle ore 10:45 Pavan Pranjivan Mehta < pavan.mehta(a)sissa.it> ha scritto: > Dear All, > We are pleased to announce the special focus session on "*stochastic > processes / probability theory* for fractional PDEs.*" *from *05 July to > 02 August 2024* within our ongoing Fractional Calculus Seminar Series > <https://mathlab.sissa.it/fractional-calculus-seminars> (online) at > SISSA, Trieste, Italy. > Please see below for the list of talks; equally, please visit our website > for the full program : > https://mathlab.sissa.it/fractional-calculus-seminars > > Please forward this email to your friends / colleagues, who may be > interested in this research direction; and subscribe to the mailing list to > receive the Zoom meeting link : > https://lists.sissa.it/mailman/listinfo/fc-seminars > > Indeed, I remain at your disposal for any questions. > > *Website* : https://mathlab.sissa.it/fractional-calculus-seminars > *YouTube* : https://www.youtube.com/@FractionalCalculusSeminar > > *List of Talks* > ***** indicates two or more talks, scheduled on the same day. > *All times are quoted in local time zone of Rome, ITALY* > *Date (DD/MM/YYYY)* > *Time (CET/CEST, Rome/Paris)* > *Speaker* > *Title* > 05 / 07 / 2024 > 15:00-16:00 > *Luisa Beghin* > (Sapienza University, Rome) > Stochastic processes on infinite-dimensional spaces and fractional > operators > <https://mathlab.sissa.it/stochastic-processes-infinite-dimensional-spaces-a…> > 12 / 07 / 2024 > 15:00-16:00 > *Enrico Scalas* > (Sapienza University of Rome, Italy) > Fundamental solution of the space-time fractional diffusion equation using > Monte Carlo simulations of CTRWs > <https://mathlab.sissa.it/fundamental-solution-space-time-fractional-diffusi…> > 19 / 07 / 2024 > 15:00-16:00***** > *Ralf Metzler****** > (Institute of Physics & Astronomy, University of Potsdam, 14476 Potsdam, > Germany) > Fractional Brownian motion with time- and space-dependent Hurst exponent > <https://mathlab.sissa.it/fractional-brownian-motion-time-and-space-dependen…> > 19 / 07 / 2024 > 16:00-17:00***** > *Mirko D'Ovidio****** > (Dept. of Basic and Applied Sciences for Engeenering / Sapienza University > of Rome) > Fractional Boundary Value Problems: Results and Applications > <https://mathlab.sissa.it/fractional-boundary-value-problems-results-and-app…> > 26 / 07 / 2024 > 15:00-16:00 > *Michael Roeckner* > (Bielefeld University) > Nonlinear Fokker–Planck equations with fractional Laplacian and > McKean–Vlasov SDEs with Levy–Noise > 02 / 08 / 2024 > 15:00-16:00 > *Bruno Toaldo* > (University of Torino) > TBA > > Thanks and Regards, > Pavan Pranjivan Mehta, > SISSA, International School for Advanced Studies, Italy > https://www.pavanpmehta.com | pavan.mehta(a)sissa.it | ppranjiv(a)sissa.it > > > Contact me for Fractional Calculus Seminars (online) at SISSA > <https://mathlab.sissa.it/fractional-calculus-seminars> > To join : https://lists.sissa.it/mailman/listinfo/fc-seminars > _______________________________________________ > fc-seminars mailing list > fc-seminars(a)lists.sissa.it > https://lists.sissa.it/mailman/listinfo/fc-seminars > *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>*

1 0

Bando per 3 Assegni di Ricerca presso l'Istituto per le Applicazioni del Calcolo
by Maurizio Ceseri 26 Jun '24

26 Jun '24

Buongiorno, segnalo la seguente opportunità presso l’Istituto per le Applicazioni del Calcolo, nell’ambito delle attività di ricerca e trasferimento tecnologico del progetto Sportello Matematico per l'Innovazione e le Imprese. È indetta una selezione pubblica, per titoli e colloquio, per il conferimento di n. 3 assegni di ricerca, tipologia A) “Assegni professionalizzanti” (due anni rinnovabili), bandito dall’Istituto per le Applicazioni del Calcolo “Mauro Picone” del CNR sulla tematica: "*Pratiche e modelli di innovazione aperta per favorire l’adozione di Tecnologie Matematiche da parte delle Imprese: implementazione sul campo, promozione e studio quali-quantitativo*" Requisiti: Diploma di Laurea Specialistica/Magistrale in una delle seguenti discipline: Matematica, Fisica, Ingegneria, Statistica, Informatica, Economia Scadenza invio domande: 31 luglio 2024 Data colloquio: 6 agosto 2024 Il colloquio si terrà in presenza presso la sede dell'Istituto per le Applicazioni del Calcolo "Mauro Picone" del CNR, via dei Taurini 19, Roma. Al seguente link è disponibile il bando con tutte le informazioni: https://www.urp.cnr.it/system/files/2024-06/IAC-06-2024-RM_signed.pdf Grazie Cordiali Saluti Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

1 0

Dolomites Winter School
by Stefano Pagliarani 26 Jun '24

26 Jun '24

It is our pleasure to announce the Dolomites Winter School on Optimal Transport: from Robust Pricing to Model Calibration which will take place in Folgarida on January 26-31, 2025. Mission: The winter school is designed for Ph.D. students as well as early career researchers in the areas of stochastic control, martingale optimal transport, mathematical finance. However, any researcher in these areas is encouraged to partecipate. A detailed program will be posted soon on the web site of the school: https://sites.google.com/view/dolomitesws25 Courses: * Beatrice Acciaio (ETH Zurich), * Jan Obloj (University of Oxford), Highlights: * Free participation (registration is compulsory) * Financial support (lodging and meals) for early-career researchers (PhD, postdocs, etc.); applications are open until September 15, 2024. * Contributed sessions for the participants Further information available at https://sites.google.com/view/dolomitesws25 For special queries, please contact the organizers at: ws25unibomi(a)gmail.com<mailto:ws25unibomi@gmail.com> ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

1 0

Bando Professore II fascia GSSI
by Bertini, Lorenzo 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che è stata bandita una procedura di selezione ai sensi €™art. 18, comma 1, della legge n. 240/2010 per il reclutamento di un professore di seconda fascia per il GSD 01/MATH-03 - Analisi matematica, probabilita' e statistica matematica, S.S.D. MATH-03/B - Probabilita' e statistica matematica. Si allega il bando. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

1 0

Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che il Dipartimento di Matematica dell'Università di Padova ha bandito un posto di ricercatore di tipo B nel settore MAT/06. Il bando è disponibile alla pagina http://www.math.unipd.it/it/news/?id=1898 La scadenza per la presentazione delle domande è il 25 agosto 2016. Marco Ferrante

1 1

Fwd: IWFOS2025 - 2nd announcement - Call for papers
by Enea Bongiorno 24 Jun '24

24 Jun '24

Apologies for cross-posting*.* ******************************************************************************************* Dear Colleagues, Dear Friends, We are thrilled to announce the *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025)*, which will take place from *June 25 – 27, 2025 in Novara, Italy*. *Visit our new website at iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/> for more details!* *INVITED SPEAKERS:* - Anne van Delft, Columbia University NY, USA - Holger Dette, RUHR-University Bochum, Germany - Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain - Karel Hron, Palacký University Olomouc, Czech Republic - Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium - Alessandra Menafoglio, Politecnico di Milano, Italy - Pavlo Mozharovskyi, Telecom Paris, France - Anuj Srivastava, Florida State University, USA - Shahin Tavakoli, University of Geneva, Switzerland - Simone Vantini, Politecnico di Milano, Italy ******************************************************************************************* *CALL FOR PAPERS:* We invite you to contribute to the workshop by submitting a short paper (6 to 8 pages) on topics related to 'infinite-dimensional statistical problems or methods', with a special focus on: - Statistical modelling for functional variables - Functional Data Analysis - Operator-based Statistics - Background for Statistics in infinite-dimensional spaces - High-dimensional Statistics We also welcome contributions in Machine Learning to foster relationships between these diverse fields of modern statistics and contribute to their future development. Please ensure your short paper follows the author guidelines on our website <https://iwfos2025.uniupo.it/> and is submitted using the dedicated submission form (it will open in September). All submissions will be reviewed by experts selected by the Scientific Program Committee. *Workshop Format:* The workshop will feature no parallel sessions, with approximately 30 Oral communications spread over 5 half days. Oral presentations will be selected among the accepted short papers, Poster sessions will accommodate additional contributions not selected for oral presentation. *IMPORTANT DEADLINES:* - *September 2024:* Submissions open - *December 31, 2024:* Submission deadline - *January 31, 2025:* Notification of the decision - *February 14, 2025:* Revised submission deadline - *February 25, 20*25: Registration for presenters who have an accepted contribution Early submissions are encouraged due to organizational requirements. No extensions will be granted after December 31, 2024. *PUBLICATIONS:* - A *book of proceedings* edited by *Springer*, containing the accepted short papers, will be available online to all participants. - Additionally, a *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. ******************************************************************************************* Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková

1 0

Eurandom workshop “Interacting particles in the continuum", 9-13 September 2024
by Vanessa Jacquier 21 Jun '24

21 Jun '24

Inoltro per conoscenza: Dear colleagues, the registration is now open for the workshop *“**Interacting particles in the continuum**"* *taking place September 09-13 2024 at EURANDOM in Eindhoven* The goal of the workshop is to bring together researchers that work on various aspects of stochastic interacting systems in continuous space. This includes for example interacting particles in the continuum, their equilibrium and metastable behavior as well as stochastic dynamics of such systems. A special focus of the workshop also lies on the influence of geometry in natural random objects such as Brownian motion, Gibbs point processes and interacting Markovian systems. This EURANDOM event thrives to provide a platform for the lively exchange of national and international researchers on every career level. Ten dedicated 30 min contributed talks will be competitively distributed to young scientists based on abstract proposals. *Speakers:* Prof. Fabrice Baudoin, Aarhus University (Keynote) Prof. Sabine Jansen, LMU Munich (Keynote) Chiara Boccato, University of Milan Florian Theil, University of Warwick Anja Sturm, University of Goettingen Christof Kuelske, University of Bochum Elena Pulvirenti, TU Delft David Dereudre, University of Lille Pierre Perruchaud, University of Luxemburg Rik Versendaal, TU Delft Anna Paola Todino, University of Piemonte Jonathan Junné, TU Delft Richard Kraaij, TU Delft *Call for abstracts from young researchers:* The program provides a few slots each afternoon for talks reserved for young researchers. We fill these slots based on a competitive abstract submission. If you are interested in giving a talk, please send an email to Benedikt Jahnel (Benedikt.Jahnel(a)wias-berlin.de <w.l.f.v.d.hoorn(a)tue.nl>) (by July 14 2024) that includes title and abstract for your proposed talk. Additionally we plan a poster session. More details and registration can be found at https://www.eurandom.tue.nl/event/gibbs-point-processes-and-applications/ Registration is free but mandatory. We look forward to seeing you in Eindhoven, with best regards, Wioletta Ruszel, Frank Redig, Benedikt Jahnel --------------------------------------- Vanessa Jacquier *Post-doctoral researcher * Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD *Utrecht*, The Netherlands.

1 0

RTT 01/A3 (MAT/05 - MAT/06) Milano Statale
by Andrea Cosso 20 Jun '24

20 Jun '24

Buongiorno, vi segnalo che è stato bandito un posto di ricercatore tenure-track (RTT) nel settore concorsuale 01/A3 (corrispondente a MAT/05 e MAT/06) presso il Dipartimento di Matematica dell’Università degli Studi di Milano. Il bando si trova al seguente link: https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele… La scadenza per la presentazione delle domande è il 19 luglio 2024. Cordiali saluti, Andrea Cosso English version Dear colleagues, the Mathematics Department of the University of Milan has opened a position as tenure-track researcher (RTT) in 01/A3, corresponding to the scientific sectors MAT/05 and MAT/06 (Mathematical Analysis, Probability and Mathematical Statistics): https://www.unimi.it/en/node/49983 The deadline for applications is July 19, 2024. Best regards, Andrea Cosso La Statale per il futuro Salute, transizione digitale, sostenibilità Il tuo 5xmille<https://www.unimi.it/it/ateneo/sostenere-la-statale/cinque-mille> ai nuovi progetti di ricerca dell'Università degli Studi di Milano. Codice fiscale 80012650158

1 0

2 positions of Research Assistant - Imaging and Vision Laboratory, University of Milano-Bicocca
by Elisa Varini 20 Jun '24

20 Jun '24

The Imaging and Vision Laboratory at the University of Milano-Bicocca is seeking two candidates for a 12-months Research Assistant (Italian Assegno di Ricerca – Post-Doc Equivalent). The candidates will work in the context of the project "SMILE: Statistical Machine Learning for Exposure development", funded by the Italian Ministry of University and Research (MUR) through the PRIN 2022 PNRR program. A Master's Degree in Computer Science, Data Science, Computer Engineering, Sciences and technologies for the environment and the territory, or Mathematics is required. - Duration: 12 months each - Start of the contract: November 1, 2024 - Salary: monthly net of about 2,000 Euro - Deadline: July 8, 2024 at 12:00 (Rome time) Apply here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-24a143 If you are interested, and for more information please contact: gianluigi.ciocca(a)unimib.it Brief description of the project The purpose of the research is the study of machine learning techniques for the extraction of information inherent the type, characteristics, and distribution of buildings on a given territory. This information will be used to assess the exposure development of the territory to potential risk situations. To this end, the data expected to be analyzed will be heterogeneous and may come from aerial imagery (e.g. remote sensing), land use data surveyed by public administrations (e.g. ISTAT-National Institute of Statistics) and crowd-sourced data collected by trained citizens. Artificial intelligence tools such as deep neural networks applicable to image classification, object detection and semantic segmentation are expected to be used in the development of this study.

1 0

Seminario Mattia Martini - Politecnico di Milano - 28 Giugno 2024
by Luca Scarpa 18 Jun '24

18 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Venerdì 28 Giugno 2024, ore 11. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Mattia Martini, Laboratoire J.A. Dieudonné, Université Cotê d’Azur. Title: Fourier Galerkin approximation of mean field control problems. Abstract: Over the past twenty years, mean field control theory has been developed to study cooperative games between weakly interacting agents (particles). The limiting formulation of a (stochastic) mean field control problem, arising as the number of agents approaches infinity, is a control problem for trajectories with values in the space of probability measures. The goal of this talk is to introduce a finite dimensional approximation of the solution to a mean field optimal control problem set on the d-dimensional torus, without relying on particle-based methods. Our approximation is obtained by means of a Fourier-Galerkin method, the main principle of which is to truncate the Fourier expansion of probability measures. However, this operation has the main feature not to leave the space of probability measures invariant, which drawback is know as Gibbs’ phenomenon. We prove that the Fourier-Galerkin method induces a new finite-dimensional control problem with trajectories in the space of probability measures with a finite number of Fourier coefficients. We also present convergence results for the optimal control, trajectory, and value function, showing that our method achieves faster convergence rates than the usual particle approach, offering a more efficient alternative. This talk is based on joint work with François Delarue. Link Zoom: https://polimi-it.zoom.us/j/96132906687?pwd=XkWbAEEwLArGvbC49YFfWQh8Vqcl78.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2457 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

1 0

Seminars Colaneri and Scopelliti
by Stefano Pagliarani 18 Jun '24

18 Jun '24

Dear all, On June 19th, in the classroom Aula Vitali, Department of Mathematics at the University of Bologna, the following seminars will take place: * 11:00-12:00: Domenico SCOPELLITI "PREFERENCE RELATIONS AND EQUILIBRIUM PROBLEMS: A VARIATIONAL APPROACH" * 12:00-13:00: Katia COLANERI "RANDOM CARBON TAX POLICY AND INVESTMENT INTO EMISSION ABATEMENT TECHNOLOGIES" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizers: Lorenzo Cerboni Baiardi and Stefano Pagliarani. Best regards, ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

