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Fwd: [iwfos2017] IWFOS 2017. Third Announcement: extended deadline and possibility for submitting short abstracts (one page)
by enea giuseppe bongiorno 05 Jan '17

05 Jan '17

*4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017)* *Third Announcement: extended deadline and possibility for submitting short abstracts (one page)* Dear Colleagues, Dear Friends, We announce that: *SUBMISSIONS: *Authors can choose between submitting short contributions (6-8 pages in the required format, as up to now) or short abstracts (one page). Accepted short contributions will be collected in a book published by *Springer* <http://www.springer.com/gp/>, but not the short abstracts. *DEADLINE TO SUBMIT SHORT CONTRIBUTIONS: *December 31st, 2016. January 23rd, 2017. *DEADLINE TO SUBMIT SHORT ABSTRACTS FOR ORAL PRESENTATION: *January 23rd, 2017. *DEADLINE TO SUBMIT SHORT ABSTRACTS FOR POSTER PRESENTAT.: *May 18th, 2017. More information can be found at the* WEBSITE: *http://iwfos2017.udc.es *CONTACT: *iwfos2017(a)udc.es <iwfos2017(a)udc.xn--es-qia> Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees, Ricardo Cao Philippe Vieu Germán Aneiros Enea Bongiorno

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11/01/17 Seminario di Boguslaw Zegarlinski a Roma Tre
by Pietro Caputo 05 Jan '17

05 Jan '17

********** SEMINARIO Probabilita' Prof. Boguslaw Zegarlisnki (Imperial College, London UK) Titolo: Dissipative Dynamics for Large Interacting Systems" Mercoledi' 11 gennaio 2017 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, Aula 311 Abstract: I will review recent results and open problems concerning constructions and ergodicity of dissipative dynamics for classical large interacting systems. In particular I will talk about dynamics defined by formally hypoelliptic generators and some generalised Dunkl type extensions, and how to control their long time behaviour (by use of coercive inequalities or generalised gradient type bounds). *************

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annuncio di seminario
by Piccioni, Mauro 03 Jan '17

03 Jan '17

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 10 gennaio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Antonio Lijoi, Dipartimento di Economia e Management, Università di Pavia* *Titolo: Bayesian nonparametric inference with heterogeneous data* *Abstract: * *The talk provides an overview of some recent work on random probability measure vectors and their role in Bayesian statistics. Indeed, dependent nonparametric priors are useful tools for drawing inferences on data that arise from different, though related, studies or experiments and for which the usual exchangeability assumption is not satisfied. The presentation will focus on models based on completely random measures, or suitable transformations thereof, that have an additive, a hierarchical and a nested structure. Some of their distributional properties relevant for prediction will be discussed. These theoretical results are, then, used for devising Markov chain Monte Carlo algorithms that will be implemented within some illustrative examples for analyzing data in the contexts of species sampling problems and survival analysis.* *Tutti gli interessati sono invitati ad intervenire.* *Per richieste di informazioni scrivere a piccioni(a)mat.uniroma1.it <piccioni(a)mat.uniroma1.it>.*

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Fwd: Searching fot PhD candidates - announcement
by enea giuseppe bongiorno 30 Dec '16

30 Dec '16

Gent.mi colleghi, ricevo ed inoltro l'annuncio di posizioni aperte all'Università di A Coruna. Buone feste a tutti, E.Bongiorno ---------- Forwarded message ---------- From: Ana Almécija Pereda <ana.almecija(a)udc.es> Date: 29 December 2016 at 13:03 Subject: Searching fot PhD candidates - announcement To: ana.almecija(a)udc.es Dear Sir/Madam: On behalf of professors Ricardo Cao Abad and Juan Vilar Fernández, coordinators of the research group Modeling, Optimization and Statistical Inference (MODES) of the University of A Coruña (UDC), I forward the attached announcement in order to select candidates to perform their PhD in the group MODES. The profile of candidates is that of a graduate or an engineer with a solid background in mathematics and sttistics, who has completed or is completing a master's degree. He/she should be able to enroll in a doctoral program in 2017, if possible in February. Those selected may be hired under one of the research projects in force in the MODES group. In addition, they will be able to request, together with the MODES group, an aid for the training of university professors (FPU), the Training and Mobility subprograms included in the State Program for Promotion of Talent and their Employability, within the framework of the Spanish State Plan Scientific and Technical Research and Innovation 2013-2016. Please, would you be so kind as to spread this announcement among potential candidates? Do not hesitate to contact me for any further information you may need. Thank you very much in advance. Kind regards, -- Ana Almécija Pereda Técnico de Gestión de Proyectos Departamento de Matemáticas Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 (ext. 1308) ana.almecija(a)udc.es

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Seasons Greetings and First Reminder: Australasian Commodity Markets Conference, 6-7 April, 2017 at Macquarie University, Sydney, Australia (fwd)
by Tiziano Vargiolu 29 Dec '16

29 Dec '16

---------- Forwarded message ---------- Date: Sat, 24 Dec 2016 01:24:17 +0000 From: Stefan Trueck <stefan.trueck(a)mq.edu.au> To: Stefan Trueck <stefan.trueck(a)mq.edu.au> Cc: Lurion De Mello <lurion.demello(a)mq.edu.au>, Linda Drake <linda.drake(a)mq.edu.au> Subject: Seasons Greetings and First Reminder: Australasian Commodity Markets Conference, 6-7 April, 2017 at Macquarie University, Sydney, Australia We wish you and your family a Merry Christmas and a Happy New Year! Please find attached the 'Call for Papers' for the 1st Australasian Commodity Markets Conference to be held on 6-7 April, 2017 at Macquarie University, Sydney, Australia. The conference will be organized by Macquarie University's Centre for Financial Risk and will be held in conjunction with the Journal of Commodity Markets. The deadline for submission of papers is January 20, 2017. Decisions on accepted manuscripts will be announced by January 31, 2017. Further information about the conference can be found here: https://www.mq.edu.au/research/research-centres-groups-and-facilities/prosp… Please feel free to forward this invitation to others who might be interested in the conference. The Conference Organizing Committee, Linda Drake, Lurion De Mello and Stefan Trueck Stefan Trueck Professor of Finance Co-Director, Centre for Financial Risk Macquarie University email: stefan.trueck(a)mq.edu.au<mailto:stefan.trueck@mq.edu.au> Tel. +61 (0)2 9850 8483<tel:%2B61%20%280%292%209850%208483>

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5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017) (fwd)
by Tiziano Vargiolu 29 Dec '16

29 Dec '16

---------- Forwarded message ---------- Date: Wed, 28 Dec 2016 08:05:25 +0000 From: Frederic Teulon <frederic.teulon(a)dbmail.com> To: Fr?d?ric Teulon <f.teulon(a)ipag.fr> Subject: 5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017) CALL FOR PAPERS 2017 INTERNATIONAL SYMPOSIUM ON ENVIRONMENT & ENERGY FINANCE ISSUES 22-23 May 2017 IPAG Business School, Paris Campus, 184 Boulevard Saint-Germain, 75006 Paris, France The 5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017), jointly organized by the IPAG Center for Energy Economics and Environment (IPAG Business School) and the Centre of Geopolitics of Energy and Raw Materials (Paris Dauphine University) with the support of the International Association for Energy Economics (IAEE), will take place on 22-23 May 2017 in Paris, France. It aims to provide academics, policymakers, and practitioners with a valuable forum for discussion and critical analysis of the major issues and challenges that interrelate energy, environment, macroeconomics and financial markets. TOPICS The conference organizers would like to invite the submission of both theoretical and empirical papers (in PDF files) relating to all aspects of environment, and energy markets as well as their interactions with financial markets. We welcome submissions in the following, but not limited to, topics: * Climate negotiations and scenarios for a +2? world * Corporate finance analysis for energy companies * Econometrics of energy markets * Energy and climate models * Energy and environment * Energy derivatives: pricing and hedging * Energy and financial market interactions * Energy issues in developing and emerging markets * Energy policies for low carbon transportation * Energy prices: modeling and forecasting * Energy risks: assessment and modeling * Electricity networks, smart-grids, electricity demand * Financial and economic analysis of energy markets * Financial regulation of energy and environmental markets * Finance and investment in renewable energy * Intergenerational choices under global environmental change * Hydroelectricity and water management * Natural resources, risk, welfare and social preferences * Oil and shale gas * Poverty and environmental impacts of electritcity price reforms * Renewable and low carbon technologies policy * Speculation and energy prices * State regulation and energy governance * Transportation charges in oil and natural gas industries GUEST KEYNOTE SPEAKERS * Professor Amy Myers Jaffe, University of California, United States * Professor Richard S.J. Tol, University of Sussex, United Kingdom PAPER SUBMISSION PROCEDURE Interested authors can submit their research papers (in PDF files), no later than March 5, 2017 via the Symposium website. https://isefi.sciencesconf.org/ SPECIAL ISSUE OF ENERGY POLICY A selection of high-quality papers submitted to the ISEFI-2017 Symposium will be published in a Special Issue of Energy Policy on the theme ?Energy and Environment: Transition Models and New Policy Challenges in the Post Paris Agreement?. IMPORTANT DATES * March 5, 2017: Submission deadline (full papers, PDF files) * March 25, 2017: Notification of acceptance/rejection * April 20, 2017: Registration deadline * May 22-23, 2017: Symposium event Please visit the conference website for more details: http://isefi.sciencesconf.org/. For general inquiries, please contact Anna Creti (anna.creti(a)dauphine.fr) Khaled Guesmi (khaled.guesmi(a)ipag.fr) or Duc Khuong Nguyen (duc.nguyen(a)ipag.fr)

