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Concorso RTDB 13/D1 Sapienza Università di Roma
by Brunero Liseo 18 Mar '21

18 Mar '21

Con eventuali scuse per ricezioni multiple Brunero Liseo Si comunica che sul Portale Trasparenza Amministrativa, è stato pubblicato il bando relativo alla seguente procedura selettiva: N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO TIPOLOGIA B - SC 13/D1 SECS-S/01 - DIP. DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (MEMOTEF) - FACOLTÀ DI ECONOMIA Il bando è pubblicato al seguente link: https://web.uniroma1.it/trasparenza/bando/174720_2021rtdb002 Si evidenziano di seguito gli elementi del bando: Codice bando: 2021RTDB002 Data scadenza del bando: 15/04/2021 Pubblicazione G.U. n. 21 del 16.03.2021 -- ============================================ 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/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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Fwd: 6 PhD Positions in Stochastics and Algorithmics
by Francesca Romana Nardi 18 Mar '21

18 Mar '21

Carissime e carissimi, Ricevo e inoltro. Se ci fossero interessati possono contattare direttamente Vlasiou, Maria <m.vlasiou(a)tue.nl> Cari saluti Francesca Romana Nardi ---------- Forwarded message --------- Da: Vlasiou, Maria <m.vlasiou(a)tue.nl> Date: mer 17 mar 2021 alle ore 17:16 Subject: 6 PhD Positions in Stochastics and Algorithmics To: Francesca Romana Nardi (Francescaromana.nardi(a)unifi.it) < Francescaromana.nardi(a)unifi.it> Hi Francesca, Marko has an open position where he *has* to recruit a foreigner and has a deadline for applications 31 March. Can you please forward the announcement to any student you know who may be about to finish their MSc and is interested in stochastics? The student can start in Sept / Oct, after they finish, but the application deadline is *31 March.* https://www.thenetworkcenter.nl/Open-Positions/openposition/29/6-PhD-Positi… https://www.thenetworkcenter.nl/uploaded_files/inlineitem/221Spring_Network… (The first project in Appendix A) Cheers, Maria -- Prof. dr. Maria Vlasiou University of Twente Eindhoven University of Technology President EWM-NL <http://www.ewmnetherlands.nl/> office: +31 40 247 5185 www.win.tue.nl/~mvlasiou

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Padova Online Seminar by Luisa Andreis (Università di Firenze) [Friday, Mar. 26 at 14.30]
by alessandra bianchi 18 Mar '21

18 Mar '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on March 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luisa Andreis (Università di Firenze) Title: Phase transitions in sparse random graphs and coagulation processes 26 MARCH (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Sparse inhomogeneous random graphs are a natural generalization of the well-known Erdos Rényi random graph, where vertices are characterized by a type and edges are independent but distributed according to the type of the vertices that they are connecting. These graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes coagulation processes and the phase transition of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang Koenig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (TU Berlin). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Fwd: [owps] One World Probability Seminar Thursday March 18, 2021
by Faggionato, Alessandra 17 Mar '21

17 Mar '21

Buongiorno inoltro l'annuncio del OWPS di domani, che sarà focalizzato sul metodo di Stein (anche con applicazioni alla statistica). Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 mar 2021 alle ore 12:06 Subject: [owps] One World Probability Seminar Thursday March 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Yvik Swan (Université Libre de Bruxelles) Title: Stein’s density approach Abstract: Stein’s method is a collection of tools allowing to obtain explicit (non-asymptotic) bounds on discrepancies between probability distributions. The heart of the method is a so-called “Stein operator”, and it is the objective of this talk to present the basic theory behind these operators, and also cover some applications of the theory. After presenting the general theory (with a focus on Stein’s so-called density approach), we will give details on the 1-dimensional case, hereby connecting with classical topics such as Covariance and Poincaré inequalities. The material covered in the talk is closely related to work with Marie Ernst, Christophe Ley, Guillaume Mijoule and Gesine Reinert. (15:00-16:00 UTC) Speaker: Gesine Reinert (University of Oxford) Title: Stein’s method for multivariate continuous distributions and some statistical applications Abstract: Stein’s method can be viewed as employing an operator which action characterises a distribution uniquely, relating this operator to test functions through a Stein equation, and comparing distributions by taking expectations of this Stein equation. Using the density approach for Stein’s method, this talk will present a general framework for Stein’s method for multivariate continuous distributions. For any given nontrivial distribution this approach leads to an infinite collection of Stein characterisations which can be used to assess distributional distances. We shall apply this framework to compare posterior distributions which arise from the same model but using different priors. Using the notion of a weak Stein equation, bounds on distributional distances based on Lipschitz test functions are obtained if the distribution admits a Poincare’ constant. This result will be used to compare copulas. Finally, using the notion of a Stein kernel, we shall extend Stein’s shrinkage results and Stein’s Unbiased Risk Estimate (SURE) to non-Gaussian distributions. This talk is based on joint work with Max Fathi, Larry Goldstein, Adrien Saumard, and of course Yvik Swan. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/81951703647?pwd=QUR4M0QraDFTZG5qY0VvVmVoS0pnZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 819 5170 3647 Passcode: 614352 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 *************************************************

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Seminario di Franco Flandoli e Umberto Pappalettera in Bicocca
by Gianmario Tessitore - UNIMIB 16 Mar '21

16 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Franco Flandoli e Umberto Pappalettera (Scuola Normale Superiore): Titolo " *Stochastic model reduction and stochastic equations with transport noise*" * Lunedì 22 Marzo 2021 ore 17:30* il seminario avrà la durata di un’ora circa e i due relatori si alterneranno. Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. The first part of the talk will illustrate the potential role of stochastic model reduction in the understanding of transport noise in fluid dynamic models. In the second part, some rigorous results will be outlined. Entra nella riunione in Zoom https://us02web.zoom.us/j/83074836346?pwd=ajZaL0JJc1VnR3BUNEdzclg1KzM2QT09 ID riunione: 830 7483 6346 Passcode: 778958 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Pisa Online Seminars - Michela Ottobre and Andrea Agazzi (Tuesday, Mar. 23 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 16 Mar '21

16 Mar '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, March 23, 16:00 Speaker: Michela Ottobre (Heriot-Watt University Edinburgh) Title: Uniform in time approximations of stochastic dynamics Abstract: Complicated models, for which a detailed analysis is too far out of reach, are routinely approximated via a variety of procedures; this is the case when we use multiscale methods, when we take many particle limits and obtained a simplified, coarse-grained dynamics, or, simply, when we use numerical methods. While approximating, we make an error which is small over small time-intervals but it typically compounds over longer time-horizons. Hence, in general, the approximation error grows in time so that the results of our ``predictions" are less reliable when we look at longer time-hormizons. However this is not necessarily the case and one may be able to find dynamics and corresponding approximation procedures for which the error remains bounded, uniformly in time. We will discuss a very general approach to understand when this is possible. I will show how the approach we take is very broad and show how it can be used for all of the approximation procedures mentioned above. This is based on a series of joint works with a number of people: L. Angeli, J. Barre', D. Crisan, P. Dobson, I. Souttar and E. Zatorska. Tuesday, March 23, 17:00 Speaker: Andrea Agazzi (Duke University) Title: Large deviations for stochastic models of chemical reaction networks Abstract: At the microscopic level, the dynamics of arbitrary networks of chemical reactions can be modeled as jump Markov processes whose sample paths converge, in the limit of large number of molecules, to the solutions of a set of algebraic ordinary differential equations. Fluctuations around these asymptotic trajectories and the corresponding phase transitions can in principle be studied through large deviations theory in path space, also called Wentzell-Freidlin (W-F) theory. However, the specific form of the jump rates for this family of processes does not satisfy the standard regularity assumptions imposed by such theory. This talk discusses how such conditions can be relaxed. In this talk, I will discuss sufficient stability and nondegeneracy conditions on the given family of Markov jump processes to obtain the desired large deviations estimates, and show how some of these conditions can be translated into structural ones, facilitating their verification for large chemical networks. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminar announcement Thursday 25 - Reciprocity in a Preferential Attachment Network (prof. Tiandong Wang)
by Gianmarco Bet 16 Mar '21

