Dear colleagues,
We would like to invite you to submit your research to our workshop on
"Model Evaluation and Causal Search: Empirical and Experimental Approaches"
hosted by the University of Pisa and Sant'Anna School of Advanced Studies
on *25-27 September 2022 in Pisa (Italy)*.
Each paper will have a discussant. Regular sessions will be introduced by
our keynote speakers:
*Daniela Puzzello* (Indiana University), *Thomas Lux* (University of Kiel),
*Alessio Sancetta* (Royal Holloway, University of London), and *Tobias
Henschen *(University of Cologne).
The organization will sponsor the social dinner and accommodation for the
speakers.
A detailed call for papers is attached. Please circulate it among your
colleagues,
and do not hesitate to contact us should you require additional information.
For updated information visit
https://sites.google.com/view/model-evaluation-causal-search/home
If you are interested in presenting, please send your paper to
workshop.pisa.2022(a)gmail.com *by 30 June 2022.*
Best regards,
The Organizing Committee
Cari colleghi,
nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting), con piacere annunciamo il seguente corso:
--------------------------------------
Natesh PILLAI (Harvard University)
FUNDAMENTALS OF MARKOV CHAIN MONTE CARLO
Syllabus
• Discrete Markov chains: Ergodicity calculations, aperiodicity, irreducibility, recurrence, transience, reversibility, spectral gap.
• Review of basic algorithms and concepts: MH, Langevin, HMC, Diffusions, Brownian motion, Gibbs Samplers, Generators of Diffusions
• Mixing times: basic coupling arguments, Path coupling and Dirichlet forms/comparison arguments, CFTP, Peskun Ordering
• Geometric Ergodicity, Drift minorization argument
• Optimal Scaling
• Adaptive Markov chains
• Data Augmentation Gibbs Sampler
--------------------------------------
Il corso si svolgerà online secondo il seguente calendario
- mar 3 Maggio, h.14-16
- mer 4 Maggio, h.16-18
- mar 10 Maggio, h.14-16
- mer 11 Maggio, h.16-18
- mar 17 Maggio, h.14-16
- mer 18 Maggio, h.16-18
- mar 24 Maggio, h.14-16
Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati, tramite le seguenti riunioni Webex valide rispettivamente per le lezioni del martedì e del mercoledì:
https://unito.webex.com/unito/j.php?MTID=me190fb3e66a07ce53d1ccfd1937badcd
Numero riunione: 2731 419 2237
Password: PpQ3inZbq24
https://unito.webex.com/unito/j.php?MTID=m24bd3967fbb95df04993f896a1cb6289
Numero riunione: 2732 576 2484
Password: pCGempDu362
Cordiali saluti,
Matteo Ruggiero
---
Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it
You are welcome to the next Statistics seminar at Dept of Mathematical
Sciences at Chalmers and Göteborg University.
On Tuesday April 26, Marina Axelson-Fisk
<http://www.math.chalmers.se/~marinaa/> will talk of:
///"Comparative gene finding on highly diverse chromosome alleles"/
/
/
//*About the speaker: *Marina Axelson-Fisk
<http://www.math.chalmers.se/~marinaa/> is an Assc. Professor in
Mathematical Statistics at Chalmers and University of Gothenburg. She
works mainly within the field of Bioinformatics, with particular focus
on stochastic models and algorithms for comparative genomics and
cross-species gene finding. She is an associate member of the Linnaeus
Centre for Marine Evolutionary Biology (CeMEB), where she is involved in
the bioinformatics analysis of a number of newly sequenced Swedish
coastal organisms.
**
*Abstract:* With the new sequencing technologies, the number of novel
genome sequences has exploded. At the same time the genome projects are
hampered by the lack of homologies to the novel genome, making it
difficult both to properly train genome analysis tools and to assess the
results. Moreover, the faster and cheaper sequencing methods come with
the cost of data quality, and sequencing and annotation errors that make
it into the genome databases are propagated to new genomes, making
annotation an even bigger challenge. Methods that can improve the data
quality is desperately needed.
Here we propose a novel use of comparative gene finding to improve the
annotation in organisms with high nucleotide diversity. Comparative gene
finding methods utilizes the contrast in sequence similarity between
functional and non-functional regions of evolutionary related species.
We show how this can be applied to chromosome pair sequences in diploid
sequence data. We demonstrate the approach on the highly diverse sea
orchid Balanus improvisus using SLAM, a cross-species gene finder that
simultaneously annotates and aligns two homologous sequences using
Generalized Pair Hidden Markov Models.*
*
*Feel free to spread this announcement in your network.*
*
*
*Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216
Password: 786749
**
****
*When*: Tuesday 26 April at 14.30-15.30*(Swedish time, UTC+2)*.
