- Random - Mailing list — Dipartimento di Matematica, UniPI

Post-doctoral position in Probability - Paris
by Cristina Toninelli 12 Nov '18

12 Nov '18

Dear friends and colleagues, I am currently advertising a postdoctoral position in Probability to be held in Ceremade, University Paris Dauphine. The position is funded by my European project MALIG, whose aim is to develop a mathematical approach to the liquid-glass transition and other jamming transitions. Main areas of research include interacting particle systems, bootstrap percolation cellular automata and glassy dynamics. The position is for two years. The expected starting date is September 2019, but a different date may be arranged. The successful candidate will not have teaching duties and will have substantial fundings for travel. I would be grateful if you would bring this announcement to the attention of potential candidates and distribute it via local mailing lists and I apologise if you receive this email more than once. Candidates can contact me directly for any additional information at toninelli(a)ceremade.dauphine.fr or visit the postdoc announcement on my website https://www.ceremade.dauphine.fr/~toninelli/postdoc.html Best regards, Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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7 Marie Curie PhD positions available in Milan, Eindhoven, Lisbon, Novi Sad (Project BIGMATH)
by Alessandra Micheletti 12 Nov '18

12 Nov '18

I am happy to announce that 7 open PhD positions are available in the framework of the Marie Curie EID (European Industrial Doctorate) BIGMATH – “Big Data Challenges for Mathematics”, at Università degli Studi di Milano (Italy), TU Eindhoven (The Netherlands), IST Lisbon University (Portugal), University of Novi Sad (Serbia). The PhD students will spend at least 18 months in an industry in a country different from the enrollment center. Applicants to each position must have not spent more than 12 months in the last 3 years in the country of the recruting center. Salaries comply with the EU Marie Skłodowska-Curie Actions-ITN general standards. The calls for recruitment in TU Eindhoven (2 positions – deadline Dec 5 2018) and University of Milan (2 positions – deadline Dec 31 2018) have already been published. The other calls will follow soon. The mathematical fields of research involved in the project are mainly: Statistics, Optimization, Large Scale Linear Algebra. For information and requirements of the specific calls please visit the web page http://itn-bigmath.unimi.it -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Politecnico di Milano - Seminario Fiserova
by Alessandra Menafoglio 09 Nov '18

09 Nov '18

Si avvisa che in data 21-11-2018, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Eva Fiserova, Palacky University Olomouc, Czech Republic Titolo Working with compositional data in coordinates Abstract Compositional data are multivariate observations carrying only relative information, popularly expressed in percentages, proportions, mg/kg, etc. Because of features inherent to compositional data, such as scale invariance and the relative scale, the statistical analysis of raw compositional data often leads to spurious results. Natural principles of compositional data are followed by the Aitchison geometry on a simplex, the sample space of compositional data (Aitchison, 1986; Pawlowsky-Glahn et al., 2015). However, because most standard statistical methods rely on the Euclidean geometry in real space, compositional data need to be converted to this space prior to statistical processing. In the lecture, we will present the log ratio methodology for dealing with compositional data and several types of their coordinate representations, such as orthonormal log-ratio coordinates, pivot coordinates, weighted pivot coordinates (Hron et al., 2017), or symmetric balances (Kynvclova et al., 2017). Their usage will be demonstrated on examples. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminar announcement
by Marco Scarsini 09 Nov '18

09 Nov '18

Department of Economics and Finance LUISS Viale Romania 32 00196 Roma November 15, 2018, 12:00 noon Room 207 *Speaker: *Mathias Staudigl / Maastricht University *Title: * *“Learning in Time Varying Games”* *Abstract:* *“In this paper, we examine the long-term behavior of regret minimizing agents in time-varying games with continuous action spaces. In its most basic form, (external) regret minimization guarantees that an agent’s cumulative payoff is no worse in the long run than that of the agent’s best fixed action in hindsight. Going beyond this worst-case guarantee, we consider a dynamic regret variant that compares the agent’s accrued rewards to those of any sequence of play. Specializing to a wide class of no-regret strategies based on mirror descent, we derive explicit rates of regret minimization relying only on imperfect gradient observations. We then leverage these results to show that players are able to stay close to Nash equilibrium in time-varying monotone games – and even converge to Nash equilibrium if the sequence of stage games admits a limit.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Concorso Prof. Ordinario - DSE Univ. Verona
by Alessandro Gnoatto 08 Nov '18

08 Nov '18

Si segnala il bando seguente e si invitano tutti gli interessati a presentare domanda. Professore ordinario - 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale - IV Serie Speciale 86 del 30 ottobre Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie presso il Dipartimento di Scienze Economiche dell’Università di Verona Scadenza: 29 novembre 2018 Link al bando: https://docs.univr.it/documenti/Concorso/bando/bando993006.pdf Cordiali Saluti, Alessandro Gnoatto -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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posizione presso INRIA Bordeaux
by Marco Alessandro Fuhrman 08 Nov '18

08 Nov '18

Buongiorno. Scrivo per diffondere un avviso su una posizione presso INRIA di Bordeaux. Cordiali saluti. Marco Fuhrman Announcement: The INRIA Team CQFD is seeking qualified applicants for a permanent (full-time) INRIA research position in Bordeaux, France: https://www.inria.fr/en/centre/bordeaux We are currently focusing on the areas: stochastic modeling and simulation, optimization, control, learning. Any candidates working on such topics that would be interested in such position can contact François Dufour (francois.dufour@math.u-bordeaux.fr(javascript:main.compose()) for further information. <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminario di Probabilita` e Stastistica
by Faggionato, Alessandra 08 Nov '18

08 Nov '18

scusate ma mancava il titolo nel mio annuncio precedente: Seminario di Probabilita` e Stastistica Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Titolo: Effects of prior selection in nonparametric Bayes problems Speaker: Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze) Abstract: We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples. -- ************************************************* 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 Probabilita` e Statistica a Roma1
by Faggionato, Alessandra 08 Nov '18

08 Nov '18

Seminario di Probabilita` e Stastistica Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze) Abstract: We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples. -- ************************************************* 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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Call for PostDoc position at University of Oslo
by Giulia Di Nunno 08 Nov '18