16 Mar '21

Dear colleagues, On March Thursday 25 at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. The seminar will be on Zoom. You can find the information to join below. Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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2 posizioni PhD aperte nell'ambito del progetto europeo ITN ETN TraDE-OPT
by villa silvia 15 Mar '21

15 Mar '21

Cari colleghi, vorrei pubblicizzare due posizioni di dottorato aperte presso l’Universita’ di Graz e presso l’Università di Louvain nell’ambito del progetto europeo TraDE-OPT <https://trade-opt-itn.eu/> . Di seguito la call piu’ precisa. Cari saluti Silvia Villa ________________________________________ 2 PHD positions to work broadly on large scale optimization for machine learning, supported by an ITN ETN project (https://trade-opt-itn.eu <https://trade-opt-itn.eu/>). The projects will aim at developing theoretical and algorithmic ideas that can explain the success of current systems as well as suggest the development of novel practical and efficient solutions. Candidates must have strong mathematical and computational skills. While the emphasis is on methodological and computational aspects, the candidates will have the opportunity to work in close collaborations on a number of applications, in connections with the industrial partners of the project. The research activities will be carried out at the University of Graz, under the supervision of Prof. Bredies, for one project and at the University Catholique de Louvain under the supervision of Prof. Glineur, for the other project. Applicants need to write an email to: malga(a)unige.it <mailto:malga@unige.it> specifying to which positions they are interested within the ***end of March***. Eligibility criteria • Candidates must – at the date of recruitment – have obtained the MSc degree entitling you to embark on a doctorate • Candidates must – at the date of recruitment – be within the first four years (full-time equivalent research experience) of your research career and not have a doctoral degree • Mobility rule: candidates must not have resided or carried out your main activity (work, studies, etc.) in the country of the host organisation you are applying (i.e. Italy) for more than 12 months in the 3 years immediately prior to the recruitment date. Compulsory national service and/or short stays such as holidays are not taken into account. Please make sure you comply with the eligibility criteria before applying. You need to be able to provide documentation proving your eligibility for recruitment. You can read the full description of eligibility criteria in the Information Note for ITN Fellows. ____________________________________________ See also: https://euraxess.ec.europa.eu/jobs/61117 <https://euraxess.ec.europa.eu/jobs/516136>

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avviso seminario lunedì 15 - Multiscale Approximations In Stochastic Biochemical Networks
by Enrico Bibbona 14 Mar '21

14 Mar '21

Gentilissimi, con la presente si comunica che lunedì 15 marzo, ore 16:30, la Prof.ssa Hye-Won Kang (University of Maryland Baltimore County) presenterà un seminario dal titolo: “Multiscale Approximations In Stochastic Biochemical Networks” Questo evento è parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina allegata e sul sito: www.polito.it/disma-excellence/ Il seminario si terrà in forma telematica, tramite la piattaforma Zoom. Per collegarsi, è necessario utilizzare il seguente link https://polito-it.zoom.us/j/97383163671?pwd=T2pDZ2tpa0xTU3dOL1AyV3R3TEZuZz09 ID riunione: 973 8316 3671 Passcode: 343972 Accedendo al seminario, si prega di tenere microfono e videocamera disattivati. Per porre domande al termine del seminario, si prega di utilizzare la chat per chiedere la parola. Cordiali saluti - - - - - - - - - - - - - - - - - - - - - - - - - - - - Dear colleagues, it is our pleasure to invite you to the seminar “Multiscale Approximations In Stochastic Biochemical Networks” by prof. Hye-Won Kang (University of Maryland Baltimore County). The seminar will be held on Monday, March 15, at 16:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the attached flyer and www.polito.it/disma-excellence/ The seminar will be an online event on Zoom platform. To connect, please follow this link https://polito-it.zoom.us/j/97383163671?pwd=T2pDZ2tpa0xTU3dOL1AyV3R3TEZuZz09 ID riunione: 973 8316 3671 Passcode: 343972 By connecting to the seminar, please switch both microphone and webcam off. The question time will be at the end of the talk. Please, use the chat to ask for the floor. Best regards, DISMA Politecnico di Torino Dipartimento di eccellenza 2018-2022 Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Fwd: Portuguese mathematical society meeting - 12-16 july 2021
by Faggionato, Alessandra 14 Mar '21

14 Mar '21

Ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Patricia Gonçalves <pgoncalves(a)tecnico.ulisboa.pt> Date: dom 14 mar 2021 alle ore 17:32 Subject: Portuguese mathematical society meeting - 12-16 july 2021 To: Patrícia Gonçalves <patricia.goncalves(a)math.tecnico.ulisboa.pt> Dear Colleagues, the Portuguese Mathematical Society is organizing the ENSPM2021 on 12-16 July 2021 enspm2021.spmatematica.online The list of plenary speakers includes 4 Fields Medallists and several ICM invited speakers, along with recipients of many other distinctions such as the EMS Prize, Euler Medal, Fermat, Fulkerson, Henri Poincaré, Loève and Paul Doistau–Émile Blutet, Philip Leverhulme Prizes, MacArthur Fellows, CNRS Silver Medal, NSF Career, TWAS Prize, Whitehead Jr&Sr, and certainly many more awards in the future! The meeting has 9 slots for parallel sessions, two hours each, where many other outstanding mathematicians will have the opportunity to share and discuss ideas. We hope this meeting will help important ideas to flourish, inspire and spread. We would be very grateful if you could help this message reach anyone who may be interested. All are invited to join and/or to propose extra parallel sessions. On behalf of the organizers, João Araújo Mário Bessa Patrícia Gonçalves Luís Merca Patrícia Gonçalves Mathematics Department Instituto Superior Técnico University of Lisbon Portugal -- ************************************************* 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 *************************************************

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RTD-B MAT/06 - Università della Basilicata
by Antonio DI CRESCENZO 13 Mar '21

13 Mar '21

Si rende noto che nella G.U. – IV Serie Speciale – “Concorsi ed Esami” n. 20 del 12/03/2021 (con scadenza alle ore 18.00 del 27/03/2021) sarà bandito un concorso da Ricercatore a tempo determinato *RTD-B* presso l'*Università della Basilicata* (Dipartimento di Matematica, Informatica ed Economia, sede: Potenza) nel SSD *MAT/06 (Probabilità e Statistica Matematica)*. Per informazioni è possibile contattare il coordinatore del CdS in Matematica, Alberto Cialdea (alberto.cialdea(a)unibas.it)

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Online seminar on "Machine Learning in Finance"
by Sara Svaluto-Ferro 12 Mar '21