**
--
_________________________________________________________
Umberto Picchini, Associate Professor, PhD, Docent
https://umbertopicchini.github.io/ , twitter: @uPicchini
The Department of Economics and Finance at Luiss University has issued a
call for a postdoc position in “Learning in Strategic and Stochastic
Environments.”
https://economiaefinanza.luiss.it/en/research/research-grants/research-gran…
The ideal candidate is engaged in research at the interface of game theory,
machine learning, stochastic methods, optimization, theoretical computer
science, and economic theory. Although the position is not related to any
specific research project, the candidate is expected to interact with the
faculty having similar research interests.
The postoc is expected to start in January 2023.
*******************************************************
Marco Scarsini
Dipartimento di Economia e Finanza
Luiss University
Viale Romania 32
00197 Roma, ITALY
URL: http://docenti.luiss.it/scarsini/
Buongiorno a tutti,
abbiamo il piacere di annunciare i prossimi Webinars promossi dal
Gruppo UMI-PRISMA:
Lunedi’ 2 maggio 2022
ore 16-17 LAURA SACERDOTE
TITOLO: Input-output consistency in Integrate and Fire neuronal networks
ABSTRACT: Models of neurons aim to describe the information
transmission within a
neural network. Some models are mathematically tractable with the
introduction of strong simplifications, ignoring the involved
biophysicalfeatures of the single units. Others are very faithful to
reality at the price of very complex mathematical descriptions. Models
are then used to
describe networks, often through simulations. The appearance of
particular patterns in the trains of spikes is then used to compare
with observed data or to switch from microscopic to macroscopic
analysis. In this framework, it is essential to guarantee the
reliability of the output
of the model and often scientists compare the output of the models
with real data.
However, when the models are used to reproduce networks the output of
some neurons becomes the input of a successive layer of neurons. This
fact opens a problem of consistency between input and output of layers
of neurons. To the best of our knowledge, this problem has not yet
been deeply investigated. Here, we consider the simplest Stochastic
Integrate and Fire model and we try to characterize the features of
its input in such a way to re-obtain the same features in the output.
In particular, we focus on the tail properties of ISIs distribution.
Observed data suggest the presence of heavy tails for this
distribution. Using the Stochastic Integrate and Fire paradigm for the
neurons of the network we study how such features can be transmitted
from the network. In this framework we introduce a particular class of
multivariate distributions, i.e. the regularly varying distributions.
We show that assuming that the input to a neuron is a regularly
varying random vector and that successive ISIs of a neuron are
asymptotically independent thenthe resulting output is a regularly
varying random variable.
The talk is based on a joint work with Petr Lansky and Federico Polito.
Ore 17-18 BRUNO TOALDO
TITLE: Semi-Markov processes, their exit times and non-local equations
ABSTRACT: We introduce the theory of semi-Markov processes and their
interplay with non-local equations. Particular attention will be
devoted to the theory of exit times from sets and the
connection with boundary value problems, e.g., on a time-dependent
parabolic domain.
Collegamento Teams:
https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9…
Tutte le informazioni sono reperibili anche alla pagina
http://www.umi-prisma.polito.it/webinars.html
Grazie per l’attenzione,
Claudia Ceci e Domenico Marinucci
Claudia Ceci
Dipartimento di Economia
Universita' "G. d'Annunzio" di Chieti-Pescara
V.le Pindaro 42
65127, Pescara, ITALY
c.ceci(a)unich.it
Dear Colleagues,
we would like to invite you to the following seminar by Anna Paola Todino
(Università Milano Bicocca) to be held this Wednesday (April 27th) at
Dipartimento di Matematica in Pisa and online via Google Meets.
After the seminar, in the same location (on site and online), Francesca
Pistolato (future PhD student at Université du Luxembourg) will give a
short talk, details below.
