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Seminar by Sara Svaluto-Ferro in Padova.
by Giorgia Callegaro 07 Feb '22

07 Feb '22

Dear all, it's a pleasure to announce the next Probability and Finance seminar at the Department of Mathematics of the University of Padova, which will be held both *in presence* and online with the following details: - Date: 25 February 2022 - Speaker: Dr. Sara Svaluto-Ferro (Univ. of Verona) - Venue: Dept of Mathematics, Univ. of Padova, room 2BC30 - Zoom link: available at https://www.math.unipd.it/~bianchi/seminari/ - Title: "*Signature processes in mathematical finance, an introduction*" - Abstract: we will provide an introduction to the signature of a continuous semimartingale. This in particular includes its definition, its main properties, and an overview of (some) of its uses in financial mathematics. Thanks and hope to see you soon, Giorgia -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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ERC funded postdoctoral position at University of Torino and Collegio Carlo Alberto
by Stefano Favaro 03 Feb '22

03 Feb '22

The Department ESOMAS at University of Torino and Collegio Carlo Alberto invites applications for a postdoctoral position within the European Research Council (ERC) project “Nonparametric Bayes and empirical Bayes for species sampling problems: classical questions, new directions are related issues”. The general area of interest is Statistics. Relevant details of the postdoctoral position ara available at the bottom of this letter. Deadline for applications: 22 FEBRUARY 2022 Information for applicants are available (only in Italian) at the Call for Applications https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-i/file/Bando%20d… <https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-i/file/Bando%20d…>. Within the Call for Applications, the postdoctoral position appears at page 24 under the title “Statistica Bayesiana non-parametrica e non-parametrica empirica per problemi di campionamento di specie”. Reference code: ESOMAS.2022.01. Applications are made only online - https://pica.cineca.it/unito/ <https://pica.cineca.it/unito/> - by selecting “Your Applications” in the box “Bando Assegni di ricerca - Tornata I 2022” (code TornataI2022). The application procedure is available in Italian/English, and it requires a CV, two reference letters and a research statement. Prospective candidates may contact directly Stefano Favaro - stefano.favaro(a)unito.it <mailto:stefano.favaro@unito.it> - for any information on the postdoctoral position and the application procedure. Best wishes Stefano Favaro **** Prospective candidates are expected to have experience on nonparametric statistics, within the classical (frequentist) and/or Bayesian paradigm, and they should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. The duration of the contract is 24 months. Expected starting date in May 2022, but a different date may be arranged. The salary amounts to 46,000 Euros per year, including taxes and social charges, and considerable financial support to attend conferences and workshops will be granted. There are no teaching duties associated to the position. Abstract. Object of research are species sampling problems, whose importance has grown considerably in recent years driven by numerous applications in the broad area of biosciences, and also in machine learning, theoretical computer science and information theory. Within the broad field of species sampling problems, the research will be focussed on two research themes: i) the study of nonparametric Bayes and nonparametric empirical Bayes methodologies for classical species sampling problems, generalized species sampling problems emerging in biological and physical sciences, and question thereof in the context of optimal design of species inventories; ii) the use of recent mathematical tools from the theory of differential privacy to study the fundamental tradeoff between privacy protection of information, which requires to release partial data, and Bayesian learning in species sampling problems, which requires accurate data to make inference. **** -- Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/ <http://sites.carloalberto.org/favaro/>

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Prossimi seminari PRISMA
by Domenico Marinucci 01 Feb '22

