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Fwd: RS&A2019
by Gustavo Posta 22 Oct '18

22 Oct '18

Begin forwarded message: > From: The 19th International Conference on Random Structures and Algorithms <rsa2019(a)amu.edu.pl> > Date: 22 ottobre 2018 13.51.37 GMT+02.00 > To: ukryci-adresaci: ; > Subject: RS&A2019 > > > > The 19th International Conference on > RANDOM STRUCTURES AND ALGORITHMS > Zurich, 15-19 July, 2019 > > > We are pleased to announce that the 19th International Conference on Random Structures and Algorithms "RS&A2019" will be held at the ETH in Zurich, 15-19 July, 2019. > > The list of invited speakers is available at the conference website: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…; > the registration is already open: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…. > > We have some limited funding (in terms of accommodation and a per diem) available for graduate students or postdocs. The application form can be found under the link: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al… > > More information will be available soon. > > With best regards, > The organizers > > © 2018 - RSA2019 >

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Assegno di ricerca, Università Milano-Bicocca
by andrea ongaro 22 Oct '18

22 Oct '18

Si informa che presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d’Impresa dell’Università Milano-Bicocca è stato bandito un assegno di ricerca (tipo A1, Junior) della durata di 24 mesi rinnovabili sul tema: “Modelli non standard per dati ad elevata complessità”. SCADENZA: 6 novembre 2018. BANDO: https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ… Cordialmente Andrea Ongaro

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Seminario BELITSER
by Matteo Ruggiero 22 Oct '18

22 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 26 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eduard BELITSER (Vrije Universiteit Amsterdam) ROBUST INFERENCE FOR GENERAL PROJECTION STRUCTURES BY EMPIRICAL BAYES AND PENALIZATION METHODS We develop a general framework of projection structures and study the problem of inference on the unknown parameter within this framework by using empirical Bayes and penalization methods. The main inference problem is the uncertainty quantification, but on the way we solve the estimation and posterior contraction problems as well (also a weak version of structure recovery problem). The approach is local in that the quality of the inference procedures is measured by the local quantity, the oracle rate, which is the best trade-off between the approximation error by a projection structure and the complexity of that approximating projection structure. The approach is also robust in that the stochastic part of the general framework is assumed to satisfy only certain mild condition, the errors may be non-iid with unknown distribution. We introduce the excessive bias restriction (EBR) under which we establish the local (oracle) confidence optimality of the constructed confidence ball. As the proposed general framework unifies a very broad class of high-dimensional models interesting and important on their own right, the obtained general results deliver a whole avenue of results (many new ones and some known in the literature) for particular models and structures as consequences, including white noise model and density estimation with smoothness structure, linear regression and dictionary learning with sparsity structures, biclustering and stochastic block models with clustering structure, covariance matrix estimation with banding and sparsity structures, and many others. Many adaptive minimax results over various scales follow from our local results. (Joint work with N. Nurushev.) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) 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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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Winter Workshop on Complex Systems 2019 in Zakopane
by Mateusz Wilinski 18 Oct '18

18 Oct '18

Dear All, next year the Winter Workshop on Complex Systems will be held in Zakopane (Poland) from 4th to 8th February 2019. The event is tailored for PhD students and young scientists working in the broad area of Complex Systems (including problems from Biology, Physics, Finance and Economy, Machine Learning and many more). The call for participation in the 2019 edition is now open and the application deadline is 31st of October. All the details are available at: http://wwcs2019.org The cost of the workshop is just 100 euros, which includes accommodation, food, transport from Cracow, social events and more. Participants will also have the chance to interact and hear lectures from exciting scientist, namely: Fabrizio Lillo, Chiara Poletto, Pere Colet and Piotr Fronczak. I hope to see applications from many of you. :) We would also be really happy, if you could help to spread the information and encourage others to apply. Best wishes, on behalf of the organizing committee Mateusz Wilinski

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Bootstrap percolation: subcritical universality class and oriented percolation - Seminario di Ivailo Hartarsky il 24/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Ivailo Hartarsky (ENS, France) Titolo: Bootstrap percolation : subcritical universality class and oriented percolation Mercoledi' 24 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Bootstrap percolation is a wide class of deterministic monotone cellular automata with random initial state closely related to several other statistical physics models such as the kinetically constrained spin models for the spin glass transition. There are three `universality classes' of bootstrap percolation in two dimensions. Of them the `subcritical' ones those exhibiting a non-trivial phase transition are by far the most poorly understood. In this work we develop a first approach for studying them. We will start with a gentle introduction to the field and its universality picture to provide the necessary background. We will then introduce the main new notion of critical density and state our main result. We will then illustrate the method by applications to concrete examples yielding new and old results in the area. The approach establishes and exploits a tight connection with a new generalization of classical oriented percolation, whose further study will have a direct impact on bootstrap percolation. The talk will be based on the preprint arxiv:1806.11405.

