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Saint-Flour 2014
by Marco Romito 02 Dec '13

02 Dec '13

FIRST ANNOUNCEMENT The 44th Saint-Flour Probability Summer School will be held in Saint-Flour on July 15-26, 2014. This year, the three courses will be Sourav Chatterjee: "Topics in concentration of measure and large deviations" Martin Hairer: "Regularity structures" Gregory Miermont: "Aspects of random maps" Further information can be found at http://math.univ-bpclermont.fr/stflour/ Online registration will open in February 2014. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- For information about the Saint-Flour Probability Summer School http://math.univ-bpclermont.fr/stflour/ mailto:stflour@math.univ-bpclermont.fr

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Fwd: Postdoc position in Berlin (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from bank(a)math.tu-berlin.de ----- Date: Mon, 2 Dec 2013 13:56:52 +0100 From: Peter Bank <bank(a)math.tu-berlin.de> Subject: Postdoc position in Berlin To: Peter Bank <bank(a)math.tu-berlin.de> Dear colleague, I am writing to announce a vacancy of a Postdoctoral position for 30 months at TU Berlin in a project on ?Game Options and Markets with Frictions? run jointly with YanDolinsky, Peter Imkeller, and Yuri Kifer. This is a pure research position, ofcourse offering the possibility to teach a course should the successfulapplicant wish to broaden her/his teaching profile. Should you know a suitable candidate for this position (foreseen to be filledin March 2014), I would be grateful if you could forward the attached jobposting. Of course, I will be happy to answer any question an interested candidate mayhave. Thanks a lot for your help, Peter Bank ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Postdoc position in Oxford (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from jan.obloj(a)maths.ox.ac.uk ----- Date: Mon, 2 Dec 2013 15:05:04 +0000 From: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Subject: Postdoc position in Oxford To: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Dear Colleague, I am writing to let you know about a post-doc opening at Oxford. This is a 3 year research position to work with me on topics in Robust Financial Mathematics. More information can be found on: http://www.maths.ox.ac.uk/node/23802 and in the attached further particulars. The position is based in the Mathematical and Computational Finance Group at the Mathematical Institute but also comes with a membership of the Oxford-Man Institute. Successful candidate will have access to a generous travel allowance and other benefits. An opportunity (but no obligation) to do a limited amount of teaching will be offered. I would greatly appreciate if you could advertise this within your group and/or forward directly to any potential candidates. Thank you for your help best regards Jan _________________________ Jan Obloj Mathematical Institute St John's College and Oxford-Man Institute of Quantitative Finance University of Oxford MI, ROQ, Woodstock Road Oxford OX2 6GG +44 1865270124 ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

(scusandomi in anticipo per eventuali ripetizioni) ANNUNCIO DI SEMINARIO Il Prof. GEORGE YIN della Wayne State University di Detroit terra' il seguente seminario il lunedi' 9 dicembre alle ore 11.30 nella sala riunioni del VII piano, scala B, del Dipartimento di Matematica, via Trieste 63, Padova: Titolo: SWITCHING DIFFUSION SYSTEMS AND APPLICATIONS ABSTRACT: Numerous problems in control and optimization require the treatment of systems in which continuous dynamics and discrete events coexist. The discrete component is represented by a random jump process with a finite state space, and the continuous component is the solution of a stochastic differential equation. Seemingly similar to diffusions, the processes have a number of salient features distinctly different from diffusion processes. After providing motivational examples arising from wireless communications, identification, finance, singular perturbed Markovian systems, manufacturing, and consensus controls, we present necessary and sufficient conditions for the existence of unique invariant measure, stability, stabilization, and numerical solutions of control and game problems. Contatto: W. Runggaldier -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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faculty positions at all levels for appointment to its mathematics program alla New York University di Abu Dhabi
by Alberto Gandolfi 30 Nov '13

30 Nov '13

http://nyuad.nyu.edu/content/dam/nyuad/departments/faculty-recruitment/docu… NYU Abu Dhabi is currently inviting applications for faculty positions at all levels for appointment to its mathematics program. The competitive candidate will have an outstanding research record, a commitment to excellence in teaching, and a desire to actively engage in the development of this young institution. We encourage applications from candidates in all fields of mathematics, pure and applied. Successful candidates will find a congenial research environment that includes supportive and highly motivated colleagues, access to significant resources, a competitive startup package, and broad opportunities for interdisciplinary research across the different campuses of the NYU system. Successful candidates will also have priority access to the NYU Abu Dhabi High Performance Computing facilities, including the new Butinah cluster with more than 6400 computing cores and a peak performance of 70 TFLOPS. The terms of employment are competitive and include housing and educational subsidies for children. Faculty may also spend time at NYU New York and other sites of the global network, engaging in both research and teaching opportunities. The appointment may begin as soon as September 1, 2014, but candidates can elect to start as late as September 1, 2015. Applications are due by December 15, 2013. Applications received later will be reviewed until the positions are filled. Candidates should submit a curriculum vitae and statements of research and teaching interests. To complete the online process, applicants will be prompted to enter the names and email addresses of at least three referees. Each referee will be contacted to upload their reference letter. Please visit our website at http://nyuad.nyu.edu/about/careers/faculty-positions.html for instructions and other information on how to apply. If you have any questions, please e-mail nyuad.science(a)nyu.edu. NYU Abu Dhabi is an Equal Opportunity/Affirmative Action Employer