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Simone Scotti seminar [ Comp.Science Dept. UniVr ; January 11, 2017 - 3:00 PM ]
by Luca di persio 28 Dec '16

28 Dec '16

Prof. Simone Scotti [ LPMA, Université Paris Diderot ], will be hosted by the Computer Science Department of the University of Verona (Strada le Grazie, 15, Verona) https://goo.gl/maps/7uSSJWCiZtC2 the next 11st of January 2017 (Wednesday). He will give the seminar *Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling* scheduled at the *Green Hall*, *starting from 15:00*, with the following *Abstract* We introduce a class of interest rate models, called the alpha-CIR model, which gives a natural extension of the standard CIR model by adopting the alpha-stable Lévy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign bond market such as the persistency of low interest rate together with the presence of large jumps at local extent. We emphasise on a general integral representation of the model by using random fields, with which we establish the link to the CBI processes and the affine models. Finally we analyse the jump behaviours and in particular the large jumps, and we provide numerical illustrations. This is a joint work with Ying Jiao and Chunhua Ma. *Here you can find more details*: http://www.di.univr.it/?ent=seminario&id=3847&lang=en Do not hesitate to contact me for further infos: luca.dipersio(a)univr.it Best, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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One-day workshop on Algebraic Statistics
by Eva Riccomagno 27 Dec '16

27 Dec '16

Buongiorno a Tutti, Si informa che lunedi’ 23 gennaio presso il Dipartimento di Matematica dell’Universita’ di Genova, aula 705, si terra’ un workshop di Statistica Algebrica con il programma in calce. Gli interessati sono cordialmente invitati a partecipare. Cordiali saluti, Eva Riccomagno ore 10.:30 Gherardo Varando, Computational Intelligence Group, Department of Artificial Intelligence, Technical University of Madrid http://cig.fi.upm.es/CIGmembers/gherardo_varando <http://cig.fi.upm.es/CIGmembers/gherardo_varando> TITLE: Polynomial representations of Bayesian network classifiers ABSTRACT: We briefly review our previous works on how to define families of polynomial that sign-represent decision functions induced by Bayesian network classifiers (BNCs). We show how to use those representations to bound the number of decision representable by BNCs and to study some extensions of BNCs to multi-label classification problems. We then expose the connections with algebraic statistic and in particular with the algebraic representation of discrete probability and conditional independence models. We conclude with some possible future lines of research. ore 11:30 Luigi Malago', Romanian Institute of Science and Technology - RIST TITLE: On the Geometry of Neural Networks: from 20-year-old Amari's natural gradient to these days ABSTRACT: Artificial neural networks consist of interconnected computational units, called neurons, which act as mathematical functions. From a mathematical perspective, a neural network is commonly defined as a composition of non-linear weighted sums, which transform input vectors to output vectors. Equivalently, from a probabilistic perspective, given an unknown probability distribution for the inputs, the network encodes a parametric conditional probability distribution, where the parameters are given by the connection weights. Information Geometry studies the geometry of statistical models with tools from differential and Riemannian geometry. Not surprisingly, one of the first applications of Information Geometry was related to the training of neural networks using the natural gradient. Neural networks were quite promising in the 80s in the machine learning community, but later on other methods gradually became more popular. More recently, starting from 2011-12, neural networks and their use in deep learning architectures have become prominent, thanks to their state-of-the-art performance in several different fields. In this talk we review the geometry of neural networks from the perspective of Information Geometry after almost 20 years from its conception, and we present some more recent applications of natural gradient-based methods for the training of deep neural networks. ore 14:00 Giovanni Pistone, ', de Castro Statistics, Collegio Carlo Alberto, Moncalieri TITLE: Geometries of the Gaussian Model ABSTRACT: In Information geometry, it is possible to define a number of different geometrical structures on the full Gaussian model: the Fisher-Rao Riemannian Manifold (S.T. Skovgaard 1981), the Wasserstein Riemannian Manifold (A. Takatsu 2011), the Exponential and Mixture Affine manifolds (G. Pistone & C. Sempi 1995). We discuss the features of these geometries, including the second order properties (e.g. Hessians), with special emphasis of the Wasserstein case. This turns out to be a special case of a more general set-up introduced in 2001 by R. Otto. Applications, due to L. Malagò (in progress), are presented. ————————————————————————————— Prof. Eva Riccomagno Dipartimento di Matematica - Universita` degli Studi di Genova Via Dodecaneso, 35 - 16146 Genova - ITALIA Tel: +39 - 010 - 353 6938 Fax: +39 - 010 - 353 6960 www.dima.unige.it/~riccomag

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postdoc
by davide gabrielli 22 Dec '16

22 Dec '16

Da: "karel netocny" <netocny(a)fzu.cz> A: "Karel Netocny" <netocny(a)fzu.cz> Inviato: Mercoledì, 21 dicembre 2016 16:21:06 Oggetto: Postdoctoral position Dear colleagues, I have recently got a 3-year grant from the Czech Science Foundation entitled "Stochastic thermodynamics of molecular systems: from classical to quantum" (2017-19). Included is a postdoctoral position for which I am now looking for a suitable candidate; see the attached announcement. I would be very grateful if you could announce this opening to possible candidates in your institution. The exact start date of the position can be negotiated (say, February - May 2017), however I would like to hear of a suitable person as soon as possible. Thank you very much in advance. Kind regards and best Christmas wishes from Prague. Karel Netocny

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Post doctoral position in probability - Paris
by pietro caputo 21 Dec '16

21 Dec '16

---------- Forwarded message ---------- From: Cristina Toninelli <cristina.toninelli(a)upmc.fr> Date: Wed, Dec 21, 2016 at 1:53 PM Subject: Post doctoral position in probability - Paris Dear friends and colleagues, I am currently advertising a postdoctoral position in Probability in University Paris Diderot, at the Laboratoire de Probabilites et Modeles Aleatoires. The position is funded by my European project MALIG. 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 2017, 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. I apologise if you receive this email more than once. The deadline for applications is 31th January 2017. Candidates can contact me directly for any additional informations cristina.toninelli(a)upmc.fr or visit the postdoc announcement on my website http://www.proba.jussieu.fr/~toninelli/postdoc.html Best regards, Cristina Toninelli

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2-years research grant
by Tiziano Vargiolu 21 Dec '16

21 Dec '16

Dear all, the Interdepartmental Centre "Giorgio Levi Cases" for Energy, Economics and Technology (University of Padova) issues a research grant on the topic "Capacity markets and the definition of the value of Reliability Options" to be performed at the Department of Mathematics under the supervision of Prof. Tiziano Vargiolu (as the scientific responsible), in cooperation with Prof. Fulvio Fontini, of the Department of Economics and Management. - duration: 24 month; - deadline: January 16, 2017 - topic: In energy markets, it is of particular interest the problem of a fair evaluation of Reliability Options (RO), namely, physical call options derived on electricity, issued by generators and acquired by a subject to hedge adequacy risk of power generation. The aim of this grant is to define a fair pricing of RO, which requires techniques which go beyond those classically used in financial markets to price and hedge derivative assets. - call for grant: http://www.math.unipd.it/it/news/?id=1962 The English version is at the bottom (3 downloadable files). The successful candidate will not have teaching duties (however there is in principle the possibility to teach if wanted) and will have access to the Department's fundings for travel. For further information, feel free to contact me (vargiolu(a)math.unipd.it) Please circulate -------------------------------------------------------------------------- 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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BISP10: Tenth Workshop on Bayesian Inference in Stochastic Processes
by fabrizio＠mi.imati.cnr.it 19 Dec '16