1 0

avviso di seminario
by Barbara Martinucci 18 Jun '24

18 Jun '24

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il Prof. *Nikolai Leonenko *(*Cardiff University, UK*) terrà, *giovedì 20 giugno, alle ore 12:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Varentropy Estimation via Nearest Neighbour Graphs* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli* *Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzM0Yjc4OGItZDAxNS00… ID riunione: 332 326 211 910 Passcode: M5x2Be *Abstract* The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbour graphs (distances). The asymptotic unbiasedness and consistency of the estimates are established. The talk is based on joint results with Yu Sun (LSE, UK) and Emanuele Taufer (University of Trento, Italy). Reference Leonenko, N., Sun, Y., and Taufer, E. (2024). Varentropy estimation via nearest neighbour graphs. ArXiv, 2402.09374, p.1-51

1 1

Avviso di Seminario a Caserta
by epirozzi 17 Jun '24

17 Jun '24

AVVISO DI SEMINARIO   Mercoledì 19 giugno 2024, alle ore 11:00, in aula G, del Dipartimento di Matematica e Fisica dell Università Vanvitelli in Caserta, la Professoressa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà un seminario dal titolo Stochastic integration and stochastic differential equations involving fractional Brownian motion Abstract: We consider path-wise integration w.r.t. fBm and the properties of the respective integrals. Then we consider SDEs with fBm, existence and uniqueness result, and some examples and applications. Le proponenti Luigia Caputo, Enrica Pirozzi, Roberta Schiattarella https://teams.microsoft.com/l/meetup-join/19%3angtFxnVYxWJkiJh491ssYOedTfvV…

1 0

Avviso di seminario prof.ssa Mishura - Cambio data
by Luigia Caputo 17 Jun '24

17 Jun '24

AVVISO di SEMINARIO Dipartimento di Matematica e Applicazioni “R. Caccioppoli” Università degli Studi di Napoli Federico II Il giorno 20 giugno 2024, alle ore 11:30, in aula F del Dipartimento di Matematica e Applicazioni R. Caccioppoli, la Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà il seguente seminario: “Entropy and alternative entropy functionals of fractional Gaussian noise” Abstract: We introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… I Proponenti Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella

1 0

Seminario prof. Hernandez Montoya
by Enrico Scalas 17 Jun '24

17 Jun '24

Avviso di seminario Il 19 giugno 2024, in aula 24 del Dipartimento di Scienze Statistiche presso Sapienza, Università di Roma. dalle ore 14, il Prof. Alejandro Raul Hernandez Montoya dell’Universidad Veracruzana a Xalapa, Messico, terrà un seminario dal titolo: On the universality of the wealth distribution and preliminary results of data analyses performed on Mexican income data Tutte le persone interessate sono invitate a partecipare. Cordiali saluti, Enrico Scalas

1 0

Seminario Daniela Bertacchi - Politecnico di Milano - 20 Giugno 2024
by Luca Scarpa 17 Jun '24

17 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 20 Giugno 2024, ore 11. Aula Seminari Mox VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Daniela Bertacchi, Università di Milano-Bicocca. Title: A new stochastic order applied to branching random walks. Abstract: Stochastic ordering is a powerful tool to compare random variables and processes. We introduce a new type of stochastic ordering which generalizes the germ order introduced by Hutchcroft in 2022, which uses the generating function of the process. We apply this order to compare different branching random walks on a countable space $X$. We prove that given two branching random walks with law $\mu$ and $\nu$ respectively, with $\mu\ge\nu$, then in every set where there is extinction according to $\mu$, there is extinction also according to $\nu$. Moreover, in every set where there is strong local survival according to $\nu$, there is strong local survival also according to $\mu$, provided that the supremum of the global extinction probabilities, for the $\nu$-process, taken over all starting points $x$, is strictly smaller than 1. New conditions for survival and strong survival for inhomogeneous branching random walks are provided. We also extend a result of Moyal (1962), on the properties of fixed points of the generating function of a branching random walk. Link Zoom: https://polimi-it.zoom.us/j/98506199710?pwd=XQWObX8sheg0QTOpRhovbDS7ozxYl0.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2456 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

1 0

Two post-doctoral positions @Scuola Normale Superiore, Pisa.
by Giulia Livieri 15 Jun '24

15 Jun '24

*1. Post-doctoral research position: *"Mathematical modeling for the study of climate change and its impact on the financial systems". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the details: * https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/267486 *Deadline:* June 19, 2024. *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. *2. Post-doctoral research position: *"Probabilistic models for the energy transition". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the details: * https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/267899 *Deadline:* June 24, 2024. *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini ( roberto.pellungrini(a)sns.it) for questions/clarifications. Best wishes, Giulia.

1 0

Seminar Prof. William F Rosenberger @unimib
by Giacomo Aletti 14 Jun '24

14 Jun '24

Ricevo e inoltro volentieri. G From: Andrea Ghiglietti <andrea.ghiglietti(a)unimib.it> Date: Friday, 14 June 2024 at 11:52 To: Giacomo Aletti <giacomo.aletti(a)unimi.it> Subject: Seminar Prof. William F Rosenberger @unimib Dear all, you are invited to participate to the following seminar on Tuesday 25th of June 2024 at 11:00 at University of Milano-Bicocca (Via Bicocca degli Arcimboldi 8 - Milano - Room 2062, Building U7, 2nd floor): Speaker: William F. Rosenberger (George Mason University) Title: Casual Inference for Clinical Trails*: A Spellchecker’s Guide to Randomization Tests in Complex Settings Sir Austin Bradford Hill, the developer of the first randomized clinical trial, was a proponent of simplicity in statistical analysis, and strongly emphasized careful study design as the critical component of all medical studies. While he didn’t mention randomization tests in his 1937 book, I believe he would have liked their simplicity and interpretability. Any inference procedure which assumes random sampling from a population ignores Fisherian principles regarding the analysis of designed experiments. And clinical trials are the quintessential designed experiment. While we hear quite often about preservation of type I error rates and, more recently, about causal inference, these are natural elements of a randomization test. We discuss these issues and demonstrate that randomization tests can be used for more complex settings, such as multiple (>2) treatment comparisons, analyses with missing outcome data, and subgroup analyses. It is interesting to note that the only cohort of statisticians NOT excited about randomization tests in this age of causal inference are the designers and conductors of randomized clinical trials! I will conclude with a few historical notes about Fisher and de Finetti*. *The two most often misspelled words during my term as Biometrics co-editor. WebEx Link: https://unimib.webex.com/unimib/j.php?MTID=m055f520c4202f12aee18484284e1d49b Best wishes, Andrea Ghiglietti La Statale per il futuro Salute, transizione digitale, sostenibilità Il tuo 5xmille<https://www.unimi.it/it/ateneo/sostenere-la-statale/cinque-mille> ai nuovi progetti di ricerca dell'Università degli Studi di Milano. Codice fiscale 80012650158

1 0

Borsa di Ricerca CNR-IMATI Genova
by Elisa Varini 14 Jun '24

14 Jun '24

Con richiesta di massima diffusione, Vi segnalo che è stato pubblicato un bando di selezione per il conferimento di una borsa di ricerca per lo svolgimento di attività presso CNR-IMATI sede Genova. Le attività avranno come obiettivo l'integrazione di dati eterogenei, modellazione e visualizzazione 3D per il monitoraggio ambientale e saranno svolte nell'ambito del progetto PNRR NATIONAL CENTRE FOR HPC, BIG DATA AND QUANTUM COMPUTING - HPC, Spoke 5. La borsa può essere conferita a giovani laureati (max 35 anni) che abbiano conseguito la laurea specialistica/magistrale in Informatica (LM-18), Matematica (LM-40), Fisica (LM-17), Ingegneria Informatica (LM-32) o equipollenti. Scadenza bando: 26 giugno 2024. https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202… Rimango a disposizione per chiarimenti, ove necessario. Daniela <https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202…> Selezioni online Consiglio Nazionale delle Ricerche - Borse di Ricerca - IMATI-BR-006-2024-GE <https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202…> Selezioni online Consiglio Nazionale delle Ricerche selezionionline.cnr.it ---------------------------------------------------------------------------------------- CNR www.cnr.it _facebook <https://www.facebook.com/CNRsocialFB>__twitter <https://twitter.com/CNRsocial_>__instagram <https://www.instagram.com/cnrsocial/>__linkedin <https://www.linkedin.com/company/283032>_ *Daniela Cabiddu* * * CNR, ISTITUTO DI MATEMATICA APPLICATA E TECNOLOGIE INFORMATICHE "ENRICO MAGENES" Tel. 010-6475696 daniela.cabiddu(a)cnr.it Via de Marini, 6, 16149 – Genova www.cnr.it <http://www.cnr.it/>

