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Fwd: Pathway to Research scheme
by Elisabetta Candellero 03 Apr '22

03 Apr '22

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Thu, Mar 31, 2022 at 3:13 PM Subject: Pathway to Research scheme To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, The following scheme may be of interest to undergrads. We would like as many applications as possible, so please spread the word! Thanks, Matt ---------------- Pathway to Research scheme - a scheme for students completing, or having completed, a BSc or taught Masters The SAMBa CDT, based in the Department of Mathematical Sciences at the University of Bath, is seeking applicants to its Pathway to Research scheme. This will provide three people, who have the potential to be excellent mathematical researchers, but who have – for any number of reasons – not been able to take advantage of enough mathematical training to get them ready for PhD research, with a year long programme of training and mentorship in a research environment, plus a £10,000 bursary, resulting in an MSc qualification. https://www.bath.ac.uk/campaigns/start-your-research-career-in-mathematics-… Barriers to academic progress that applicants may have faced could include significant caring responsibilities, the need to work during their studies, a lack of access to fundamental mathematics courses (e.g. Further Maths A level), having had a restricted choice of location for their undergraduate degree, and there will be many more. It may be that there are people on your courses, or those who have recently graduated, who are unaware that a career in research mathematics was even an option and please can I encourage you to make them aware of this scheme. The deadline for applications is 16th May, with a visit day for those who apply planned for 26th May. ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Environment and sustainability: new challenges and perspectives for Statistics - Politecnico di Milano
by Laura Maria Sangalli 02 Apr '22

02 Apr '22

#VERSOILFESTIVALDELLASTATISTICA22 Environment and sustainability: new challenges and perspectives for Statistics Martedì 3 maggio 2022 ore 14.00 Politecnico di Milano Intervengono: Prof. Pedro Delicado, Universitat Polytecnica de Catalunya “Wildfires vegetation recovery through satellite remote sensing and functional data analysis” Prof. Alessandro Fassò, Università degli Studi di Bergamo "Statistical modelling of COVID-19 impact on maritime carbon emissions” Prof. Piercesare Secchi, Politecnico di Milano "Environment and sustainability: new challenges and perspective for Statistics” Tavola rotonda, presieduta da Piercesare Secchi, con la partecipazione di Corrado Crocetta, Presidente della Società Italiana di Statistica, e di alcuni membri del Comitato Scientifico di GRASPA Dettagli e registrazione a https://www.mate.polimi.it/events/statfest/ <https://www.mate.polimi.it/events/statfest/> —— 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 url: http://mox.polimi.it/~sangalli

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MOX 20 Years Anniversary - Politecnico di Milano
by Laura Maria Sangalli 02 Apr '22

02 Apr '22

MOX Laboratory for Modeling and Scientific Computing, Politecnico di Milano https://mox.polimi.it Dear Colleagues, MOX turns 20! To celebrate this event, a one-day scientific event, MOX20, will take place at the Politecnico di Milano on May 27th, 2022. Since 2002, MOX promotes research in the field of mathematical modeling, data science, and scientific computing in Science and Engineering. During the event, some recent success stories of collaboration between MOX and its scientific and industrial partners will be presented, with a preview of future scientific challenges. The event will feature in particular the participation of Prof. Jean-Pierre Bourguignon (IHES-France and former ERC President), Prof. Jan Hesthaven (Vice President at EPFL-Switzerland), Prof. Victor Panaretos (EPFL-Switzerland) and Prof. Antonio F. Corno (University of Texas Health-USA). For more information, visit the webpage https://mox.polimi.it/mox20/ The event will be held in person and will be streamed for those who wish to follow it in online mode. Participation is very welcome and free of charge. However, for organizational reasons registration is mandatory. Please fill in the form https://www.mate.polimi.it/registrazione/MOX20_registrazione.php by April 27th, 2022. With best regards, The MOX20 Organizing Committee —— 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 url: http://mox.polimi.it/~sangalli

