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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Apologizing for multiple posting, it seems there have been some technical problems about the link Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at https://onlinelibrary.wiley.com/journal/15264025 Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at [https://onlinelibrary.wiley.com/cover/15264025]<https://onlinelibrary.wiley.com/journal/15264025.> Applied Stochastic Models in Business and Industry - Wiley Online Library<https://onlinelibrary.wiley.com/journal/15264025.> Call for Papers: Special Issue on Data Science in Process Industries. We are happy to announce a Special Issue of the journal Applied Stochastic Models in Business and Industry (ASMBI), dedicated to the topical areas featured in the ENBIS 2021 Online Spring Meeting on Data Science in Process Industries.. Process Industries have been an important part of Industrial Statistics for many years. onlinelibrary.wiley.com Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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Bocconi Summer School in Advanced Statistics and Probability
by Filippo Ascolani 01 Mar '22

01 Mar '22

CALL FOR APPLICATIONS The Bocconi Summer School in Advanced Statistics and Probability, on "Random Structures and Combinatorial Statistics", will take place on July 11-21, 2022, at Villa del Grumello, Lake of Como, Italy. http://bocconi2022.lakecomoschool.org<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fbocconi202…> The 2022 Edition of the school is organized by Bocconi University, Milan, in collaboration with the University of Oxford and Imperial College London. Main instructors: Luc Devroye (School of Computer Science, McGill University, Montreal) and Gabor Lugosi (Universitat Pompeu Fabra, Barcelona). The 2-weeks summer school is open to all interested researchers, but is especially designed for PhD students. The deadline for applications is April 25, 2022. For more information: http://bocconi2022.lakecomoschool.org<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fbocconi202…> or contact BBS.statistics(a)unibocconi.it<mailto:BBS.statistics@unibocconi.it>, or sonia.petrone(a)unibocconi.it<mailto:sonia.petrone@unibocconi.it>

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Seminari Prisma 7 marzo
by Domenico Marinucci 28 Feb '22

28 Feb '22

Cari colleghi vi ricordo che lunedì prossimo 7 marzo alle ore 16 avranno luogo i prossimi due seminari nella serie Prisma; gli speaker sono Pietro Caputo e Vittoria Silvestri. I seminari avranno luogo come sempre sulla piattaforma teams; i dettagli per il collegamento e la lista completa dei seminari si possono trovare qui: http://www.umi-prisma.polito.it/webinars.html Qui sotto titoli ed abstract, grazie per l'attenzione, Domenico Marinucci ---------------------------------------------------------------------------- Speaker: Pietro Caputo, Roma III Title: Random walks on directed random networks Abstract: Exploration via random walks is often very useful for the analysis of directed networks. For instance, the walk's stationary distribution plays a prominent role in ranking systems and search algorithms. In this lecture, we present some recent progress in the analysis of random walks for a class of sparse directed networks generated by the so-called configuration model. We discuss various properties of the stationary distribution, including bulk behaviour and extremal values. We also consider the mixing time, that is the time needed to reach stationarity, and show that the walk typically displays a cutoff behaviour. Moreover, we discuss the asymptotic behaviour of the cover time, that is the expected time it takes the random walk to cover the whole network. Finally, we analyse the convergence to stationarity when the walk experiences regeneration events such as teleportation, as in the PageRank algorithm, or resampling of the underlying graph, as in a dynamically evolving network. ------------------------------------------------------------ Speaker: Vittoria Silvestri, Sapienza Title: Internal DLA on cylinder graphs: typical profiles and mixing. Abstract: Internal DLA is a mathematical model for the growth of a random cluster of particles according to the harmonic measure on the cluster boundary, seen from an internal point. Performing IDLA on cylinder graphs (i.e. graphs of the form GxZ) gives a Markov chain on the infinite space of particle configurations. We show that this chain is positive recurrent, and give a description of typical (i.e. stationary) configurations. We then analyse the mixing time of this chain. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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workshop on Stochastic Games and Martingale Optimal Transport in Milano
by matteo.burzoni＠unimi.it 28 Feb '22