1 0

PhD positions in Rome Sapienza University
by Lorenzo Taggi 14 Jun '24

14 Jun '24

We announce PhD positions in Probability at Rome Sapienza University Application Deadline: 20 June, 23.59 CET Net salary: 1600 euro monthly How to apply: https://www.uniroma1.it/en/pagina/admissions-2024-2025-phd -programmes Probability group in Rome Sapienza: https://www.mat.uniroma1.it/ricerca/gruppi-di-ricerca/modelli-stocastici For further information please contact lorenzo.taggi(a)uniroma1.it or vittoria.silvestri(a)uniroma1.it

1 0

Fwd: First sessions of the FDA&A (Functional Data Analysis & Applications) online seminar
by Enea Bongiorno 13 Jun '24

13 Jun '24

Dear colleagues, apologize for cross-postings, I receive and forward your information. Best regards, Enea ---------- Forwarded message --------- From: Angelina Roche <roche(a)ceremade.dauphine.fr> Date: Mon, 10 Jun 2024 at 11:32 Subject: First sessions of the FDA&A (Functional Data Analysis & Applications) online seminar To: Angelina Roche <roche(a)ceremade.dauphine.fr> Dear all, Valentin Patilea (ENSAI, Rennes) and I are launching an online seminar dedicated to Functional Data Analysis and its applications. The first two sessions will take place at ENSAI (Rennes) and will be broadcast via Zoom : Friday June 14, 11:00 (Paris time, UTC+2) Alberto Suarez : Machine learning with functional data: near-perfect classification. Zoom link https://zoom.us/j/98383021730?pwd=aoAajCHnOv8YvObQabpYmzydjaul4d.1 Secret code 445024 Friday June 21, 14:00 (Paris time, UTC+2) Tailen Hsing : A functional-data perspective in spatial data analysis https://zoom.us/j/94701019628?pwd=TI3o910MwmBvJeMKYa5O4oVgvrjEsN.1 Secret code 467679 Abstracts are available on the fo <https://ensai.fr/en/equipe/valentin-patilea/>llowing page (tab FunStatMath <https://ensai.fr/en/equipe/valentin-patilea/>) and a dedicated webpage will be launched soon. We have also set up a mailing list to disseminate information about the seminar. Please let us know if you're interested in receiving information about future sessions, and we'll add your email to the list. Please also feel free to forward this message to anyone else who might be interested! Kind regards, Angelina Roche (https://www.ceremade.dauphine.fr/~roche/) and Valentin Patilea. -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

Seminar Prof. William F Rosenberger :: Friday, 14 June 2024 (Sapienza University of Rome)
by Nina Deliu 12 Jun '24

12 Jun '24

Cari colleghi, Ho il piacere di segnalare il seguente seminario organizzato dal Dipartimento MEMOTEF, Università degli Studi di Roma La Sapienza. *Data:* Venerdì 14 Giugno, ore 16.00-17.00 *Relatore: *Prof. William Fisher Rosenberger, Distinguished Professor in Mathematical Statistics @ George Mason University, USA *Titolo:* *Casual** Inference for Clinical *Trails**: A Spellchecker’s Guide to Randomization Tests in Complex Settings *Abstract:* Sir Austin Bradford Hill, the developer of the first randomized clinical trial, was a proponent of simplicity in statistical analysis, and strongly emphasized careful study design as the critical component of all medical studies. While he didn’t mention randomization tests in his 1937 book, I believe he would have liked their simplicity and interpretability. Any inference procedure which assumes random sampling from a population ignores Fisherian principles regarding the analysis of designed experiments. And clinical trials are the quintessential designed experiment. While we hear quite often about preservation of type I error rates and, more recently, about causal inference, these are natural elements of a randomization test. We discuss these issues and demonstrate that randomization tests can be used for more complex settings, such as multiple (>2) treatment comparisons, analyses with missing outcome data, and subgroup analyses. It is interesting to note that the only cohort of statisticians NOT excited about randomization tests in this age of causal inference are the designers and conductors of randomized clinical trials! I will conclude with a few historical notes about Fisher and de Finetti. *The two most often misspelled words during speaker's term as Biometrics co-editor Il seminario si terrà in *Aula 1 - GINI, Edificio di Scienze Statistiche*, piano terra, CU002, Città Universitaria, e potrà essere altresì seguito online via Zoom. https://uniroma1.zoom.us/j/82089465970 Meeting ID: 820 8946 5970 -- Passcode: 140624Bill Saluti, N *Nina Deliu* Assistant Professor (RTDA) in Statistics – *MEMOTEF, Sapienza Università di Roma* Research Visitor* – Biostatistics Unit, University of Cambridge* Personal website: *https://nina-dl.github.io/ <https://nina-dl.github.io/>* X (Twitter): @DeliuNina *Although my work pattern means that I will occasionally send emails outside normal working hours, you should not feel any pressure to respond outside of your own working pattern.* -- *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>*

1 0

Summer school: Particle systems in random environments *** second announcement
by alice.callegaro＠tum.de 07 Jun '24

07 Jun '24

Dear colleagues, We would be grateful if you could advertise to the junior members of your groups the Summer School on Particle Systems in Random Environments, which will take place at the Goethe-Universität Frankfurt from August 26 to 30, 2024. The school will focus on widely popular models, such as random walks, the contact process, the voter model and branching random walks in random (dynamical) environments and/or graphs, and will feature three mini courses by •⁠ ⁠Luca Avena (University of Florence) •⁠ ⁠Nina Gantert (TU Munich) •⁠ ⁠Daniel Valesin (University of Warwick), which will be complemented by a number of talks related to the main topics given by young researchers. Registration is free but mandatory, and funding is available for the accommodation of young participants. The deadline is June 20, 2024. For further information and the registration procedure please visit the school website https://www.math.cit.tum.de/math/personen/professuren/gantert/summer-school… Best regards, The organisers Alice Callegaro (TU Munich), Felix Hermann (GU Frankfurt), Marco Seiler (FIAS)

1 0

Scalable Uncertainty Mangement 2024 (November 27-29, Palermo):
by Giuseppe Sanfilippo 06 Jun '24

06 Jun '24

Our apologies if you receive multiple copies of this mail. =================================== Conference announcement + key dates =================================== The 16th International Conference on Scalable Uncertainty Management (SUM 2024) will be held in Palermo, Italy from November 27-29, 2024. See: https://sum2024.unipa.it/ Key dates (CET 23:59): Abstract Submission (optional but useful to organizers): June 17, 2024 Paper Submission: June 24, 2024 Notification: August 31, 2024 Camera-ready copies: September 15, 2024 Conference: Nov. 27-29, 2024 ============= Description ============= Established in 2007, the SUM conferences are currently bi-annual events which aim to gather researchers with a common interest in managing and analyzing imperfect information from a wide range of fields, such as Artificial Intelligence and Machine Learning, Databases, Information Retrieval and Data Mining, the Semantic Web and Risk Analysis, and with the aim of fostering collaboration and cross-fertilization of ideas from the different communities. An originality of the SUM conferences is their care for dedicating a large space of their program to tutorials covering a wide range of topics related to uncertainty management. Each tutorial provides a survey of one of the research areas in the scope of the conference. ===================== Topics of Interest ===================== We solicit papers on the management of large amounts of complex kinds of uncertain, incomplete, or inconsistent information. We are particularly interested in papers that focus on bridging gaps, for instance between different communities, between numerical and symbolic approaches, or between theory and practice. Topics of interest include (but are not limited to): Imperfect information in databases - Methods for modeling, indexing, and querying uncertain databases - Top-k queries, skyline query processing, and ranking - Approximate, fuzzy query processing - Uncertainty in data integration and exchange - Uncertainty and imprecision in geographic information systems - Probabilistic databases and possibilistic databases? - Data provenance and trust - Data summarization - Very large datasets Imperfect information in information retrieval and semantic web applications - Approximate schema and ontology matching - Uncertainty in description logics and logic programming - Learning to rank, personalization, and user preferences - Probabilistic language models - Combining vector-space models with symbolic representations - Inductive reasoning for the semantic web Imperfect information in artificial intelligence - Statistical relational learning, graphical models, probabilistic inference Argumentation, defeasible reasoning, belief revision - Weighted logics for managing uncertainty - Reasoning with imprecise probability, Dempster-Shafer theory, possibility theory - Approximate reasoning, similarity-based reasoning, analogical reasoning - Planning under uncertainty, reasoning about actions, spatial and temporal reasoning - Incomplete preference specifications - Learning from data Risk analysis - Aleatory vs. epistemic uncertainty - Uncertainty elicitation methods - Uncertainty propagation methods - Decision analysis methods - Tools for synthesizing results ======================== Submission Guidelines ======================== SUM 2024 solicits original papers in the following three categories: - Long papers (at most 14 pages, references excluded): technical papers reporting original research or survey papers - Short papers (between 4 and 7 pages, references excluded): papers reporting promising work-in-progress, system descriptions, position papers on controversial issues, or survey papers providing a synthesis of some current research trends - Extended abstracts (2 pages) of recently published work in a relevant journal or top-tier conference All SUM submissions must be formatted according to the LNCS/LNAI guidelines:https://www.springer.com/gp/computer-science/lncs/conference-pro… Papers should be submitted via EasyChair: https://easychair.org/conferences/?conf=sum2024 ============= Publication ============= Accepted long (at most 14 pages) and short papers (2-7 pages) will be published by Springer in the Lecture Notes in Artificial Intelligence (LNAI) series. Authors of an accepted long or short paper will be expected to sign copyright release forms, and one author is expected to give a presentation at the conference. Authors of accepted abstracts (2 pages) will be expected to present their work during the conference, but the extended abstracts will not be published in the LNCS/LNAI proceedings (they will be made available in a separate booklet). ========================================================================================= Organization ========================================================================================= Sébastien Destercke (Université de technologie de Compiègne), PC Co Chair Maria Vanina Martinez (IIIA-CSIC), PC Co Chair Giuseppe Sanfilippo, (University of Palermo), General/Local Chair