19 Dec '16

WORKSHOP announcement: BISP10, June 13-15, 2017, Milano, Italy We are glad to announce the 10th international workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP10), that will take place at Bocconi University, Milano, Italy, on June 13-15, 2017. The preliminary conference web page is www.unibocconi.eu/bisp10 The scientific program will feature invited and contributed sessions (from June 13, 9am, to June 15, 1pm) and a poster session on June 13, at 5:30pm - with a welcome cocktail and gathering. A social dinner is also planned on June 14. Invited speakers include, so far, Nial Friel, Peter Mueller, Nick Polson, Ananda Sen, Mark Steel, Rebecca Steorts, Matteo Borrotti, Annalisa Cadonna, Daniele Durante, Didem Egenem, David Ginsbourger, Sara Heaps, Julia Palacios, Lorenzo Trippa, Victor Veitch, Frank Wood and Giacomo Zanella. There will be also a special session organised by Richard Wilkinson on paleoclimate problems. Theoretical and applied contributions on Bayesian inference in stochastic processes are both welcome. A non-exhaustive list of topics includes Markov processes, temporal and spatial processes, empirical processes, birth-death and branching processes, queueing, computations and methods for complex structures, networks and relational data, signal processes, stochastic differential equations. The 2017 edition of BISP is dedicated to Pietro Muliere, on his 70th birthday, to honour his influential research contributions to the theory and the applications of stochastic processes and Bayesian inference. BISP10 will be preceded by a one-day conference on "Recent Developments in Bayesian Theory and Stochastic Processes", in honor of Pietro. www.unibocconi.eu/muliereconference IMPORTANT DEADLINES: - 15/2/2017: Abstract submission (for oral or poster presentation) - 01/3/2017: Decision on acceptance - 30/3/2017: Early registration at discounted rate The workshop is organised by Bocconi University, with the endorsement of ISBA and, very likely, other societies. Details on past BISP workshops can be found at http://www.maoner.com/bisp9.htm and http://www.mi.imati.cnr.it/conferences/BISP8/ We look forward to welcoming you at BISP10 in Milano in June! Best regards, Sonia Petrone and Fabrizio Ruggeri Chairs, Local and Scientific Committees -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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Fwd: Postdoc positions @ Warwick
by Marco Formentin 15 Dec '16

15 Dec '16

-------- Messaggio originale -------- Oggetto: Postdoc positions @ Warwick Data: 2016-12-15 14:10 Mittente: Martin Hairer <M.Hairer(a)WARWICK.AC.UK> Destinatario: APPLIEDPROB(a)JISCMAIL.AC.UK Dear friends and colleagues, I am currently advertising a two-year postdoctoral position in my group at Warwick, funded by the Philip Leverhulme Trust. The expected starting date for both positions is either August or September 2017, but this is relatively flexible, so a different date may be arranged. The successful candidates will not have teaching duties (however there is in principle the possibility to teach if wanted) and will have access to fundings for travel. Additional information and detailed instructions on how to apply are available at https://goo.gl/FupDk0 The deadline for application is the 15th of January 2017 and interviews are expected to take place mid-February. I would be grateful if you would bring this announcement to the attention of potential candidates and distribute it via local mailing lists. My apologies if you receive this email more than once. Best wishes, Martin -- Prof. Martin Hairer Department of Mathematics The University of Warwick http://www.hairer.org/ -- Marco Formentin, Post Doc Researcher Dept. Mathematics, University of Padova Padova, Italy Tel. +39 049 8271461 or + 39 3486431404

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ABS17 Applied Bayesian Statistics School
by Raffaele Argiento 14 Dec '16

14 Dec '16

Please find below the announcement of the 14th edition of the ABS (Applied Bayesian Statistics) Summer school on MODELING SPATIAL AND SPATIO-TEMPORAL DATA WITH ENVIRONMENTAL APPLICATIONS with Bruno SANSO', Professor of Statistics, University of California Santa Cruz, as lecturer. Like in the past four years, the 2017 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Raffaele Argiento ABS17 Executive Director Guido Consonni and Fabrizio Ruggeri ABS17 Directors ------------------------------------------------------------------------ ******************************* * ABS17 * ******************************* Applied Bayesian Statistics School MODELING SPATIAL AND SPATIO-TEMPORAL DATA WITH ENVIRONMENTAL APPLICATIONS June 19-23, 2017 Villa del Grumello, Como, Italy Lecturer: Bruno Sanso', Professor of Statistics, University of California Santa Cruz https://users.soe.ucsc.edu/~bruno/ The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs17.html <<<< Registration is now open. Please note that the conference room allows only for a limited number of participants. The ABS17 Secretariat can be contacted at abs17(a)mi.imati.cnr.it COURSE OUTLINE This course is intended for students who have a background in statistical methods and modeling. The course is focused on models for data that are spatially referenced and that evolve in time. We will develop models for stochastic processes that are indexed at irregularly scattered, fixed, locations. We will look into the theoretical properties of those models as well as into the computational issues involved in the estimation of their parameters. We will extend the analysis of fields of spatial observations that are collected in time. In particular, we will consider dynamically varying process where space and time interact. Real-data applications of Bayesian methods with MCMC techniques will be illustrated. Day 1: Introduction to Bayesian methods and hierarchical models. Examples of spatially referenced data. Basic properties of Gaussian random fields. Graphical exploration of spatial fields. Day 2: Variograms. Examples of families of correlations functions. Bayesian approach to estimation and prediction of spatial random fields. Day 3: The big data problem: reduced rank models and other modern approaches to dimension reduction. Day 4: Spatio-temporal models. Dynamic linear models: integro-differential equations. Day 5: Extensions PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions (run by a junior researcher), as well as participants' talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info will appear soon on the website). Como can be easily reached by train from Milan and its airports. More details are available on the website. -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

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seminario Volodin a Pisa
by RITA GIULIANO 14 Dec '16

14 Dec '16

Scusandomi in anticipo per lo scarsissimo preavviso, comunico che Mercoledì 14 dicembre alle ore 12.00 presso l’aula Seminari del Dipartimento di Matematica di Pisa, il Prof.Andrei Volodin (Universita' di Regina, Canada) terra' un seminario dal titolo "Negative Dependence of Random Variables” Cordiali saluti -- Rita Giuliano

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[iwfos2017] Reminder: IWFOS 2017. Call for Contributions (deadline: December 31st, 2016)
by enea giuseppe bongiorno 13 Dec '16

13 Dec '16

*4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017)* *LOCATION AND DATES: *A Coruña (SPAIN), June 15th - 17th, 2017. *DEADLINE TO SUBMIT SHORT CONTRIBUTIONS (6-8 pages in the required format): *December 31st, 2016. *PUBLICATIONS:* *Book of Proceedings:* Short versions (6-8 pages in the required format) of the accepted contributions (oral or poster) will be collected in a book published by *Springer* <http://www.springer.com/gp/>. *Special Issues in Scientific Journals*: This meeting will be the starting point for two Special Issues devoted to Functional Data Analysis: one in the *Journal of Multivariate Analysis* <http://www.journals.elsevier.com/journal-of-multivariate-analysis/call-for-…> and one in *Computational Statistics* <http://www.springer.com/statistics/journal/180>. It is worth mentioning that these Special Issues are not only open to the best presentations in IWFOS 2017, but also to any other innovative contributions in the field. *WEBSITE: *http://iwfos2017.udc.es Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees, Ricardo Cao Philippe Vieu Germán Aneiros Enea Bongiorno -- 4th International Workshop on Functional and Operatorial Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es

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probability postdoc position in Bristol, starting 1 Oct 2017
by Pietro Caputo 12 Dec '16