12 Mar '21

We are pleased to announce a world online seminar on "Machine Learning in Finance" which will start on March 30th. The seminar will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home <https://sites.google.com/view/mlfinance/home>. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr… <https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…>. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminar. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu

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Webinar in Statistics ANDREA OTTOLINI - 19/3, ore 17
by Pierpaolo De Blasi 12 Mar '21

12 Mar '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Marzo 2021, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Andrea Ottolini (*Standford University, USA) Title: *Gibbs sampling in the analysis of priors for almost exchangeable data* Zoom link: https://us02web.zoom.us/j/83130864007?pwd=Z2dGbHVsWHJMMG9iaTJFb2VMcExqQT09 Meeting ID: 831 3086 4007 Passcode: 222589 Abstract: Consider a population of N individuals divided into d subgroups (e.g., d=4 and people are divided by sex and smoking habits). A sequence of 0-1 valued experiments on the population with outcomes X_1,..., X_n is called partially exchangeable if the only relevant information in the data is the number of 1's in each category. de Finetti's representation result guarantees that the distribution of the X's (for n<<N) is in bijection with measures pi^{(n)} on [0,1]^d. Natural problems -- such as understanding which of the subdivisions are truly meaningful and what is the effect of our initial belief pi^{(0)} -- can be addressed if one knows how to sample efficiently from these measures. In the absence of further information about the experiments, de Finetti suggests starting with a class of priors pi^{(0)}_{C,A} indexed by a d-dimensional network (measuring the relative differences among categories) and a positive parameter A (measuring the belief in complete exchangeability). in this talk I will analyze the performance of Gibbs sampling in approximating these measures in the almost exchangeable regime (A>>1). It will be shown that A^2 steps are necessary and sufficient to mix in a certain Wasserstein distance, with constants depending on few spectral parameters of the network C. This is based on joint work with Gerencsér. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: Pubblicazione bando RTDb SSD MAT/06
by Lucia Caramellino 12 Mar '21

12 Mar '21

Ricevo ed inoltro. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Pubblicazione bando RTDb Piano straordinario SSD MAT/06 Rif 1644 > Data: 3 marzo 2021 13:49:19 CET > A: Docenti <docenti(a)mat.uniroma2.it> > > Carissimi, > > è uscito il bando rtdB MAT/06 (con profilo per analisi dati): > > http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… <http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage…> > > Scadenza: 01/04/2021 > > Vi prego di darne pubblicità > > grazie > > a presto > > Filippo > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > >

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Seminar announcement
by Marco Scarsini 12 Mar '21

12 Mar '21

*Thursday, 18 March, 17:00 CET* *Simina Brânzei**, *Purdue University Searching, Sorting and Cake Cutting in Rounds <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQMFSAUEAQZOVgFdBQs> Discussants: Alexandros Hollender and Argyrios Deligkas The paper can be found here <https://arxiv.org/abs/2012.00738>. This is the link to the Virtual Room <https://luiss.webex.com/webappng/sites/luiss/meeting/download/1e89e3ce671e4…> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso online del prof. Zegarlinski su "Coercive Inequalities"
by Federico Girotti 12 Mar '21

12 Mar '21

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Posto da Ricercatore di tipo B a Udine (fwd)
by Tiziano Vargiolu 10 Mar '21

10 Mar '21

---------- Forwarded message ---------- Date: Wed, 10 Mar 2021 16:37:26 +0100 From: Marcellino Gaudenzi <marcellino.gaudenzi(a)uniud.it> To: vargiolu(a)math.unipd.it Subject: Posto da Ricercatore di tipo B a Udine Caro Tiziano, ti chiedo gentilmente di rendere noto che l'Universit? di Udine ha bandito un posto da ricercatore di tipo B per il settore concorsuale 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento di Scienze Economiche e Statistiche. Il bando ? reperibile all'indirizzo: https://www.uniud.it/it/ateneo-uniud/concorsi-bandi-uniud/concorsi/bandi-do… Grazie. Cari saluti Marcellino ________________________ Marcellino Gaudenzi Professore di Metodi matematici dell'economia e delle scienze attuariali e f inanziarie Universit? di Udine Dipartimento di Scienze Economiche e Statistiche Via Tomadini 30/A - 33100 Udine, Italy

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Announcement: Online conference Stochastic Processes and their Friends, the 18th and 19th of March 2021 (fwd)
by Tiziano Vargiolu 10 Mar '21

10 Mar '21

---------- Forwarded message ---------- Date: Tue, 9 Mar 2021 20:11:48 +0000 (UTC) From: Miryana Grigorova <miryana_grigorova(a)yahoo.fr> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Announcement: Online conference Stochastic Processes and their Friends, the 18th and 19th of March 2021 ---------------------------------------------------------------------------- Dear colleagues and friends, It is with the greatest of pleasure that we invite you to take part in the online conference Stochastic Processes and their Friends. This first edition of the conference celebrates the scientific career of Prof. Alexander Yu. Veretennikov. The event will take place online via Zoom in the afternoons of the 18th and 19th of March. More information can be found at https://www.miryanagrigorova.com/stochastic-processes-and-their-frie Please to register by following this link https://www.eventbrite.co.uk/e/special-online-event-stochastic-processes-an… Registration is free but required for organisational purposes. We are looking forward to seeing you next week! On behalf of the organising committee, Yours sincerely, Miryana

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Fwd: [owps] One World Probability Seminar Thursday March 11, 2021
by Faggionato, Alessandra 10 Mar '21

10 Mar '21

Buongiorno inoltro l'annuncio per il OWPS di domani, che sarà relazionato alla biologia. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 10 mar 2021 alle ore 09:32 Subject: [owps] One World Probability Seminar Thursday March 11, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Viet Chi Tran (Université Gustave Eiffel) Title: Limit Theorems for Historical Particle Systems Abstract: To describe the evolving phylogenies of a birth and death process with trait structure and ecological interactions, we build a historical process inspired by works by Dawson and Perkins (1991 and 1995): it is a càdlàg process whose value at time t is a measure on lineages stopped at this time, i.e. paths describing the trait ancestries of the individuals living at time t. The dynamics may depend on past traits and allows interactions between individuals through their lineages. We establish the convergence of the individual-based birth-death process to a nonlinear historical superprocess, under the assumptions of large populations, small individuals and allometric demographies. The limit is described here by a macroscopic martingale problem. Because of the interactions, the branching property fails and we use fine couplings between our population and independent branching particles. This is a joint work with Sylvie Méléard. (15:00-16:00 UTC) Speaker: Sylvie Méléard (École Polytechnique, Paris) Title: Historical Processes and Dynamics of Phylogenies in a Population with Climate Change Abstract: We investigate in a simple model how the phylogenies of living individuals are shaped by the adaptation to a varying environment. In this model, the individuals are characterised by one-dimensional real traits (or positions). The stochastic individual-based birth-death process depends on a time-changing growth rate that shifts the optimal trait to the right and depends on a nonlinear logistic competition term. The macroscopic behaviour is described by a PDE that admits a unique positive stationary solution. We are interested here in the ancestral lineages of the living individuals in the stationary regime. The dynamic of these lineages is modelled by a historical process, approximatively close to a similar one with non-linearity frozen to its stationary value. We then use a many-to-one identity together with Feynman-Kac's formula and fine stochastic calculus to completely describe the limiting distribution, in large populations, of the path of an individual drawn at random at a given time. This path, in reversed time, is approximated by a simple Ornstein-Uhlenbeck. It shows how the lagged bulk of the present population stems from ancestors once optimal in trait but still in the tail of the trait distribution in which they lived. This talk is based on a joint work with Vincent Calvez, Benoit Henry and Viet Chi Tran. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/86028841260?pwd=bUxyVUYzSjY5dDR4d3krb2lDTHZDQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 860 2884 1260 Passcode: 868252 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 *************************************************