1 0

Bando Scuola di Dottorato in Scienze Sociali ed Economiche
by Roy Cerqueti 06 Jun '24

06 Jun '24

Buongiorno, si segnala la pubblicazione del bando di accesso alla Scuola di Dottorato in oggetto. Un curriculum si rivolge a data science per le scienze sociali, e credo possa essere di interesse. I candidati che volessero selezionare quel curriculum dovrebbero selezionare il curriculum 4. Maggiori informazioni si possono reperire qui. https://phd.uniroma1.it/web/SCUOLA-DI-DOTTORATO-IN-SCIENZE-SOCIALI-ED-ECONO… Il bando si trova a https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato. *La scadenza per la presentazione delle domande è fissata inderogabilmente al 20 giugno 2024, ore 23:59.* Cari saluti, Roy Cerqueti -- *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>*

1 0

Seminario Dr. Andrea Brancaccio, CNR-IMATI, 13/06/2024
by ANTONELLA BODINI 05 Jun '24

05 Jun '24

Si avvisa che in data 13-06-2024, alle ore 11:00 precise presso l'Area della Ricerca 1 del CNR, in sala A, il Dr. Andrea Brancaccio, CNR-IMATI, terrà un seminario dal titolo Adaptive Assessment of Knowledge and Planning Using Knowledge Space Theory Sunto: Adaptive individual assessment utilizes algorithms that adjust to each individual's ability based on their responses. This presentation will provide a comprehensive overview of the development and implementation of adaptive assessments using Knowledge Space Theory. It will also explore the theoretical foundations underlying this approach, highlighting its benefits and applications in educational and performance-based contexts. In these settings, this approach develops tools that minimize the number of questions asked while maximizing the information gathered about an individual's knowledge, competencies, abilities, and performance. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato. Per ragioni organizzative, gli interessati a partecipare in presenza sono pregati di rispondere a questa mail indicando la loro intenzione entro la mattina stessa del seminario. LINK: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MmVjOGI4MTUtNDdiNi00… Cordialmente, Antonella Bodini

1 0

Ph.D Course Introduction to stochastic partial differential equations, live stream
by Bertini, Lorenzo 05 Jun '24

05 Jun '24

The lectures by Sandra Cerrai of the course Introduction to stochastic partial differential equations will be available on line at the address https://umd.zoom.us/j/7371883183 the whiteboard will be available at https://scribbletogether.com/whiteboard/0CC42CD2-2EE2-4DB3-A135-A1AACED1A43D The first lecture will be today June 5 at 14:00 Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

1 0

Seminar: Mark Steel @Ca' Foscari 13th June
by Roberto CASARIN 05 Jun '24

05 Jun '24

Dear all, We are happy to announce that our next seminar in statistics and econometrics at DEC, Ca' Foscari University, is quickly approaching: Speaker: Mark Steel (University of Warwick) Title: "Model Uncertainty in Latent Gaussian Models with Univariate Link Function (joint work with Gregor Zens)" Date and time: Thursday the 13th June, 12.15 GMT+2 Place: Meeting Room1, San Giobbe Campus, Department of Economics (DEC), Venice Abstract: We consider a class of latent Gaussian models with a univariate link function (ULLGMs). These are based on standard likelihood specifications (such as Poisson, Binomial, Bernoulli, Erlang, etc.) but incorporate a latent normal linear regression framework on a transformation of a key scalar parameter. We allow for model uncertainty regarding the covariates included in the regression. The ULLGM class typically accommodates extra dispersion in the data and has clear advantages for deriving theoretical properties and designing computational procedures. We formally characterize posterior existence under a convenient and popular improper prior and propose an efficient Markov chain Monte Carlo algorithm for Bayesian model averaging in ULLGMs. Simulation results suggest that the framework provides accurate results that are robust to some degree of misspecification. The methodology is successfully applied to measles vaccination coverage data from Ethiopia and to bilateral migration flow data between OECD countries. The talk will be streamed on Zoom at this link https://unive.zoom.us/s/89974935587 Meeting ID: 89974935587 Passcode: SteelJun24 For updates: https://www.unive.it/data/agenda/3/89253 We are looking forward to seeing you on June 13, best, rc -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

1 0

Seminari Yuliya Mishura
by epirozzi 04 Jun '24

04 Jun '24

AVVISO di SEMINARI Dipartimento di Matematica e Applicazioni "R. Caccioppoli" Università degli Studi di Napoli Federico II La Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), i giorni 6 e 19 giugno 2024 terrà i seguenti seminari: Seminario 1 6 Giugno 2024 ore 11:30, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli "Pathwise integration with respect to fractional Brownian motion" Abstract: We consider the main elements of the fractional calculus: fractional integrals and fractional derivatives, construct pathwise integrals with respect to Holder functions and apply this construction to fractional Brownian motion and other fractional processes. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Seminario 2 19 Giugno 2024 ore 11:00, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli "Entropy and alternative entropy functionals of fractional Gaussian noise" Abstract: we introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Tutti gli interessati sono cordialmente invitati a partecipare. Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella --------------------------------------------------------------------------------------

1 0

Seminario Martin Kolodziejczyk - Politecnico di Milano - 5 Giugno 2024
by Luca Scarpa 04 Jun '24

04 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 5 Giugno 2024, ore 15. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Martin Kolodziejczyk, Politecnico di Milano Title: McKean-Vlasov SPDEs Abstract: We consider McKean-Vlasov Stochastic Partial Differential Equations with additive noise. We will focus on their well-posedness and long-time behaviour; showing that, under some assumptions on the spatial regularity of the noise, these SPDEs are well-posed and the semigroup resulting from them is strong Feller and irreducible. This is based on joint work with L. Angeli, J. Barrè and M. Ottobre. Link Zoom: https://polimi-it.zoom.us/j/92358057734?pwd=dTNBNHZMQVFZVjgrQ0FJMXpOc3BEdz09 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2440 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

1 1

Assegno Mat06: Geometria dei campi aleatori ed applicazioni
by Domenico Marinucci 04 Jun '24

04 Jun '24

Dear colleagues, We are glad to announce a postdoc position (assegno di ricerca) at the Department of Mathematics of Università Rome Tor Vergata. The position is funded by the PRIN project GRAFIA (Geometry of Random Fields and its Applications) and by MUR Departement of Excellence Programme 2023-2027 MatModTov. The primary objective of the project is the study of random fields with a particular interest in their application to the area of neural networks and machine learning. - The position is for 2 years - The net salary is about 2,000 euros per month - The deadline for application is on July 1st - The starting date should be no later than september 2024 All the details can be found at the following link: https://pica.cineca.it/uniroma2/f3-2024-0012/ For any further question do not hesitate to contact me, best regards Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