01 Feb '22

Cari colleghi, scusandomi per eventuali ripetizioni, vi annuncio i prossimi due seminari della serie UMI-Prisma, che si svolgeranno online su piattaforma teams lunedì prossimo 7 febbraio dalle 16 alle 18: ------------------------------------------------------------------------------------------------------------------- Speaker: Ernesto De Vito, Dipartimento di Matematica e MaLGa Center, Università di Genova Title: Empirical risk minimization: old and new results Abstract: The first part of the talk is devoted to a brief introduction to supervised learning focusing on the regularised empirical risk minimization (ERM) on Reproducing Kernel Hilbert spaces. Though ERM achieves optimal convergence rates [1], it requires huge computational resources on high dimensional datasets. The second half of the talk is devoted to discuss some recent ideas where the hypothesis space is a low dimensional random space. This approach naturally leads to computational savings, but the question is whether the corresponding learning accuracy is degraded. If the random subspace is spanned by a random subset of the data, the statistical-computational tradeoff has been first explored for the least squares loss [2,3], for the least squares loss, then for self-concordant loss functions [4] , as the logistic loss, and, quite recently, for non-smooth convex Lipschitz loss functions [5], as the hinge loss. References: [1] Caponnetto, A. and De Vito, E. (2007). Optimal rates for the regularized least-squares algorithm. Foundations of Computational Mathematics, 7(3):331–368. [2] Rudi, A., Calandriello, D., Carratino, L., and Rosasco, L. (2018). On fast leverage score sampling and optimal learning. In Advances in Neural Information Processing Systems, pages 5672–5682. [3] Rudi, A., Camoriano, R., and Rosasco, L. (2015). Less is more: Nystrom computational regularization. In Advances in Neural Information Processing Systems, pages 1657–1665. [4] Marteau-Ferey, U., Ostrovskii, D., Bach, F., and Rudi, A. (2019). Beyond least-squares: Fast rates for regularized empirical risk minimization through self-concordance. arXiv preprint arXiv:1902.03046. [5] Andrea Della Vecchia, Jaouad Mourtada, Ernesto De Vito, Lorenzo Rosasco, Regularized ERM on random subspaces arXiv:2006.10016 Speaker: Alessandro Rudi, ENS Paris Title: "Representing non-negative function with applications to non-convex optimization and beyond" Abstract: In this talk we present a rather flexible and expressive model for non-negative functions. We will show direct applications in probability representation and non-convex optimization. In particular, the model allows to derive an algorithm for non-convex optimization that is adaptive to the degree of differentiability of the objective function and achieves optimal rates of convergence. Finally, we show how to apply the same technique to other interesting problems in applied mathematics that can be easily expressed in terms of inequalities. References: Ulysse Marteau-Ferey , Francis Bach, Alessandro Rudi. Non-parametric Models for Non-negative Functions. https://arxiv.org/abs/2007.03926 Alessandro Rudi, Ulysse Marteau-Ferey, Francis Bach. Finding Global Minima via Kernel Approximations. https://arxiv.org/abs/2012.11978 ------------------------------------------------------------------------------------------------------------------------------ Il link teams per partecipare è il seguente: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie e saluti, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Seminario Probabilità Tor Vergata
by Domenico Marinucci 01 Feb '22

01 Feb '22

Cari colleghi vi annuncio il seguente seminario di Probabilità in presenza. Speaker: Michele Stecconi, University of Nantes Title: Gaussian fields in random real algebraic geometry Abstract: I will describe the behaviour of the singularities of random real algebraic varieties. This will serve as a reference example to introduce some general methods to study topological and differential geometric properties of smooth random fields. Aula Dal Passo, Edificio Sogene, Giovedì 3 Febbraio Ore 16 Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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posizione RTDA in MAT06 Università di Trieste
by Francesco Caravenna 31 Jan '22