28 Feb '22

Dear colleagues, this is the second announcement of the workshop on Stochastic Games and Martingale Optimal Transport that will be organized at the University of Milano, Italy, and will take place on May 5-6, 2022. The aim of the workshop is to bring together researchers in the area of stochastic games and martingale optimal transport to present and discuss the most recent developments on the fields. The format of the workshop is in presence only. In the unfortunate case of a worsening of the Covid19 situation and/or if further restrictions are enforced, the workshop will be postponed. Any change in the workshop format will be communicated by means of our website. We encourage and welcome contributions in the main themes of the workshop. The deadline for the submission of the abstract has been extended to April 1, 2022. More information on the workshop, on the submission and on the list of invited speakers are available on the website of the workshop: <https://sites.google.com/view/sgandmot> https://sites.google.com/view/sgandmot The link to the workshop is also present on the personal web pages of the organizers. Best Regards, The organizers, Matteo Burzoni Luciano Campi Alessandro Doldi Marco Frittelli Marco Maggis

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Fwd: São Paulo School of advanced science on singular stochastic partial differential equations and their applications
by Franco Flandoli 27 Feb '22

27 Feb '22

Inoltro ---------- Forwarded message --------- Da: Christian Horacio Olivera <colivera(a)unicamp.br> Date: mer 23 feb 2022 alle ore 15:43 Brazilian School of Probability/São Paulo School of advanced science on singular stochastic partial differential equations and their applications We are very excited to finally announce the EBP 2022/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications. The São Paulo school is divided into two parts and will happen in the weeks of August 2 to August 13, 2022, at Campinas University. In the first week there will be two introductory mini courses by Paulo Ruffino (Campinas) and Weijun Xu (Beijing) (stochastic calculus and rough paths) that lay the foundations for the courses of the second week and are directed towards students and researchers with little to no experience in the field. The courses of the second week are held by Lorenzo Zambotti (Sorbonne) and Martin Hairer (Imperial College London). Here, newly developed theories and their latest developments in the field of singular SPDEs and related areas will be taught. The program will be complemented with several plenary talks, invited talks, a poster session and a visit to the LNLS laboratories, where the only particle accelerator of Latin America is located. The school will give full financial support for around 100 students and young researchers (50 from Brazil and 50 from abroad). To ask for financial support the registration deadline is April 15, 2022. More information under www.ime.unicamp.br/spas2022. The EBP 20022 will coincide with the second week of the São Paulo School. As in previous years, the EBP will consist of two mini courses, plenary talks, contributed talks and poster sessions, all presented in a relaxed atmosphere. This will be our first edition at IMECC-UNICAMP, which is home to one of Brazil's top ranked Mathematics departments. More information under www.ime.unicamp.br/bsp2022. To guarantee a safe event a big auditorium has been reserved that allows social distancing between participants. All required measures to prevent the spread of Covid 19 will be taken. We would be grateful if you could advertise these events among your colleagues. Best regards Christian Olivera

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Assegno di Ricerca a L'Aquila
by Faggionato, Alessandra 27 Feb '22

27 Feb '22

Ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: davide gabrielli <dvd.gabrielli(a)gmail.com> Date: Sun, 27 Feb 2022 at 19:12 Subject: bando To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Si segnala il seguente bando per un assegno di ricerca annuale (rinnovabile) nel settore MAT/06 dal titolo "Mathematical Methods for large complex systems" presso il dipartimento DISIM dell'Università dell'Aquila: blob.php (univaq.it) Scadenza 10-03-2022 Si prega di darne la massima diffusione, grazie. -- ************************************************* 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 *************************************************

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seminario: "Estimating the directing information and testing for causality", Maria Skoularidou, 1 Marzo
by Umberto Picchini 27 Feb '22