1 0

Ph.D. position in Statistics at TU/e
by Elisa Perrone 03 Jun '24

03 Jun '24

Dear colleagues, I currently have a vacancy for a Ph.D. position in Statistics at TU/e on topic Dependence Modeling and Copulas. I would appreciate it if you could help me circulate the announcement and forward it to suitable candidates. Here is the link to the job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-1066918.html <https://jobs.tue.nl/en/vacancy/phd-in-statistics-1066918.html>. We review applications as they arrive, and the vacancy will remain open until filled. Thank you very much, 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/>

1 0

PostDoc @ UNIBO
by Daniele Tantari 03 Jun '24

03 Jun '24

Dear colleagues, a new opening for an 18-month postdoc is now available at the University of Bologna. The research activity will focus on the project 𝐑𝐞𝐥𝐢𝐚𝐛𝐢𝐥𝐢𝐭𝐲 𝐚𝐧𝐝 𝐀𝐧𝐨𝐦𝐚𝐥𝐲 𝐃𝐞𝐭𝐞𝐜𝐭𝐢𝐨𝐧 𝐨𝐧 𝐫𝐚𝐧𝐝𝐨𝐦 𝐧𝐞𝐭𝐰𝐨𝐫𝐤𝐬 with a focus on the introduction of probabilistic mathematical models for static and dynamic complex networks, and on the development of statistical inference methods for network reliability and for anomaly detection at both local and global scale. The (researcher side) gross amount of the fellowship contract is € 23.063,83 per annum (around 1.7 KEur per month). The deadline for applications on 𝐒𝐮𝐧𝐝𝐚𝐲, 𝐉𝐮𝐧𝐞 𝟑𝟎, 𝟐𝟎𝟐𝟒. The candidate will join the Mathematical Physics group<https://matematica.unibo.it/it/ricerca/ambiti-di-ricerca/fisica-matematica> <https://matematica.unibo.it/it/ricerca/ambiti-di-ricerca/fisica-matematica> at the Department of Mathematics, with the possibility of other collaborations in different topics. Further information about the call can be found at https://bandi.unibo.it/ricerca/assegni-ricerca...<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=68030&fbclid=IwZXh0…> Interested candidates can also contact Dott.ssa Federica Gerace (federica.gerace(a)unibo.it) Prof. Gabriele Sicuro (gabriele.sicuro(a)unibo.it) Prof. Daniele Tantari (daniele.tantari(a)unibo.it) ----------------------------------- Daniele Tantari Dipartimento di Matematica Università di Bologna ITALY University website: https://www.unibo.it/sitoweb/daniele.tantari/

1 0

Seminario Dr Alvaro Briz Redon presso Politecnico di Milano
by Laura Maria Sangalli 03 Jun '24

03 Jun '24

Si avvisa che in data 12-06-2024, alle ore 14:00 precise nell’aula Saleri, al sesto piano del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario Dr Alvaro Briz Redon, Universitat de València Titolo: Some extensions and applications of self-exciting processes Abstract: Self-exciting processes allow modeling the occurrence of events whose rate depends on the history of the process. In particular, the triggering function is the term that determines the contribution of each event to the conditional intensity of the process. In this talk, we show some applications of self-exciting processes where the triggering function has a main role. First, a self-exciting point process model with change points in the triggering function is used for analyzing an earthquake dataset. Second, a self-exciting Poisson model whose outcomes are used for clustering NBA players and teams in terms of their scoring dynamics. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente link https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

correction to Ph.D Course Introduction to stochastic partial differential equations
by Bertini, Lorenzo 03 Jun '24

03 Jun '24

Dear all, the dates of the schedule in the previous message are correct, but the days of the week of the lectures are Tuesday/Thursday and not Tuesday/Wednesday as incorrectly stated. I apologize for the incovenience. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

1 1

Seminario PRISMA oggi
by Francesco Caravenna 03 Jun '24

03 Jun '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) Ricordiamo che oggi, lunedì 3 giugno 2024, Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) parleranno di Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi, Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) TITOLO: Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti RIASSUNTO: Gli stimatori regolarizzati, cioè quegli stimatori che presentano dei termini di penalizzazione nella funzione di perdita, rappresentano uno strumento fondamentale nell'ambito della moderna teoria dell'apprendimento statistico. In questo seminario discuteremo problemi di stima parametrica penalizzata per equazioni differenziali stocastiche osservate a tempi discreti. Tale tema di ricerca è di recente interesse nell'ambito della statistica per processi stocastici. Nella prima parte del seminario, dopo una breve panoramica sulle tecniche di stima per equazioni differenziali stocastiche, introdurremo i modelli stocastici sparsi; ovvero si ipotizza che solo un piccolo numero di parametri determini il "vero" modello. In questo contesto è cruciale considerare degli stimatori regolarizzati che consentano di effettuare la stima e contemporaneamente la selezione del processo di diffusione. In particolare, saranno introdotti gli stimatori LASSO ed Elastic-Net e verranno discusse le loro proprietà asintotiche. La seconda parte dell'intervento sarà dedicata alle equazioni differenziali stocastiche su reti, in cui ciascun nodo della rete è un un'equazione stocastica che dipende dai nodi vicini. Questi modelli vengono introdotti poiché consentono di analizzare serie storiche ad altissima dimensione, sfruttando la struttura sparsa del grafo. Anche in questo contesto saranno introdotti e studiati stimatori penalizzati per la stima dei parametri del modello. Inoltre, la performance degli stimatori mediante sarà analizzate tramite alcune applicazioni. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Assistan Professor in Sao Paulo, Brasile
by Daniela Bertacchi 03 Jun '24

03 Jun '24

Segnalo questo annuncio per una posizione alla USP di Sao Paulo, con preghiera di diffusione. %%%% Job Opportunity at USP, one of the largest and most influential universities in Latin America. The Department of Statistics at IME-USP is seeking to fill a position for Assistant Professor. Candidates are required to hold a doctoral degree. Announcement: ATAc - 020/2024 Application Deadline: July 5, 2024 Salary: R$ 12.539.89 per month (Brazilian real, as of May 2023) Fields of Expertise: Data Science, Statistics, and Probability The applicant must specify her field of expertise during the application process. Please note that at the request of the applicant, exams can be conducted in English during the application process. For more information, please visit: https://www.ime.usp.br/concursos/ https://drive.google.com/.../1bO37hEyjF99k-SXhtPYKC.../view Or contact: Prof. Fábio Prates Machado Email: fmachado(a)ime.usp.br %%%%%%

1 0

International Conference in Venice - CALL FOR PAPERS - Deadline June 10, 2024
by Monica Billio 01 Jun '24

01 Jun '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. CREDIT 2024 is the *twenty-third* in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics *and*VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The organisers encourage submissions on any topic within the overall theme of the conference, with attention to *the use of AI to assess the sustainability impact of finance *(i.e. exploiting AI techniques or Big Data to bridge primary information gaps and proxy the sustainability impact) and *on how climate and digital risks may interact* (i.e. climate denial, social media and social media strategies including deepfakes). The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Patrick Bolton *(Imperial College London), and *Roberto Rigobon* (MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *June 10, 2024 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by July 10, 2024. The final version of accepted papers must be received by August 31, 2024. Please send papers to: GRETA Associati, Dorsoduro 3707 - 30123 Venice, ITALY Phone : +39 349 060 3656 - e-mail: credit(a)greta.it More detailed information on the Conference website: https://www.greta.it/index.php/it/credit-2024

1 0

Call for 4th PhD in Economics at University of Milan and Pavia
by Luca Rossini 01 Jun '24

01 Jun '24

Dear all, The Call for FOUR-YEAR Ph.D. Programme in Economics at the Universities of Milan and Pavia the 2024/25 academic year is out (in Italian) at https://www.unimi.it/en/education/postgraduate-and-continuing-education-pro… An update call in English is available at https://www.phdeconomics.unimi.it/appliation/how-to-apply-1.html The deadline is 27 June. We offer a FULLY FUNDED, FOUR YEAR FULL TIME programme. If you are interested in doing some Bayesian time series econometrics and forecasting, feel free to apply. Please circulate this among your contacts, and to any student that you think may be a good perspective candidate. Best regards Luca -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com; luca.rossini(a)unimi.it skype: luca.rossini14 web: https://rossiniluca.github.io/web/