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ECSO-CMS 2022 - Last Call for Papers and Extended Deadline
by Martina Nardon 30 Mar '22

30 Mar '22

Apologies for cross-posting Dear Colleagues, we invite you to submit contributions to ECSO – CMS 2022 that will be held on 29-30 June - 1 July 2022, in Venice, at the Department of Economics - Ca’ Foscari University, in the San Giobbe Economics Campus. *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *29-30 June - 1 July 2022, Venice, Italy* ECSO - CMS 2022 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2022 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2022(a)unive.it Conference hashtag: #ecsocms2022 IMPORTANT DATES Abstract submission – *NEW DEADLINE: April 12, 2022* Notification of acceptance: *April 20, 2022* Early registration: *April 30, 2022* Best student paper prize: *May 15, 2022* A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2022(a)unive.it). *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize.Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committees Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Seminario Caponera Tor Vergata
by Domenico Marinucci 30 Mar '22

30 Mar '22

Cari colleghi venerdì prossimo 1 aprile alle ore 15.30 avrà luogo presso il Dipartimento di Matematica di Roma Tor Vergata il seguente seminario: ------------------------------------------------------------------------------------------------------ Aula 1200, Edificio Sogene Speaker: Alessia Caponera (EPFL) Title: Nonparametric Estimation of Covariance and Autocovariance Operators on the Sphere Abstract: We propose nonparametric estimators for the second-order central moments of spherical random fields within a functional data context. We consider a measurement framework where each field among an identically distributed collection of spherical random fields is sampled at a few random directions, possibly subject to measurement error. The collection of fields could be i.i.d. or serially dependent. Though similar setups have already been explored for random functions defined on the unit interval, the nonparametric estimators proposed in the literature often rely on local polynomials, which do not readily extend to the (product) spherical setting. We therefore formulate our estimation procedure as a variational problem involving a generalized Tikhonov regularization term. The latter favours smooth covariance/autocovariance functions, where the smoothness is specified by means of suitable Sobolev-like pseudo-differential operators. Using the machinery of reproducing kernel Hilbert spaces, we establish representer theorems that fully characterize the form of our estimators. We determine their uniform rates of convergence as the number of fields diverges, both for the dense (increasing number of spatial samples) and sparse (bounded number of spatial samples) regimes. We moreover validate and demonstrate the practical feasibility of our estimation procedure in a simulation setting. Based on a joint work with Julien Fageot, Matthieu Simeoni and Victor M. Panaretos -------------------------------------------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Padua Probability Seminar: Jodi Dianetti (this Friday)
by Markus 30 Mar '22

30 Mar '22

Dear All, This Friday,*Jodi Dianetti* (Center for Mathematical Economics, Bielefeld University) will give a seminar talk on Submodular mean field games, which will be held in person and online via Zoom. Details: * Date and time: Friday, April 1, 2022 at 14.30 pm * Place: room 2BC30 at the Department of Mathematics, University of Padova (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: Submodular mean field games: Existence and approximation of solutions * Abstract: We study mean field games with scalar Itô-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences. Firstly, it allows us to prove existence of solutions via an application of Tarski's fixed point theorem, covering cases with discontinuous dependence on the measure variable. Secondly, it ensures that the set of solutions enjoys a lattice structure: in particular, there exist a minimal and a maximal solution. Thirdly, it guarantees that those two solutions can be obtained through a simple learning procedure based on the iterations of the best-response-map. Our approach also allows to treat submodular mean field games with common noise, as well as mean field games with singular controls, optimal stopping and reflecting boundary conditions. This talks is based on some joint works together with Giorgio Ferrari, Markus Fischer and Max Nendel. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

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Seminar in Pisa: Giulia Carigi
by Francesco Grotto 29 Mar '22