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Fwd: [umr8050] Allocations de Master Bézout : ouverture de la nouvelle campagne de recrutement
by Lucia Caramellino 09 Mar '21

09 Mar '21

Ricevo ed inoltro. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell De: "raphael danchin" <raphael.danchin(a)u-pec.fr <mailto:raphael.danchin@u-pec.fr>> À: "umr8050" <umr8050(a)listes.math.cnrs.fr <mailto:umr8050@listes.math.cnrs.fr>> Envoyé: Mardi 9 Mars 2021 08:51:51 Objet: [umr8050] Allocations de Master Bézout : ouverture de la nouvelle campagne de recrutement Dear colleague, The 2021-2022 hiring campaign for international Bézout master's scholarships is open until May 21. This year, we will be able to accept more applications than usual (about 10, compared to 7 usually). Bézout Master program is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris-Est at the master's level. The laureates will receive about 1300 € per month over 11 months (pending approval of the University Executive Board) and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology). A joint supervision with the student's national doctoral framework, leading to both PhD grades, is possible. The details of the program can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> . From the same webpage, a link to the application form is available; the deadline will be May 21. On April 27 and 30, we plan to hold two online presentations of the Bézout master's program and scholarships, followed by a session of questions and answers; potential applicants should express their interest (without commitment to attend), so that we can send them the credentials for the meeting; see the webpage. A description of the activities of the Bézout Labex can be found in the leaflet at http://bezout.univ-paris-est.fr/wp-content/uploads/2020/11/bezout-leaflet.p…. One can also send you a few printed leaflets at your postal address. Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>>

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Webinar Yi Yu @Bocconi
by Giacomo Zanella 09 Mar '21

09 Mar '21

We announce the following DEC Statistics webinar: Date: Thursday, March 11, h17:00 (Italy time) Speaker: Yi Yu (University of Warwick) Title: Functional Linear Regression with Mixed Predictors Abstract: We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression models in the literature as special cases. Based on the theory of reproducing kernel Hilbert spaces (RKHS), we propose a penalized least squares estimator that can accommodate functional variables observed on discrete grids. Besides the conventional smoothness penalties, a group Lasso-type penalty is further imposed to induce sparsity in the high-dimensional vector predictors. We derive finite sample theoretical guarantees and show that the excess prediction risk of our estimator is minimax optimal. Furthermore, our analysis reveals an interesting phase transition phenomenon that the optimal excess risk is determined jointly by the smoothness and the sparsity of the functional regression coefficients. A novel efficient optimization algorithm based on iterative coordinate descent is devised to handle the smoothness and sparsity penalties simultaneously. Simulation studies and real data applications illustrate the promising performance of the proposed approach compared to the state-of-the-art methods in the literature. The webinar will be on zoom at: https://zoom.us/j/95651583993?pwd=ZnZjaGxvZWVLdGFSL0dGTk43eU9Idz09 Meeting ID: 956 5158 3993 Passcode: 568279 Kind regards, Giacomo Zanella

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Seminario di Sandra Cerrai in Bicocca (circa)
by Gianmario Tessitore - UNIMIB 08 Mar '21

08 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Sandra Cerrai (University of Maryland): "Sull'approssimazione di Smoluchowski-Kramers per SPDE con termine di smorzamento variabile" Lunedì 15 Marzo 2021 ore 17:30 Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Link Zoom: https://us02web.zoom.us/j/81619958846?pwd=V1BQemR1L01aMzJHMGVFOWg1WVR3UT09 (ID: 816 1995 8846 Passcode: 133769) Abstract: Darò una panoramica su una serie di risultati sul comportamento asintotico, rispetto alla massa piccola, di sistemi stocastici infinito-dimensionali descritti da equazioni delle onde smorzate perturbate da un rumore Gaussiano. In particolare, concentrerò la mia attenzione al caso in cui lo smorzamento dipende dallo stato. %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Fwd: PhD position in Statistics at University of Amsterdam
by Marco Formentin 08 Mar '21

08 Mar '21

Ricevo e inoltro. Buona giornata, Marco Formentin ----- Forwarded message from Eni Musta <e.musta(a)uva.nl> ----- Date: Fri, 5 Mar 2021 12:20:58 +0000 From: Eni Musta <e.musta(a)uva.nl> Dear colleagues, Applications are invited for a PhD position in Statistics at the Korteweg-de Vries Institute for Mathematics, University of Amsterdam. The PhD candidate will be supervised by Eni Musta and will work on the project "Shape-constrained estimation in survival analysis". The project aims at development of statistical methodology and theory for cure models using shape-constrained techniques. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology/theory. More details about the project and the application procedure can be found at: https://www.uva.nl/shared-content/uva/en/vacancies/2021/03/21-144-phd-stude… https://www.academictransfer.com/nl/298398/phd-student-in-statistics/ Best regards, Eni Musta ----- End forwarded message -----

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Seminar announcement
by Marco Scarsini 05 Mar '21

05 Mar '21

*Thursday, 11 March, 17:00 CET* *Claire Mathieu**, *École Normale Supérieure Two-Sided Matching Markets with Correlated Random Preferences have Few Stable Pairs <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQcLSAUFCQ1OVgFdBQs> Discussants: Andrés Cristi and Josué Ortega The paper can be found here <https://arxiv.org/abs/1904.03890>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: Vacancies within NETWORKS, The Netherlands: 6 PhDs in Stochastics and Algorithms, deadline March 31, 2021
by pietro caputo 04 Mar '21