1 0

Seminario Padova - Francesca Primavera
by alekos.cecchin＠unipd.it 01 Jun '24

01 Jun '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Giugno) alle ore 14:15 in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Francesca Primavera (Università di Vienna) https://quarimafi.univie.ac.at/about-us/francesca-primavera/ Title: Functional Itô formula and Taylor expansion for non-anticipative maps of rough paths Date: June 7, 2024, at 14:15, 2AB45 Abstract: We rely on the approximation properties of the signature of càdlàg rough paths to derive a functional Itô formula for non-anticipative maps of rough paths. This leads to a functional extension of the Itô formula for càdlàg rough paths (by Friz and Zhang (2018)) which coincides with the change of variable formula formulated by Dupire (2009) as well as by Cont and Fournie (2010), whenever the notions of the regularity of the functionals and the integration coincide. As a byproduct, we show that sufficiently regular non-anticipative path functionals admit a functional Taylor expansion, leading to a far reaching generalization of the recently established results by Dupire and Tissot-Daguette (2022). The talk is based on ongoing joint work with Christa Cuchiero and Xin Guo. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

Fully funded PhD-TA position in Algorithms for Complex Networks at TU/e
by Riccardo Michielan 31 May '24

31 May '24

(mi scuso per il cross-posting) Segnalo questa ottima opportunità di dottorato ad Eindhoven (TU/e) per 5 anni con Nelly Litvak. Scadenza tra poche settimane. ================ ================ ================ *Fully funded PhD-TA position in Algorithms for Complex Networks at Eindhoven University of Technology, Netherlands.* Deadline: June 16, 2024 As a PhD TA candidate you will develop new distributed algorithms for large networks and analyze these algorithms using probability theory and the theory of random graphs. In particular, you will study algorithms for computing the stationary distribution of random walks and policy evaluation. Random walks are used in network analysis for ranking vertices, community detection, and embedding of the vertices in multi-dimensional space for machine learning tasks. Policy evaluation is widely used in reinforcement learning, for instance, for training large language models. The PhD TA position is for 5 years with 25% of your time spent on education. The applicants are required to have MSc in mathematics or applied mathematics. Eindhoven University of Technology offers excellent conditions of employment: - Full-time employment for five years, with an intermediate evaluation (go/no-go) after nine months. You will spend 25% of your employment on teaching tasks. - Salary and benefits (such as a pension scheme, paid pregnancy and maternity leave, partially paid parental leave) in accordance with the *Collective Labour Agreement* for Dutch Universities, scale P (min. €2,770 max. €3,539). - A year-end bonus of 8.3% and annual vacation pay of 8%. - High-quality training programs and other support to grow into a self-aware, autonomous scientific researcher. At TU/e we challenge you to take charge of your own learning process. - An excellent technical infrastructure, on-campus children's day care and sports facilities. - An allowance for commuting, working from home and internet costs. - A Staff Immigration Team and a tax compensation scheme (the 30% facility) for international candidates. See more detail on the website: https://jobs.tue.nl/en/vacancy/phd-ta-on-algorithms-for-complex-networks-10… <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.tue.…> Prof.dr. Nelly Litvak Department of Mathematics and Computer Science Eindhoven University of Technology

1 0

Ph.D Course Introduction to stochastic partial differential equations
by Bertini, Lorenzo 31 May '24

31 May '24

During June 2024, Sandra Cerrai (University of Maryland) will offer the Ph.D. Course "Introduction to stochastic partial differential equations" Location. Aula B, Dipartimento di Matematica, University La Sapienza Schedule Tue. 4, June. 14-16 Wed 6 June, 10-12 Tue. 18, June. 14-16 Wed 20 June, 10-12 Tue. 25 June. 14-16 Wed 27 June, 10-12 Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

1 0

Procedura selettiva 2024RTT04_RISERVATO - SC 13D1 - Università di Padova
by Alessandra Fabbri Colabich 31 May '24

31 May '24

Si informa che è stato pubblicato il bando *2024RTT04_RISERVATO * relativo all'indizione di una procedura selettiva per l’assunzione di n. 3 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 , di cui uno nel SC 13D1, SSD SECS-S/01 SECS-S/02 presso il Dipartimento di Scienze Statistiche. Info al link: https://www.unipd.it/procedura-2024RTT04_RISERVATO *Scadenza: 27 giugno 2024 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

1 0

Ricercatore Tenure Track, dip. Matematica UNIMI
by Marco Maggis 31 May '24

31 May '24

Sulla Gazzetta Ufficiale – IV serie speciale – Concorsi ed Esami n. 41 del 21/05/2024 è stato pubblicato l’avviso d'indizione di selezioni pubbliche, per titoli e discussione pubblica, per la copertura di un posto di ricercatore a tempo determinato in tenure track (*RTT*), mediante stipula di contratto di lavoro subordinato della durata di 6 anni, ai sensi dell’art. 24 della Legge 30 dicembre 2010 n. 240 come modificato dall’art.14 comma 6-decies del decreto legge 30 aprile 2022, n. 36 convertito con modificazioni, dalla Legge 29 giugno 2022, n. 79, per lo svolgimento di attività di ricerca e di didattica, di didattica integrativa e di servizio agli studenti, *presso il Dipartimento di Matematica dell’Università degli Studi di Milano; Settore Concorsuale 13/D4, SSD SECS-S/06* (nuova denominazione GSD:13/STAT-04 SSD: STAT-04/A)*.* La procedura di compilazione ed invio della domanda di partecipazione alle suddette selezioni pubbliche è interamente ed esclusivamente telematica e prevede l’utilizzazione dell’applicazione informatica SICON. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione alle sopracitate selezioni pubbliche, è disponibile alla pagina Web https://www.unimi.it/it/node/581/ scegliendo il codice della procedura (5552) attraverso il motore di ricerca a inizio pagina, oppure usando il LINK <https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele…> diretto. Il termine ultimo per la presentazione delle domande è fissato *per le ore 12:00 del 21 giugno 2024.* Marco Frittelli Marco Maggis

1 0

Post-doctoral position @Scuola Normale Superiore.
by Giulia Livieri 30 May '24

30 May '24

*Post-doctoral research position: *"Mathematical modeling for the study of climate change and its impact on the financial systems". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the details: * https://trasparenza.sns.it/moduli/downloadFile.php?file=oggetto_allegati/24… *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini (roberto. pellungrini(a)sns.it) for questions/clarifications. Best wishes, Giulia

1 1

Seminario Richard Samworth - Politecnico di Milano
by Laura Maria Sangalli 29 May '24

29 May '24

Si avvisa che in data 31-05-2024, alle ore 14:30 precise al Politecnico di Milano, in aula B.51 (edificio 14), si svolgerà il seguente seminario Prof. Richard Samworth, Cambridge Titolo: Isotonic subgroup selection and its role in clinical trials Abstract: Given a sample of covariate-response pairs, we consider the subgroup selection problem of identifying a subset of the covariate domain where the regression function exceeds a pre-determined threshold. This is particularly relevant in clinical trials and other applications in the life sciences, for instance where we might want to determine a subgroup that would benefit from a vaccine or treatment. We introduce a computationally-feasible approach for subgroup selection in the context of multivariate isotonic regression based on martingale tests and multiple testing procedures for logically-structured hypotheses. Our proposed procedure satisfies a non-asymptotic, uniform Type I error rate guarantee with power that attains the minimax optimal rate up to poly-logarithmic factors. Extensions cover classification, isotonic quantile regression and heterogeneous treatment effect settings. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente link https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Questa iniziativa è parte delle Ph.D. Lectures finanziate dal Dipartimento di Eccellenza, 2023-2027, Dipartimento di Milano, Politecnico di Milano. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

