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[PRISMA] seminari di Antonio Lijoi e Federico Camerlenghi
by Domenico Marinucci 28 Nov '22

28 Nov '22

Care colleghe e colleghi il prossimo incontro del ciclo di seminari del gruppo UMI-Prisma si svolgerà come al solito il primo lunedì del mese, quindi il 5 dicembre dalle 16 alle 18 su piattaforma Teams (link alla fine del messaggio). Parleranno Antonio Lijoi e Federico Camerlenghi (cf. http://www.umi-prisma.polito.it/webinars.html) titoli ed abstract qui sotto: ------------------------------------------------------------------------------------------- Antonio Lijoi, Università Bocconi TITLE: Discrete random structures and Bayesian nonparametric modeling ABSTRACT: Discrete random structures, such as random partitions and discrete random measures, have emerged as effective tools for Bayesian modeling and have fueled exciting advances in density estimation, clustering, prediction, feature allocation and survival analysis. The Dirichlet process (DP) has undoubtedly emerged as a reference model, mostly due to its analytical tractability. Nonetheless, the DP shares also some well-known limitations that have spurred a very lively area of research aiming at the proposal and the investigation of more general and flexible discrete nonparametric priors. The talk will provide a broad overview of such classes of priors and will specifically focus on those obtained as normalization of completely random measures. Characterizations of the induced random partitions and predictive rules will be illustrated and their role in designing computational algorithms for the approximation of Bayesian inferences of interest will be highlighted, both in exchangeable and non-exchangeable settings. Federico Camerlenghi, Milano Bicocca TITLE: Normalized random measures with atoms' interaction ABSTRACT: The seminal work of Ferguson (1973), who introduced the Dirichlet process, has spurred the definition and investigation of more general classes of Bayesian nonparametric priors, with the aim at increasing flexibility while maintaining analytical tractability. Among the numerous generalizations, a fundamental class of random probability measures has been introduced by Regazzini et al. (2003): this is the class of normalized random measures with independent increments (NRMIs). NRMIs are random probability measures with almost surely discrete realizations, defined through the specifications of two ingredients: i) a sequence of unnormalized weights, which are the jumps of a Levy process on the positive real line; ii) a sequence of i.i.d. random atoms from a common base measure. The proposed construction is appealing from a mathematical standpoint, because analytical tractability is preserved, however NRMIs do not allow interaction among atoms, which are supposed to be independent and identically distributed. In some applied frameworks, the i.i.d. assumption could be too restrictive, for instance, in model-based clustering, when they are used as mixing measures in mixture models. To overcome this limitation, we propose a new class of normalized random measures with atoms' interaction. In our construction the atoms come from a finite point process, which is marked with i.i.d. positive weights. Thus, a new class of random probability measures is obtained by normalization. The desired interaction among atoms is then induced by a suitable choice of the law of the point process, which can create a repulsive or attractive behaviour. By means of Palm calculus, we are able to characterize marginal, predictive and posterior distributions for the proposed model. We specialize all our results for several choices of the finite point process, i.e., in the Determinantal, Gibbs and Shot-Noise Cox case. (Based on a joint work with Raffaele Argiento, Mario Beraha and Alessandra Guglielmi.) ------------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci Link per il collegamento: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fw: postdoc position at CEREMADE (Paris-Dauphine)
by Cristina TONINELLI 28 Nov '22

28 Nov '22

Ricevo e inoltro --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis -------------------------------------------------------------------------------------------- ________________________________ From: Alessandra IACOBUCCI <iacob(a)ceremade.dauphine.fr> Sent: Monday, November 28, 2022 2:02 PM To: Cristina TONINELLI <toninelli(a)ceremade.dauphine.fr> Subject: postdoc position at CEREMADE (Paris-Dauphine) Dear collegues, A two-year postdoc position is open at CEREMADE, Paris-Dauphine University. The position is funded by the ANR project SINEQ and focusses on stochastic processes for energy transport. The full advert can be found at the this link<https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf>. I would be very grateful if you could pass this message on to any potential applicants you might know. Best wishes, Alessandra Alessandra Iacobucci CEREMADE-CNRS Université Paris-Dauphine France