The organizers,
A. Agazzi and F. Grotto
--------------------------------------------
Location: Sala Seminari, Dipartimento di Matematica, Pisa
Google Meet Link: https://meet.google.com/gji-phwo-vbg
Time: April 27th, 2022, 14:00-15:00 CET
Speaker: Anna Paola Todino (UniMiB)
Title: Alternative forms of random spherical harmonics
Abstract: In the last decade, lot of efforts have been devoted to the
analysis of the high-frequency behaviour of geometric functionals
(Lipschitz-Killing Curvatures) for the excursion sets of random
eigenfunctions on the unit sphere (spherical harmonics). The asymptotic
behavior of their expected values and variances have been investigated and
quantitative central limit theorems have been established in the high
energy limits. In order to generalize these results, a local study was also
introduced by considering subdomains of the sphere. This topic is linked to
Berry's conjecture on planar random waves and finds its motivation in
cosmological applications. Another interesting issue concerns the
Gaussianity hypothesis of the random field. In this direction we introduce
a model of Poisson random waves on the 2-dimensional sphere and we study
Quantitative Central Limit Theorems when both the rate of the Poisson
process and the energy (i.e. frequency) of the waves (eigenfunctions)
diverge to infinity. We consider finite-dimensional distributions, harmonic
coefficients and convergence in law in functional spaces, and we
investigate carefully the interplay between the rates of divergence of
eigenvalues and Poisson governing measures.
Time: April 27th, 2022, 15:00-15:30 CET
Speaker: Francesca Pistolato
Title: A Small-Scale Reduction Principle for the Nodal Length of
Monochromatic Random Waves
Abstract: We prove an asymptotic mean square equivalence between the nodal
length of monochromatic random waves and their sample trispectrum in the
small-scale regime. We make use of coupling techniques for non-stationary
Gaussian fields, and the so-called Small-Scale Central Limit Theorem for
the nodal length, both proved by Dierickx, Nourdin, Peccati, Rossi in 2020.
Consequently, we deduce the conjectured equivalence from the analogous one
for Berry's random wave model, proved by Vidotto in 2020.
Carissimi,
Vi annunciamo con enorme piacere che riprenderanno le giornate di incontri nate su iniziativa della nostra collega ed amica Francesca Romana Nardi. Prossimamente si terrà la decima giornata di seminari:
A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
University of Florence
Friday 6 May 2022
Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille)
Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze
Informazioni su come arrivare:
https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…>
Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo.
https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…>
PROGRAMMA
Prof. Nina Gantert (Technical University of Munich)
Title: Mixing times for exclusion processes
Prof. Senya Shlosman (Aix Marseille Université, Skolkovo Institute of Science and Technology)
Title: t.b.a.
Program:
11.00-11.45 Introductory lecture: Gantert
11.45-12.00 Break
12.00-12.45 Seminar: Gantert
13.00-14.30 Lunch
14.30-15.15 Introductory lecture: Shlosman
15.15-15.30 Break
15.30-16.30 Seminar: Shlosman
Local Organizers:
G. Bet, L. Andreis
Scientific advisory committee:
F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De
Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli,
I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola.
Ricordiamo che ciascun oratore fara` una lezione introduttiva e
divulgativa di 45 minuti pensata proprio per i non esperti, seguita da
altri 45 minuti di tipo seminario (vedi programma).
Maggiori informazioni e aggiornamenti sono reperibili alle pagine web
https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…>
Vi aspettiamo numerosi
Gianmarco Bet e Luisa Andreis
Dipartimento di Matematica e Informatica
Università degli Studi di Firenze
Viale Morgagni 67, Firenze, Italy
Dear all,
next Friday, April 29th, Antonio Lerario (SISSA) will give a seminar about
"The zonoid algebra".
Abstract: In this seminar I will discuss the so called "zonoid algebra", a construction introduced in a recent work (joint with Breiding, Bürgisser and Mathis) which allows to put a ring structure on the set of zonoids (i.e. Hausdorff limits of Minkowski sums of segments). This framework gives a new perspective on classical objects in convex geometry, and it allows to introduce new functionals on zonoids, in particular generalizing the notion of mixed volume. Moreover this algebra plays the role of a probabilistic intersection ring for compact homogeneous spaces. Joint work with P. Breiding, P. Bürgisser and L. Mathis.
The seminar will take place in Aula De Blasi, Università Tor Vergata, at 14h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams:
https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…
The seminar is part of the Excellence Project Math@TOV.
You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .
Dear all,
The Department of Mathematics at the National University of Singapore (NUS) seeks a Postdoctoral Research Fellow in Mathematical Finance. The candidate will work closely with Dr. Marko Weber on various topics, including portfolio optimization, equilibrium asset pricing, and systemic risk. Collaboration with other faculty members is also encouraged.
The appointment is for one year, with the possibility of a one-year extension subject to funding availability. Starting date is negotiable. The position does not carry teaching duties and comes with competitive compensation.
Applicants should submit all materials electronically through MathJobs (https://www.mathjobs.org/jobs/list/19755). Application material includes a cover letter, a CV, a research statement, the list of publications/working papers, and two or three letters of recommendation.
Deadline is April 30th.
Best,
Marko