29 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Giulia Carigi (University of Reading) to be held next Wednesday (March 30th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 30, 2022, 14:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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Fwd: [PRISMA] seminari di Enrico Scalas e Giacomo Ascione
by Domenico Marinucci 28 Mar '22

28 Mar '22

Cari colleghi scusandomi per eventuali messaggi multipli, vi mando le informazioni sui prossimi seminari online del Gruppo UMI Prisma (lunedì 4 aprile), con i contributi di Enrico Scalas e Giacomo Ascione: * April 4, 2022, 16:00-17:00 (CET): Enrico Scalas TITLE: Point processes and time change: A fractional non-homogeneous Poisson process and its functional limits ABSTRACT: A fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. A similar definition is proposed for the (nonhomogeneous) fractional compound Poisson process. Both finite-dimensional and functional limit theorems are presented for the fractional nonhomogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Some of the limiting results are verified in a Monte Carlo simulation. Papers: [1] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120, 2017, pp. 147-156. DOI: http://dx.doi.org/10.1016/j.spl.2016.09.024 https://arxiv.org/abs/1601.03965 [2] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, Limit theorems for the fractional nonhomogeneous Poisson process, Journal of Applied Probability , 56:1, 2019 , pp. 246 - 264. DOI: https://doi.org/10.1017/jpr.2019.16 https://arxiv.org/abs/1711.08768 This is joint work with Nikolai Leonenko and Mailan Trinh. * April 4, 2022, 17:00-18:00 (CET): Giacomo Ascione TITLE: Spectral methods for time-changed birth-death processes ABSTRACT: In this talk we focus on a class of semi-Markov birth-death processes obtained by means of a time-change of some standard birth-death process. Precisely, we consider as parent processes the immigration-death process and the Meixner process, whose stationary distributions are respectively the Poisson and the Pascal distributions. Exploiting, on one hand, the properties of the Charlier and Meixner polynomials (in particular, the self-duality property), while, on the other, characterizing the eigenfunctions of some non-local operators by means of the Laplace transform of an inverse subordinator, we are able to explicitly express the spectral decomposition of the transition probability function of the aforementioned processes. The latter expression is then used to prove existence and uniqueness of strong solutions for a class of time-nonlocal Cauchy problems in a suitable Banach sequence space and the probabilistic interpretation of such equations as some sort of non-local backward/forward Kolmogorov equations. Finally, a comparison with the time-changed diffusion case is carried out by referring to the spectral decomposition of the probability density function of time-changed Pearson diffusions. The latter argument hints at the possibility of applying this kind of spectral methods to a wider range of problems. This is the result of joint work with Nikolai Leonenko from Cardiff University and Enrica Pirozzi from University of Naples. Grazie per l'attenzione, Domenico Marinucci Link: ------ 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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A day on Random Graphs - Save the date
by mic sal 28 Mar '22

28 Mar '22

Dear all, the workshop "A day on Random Graphs" will take place at Università di Tor Vergata on the 30th of May (see poster in attachment). Registration before the 15th of May is free but compulsory. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . Thanks for sharing with those who might be interested. The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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PhD position at Bielefeld University
by Giorgio Ferrari 27 Mar '22

27 Mar '22

Dear All, I forward the following announcement for a PhD position in Bielefeld. Best wishes, Giorgio Ferrari %%%% Title: Ph.D. position at Bielefeld University’s CRC 1283 The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening for a Ph.D. position in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The project also focuses on numerical aspects and selected topics from actuarial science, stochastic optimal control, and mean field games. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. For full consideration, your application (including a cover letter, CV, copies of diplomas, and, if available, a copy of the master’s thesis) should be sent via email as a single PDF document to imw(a)uni-bielefeld.de. Please mark your application with the identification code: Wiss22273. Starting date: at earliest convenience Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 Application deadline: 13.04.2022 For further information see: https://uni-bielefeld.hr4you.org/job/view/1309/research-position?page_lang=… https://www.sfb1283.uni-bielefeld.de -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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