08 Nov '18

Dear Colleague, this is to draw your attention to the call for a PostDoc at the University of Oslo in stochastic analysis and its applications. The position is within the scopes of the project STORM “Stochastics for Time-Space Risk Models" http://www.mn.uio.no/math/english/research/projects/storm/index.html <http://www.mn.uio.no/math/english/research/projects/storm/index.html> Description and call: https://www.jobbnorge.no/en/available-jobs/job/159884/postdoctoral-research… <https://www.jobbnorge.no/en/available-jobs/job/159884/postdoctoral-research…> The deadline of application is November 30th, 2018. Please help to advertise these calls and bring them to the attention of your colleagues and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/ <http://folk.uio.no/giulian/>

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seminario 13 novembre 9, 30 al Politecnico di Torino DISMA
by Enrico Bibbona 06 Nov '18

06 Nov '18

Martedi' 13 novembre alle 9,30 in Aula Buzano (Politecnico di Torino, DISMA) il prof Badal Joshi (California State University San Marcos) terrà un seminario dal titolo Graphical symmetries of reaction networks and their stationary measures Abstract: Reaction networks are used to model chemical reactions, biochemical reactions, interacting populations in ecology, genetics and infectious disease dynamics among many other systems. Depending on the system scale, three most commonly used models are continuous-time Markov chain (CTMC), stochastic differential equations and ordinary differential equations (ODE). With increased data and scientific focus shifting towards biochemistry which often involves populations as small as few tens of molecules, CTMC models have seen dramatic increase in relevance. The long-term dynamics of a continuous-time Markov chain model are described by its stationary distribution. In general, the explicit form of the stationary distribution is impossible to obtain even for very small networks. However, when the network has some natural symmetries, we can obtain the explicit stationary distribution and it can be connected with the equilibria of the corresponding ODE system. We will discuss the symmetries of reaction balance, complex balance, reaction vector balance, and cycle balance and their properties in both the deterministic (ODE) setting and stochastic (CTMC) setting. We will also discuss the relations between the various forms of balance and the connection with existence and form of the stationary distribution. Cordialmente, Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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seminario Felix Liebrich - 22 novembre
by Emanuela Rosazza 06 Nov '18

06 Nov '18

Si avvisa che il giorno giovedì 22 novembre alle ore 14 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Felix-Benedikt Liebrich (LMU Muenchen, Germany) Titolo: “Sharing utility and risk under (partial) law-invariance” Abstract: The so-called risk sharing problem has two variants: (1) How can an aggregation of individual utilities within a system of agents be maximised by means of distributing a certain good, or (2) how can an aggregation of individual risks be minimised by means of redistributing a certain loss the system incurs? The problem has a long history in economics and financial mathematics, and solving it in relevant infinite dimensional spaces is very challenging. Substantial results have been obtained in the context of Pareto efficiency of such sharing schemes when law-invariant (risk) preferences are involved. These rank Savage acts -- random variables -- in a way which only depends on their distribution under a fixed reference probability measure. It was shown that Pareto efficient allocations (i.e. sharing schemes) exist. For problem (1) of maximising aggregated utility, the talk presents a unifying framework in which solutions to the risk sharing problem can be found. As applications, we will discuss the existence of weakly Pareto efficient allocations, Pareto efficient allocations, and core allocations. In a second part, we solve the risk sharing problem (2) for a wide class of capital requirements determining individual risks. These will not be law-invariant functionals, but build on a law-invariant ingredient. The talk is based on joint work with Gregor Svindland. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Bernoulli Society New Researcher Award
by Antonio DI CRESCENZO 01 Nov '18

01 Nov '18

The Bernoulli Society welcomes applications to the New Researcher Award 2020. Each awardee shall deliver a talk at a special invited session during the World Congress in Probability and Statistics 2020, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Probability Theory who obtained the PhD degree on or after Jan 1st 2014 and who are regular members of the Bernoulli Society. Female candidates get 1 extra year for each child born since receiving the PhD. Candidates should apply through the web form https://goo.gl/forms/v8zDJaFUKj5IGEG73 and send the required documents to the e-mail address indicated there. Deadline: March 15th, 2019 Link: http://bernoulli-society.org/index.php/prizes/267-bernoulli-society-new-res… -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Avviso di seminario
by Alessandro Ramponi 01 Nov '18

01 Nov '18

Avviso di Seminario Martedì 6 Novembre, ore 14:30 presso la Facoltà di Economia dell'Università di Roma "Tor Vergata" Aula A, Edificio B ELISA ALOS (Università Pompeu Fabra, Barcelona) terrà un seminario dal titolo "On smile properties of volatility derivatives and exotic products: understanding the VIX skew" Abstract. We develop a method to study the implied volatility for exotic options and volatility derivatives with European payoffs such as VIX options. Our approach, based on Malliavin calculus techniques, allows us to describe the properties of the at-the-money implied volatility (ATMI) in terms of the Malliavin derivatives of the underlying process. More precisely, we study the short-time behaviour of the ATMI level and skew. As an application, we describe the short-term behavior of the ATMI of VIX and realized variance options in terms of the Hurst parameter of the model, and most importantly we describe the class of volatility processes that generate a positive skew for the VIX implied volatility. In addition, we find that our ATMI asymptotic formulae perform very well even for large maturities. Several numerical examples are provided to support our theoretical results. -- Dott. Alessandro Ramponi, Ph.D Dipartimento di Economia e Finanza Università degli Studi di Roma Tor Vergata Via Columbia, 2 00133, Roma - Italy e-mail:alessandro.ramponi@uniroma2.it Phone: +39 0672595403 --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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post-doctoral research position
by Francesca Greselin 01 Nov '18

