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Seminar in Statistics - KONSTANTINOS DAREIOTIS
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Konstantinos Dareiotis* (Purdue University USA) Title: *Regularisation of differential equations by multiplicative fractional noises* Abstract: In this talk, we consider differential equations perturbed by multiplicative fractional Brownian noise. Depending on the value of the Hurst parameter H, the resulting equation is pathwise viewed as an ordinary (H>1), Young (H in (1/2, 1)) or rough (H in (1/3, 1/2)) differential equation. In all three regimes we show regularisation by noise phenomena by proving the strongest kind of well-posedness for equations with irregular drifts: strong existence and path-by-path uniqueness. In the Young and smooth regime H>1/2 the condition on the drift coefficient is optimal in the sense that it agrees with the one known for the additive case. In the rough regime (H in(1/3,1/2)) we assume positive but arbitrarily small drift regularity for strong well-posedness, while for distributional drift we obtain weak existence. This is a joint work with Máté Gerencsér. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - VINAYAC RAO
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Rao Vinayak* (Purdue University USA) Title: *Differential Privacy and Bayesian Computation: Two Vignettes* Abstract: Differential privacy (DP) protects privacy by introducing additional randomness into a recorded dataset. It comes with strong theoretical guarantees, and has become a state-of-the-art framework for privacy protection. In this talk, we consider two complementary challenges raised by DP. In the first part, we recognize that implementing DP mechanisms require sampling algorithms like MCMC or rejection sampling. In these instances, the algorithm runtime itself can leak privacy, so that practical implementations fail to maintain the original theoretical guarantees. To address this, we propose modifications to rejection and adaptive rejection sampling algorithms, with varying assumptions, to protect against timing attacks. In the second part, we focus on a more traditional statistics problem related to differential privacy: given access to only the privatized data, how to perform valid statistical inference on parameters underlying the confidential data. Here, the likelihood function of the privatized data requires integrating over the large space of confidential databases and is typically intractable, resulting, in Bayesian settings, in a posterior distribution that is doubly intractable. We propose a generic MCMC framework which is applicable to a wide range of statistical models and privacy mechanisms. Our MCMC algorithm is a simple wrapper that extends MCMC algorithms for the unobserved confidential data to settings where the data is privatized. Our approach translates privacy guarantees of the DP mechanism into mixing properties of the MCMC algorithm, while maintaining the same order of computational cost as the algorithm for non privatized data. We illustrate the efficacy and applicability of both our ideas on several examples. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Nov '22

11 Nov '22

Giro questa offerta di lavoro da parte di Attilio Meucci (ARPM) Research position in mathematics/statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

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The ABS school is back! Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 11 Nov '22

11 Nov '22

Dear all, we are glad to inform you that the Applied Bayesian Statistics school is back! ABS23 will be held in Firenze on June, 12-16, 2023. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. If interested, you can register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ REGISTRATION is now open but payments will be possible (by bank transfer or credit card) only after January, 30, 2023. If you are interested in the school but unwilling to register for the moment, please send an email to abs23(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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4 Assistant and Associate Positions @WarwickStats - December 12
by Massimiliano Tamborrino 11 Nov '22

11 Nov '22

Dear all, at the Department of Statistics at Warwick, we are currenly recruting * 1 Assistant Professor in Applied Statistics * 1 Associate Professor in Machine Learning * 1 Assistant Professor in Machine Learning * 1 Associate Professor in Statistics All positions are permanent. The deadline for applying is the 12th December. More information is reported below and on https://warwick.ac.uk/statjobs Best, Massi ------- Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ---------- Assistant and Associate Professor positions in Statistics and Machine Learning at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Four permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics and Machine Learning: * Assistant Professor, Applied Statistics * Associate Professor, Machine Learning * Assistant Professor, Machine Learning * Associate Professor, Statistics Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the four positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professors Jon Forster (J.J.Forster(a)warwick.ac.uk) or Adam Johansen (A.M.Johansen(a)warwick.ac.uk) or to any other senior member of the Warwick Statistics Department. Closing date: December 12, 2022. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

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Post-doc position in Statistics at University of Padua
by Sara Pillan 10 Nov '22

10 Nov '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates who have completed suitable and documented academic and professional experience. The research grant, which shall last for 24 months shall entitle the grant holder to a gross amount of Euros 24,426 per annum and aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department (SECS-S/01 - Statistics, SECS-S/03 - Economic Statistics, SECS-S/04 - Demography, SECS-S/05 - Social Statistics). The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… The call will expire on *December 7**,* 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegno-dipstat-6-2022 <https://pica.cineca.it/unipd/assegni-dipstat-4-2022/> Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Probabilmente...de Finetti - Spettacolo teatrale Ud'A Scienza, Chieti 6 dicembre 2022 ore 11
by doria＠unich.it 09 Nov '22

09 Nov '22

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Seminar: Riccardo Maffucci at Tor Vergata
by mic sal 09 Nov '22

09 Nov '22

Dear all, next Thursday, May 5th, Riccardo Maffucci (EPFL) will give a seminar about "Distribution of nodal intersections for random waves". Abstract: This work is in collaboration with Maurizia Rossi. Random waves are Gaussian Laplacian eigenfunctions on the 3D torus. We investigate the length of intersection between the zero (nodal) set, and a fixed surface. Expectation, and variance in a general scenario are prior work. In the generic setting we prove a CLT. We will discuss (smaller order) variance and (non-Gaussian) limiting distribution in the case of ’static’ surfaces (e.g. sphere). Under a certain assumption, there is asymptotic full correlation between intersection length and nodal area. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 16h00. 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 .

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(PMS)^2 talk - Bignamini - November 14 at 14.00
by Carlo Orrieri 09 Nov '22

09 Nov '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Davide Bignamini (Università di Pavia) Title: How the regularity properties of a transition semigroup associated to an SPDE are affected by the color of the noise Abstract: In this talk, we are interested in some regularity properties of a transition semigroup associated with a nonlinear SPDE. Moreover, we prove Schauder-type estimates for the solution of the stationary equation driven by the weak generator of the transition semigroup. Date and time: Monday November 14, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/84672566111?pwd=ZWFjR1BUaGkvd0N3OWl5OFBZQXNCdz09 <https://us02web.zoom.us/j/84672566111?pwd=ZWFjR1BUaGkvd0N3OWl5OFBZQXNCdz09> ID riunione: 846 7256 6111 Passcode: 674072 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Verona Workshop in Financial Mathematics
by Alessandro Gnoatto 09 Nov '22

09 Nov '22

Dear Colleagues, We are pleased to announce the "Verona Workshop in Financial Mathematics”, taking place at the Department of Economics (University of Verona, Italy) on Wednesday 14 December. Description: this is a one-day workshop on recent developments in finance featuring talks on stochastic methods, machine learning, computational finance, interest rate modeling, financial econometrics and risk management. Speakers: Aleksey Kolokolov (University of Manchester) Claudio Fontana (University of Padova) Cosimo Munari (University of Zurich) Christa Cuchiero (University of Vienna) Christoph Reisinger (University of Oxford) Registration: Registration is free. Please refer to http://linux2.dse.univr.it/vwfm/<http://linux2.dse.univr.it/vwfm/?fbclid=IwAR2Tkj29wOJbDjxxOrUYNBDxzypFf28Km…> for the registration form. Website/Program: See http://linux2.dse.univr.it/vwfm/<https://l.facebook.com/l.php?u=http%3A%2F%2Flinux2.dse.univr.it%2Fvwfm%2F%3…> -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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