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Fwd: NeuroMat Post-doctoral fellowships
by Faggionato, Alessandra 15 Nov '21

15 Nov '21

cari tutti, ricevo ed inoltro. mi scuso per l'eventuale ripetizione nel caso il messaggio fosse gia' stato inoltrato da altri, ma io non vedo i messaggi su random inviati da alcuni colleghi. grazie saluti alessandra ---------- Forwarded message --------- Da: Antonio Galves <galves(a)usp.br> Date: sab 13 nov 2021 alle ore 03:39 Subject: NeuroMat Post-doctoral fellowships Dear all, NeuroMat offers 3 post-doctoral fellowships for young researchers interested in stochastic modeling of neurobiological data and phenomena. https://neuromat.numec.prp.usp.br/content/positions-for-postdoctoral-resear… If you know people that could be interested by these fellowships, please tell them about this possibility. Best regards, Antonio -- ************************************************* 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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Padova Seminars in Probability and Finance - Vittoria Silvestri (Roma, La Sapienza)
by Marco Formentin 15 Nov '21

15 Nov '21

Dear Colleagues, we would like to invite you to the following seminar  that will take place on November 26 at 14.30, at the Department of Mathematics “Tullio Levi-Civita”, University of Padova. The seminar may also be attended online via the Zoom platform. ________________________________________________________ Speaker: Vittoria Silvestri (Università di Roma La Sapienza)  Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models  NOVEMBER 26 (Friday) - 14:30 In presence: room 2BC30, Torre Archimede, Via Trieste 63, Padova Online: Zoom link https://unipd.zoom.us/j/88496035657 (meeting ID 884 9603 5657) , available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris (Cambridge) and Amanda Turner (Lancaster). On behalf of the organizers, Marco Formentin

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Politecnico di Milano - Seminario Ferraccioli
by Laura Maria Sangalli 15 Nov '21

15 Nov '21

Si avvisa che in data 25-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Federico Ferraccioli, Università degli Studi di Padova Titolo: Eigen sign-flip test for semiparametric regression Sommario: In this seminar, a nonparametric test for semiparametric penalized regression models is presented. The test is based on random sign-flipping of an appropriate transformation of the vector of residuals, that exploits a spectral decomposition of the residualizing matrix associated with the nonparametric part of the model. The formulation allows for a wide applicability of the test to a vast class of extensively used semiparametric regression models, including for instance models based on univariate or multivariate splines. The good asymptotic properties of the proposed test are discussed, together with its good control of the Type I error and power, even in challenging data scenarios. Il seminario può essere seguito online dal seguente link: https://polimi-it.zoom.us/j/87179036436 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— 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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Ph.D. position in Financial Mathematics at Bielefeld University
by Giorgio Ferrari 15 Nov '21

15 Nov '21

Cari colleghi, inoltro con piacere il seguente annuncio. Buona giornata, Giorgio Ferrari %%%%%%%%%%% 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 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 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. Starting date: 15.01.2022 or later Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 For further information see: https://uni-bielefeld.hr4you.org/job/view/982/research-position?page_lang=en https://www.sfb1283.uni-bielefeld.de Application deadline: 09.12.2021 -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminar in Statistics LORENZO ROSASCO
by Pierpaolo De Blasi 12 Nov '21

12 Nov '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Lorenzo Rosasco *(University of Genova & MIT) Title: *Interpolation and learning with scale dependent kernels* Abstract: We study the learning properties of nonparametric ridge-less least squares. In particular, we consider the common case of estimators defined by scale dependent (Matern) kernels, and focus on the role scale and smoothness. These estimators interpolate the data and the scale can be shown to control their stability to noise and sampling. Larger scales, corresponding to smoother functions, improve stability with respect to sampling. However, smaller scales, corresponding to more complex functions, improve stability to noise. We will discuss to which extent these results can explain the learning curves observed for large overparameterized models. Our analysis combines, probabilistic results with analytic techniques from interpolation theory. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/236nC7S6NrVwHzEm8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/82967941062?pwd=RGpFUmY2YzdLS2VyMnJTeCt5ODFVZz09> Meeting ID: 829 6794 1062 Passcode: 846274 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario Letac Castelnuovo
by Piccioni, Mauro 11 Nov '21

11 Nov '21

Seminario di Probabilità e Statistica Matematica Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Aula del Consiglio 16 novembre 2021, ore 14 Gérard Letac Institut de Mathématiques de Toulouse, Université Paul Sabatier Title: Duality of exponential families and large deviations Abstract: Two positive measures on the real line with exponential moments are duals if the derivatives of their log-Laplace transforms are inverse to each other. We link this property with real exponential families and large deviations. We compute the duals of many classical exponential families when they exist, like Tweedie, Morris, Mora families, and a family on the integers generated by the dilogarithm distribution. We extend the definition and the calculations to multivariate exponential families like Wishart and the simple quadratic families of Muriel Casalis. Details are in arXiv 2104.05510 Per informazioni ulteriori scrivere a: mauro.piccioni(a)uniroma1.it