01 Nov '18

*Apologies for cross-posting* Applications are invited *within November 6th, 2018* for a post-doctoral research position (Assegno di Ricerca tipo A2, Junior) in the Dpt of Statistics and Quantitative Methods <http://www.dismeq.unimib.it/en/> at University of Milano-Bicocca <https://www.unimib.it/>. The Department of Statistics and Quantitative Methods is a reference point for researchers in the methodological aspects of *Statistics*, *Mathematics* , *Computer* *Science* and *Foreign Languages*, and in their applications, in particular to the areas of *population* and *society*, *public health, welfare, finance, labor market* and the *energy sector*. TITLE and PROJECT: The candidate should indicate a title, and a research project in view of complementing and integrating undergoing research of faculty members of the Dpt. CONTRACT: 24 months (renewable for a further 24 months upon approval) starting April 1, 2019. Salary competitive with European Research Universities and Italian Assistant Professor position (RTD-A). (gross annual income 19 367 €, net income about € 17 157, monthly € 1 430) APPLICATION: Candidates must possess a Ph.D. in the aforementioned disciplines, either earned within 4 years or to be completed within February 2019. Applications should be submitted online <https://pica.cineca.it/unimib/bando-assegno-di-ricerca-a2-2018/>, deadline November 6, 2018 h 12:00 (CET). Details for submitting a complete application and about the selection procedure are available here <https://www.unimib.it/sites/default/files/ufficio_bandi/bando_assegni_tipo_…> . For more informations francesca.greselin(a)unimib.it

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Torino - Lezione Lagrangiana M. Hairer - 13 Novembre
by Enrico Priola 31 Oct '18

31 Oct '18

Annuncio Lezione Lagrangiana al Dipartimento di Matematica "G. Peano", Universita` di Torino Martedì 13 novembre alle ore 16.30 in Aula A Martin Hairer (Imperial College, London) "Taming Infinities" Abstract: Some physical and mathematical theories have the unfortunate feature that if one takes them at face value, many quantities of interest appear to be infinite! What's worse, this doesn't just happen for some exotic theories, but in the standard theories describing some of the most fundamental aspects of nature. Various techniques, usually going under the common name of “renormalisation” have been developed over the years to address this, allowing mathematicians and physicists to tame these infinities. We will tip our toes into some of the conceptual and mathematical aspects of these techniques and we will see how they have recently been used to study equations whose meaning was not even clear until now. Tutti gli interessati sono invitati a partecipare. Enrico Priola Dipartimento di Matematica Universita' di Torino via Carlo Alberto 10, 10123 TORINO, Italy tel +39 011 6702883 fax +39 011 6702878

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The Aldous spectral gap phenomenon: seminario di Filippo Cesi il 14-11-2018 a Roma Tre
by Pietro Caputo 31 Oct '18

31 Oct '18

Prof. Filippo Cesi Universita' La Sapienza Roma Titolo: THE ALDOUS' SPECTRAL GAP PHENOMENON Mercoledi' 14 Novembre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo, 1 - Pal.C - Aula 211 Abstract: Some families of Markov chains have a spectral gap which coincides with the spectral gap of an extremely simplified version of the chain. Another way of restating the same concept is: some families of Cayley graphs have a spectral gap which can be found in a very low dimensional representation of the underlying group. We will present a general approach which could be useful when going fishing for this phenomenon in an arbitrary finite group. Two specific examples will be discussed: the case of the symmetric group which corresponds to the "original" Aldous' spectral gap conjecture, proven in 2010 by Caputo, Liggett and Richthammer, and case of the Weyl group W(B_n) we studied in a recent paper.

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Postdoc - Hokkaido University
by Paolo Dai Pra 30 Oct '18

30 Oct '18

Vi inoltro l'annuncio di una borsa postdoc alla Hokkaido University. Paolo Dai Pra %%%%%%%%%%%%%%%%%%%%%%% I announce a Postdoc position in my group project under the CREST project ``Technology for Computing Revolution for Society 5.0": http://www.jst.go.jp/kisoken/crest/en/research_area/ongoing/areah30-4.html Team Hokkaido is trying to build a new computing system based on the Ising model. The team consists of four groups, one of which is my Mathematical Science Group. There are 11 other members, 4 of which are faculty members, 7 others are graduate students. We are investigating the following problems rigorously: 1. Find a best possible embedding of an Ising model on a irregular graph to an Ising model on a given regular graph. 2. Find the ground state of the above Ising model on the regular graph by a sampler faster than, say, Glauber dynamics. 3. Find how stable the ground state is against noise in coupling coefficients and/or external magnetic fields. 4. Find killer applications of the Ising computer. The posdoc position is a 2-year position, starting from April 2019 the earliest, with possible 2-year extension (depending on performance). The net salary will be ranging from 3,769,524 JPY to 5,689,524 JPY (depending on previous experiences). The deadline of application (send via email a CV and a list of publications to: sakai(a)math.sci.hokudai.ac.jp) is set on December 15, 2018. Best regards, Akira Sakai Department of Mathematics Hokkaido University Nishi 8-chome, Kita 10-jo, Kita-ku Sapporo, Hokkaido 060-0810 JAPAN http://www.math.sci.hokudai.ac.jp/~sakai sakai(a)math.sci.hokudai.ac.jp

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Seminario a Bologna del prof. Macci
by Massimo Campanino 29 Oct '18

29 Oct '18

Il giorno mercoledì 7 novembre alle ore 17 nell'aula al VII piano del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Claudio Macci del Dipartimento di Matematica dell'Università di Roma Tor Vergata terrà un seminario dal titolo Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets Abstract: We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study t he asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti

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Seminario di Probabilita`, Universita` La Sapienza
by Faggionato, Alessandra 26 Oct '18

26 Oct '18

Martedi` 30 Ottobre alle ore 14 in Aula di Consiglio, Dipartimento di Matematica, Universita` La Sapienza, ci sara' il seguente seminario: Speaker: Giacomo di Gesu' (Universita' di Vienna) Title: Small noise asymptotics for stochastic Allen-Cahn equations in finite volume Abstract: We consider lattice approximations of the Allen-Cahn equation on the torus perturbed by small space-time white noise and discuss metastable transition times between the two stable phases. Grazie per l'attenzione ************************************************* 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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Assegno di Ricerca - UNIMI
by Giacomo Aletti 25 Oct '18