SPASS Seminars: Sara Svaluto Ferro and Elisa Marini
by Andrea Agazzi 29 May '24

29 May '24

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): *Signature-based models: theory and calibration * by *Sara Svaluto Ferro* (Università di Verona) *Noise-induced oscillations for the mean-field dissipative contact process* by* Elisa Marini* (Università degli Studi di Padova) The seminars will take place on *TUE, 4.6.2024* respectively at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI *and 15:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", UNIFI and both streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Signature-based models: theory and calibration * *Abstract: Universal classes of dynamic processes based on neural networks and signature methods have recently entered the area of stochastic modeling and Mathematical Finance. This has opened the door to robust and more data-driven model selection mechanisms, while first principles like no arbitrage still apply.In the first part of the talk we focus on signature SDEs whose characteristics are linear functions of a primary underlying process, which can range from a (market-inferred) Brownian motion to a general multidimensional tractable stochastic process. The framework is universal in the sense that classical models can be approximated arbitrarily well and that the model characteristics can be learned from all sources of available data by simple methods. Indeed, we derive formulas for the expected signature in terms of the expected signature of the primary underlying process.In the second part we focus on a stochastic volatility model where the dynamics of the volatility are described by linear functions of the (time extended) signature of a primary process. Under the additional assumption that this primary process is of polynomial type, we obtain closed form expressions for the squared VIX by exploiting the fact that the truncated signature of a polynomial process is again a polynomial process. Adding to such a primary process the Brownian motion driving the stock price, allows then to express both the log-price and the squared VIX as linear functions of the signature of the corresponding augmented process. For both SPX and VIX options we obtain highly accurate calibration results.The talk is based on joint works with Christa Cuchiero, Guido Gazzani, and Janka Möller.* *Noise-induced oscillations for the mean-field dissipative contact process* *Abstract: In this talk, we will introduce a dissipative version of the contact process with mean-field interaction admitting a simple epidemiological interpretation. In particular, we will focus on the thermodynamic limit of the process, providing a law of large numbers (propagation of chaos) and a central limit theorem for the corresponding normal fluctuations.These results reveal that it is the noise, which is only present in the finite-size system and is internal to the system, that induces persistent oscillatory behaviors reminiscent of the emergence of pandemic waves in real epidemics.*

1 0

Seminar Riccardo Passeggeri @ Unimib
by Federico Camerlenghi 28 May '24

28 May '24

Dear all, we are glad to announce the next DEMS seminar: *Friday, 7th June 2024* *Time 12.00*, Seminar room 2104, Department of Economics, Management and Statistics (DEMS) Building U7, second floor, University of Milano - Bicocca The speaker is Riccardo Passeggeri from Imperial College London. *Title*: *Random signed measures* *Abstract*: In this talk I present the theory of random signed measures and its applications to Bayesian nonparametric statistics and to sparse random graphs. In particular, I provide a necessary and sufficient condition for the extension of random signed measures, which solves a 70-year-old open problem dating back to the works of Alfred Renyi. This allows us to obtain a canonical definition of a random signed measure. Further, I present a representation of completely random signed measures (CRSMs), which extends the celebrated Kingman's representation for completely random measures (CRMs) to the real-valued case. I will also discuss some examples including the Skellam point process, which we show to be equivalent to a simple signed point process with independent increments, and the Gaussian random measure. Best wishes, Federico Camerlenghi

1 0

Seminari MAD-la MAtematica dei DAti - Pisa
by Marco Romito 27 May '24

27 May '24

Carə tuttə, Siamo lieti di annunciare il seguente ciclo di incontri presso il Dipartimento di Matematica dell'Università di Pisa, organizzato nell'ambito del progetto speciale per la didattica /MAD - La Matematica dei Dati!/ *Martedì 28 maggio 2024, dalle ore _10:00_* Presso: Aula Magna *Francesco Preta (freelance AI researcher and consultant)* /"Basics of Natural Language Processing and Applications of Large Language Models"/ La presentazione sarà seguita da un tutorial con esempi di implementazione. *Martedì 4 giugno 2024, dalle ore 9:00* Presso: Aula Seminari *Juliette Achddou (Università degli Studi di Milano)* /"Introduction to Online learning: the multi-armed bandit problem"/ *Luca Papariello (BIP – Business Integration Partners S.p.A.)* /"Data-Driven Decision Making: Case Studies and Insights"/ *Daniele Malpetti (IDSIA)* /"Centralized and federated machine learning in biomedicine"/ / / Qui di seguito il link al sito con tutte le informazioni aggiornate:https://sites.google.com/unipi.it/mad/home/prossimi-eventi <https://sites.google.com/unipi.it/mad/home/prossimi-eventi>. Tutte le persone interessate sono invitate a partecipare. A presto, Andrea Agazzi Mario Correddu Aikaterini Papagiannouli Marco Romito ------------------------------------------------------------------------ Dear all, We are pleased to announce the following series of talks, that wil take place at the Math Department of the University of Pisa, organized as part of the MAD project - /The Mathematics of Data!/ *Tuesday, May 28, 2024, at_ 10:00_ AM *Location: Aula Magna *Francesco Preta (freelance AI researcher and consultant)* /"Basics of Natural Language Processing and Applications of Large Language Models"/ The presentation will be followed by a tutorial with implementation examples. *Tuesday, June 4, 2024, from 9:00 AM* Location: Aula Seminari *Juliette Achddou (Università degli Studi di Milano)* /"Introduction to Online learning: the multi-armed bandit problem"/ *Luca Papariello (BIP – Business Integration Partners S.p.A.)* /"Data-Driven Decision Making: Case Studies and Insights"/ *Daniele Malpetti (IDSIA)* /"Centralized and federated machine learning in biomedicine"/ / / The site of the project with all the updated information: https://sites.google.com/unipi.it/mad/home/prossimi-eventi <https://sites.google.com/unipi.it/mad/home/prossimi-eventi>. Anyone interested is welcome to join. Best regards, Andrea Agazzi Mario Correddu Aikaterini Papagiannouli Marco Romito

1 0

COPA 2024 @ Polimi | Tutorial Speakers Announced
by Simone Vantini 27 May '24

27 May '24

Dear all, We are pleased to announce the speakers for the tutorials at this year’s Symposium on Conformal and Probabilistic Prediction with Applications (COPA 2024) that will be held in Milan, Italy, at the Politecnico di Milano from the 9th to the 11th of September 2024. COPA is the annual event dedicated to the theory, methodology, and application of conformal and probabilistic prediction. It brings together researchers and practitioners from around the globe. COPA 2024 promises to be a hub of cutting-edge research, insightful discussions, and networking opportunities. Tutorial #1: Conformal Prediction in Python with crepes What to Expect: Discover the capabilities of crepes, a Python package that transforms standard classifiers and regressors into well-calibrated tools with reliable p-values and prediction sets. Prof. Henrik Boström will guide you through the core algorithms and demonstrate practical applications of conformal classifiers, regressors, and predictive systems using crepes. Tutorial Speaker: Prof. Henrik Boström from KTH Royal Institute of Technology, Stockholm, Sweden, is a leading expert in machine learning algorithms. With a focus on conformal prediction, ensemble learning, and explainable machine learning, Henrik has significantly contributed to various industries, including pharmaceuticals, healthcare, automotive, and insurance. His editorial and conference roles further underscore his influence in the field. Tutorial #2: MAPIE - Uncertainty Quantification Made Easy What to Expect: Explore MAPIE, a versatile Python library that simplifies the implementation of conformal prediction methods. Dr. Thibault Cordier will show you how MAPIE, part of the scikit-learn-contrib project, can handle tasks from classification and regression to more complex applications like multi-label classification and semantic segmentation, ensuring probabilistic guarantees on key metrics. Tutorial Speaker: Dr. Thibault Cordier from Lab Invent of Capgemini Invent, France, is a Data and Research Scientist leading the MAPIE project. With a PhD in Computer Science, his research focuses on distribution-free inference and conformal prediction, applied across computer vision, natural language processing, and time series analysis. For more details and to register, please visit the COPA 2024 Website at https://copa-conference.com/. Early bird registration fees are available until May 30, 2024. We look forward to seeing you in Milan! Kind regards, Simone Vantini Associate Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Department of Mathematics, Politecnico di Milano simone.vantini(a)polimi.it<mailto:simone.vantini@polimi.it> Matteo Fontana Lecturer in Data Science Department of Computer Science School of Engineering, Physical and Mathematical Sciences, Royal Holloway, University of London matteo.fontana(a)rhul.ac.uk<mailto:matteo.fontana@rhul.ac.uk>

1 0