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SPASS seminar: Angelo Lucia - THU 01.12 at 14:00
by Andrea Agazzi 28 Nov '22

28 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Thermalization of 2D Quantum Memories* by Angelo Lucia (Universidad Complutense de Madrid) The seminar will take place in person on *THU, 01.12.2022 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: Thermalization of 2D Quantum Memories* *Abstract: **The aim of a quantum memory is to protect an encoded quantum state against errors for long periods of time. Quantum double models are a class of 2D quantum memories proposed by Kitaev, in which the protection from noise is due to the topological properties of the ground state degeneracy.* *Heuristic arguments have long pointed to a weakness of these models against thermal noise processes. In this talk I will present a rigorous estimate on the lifetime of these memories under a noise process modeled by Davies generators which confirms these findings. This estimate is obtained by proving that the spectral gap of the generator is lower bounded by a positive constant uniformly in the system size.*

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One year post-doc in Pisa
by Marco Romito 28 Nov '22

28 Nov '22

dear all I am writing to announce the the call for a one-year post-doctoral position at the Department of Mathematics, University of Pisa, about the general topic of ``Analytical, probabilistic and statistical models with application in natural and physical sciences'', funded by Università di Pisa. This is a unique possibility to work with the Pisa probability community: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ The call for proposals is available at https://bandi.unipi.it/public/Bandi/Detail/ed4975e8-cda2-46bf-ba28-e2b78b1d… the deadline is on Dec. 22 at 1 p.m. The interested readers can contact the writer for further information thank you m.

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Padova Seminars in Probability and Finance - Giacomo Greco (Eindhoven University of Technology)
by Alberto Chiarini 27 Nov '22

27 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on December 2nd at 11.00 in Padova. The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Giacomo Greco (Eindhoven University of Technology) Title: Entropic turnpike estimates for the kinetic Schrödinger problem Date and time: Friday, DECEMBER 2nd at 11.00 Place: room 2BC30 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/86210155315 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The kinetic Schrödinger problem consists in finding the most likely evolution of a system of i.i.d. particles driven by the underdamped Langevin dynamics, conditionally on their initial and final spatial configurations. In this model each particle is described both by its position and velocity, but there is no a priori knowledge of the velocities at the initial and final time. We will investigate the long-time behaviour of this kinetic system, proving that its most likely evolution is exactly the one that spends most of the time exponentially close to the equilibrium configuration (this property is commonly known in stochastic control theory as the turnpike property). This short talk is based on a joint work with A. Chiarini, G. Conforti, Z. Ren. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

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Colloquium by Gady Kozma at Milano-Bicocca, in presence, November 30 at 14:30
by Tal Orenshtein 25 Nov '22

25 Nov '22

Dear all, I am delighted to announce the following Colloquium of The Department of Mathematics and Applications <https://www.matapp.unimib.it/it/eventi/colloquium-del-dipartimento-matemati…>, University of Milano-Bicocca combined with the "Seminario Matematico e Fisico di Milano <https://www.mate.polimi.it/smf/>”. Speaker: Gady Kozma (Weizmann Institute of Science, Rehovot). Title: Harmonic functions on groups. Abstract: The classic Liouville theorem states that any bounded harmonic function on Euclidean space is constant. The same holds for discretely harmonic functions on a lattice. But what happens when the Euclidean lattice is replaced by other graphs, in particular Cayley graphs of groups? We will survey old and new results on relations between geometric and algebraic properties of groups, harmonic functions and probability. Based on joint work with various subsets of Itai Benjamini, Ariel Yadin, Hugo Duminil-Copin, Gidi Amir and Maria Gerasimova. The event will take place on November 30, 2022 at 14.30, in presence, Room 3014, 3rd floor of building U5, University of Milano-Bicocca, Via Roberto Cozzi 55, 20125 Milano. Light refreshments will be served after the talk. Best regards, Tal Orenshtein