12 Dec '16

ricevo e inoltro ---------- Messaggio inoltrato ---------- Da: "Balint Toth" <Balint.Toth(a)bristol.ac.uk> Data: 11 Dic 2016 11:41 Oggetto: probability postdoc position in Bristol, starting 1 Oct 2017 A: "Balint Toth" <Balint.Toth(a)bristol.ac.uk> Cc: Dear Colleagues and Friends, I would very much appreciate if you could bring the following announcement of a position of Post-Doctoral Research Associate (shortly: postdoc position) at the School of Mathematics, University of Bristol, to the attention of relevant and interested applicants. *CLOSING DATE FOR APPLICATIONS 13 JANUARY 2013* \\\\\\\\\\\\\\\\\ Applications are invited for a 3 year Research Associate role in Mathematics, tenable from 1 October 2017 (or a nearby date to be agreed). The aim of this project, funded by EPSRC UK, is to perform cutting edge research in the following two fields of modern probability theory and stochastic processes: (a) random walks and diffusions with long memory (including self-interacting walks, walks in random environment, tracer diffusion in interacting particle systems); (b) stochastic representations in statistical mechanics with special emphasis on quantum spin and particle systems. The Research Associate will work with Professor Balint Toth <https://people.maths.bris.ac.uk/~mabat/> at the School of Mathematics <http://www.bristol.ac.uk/maths/>, University of Bristol <http://www.bristol.ac.uk/>. The applicant should have, or expect to hold shortly, a PhD in Mathematics or Theoretical Physics and experience in some aspect of probability theory, stochastic processes and/or mathematical statistical physics. The School of Mathematics <http://www.bristol.ac.uk/maths/>, University of Bristol <http://www.bristol.ac.uk/> is a leading centre of mathematical research in the UK and worldwide. The vibrant research atmosphere, seminars, colloquia and workshops held regularly there will secure an optimal professional environment for the prospective post holder. The School will occupy its new home, the fully renovated Fry Building <http://www.bristol.ac.uk/estates/projects/fry/> of the University at about the starting time of this position. This will be one of the few most stunning mathematics buildings of a UK university. The School of Mathematics is a supporter of the LMS Good Practice Scheme <http://www.bristol.ac.uk/maths/about/working-environment/> aiming at advancing women's careers in mathematics. For informal enquiries please contact: Professor Balint Toth <https://people.maths.bris.ac.uk/~mabat/> at <balint.toth(a)bristol.ac.uk> \\\\\\\\\\\\\\\\\ *CLOSING DATE FOR APPLICATIONS 13 JANUARY 2013* For full information about the job and online application click here <http://www.bristol.ac.uk/jobs/find/details.html?nPostingId=5266&nPostingTar…> . With best wishes, Balint ------------------------ Prof Balint Toth Heilbronn Chair of Probability School of Mathematics, University of Bristol http://www.maths.bris.ac.uk/~mabat/

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Saint-Flour Summer School
by Elvira Di Nardo 12 Dec '16

12 Dec '16

---------- Forwarded message ---------- Date: Mon, 12 Dec 2016 09:31:28 +0100 From: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> To: saintflour(a)math.univ-bpclermont.fr Subject: Saint-Flour 2017, July 2-14 FIRST ANNOUNCEMENT Dear colleagues The 47th Saint-Flour Probability Summer School will be held on July 2-14, 2017. This year, the three courses will be: Thierry Bodineau (Ecole Polytechnique): Large-scale dynamics of dilute gases Remco van der Hofstad (University of Technology, Eindhoven): Stochastic processes on random graphs Gabor Lugosi (Graduate School of Economics, Barcelona): Elements of combinatorial statistics Further information can be found on the conference website: recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- Laboratoire de Mathematiques Blaise Pascal, CNRS UMR 6620 Universite Clermont-Auvergne, Campus des Cezeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubiere cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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visitatore a Pisa
by RITA GIULIANO 09 Dec '16

09 Dec '16

Il Prof. Andrei Volodin (Universita' di Regina, Canada) e' ospite del Dipartimento di Matematica a Pisa fino al 3 gennaio 2017. Terra' prossimamente un seminario; titolo e data saranno comunicati appena possibile. -- Rita Giuliano

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Announcement for the IHES Summer School "Spectral Properties of large random objects"
by Pietro Caputo 08 Dec '16

08 Dec '16

ricevo e inoltro: --------------------------------- Dear Colleagues, This is an announcement for the Summer School "*Spectral Properties of large random objects*" which will be held at the Institut des Hautes Études Scientifiques (IHÉS) from July 17 to July 28, 2017. IHÉS is located in Bures-sur-Yvette, south of Paris (40 minutes by train from Paris). There will be 8 mini-courses *Charles BORDENAVE* (Université de Toulouse) *Spectrum of random graphs* *Paul BOURGADE* (New York University) *Universality and quantum unique ergodicity in random matrix theory* *Frédéric KLOPP* (Université Pierre et Marie Curie) *Large systems of interacting quantum particles in a random field* *Eyal LUBETZKY* (New York University) *Spectral vs. geometric approaches to random walks on random graphs* *Yuval PERES* (Microsoft Research) *The cutoff phenomenon and rate of escape for Markov chains* *Christophe SABOT* (Université de Lyon 1) *Self-interacting processes and random Schrödinger operators* *Balint VIRAG* (University of Toronto) *TBA* *Simone WARZEL* (Technische Universität München) *Topics in random operator theory* The IHÉS hopes to be able to provide partial financial support to cover housing for most accepted graduate students and postdocs. Some limited amount of additional funds will be available for special circumstances. Applications should be made using the webpage mentioned below. The deadline is March 15, 2017. All information about the summer school can be found at https://indico.math.cnrs.fr/event/1751/ <http://www.math.ubc.ca/Links/ssprob17/>. The school is open to everybody but intended primarily for young participants, including PhD students and postdoctoral fellows. Questions can be directed to jasserand(a)ihes.fr <jasserand@ihes.fr?subject=Spectral%20properties%20of%20large%20random%20objects> Do not hesitate to broadcast this announcement! -- ----------------------------------------------------------------- Hugo Duminil-Copin Permanent professor Email: duminil(a)ihes.fr Institut des Hautes Études Scientifiques (IHÉS) Phone: +33-160926643 Le Bois-Marie, 35 route de Chartres Fax: +33-160926669 91440 BURES-SUR-YVETTE (FRANCE) www: http://www.ihes.fr/~duminil/

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seminario Prof. Sergio Albeverio
by Emanuela Rosazza 08 Dec '16

08 Dec '16

Si avvisa che il giorno mercoledì 14 dicembre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4154) si terrà il seguente seminario: Speaker: Prof. Sergio Albeverio (Università di Bonn, Germania) Titolo: “Infinite dimensional integrals, asymptotics and some models in Mathematical Finance” Abstract: We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in areas like mathematical physics and finance. Some recent developments are also mentioned. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, 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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Avviso di seminari Prof. Eva LÖCHERBACH
by Enrica Pirozzi 07 Dec '16

07 Dec '16

Prof. Eva LÖCHERBACH Département de Mathématiques Faculté des Sciences et Techniques Université de Cergy-Pontoise TITLE: Modeling spike trains by systems of interacting Hawkes processes with (or without) memory of variable length Tuesday, December 13 at 15:30 Part I Wednesday, December 14 at 15:00 Part II Friday, December 16 at 11:00 Part III at Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. ABSTRACT: Let us consider a class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if this component has a spike or not at a given time. The system evolves as follows. For each component, the rate (in continuous time) or the probability (in discrete time) of having a spike depends on the entire time evolution of the system since the last spike time of the component. In discrete time this class of systems extends in a non trivial way both Spitzer's interacting particle systems, which are Markovian, and Rissanen's stochastic chains with memory of variable length which have finite state space. In continuous time they can be seen as a kind of Rissanen's variable length memory version of the class of self-exciting point processes which are also called ``Hawkes processes'', however with infinitely many components. These features make this class a good candidate to describe the time evolution of networks of spiking neurons. In the lectures, I will present the model, both in discrete and in continuous time. I will then sketch results concerning perfect simulation and existence issues, de-correlation between successive interspike intervals, the longtime behavior of finite systems and propagation of chaos in mean field systems. ------ -- 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 RAO
by Matteo Ruggiero 07 Dec '16

07 Dec '16

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 14 Dicembre 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Vinayak RAO (Purdue University) PATH AND PARAMETER INFERENCE FOR MARKOV JUMP PROCESSES A variety of phenomena are best described using dynamical models which operate on a discrete state-space and in continuous time. The most common example is the Markov jump processes whose applications range from systems biology, genetics, computing networks and human-computer interactions. Posterior computations typically involve approximations like time discretization and can be computationally intensive. In the first half of this talk, I will describe some previous work (joint with Yee Whye Teh) on a class of Markov chain Monte Carlo methods that allow efficient computations while still being exact. The core idea builds on the idea of 'uniformization', and is an auxiliary variable Gibbs sampler that alternately resamples a random discretization of time given the state-trajectory of the system, and then samples a new trajectory given this discretization. In the second half, I will talk about more recent work (joint with Boqian Zhang) that extends these ideas to allow efficient Bayesian inference over the process parameters. Here we reformulate the earlier idea to develop an efficient Metropolis-Hastings algorithm that more naturally exploits the symmetry of the problem. In our experiments, we show improved performance over the current state of the art. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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PhD course on "Rough Paths and Stochastic Differential Equations"
by Francesco Caravenna 06 Dec '16