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Assegno di ricerca presso Politecnico di Milano
by Alessandra Menafoglio 16 Oct '18

16 Oct '18

Il Dipartimento di Matematica del Politecnico di Milano ha bandito un assegno di ricerca di 12 mesi descritto in dettaglio al link https://www.polimi.it/index.php?id=3971 <https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5bID%5d=7923> &tx_wfqbe_pi1%5bID%5d=7923 sul tema Modellazione statistica e numerica di trasporto di sedimenti in bacini montani nell'ambito della partecipazione del laboratorio MOX al progetto della Fondazione CARIPLO SMART-SED. Eventuali interessati possono contattare <mailto:luca.bonaventura@polimi.it> luca.bonaventura(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it per maggiori informazioni. La scadenza del bando è il 25 ottobre 2018 e la prevista data per la presa di servizio il primo dicembre 2018. Grazie in anticipo per la diffusione a tutti i potenziali interessati. Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminario di Clement Erignoux il 23/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Clement Erignoux Universita' di Roma Tre Titolo: Hydrodynamics for a non-ergodic activated exclusion process Martedi' 23 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Abstract The Entropy Method introduced by Guo, Papanicolaou and Varadhan (1988) has been used with great sucess to derive the scaling hydrodynamic behavior of wide ranges of conserved lattice gases (CLG). It requires to estimate the entropy of the measure of the studied process w.r.t. some nice, usually product, measure. In this talk, I will present an exclusion model inspired by a model introduced by Goncalves, Landim, Toninelli (2008), with a dynamical constraint, where a particle at site x can only jump to x+delta iff site x-delta (delta=pm1) is occupied as well. I will give some insight on the different microscopic and macroscopic situations that can occur for this model, and briefly describe the steps to derive the hydrodynamic limit for this model by adapting the Entropy Method to non-product reference measures. I will also expand on the challenges and question raised by this model and on some of its nice mapping features. Joint work with O. Blondel, M. Sasada, and M. Simon.

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Fwd: avviso seminari di Matematica proff. Paolo Butta, Michela Ottobre e Boguslaw Zegarlinski (18.10.2018)
by Franco Flandoli 13 Oct '18

13 Oct '18

SEMINARI DI MATEMATICA Giovedì 18 ottobre 2018 *Scuola Normale Superiore* Pisa Sala Conferenze, Collegio Puteano si terranno i seguenti seminari: 14:30 *Paolo Buttà* ( Università di Roma "La Sapienza"), *“On the large deviations of interface motions in statistical mechanics models”* *Abstract:* *In this talk, I consider the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limit functionals provide, in the sense of large deviations theory, the probability of deviations from the mean curvature flow. I discuss, in the case of smooth interfaces, the derivation of these functionals, for which explicit formulae of the mobility and transport coefficients are given. This is joint work with L. Bertini and A. Pisante.* 15:20 *Michela Ottobre* (Heriot-Watt University, Edimburgh), *“Beyond the Hoermander condition”* *Abstract:* *The study of diffusion processes of elliptic and hypoelliptic type has by now produced a fully-fledged theory, involving several branches of mathematics: stochastic analysis, analysis of differential operators, (sub-)Riemannian geometry and control theory, just to mention the main players. One of the key steps in the development of such a theory has been the seminal paper of Hoermander and a large body of work has been dedicated for over 40 years to the study of diffusion processes under the Hoermander Condition (HC), which is a sufficient condition for hypoellipticity. We propose to study processes that do not, in general, satisfy the HC. In place of the HC, we wish to enforce a weaker condition, the so-called UFG condition, introduced by Kusuoka and Strook with probabilistic motivations, and, independently, by Sussman, Hermann and Lobry, this time in the field of control theory. In particular, Kusuoka and Strook showed that it is still possible to build a solid PDE theory for diffusion semigroups even in absence of the Hoermander condition. We will present new results on the geometry and long time behaviour of diffusion semigroups that do not satisfy the Hoermander condition. Our interest in UFG diffusions stems from the observation that they constitute a large class of SDEs which exhibit multiple invariant measures and such that it is possible to determine in a systematic way the basin of attraction of each equilibrium state. This is a joint work with P. Dobson (Maxwell Institute), T. Cass and D. Crisan (Imperial College).* 16:10 *Boguslaw Zegarlinski* (Imperial College London), *“Hypoelliptic diffusion in noncommutative setup”* *Abstract:* *I will review results and problems concerning hypoelliptic diffusion and coercive (Poincare and Log-Sobolev) inequalities.* Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Politecnico di Milano - Seminario Iacopini
by Laura Maria Sangalli 12 Oct '18

12 Oct '18

Si avvisa che in data 08-11-2018, alle ore 11:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Matteo Iacopini, Università Ca’ Foscari Venezia Titolo Bayesian Dynamic Tensor Regression Sommario Multidimensional arrays (i.e. tensors) of data are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well known multivariate models such as SUR, VAR, VECM, panel VAR and matrix regression models as special cases. For dealing with the over-parametrization and over-fitting issues due to the curse of dimensionality, we exploit a suitable parametrization based on the parallel factor (PARAFAC) decomposition which enables to achieve both parameter parsimony and to incorporate sparsity effects. Our contribution is twofold: first, we provide an extension of multivariate econometric models to account for both tensor-variate response and covariates; second, we show the effectiveness of proposed methodology in defining an autoregressive process for time-varying real economic networks. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with different size of the response and independent variables, proving computational efficiency even with high-dimensions of the parameter space. Finally, we apply the model for studying the temporal evolution of real economic networks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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