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3rd Carlo Alberto Stochastics Workshop - Reminder
by Matteo Ruggiero 28 Nov '13

28 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** This is a reminder of the upcoming 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II organized by the "de Castro" Statistics Initiative (http://www.carloalberto.org/stats). The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. Deadline for registration: December 15, 2013. Details about registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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seminario Giovanni Puccetti in Bicocca
by Fabio Bellini 28 Nov '13

28 Nov '13

Il giorno martedì 3 dicembre alle ore 14.30 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Giovanni Puccetti della Università di Firenze terrà un seminario su The Rearrangement Algorithm: a new tool for computing bounds on risk measures Abstract: We introduce a numerical algorithm which allows for the computation of sharp upper and lower bounds on the Value-at-Risk or on the Expected Shortfall of high-dimensional risk portfolios having fixed marginal distributions. These bounds can be interpreted as a measure of model uncertainty induced by possible dependence scenarios. We also illustrate several recent applications of the algorithm to quantitative risk management and applied probability. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini

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Fwd: [World] One-year postdoc position in combinatorics in Paris
by Gustavo Posta 26 Nov '13

26 Nov '13

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Subject: [World] One-year postdoc position in combinatorics in Paris > Date: 26 novembre 2013 14:35:36 GMT+01:00 > To: world(a)alea-research.eu > > One-year Postdoc position at University Paris 13 > in Combinatorics and application to probability and statistical physics. > > > A one-year postdoc position in combinatorics at the University Paris > 13 is available. The position is within the framework of The ALEA > Sorbonne project, which is funded by the IDEX Universite Sorbonne > Paris Cité group members of the CALIN team (LIPN Paris 13), the > Combinatorics and Automata teams (LIAFA Paris Diderot) and the > Probability et Statistics team (LAGA Paris 13) and deals with discrete > random structures coming from theoretical computer science, > probability, or statistical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN (University Paris 13) and collaborate with LIAFA > (University Paris Diderot) and LAGA (University Paris 13). The > position will begin un September or October 2014. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before December, 20 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris13.fr > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Avviso di seminario :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 25 Nov '13

25 Nov '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 29 Novembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dip. di Scienze Statistiche, Università degli Studi di Padova) terrà un seminario dal titolo DIRECTIONAL INFERENCE FOR VECTOR PARAMETERS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary We consider inference on a vector-valued parameter of interest in a linear exponential family, in the presence of a finite-dimensional nuisance parameter. Based on higher order asymptotic theory for likelihood, we propose a directional test whose p-value is computed using one-dimensional integration. For discrete responses this extends the development of Davison et al. (2006), and some of our examples concern testing in contingency tables. For continuous responses the work extends the directional test of Cheah et al. (1994). Examples and simulations illustrate the high accuracy of the method, which we compare with the usual likelihood ratio test and with an adjusted version due to Skovgaard (2001). In high-dimensional settings, such as covariance selection, the approach works essentially perfectly, whereas its competitors can fail catastrophically. Extensions to non-linear exponential families and to general models are also sketched (joint with A.C. Davison, D.A.S. Fraser, N. Reid).

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Seminario CARON
by Matteo Ruggiero 22 Nov '13

22 Nov '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 29 novembre 2013, alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: François CARON (University of Oxford) A BAYESIAN NONPARAMETRIC MODEL FOR UNDIRECTED AND MULTI-EDGES NETWORKS Abstract: In this talk, I will present ongoing work on a Bayesian nonparametric specification for either undirected or multi-edge directed networks, building on the framework of completely random measures. The formulation allows for an unbounded number of nodes in the network, while encouraging a sparse set of interactions. Importantly, as demonstrated empirically, the model captures salient features of real world networks like power-law degree distributions with possible exponential cut-off in the tails. These properties, in addition to sparsity, are determined by three hyperparameters. I will also discuss an approach for scaling computations to large networks. This is joint work with Emily Fox (University of Washington). Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Il programma dei seminari puo' essere consultato alla pagina http://www.carloalberto.org/events/seminars/statistics/ Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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