06 Dec '16

This email is to announce a Ph.D. course on "Rough Paths and Stochastic Differential Equations" in the framework of the Pavia - Milano Bicocca - Indam PhD program in Mathematics. The course is devoted to students interested in analysis and/or probability (see below for the abstract). The course will last 30 hours and will be given in the period February-March 2017 at the University of Milano-Bicocca. In order to fix the precise dates, we kindly ask all interested people to contact us by Tuesday 13 December 2016 and let us know of their engagements in that period. Best regards, Francesco Caravenna and Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Title: Rough Paths and Stochastic Differential Equations Place: University of Milano-Bicocca Period: February-March 2017 Prerequisites: A basic knowledge of Holder functions and Brownian motion. Abstract: This course is an introduction to rough paths, a modern theory which provides an analytic counterpart to the probabilistic theory of stochastic integration. Rough paths allow to define a notion of integral with respect to the derivative of a Holder function, generalizing the usual Riemann-Steltjes integral. A key motivation of rough paths is to shed new light on the stochastic integration with respect to Brownian motion and on the corresponding stochastic differential equations. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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(senza oggetto)
by Fabio Martinelli 04 Dec '16

04 Dec '16

Il Prof. A. Smith dell'universita' di Ottawa terra' tre lezioni nell'ambito del dottorato in matematica presso il Dip. di Matematica e Fisica di Roma Tre con il seguente programma: *MIXING OF MARKOV CHAINS ON MANIFOLDS* Martedi 6 Dicembre ore 11:00-13:00 aula 311 *Mixing Properties of Hamiltonian Monte Carlo* Abstract:* Hamiltonian Monte Carlo (HMC) and its variants are extremely popular Markov chain Monte Carlo algorithms in statistical computing. In practice, they seem to outperform classical algorithms such as the Gibbs sampler and the Metropolis-Hastings algorithm. Unfortunately, the characteristic long moves made by HMC also make it difficult to analyze. I will survey some existing results on HMC and competitor algorithms, including some recent results of myself and Mangoubi, and present open problems.* Mercoledi 7 Dicembre ore 14:30-16:30 aula 311 *Convex Sets, Conductance and Curvature.* Abstract: Geometric random walks are popular tools for sampling from the interior or boundary of convex sets. I will introduce some popular geometric random walks and describe the mathematical techniques developed by Dieker, Kannan, Lovasz, Vempala and others to analyze them. I will then describe how some recent work takes advantage of ideas from geometry and convex optimization to propose and analyze algorithms that can have improved performance. Martedi 13 Dicembre ore 11:00-13:00 aula 311 *Kac's Walks and Couplings.* Abstract: Kac's walks on the sphere and on the special orthogonal group. introduced in 1953 and 1970, have long histories in the statistical physics and computational statistics literatures. I will describe the history of these walks and review some of the many results on the mixing properties of these processes. I then present some recent work of myself and Pillai, which uses connections to random matrix theory to obtain substantially improved bounds on the mixing times of these two walks. -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Mini corso di A. Smith a Roma Tre
by Pietro Caputo 04 Dec '16

04 Dec '16

Il Prof. A. Smith dell'universita' di Ottawa terra' tre lezioni nell'ambito del dottorato in matematica presso il Dip. di Matematica e Fisica di Roma Tre con il seguente programma: *MIXING OF MARKOV CHAINS ON MANIFOLDS* Martedi 6 Dicembre ore 11:00-13:00 aula 311 *Mixing Properties of Hamiltonian Monte Carlo* Abstract:* Hamiltonian Monte Carlo (HMC) and its variants are extremely popular Markov chain Monte Carlo algorithms in statistical computing. In practice, they seem to outperform classical algorithms such as the Gibbs sampler and the Metropolis-Hastings algorithm. Unfortunately, the characteristic long moves made by HMC also make it difficult to analyze. I will survey some existing results on HMC and competitor algorithms, including some recent results of myself and Mangoubi, and present open problems.* Mercoledi 7 Dicembre ore 14:30-16:30 aula 311 *Convex Sets, Conductance and Curvature.* Abstract: Geometric random walks are popular tools for sampling from the interior or boundary of convex sets. I will introduce some popular geometric random walks and describe the mathematical techniques developed by Dieker, Kannan, Lovasz, Vempala and others to analyze them. I will then describe how some recent work takes advantage of ideas from geometry and convex optimization to propose and analyze algorithms that can have improved performance. Martedi 13 Dicembre ore 11:00-13:00 aula 311 *Kac's Walks and Couplings.* Abstract: Kac's walks on the sphere and on the special orthogonal group. introduced in 1953 and 1970, have long histories in the statistical physics and computational statistics literatures. I will describe the history of these walks and review some of the many results on the mixing properties of these processes. I then present some recent work of myself and Pillai, which uses connections to random matrix theory to obtain substantially improved bounds on the mixing times of these two walks. -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 <+39%2006%205733%208039> fax +39 06 57338039 <+39%2006%205733%208039>

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Seminario SAMUEL HERRMANN @ UniTo
by Cristina Zucca 02 Dec '16

02 Dec '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 6 dicembre alle ore 12:00 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. SAMUEL HERRMANN (Université de Bourgogne) terrà un seminario dal titolo Initial-Boundary Value Problem for the heat equation - A stochastic algorithm Abstract: The Initial-Boundary Value Problem for the heat equation is solved using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalisation of the Walk on Spheres (WoS) algorithm introduced to solve the Dirichlet problem for Laplace's equation, its implementation is rather easy. The definition of the random walk is based on a new mean value formula for the heat equation. The convergence results and different numerical examples permit to emphasize the efficiency and accuracy of the algorithm. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Bando RTDA 13/D1, Sapienza Università di ROMA
by Brunero Liseo 28 Nov '16

28 Nov '16

CON PREGHIERA DI DIFFUSIONE Si comunica che presso il dip. di Metodi e Modelli per l’Economia, il Territorio e la Finanza, Sapienza Università di Roma, è indetta una procedura di valutazione a 1 posto di ricercatore a tempo determinato di tipo A per il settore scientifico concorsuale 13/D1 Statistica (ssd SECS-S/01). Data di scadenza bando: 27-12-2016 Link: http://www.memotef.uniroma1.it/sites/dipartimento/files/Bando_RTD_%20A_SECS… Non esiste una traduzione in inglese del bando; per informazioni sommarie si veda http://bandi.miur.it/jobs.php/public/job/id_job/45583 Cordialmente Brunero LISEO -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Two postdocs jobs, Barcelona : deadline: January 8th (fwd)
by Tiziano Vargiolu 27 Nov '16

27 Nov '16

The Barcelona Graduate School of Mathematics (BGSMath) opens a call for two postdoctoral positions in the areas: 1. Algebra, Combinatorics, Geometry and/or Logic. 2. Analysis, Dynamical Systems, and/or Probability Theory. Succesful applicants will join the BGSMath research group of their choice in one of the five BGSMath institutions in Barcelona: Universitat Aut?noma de Barcelona, Universitat de Barcelona, Universitat Polit?cnica de Catalaunya, Universitat Pompeu Fabra or Centre de Recerca Matem?tica. We summarize the details of the call which can be found at http://bgsmath.cat/bgsmath-postdoctoral-call-2017-2019/ - Two year contracts. - Annual gross salary of 26.250?, plus 2000? mobility (to be provided by the research group) - Requirements: To hold a Ph.D. degree at the time of application and at least two years of doctoral or postdoctoral experience outside of Catalonia. - Deadline: January 8th

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HCM Winter School "Recent developments in singular stochastic PDEs"
by Francesco Caravenna 26 Nov '16