04 Mar '21

Ricevo e inoltro: ---------- Forwarded message --------- From: Avena, L. <l.avena(a)math.leidenuniv.nl> Date: Thu, Mar 4, 2021, 18:26 Subject: Vacancies within NETWORKS, The Netherlands: 6 PhDs in Stochastics and Algorithms, deadline March 31, 2021 To: Wolfgang Koenig <koenig(a)wias-berlin.de>, Francis Comets < comets(a)math.univ-paris-diderot.fr>, Cristina TONINELLI < toninelli(a)ceremade.dauphine.fr>, Fabio Toninelli < toninelli(a)math.univ-lyon1.fr>, pietro caputo <caputo(a)mat.uniroma3.it>, Fabio Martinelli <martinelli.fabio(a)gmail.com>, JProf Florian Voellering < Florian.Voellering(a)math.uni-leipzig.de>, Matteo Quattropani < matteo.quattropani(a)gmail.com>, Paolo MILANESI <paolo.MILANESI(a)univ-amu.fr>, FABIENNE CASTELL. AMU. <fabienne.castell(a)univ-amu.fr>, Clothilde Melot < clothilde.melot(a)univ-amu.fr>, A. Gaudilliere < alexandre.gaudilliere(a)math.cnrs.fr>, Augusto <augusto(a)impa.br>, Faggionato, Alessandra <faggiona(a)mat.uniroma1.it>, Conrado Costa <conradofpc(a)gmail.com>, Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it>, Daniel Valesin < valesin(a)gmail.com>, Dirk Erhard <erharddirk(a)gmail.com>, Tertuliano Franco < francotertu(a)gmail.com>, F.H.J.Redig(a)tudelft.nl <F.H.J.Redig(a)tudelft.nl>, Otávio Menezes <ommenezes(a)gmail.com>, Jon Peterson <peterson(a)purdue.edu>, Vincent Tassion <vincent.tassion(a)math.ethz.ch>, 千野由喜 < y.chino.leiden(a)gmail.com>, Francesca Romana Nardi < francescaromana.nardi(a)unifi.it>, Patricia Goncalves <mophinha(a)gmail.com>, landim(a)impa.br <landim(a)impa.br>, Maria Eulalia Vares <eulaliavares(a)gmail.com>, rodrigo.bissacot(a)gmail.com <rodrigo.bissacot(a)gmail.com>, Rogerio Alves < rgalvess(a)gmail.com>, Arnaud Le Ny <arnaud.le-ny(a)u-pec.fr>, Nicolas Tremblay <nicolas.tremblay(a)gipsa-lab.grenoble-inp.fr>, Simon Barthelmé < simon.barthelme(a)gipsa-lab.fr>, Marco Romito <marco.romito(a)unipi.it>, Dario Trevisan <dario.trevisan(a)unipi.it>, Giacomo Filippo Di Gesu < giacomo.digesu(a)unipi.it>, alessandra bianchi <bianchi(a)math.unipd.it>, Alessandra Cipriani <A.Cipriani(a)tudelft.nl>, Wioletta Ruszel < w.m.ruszel(a)tudelft.nl>, Christophe Garban <garban(a)math.univ-lyon1.fr>, Christina Goldschmidt <goldschm(a)stats.ox.ac.uk>, christian.maes(a)kuleuven.be <christian.maes(a)kuleuven.be>, Renato Soares Dos Santos <rsd8(a)nyu.edu>, Alexandre Stauffer <astauffer(a)mat.uniroma3.it>, Elisabetta Scoppola < elisabetta.scoppola(a)gmail.com>, Francesco Caravenna < francesco.caravenna(a)unimib.it>, Julián Martínez <julianfm7(a)gmail.com>, Milton D. Jara V. <mjara(a)impa.br>, Hubert Lacoin <hlacoin(a)gmail.com>, quentin.berger(a)sorbonne-universite.fr <quentin.berger(a)sorbonne-universite.fr>, rf87(a)nyu.edu <rf87(a)nyu.edu>, drewitz(a)math.uni-koeln.de < drewitz(a)math.uni-koeln.de>, Ines Armendariz <ines.armendariz(a)gmail.com>, Pablo Ferrari <pagfrr(a)gmail.com>, Lorenzo Zambotti <zambotti(a)lpsm.paris>, bertini(a)mat.uniroma1.it <bertini(a)mat.uniroma1.it> Dear friends and colleagues, I would like to ask you to advertise within your network of potentially interested colleagues and students, 6 PhD positions in Stochastics and Algorithms within the Dutch research project NETWORKS (Leiden, Amsterdam and Eindhoven). More details and the application description can be found at this link: https://www.thenetworkcenter.nl/Open-Positions/openposition/29/6-PhD-Positi… Thanks for the attention and see you hopefully soon. Sincerely, Luca

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2 years postdoctoral research position in Analysis at Bocconi University, Milan
by Marco Alessandro Fuhrman 03 Mar '21

03 Mar '21

Buongiorno. Ricevo e inoltro un avviso su un assegno di ricerca. Cordiali saluti. Marco Fuhrman %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Applications are invited for a 2 years postdoctoral research position in Analysis at Bocconi University, Milan , with a flexible starting date between May and November 2021. The appointment is funded through the PRIN project "Gradient flows, Optimal Transport and Metric Measure Structures" and it will focus on the main topics of the project, with possible applications to PDEs and Machine Learning. This is a research-oriented position at the Bocconi Institute for Data Science and Analytics, with an expected net salary of €25000 per annum and without teaching duties. Additional information and details on the appointment can be found at the Jobmarket website of Bocconi . Applications (see the details in the annou n cement and the application form ) should be sent before noon of March 31, 2021 by email to the Faculty and Staff Administration office . For any further information please write to giuseppe.savare(a)unibocconi.it . Bando (Italian) Announcement Application form Link to the cvgmt website <signatureafterquotedtext></signatureafterquotedtext>

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Fwd: [owps] One World Probability Seminar Thursday March 4, 2021
by Faggionato, Alessandra 03 Mar '21

03 Mar '21

Buongiorno vi giro l'annuncio del OWPS di domani che sarà molto relazionato al trasporto ottimale. Grazie Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 3 mar 2021 alle ore 14:06 Subject: [owps] One World Probability Seminar Thursday March 4, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Matthias Erbar (Bielefeld University) Title: Optimal Transport and Gradient Flows in Discrete or Non-Local Settings Abstract: Optimal transport has become a powerful tool in the analysis of particle systems and the associated evolution equations. In particular the description as steepest descent or gradient flow in the Wasserstein distance gives insights on their long-time or limiting behavior. Yet many situations of interest fall outside the scope of the classical optimal transport theory. In the talk I will try to give an overview of some recent developments concerning the construction of different geometries on the space of probability measures tailored to capture the specific features of a given system. I will focus in particular on particles systems on discrete spaces and on the collisional dynamics in the Boltzmann equation. (15:00-16:00 UTC) Speaker: Jan Maas (IST Austria) Title: Optimal Transport: from Discrete to Continuous Abstract: Many stochastic systems can be viewed as gradient flow ('steepest descent') in the space of probability measures, where the driving functional is a relative entropy and the dissipation mechanism is described by a dynamical optimal transport problem. In this talk we focus on these optimal transport problems and describe recent work on the limit passage from discrete to continuous. Surprisingly, it turns out that discrete transport metrics may fail to converge to the expected limit, even when the associated gradient flows converge. We will illustrate this phenomenon in examples, discuss a geometric criterion for convergence, and present a recent homogenisation result. This talk is based on joint works with Matthias Erbar, Nicola Gigli, Peter Gladbach, Eva Kopfer, and Lorenzo Portinale. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/85095168711?pwd=dGx2dnNySUZQNm40ZC9aWlJTaXZTZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 850 9516 8711 Passcode: 244220 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 *************************************************

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Statistics and Probability Seminars @University of Nottingham: Karthik Bharath (3pm Italian time)
by Fabrizio Leisen 03 Mar '21