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Postdoctoral positions in Mathematics at Milano-Bicocca
by Maurizia Rossi 10 Nov '21

10 Nov '21

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 23, 2021). https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates in Probability Theory and related fields to submit their application. Please, do not hesitate to contact me if you have any questions. Best wishes, Maurizia Rossi -- - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca https://mauriziarossi.wordpress.com/

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PMS^2 hybrid talk: Luca Scarpa, Monday November 15 at 14.30.
by Carlo Orrieri 10 Nov '21

10 Nov '21

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Luca Scarpa (Politecnico di Milano) Title: Variational methods for doubly nonlinear stochastic evolution equations. Abstract: We give an overview of some recent results for doubly nonlinear stochastic evolution equations in Hilbert spaces. In the first part of the talk we introduce the prototypes of the problems in consideration and we discuss the main existence results.Secondly, we provide alternative proofs of existence which rely on convex minimisation techniques, such as the Weighted-Energy-Dissipation (WED) and the Energy-Dissipation principles (EDP). Eventually, we discuss some current open problems, focusing above all on the direction of uniqueness-by-noise for doubly nonlinear evolutions. The works presented in the talk are based on joint collaborations with Prof. Ulisse Stefanelli (University of Vienna, Austria). Date and time: Monday November 15, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://us02web.zoom.us/j/2940008616 <https://us02web.zoom.us/j/2940008616> This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ <https://paviamilanoseminars.wordpress.com/> Participation is free and welcome! The number of seats available in the seminar room, due to Covid-19 restrictions, is limited to 15. We advise people who want to participate in person that they must fill out the following form https://www.mate.polimi.it/registrazione/PMS2_registrazione.php <https://www.mate.polimi.it/registrazione/PMS2_registrazione.php> by November 14. Participants in person need to have the "green pass" or the EU digital covid certificate. Access to the seminar room will be allowed only after verification of the validity of the personal Green Pass. Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Webinar Insubria and Bicocca - November Tuesday 16 at 17:00 - Zachary Feinstein - Set-Valued Risk Measures as BS$\Delta$Es
by Mastrogiacomo Elisa 08 Nov '21

08 Nov '21

Dear all, On November Tuesday 16 at 17:00, Zachary Feinstein (Stevens Institute of Technology) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-Valued Risk Measures as BS$\Delta$Es Abstract: Scalar dynamic risk measures for univariate positions in continuous time are commonly represented as backward stochastic differential equations. In the multivariate setting, dynamic risk measures have been defined and studied as families of set-valued functionals in the recent literature. There are two possible extensions of scalar backward stochastic differential equations for the set-valued framework: (1) backward stochastic differential inclusions, which evaluate the risk dynamics on the selectors of acceptable capital allocations; or (2) set-valued backward stochastic differential equations, which evaluate the risk dynamics on the full set of acceptable capital allocations as a singular object. In this talk, we will investigate the discrete time setting with difference inclusions and difference equations in order to provide insights for such differential representations for set-valued dynamic risk measures in continuous time.. The seminar will be on Zoom. You can find the information to join below. Topic: Zachary Feinstein - Set-Valued Risk Measures as BS$\Delta$Es Time: Nov 16, 2021 17:00 PM Rome Where: Zoom Link: https://zoom.us/j/92990672101?pwd=TTY3SGtpVHlOdE9adEhKcGV1MzJnUT09 ID riunione: 929 9067 2101 Passcode: 85asGb After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: https://www.uninsubria.it/hpp/elisa.mastrogiacomo mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it>

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Seminar by L. Campi in Verona (Virtual + In Person)
by Alessandro Gnoatto 05 Nov '21

05 Nov '21

Prof. Luciano Campi (University of Milan) will give a talk at the Department of Economics. Date: 9 November 12:00 CET. Title: "Mean field games with absorption and common noise with a model of bank run" If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLScYCdJt0zbw3PiKRhISABA-iwjZYYT-2qB… Abstract: We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state space. We provide a general result for the existence of weak mean field equilibria which, due to the absorption and the common noise, are given by random flow of sub-probabilities. We first use a fixed point argument to find solutions to the mean field problem in a reduced setting resulting from a discretization procedure and then we prove convergence of such equilibria to the desired solution. We exploit these ideas also to construct $\varepsilon$-Nash equilibria for the $N$-player game. Since the approximation is two-fold, one given by the mean field limit and one given by the discretization, some suitable convergence results are needed. We also introduce and discuss a novel model of bank run that can be studied within this framework.This talk is based on a joint paper with Matteo Burzoni (University of Milan). -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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