26 Nov '16

Ricevo e inoltro. > Da: Massimiliano Gubinelli <gubinelli(a)iam.uni-bonn.de> > Oggetto: HCM Winter School "Recent developments in singular stochastic PDEs" > > Dear colleagues, > we are organising a specialised Hausdorff Winter School entitled > > Recent developments in singular stochastic PDEs > > to be held at the > > Hausdorff Institute for Mathematics at the University of Bonn > > from 20 - 24 February 2016. > > http://www.hcm.uni-bonn.de/stochastic-pdes-2017/ > > The aim of the school is to introduce motivated graduate students and postdocs to > some of the recent developments in the theory of singular stochastic PDE. > > Following Hairer’s work on regularity structures (for which he was awarded the 2014 > fields medal) interest in this field has literally exploded over the last years and a large > number of results were obtained within a short time. Among these are universality > results for scaling limits of particle models from statistical physics, links to perturbative > quantum field theory and to the regularity theory for PDE. In this school we aim to introduce > the participants to these recent developments. There will be four short courses taught by > > Ajay Chandra (Warwick) > Nicolas Perkowski (Berlin) > Hendrik Weber (Warwick) > Lorenzo Zambotti (Paris) > > In addition to these courses, a key part of the programme will be a number of interactive > exercise sessions in which the participants will have the opportunity to get hands on > experience of working with these equations. > > Online registration for the school is now open at > > https://www.hcm.uni-bonn.de/stochastic-pdes-2017/ > > Registration closes on January 15, 2017. Precedence will be given to applications submitted before December 15, 2016. There will be limited funding to support participants travel and accommodation. > > > Hope to see you soon in Bonn, > > Massimiliano Gubinelli > Hendrik Weber >

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Seminari JARA and BRODERICK
by Matteo Ruggiero 25 Nov '16

25 Nov '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 2 Dicembre 2016, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: ----- h 11.00 Alejandro JARA (Pontificia Universidad Católica de Chile) BAYESIAN NONPARAMETRIC APPROACHES FOR THE ANALYSIS OF COMPOSITIONAL DATA BASED ON BERNSTEIN POLYNOMIALS ----- h 12.00 Tamara BRODERICK (MIT) FAST QUANTIFICATION OF UNCERTAINTY AND ROBUSTNESS WITH VARIATIONAL BAYES ----- Gli abstract delle relazioni sono disponibili alla pagina http://www.carloalberto.org/events/seminars/statistics/ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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PhD positions at the Institute of Science and Technology Austria (IST Austria)
by Giovanni Zanco 24 Nov '16

24 Nov '16

Dear Colleague, The *Institute of Science and Technology Austria (IST Austria)* is looking for highly qualified candidates to apply for our ISTScholar PhD program. We offer *fully-funded PhD positions* in the natural and mathematical sciences in a world-class research environment on the outskirts of Vienna. The research topics that might interest students in your department include: *Mathematics* - Nick Barton: Mathematical Models of Evolution - Herbert Edelsbrunner: Algorithms, Computational Geometry and Topology - Lászlá Erdős: Mathematical Physics, Probability - Julian Fischer: Theory of Partial Differential Equations, Applied and Numerical Analysis - Tamas Hausel: Geometry and its Interfaces - Jan Maas: Stochastic Analysis, Optimal Transport - Robert Seiringer: Quantum Statistical Mechanics, Mathematical Physics - Uli Wagner: Discrete and Computational Geometry and Topology Our PhD program is characterized by innovative training with a special focus on interdisciplinarity, close mentoring by outstanding faculty within small research groups, and access to first-rate facilities. Students spend the first year completing coursework and rotations before choosing a thesis group and passing the qualifying exam. Our PhD graduates have gone on to top positions in academia and industry all over the world. Students with a *bachelor’s* *or* *master’s* degree in a relevant field are encouraged to apply. We offer *internationally competitive salaries* co-funded by an EU Marie Sklodowska-Curie grant, full health benefits, and subsidized on-campus housing in the first year. For more information about the ISTScholar PhD program and application process, as well as faculty profiles, please visit our website at http://phd.ist.ac.at. *The deadline for PhD applications is January 8th 2017 for a start date in September 2017*. Yours sincerely, *Hania Köver* Head of the Graduate School Office *Giovanni Zanco* Stochastic Analysis Group Institute of Science and Technology Austria gradschool(a)ist.ac.at

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Annuncio seminario
by Piccioni, Mauro 24 Nov '16

24 Nov '16

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 29 novembre* * Ore 14:00, Aula di Consiglio* * Seminario di Probabilità e Statistica Matematica* *Pietro Caputo, Dipartimento di Matematica, Università di Roma Tre* *Titolo: Random walk on sparse random directed graphs* *Abstract: **A random walk on a finite graph exhibits cutoff if its distance from stationarity remains close to the initial value for a certain number of iterations and then abruptly drops to near zero on a much shorter time scale. Originally discovered in the context of card shuffling by Aldous and Diaconis in 1986, this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse random directed graphs, for which even the stationary distribution is far from being understood. We establish the cutoff phenomenon, determine its time window and prove that the cutoff profile approaches a universal gaussian shape. Moreover, we determine an explicit recursive equation characterizing the stationary distribution. This talk is based on joint work with Charles Bordenave and Justin Salez.* *Tutti gli interessati sono invitati a partecipare.* *Per qualsiasi richiesta di informazioni rivolgersi a **piccioni(a)mat.uniroma1.it <piccioni(a)mat.uniroma1.it>.*

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Annuncio di seminario
by Piccioni, Mauro 24 Nov '16

24 Nov '16

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 29 novembre* * Ore 14:00, Aula di Consiglio* * Seminario di Probabilità e Statistica Matematica* *Pietro Caputo, Dipartimento di Matematica, Università di Roma Tre* *Titolo: Random walk on sparse random directed graphs* *Abstract: **A random walk on a finite graph exhibits cutoff if its distance from stationarity remains close to the initial value for a certain number of iterations and then abruptly drops to near zero on a much shorter time scale. Originally discovered in the context of card shuffling by Aldous and Diaconis in 1986, this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse random directed graphs, for which even the stationary distribution is far from being understood. We establish the cutoff phenomenon, determine its time window and prove that the cutoff profile approaches a universal gaussian shape. Moreover, we determine an explicit recursive equation characterizing the stationary distribution. This talk is based on joint work with Charles Bordenave and Justin Salez.* *Tutti gli interessati sono invitati a partecipare.* *Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.it*

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Posto da associato per esterni bandito dall'Università di Udine (fwd)
by Tiziano Vargiolu 23 Nov '16

23 Nov '16

---------- Forwarded message ---------- Date: Wed, 23 Nov 2016 15:26:15 +0100 From: Marcellino Gaudenzi <gaudenzi2(a)gmail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Posto da associato per esterni bandito dall'Universit? di Udine Caro Tiziano, ti chiedo gentilmente di rendere noto che l'Universit? di Udine ha bandito un posto da professore associato per il settore SECS-S/06 riservato a candidati esterni all'Universit? di Udine (possono partecipare solo candidati che nel corso del triennio precedente la scadenza del bando non hanno prestato servizio, n? hanno ottenuto assegni di ricerca dell'Universit? di Udine). Allego il link al bando http://web.uniud.it/ateneo/normativa/albo_ufficiale/758%20-%202016/file Grazie, cari saluti Marcellino Gaudenzi

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Seminario di Tiziano De Angelis presso la Luiss, Mercoledi' 23 Novembre ore 18 e 10
by Fausto Gozzi 23 Nov '16

23 Nov '16

Luiss, Roma, Dipartimento di Economia e Finanza Viale Romania 32, Roma Mercoledi' 23 Novembre ore 18.10 aula 106 b Seminario di Tiziano De Angelis (University of Leeds) TITLE: The dividend problem with a finite horizon ABSTRACT: We characterize the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realized by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obtained by establishing for the first time a new connection between singular control problems with an absorbing boundary and optimal stopping problems on a diffusion reflected at an elastic boundary. Link al paper <http://arxiv.org/abs/1609.01655>http://arxiv.org/abs/1609.01655 Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a faustogozziluiss(a)gmail.com Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT

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Deadlines Reminder -- First Italian Meeting on Probability and Mathematical Stastistics
by Federico Polito 22 Nov '16

22 Nov '16

Dear Colleagues, This is a reminder of the upcoming deadlines of the "First Italian Meeting on Probability and Mathematical Stastistics" which will be held in Torino from June 19-th to 22-nd, 2017: - Deadline for submission of Contributed Sessions: *December 15, 2016* - Deadline for request of financial support: *December 15, 2016* - Deadline for abstract submission (contributed talks/posters/contributed sessions talks): January 31, 2017 - Deadline for registration: March 31, 2017 More information on the Meeting's website at http://calvino.polito.it/~probstat/torino2017 On behalf of the organizing Committee, Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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EFI2, December 5-6, Padova, Italy: deadline approaching for registration
by Tiziano Vargiolu 22 Nov '16