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Seminar: Giovanni Pistone @University of Genova (DIMA)
by Fabio Rapallo 25 Nov '22

25 Nov '22

Dear all, we are glad to announce the following seminar: Speaker: professor Giovanni Pistone (de Castro Statistics, Collegio Carlo Alberto) Title: Affine Statistical Manifold: Finite State Space Date and time: Monday 28 november at 2 pm Place: room 508 at the Department of Mathematics, University of Genova YouTube channel: 508dima Abstract: H. Weyl defines an affine space as a triple (M, V, ->), where V is a real vector space and M is a set with a binary external operation such that the parallelogram law holds. This notion was introduced in Relativity to derive simple notions of velocity and acceleration for curves in non-flat spaces. I have extended this setup to vector bundles to discuss the relevant affine geometries of the probability simplex. This type of study was called Information Geometry by S-i Amari. Especially, Amari and Nagaoka introduced a crucial notion of duality between mixture families and exponential families. J. Aitchinson developed a similar geometrical treatment of what he calls Statistics of Compositional Data. This affine setup is compatible but different with the metric set due to CR Rao and based on the observation that the Fisher information matrix of a statistical model defines a Riemannian metric on the probability simplex. A previous lecture on similar topics is transcribed at http://www.j-npcs.org/online/vol2020/v23no2p221.pdf. The present lecture is based on the material taken from https://arxiv.org/abs/2204.00917, https://www.mdpi.com/1099-4300/20/2/139, and https://arxiv.org/abs/1502.06718.<https://arxiv.org/abs/1502.06718> The continuous case, not treated here, requires particular technical notions of differential geometry and functional analysis. See a summary at https://arxiv.org/abs/2210.07641 The seminar will be held in person and online via the YouTube channel: 508dima. Best regards, Fabio Rapallo -------------- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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PhD position in Luxembourg
by Giovanni Peccati 25 Nov '22

25 Nov '22

Dear All, I am forwarding below the announcement of an open Ph.D. position in Luxembourg, in the research group of Mark Podolskij. Kind Regards, Giovanni ------------------------ *Dear colleagues,* *I am pleased to inform you about an open Ph.D. position at the University of Luxembourg. The topic is, roughly, "Statistics for stochastic processes" with a potential focus on high-dimensional aspects.* *The successful candidate is supposed to start in the summer 2023, but no later than September 1. The application should be sent to mark.podolskij(a)uni.lu <mark.podolskij(a)uni.lu>.* *Kind regards,* *Mark Podolskij * -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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Nuovo bando 2022RUAPNRR_PE_01 relativo all'indizione di una procedura selettiva per l'assunzione di n. 29 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 24 Nov '22

24 Nov '22

Si informa che è stato pubblicato il nuovo bando *2022RUAPNRR_PE_01* relativo all'indizione di una procedura selettiva per l'assunzione di n. 29 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2022RUAPNRR_PE_01 pubblicato nella GU n. 91 del 18 novembre 2022 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DEL 5 DICEMBRE 2022*. *-Allegato 14*: (13/D2) STATISTICA ECONOMICA (SECS-S/03) STATISTICA ECONOMICA presso il Dipartimento di Scienze Statistiche - DSS *-Allegato 16:* (13/D1) STATISTICA (SECS-S/01) STATISTICA presso il Dipartimento di Medicina - DIMED Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/procedura-selettiva-2022ruapnrrpe01 Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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scomparsa Giorgio Dall'Aglio
by Brunero Liseo 23 Nov '22

23 Nov '22

Gentili colleghi, Con commozione scrivo per comunicare che oggi si è spento Giorgio Dall’Aglio, per molti anni figura centrale nello sviluppo e nella diffusione del calcolo delle probabilità e della statistica matematica nel nostro paese. I funerali avranno luogo il prossimo sabato 26 novembre, alle 11.30 nella cripta della chiesa del Cristo Re, Viale Giuseppe Mazzini, 32 Gli sia lieve la terra -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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