Con preghiera di diffusione a potenziali interessati.
Grazie
Matteo Ruggiero
---
Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it <http://www.matteoruggiero.it/>
Postdoctoral position at the University of Torino
Title: FAST INFERENTIAL STRATEGIES WITH COX-INGERSOLL-ROSS DRIVEN HIDDEN MARKOV MODELS AND THEIR EXTENSIONS
Supervisor: Matteo Ruggiero (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <http://www.matteoruggiero.it/>
Brief description:
The project aims at improving current inferential techniques addressed to diffusions like Cox-Ingersoll-Ross processes or their extensions, e.g. Dawson-Watanabe processes, or transformations, e.g., Wright-Fisher and Fleming-Viot diffusions. We will tackle Bayesian inference on the trajectory of such diffusions or on the parameters that characterize drift and volatility, under the assumption of a hidden Markov model framework with noisy data collection. We will typically exploit duality properties, which allow to write the conditional distributions of the hidden signal given the data in simpler forms than those obtained through the transition density of the signal, especially when the latter is only available as a series expansion, together with simulation and approximation strategies, which aim at accelerating the inference by leveraging on the discrete nature of the dual process state space. Such approaches will be used to make direct inference on the process trajectory and to set up Markov chain Monte Carlo strategies that target the estimation of the process parameters.
Duration: 12 months, renewable.
Application deadline: h13 Oct 24, 2022
Starting date: Dec 1 or later, 2022
Further info: matteo.ruggiero(a)unito.it
Applications through
https://www.serviziweb.unito.it/albo_ateneo/ <https://www.serviziweb.unito.it/albo_ateneo/>
Reference number for the call: 4382; code reference in the call: ESOMAS.2022.08/XXIV.
---------- Forwarded message ---------
Assegno di ricerca in area 13 presso il Campus di Rimini dell'Universita'
di Bologna (Dipartimento di Scienze Statistiche)
Il titolo e' “Possibilistic and probabilistic models for climate and energy
risk: Applications to energy and insurance"
Il bando si trova sul sito
https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat
<https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat>
Assegni di ricerca <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat>
property=
bandi.unibo.it
Per scaricare il bando occorre selezionare il Dipartimento di Scienze
Statistiche nel menù a tendina.
Occorre o il Dottorato o se non ancora conseguito essere stati ammessi
all'Esame finale di Dottorato.
La scadenza e' il giorno 24 ottobre 2022.
Partially rectifying a previous message:
Good morning,
Hope my email finds you well.
We are hiring a *PhD position in Statistics at the University of
Milano-Bicocca from December 2022* (session III, published on
October 3,2022, with *deadline for application on October 17 *at noon).
More information about the content of the research can be found below, and
at the link
https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm…
Best,
Francesca Greselin
<https://www.scopus.com/authid/detail.uri?authorId=25936155400>
Department of Statistics and Quantitative Methods
University of Milano-Bicocca
*Title of the research*
Statistical methodologies for the development of green and eco-sustainable
cosmetic products from marine environmental DNA
*Abstract *
Sustainable Fashion, Luxury, and Design are currently key sectors of
Milan's economy. There is an increasing interest in an ecological and
digital transition within all economic sectors, and Milan Universities,
together with many innovative firms, are heading such an effort, also in
the cosmetics field. This research project aims to contribute to
transforming the production and distribution processes within the area of
cosmetics to reduce environmental impacts and foster the market transition.
The research will have a first phase to perform market research on
cosmetics and luxury, firstly on bibliographic sources, and successively
integrating different sources of information obtained from public
repositories and from specific analyses that can be conducted on web
scraped data. The first part of the study aims to understand and assess
customers' interest in green cosmetics for topical use and identify the
specific features that could make a difference in market share. As a
result, particular skills related to data collection through different
sources, data cleaning, and data integration should be developed along with
the research. It also involves the processing of a vast amount of data,
therefore, a good familiarity with and/or predisposition to the use of big
data is welcome and desirable. Research should be carried on to devise the
key factors required by the market or beneficial to it, and to scrutinize
appropriate models for economic forecasting. The second phase of the
research will be carried out on experimental data originated by studying
new products. Within a wise ecological transition, microplastics will be
replaced with natural materials for cosmetic products. This transition will
be performed in collaboration with the Bicocca Marhe center (located on
Maldives island), where particular plant species are found, and great
biodiversity is available for the purpose. The activities will be conducted
under a surveillance protocol to monitor these marine species' conservation
status and assess the impact of human activities, to protect important
offshore marine sites. Experiments with new cosmetics will also originate
from studies of the microbiota of the skin, and how it is altered and
modified with newly developed products. New chemical formulas will be
experimented to find alternatives to analog formulas used in valid but not
green cosmetics, perfecting and optimizing existing molecules, and
formulating them as better alternative products. Finally, the third part of
the research will be devoted to providing indications for production and
distribution processes that will agree with the project's overall purpose
of sustainability. Possible research exchange visits are envisaged with
other foreign universities currently involved in ongoing collaborations.
Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi:
The free energy of (a box version of) the interacting Bose gas
Prof. Wolfgang König, WIAS and TU Berlin (abstract below)
The seminar will take place on 11 October at 11:30 in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini”, Firenze, and streamed online here <https://www.google.com/url?q=https://meet.google.com/gji-phwo-vbg&source=gm…>.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…>
--------------------------------------------
Abstract:
The interacting quantum Bose gas is a random ensemble of many
Brownian bridges (cycles) of various lengths with interactions between any
pair of legs of the cycles. It is one of the standard mathematical models in
which a proof for the famous Bose–Einstein condensation phase transition
is sought for. We introduce a simplified version of the model in $Z^d$ instead
of $R^d$ and with an organisation of the particles in deterministic boxes in-
stead of Brownian cycles as the marks of a reference Poisson point process.
We derive an explicit and interpretable variational formula in the thermody-
namic limit for the canonical ensemble for any value of the particle density.
In this formula, each of the microscopic particles and the macroscopic part
of the configuration are seen explicitly (if they exist); the latter receives the
interpretation of the condensate. The methods comprises a two step large-
deviation approach for marked Poisson point processes and an explicit dis-
tinction into microscopic and macroscopic marks. We discuss the conden-
sate phase transition in terms of existence of minimizer. (based on joint
works with Adams/Collevecchio (2011) and Collin/Jahnel (preprint 2022).)
----------------------------------------------------------------------
Gianmarco Bet (he/him)
Senior researcher
https://gianmarco.bet
Phone: (+39) 055 2751491
Department of Mathematics and Informatics "U. Dini"
University of Florence
Viale Morgagni, 65
50134 Firenze, Italy
Office 64
----------------------------------------------------------------------
----------------------------------------------------------------------
Gianmarco Bet (he/him)
Senior researcher
https://gianmarco.bet
Phone: (+39) 055 2751491
Department of Mathematics and Informatics "U. Dini"
University of Florence
Viale Morgagni, 65
50134 Firenze, Italy
Office 64
----------------------------------------------------------------------
Sorry for sending multiple messages. There was a typo in the affiliation of Prof. Tankov.
Best,
Giacomo Bormetti
Friday October 21st 2022 9:30 – 12:15
Dipartimento di Matematica, Università di Bologna
In presence at Aula GIS Geologia, via Zamboni 67
Second PON Seminars Day:
* Rossella Agliardi Dipartimento di Matematica, UNIBO
Green bonds
* Peter Tankov ENSAE, Institute Polytechnique de Paris
Corporate debt value under transition scenario uncertainty
* Giulia Livieri Scuola Normale Superiore, Pisa
Modeling an example of green transition
More infor at: https://phd.unibo.it/matematica/en/pon
All interested people are kindly invited to join us.
Sincerely,
Giacomo Bormetti
<https://www.unibo.it/sitoweb/giacomo.bormetti>
Dear All:
It is my pleasure to forward to you the following advertisement of a
postdoc position at Boston University with Prof. Konstantinos Spiliopoulos:
> I am writing to bring to your attention this postdoc opportunity at
> Boston University in probability and stochastic processes
>
> https://www.mathjobs.org/jobs/list/20493
>
> Please advertise it to your graduating students! Feel free to reach
> out if there are any questions. The funding for the position is
> currently for two years, but this is without obligation for teaching.
> It may be extended to a third year with some teaching.
>
> Best regards,
>
> Kostas
>
> ---
> Konstantinos Spiliopoulos
> Associate Professor
> Boston University
> Department of Mathematics & Statistics
> http://math.bu.edu/people/kspiliop/
> Tel:617-353-5209
>
Best regards,
Markus Fischer
-----
Markus Fischer
Department of Mathematics "Tullio Levi-Civita"
University of Padua
via Trieste, 63
35121 Padova
tel. +39.049.827.1472
Friday October 21st 2022 9:30 – 12:15
Dipartimento di Matematica, Università di Bologna
In presence at Aula GIS Geologia, via Zamboni 67
Second PON Seminars Day:
* Rossella Agliardi Dipartimento di Matematica, UNIBO
Green bonds
* Peter Tankov ENSEA, Institute Polytechnique de Paris
Corporate debt value under transition scenario uncertainty
* Giulia Livieri Scuola Normale Superiore, Pisa
Modeling an example of green transition
More infor at: https://phd.unibo.it/matematica/en/pon
Organization by: Giacomo Bormetti
All interested people are kindly invited to join us.
Sincerely,
Giacomo Bormetti
Giacomo Bormetti
https://www.unibo.it/sitoweb/giacomo.bormetti
Good morning,
Hope my email finds you well.
We are hiring a *Postdoc in Statistics at the University of Milano-Bicocca
from December 2022* (session III, published on October 3,2022, with
*deadline for
application on October 17 *at noon).