03 Mar '21

Con preghiera di diffusione. *Italian time: 15:00* Cordiali Saluti, Fabrizio Dear All, the Statistics and Probability group at the University of Nottingham organize a series of internal seminars which will be available to anyone interested, even outside the University of Nottingham. Our next speaker is Karthik Bharath. Seminar date and time: *4**th* * of March at 2pm. * Below you can find the Abstract and Title. Furthermore, you can find the Teams link to join the seminar. Best Wishes, Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/ You are cordially invited to the following seminar: Karthik Bharath <https://www.nottingham.ac.uk/mathematics/people/karthik.bharath> (Internal Seminar) ----> 4th of March *at 2pm* Title: Shape space and models for functional data Abstract: Statements such as “death rate curve needs to remain single peaked”; “we expect the second peak of infected cases to be smaller compared to the first”, are, unfortunately, all too familiar nowadays. They represent instances of informal descriptions of shapes of functions we can relate to readily, wherein the notion of shape relates exclusively to ‘y direction’ variation. To formalise this, in this talk, I will consider a group-theoretic description of the shape of a function as that which is left behind once ‘x direction’ variability is ignored: only the number and values of local extrema are relevant to describe its shape and not their timings. Accordingly, the shape of a function is shown to be uniquely encoded by a polynomial, and this connection allows us to study structural aspects of the shape space of functions. For statistical analysis of functional data (e.g., densely sampled multiple time series data) the upside to this perspective is that (i) a natural dimension reduction mechanism based on local extrema becomes available when analysing amplitudes that avoids the task of registering (or aligning) the data; and (ii) simple finite-dimensional generative shape models can be defined. On the other hand, geometry of the shape space is complicated, and this makes it difficult to compute descriptive statistics (e.g., average shape) and study models induced on the shape space from the original (simpler) function space. This is joint work with Ian Jermyn (Durham). __________________________________________________ Microsoft Teams meeting Join on your computer or mobile app Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ameeting_YTYwODYyNDEtYThiZi00…> Learn more <https://aka.ms/JoinTeamsMeeting> | Meeting options <https://teams.microsoft.com/meetingOptions/?organizerId=ac48eccb-4345-40d8-…> -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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Pisa Online Seminars - Atul Shekhar (Tuesday, March 9 at 16:00)
by Giacomo Filippo Di Gesu 02 Mar '21

02 Mar '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, March 9, 16:00 Speaker: Atul Shekhar (Université Lyon 1) Title: On the fixed points of Branching Brownian motion Abstract: We consider a particle system on the real line in which each particle evolves into many particles via independent Branching Brownian motions. Under a very mild natural assumption, we give a full characterisation of the fixed points of this particle system. This result is motivated by an earlier work of T. Liggett on particle systems without branching. Further motivations come from the close connection between the Branching Brownian motion and the two dimensional Gaussian free field. This talk is based on a joint work with Christophe Garban and Xinxin Chen. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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AMaMeF: update on the 2021 conference in Padova
by Tiziano Vargiolu 02 Mar '21

02 Mar '21

Dear all, we hope that this message finds you well. This message is an update on the 10th general AMaMeF (Advanced Mathematical Methods for Finance) conference, scheduled on June 22-25, 2021, at the University of Padova (Italy). In agreement with the AMaMeF steering committee, we decided to keep the conference on the scheduled dates. Obviously, the current pandemic situation, travel restrictions and the uncertainty of the near future prevent us from organising a conference and the accompanying social events in the style of the good old days. For this reason, we are planning a conference in a hybrid format, with the presence of a limited number of participants and with the option of rapidly switching to a fully online conference, if the hybrid format will turn out to be unfeasible. All of the plenary speakers confirmed their willingness to participate to the conference, and most of them will be present, if possible. The Call for contributed sessions and talks will be announced and opened very soon. Please visit the conference webiste for more detailed informations and constant updates: https://events.math.unipd.it/AMAMEF2021/ Best wishes Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Fwd: Ph.D. position information theory at IMT Lille Douai
by Michele Coghi 01 Mar '21

01 Mar '21

Ricevo ed inoltro. Con preghiera di diffusione a tutti i possibili interessati. On Mon, 1 Mar 2021 at 13:34, Giulia Cervia <giulia.cervia(a)imt-lille-douai.fr> wrote: > Dear all, > > together with Anne Savard and Laurent Clavier we are looking for a PhD > student at IMT Lille Douai. > The topic is in information theory*, *at the intersection between > information engineering and mathematics. More specifically, we are going > to look into efficient code design for finite-blocklength coordination > from both a practical and theoretical perspective. As the first objective > is more engineering-oriented, and the latter is basically large > deviations and Neyman-Pearson theory, the main focus will also depend on > the candidate’s background. More details in the proposal (attached). > > The PhD is supposed to start in September/October 2021, and the > application deadline is May 28th. > > We would be grateful if you could forward this to potentially interested > (master) students. > > Best regards > > Giulia Cervia > > > > -- Herr Dr. Michele Coghi Technische Universität Berlin, Raum 706 Straße des 17. Juni 136, 10587 Berlin, Germany E-Mail: coghi(a)math.tu-berlin.de

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assegno di ricerca in Fisica Matematica Univaq
by davide gabrielli 01 Mar '21

01 Mar '21

Segnalo il bando allegato per 1 assegno di ricerca in Fisica Matematica presso il Dipartimento di Ingegnerie e Scienze dell'informazione e Matematica dell'Università dell'Aquila su tematiche riguardanti la meccanica statistica e la modellistica stocastica. Il bando relativo alla presente procedura selettiva sarà pubblicato mediante affissione allAlbo ufficiale dellUniversità degli Studi dellAquila nonché sul sito internet: - dellAteneo (http://www.univaq.it/section.php?id=766) - del MIUR (http://bandi.miur.it) - dellUnione Europea (http://ec.europa.eu/euraxess) Scadenza 17-03-2021 saluti Davide Gabrielli

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I: Assegno di ricerca nel settore MAT/06 - Ancona
by Alberto Lanconelli 26 Feb '21

26 Feb '21

Ricevo e inoltro. Alberto ________________________________ Da: CRISTINA MARCELLI <c.marcelli(a)staff.univpm.it> Inviato: venerdì 26 febbraio 2021 18:18 A: Alberto Lanconelli <alberto.lanconelli2(a)unibo.it> Oggetto: Assegno di ricerca nel settore MAT/06 - Ancona Cari colleghi, sono docente di Analisi Matematica presso l’Università Politecnica delle Marche (Ancona). Vi scrivo per informarvi di un prossimo bando per un assegno di ricerca nel settore MAT/06 presso la Facoltà di Ingegneria del nostro Ateneo. L'assegno sarà annuale, ma rinnovabile fino a 3 anni. Se conoscete qualche giovane potenzialmente interessato (purché abbia già conseguito il titolo di dottore di ricerca) e desiderate avere maggiori informazioni, potete contattarmi scrivendomi a c.marcelli(a)univpm.it<mailto:c.marcelli@univpm.it> . Grazie per l’attenzione, Cristina Marcelli

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Seminar announcement
by Marco Scarsini 26 Feb '21

26 Feb '21

*Thursday, 4 March, 17:00 CET* *Katya Scheinberg**, *Cornell University A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQUDSAUFBgdOVgFdBQs> Discussants: Pavel Dvurechensky and Giuseppe Ughi The paper can be found here <https://arxiv.org/abs/1905.01332>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Concorsi per ricercatori e tempo determinato...
by Marco Minozzo 25 Feb '21

25 Feb '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di procedure selettive per posti di Ricercatore a tempo determinato ai sensi dell'art. 24, comma 3, lettera b) della L. 240/2010 presso l'Università degli Studi di Verona. Si segnalano in particolare i seguenti settori: Dipartimento di Scienze economiche 1 posto SECS-S/01 Statistica - Cod. 2021rtdb034 1 posto SECS-S/06 Metodi Matematici dell'Economia e delle Scienze Attuariali e Finanziarie - Cod. 2021rtdb035 I bandi sono disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar Thursday February 25, 2021
by Faggionato, Alessandra 24 Feb '21

