- Random - Mailing list — Dipartimento di Matematica, UniPI

Spring Colloquium in Padova (28th May 2019)
by Giorgia Callegaro 22 May '19

22 May '19

Dear all, we invite you to the Spring Colloquium on Probability and Finance https://events.math.unipd.it/SpringColloquium/ which will take place next week, the 28th May 2019, in Padova, Torre Archimede, room 2BC60, from 10.30 to 13.30. This colloquium is part of the research project *Information in Financial Markets: A Probabilistic Perspective*, funded by the Europlace Institute of Finance, an initiative of the Louis Bachelier Institute. We kindly ask to interested people who will join us to send an e-mail either to "fontana at math.unipd.it" or to "gcallega at math.unipd.it". Have a nice afternoon, Giorgia Callegaro -- Giorgia Callegaro Assistant 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

1 0

seminario probabilità statistica matematica sapienza
by Piccioni, Mauro 22 May '19

22 May '19

Il 28 maggio alle ore 14 in Aula di Consiglio del Dipartimento di Matematica, Sapienza Università di Roma di terrà il seguente seminario di Probabilità e Statistica Matematica: GERARD LETAC, IMT, Université Paul Sabatier, Toulouse, France MULTIVARIATE RECIPROCAL INVERSE GAUSSIAN DISTRIBUTIONS: THE SURPRISING INTEGRALS OF SUPERSYMMETRY Abstract If $W=(w_{ij})_{1\leq i,j\leq n}\)$ is a symmetric matrix with $w_{ij}\geq 0$ and zero diagonal, consider the matrix $M_x=2\mathrm{diag}(x_1,\ldots,x_n)-W$ and the set $C_W$ of $x\in \mathbb{R}^n$ such that $M_x$ is positive definite. Physicists and probabilists have considered in the last ten years several integrals equivalent to $\int_{C_W}\exp(-a^*M_xa-b^*M_x^{-1}b)(\det M_x)^{q-1}dx$. According to the properties of the undirected graph $G$ associated to $W$ with vertices $1,\ldots,n$ and edges $(i,j)$ such that $w_{ij}\neq 0$, we compute some of these integrals and we study the corresponding exponential families on $\mathbb{R}^n$ with many attractive properties.

1 0

Final call "YUIMA Summer School". Free admission for students. Brixen (IT) 25-28 June 2019. Registration extended.
by stefano iacus 22 May '19

22 May '19

The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process & Third Yuima Workshop* This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of modern numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package. The course covers topics of R programming, time series data handling, simulation and numerical analysis for several types of statistical models including: point processes, Hawkes processes,stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motionand Lévy processes. *Program to be announced, by invitation only Who can benefit? Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics,migration flow analysis,social network analysis, and more. They are continuous-time models fitted on discrete sampled data. Point processes, like Compound Poisson and Hawkes processes are used in Limit Order Book (LOB) analysis in trading and finance, as well as in the analysis of rainfalls in meteorology or in earthquakes analysis in seismology. Jump and Lèvy processes extends many of the above models to a variety of statistical distributions that are able to capture stylised facts about real time series. Last, but not least, fractional processes are typical tools of climate change studies. Although the course could not cover all of the above applications, the participants can benefit from understanding the simulation and estimation techniques for these classes of stochastic process and apply to their own research field with the help of the faculties of this summer school. Students are admitted for free! But we have a limited number of slots, register soon! Due to high requests, registration has been extended to May 31st 2019. Hurry up! Where & When? 25-28 June 2019, Brixen-Bressanone, Italy https://yuimaproject.com/yss2019/ <https://yuimaproject.com/yss2019/> ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

1 0

Seminar and lectures of Otavio Menezes in Roma1
by Faggionato, Alessandra 22 May '19

