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Seminar in Pisa: Giulia Carigi
by Francesco Grotto 29 Mar '22

29 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Giulia Carigi (University of Reading) to be held next Wednesday (March 30th) at Dipartimento di Matematica in Pisa and online via Google Meets. 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: March 30, 2022, 14:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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Fwd: [PRISMA] seminari di Enrico Scalas e Giacomo Ascione
by Domenico Marinucci 28 Mar '22

28 Mar '22

Cari colleghi scusandomi per eventuali messaggi multipli, vi mando le informazioni sui prossimi seminari online del Gruppo UMI Prisma (lunedì 4 aprile), con i contributi di Enrico Scalas e Giacomo Ascione: * April 4, 2022, 16:00-17:00 (CET): Enrico Scalas TITLE: Point processes and time change: A fractional non-homogeneous Poisson process and its functional limits ABSTRACT: A fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. A similar definition is proposed for the (nonhomogeneous) fractional compound Poisson process. Both finite-dimensional and functional limit theorems are presented for the fractional nonhomogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Some of the limiting results are verified in a Monte Carlo simulation. Papers: [1] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120, 2017, pp. 147-156. DOI: http://dx.doi.org/10.1016/j.spl.2016.09.024 https://arxiv.org/abs/1601.03965 [2] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, Limit theorems for the fractional nonhomogeneous Poisson process, Journal of Applied Probability , 56:1, 2019 , pp. 246 - 264. DOI: https://doi.org/10.1017/jpr.2019.16 https://arxiv.org/abs/1711.08768 This is joint work with Nikolai Leonenko and Mailan Trinh. * April 4, 2022, 17:00-18:00 (CET): Giacomo Ascione TITLE: Spectral methods for time-changed birth-death processes ABSTRACT: In this talk we focus on a class of semi-Markov birth-death processes obtained by means of a time-change of some standard birth-death process. Precisely, we consider as parent processes the immigration-death process and the Meixner process, whose stationary distributions are respectively the Poisson and the Pascal distributions. Exploiting, on one hand, the properties of the Charlier and Meixner polynomials (in particular, the self-duality property), while, on the other, characterizing the eigenfunctions of some non-local operators by means of the Laplace transform of an inverse subordinator, we are able to explicitly express the spectral decomposition of the transition probability function of the aforementioned processes. The latter expression is then used to prove existence and uniqueness of strong solutions for a class of time-nonlocal Cauchy problems in a suitable Banach sequence space and the probabilistic interpretation of such equations as some sort of non-local backward/forward Kolmogorov equations. Finally, a comparison with the time-changed diffusion case is carried out by referring to the spectral decomposition of the probability density function of time-changed Pearson diffusions. The latter argument hints at the possibility of applying this kind of spectral methods to a wider range of problems. This is the result of joint work with Nikolai Leonenko from Cardiff University and Enrica Pirozzi from University of Naples. Grazie per l'attenzione, Domenico Marinucci Link: ------ https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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A day on Random Graphs - Save the date
by mic sal 28 Mar '22

28 Mar '22

Dear all, the workshop "A day on Random Graphs" will take place at Università di Tor Vergata on the 30th of May (see poster in attachment). Registration before the 15th of May is free but compulsory. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . Thanks for sharing with those who might be interested. The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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PhD position at Bielefeld University
by Giorgio Ferrari 27 Mar '22

27 Mar '22

Dear All, I forward the following announcement for a PhD position in Bielefeld. Best wishes, Giorgio Ferrari %%%% Title: Ph.D. position at Bielefeld University’s CRC 1283 The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening for a Ph.D. position in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The project also focuses on numerical aspects and selected topics from actuarial science, stochastic optimal control, and mean field games. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. For full consideration, your application (including a cover letter, CV, copies of diplomas, and, if available, a copy of the master’s thesis) should be sent via email as a single PDF document to imw(a)uni-bielefeld.de. Please mark your application with the identification code: Wiss22273. Starting date: at earliest convenience Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 Application deadline: 13.04.2022 For further information see: https://uni-bielefeld.hr4you.org/job/view/1309/research-position?page_lang=… https://www.sfb1283.uni-bielefeld.de -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Summer School "Stochastic Modelling in the Life Sciences"
by Sant, Jaromir 26 Mar '22

26 Mar '22

Dear All, We would like to bring to your attention the summer school "Stochastic Modelling in the Life Sciences"<https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> being held at the Hausdorff Research Institute for Mathematics in Bonn during the week 9-13th of May. The school will consist of three 5 hour long courses on coagulation and fragmentation for genealogical processes, spatial modelling, and diffusive limits for microscopic models, together with two shorter 3 hour mini-courses on statistical inference and duality. Speakers: Prof. Nina Gantert (TU Munich) Prof. Alison Etheridge (Oxford) Prof. Kevin Painter (Politecnico Torino) Dr. Jere Koskela (Warwick) Dr. Federico Sau (IST) Applications <https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> are open until the 31st of March. Kind Regards, Jaromir Sant & Nadia Loy