22 Nov '16

(sorry for cross-postings) Dear all, we wish to remind you that the deadline for the registration as attendee to the workshop Energy Finance Italia (Padova, Italy, December 5-6, 2016) is approaching (November, 25). You can find more details on the workshop's website: http://events.math.unipd.it/efi2/ See you in Padova! 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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PhD opportunities in Warwick (in Statistics, Probability, Mathematical Finance)
by Elisabetta Candellero 21 Nov '16

21 Nov '16

Dear all, The University of Warwick is advertising several new PhD opportunities in the fields of *Statistics*, *Probability* and *Mathematical Finance*, with funding available *especially* for UK and EU students. PhD applications are considered on a rolling basis, but the deadline to apply for *funding* is early 2017 (see http://www2.warwick.ac.uk/fac/sci/statistics/postgrad/research/fees-funding/ for details). More precise information can be found at: http://www2.warwick.ac.uk/fac/sci/statistics/postgrad/research. Please forward this message to all potentially interested students. Thank you very much. Elisabetta Candellero

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Workshop on Quantitative Finance 2017 - deadline approaching (fwd)
by Tiziano Vargiolu 19 Nov '16

19 Nov '16

---------- Forwarded message ---------- Date: Sat, 19 Nov 2016 13:48:56 +0100 From: Fabio Bellini <fabio.bellini(a)unimib.it> To: fabio.bellini(a)unimib.it Subject: Workshop on Quantitative Finance 2017 - deadline approaching Dear colleagues, as you know the traditional end-of-January Workshop on Quantitative Finance will be held this year at the University of Milano-Bicocca. All the information is available on the official website https://sites.google.com/site/qfw2017/ We have funding for accommodation of foreign PhD students, please send your application with a full CV to qfw2017(a)unimib.it. We also strongly encourage participation from the financial industry; the Workshop will be closed by a round table on Blockchain Finance. Participation to the conference and to the round table is free, but registration on the official website is mandatory. The deadline for submitting the full paper or an extended abstract is 1/12/2016. Notification of acceptance will be given by 23/12/2016. The full paper for the discussant will have to be provided in any case by 8/1/2017. Looking forward to seeing you in Milan! Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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postdoc position available on probabilistic approaches in non-equilibrium statistical mechanics
by Francesco Caravenna 18 Nov '16

18 Nov '16

Ricevo e inoltro. > Da: Fabio Toninelli <toninelli(a)math.univ-lyon1.fr> > Oggetto: postdoc position available on probabilistic approaches in non-equilibrium statistical mechanics > Data: 18 novembre 2016 08:53:17 GMT+01:00 > > Dear Colleague, > > A post-doctoral position is available from April 2017 or later within our research group on probabilistic approaches in non-equilibrium statistical mechanics: > > http://math.univ-lyon1.fr/homes-www/toninelli/LSD.html > > The duration is one year, with possible extension for another year. The post-doctoral fellow will be working on one of the following topics: > > - Macroscopic transport phenomena > - Slow and disordered dynamics > - Interface dynamics and KPZ equation > > Depending on the topic, the research will be conducted in one of the institutes associated to our research group (see the web page). > The post-doctoral fellow will receive a net salary of 2400 euros per month and benefit from health insurance. > > Applications with a curriculum vitae and a brief research statement should be sent by the candidate before January 15, 2017 to Stefano Olla (olla(a)ceremade.dauphine.fr) > The candidate will require at least one recommendation letter to be sent directly to Stefano Olla. > > We would be grateful if you could publicize this offer among the PhD graduates of your department. > > Yours sincerely > > S. Olla, T. Bodineau, F. Toninelli. > —————————————————- > > -- > Fabio Toninelli > Institut Camille Jordan, Universite' Lyon 1 > 43 bd du 11 novembre 1918 > 69622 Villeurbanne Cedex, France > > Office 105, tel: +33 (0) 4 26 23 44 41

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Seminario SCARPA
by Matteo Ruggiero 18 Nov '16

18 Nov '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 25 Novembre 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bruno SCARPA (Università di Padova) BAYESIAN MODELLING OF NETWORKS IN BUSINESS INTELLIGENCE PROBLEMS Complex network data problems are increasingly common in many fields of application. Our motivation is drawn from strategic marketing studies monitoring customer choices of specific products, along with co-subscription networks encoding multiple purchasing behavior. Data are available for several agencies within the same insurance company, and our goal is to efficently exploit co-subscription networks to inform targeted advertising of cross-sell strategies to currently mono-product customers. We address this goal by developing a Bayesian hierarchical model, which clusters agencies according to common mono-product customer choices and co-subscription networks. Within each cluster, we efficiently model customer behavior via a cluster-dependent mixture of latent eigenmodels. This formulation provides key information on mono-product customer choices and multiple purchasing behavior within each cluster, informing targeted cross-sell strategies. We develop simple algorithms for tractable inference, and assess performance in simulations and an application to business intelligence. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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[Am-l] 5th Heidelberg Laureate Forum, September 24 - 29, 2017 // Call for Applications (fwd)
by Tiziano Vargiolu 17 Nov '16

17 Nov '16

===================================================================================================================================================================00 Calling Outstanding Young Researchers ? Application Tool Open! The application process for the 5th Heidelberg Laureate Forum has started. Young researchers in computer science and mathematics from all over the world can apply for one of the 200 coveted spots to participate in the Heidelberg Laureate Forum (HLF), an annual networking event. The HLF offers all accepted young researchers the great opportunity to personally interact with the laureates of the most prestigious prizes in the fields of mathematics and computer science. For one week, the recipients of the Abel Prize, the ACM A.M. Turing Award, the ACM Prize in Computing, the Fields Medal, and the Nevanlinna Prize engage in a cross-generational scientific dialogue with young researchers in Heidelberg, Germany. The application period for the 5th HLF runs from November 14, 2016 until February 14, 2017. Young researchers at all phases of their careers (undergrad, PhD or postdoc) are encouraged to complete and submit their applications by February 14 (midnight at the dateline) via the following link: http://application.heidelberg-laureate-forum.org The 5th HLF will take place from September 24 to 29, 2017 (with young researcher registration on September 23). This prominent, versatile event combines scientific, social and outreach activities in an informal atmosphere, fueled by comprehensive exchange and scientific inspiration. Laureate lectures, young researcher workshops and a structure welcoming unfettered discussions are the elements that compose the Forum?s platform. Over the course of the week-long HLF, young researchers will be given the exclusive possibility to profoundly connect with their scientific role models and find out how the laureates made it to the top of their fields. As described by a young researcher at the 4th HLF, ?The best professional experience of my life. I thought that receiving my PhD was the most ultimate event and highlight, but the HLF tops even that.? All applications that are completed and submitted by the deadline are meticulously reviewed by an international committee of experts to ensure that only the most qualified candidates are invited. There are 100 spaces available for each discipline of mathematics and computer science. All applicants will be notified by the end of April 2017 whether or not they will be invited. For questions regarding requirements and the application process, please contact Young Researchers Relations at: yr(a)heidelberg-laureate-forum.org<mailto:yr@heidelberg-laureate-forum.org> For more information, please visit: www.heidelberg-laureate-forum.org<http://www.heidelberg-laureate-forum.org> Background The Heidelberg Laureate Forum Foundation (HLFF) annually organizes the Heidelberg Laureate Forum (HLF), which is a networking event for mathematicians and computer scientists from all over the world. The 5th Heidelberg Laureate Forum will take place from September 24 to 29, 2017. The HLFF was established and is funded by the German foundation the Klaus Tschira Stiftung (KTS), which promotes natural sciences, mathematics and computer science. The Scientific Partners of the HLFF are the Heidelberg Institute for Theoretical Studies (HITS) and Heidelberg University. The HLF is strongly supported by the award-granting institutions, the Association for Computing Machinery (ACM), the International Mathematical Union (IMU), and the Norwegian Academy of Science and Letters (DNVA). HLF Images https://www.flickr.com/photos/hlforum/sets/72157672915109901 Press Inquiries/Contact for Journalists Wylder Green Christiane Schirok Communications Heidelberg Laureate Forum Foundation Schloss-Wolfsbrunnenweg 33, 69118 Heidelberg, Germany media[at]heidelberg-laureate-forum.org Telephone: +49-6221-533-384 Applicant Inquiries Julia Eberhardt Young Researcher and International Academic Relations Heidelberg Laureate Forum Foundation Schloss-Wolfsbrunnenweg 33, 69118 Heidelberg, Germany yr[at]heidelberg-laureate-forum.org Telephone: +49-6221-533-387 I _______________________________________________ Am-l mailing list Am-l(a)science.uu.nl http://mailman.science.uu.nl/mailman/listinfo/am-l