24 Feb '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 feb 2021 alle ore 12:25 Subject: [owps] One World Probability Seminar Thursday February 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Fredrik Viklund (KTH) Title: Interplay between Dirichlet and Loewner energies: cutting-welding operations and foliations by Weil-Petersson quasicircles - Part 1 Abstract: The Loewner energy is a Mobius invariant deterministic quantity attached to Jordan curves in the plane. One way in which it arises is as a large deviations rate function for the Schramm-Loewner evolution with small parameter. A curve has finite Loewner Energy if and only if it is a Weil-Petersson quasicircle, a class of curves that in the last decades has received significant attention by both physicists and mathematicians, but only very recently by probabilists. The Loewner-Kufarev energy is a dual quantity attached to certain continuous families of Jordan curves, which arises in the context of large deviations of SLEs with large parameter. We will survey recent joint works (and beyond) that describe the interplay between these energies (and the Weil-Petersson quasicircles) with the usual Dirichlet energy on the plane. The results are closely related to recent ideas and developments in Random Conformal Geometry but proofs are purely analytic. In the first talk, we begin by presenting background material and a survey of properties and characterisations of Weil-Petersson quasicircles. We then discuss interactions between Weil-Petersson quasicircles with ambient Dirichlet class functions via cutting and conformal welding operations as well as interpretations in terms of "flow-lines". At the end we will present a "dictionary" that relates these statements with ideas in Random Conformal Geometry. (15:00-16:00 UTC) Speaker: Yilin Wang (MIT) Title: Interplay between Dirichlet and Loewner energies: cutting-welding operations and foliations by Weil-Petersson quasicircles - Part 2 Abstract: The main topic of the second talk is the Loewner-Kufarev energy and corresponding families of Weil-Petersson quasicircles. We will indicate how to associate to such a foliation a (geometric) "winding function" on the plane whose Dirichlet energy equals the (analytic) Loewner-Kufarev energy. This duality entails several interesting results: for example, the Loewner-Kufarev Energy is in fact reversible and we obtain a new characterisation of Weil-Petersson quasicircles. We will end by discussing further implications and open problems. *Main references:*F. Viklund, Y. Wang: Interplay between Loewner and Dirichlet energies via conformal welding and flow-lines, Geom. Funct. Anal. (GAFA) 30 289–321 (2020) F. Viklund, Y. Wang: The Loewner-Kufarev Energy and Foliations by Weil-Petersson Quasicircles, arXiv:2012.05771 (2020) ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/89460596402?pwd=QmZ5N25waCs5NVl5QkJGdWxQTFpDdz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 894 6059 6402 Passcode: 307302 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 *************************************************

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RTDB MAT/06 Università di Verona
by Paolo Dai Pra 23 Feb '21

23 Feb '21

Vi informo dell’uscita del bando RTDB S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica Presso in Dipartimento di Informatica dell’Università di Verona. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… <https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…> Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Seminari Gruppo PRISMA
by c.ceci＠unich.it 22 Feb '21

22 Feb '21

Buongiorno a tutti, abbiamo il piacere di annunciare il secondo appuntamento del ciclo mensile di seminari online promosso dal Gruppo UMI PRISMA. Lunedi’ 1 marzo 2021, ore 16-18 Alessandra Faggionato Titolo: Random resistor networks and Mott’s variable range hopping Abstract: Random resistor networks allow to study electron transport indisordered systems. By means of stochastic homogenization one can characterize the infinite volume effective conductivity in terms of the homogenized matrix of suitable discrete Poisson equations. We will then focus on the low temperature behavior of the random conductance model and the Miller-Abrahams random resistor network. The latter models the so-called Mott’s variable range hopping, a fundamental transport mechanism in disordered solids in the regime of strong Anderson localization. We will discuss its percolative properties and show how homogenization, percolation and scaling arguments lead to Mott’s law. (For the percolation part, the talk is based on joint works with H.A. Mimun). Elisabetta Candellero Titolo: Competition processes on hyperbolic non-amenable graphs Abstract: We consider two first-passage percolation processes, FPP_1 and FPP_\lambda, spreading with rates 1 and \lambda respectively, on a graph G with bounded degree. FPP_1 starts from a single source, while the initial configuration of FPP_\lambda consists of countably many seeds distributed according to a product of iid Bernoulli random variables of parameter \mu on the set of vertices. This model is known as "First passage percolation in a hostile environment" (FPPHE), and was introduced by Stauffer and Sidoravicius as an auxiliary model for investigating a notoriously challenging model called Multiparticle Diffusion Limited Aggregation. We consider several questions about FPPHE, focusing on the case when G is a non-amenable hyperbolic graph. This talk is based on joint works with Alexandre Stauffer. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_YjVhZDc3MDctZTU1NC00… Tutte le informazioni le trovate anche alla pagina: http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci **************************************** Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it ****************************************

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Three two-year postdoctoral fellowships -- Torino, Italy
by Federico Polito 21 Feb '21

21 Feb '21

The Department of Mathematics "G. Peano" (University of Torino) invites applications for *three two-year postdoctoral fellowships* in all areas of applied and pure mathematics. The winners will work with researchers of the department in all areas of mathematics, including Probability and Statistics. The call is online at https://pica.cineca.it/unito/ Look for "Bando assegni di ricerca - Cofinanziati - Tornata XXIII" and click the left blue button (Bando/call). For the application procedure choose instead the button on the right (Le tue domande/your applications -- the application is then available in English). *The closing date is March 8, 2021 (1pm CET)* The dates and location of the interviews will be published at https://www.serviziweb.unito.it/albo_ateneo/ For any enquiries in the area of probability please feel free to email me. Best regards, Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Web: www.federicopolito.it

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Tenure Track position in Financial Mathematics – University of Verona
by Alessandro Gnoatto 20 Feb '21

20 Feb '21

The Department of Economics at the University of Verona is looking for a tenure track researcher in the field of Financial and Insurance Mathematics (SECS-S/06 - 13/D4). The Department of Economics offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. The Verona Quantitative Finance group offers a stimulating environment with researchers focusing on different areas such as: high frequency financial econometrics and asset pricing, mathematical/quantitative finance, stochastic optimal control and computational finance. The position is a fixed-term 3-year position (RTDB). If the researcher receives the National Scientific Habilitation (ASN), at the end of the 3 years then he/she becomes a tenured Associate Professor. A minimum of 3 years of postdoc experience is required together with a working knowledge of Italian. The call and the online application form can be accessed via the following link. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… <https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…> For questions, please contact: alessandro.gnoatto(a)univr.it <mailto:alessandro.gnoatto@univr.it>

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Bernoulli Society New Researcher Award 2022
by Antonio DI CRESCENZO 19 Feb '21

19 Feb '21

Bernoulli Society welcomes applications for the New Researcher Award 2022. The deadline for applications is 15 March 2021. Each awardee shall deliver a talk at a special invited session during the 42nd Conference on Stochastic Processes and their Applications in 2022, and will receive a funding up to 1000€ to offset travel and other expenses. Eligible candidates are active researchers in Probability Theory who obtained their PhD degree on or after March 1st, 2016, and who are regular members of the Bernoulli Society. Candidates should apply through the web form https://docs.google.com/forms/d/e/1FAIpQLSdajP4NBGSWFXHJxoVCQTmJMpv9rM2ZRNV… For more information, visit the website http://www.bernoulli-society.org/news/37-general-announcement/324-bernoulli… -- Antonio Di Crescenzo