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Seminar in Statistics - ALEXANDRA CARPENTIER
by Pierpaolo De Blasi 25 Mar '22

25 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 1 Aprile 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Alexandra Carpentier* (University of Potsdam) Title: *Optimal ranking in crowd-sourcing* Abstract: Consider a crowd sourcing problem where we have n experts and d tasks. The average ability of each expert for each task is stored in an unknown matrix M, which is only observed in noise and incompletely. We make no (semi) parametric assumptions, but assume that both experts and tasks can be perfectly ranked: so that if an expert is better than another, she performs on average better on all tasks than the other - and that the same holds for the tasks. This implies that if the matrix M is permuted so that the experts and tasks are perfectly ranked, then the permuted matrix M is bi-isotonic. We focus on the problem of recovering the optimal ranking of the experts in l_2 norm, when the questions are perfectly ranked. We provide a minimax-optimal and computationally feasible method for this problem, based on hierarchical clustering, PCA, and exchange of informations among the clusters. We prove in particular - in the case where d > n - that the problem of estimating the expert ranking is significantly easier than the problem of estimating the matrix M. This talk is based on joint work with Emmanuel Pilliat and Nicolas Verzelen. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Z3MVuM7MixQHxrmF6 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81557586058?pwd=SllnbU8wcDh4M2pFNEEvQkk5Q2VqUT09> Meeting ID: 815 5758 6058 Passcode: 518172 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Annuncio 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2021 Lammi, Finlandia
by Claudio Macci 25 Mar '22

25 Mar '22

Cari tutti, scrivo per inoltrare il seguente avviso da parte di Dario Gasbarra dell'Università di Helsinki. In allegato trovate la locandina della scuola in oggetto. Saluti a tutti. C.M. *************************************** Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2022, Lammi, per ulteriori informazioni visitate il sito https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 40th Finnish Summer School on Probability and Statistics in Lammi, Finland 23-27.5.2022 is open, please check the website https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Courses: * JEAN-FRANÇOIS CHASSAGNEUX [1](PARIS) PROBABILISTIC NUMERICAL METHODS FOR NON-LINEAR PDES. * FABRICE GAMBOA [2] (TOULOUSE) LARGE DEVIATIONS, MOMENT PROBLEMS AND SUM RULES * CIPRIAN TUDOR [3](LILLE) NON-GAUSSIAN SELFSIMILAR PROCESSES See you in Lammi ! Dario Gasbarra, Dept. of Mathematics and Statistics University of Helsinki Links: ------ [1] https://www.lpsm.paris/pageperso/chassagneux/ [2] https://www.math.univ-toulouse.fr/~gamboa/ [3] http://samm.univ-paris1.fr/-Ciprian-Tudor-

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Post-doc position in Statistics at University of Padua
by Sara Pillan 25 Mar '22

25 Mar '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates or graduates with a master’s degree. The purpose of this research grant, with a duration of *12 months* and an amount of *Euro 25,930.00 gross*, is to carry out research activity into developing statistical models for high dimensional data following approaches both frequentist and Bayesian. Often a large number of quantitative, qualitative or mixed variables are available and in dealing with them in statistical models requires attention to computational and statistical problems such as the curse of dimensionality. In many cases objective methods are required, but in many fields, e.g., marketing, sociological or biomedical analysis, subjective or a priori information is available, which can be included in the modeling and estimation procedures. The complete call is available at https://www.stat.unipd.it/assegno-di-ricerca-di-tipo-resp-scientifico-prof-… The call will expire on April 8th, 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegni-dipstat-4-2022/ Best regards, the administrative secretariat -- Ufficio Ricerca del Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Webinar Tamborrino @NeuroMat, March 29, 2022
by Massimiliano ... 24 Mar '22