31 Jan '22

Ricevo e inoltro. > Da: marco barchiesi <mbarchiesi(a)units.it> > Oggetto: posizione RTDA in MAT06 Università di Trieste > Data: 31 gennaio 2022 17:54:27 CET > A: undisclosed-recipients:; > > Gentili colleghi, > > E' stata bandita una posizione RTDA in Probabilità e Statistica presso l'Università di Trieste, > Dipartimento di Matematica e Geoscienze. Vi chiedo gentilmente di diffondere l'informazione > presso i vostri gruppi di ricerca, qualora qualche giovane fosse interessato. > Qui il link con la descrizione della posizione e il relativo bando (scadenza 14 Febbraio): > https://web.units.it/node/43638/ricerca/pub <https://web.units.it/node/43638/ricerca/pub> > > Il bando è reperibile anche sulla pagina del Miur: > https://bandi.miur.it/jobs.php/public/job/id_job/89044 <https://bandi.miur.it/jobs.php/public/job/id_job/89044> > > Cordiali saluti, > Marco Barchiesi

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Bando RTD-b in MAT/06 - Università degli Studi di Perugia, Dip. di Matematica e Informatica - scadenza 22 marzo 2022
by Alessandra Cretarola 31 Jan '22

31 Jan '22

Salve a tutti, vi segnalo l'uscita del seguente bando per una posizione di RTD-b nel SSD MAT/06 presso il Dipartimento di Matematica e Informatica dell'Università degli Studi di Perugia. Tutti i dettagli del bando si trovano al seguente link: https://www.unipg.it/ateneo/concorsi/procedure-di-valutazione-comparativa-r… La scadenza per la presentazione delle domande è il 22 marzo 2022. Cordiali saluti a tutti, Alessandra Cretarola [cid:D672B847-338D-490C-9127-DD1AAD2C18A4] Alessandra Cretarola Professore Associato Dipartimento di Matematica e Informatica Stanza 307, Piano III Via Vanvitelli, 1 06123 Perugia, tel. 0755855021

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Advanced school on ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS
by Francesca Greselin 31 Jan '22

31 Jan '22

The III International School on Classification and Data Analysis ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS <https://rsfd.lakecomoschool.org/> organized under the auspices of CLADAG <http://cladag.it/about/>, ERS-IASC <https://iasc-isi.org/ers-mission/>, and the University of Milano-Bicocca, will be held - in presence - on 2-6 May 2022 in the awesome location of Villa del Grumello <https://www.villadelgrumello.it/it/>, on the shore of Como <https://www.lakecomo.is/it/>Lake <https://www.lakecomo.is/it/> (Como, Italy). Lecturers *Anthony Atkinson* <https://www.researchgate.net/profile/Anthony_Atkinson3> *, London School of Economics, UK**Agustin Mayo-Iscar* <https://www.researchgate.net/profile/Agustin_Mayo> *, University of Valladolid, ES**Marco Riani* <https://www.researchgate.net/profile/Marco_Riani>*, University of Parma, IT* *Francesca Greselin* <https://www.researchgate.net/profile/Francesca-Greselin>*,** University of Milano-Bicocca, IT* The school is designed for postgraduate development for researchers and professional data analysts. Registration is now open <https://rsfd.lakecomoschool.org/registration> and it will close on April 2nd, 2022. To foster active interaction among students and instructors, the school is targeted for a class of at most 30 qualified and selected participants. A few rooms for participants are available in the guest house of Villa del Grumello. Attached you will find the Call for Application. Thank you for your attention, Francesca Greselin

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PhD position opening in probability/statistical mechanics in Vienna (TU Wien)
by Prof. Fabio Toninelli 28 Jan '22