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Two associate professor positions in Stockholm
by Martina Favero 19 Feb '21

19 Feb '21

Dear all, Two positions as associate professor in mathematics (specialization in mathematical statistics) are open at KTH, Stockholm. The two positions differ slightly in the subject description, see https://www.kth.se/en/om/work-at-kth/lediga-jobb/what:job/jobID:375477 and https://www.kth.se/en/om/work-at-kth/lediga-jobb/what:job/jobID:375478 for more details. The deadline for application is April 9, 2021. Best wishes, Martina Favero

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Seminar announcement
by Marco Scarsini 19 Feb '21

19 Feb '21

Thursday, 25 February, 17:00 CET *Daniela Saban,* Stanford University Online Assortment Optimization for Two-sided Matching Platforms <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAwDSAUFBQBOVgFdBQs> Discussants: Will Ma and Antoine Désir The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3712553>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Padova Online Seminar by Luca Avena (Leiden University) [Friday, Feb. 26 at 14.30]
by alessandra bianchi 19 Feb '21

19 Feb '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on February 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luca Avena (Leiden University) Title: Node immunization in networks: a scalable searching algorithm based on random rooted forests 26 FEBRUARY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We are interested in the so-called multiple-node immunization for complex networks under attack of a viral agent. The latter is a hot topic in network science and it consists of identifying and removing a set of nodes of a given size in a graph to maximally impede the agent spread. Several approaches have been proposed in the literature based on numerical and theoretical insights on how classical models for virus spread (so-called compartmental models) evolve on graphs. Based on the stability analysis of these compartmental models, the maximal eigenvalue of the adjacency matrix of the graph has been proposed as a measure for how resilient the network is. Thus one of the most common approaches for immunization consists in identifying the set of nodes of a given cardinality, for which the reduced network, obtained by removing these nodes, has minimal largest eigenvalue. This optimization problem turns out to be a computationally hard problem in the well known NP class and the available exact or proxy algorithms offer good solutions and performances only for small data sets. We propose a novel randomized flexible method to efficiently identify these sets of nodes based on random walk kernels and random rooted forests. We explain the theoretical results underlying the method, and present experimental results where we test method and performances on classical synthetic and real-world benchmarks. Joint work with Michael Emmerich, Alex Gaudilliere and Irina Gurewitsch -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Webinar in Statistics YUN WEI - 26/2, ore 17
by Pierpaolo De Blasi 19 Feb '21

19 Feb '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 26 Febbraio 2021, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Yun Wei (*Samsi and Duke University, USA) Title: *Obtaining faster convergence rates in finite mixture models by taking repeated measures* Zoom link: https://us02web.zoom.us/j/89954920036?pwd=dndsQnZqQ2crZzVlRW1pM0Q2RGo1Zz09 Meeting ID: 899 5492 0036 Passcode: 418668 Abstract: It is known that some finite mixture models suffer from slow rates for estimating the component parameters. Examples are mixtures of the weakly identifiable families in the sense of [Ho and Nguyen 2016]. To obtain faster parameter convergence rates, we propose to collect more samples from each mixture component, hence each data is a vector of samples from the same mixture component. Such a model is known in the literature as a finite mixture model of repeated measures, which has been applied in psychological study and topic modeling. This model also belongs to the mixture of product distributions, with the special structure that the product distributions in each mixture component are also identical. In this setup, each data consists of conditionally independent and identically distributed samples and thus is an exchangeable sequence. We show that by taking repeated measures (collecting more samples from each mixture component), a finite mixture model that is not originally identifiable becomes identifiable. Moreover, the posterior contraction rates for the parameter estimation are also obtained, demonstrating that repeated measures are beneficial for estimating the component parameters. Our results hold for general probability families including all regular exponential families and can also be applied to hierarchical models. The key tool to develop the results is by establishing an inverse inequality to upper bound a suitable distance between mixing measures by the total variational distance between the corresponding mixture densities. Based on joint work with Xuanlong Nguyen (University of Michigan). ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: PhD at the Scuola Normale Superiore (Pisa, Italy). Call 2021-2022
by Fabrizio Lillo 18 Feb '21

18 Feb '21

The call for applications to the 2021/2022 PhD program in *Computational Methods and Mathematical Models for Sciences and Finance* at the Scuola Normale Superiore, Pisa, see https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… ., is available here https://www.sns.it/en/admissions/phd/how-to-apply-for-the-phd-courses Please distribute this information to potentially interested candidates. Thank you very much in advance. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Fwd: [owps] One World Probability Seminar Thursday February 18, 2021
by Faggionato, Alessandra 17 Feb '21

17 Feb '21

Buongiorno, inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 feb 2021 alle ore 10:50 Subject: [owps] One World Probability Seminar Thursday February 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Speaker: Richard Kenyon (Yale) Title: The multi-tiling model Abstract: Given a graph G and collection of connected subgraphs T (called tiles), we consider covering G with copies of tiles in T so that each vertex of G is covered with a predetermined multiplicity. The multitiling model is a natural probability measure on such configurations. In the limit of large multiplicities we compute the asymptotic growth rate of the number of multitilings: the free energy of the multitiling model. We will show that the individual tile densities tend to a Gaussian field with respect to an associated discrete Laplacian. We also find an exact discrete Coulomb gas limit when we vary the multiplicities. This is joint work with Andrei Pohoata (Yale). Please note: Richard Kenyon will be giving both talks in the session. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/83228198137?pwd=QUxhM1NXdlFTOGxvc09IUGIvenBxUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 832 2819 8137 Passcode: 029896 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 *************************************************

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Workshop "Bayesian Inference in Stochastic Processes - Online", 27-28 May 2021
by elisa varini 17 Feb '21

17 Feb '21

On behalf of the Scientific and Organising Committees we are pleased to inform you that the Twelth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” will be held *online* on *27-28 May 2021* (afternoons, Central European Summer Time). Attendance is free of charge but registration is required (and limited to 150 people). As in the past, the workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Ten presentations by young scientists have been scheduled this year, followed by an in-depth discussion by senior scholars in the field. The workshop is organised by CNR-IMATI (Milano), www.imati.cnr.it. Information on programme, website and registration will be available in early Spring. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Pisa Online Seminars - Renaud Raquépas (Tuesday, Feb. 23 at 16:00)
by Giacomo Filippo Di Gesu 16 Feb '21

16 Feb '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 23, 16:00 Speaker: Renaud Raquépas (McGill University Montréal and Université Grenoble Alpes) Title: Entropy production in nondegenerate diffusions: the large-time and small-noise limits Abstract: Entropy production (EP) is a key quantity originating from thermodynamics and statistical physics which quantifies the irreversibility of the time evolution of physical systems. I will start with a general introduction to the different approaches to defining EP. Then, I will focus on the context of nondegenerate diffusions and I will describe the large-deviation properties of EP as time goes to infinity. Finally, I will discuss the behaviour of the corresponding rate function as the intensity of the noise goes to zero. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Sussex probability seminar
by Enrico Scalas 15 Feb '21

15 Feb '21

Dear Colleagues, On Monday 22nd February at 11am UK time, Minmin Wang (Department of Mathematics, University of Sussex) will present a seminar on k-cut model for the Brownian Continuum Random Tree Paper: https://arxiv.org/abs/2007.11080 If you are interested in joining the seminar, please contact Dr Wang at: minmin.wang(a)sussex.ac.uk. Best regards, Enrico Scalas

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