25 Oct '18

Gentili Colleghi, vi segnalo che, presso il Dipartimento di Scienze e Politiche Ambientali, Università degli Studi di Milano, è stato bandito un assegno di ricerca di tipo B della durata di 12 mesi nell'ambito del scientifico-disciplinare delle Scienze matematiche e informatiche. BANDO: http://www.unimi.it/ricerca/assegni_ricerca/124378.htm SCADENZA: 16/11/2018. La ricerca si svolge nell'ambito nell’ambito del programma di ricerca dal titolo “Quantitative analysis of agricultural land use changes due to the new greening payment in Lombardy”, e richiede le attività che sono sinteticamente qui riportate: 1) Data cleaning 2) Data integration 3) Model development 4) Code writing 5) Data Analysis 6) Reports/Papers writing Si prega di darne massima diffusione. Cordialmente, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario tra Geometria e Probabilita' di Daniele Agostini a Roma Tre il 29-10-2018
by Pietro Caputo 23 Oct '18

23 Oct '18

Daniele Agostini (Max-Plank Institute fur Mathematik, Leipzig) Titolo: Discrete Gaussians, theta functions and abelian varieties Lunedi' 29 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 009 Abstract The Gaussian distribution is a central object in mathematics and it can be characterised as the unique probability on the real numbers that maximises entropy, for fixed mean and variance. It turns out that the same property can be used to define a discrete Gaussian distribution on the integers. Moreover, the discrete Gaussian is parametrised naturally by the Riemann theta function, and, as such, it has a natural connection to the theory of abelian varieties in algebraic geometry. The aim of the talk is to present this connection and to show how question in probability give rise to natural problems in algebraic geometry and viceversa. This is joint work with Carlos Amendola (TU Munich).

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Workshop in Financial Mathematics in Padova
by Giorgia Callegaro 22 Oct '18

22 Oct '18

Dear colleagues, we are pleased to announce that the (mini) “Workshop in Financial Mathematics” will be held the 12 November 2018 at the Department of Mathematics of the University of Padova. The Workshop will start at 2.30 pm (in “Sala Riunioni” VII floor, stairs B) and it will finish at 6pm. The list of invited speakers is available at the conference website: https://events.math.unipd.it/WFM2018/node/1 There is no registration fee, but all participants are kindly requested to register to the Workshop via the online form available here: https://events.math.unipd.it/WFM2018/node/27 See you in Padova! The organising committee Giorgia Callegaro Martino Grasselli Wolfgang Runggaldier Tiziano Vargiolu -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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(senza oggetto)
by Massimo Campanino 22 Oct '18

22 Oct '18

Il giorno giovedì 15 novembre alle ore 16 nell'aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna (pazza Porta S. Donato 2) il dott. Gianluca Bosi dell'Università di Bologna terrà un seminario dal titolo Revolving random walks in 2D: analysis of type and winding number. We consider simple random walks on two directed versions of the $\mathbb{Z}^2$ lattice; one characteristic feature of these random walks is that they are bound to revolve, according to the orientation prescribed by the edges. The first model was studied by Campanino and Petritis(‘03) and shown to be transient; the other one appeared recently in a paper by Menshikov et al. (’17), where the authors conjectured its recurrence. We shall indeed confirm this conjecture: our proof is done by considering a continuous analogue of the random walk and then applying the Lyapunov function criteria. On the other hand, we obtain a local limit theorem for the return probabilities of the first random walk, which in particular gives a new proof of transience. Finally, we deduce some results related to the winding number for both random walks. This results are joint work with Y.Peres (Microsoft Research, Redmond) and Y.Hu (University of Washington).

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Fwd: RS&A2019
by Gustavo Posta 22 Oct '18

22 Oct '18

Begin forwarded message: > From: The 19th International Conference on Random Structures and Algorithms <rsa2019(a)amu.edu.pl> > Date: 22 ottobre 2018 13.51.37 GMT+02.00 > To: ukryci-adresaci: ; > Subject: RS&A2019 > > > > The 19th International Conference on > RANDOM STRUCTURES AND ALGORITHMS > Zurich, 15-19 July, 2019 > > > We are pleased to announce that the 19th International Conference on Random Structures and Algorithms "RS&A2019" will be held at the ETH in Zurich, 15-19 July, 2019. > > The list of invited speakers is available at the conference website: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…; > the registration is already open: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…. > > We have some limited funding (in terms of accommodation and a per diem) available for graduate students or postdocs. The application form can be found under the link: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al… > > More information will be available soon. > > With best regards, > The organizers > > © 2018 - RSA2019 >

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Assegno di ricerca, Università Milano-Bicocca
by andrea ongaro 22 Oct '18

22 Oct '18

Si informa che presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d’Impresa dell’Università Milano-Bicocca è stato bandito un assegno di ricerca (tipo A1, Junior) della durata di 24 mesi rinnovabili sul tema: “Modelli non standard per dati ad elevata complessità”. SCADENZA: 6 novembre 2018. BANDO: https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ… Cordialmente Andrea Ongaro

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Seminario BELITSER
by Matteo Ruggiero 22 Oct '18

22 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 26 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eduard BELITSER (Vrije Universiteit Amsterdam) ROBUST INFERENCE FOR GENERAL PROJECTION STRUCTURES BY EMPIRICAL BAYES AND PENALIZATION METHODS We develop a general framework of projection structures and study the problem of inference on the unknown parameter within this framework by using empirical Bayes and penalization methods. The main inference problem is the uncertainty quantification, but on the way we solve the estimation and posterior contraction problems as well (also a weak version of structure recovery problem). The approach is local in that the quality of the inference procedures is measured by the local quantity, the oracle rate, which is the best trade-off between the approximation error by a projection structure and the complexity of that approximating projection structure. The approach is also robust in that the stochastic part of the general framework is assumed to satisfy only certain mild condition, the errors may be non-iid with unknown distribution. We introduce the excessive bias restriction (EBR) under which we establish the local (oracle) confidence optimality of the constructed confidence ball. As the proposed general framework unifies a very broad class of high-dimensional models interesting and important on their own right, the obtained general results deliver a whole avenue of results (many new ones and some known in the literature) for particular models and structures as consequences, including white noise model and density estimation with smoothness structure, linear regression and dictionary learning with sparsity structures, biclustering and stochastic block models with clustering structure, covariance matrix estimation with banding and sparsity structures, and many others. Many adaptive minimax results over various scales follow from our local results. (Joint work with N. Nurushev.) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Winter Workshop on Complex Systems 2019 in Zakopane
by Mateusz Wilinski 18 Oct '18