24 Mar '22

Buongiorno, per chi fosse interessato, martedî 29 marzo alle 15 ora italiana darò un talk online su Approximate Bayesian Computation per NeuroMat https://neuromat.numec.prp.usp.br/content/rpb-ihp23/<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fneuromat.…> Titolo, abstract e link per il talk sono riportati sotto. Buona giornata, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> ________________________________ From: Vera Lucia Ribeiro <veralu(a)ime.usp.br> Sent: 22 March 2022 17:41 Subject: NeuroMat webinar, March 29, 2022 NeuroMat webinars 2022 pathways to the 2023 IHP thematic program Random Processes in the Brain Webinar title Structure-preserving Approximate Bayesian Computation (ABC) for stochastic neuronal models by Massimiliano Tamborrino Department of Statistics, University of Warwick Tuesday, March 29, 2022 at 10 am (S.Paulo local time) / 3 pm (Paris local time) meet.google.com/jki-nokz-tyz<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fmeet.googl…> Abstract: ABC has become one of the major tools for parameter inference in complex mathematical models in the last decade. The method is based on the idea of deriving an approximate posterior density aiming to target the true (unavailable) posterior by running massive simulations from the model for different parameters to replace the intractable likelihood, choosing then those parameters whose simulations are good matches to the observed data. When applying ABC to stochastic models, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the model under the same parameter configuration result in different output. Moreover, since exact simulation from complex stochastic models is rarely possible, reliable numerical methods need to be applied. In this talk, we show how to use the underlying structural properties of the model to construct specific ABC summaries that are less sensitive to the intrinsic stochasticity of the model, and the importance of adopting reliable property-preserving numerical (splitting) schemes for the synthetic data generation. Indeed, the commonly used Euler-Maruyama scheme may drastically fail even with very small stepsizes. The proposed approach is illustrated first on the stochastic FitzHugh-Nagumo model, and then on the broad class of partially observed Hamiltonian stochastic differential equations, in particular on the stochastic Jensen-and-Rit neural mass model, both with simulated and with real electroencephalography (EEG) data, for both one neural population [2] and a network of neural populations (ongoing work). References [1] E. Buckwar, A. Samson, M. Tamborrino, I. Tubikanec. A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model. ArXiv:2101.01027, https://arxiv.org/abs/2101.01027<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> [2] E. Buckwar, M. Tamborrino, I. Tubikanec. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. 30 (3), 627-648, 2020. -- You received this message because you are subscribed to the Google Groups "sis-news" group. To unsubscribe from this group and stop receiving emails from it, send an email to sis-news+unsubscribe(a)googlegroups.com<mailto:sis-news+unsubscribe@googlegroups.com>. To view this discussion on the web visit https://groups.google.com/d/msgid/sis-news/AM7PR01MB6547B060A64B1319B95C8F4…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgroups.go…>.

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Assegno di Ricerca Scholars at Risk - UniVr RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK
by Luca Di Persio 24 Mar '22

24 Mar '22

Buondì, segnalo la seguente: SELEZIONE PER IL CONFERIMENTO N. 1 ASSEGNO DI RICERCA DESTINATO AD UNA/UNO STUDIOSA/O A RISCHIO - SELECTION FOR AWARDING 1 (ONE) RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK, (dettagli in calce - details below) con particolare riferimento a: Dipartimento: Informatica Progetto n. 3 Tematica: Analisi stocastica ed applicazioni Grazie, LuCa L'Università di Verona, membro della rete internazionale Scholars at Risk (SAR) e della sezione italiana SAR-Italy, nell'ambito delle azioni promosse dalla Cooperazione allo Sviluppo Internazionale ha pubblicato un Bando per un assegno di ricerca della durata di 12 mesi da assegnare a una/uno studiosa/o a rischio. Il Bando è aperto a coloro che hanno ricevuto il riconoscimento dello status di studiosa/o "a rischio" da parte di organizzazioni internazionali come SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) o titolari di protezione internazionale in Italia o in Paese membro dell’Unione Europea, richiedenti asilo in Italia o titolari di status di rifugiata/o in un Paese Terzo che abbia sottoscritto la Convenzione di Ginevra. Le candidature potranno essere presentate scegliendo un ambito di ricerca specifico tra i 12 disponibili. Scadenza per la presentazione delle candidature: venerdì 20 Maggio 2022, ore 13.00 (ora italiana). Bando e modulistica<https://www.univr.it/it/concorsi/visiting-researchers-professors/bandi-per-…> The University of Verona, member of the international Scholars at Risk network (SAR) and of SAR-Italy, within its initiatives in the cooperation and development field, has just launched a Call for a 12-month Research Fellowship to be assigned to a 'at-risk scholar'. The call is open to international researchers who have been recognised as ‘at risk scholars’ by accredited organisations like SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) or hold a refugee status in a Country that signed the Geneva Convention, an international protection status in Italy or in another EU Country, or who are asylum seekers in Italy. Applications shall be submitted in one out of twelve different research topics listed in the call. Deadline for applications: Friday 20 May 2022, 1.00 pm (italian time). Call and application form<https://www.univr.it/en/job-vacancies/visiting-researchers-professors/bandi…> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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