28 Jan '22

Dear colleagues, would you kindly forward the announcement below to (strong and motivated) master students interested in a PhD thesis in probability theory/statistical mechanics in Vienna? Thanks in advance Fabio Toninelli A PhD position in Probability and Statistical Mechanics is open at the Technical University of Vienna. Research topics include: random interface models, stochastic interface growth, Markov dynamics of spin systems and dimer models. The position is funded by the Austrian Science Fund (FWF) via the recently funded project "Random Surfaces: growth, fluctuations and universality". The research program will be carried out under the supervision of the principal investigator, Prof. Fabio Toninelli. The PhD program offers the opportunity to interact with the international research partners of the FWF project and, more broadly, with the Vienna probability and mathematical physics communities. DEADLINE: March 4, 2022 Requirements: Master degree (obtained or to be obtained soon) Salary: 2294 euros/month brutto, 14x per year (around 23718 euros/year netto). Health and pension benefits are included. Starting period: Autumn 2022 Duration: three years Teaching obligations: none How to apply: send your application (motivation letter, CV, Course transcripts, copy of master degree (if already available), Reference letter(s) or contact information for references) to fabio.toninelli(a)tuwien.ac.at For information on the PI, please visit the following webpage: https://toninellifabio.wixsite.com/homepage <https://toninellifabio.wixsite.com/homepage> For information on the FWF project "Random Surfaces: growth, fluctuations and universality", visit the following webpage: https://toninellifabio.wixsite.com/homepage/projects <https://toninellifabio.wixsite.com/homepage/projects> -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://toninellifabio.wixsite.com/homepage

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Fwd: Assistant Professor Position at Durham University
by Bisi, Elia 28 Jan '22

28 Jan '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: CHHITA, SUNIL <sunil.chhita(a)DURHAM.AC.UK> Date: 26 Jan 2022, 18:56 +0100 To: APPLIEDPROB(a)JISCMAIL.AC.UK <APPLIEDPROB(a)JISCMAIL.AC.UK> Subject: Assistant Professor Position at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new faculty position (Assistant Professor) in probability, stochastic analysis, or a related area, to join the probability group<http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html> at Durham University<https://www.dur.ac.uk/mathematical.sciences/>, UK. The closing date for applications is 13th February 2022. Please see the links for more details: https://durham.taleo.net/careersection/jobdetail.ftl?job=22000104&lang=en Please pass this on to anyone who you think might be interested. Best wishes Sunil

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Seminario di Stefano Favaro, venerdì 28 gennaio ore 11:30 - 12:30, cambio piattaforma
by Antonio Pievatolo 28 Jan '22

28 Jan '22

Il seminario si terrà su Google Meet a questo link: https://meet.google.com/kdz-entz-oxo Purtroppo è richiesto un account Google per partecipare. Ci scusiamo dell'inconveniente. Antonio Pievatolo %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Annuncio di seminario online Stefano Favaro, Università di Torino e CNR-IMATI Learning-augmented count-min sketches via Bayesian nonparametrics ven 28 gen 2022 11:30 - 12:30 (CET) The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens’ frequencies in a data stream, i.e. point queries, based on randomly hashed data. Learning-augmented CMSs aim at improving the CMS by means of learning models that allow to better exploit data properties. We focus on the learning-augmented CMS of Cai, Mitzenmacher and Adams (NeurIPS, 2018), which relies on Bayesian nonparametric (BNP) modeling of a data stream via Dirichlet process (DP) priors; this is refereed to as the CMS-DP. We present a novel and rigorous approach of the CMS-DP, and we show that it allows to consider more general classes of nonparametric priors than the DP prior. We apply our approach to develop a novel learning-augmented CMS under power-law data streams, which relies on BNP modeling of the stream via Pitman-Yor process (PYP) priors; this is referred to as the CMS-PYP. Applications to synthetic data and real data show that the CMS-PYP outperfo rms both the CMS and CMS-DP in the estimation of low-frequency tokens; this is known to be a critical feature in natural language processing, where it is indeed common to encounter power-law data. Partecipa alla mia riunione da computer, tablet o smartphone. https://global.gotomeeting.com/join/148172789 Puoi accedere anche tramite telefono. (Per i dispositivi supportati, tocca un numero one-touch sotto per accedere immediatamente.) Italia: +39 0 230 57 81 80 - One-touch: tel:+390230578180,,148172789# Codice accesso: 148-172-789 È la prima volta che usi GoToMeeting? Scarica subito l'app e preparati all'inizio della tua prima riunione: https://global.gotomeeting.com/install/148172789 -- Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random

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