27 Feb '22

Caro gruppo Random, di sotto annuncio un seminario per il 1 Marzo. Saluti. *********************************************** You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. We are very glad to have, on Tuesday March 1, Maria Skoularidou <https://www.mrc-bsu.cam.ac.uk/people/in-alphabetical-order/n-to-s/maria-sko…> who will talk of: ///"Estimating the directing information and testing for causality" / * * *About the speaker: *Maria Skoularidou <https://www.mrc-bsu.cam.ac.uk/people/in-alphabetical-order/n-to-s/maria-sko…> is a PhD student at Cambridge University, UK. Her thesis is focused on probabilistic machine learning and, more precisely, towards using generative modelling in healthcare. Her fields of interest lie in the underpinnings, theory and methodology of machine intelligence, Bayesian inference, theoretical computer science and information theory. She is founder and chair of {Dis}Ability in AI <https://elesa.github.io/ability_in_AI/> and founder and secretary of Women in Data Science and Statistics (RSS special interest group). // //* * *Abstract: *The problem of estimating the directed information rate between two discrete processes { X n } and {Yn } via the plug-in (or maximum-likelihood) estimator is considered. When the joint process {(Xn,Yn)} is a Markov chain of a given memory length, the plug-in estimator is shown to be asymptotically Gaussian and to converge at the optimal rate O(1/√n) under appropriate conditions; this is the first estimator that has been shown to achieve this rate. An important connection is drawn between the problem of estimating the directed information rate and that of performing a hypothesis test for the presence of causal influence between the two processes. Under fairly general conditions, the null hypothesis, which corresponds to the absence of causal influence, is equivalent to the requirement that the directed information rate be equal to zero. In that case, a finer result is established, showing that the plug-in converges at the faster rate O (1/ n) and that it is asymptotically χ 2 -distributed. This is proved by showing that this estimator is equal to (a scalar multiple of) the classical likelihood ratio statistic for the above hypothesis test. Finally, it is noted that these results facilitate the design of an actual likelihood ratio test for the presence or absence of causal influence.* * *Feel free to spread this announcement in your network.* * * *Where*:https://chalmers.zoom.us/j/61015800942 Password: 697666 ** **** *When*: Tuesday 1 March at 14.15-15.15*(Swedish time)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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ECSO-CMS 2022 - Second Call for Papers
by Martina Nardon 25 Feb '22

25 Feb '22

Dear Colleagues, we invite you to submit contributions and organized sessions proposals 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. ECSO 2022 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2022 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. 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: *March 31, 2022* Notification of acceptance: *April 20, 2022* Early registration: *April 30, 2022* ORGANIZED SESSIONS AND MINI-SYMPOSIA We welcome proposals for organized sessions and mini-symposia. Proposals should have the following structure An organized session is on a single topic organized by the proponent with preferably four presentations (25 min). The organized session proposal should include details on the title, the proponent, and the speakers. The organizer may also be the chair and one of the speakers. A mini-symposium is a collection of (at least) two or more organized sessions on a single topic of substantial current interest and importance with the possibility of including a selected first presentation that can provide an overview of the topic area or put it in perspective. The mini-symposium proposal should include details on the title and a short description, proponent(s) and speakers. The deadline for submitting proposals is tentatively March 15th, 2022. Proposals can be sent to: stein-erik.fleten(a)ntnu.no, d.barro(a)unive.it, mnardon(a)unive.it. 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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posizioni Postdoc all'Università di Granada
by Antonio DI CRESCENZO 24 Feb '22

24 Feb '22

Su richiesta, invio notizia di 4 posizioni Postdoc all'Università di Granada su argomenti di ricerca liberi. Cordiali saluti, Antonio Di Crescenzo --- The Institute of Mathematics of the University of Granada (IMAG) offers *two junior (candidates with less than three years of research experience after PhD) and two senior (more than three years of research experience after PhD) postdoctoral research positions* with open research topics. The period for submitting applications will begin on February 25th 2022, and will end on March 25 2022 at 23:59 GMT+2. cf. https://wpd.ugr.es/~imag/es/imag-maria-de-maeztu-postdoc/

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