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PhD in Statistics & Computer Science @Bocconi - call for applications
by Antonio Lijoi 16 Nov '20

16 Nov '20

******************* PhD in Statistics and Computer Science - a.y. 2021-2022 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2021 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) ------ Antonio Lijoi Bocconi University http://mypage.unibocconi.eu/antoniolijoi/

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Fwd: 3 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon
by Pietro Caputo 14 Nov '20

14 Nov '20

Ricevo e inoltro: ---------- Forwarded message --------- From: sabot(a)math.univ-lyon1.fr <sabot(a)math.univ-lyon1.fr> Date: Fri, Nov 13, 2020, 20:02 Subject: 3 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon Dear Colleagues, Could you please forward this message to interested colleagues and potential candidates (sorry for the inconvenience if you already received it) Best regards, Christophe Sabot Responsible of the Labex Milyon ----------------------------------------------------------------------------------------------------------------------------- The Excellence Laboratory Milyon <https://milyon.universite-lyon.fr/labex-milyon-mathematics-and-theoretical-…> (Labex Milyon) opens the 2021 campaign of postdoctoral researchers in Lyon--Saint-Etienne in Mathematics, Computer Science and their interactions (including some aspects of theoretical physics). *Milyon offers three postdoctoral positions of two years* with no teaching load for the period 2021–2023. The application is open to all research areas of the labex Milyon (see here <https://milyon.universite-lyon.fr/about-research-126697.kjsp?RH=EN-MILYON-9…> ). More information on the link below: https://milyon.universite-lyon.fr/postdoctoral-positions-2021-2023--130160.… Deadline for applications: January 6th 2021

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Webinar of François Caron @ Unimib
by Federico Camerlenghi 13 Nov '20

13 Nov '20

Dear all, We are glad to announce the next DEMS webinar: Wednesday, 18th November 2020, time 13.00 (CET). link to attend: https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc… The speaker is *François Caron*, Department of Statistics, University of Oxford (UK). ******************************************************* *TITLE*. *A unified construction for series representations and finite approximations of completely random measures* *ABSTRACT*. Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science. Popular infinite-activity CRMs include the (generalized) gamma process and the (stable) beta process. However, except in some specific cases, exact simulation or scalable inference with these models is challenging and finite-dimensional approximations are often considered. In this work, we propose a general and unified framework to derive both series representations and finite-dimensional approximations of CRMs. Our framework can be seen as a generalization of constructions based on size-biased sampling of Poisson point process [Perman et al., 1992]. It includes as special cases several known series representations and finite approximations as well as novel ones. In particular, we show that one can get novel series representations for the generalized gamma process and the stable beta process. We show how these constructions can be used to derive novel algorithms for posterior inference, including a generalization of the slice sampler for normalized CRMs mixture models introduced by Griffin and Walker [2011]. We also provide some analysis of the truncation error. Joint work with Juho Lee and Xenia Miscouridou https://arxiv.org/abs/1905.10733 *Details to attend the webinar.* Event number (access code): 174 366 0917 Event password: 18112020 Wednesday, November 18, 2020 1:00 pm, Europe Time (Rome, GMT+01:00) Event address for attendees: https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc… ******************************************************* The webinar is organized by the Department of Economics, Management and Statistics (DEMS) of the University of Milano - Bicocca. -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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BANDO RTDA Mat/06 - Dipartimento Scienze Statistiche - Sapienza Università di Roma
by Luisa Beghin 13 Nov '20

13 Nov '20

Cari tutti, è stato pubblicato il bando relativo ad una posizione di ricercatore a tempo determinato di tipo A, presso il Dipartimento di Scienze Statistiche della Sapienza di Roma (con scadenza 3-12-2020). Bando RTDA/03/2020 Prot. n. 1240/2020 del 3.11.2020 - G.U. n. 86 del 3.11.2020 al seguente link: https://web.uniroma1.it/trasparenza/dettaglio_bando/165882 Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

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Webinar DIDONG LI
by Matteo Ruggiero 13 Nov '20

13 Nov '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Venerdi 20 Novembre 2020, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: Didong Li (Princeton and UCLA) Title: Learning & Exploiting Low-Dimensional Structure in High-Dimensional Data Abstract: Data lying in a high-dimensional ambient space are commonly thought to have a much lower intrinsic dimension. In particular, the data may be concentrated near a lower dimensional subspace or manifold. There is an immense literature focused on approximating the unknown subspace and the unknown density, and exploiting such approximations in clustering, data compression, and building of predictive models. Most of the literature relies on approximating subspaces and densities using a locally linear, and potentially multi-scale, dictionary with Gaussian kernels. In this talk, we propose a simple and general alternative, which instead uses pieces of spheres, or spherelets, to locally approximate the unknown subspace. I will also introduce a curved kernel called the the Fisher–Gaussian (FG) kernel which outperforms multivariate Gaussians in many cases. Theory is developed showing that spherelets can produce lower covering numbers and mean square errors for many manifolds, as well as the posterior consistency of the Dirichlet process mixture of FG kernels. Results relative to state-of-the-art competitors show gains in ability to accurately approximate the subspace and the density with fewer components and parameters. Time permitting, I will also present some applications of spherelets, including classification, geodesic distance estimation and clustering. ------------------------------------------------ Join Zoom Meeting https://us02web.zoom.us/j/81832398725?pwd=QUl5eXNIM0xFSXNjTG9IaFZkL0lCQT09 <https://www.google.com/url?q=https%3A%2F%2Fus02web.zoom.us%2Fj%2F8183239872…> Meeting ID: 818 3239 8725 Passcode: 768768 Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats <http://www.carloalberto.org/stats> nell’ambito del Complex Data Modeling Research Network midas.mat.uc.cl/network <http://midas.mat.uc.cl/network> 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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Royal Satistical Society's meeting: "Data analysis and stochastic control: where do statistics and applied probability come together?"
by Tiziano De Angelis 12 Nov '20