18 Oct '18

Dear All, next year the Winter Workshop on Complex Systems will be held in Zakopane (Poland) from 4th to 8th February 2019. The event is tailored for PhD students and young scientists working in the broad area of Complex Systems (including problems from Biology, Physics, Finance and Economy, Machine Learning and many more). The call for participation in the 2019 edition is now open and the application deadline is 31st of October. All the details are available at: http://wwcs2019.org The cost of the workshop is just 100 euros, which includes accommodation, food, transport from Cracow, social events and more. Participants will also have the chance to interact and hear lectures from exciting scientist, namely: Fabrizio Lillo, Chiara Poletto, Pere Colet and Piotr Fronczak. I hope to see applications from many of you. :) We would also be really happy, if you could help to spread the information and encourage others to apply. Best wishes, on behalf of the organizing committee Mateusz Wilinski

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Bootstrap percolation: subcritical universality class and oriented percolation - Seminario di Ivailo Hartarsky il 24/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Ivailo Hartarsky (ENS, France) Titolo: Bootstrap percolation : subcritical universality class and oriented percolation Mercoledi' 24 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Bootstrap percolation is a wide class of deterministic monotone cellular automata with random initial state closely related to several other statistical physics models such as the kinetically constrained spin models for the spin glass transition. There are three `universality classes' of bootstrap percolation in two dimensions. Of them the `subcritical' ones those exhibiting a non-trivial phase transition are by far the most poorly understood. In this work we develop a first approach for studying them. We will start with a gentle introduction to the field and its universality picture to provide the necessary background. We will then introduce the main new notion of critical density and state our main result. We will then illustrate the method by applications to concrete examples yielding new and old results in the area. The approach establishes and exploits a tight connection with a new generalization of classical oriented percolation, whose further study will have a direct impact on bootstrap percolation. The talk will be based on the preprint arxiv:1806.11405.

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Assegno di ricerca presso Politecnico di Milano
by Alessandra Menafoglio 16 Oct '18

16 Oct '18

Il Dipartimento di Matematica del Politecnico di Milano ha bandito un assegno di ricerca di 12 mesi descritto in dettaglio al link https://www.polimi.it/index.php?id=3971 <https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5bID%5d=7923> &tx_wfqbe_pi1%5bID%5d=7923 sul tema Modellazione statistica e numerica di trasporto di sedimenti in bacini montani nell'ambito della partecipazione del laboratorio MOX al progetto della Fondazione CARIPLO SMART-SED. Eventuali interessati possono contattare <mailto:luca.bonaventura@polimi.it> luca.bonaventura(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it per maggiori informazioni. La scadenza del bando è il 25 ottobre 2018 e la prevista data per la presa di servizio il primo dicembre 2018. Grazie in anticipo per la diffusione a tutti i potenziali interessati. Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminario di Clement Erignoux il 23/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Clement Erignoux Universita' di Roma Tre Titolo: Hydrodynamics for a non-ergodic activated exclusion process Martedi' 23 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Abstract The Entropy Method introduced by Guo, Papanicolaou and Varadhan (1988) has been used with great sucess to derive the scaling hydrodynamic behavior of wide ranges of conserved lattice gases (CLG). It requires to estimate the entropy of the measure of the studied process w.r.t. some nice, usually product, measure. In this talk, I will present an exclusion model inspired by a model introduced by Goncalves, Landim, Toninelli (2008), with a dynamical constraint, where a particle at site x can only jump to x+delta iff site x-delta (delta=pm1) is occupied as well. I will give some insight on the different microscopic and macroscopic situations that can occur for this model, and briefly describe the steps to derive the hydrodynamic limit for this model by adapting the Entropy Method to non-product reference measures. I will also expand on the challenges and question raised by this model and on some of its nice mapping features. Joint work with O. Blondel, M. Sasada, and M. Simon.

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Fwd: avviso seminari di Matematica proff. Paolo Butta, Michela Ottobre e Boguslaw Zegarlinski (18.10.2018)
by Franco Flandoli 13 Oct '18

13 Oct '18

SEMINARI DI MATEMATICA Giovedì 18 ottobre 2018 *Scuola Normale Superiore* Pisa Sala Conferenze, Collegio Puteano si terranno i seguenti seminari: 14:30 *Paolo Buttà* ( Università di Roma "La Sapienza"), *“On the large deviations of interface motions in statistical mechanics models”* *Abstract:* *In this talk, I consider the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limit functionals provide, in the sense of large deviations theory, the probability of deviations from the mean curvature flow. I discuss, in the case of smooth interfaces, the derivation of these functionals, for which explicit formulae of the mobility and transport coefficients are given. This is joint work with L. Bertini and A. Pisante.* 15:20 *Michela Ottobre* (Heriot-Watt University, Edimburgh), *“Beyond the Hoermander condition”* *Abstract:* *The study of diffusion processes of elliptic and hypoelliptic type has by now produced a fully-fledged theory, involving several branches of mathematics: stochastic analysis, analysis of differential operators, (sub-)Riemannian geometry and control theory, just to mention the main players. One of the key steps in the development of such a theory has been the seminal paper of Hoermander and a large body of work has been dedicated for over 40 years to the study of diffusion processes under the Hoermander Condition (HC), which is a sufficient condition for hypoellipticity. We propose to study processes that do not, in general, satisfy the HC. In place of the HC, we wish to enforce a weaker condition, the so-called UFG condition, introduced by Kusuoka and Strook with probabilistic motivations, and, independently, by Sussman, Hermann and Lobry, this time in the field of control theory. In particular, Kusuoka and Strook showed that it is still possible to build a solid PDE theory for diffusion semigroups even in absence of the Hoermander condition. We will present new results on the geometry and long time behaviour of diffusion semigroups that do not satisfy the Hoermander condition. Our interest in UFG diffusions stems from the observation that they constitute a large class of SDEs which exhibit multiple invariant measures and such that it is possible to determine in a systematic way the basin of attraction of each equilibrium state. This is a joint work with P. Dobson (Maxwell Institute), T. Cass and D. Crisan (Imperial College).* 16:10 *Boguslaw Zegarlinski* (Imperial College London), *“Hypoelliptic diffusion in noncommutative setup”* *Abstract:* *I will review results and problems concerning hypoelliptic diffusion and coercive (Poincare and Log-Sobolev) inequalities.* Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Politecnico di Milano - Seminario Iacopini
by Laura Maria Sangalli 12 Oct '18