22 May '19

Buongiorno, la prossima settimana abbiamo ospite del Dipartimento il Dr. Otavio Menezes dell'Universita' di Lisbona, che terra' un seminario e due lezioni sul metodo di entropia per sistemi di particelle. Le lezioni sono pensate anche per studenti di dottorato. Sotto trovate i dettagli. Grazie Buona Giornata Alessandra *(A) Seminar* Monday 27 May, 16:00 Aula di Consiglio, Department of Mathematics, University La Sapienza Speaker: Otavio Menezes (Univsersity of Lisbon) Title: Relative entropy and scaling limits of interacting particle systems Abstract: We obtain product approximations to the law of particle systems with exclusion and Glauber dynamics in finite volume, by establishing a bound on the relative entropy between the law of the system and the product measure. As applications of the entropy estimate we obtain the scaling limits of the density fluctuation fields close of equilibrium and bounds on the speed of convergence of the hydrodynamic limit. Joint work with Milton Jara. *(B) Minicourse* When: Tuesday 28 May, 15:00-17:00 and Wednesday 29 May, 14:00-16:00. Where: Room B, Department of Mathematics, La Sapienza Speaker: Otavio Menezes (Univsersity of Lisbon) Title: Relative entropy and scaling limits of interacting particle systems Abstract: The relative entropy method was developed by H.T. Yau in the 90’s to study the hydrodynamics of the Ginzburg-Landau model, and then adapted to several different dynamics. In this course we present the Relative Entropy Method of Yau in the context of general continuous time Markov chains, as well as recent progress in the setting of exclusion and Glauber dynamics. References: Funaki, T. Hydrodynamic Limit for Exclusion Processes, Communications in Mathematics and Statistics (2018) 6:417–480 Jara, M. and Menezes, O. Non-equilibrium fluctuations for a reaction-diffusion model via relative entropy, arXiv:1810.03418 Jara, M. and Menezes, O. Non-equilibrium Fluctuations of Interacting Particle Systems, arxiv.810.09526 ************************************************* 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 *************************************************

1 0

Seminario su Machine Learning presso l'Università di Roma Tre
by Francesco Cesarone 20 May '19

20 May '19

Cari Colleghi, il 24 Maggio 2019 dalle 10:30 alle 12:30 (Aula 10, Dipartimento di Economia Aziendale - Università Roma Tre, Via Silvio D'Amico, 77 -00145, Roma), la Dott.ssa Francesca Perino, Application Engineer presso MathWorks , terrà un seminario su "Machine Learning con MATLAB per la Finanza Quantitativa" (in allegato il flyer). La frequenza del seminario è gratuita. Cordialmente, Francesco Cesarone -- Video - Quantitative Finance Workshop 2018 - Uniroma3 <https://www.youtube.com/watch?v=-DrAdCK8ht8&feature=youtu.be> http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Dipartimento di Economia Aziendale Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

1 0

Extended Submission Deadline for Vienna Congress on Math. Finance, Sept. 9-11 (fwd)
by Tiziano Vargiolu 17 May '19

17 May '19

---------- Forwarded message ---------- Date: Thu, 16 May 2019 16:35:58 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Extended Submission Deadline for Vienna Congress on Math. Finance, Sept. 9-11 ----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- ***UPDATE:*** Due to spring break in connection with Easter holidays, the submission deadline for contributed talks & posters is extended until Saturday, May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ Early registration is possible until June 30, 2019. We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglb?ck, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Bruno Bouchard (Universit? Paris-Dauphine) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huy?n Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Universit? Paris-Dauphine) - Peter Bank (TU Berlin) - Damir Filipovic (L'Ecole Polytechnique F?d?rale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Universit? Claude Bernard Lyon 1) - Sigrid K?llblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Nizar Touzi (Ecole Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz Boston Consulting Group (BCG) and Head of the Data Science Section of the Actuarial Association of Austria (AV?) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AV? - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congr?s danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne?s famous words at the Congress of Vienna (1814-1815) ----------------------------------------------------- Edit VORLAGE Engl. Text und langer Info-Anhang ----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ The call for contributed talks & posters is open until May 18, 2019. Early registration is possible until June 30, 2019. https://fam.tuwien.ac.at/vcmf2019/registration.php We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglb?ck, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Bruno Bouchard (Universit? Paris-Dauphine) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huy?n Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Universit? Paris-Dauphine) - Peter Bank (TU Berlin) - Damir Filipovic (L'Ecole Polytechnique F?d?rale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Universit? Claude Bernard Lyon 1) - Sigrid K?llblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Nizar Touzi (Ecole Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz Boston Consulting Group (BCG) and Head of the Data Science Section of the Actuarial Association of Austria (AV?) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AV? - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congr?s danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne?s famous words at the Congress of Vienna (1814-1815) -----------------------------------------------------