12 Nov '20

Dear All, As part of the activities of the Applied Probability Section of the Royal Statistical Society, we are pleased to announce an (online) afternoon on the topic: "Data analysis and stochastic control: where do statistics and applied probability come together?" on Wednesday 9 December from 1.30pm to 4.30pm (GMT, London time). Registration via the website https://rss.org.uk/training-events/events/events-2020/sections/data-analysi… is mandatory and it is free for those (non-RSS-members) registering *before 30 November*. After that a £10 registration fee will be charged to non-members for participation. The meeting will include four talks and a panel discussion. Our speakers and panellists are: Beatrice Acciaio (ETH Zurich) Sam Cohen (University of Oxford) Blanka Horvath (King's College, London) John Moriarty (Queen Mary University, London) who will present their recent work in the field of data-driven stochastic control and will share their views on what applied probability can bring to the analysis of data. We encourage the participation of a heterogeneous audience of mathematicians and statisticians to contribute to a lively interdisciplinary discussion. Schedule: Meeting starts 1.30pm, first session: talks by Sam Cohen and Beatrice Acciaio Second session starts 2.45: talks by Blanka Horvath and John Moriarty Panel discussion starts 3.30pm For further information please check the dedicated webpage: https://rss.org.uk/training-events/events/events-2020/sections/data-analysi… Best wishes Alexander Cox (University of Bath) Tiziano De Angelis (University of Turin) Kathrin Glau (Queen Mary University, London) Nic Freeman (University of Sheffield)

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Seminario di Isaia Nisoli lun 16 nov 2020 (DinAmici & Milano Bicocca)
by Francesco Caravenna 11 Nov '20

11 Nov '20

Nell’ambito del ciclo "DinAmicI: Another Internet Seminar" (https://www.dinamici.org/dai-seminar/), Isaia Nisoli (Institute of Mathematics-Rio de Janeiro) terrà un seminario online la settimana prossima. Seguono i dettagli: ******************************************** Data: Lunedì 16 novembre 2020, h 14:00 Titolo: A simple system presenting Noise Induced Order Abstract: In this talk I will present a family of one dimensional systems with random additive noise such that, as the noise size increases, the Lyapunov exponent of the stationary measure transitions from positive to negative. This phenomena is known in literature as Noise Induced Order, and was first observed in a model of the Belosouv-Zhabotinsky reaction and its existence was proven only recently by Galatolo-Monge-Nisoli. In the talk I will show how this phenomena is strictly connected with non-uniform hyperbolicity and the coexistence of regions of expansion and contraction in phase space; the result is attained through a result on the continuity of the Lyapunov exponent of the stationary measure with respect to the size of the noise. Link: https://www.dinamici.org/event/isaia-nisoli-universidade-federal-de-rio-de-… ******************************************** Buona serata, Francesco Caravenna e Giampaolo Cristadoro

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Fwd: [owps] One World Probability Seminar Thursday November 12
by Faggionato, Alessandra 11 Nov '20

11 Nov '20

buongiorno giro il messaggio pensando che a qualcuno possa interessare (e sperando che non ci siano ripetizioni dato che a volte io non vedo - nemmeno nella spam - alcuni messaggi della mailing list). saluti alessandra ---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 11 nov 2020 alle ore 15:58 Subject: [owps] One World Probability Seminar Thursday November 12 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 12, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Claudio Landim (IMPA) Title: Metastability as Markov chains model reduction Abstract: In this lecture, we review recent developments in the theory of the metastable behavior of continuous-time Markov chains. To illustrate it, we consider the evolution of the magnetization in the Ising model and the dynamics of the condensate in critical zero-range processes. (15:00-16:00 UTC) Insuk Seo (Seoul National University Title: Metastability of stochastic interacting systems Abstract: In this second presentation regarding the metastability of random dynamical systems, we focus on two specific models to understand how the general methodologies introduced in the first presentation can be applied. The first model is the Ising model on a finite, fixed, and large lattice without an external field at very low temperatures. We explain how the potential theory can be effectively employed for analyzing the said model, whose saddle between ground states comprises a large set of configurations with complicated structure. The second model is the zero-range process with sticky interaction. We elucidate how various approaches can be applied for handling the non-reversibility or the criticality associated with the stickiness of particles. The study on the Ising model is a collaboration with S. Kim, and the study on the zero-range process is a collaboration with C. Landim and D. Marcondes. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://impa-br.zoom.us/j/93849865809?pwd=Nzg5TTJOai9KQkRXS0ROcHNjL2JVZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Pisa Online Seminars - Giovanni Conforti and Ruojun Huang (Tuesday, Nov. 10 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 09 Nov '20