12 Oct '18

Si avvisa che in data 08-11-2018, alle ore 11:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Matteo Iacopini, Università Ca’ Foscari Venezia Titolo Bayesian Dynamic Tensor Regression Sommario Multidimensional arrays (i.e. tensors) of data are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well known multivariate models such as SUR, VAR, VECM, panel VAR and matrix regression models as special cases. For dealing with the over-parametrization and over-fitting issues due to the curse of dimensionality, we exploit a suitable parametrization based on the parallel factor (PARAFAC) decomposition which enables to achieve both parameter parsimony and to incorporate sparsity effects. Our contribution is twofold: first, we provide an extension of multivariate econometric models to account for both tensor-variate response and covariates; second, we show the effectiveness of proposed methodology in defining an autoregressive process for time-varying real economic networks. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with different size of the response and independent variables, proving computational efficiency even with high-dimensions of the parameter space. Finally, we apply the model for studying the temporal evolution of real economic networks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Seminario VAN DER PAS
by Matteo Ruggiero 12 Oct '18

12 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Stephanie VAN DER PAS (Leiden University) POSTERIOR CONCENTRATION FOR BAYESIAN REGRESSION TREES AND THEIR ENSEMBLES Since their inception in the 1980's, regression trees have been one of the more widely used nonparametric prediction methods. Tree-structured methods yield a histogram reconstruction of the regression surface, where the bins correspond to terminal nodes of recursive partitioning. Trees are powerful, yet susceptible to overfitting. Strategies against overfitting have traditionally relied on pruning greedily grown trees. The Bayesian framework offers an alternative remedy against overfitting through priors. Roughly speaking, a good prior charges smaller trees where overfitting does not occur. In this paper, we take a step towards understanding why/when do Bayesian trees and their ensembles not overfit. We study the speed at which the posterior concentrates around the true smooth regression function. We propose a spike-and-tree variant of the popular Bayesian CART prior and establish new theoretical results showing that regression trees (and their ensembles) (a) are capable of recovering smooth regression surfaces, achieving optimal rates up to a log factor, (b) can adapt to the unknown level of smoothness and (c) can perform effective dimension reduction. These results provide a piece of missing theoretical evidence explaining why Bayesian trees (and additive variants thereof) have worked so well in practice. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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numero speciale di DEF
by Rigo Pietro 10 Oct '18

10 Oct '18

La rivista Decisions in Economics and Finance (Springer) dedica un numero speciale al workshop The Mathematics of Subjective Probability (Milano, settembre 2018) Tutti gli interessati (anche se non hanno partecipato al workshop) sono invitati a sottomettere i loro lavori. La deadline e' 28 febbraio 2019. Ulteriori informazioni nel file allegato. Pietro Rigo

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12th Bayesian nonparametrics workshop
by Fabrizio Leisen 08 Oct '18

08 Oct '18

Dear All, the 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). *****CALL for CONTRIBUTED TALKS**** The Scientific Committee invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. You can submit your abstract at: https://www.stats.ox.ac.uk/bnp12/index.html#abstract *****Call for TRAVEL SUPPORT***** The submission of applications for travel support opens on 1st October 2018 and closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oral if awarded the travel support. Please see the following link for further details. https://www.stats.ox.ac.uk/bnp12/index.html#travelsupport Best Wishes, Fabrizio Leisen -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Dottorato in Statistica - Univ. Bocconi (2019-2020)
by Antonio Lijoi 07 Oct '18

07 Oct '18

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics presso l'Universita' Bocconi, per l'a.a. 2019-2020. La scadenza per la presentazione delle domande e' l'1 Febbario 2019. Saluti, AL ------------------------------------------------- PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------- The Bocconi PhD School provides 4 scholarships for the PhD in Statistics and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) -- Antonio Lijoi Bocconi University http://mypage.unibocconi.it/antoniolijoi

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seminar announcement
by Marco Scarsini 05 Oct '18

05 Oct '18

October 11th, 2018, 12:00 *Department of Economics and Finance* *LUISS* Room 207, Viale Romania 32 00196 Roma *Speaker: *Vianney Perchet, École Normale Supérieure, Paris *Title: * *“Dynamic Pricing with Finitely Many Unknown Valuations”* *Abstract:* *“We consider revenue maximization in stochastic dynamic pricing where the distribution of buyers' private values is supported on an unknown set of points of unknown cardinality. This choice of setting is well-suited to model scenarios in which buyers are grouped in an unknown number of latent types, characterized by their private values for the good on sale. We focus on the construction of learning algorithm, using ideas and techniques from multi-armed bandit literature. We will show that if there are only two different possible, but unknown, private values, then the learning cost (called ``regret'') is not bigger than if the values are known (but not the demand at those points).We also consider the case of arbitrarily large number of private values, and show that logarithmic regret is only possible under some specific additional assumptions on the model and we provide such an algorithm.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di E. Bisi a Milano - Bicocca (5 ottobre 2018)
by Francesco Caravenna 04 Oct '18

04 Oct '18

Scusandomi per lo scarso preavviso, segnalo il seguente seminario di probabilità che si terrà domani a Milano - Bicocca. Nell'ambito del ciclo "Insalate di matematica", venerdì 5 Ottobre alle ore 13.30 Elia Bisi (University College Dublin) terrà un seminario dal titolo: "How long does it take to go through a sequence of N queues?" nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, terzo piano, via Cozzi 55, Milano). Trovate il sommario al seguente indirizzo: https://drive.google.com/file/d/1tcyQ3_hxS7SmifbmQ_ZIZT6YUHa86S-L/view?usp=… Tutti gli interessati sono invitati a partecipare. -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario di Probabilità - Padova
by Paolo Dai Pra 04 Oct '18