More information about the content of the research can be found below, and
at the link
https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm…
Best,
Francesca Greselin
<https://www.scopus.com/authid/detail.uri?authorId=25936155400>
Department of Statistics and Quantitative Methods
University of Milano-Bicocca
*Title of the research*
Statistical methodologies for the development of green and eco-sustainable
cosmetic products from marine environmental DNA
*Abstract *
Sustainable Fashion, Luxury, and Design are currently key sectors of
Milan's economy. There is an increasing interest in an ecological and
digital transition within all economic sectors, and Milan Universities,
together with many innovative firms, are heading such an effort, also in
the cosmetics field. This research project aims to contribute to
transforming the production and distribution processes within the area of
cosmetics to reduce environmental impacts and foster the market transition.
The research will have a first phase to perform market research on
cosmetics and luxury, firstly on bibliographic sources, and successively
integrating different sources of information obtained from public
repositories and from specific analyses that can be conducted on web
scraped data. The first part of the study aims to understand and assess
customers' interest in green cosmetics for topical use and identify the
specific features that could make a difference in market share. As a
result, particular skills related to data collection through different
sources, data cleaning, and data integration should be developed along with
the research. It also involves the processing of a vast amount of data,
therefore, a good familiarity with and/or predisposition to the use of big
data is welcome and desirable. Research should be carried on to devise the
key factors required by the market or beneficial to it, and to scrutinize
appropriate models for economic forecasting. The second phase of the
research will be carried out on experimental data originated by studying
new products. Within a wise ecological transition, microplastics will be
replaced with natural materials for cosmetic products. This transition will
be performed in collaboration with the Bicocca Marhe center (located on
Maldives island), where particular plant species are found, and great
biodiversity is available for the purpose. The activities will be conducted
under a surveillance protocol to monitor these marine species' conservation
status and assess the impact of human activities, to protect important
offshore marine sites. Experiments with new cosmetics will also originate
from studies of the microbiota of the skin, and how it is altered and
modified with newly developed products. New chemical formulas will be
experimented to find alternatives to analog formulas used in valid but not
green cosmetics, perfecting and optimizing existing molecules, and
formulating them as better alternative products. Finally, the third part of
the research will be devoted to providing indications for production and
distribution processes that will agree with the project's overall purpose
of sustainability. Possible research exchange visits are envisaged with
other foreign universities currently involved in ongoing collaborations.
https://unimib.webex.com/meet/francesca.greselin
Please, take a look at my recent research:Cappozzo, A., Duponchel, L.,
Greselin, F., Murphy, T.B., 2021, Robust variable selection in the
framework of classification with label noise and outliers: applications to
spectroscopic data in agri-food
<https://www.sciencedirect.com/science/article/pii/S0003267021000714>,*
Analytica Chimica Acta,* https://doi.org/10. 1016/j.aca.2021.338245
<https://doi.org/10.1016/j.aca.2021.338245>
Cappozzo, A., Greselin, F., Murphy, T.B., 2021, Robust variable selection
for model-based learning in presence of adulteration
<https://www.sciencedirect.com/science/article/pii/S0167947321000207>,
*Computational
Statistics and Data Analysis*, 158, 107186.
Cappozzo A., Greselin F., Murphy B., 2020, Anomaly and Novelty detection
for robust semi-supervised learning
<https://link.springer.com/article/10.1007/s11222-020-09959-1>, *Statistics
and Computing*, 30, 1545-1571.
Davydov Y., Greselin F., 2020, Inferential results for a new inequality
curve <https://arxiv.org/abs/1706.05576>,* Mathematical Methods of
Statistics*, 29, 1 (forthcoming).
Greselin F., Jedrzejczak A., 2020, Analyzing the Gender Gap in Poland
and Italy, and by Regions, <https://rdcu.be/ccJym> *International Advances
in Economic Research*, 26, 433--447.
Greselin F., Pellegrino S., Vernizzi A., 2020, The Zenga Equality curve: a
new approach to measuring tax redistribution and progressivity
<https://onlinelibrary.wiley.com/doi/10.1111/roiw.12493>, *The Review of
Income and Wealth*, Early View.
Cappozzo, A., Greselin, F., Murphy, T.B., 2019. A robust approach to
model-based classification based <https://rdcu.be/bOTIT>on trimming and
constraints <https://rdcu.be/bOTIT>. *Adv Data Anal Classif,*
* 14, 327--354.**Statistical Learning of Complex Data
<https://link.springer.com/book/10.1007/978-3-030-21140-0>*, Greselin F.,
Deldossi L., Bagnato L., and Vichi M. Ed., *Springer book
<https://link.springer.com/bookseries/1564>* of selected papers ClaDAG 2017.
Dear friends and colleagues,
It is with great pleasure that we inform you that, on December 02 2022,
there will be a one-day conference in Sapienza Università di Roma to
celebrate the work and contributions of Francesco Guerra on the occasion of
his eightieth birthday.
More details can
be found at this link <https://www.adrianobarra.com/guerra80.html>.
With our best regards,
the Organizing Committee
Elena Agliari
Adriano Barra
Enzo Marinari
Giorgio Parisi
Federico Ricci-Tersenghi