09 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo *********** Tuesday, Nov. 10, 14:00 Speaker: Giovanni Conforti (École Polytechnique) Title: A probabilistic approach to convex entropy decay for Markov chain Abstract: A powerful technique to quantify the trend to equilibrium and the best constants in the associated functional inequalities for diffusions on Riemannian manifolds consists in establishing convexity estimates for the relative entropy via the so called Gamma calculus. In order to adapt these ideas to the context of discrete Markov chains several notions of discrete curvature have been recently introduced and used to obtain concrete lower bounds for the logarithmic Sobolev constant in a number of situations. However, the picture is not fully clear yet and several natural questions remain unanswered. In this talk, I will present a more probabilistic approach to convex entropy decay which relies on the notion of coupling rates to bypass or replace discrete Böchner identities. If time allows, I will show how this approach produces explicit lower bounds in non perturbative setting, thus going beyond the weak-interaction/low high temperature regime. Tuesday, Nov. 10, 15:00 Speaker: Ruojun Huang (Scuola Normale Superiore) Title: Averaging principle and random growth Abstract: Motivated by questions in reinforced random walks and the asymptotic shape of their range, we study a simplified model of random growth in the continuum. In this model, random sets grow by increment of small bumps at the boundary, driven by a particle that is confined to move in its interior, reinforced by the last location of domain's increment. We prove scaling limit of the growing domain to an infinite dimensional ODE, when the bump size is sent to zero. We deduce a macroscopic shape theorem for the growing domain with fixed bump size, as time tends to infinity. Joint work with Amir Dembo, Pablo Groisman, and Vladas Sidoravicius.

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LTI@UniTO Webinars in Finance - Ugo Panizza (GIIDS Geneva), Nov 9 h. 12.45 & Sergei Glebkin (INSEAD), Nov. 11 h.15
by Luca Regis 05 Nov '20

05 Nov '20

| Dear colleagues, |||| LTI@UniTO (www.carloalberto.org/lti) is pleased to invite you to the following Webinars in Finance: *9 NOVEMBER 2020 | h. 12:45-13:45* || | *“Corporate foreign bond issuance and interfirm loans in China”* |** || *Ugo Panizza (Graduate Institute of International and Development Studies, Geneva)* Abstract: We use firm-level data to analyze international bond issuance by Chinese non-financial corporations. The interest rate differential between domestic and foreign interest rates increases the likelihood of dollar bond issuance by risky firms. Most strikingly, risky firms do more interfirm lending than non-risky firms. This lending rose significantly after the authorities sought to restrict the financial activities of risky firms in 2008-09. Risky firms try to boost profitability by engaging in speculative activities that mimic the behavior of financial institutions while escaping prudential regulation that limits risk-taking by financial firms. /Joint with Yi Huang and Richard Portes/ *Zoom Link https://us02web.zoom.us/j/86538325685?pwd=SlFtZTlxQVI2cktZanhPOUlFWGVjQT09 <https://us02web.zoom.us/j/86538325685?pwd=SlFtZTlxQVI2cktZanhPOUlFWGVjQT09> * Meeting ID: 865 3832 5685 Passcode: 460794 |(Attendance is limited to maximum 100 participants)| For more information https://www.carloalberto.org/event/ugo-panizza/ ------------ *11 NOVEMBER 2020 | h. 15:00 - 16:15* || *Sergei Glebkin (INSEAD)* || |*“Simultaneous Multilateral Search”*| || Abstract: This paper studies simultaneous multilateral search (SMS) in over-the-counter (OTC) markets: when searching, an investor contacts several potential counterparties and then trades with the one offering the best quote. Search intensity (how frequently one can search) and search capacity (how many potential counterparties one can contact) affect market qualities differently. Contrasting SMS to bilateral bargaining (BB), the model shows that investors might favor BB over SMS if search intensity is high or in distress. Such preference for BB hurts allocative efficiency and suggests an intrinsic hindrance in the adoption of all-to-all and request-for-quote type of electronic trading in OTC markets. /Joint with Bart Yueshen (INSEAD)./ *Zoom Link https://us02web.zoom.us/j/81064877787?pwd=Z2grNzZwbGtXd25yakR3NkU4cFNFZz09 <https://us02web.zoom.us/j/81064877787?pwd=Z2grNzZwbGtXd25yakR3NkU4cFNFZz09>* Meeting ID: 810 6487 7787 Passcode: 733237 ||(Attendance is limited to maximum 100 participants)|| For more information https://www.carloalberto.org/event/sergei-glebkin/ Best regards, Luca Regis | -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti || ||

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