04 Oct '18

SEMINARIO DI CALCOLO DELLE PROBABILITA' Ho il piacere di invitarvi al seguente seminario, che si terrà Venerdì 12 Ottobre alle 11:30, nella Sala Riunioni del VII piano della Torre Archimede, in Via Trieste 63, Padova, LUISA ANDREIS (Weierstraß-Institut für Angewandte Analysis und Stochastik - WIAS) Titolo: A large-deviations approach to the multiplicative coagulation process Abstract: At least since the days of Smoluchovski, there is a desire to understand the behaviour of large particle systems that undergo chemical reactions of coagulation type. One of the phenomena that attracts much attention is the question for the existence of a phase transition of gelation type, i.e., the appearance of a particle of macroscopic size in the system. In this talk, we consider the (non-spatial) coagulating model (sometimes called the Marcus-Lushnikov model), starting with N particles with mass one each, where each two particles coagulate after independent exponentially distributed times that depend on a given coagulation kernel, function of the two masses. We focus on the case in which the corresponding coagulation kernel is multiplicative in the two masses, hence the process is identified as the multiplicative coagulation process. This case is of particular interest also for its strong relations with the time dependent Erdös-Rényi random graph. We work for fixed time t > 0 and derive, for the number N of initial particles going to infinity, a joint large-deviations principle for all relevant quantities in the system (microscopic, mesoscopic and macroscopic particle sizes) with an explicit rate function. We deduce laws of large numbers and in particular derive from that the well-known phase transition at time t = 1, the time at which a macroscopic particle (the so-called gel) appears, as well as the Smoluchovski characterisation of the statistics of the finite-sized particles. This is a joint work with Wolfgang König and Robert Patterson (WIAS). Paolo Dai Pra

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RTDA mat/06 presso il Dipartimento di Matematica, La Sapienza.
by Faggionato, Alessandra 04 Oct '18

04 Oct '18

Buongiorno è stato pubblicato sul sito web del Dipartimento e di Ateneo il seguente bando per ricercatore a tempo determinato di tipologia A https://web.uniroma1.it/trasparenza/sites/default/files/bando%20RTD_A%202_2… n. 2_2018 per il conferimento di n. 1 posto da ricercatore a tempo determinato Settore concorsuale 01/A3 SSD: MAT/06 scadenza: 1° novembre 2018 Vi prego di trasmetterne notizia ai possibili interessati Grazie per la collaborazione Saluti Alessandra -- ************************************************* 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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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 04 Oct '18

04 Oct '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *“**Dynamic networks: measure, model and mitigate financial risks”* and it is funded by the Scuola Normale. The details of the call are at - ITA: *https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-di-ricerca-%E2%80%9Creti-dinamiche-il-rischio-finanziario-misure-e-modelli%E2%80%9D <https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-…>* - ENG: *https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdynamic-networks-measure-model-and-mitigate-financial <https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdy…>* The deadline is October 23. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Daniele Tantari

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Seminario di Alessandra Caraceni a Roma Tre il 17/10/18
by Pietro Caputo 03 Oct '18

03 Oct '18

Alessandra Caraceni (University of Bath, UK) Titolo: Polynomial mixing time for edge flips on quadrangulations. Mercoledi' 17 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract This talk will revolve around recent joint work with Alexandre Stauffer in which we give the first polynomial upper bound for the relaxation time of the edge flip Markov chain on rooted quadrangulations. A quadrangulation of size n is a connected planar graph endowed with a cellular embedding in the sphere such that all of its n faces have degree 4, considered up to orientation-preserving homeomorphisms of the sphere itself; we call it rooted when it is endowed with a distinguished oriented edge. Given a (rooted) quadrangulation of size n, a step of the Markov chain we are interested in a so-called “edge flip” consists in choosing an edge uniformly at random, deleting it and replacing it with one of the three possible edges (two when the original edge is adjacent to only one face) which, if drawn, recreate a quadrangulation. We will see how one can relate the edge flip chain on quadrangulations to a “leaf translation” chain on plane trees (which has a natural interpretation as a chain on the set of Dyck paths, and on other Catalan structures as well). Having discussed how to set up a successful comparison between the two chains which exploits the well-known bijection by Schaeffer and a specific construction of leaf translations as sequences of edge flips, we shall estimate the relaxation time of the leaf translation chain by improving on a result by Movassagh and Shor.

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4 PhD positions in Stochastics in Bochum and Essen (Germany)
by Hutzenthaler, Martin, Prof. Dr. 03 Oct '18