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Seminario ISAAC MEILIJSON @ UniTo
by Federico Polito 16 Nov '16

16 Nov '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedi 22 novembre alle ore 14:30 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. ISAAC MEILIJSON (Tel Aviv University) terrà un seminario dal titolo PLACING A BET ON MORE THAN ONE HOLE AT THE ROULETTE TABLE Abstract: In Dynamic Programming, mixed strategies consist of randomizing the choice of actions. In some problems, such as portfolio management, it makes sense to diversify actions rather than choosing among them purely or randomly. Optimal betting in casinos and roulette by a gambler with fixed goal was studied by Dubins and Savage 1965 and their school without the element of diversification (betting simultaneously on different holes of the roulette), once it was proved (Smith's theorem - Smith 1967, Dubins 1972 and Gilat and Weiss 1976) that diversification doesn't increase the probability of reaching the goal. We question the scope of this finding, that was based on the assumption that the holes on which gamblers can bet are disjoint, such as 1 and BLACK in regular roulette. A counterexample is provided in which holes are nested, such as 1 and RED. Thus, it may be rational for gamblers with fixed goal to place chips on more than one hole at the table. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Seminario di Probabilità - Padova
by alessandra bianchi 16 Nov '16

16 Nov '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 24 novembre, alle 14:30, in aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Sander Dommers AFFILIATION: University of Bochum TITLE: Metastability in the reversible inclusion process ABSTRACT: In the reversible inclusion process with N particles on a finite graph each particle at a site x jumps to site y at rate (d+\eta_y) r(x,y), where d is a diffusion parameter, \eta_y is the number of particles on site y and r(x,y) is the jump rate from x to y of an underlying reversible random walk. When the diffusion d goeas to 0 as N goeas to infinity, the particles cluster together to form a condensate. It turns out that these condensates only form on the sites where the underlying random walk spends the most time. Once such a condensate is formed the particles stick together and the condensate performs a random walk itself on much longer timescales, which can be seen as metastable behavior. We study the rates at which the condensate jumps and show that in the reversible case there are three time scales on which these jumps occur depending on how far (in graph distance) the sites are from each other. This generalizes work by Grosskinsky, Redig and Vafayi who study the symmetric case where only one timescale is present. Our analysis is based on potential theory and the martingale approach by Beltrán and Landim. This is joint work with Alessandra Bianchi and Cristian Giardinà. -- 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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Annuncio di seminario
by Piccioni, Mauro 16 Nov '16

16 Nov '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 22 novembre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Carlo Orrieri, Dipartimento di Matematica, Sapienza Università di Roma *Controlled Vlasov-type dynamics* *Abstract: The aim of the talk is to connect the optimal control of Vlasov-type PDEs with large systems of controlled interacting particles/agents. The main difference towards the classical mean-field theory, where the particle are freely interacting with each other, is the presence of a central planner influencing the dynamics. In this situation it is not obvious that the mean field limit should commute with the optimization. In order to develop a rigorous limit theory for this problem we employ the well-known concept of Gamma convergence.* *The talk is based on a work in project with M. Fornasier, S. Lisini and G. Savaré* Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.i <piccioni(a)mat.uniroma1.it>

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Open PhD position at Ghent University
by Elvira Di Nardo 15 Nov '16

15 Nov '16

%---------------------------------------------------------------------------------------------- ----- Messaggio inoltrato da Christophe.Ley(a)UGent.be ----- Data: Mon, 14 Nov 2016 16:15:02 +0000 Da: Christophe Ley <Christophe.Ley(a)UGent.be> Oggetto: Open PhD position at Ghent University Dear colleagues, I hope you are doing well. I am writing you to ask you the following: could you please forward the attached advertisement to your students who might be interested in doing a PhD in statistics at Ghent University? I am searching for a PhD student with mathematical/statistical background to work with me on the effect of the prior in Bayesian statistics. All details are in the attached document. I thank you very much in advance for your help. Best regards Christophe %------------------------------------------------------------------------------------ PhD Position in Statistics/Probability at Ghent University Department of Applied Mathematics, Computer Science and Statistics Promoter : Prof. Christophe Ley Duration: max. 4 years Requirement: Master degree in mathematics or statistics. Starting date: As soon as possible from 1st February onwards Description: This is a PhD position related to the BOF Starting Grant "Probabilistic distances and Bayesian statistics: new insights on and methods for the choice of the prior" obtained by the promoter. The choice of the prior is a key aspect in Bayesian statistics. In the literature there exist many different proposals of priors and diverging opinions on which prior to use when. The goal of this project is to tackle this problem from a new angle by importing probabilistic distances from probability theory. The PhD position also includes a short research stay at Oxford University. Application: A full application consists of ONE SINGLE PDF file which contains • a cover/motivation letter, • a comprehensive CV, • two names of reference persons. Please, submit your application via email to christophe.ley(a)ugent.be. Applications will be accepted until the position is filled, but all applications received before January 15, 2017 will receive full consideration. %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminario di Giorgio Ferrari presso la Luiss, Mercoledi' 16 Novembre
by Fausto Gozzi 15 Nov '16

15 Nov '16

Luiss, Roma, Dipartimento di Economia e Finanza Viale Romania 32, Roma Mercoledi' 16 Novembre ore 18.10 aula 106 b Seminario di Giorgio Ferrari (Universitat Bielefeld) TITLE: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping ABSTRACT: In this talk I present a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain 2-player nonzero-sum games of singular control. I show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a differential link between the players' value functions holds across the two games. An application to a problem of pollution control is finally discussed. The talk is based on a joint work with Tiziano De Angelis (The University of Leeds). Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a faustogozziluiss(a)gmail.com Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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FCPNLO 2016
by Enrico Scalas 14 Nov '16

14 Nov '16

Car* collegh*, Vi segnalo la quarta edizione di Fractional Calculus, Probability and Non-Local Operators (FCPNLO 2016): 4th Workshop on Fractional Calculus, Probability and non-local Operators: Applications and recent Developments November 23-25, 2016 BCAM-Basque Center for Applied Mathematics, Bilbao, Basque Country, Spain http://www.bcamath.org/en/workshops/fcpnlo2016 Cordiali saluti, Enrico Scalas

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[Fwd: Post-doc position openings ERC-TRANSITION (ENS de Lyon, France)]
by davide gabrielli 14 Nov '16

14 Nov '16

---------------------------- Original Message ---------------------------- Subject: Post-doc position openings ERC-TRANSITION (ENS de Lyon, France) From: "Freddy Bouchet" <freddy.bouchet(a)ens-lyon.fr> Date: Sun, November 13, 2016 5:10 pm To: "Freddy Bouchet" <freddy.bouchet(a)ens-lyon.fr> -------------------------------------------------------------------------- Dear friends and colleagues, May I ask you to forward the following post-doc position announcement to your colleagues ? Best regards, Freddy Bouchet Post-doc position openings ERC-TRANSITION (ENS de Lyon, France) Positions 2 Postdoc positions Title Post doc 1: Large deviation theory and computation of rare events in climate dynamics Post doc 2: Computation of the probabilities of rare events in solar system dynamics TRANSITION Project The research project TRANSITION aims at developing statistical mechanics tools, mainly based on large deviation theory, in order to compute rare events which are essential in the understanding of complex dynamical systems. The problems studied span a complete range between theoretical and applied mathematics issues in developing large deviation theory for complex dynamical systems, their numerical computations, and their application to real systems. The project applications focus mainly on turbulent flows relevant for climate dynamics, but applications to other turbulent flows and the solar system dynamics are also considered. Start date Spring 2017, or Fall 2017 Please see more in the two attached descriptions. Freddy Bouchet Freddy Bouchet Laboratoire de physique (LR2 041) ENS de Lyon et CNRS 46, allée d'Italie (Site Monod) 69364 Lyon Cedex 07 Web: http://perso.ens-lyon.fr/freddy.bouchet/ Phone: (+33) (0)4 26 23 39 54 Mobile phone: (+33) (0)6 69 04 05 67 G -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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