1 0

8 PhD scholarships in Statistical Sciences – University of Padova, Italy – NEW DEADLINE May 21, 2019, 1 pm (CEST)
by Patrizia Piacentini - PhD 17 May '19

17 May '19

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2019*). ** *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2019). Admission is decided on the basis of qualifications only and does not require an entry examination.** *Award* The award will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). ** *How to apply* The call is published *(new deadline May 21, 1 pm CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXV*available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. ** *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

1 0

Concorso RTD-B a Milano Bicocca - MAT/06
by Francesco Caravenna 17 May '19

17 May '19

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca. Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/rtdb-dr-n-17788-del-1742019 La scadenza per la presentazione delle domande è il 9 giugno 2019. Si prega di dare la massima diffusione presso tutti gli interessati. _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

1 0

Seminario dipartimentale di Vittoria Silvestri a Roma1
by Faggionato, Alessandra 17 May '19

17 May '19

Lunedì 20 maggio alle ore 14:30 in Aula di Consiglio si terrà il seminario dipartimentale della D.ssa Vittoria Silvestri che è recentemente risultata vincitrice della procedura valutativa di chiamata a RTD-A nel SSD MAT/06. Speaker: Vittoria Silvestri (Research Fellow in Mathematics, University of Cambridge) Titolo: Fluctuations and mixing for random growth models Abstract *Obtaining a rigorous understanding of the formation of complex patterns in nature is a long-standing problem, which has motivated the introduction of several probabilistic models in the Mathematics and Physics literature. In this talk I will present some of these models, both discrete and continuous, discussing asymptotic behavior, fluctuations and mixing and presenting results obtained in collaboration with L. Levine, J. Norris and A. Turner.* -- ************************************************* 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 *************************************************

1 0

Seminario: Yosi Rinott su Privacy in data dissemination, differential privacy, and adaptivity,
by Antonio Pievatolo 16 May '19

16 May '19

Giovedì 23 maggio alle 14:30, presso il CNR-IMATI, in via A. Corti, 12, Milano, Aula A, si terrà il seguente seminario: Speaker: Yosi Rinott, The Hebrew University. Title: Privacy in data dissemination, differential privacy, and adaptivity. Abstract: I will demonstrate privacy issues that arise when an agency, for example ISTAT or a hospital, disseminates data such as a sample from some population or experimental results to the public or to other agencies. Various methods used by statisticians to assess the disclosure risk, and to decrease it will be briefly reviewed (e.g., Dalenius 1977). In general, such methods depend on scenarios regarding potential intruders, such as the intruder’s prior knowledge about the sample or the population. Differential Privacy (Dwork, McSherry, Nissim and Smith2006) is an approach that avoids the need to consider such scenarios, and guarantees a well-defined notion of privacy by adding noise to all released data. I will describe some basic results on differential privacy with some discussion of its application to the release of contingency tables (Dwork and Roth 2014, Rinott, O’Keefe, Shlomo, and Skinner 2018). Ongoing work on data analysis that takes the added noise into account will be discussed. An attempt to use ideas from differential privacy to control adaptive hypotheses testing or estimation will be described. Here, “adaptive” means choosing the hypotheses to be tested after peeking (snooping) at the data, which is a major problem in data mining, and probably explains in part why so many contradictory finding appear in medical journals. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

1 0