03 Oct '18

Dear Random, The Research Training Group High-Dimensional Phenomena in Probability - Fluctuations and Discontinuity (RTG 2131), funded by the Deutsche Forschungsgemeinschaft (DFG), invites applications for * 4 Ph.D. positions (salary scale TV-L E 13, 75%; including social benefits) for a three-year structured Ph.D. program. Start of the positions will be October 1st, 2018. The RTG is based at the faculties of mathematics at the three universities of Bochum<http://www.ruhr-uni-bochum.de/>, Dortmund<https://www.tu-dortmund.de/uni/Uni/index.html> and Duisburg/Essen<https://www.uni-due.de/>, Germany. Candidates should have obtained (or be about to obtain) a M.Sc. degree (or equivalent) in mathematics or closely related fields with excellent results, and intend to pursue graduate studies in mathematics within the research areas of the RTG. All graduate students will be expected to work towards a Ph.D. degree at one of the universities in Bochum<http://www.ruhr-uni-bochum.de/> and Duisburg/Essen<https://www.uni-due.de/>. No German language skills are required. The topics of the 4 projects are: * Probabilistic Networks * The separation of time-scales in the Buri-experiment * Applications of isomorphism theorems to continuous state Markov chains and their continuum limits * Strong convergence rates for stochastic partial differential equations For a description of the projects go to https://wiki.ruhr-uni-bochum.de/RTG2131/images/4/4b/Promotionsbeschreibunge… Applications should provide the usual documents: * letter of application * curriculum vitae * copies of certificates * Diploma/masters thesis and relevant publications if available * statement of purpose sketching the applicants' research interests The RTG particularly encourages the applications of female candidates. Disabled persons will be given preferential treatment in cases of otherwise equal qualification. Applications and inquiries should be addressed to: Prof. Dr. Peter Eichelsbacher<http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html>, Coordinator, GRK 2131 Faculty of Mathematics, Ruhr University of Bochum NA 3/66, Universitätsstraße 150, 44780 Bochum, Germany preferably via e-mail to peter.eichelsbacher(a)rub.de<mailto:peter.eichelsbacher@rub.de> DEADLINE: Applications are requested before august 19th 2018 Best wishes, Martin Hutzenthaler ————————————— Prof. Dr. Martin Hutzenthaler University of Duisburg Essen Thea-Leymann-Str. 9 45127 Essen, Germany Phone: +49 (0)201 183 6844 Fax: +49 (0)201 183 2381 martin.hutzenthaler(a)uni-due.de<mailto:martin.hutzenthaler@uni-due.de> https://www.uni-due.de/mathematik/ag_stochastische_analysis/

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Avviso di Seminario: Prof Leonenko
by Enrica Pirozzi 02 Oct '18

02 Oct '18

AVVISO di SEMINARIO Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminario K. Colaneri - Università di Milano-Bicocca
by elena bandini 02 Oct '18

02 Oct '18

Annuncio di Seminario Speaker: Katia Colaneri (University of Leeds) Titolo: Indifference pricing of life insurance contracts in a market with longevity bounds via BSDEs under partial informations. Giovedì' 04 Ottobre 2018, ore 12:00 Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca Via Cozzi 55, Milano - edificio U5 - Aula 3014 Abstract: We investigate the pricing problem of a pure endowment contract when the insurer has a limited information on the mortality intensity of the policyholder. We consider a financial market, where investments in a riskless asset, a risky asset and a longevity bond are allowed. Our modelling framework that takes into account mutual dependence between the financial and the insurance markets via an observable stochastic process, which affects the risky asset and the mortality index dynamics. Computing indifference price amounts to solve a stochastic control problem. Under partial information this methodology requires filtering techniques that can reduce the original control problem to an equivalent problem in complete information. We characterize the value function as well as the indifference price in terms of the solution to a quadratic-exponential backward stochastic differential equation. Tutti gli interessati sono invitati a partecipare. Cordialmente, Elena Bandini

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de Finetti Risk Seminar - October 2018
by Emanuela Rosazza 01 Oct '18

01 Oct '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture (Boundary) regularity for solutions of the Plateau problem Guido De Philippis Scuola Internazionale Superiore di Studi Avanzati Abstract: Plateau problem consists in finding the surface of minima area spanning a given boundary. Since the beginning of the 50’s the study of this problem led to the development of fundamental tools in Geometric Analysis and in the Calculus of Variations. Aim of the talk is to give an overview of the problem and of the techniques used to solve it. In the end I will also present some recent results concerning boundary regularity. LOCATION: The seminar will be held on Wednesday, October 3, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Interest: 2 Associate Professor positions
by Roberto Casarin 29 Sep '18

29 Sep '18

Dear Colleagues, The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for two Associate Professor positions in any area of *Economics*, *Econometrics *and *Finance*. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at http://www.unive.it/pag/28365/. The Associate Professorships are tenured positions. Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, including grant application and project management. Standards of excellence in teaching are also expected. All positions will start in 2019. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. Knowledge of Italian is not required. *Application Instructions** *Applications should be received by October 31st, 2018. They should include a CV, and should be sent to *recruiting.dec(a)unive.it.** * There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. best regards Roberto -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Seminario QUINTANA
by Matteo Ruggiero 28 Sep '18

28 Sep '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 5 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Fernando A. QUINTANA (Pontificia Universidad Catolica de Chile) DISCOVERING INTERACTIONS USING COVARIATE INFORMED RANDOM PARTITION MODELS Combination chemotherapy treatment regimens created for patients diagnosedwith childhood acute lymphoblastic leukemia have had great success inimproving cure rates. Unfortunately, patients prescribed these types oftreatment regimens have displayed susceptibility to the onset ofosteonecrosis. Some have suggested that this is due to pharmacokineticinteraction between two agents in the treatment regimen (asparaginase anddexamethasone) and other physiological variables. Determining whichphysiological variables to consider when searching for interactions inscenarios like these, minus a priori guidance, has proved to be achallenging problem, particularly if interactions influence the responsedistribution in ways beyond shifts in expectation or dispersion only. We propose an exploratory technique that is able to discoverassociations between covariates and responses in a very general way. Theprocedure connects covariates to responses very flexibly through dependentrandom partition prior distributions, and then employs machine learningtechniques to highlight potential associations found in each cluster. Weapply the method to data produced from a study dedicated to learning whichphysiological predictors influence severity of osteonecrosis multiplicatively. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. N. Leonenko - Roma
by Luisa Beghin 28 Sep '18

28 Sep '18

*Seminario congiunto Università Sapienza - Tor Vergata, Roma* *Mercoledì 3 ottobre 2018* Ore 15:00, Aula 34 (iv piano) Dipartimento di Scienze Statistiche, Sapienza *Titolo: *Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes *Speaker:* Prof. N. Leonenko (Cardiff University, UK) *Abstract:* Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. In this paper we investigate the limiting behavior of integrated supOU processes with finite variance. We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. SupOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments. We establish this rate for each of the four limiting scenarios. The rate changes at some point indicating that there is a change-point in the asymptotic behavior of absolute moments. For such a behavior to be possible, the moments in the limit theorem do not converge beyond some critical point. We show that this point is related to the dependence structure of the supOU process. The intermittency phenomenon appears also in some other models, for example, Intermittency of trawl processes. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Tutti gli interessati sono invitati ad intervenire. Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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