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PostDoc position in Graz
by Daniela Bertacchi 26 Nov '19

26 Nov '19

Open Assistant position (PostDoc) for 2 1/2 years Graz University of Technology, Austria Institute of Discrete Mathematics Working Groups Structure Theory and Stochastics & Noncommutative Structures (Wolfgang Woess & Franz Lehner) Scheduled to start on March 1, 2020. Requirements: PhD in Mathematics or Technical Mathematics, awarded before the beginning of the engagement. Desired qualifications: scientific interest in the fields of Stochastic Processes (random walks) and their analytic counterparts, Graph Theory, Geometric Group Theory and Noncommutative Probability, possibly combining those topics. Readiness to collaborate in research projects in these areas. Workload 40 hours/week. Teaching duties of 4 hours per week per semester, in particular for Mathematics in the Engineering sciences, in German (!). For details + how to apply, see https://www.math.tugraz.at/~woess/position Wolfgang Woess Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess <http://www.math.tugraz.at/~woess>

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concorso RTD-B MAT 06 all'Aquila
by davide gabrielli 25 Nov '19

25 Nov '19

Segnalo il bando di ricercatore a tempo determinato di tipo B nel settore scientifico disciplinare MAT/06 Probabilità e statistica matematica presso il Dipartimento di ingegneria e scienze dell'informazione e matematica dell'Università dell'Aquila. Il bando si trova al seguente link https://www.univaq.it/section.php?id=1532 Scadenza 19-12-2019 Si prega di darne la massima diffusione, cordiali saluti Davide Gabrielli

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Seminar Berthet @Bocconi
by Giacomo Zanella 25 Nov '19

25 Nov '19

We announce the following DEC Statistics seminar: Thursday, November 28 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Quentin Berthet (Google Research) Title: Optimal transport methods in statistics and machine learning: theory and applications Abstract: Optimal transport is one of the foundational problems of optimization, and a very important topic in analysis. It asks how one can transport mass with a given measure to have another measure, with minimal global transport cost. The associated Wasserstein distance is a useful statistical tool to compare distributions, taking into account geometric properties of the data. In this presentation, I will talk about two recent projects on this topic. In the first one, we propose a novel approach for unsupervised embedding alignment, and show applications to natural language processing. It is based on a new approach for Wasserstein loss minimization (joint work with E. Grave and A. Joulin). In the second one, we provide new methods and guarantees for estimation of distributions with smooth densities, in the Wasserstein distance. We show that these tools, inspired by techniques in nonparametric statistics, yield information-theoretic optimal results. We also develop ideas to handle our proposed estimators in a computationally efficient manner, and explore some of the associated computational trade-offs (joint work with J. Weed). Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to elisa.picassi(a)unibocconi.it

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Extended deadline: MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 25 Nov '19

25 Nov '19

*CALL FOR CONTRIBUTIONS - EXTENDED DEADLINE* *MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE*April 15-17, 2020 - Geneve (CH) *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * The Steering Committee is delighted to announce the 9th International Conference *MAF 2020*. * *MAF 2020* promotes interaction between *mathematicians* and *statisticians* in *actuarial sciences* and *finance*. * *MAF 2020* is open to *academicians* and to *professionals*, to encourage cooperation. * *MAF 2020* covers a *wide variety of subjects* in actuarial science and financial fields. * *MAF 2020* will be held at the *Université de Genève*, in *April 15-17*, *2020*. * *We invite submission of original contributions*. * *Important DEADLINE*: - Submission of 1-page abstracts: December 20th, 2019. - Organized session proposals: December 20th, 2019. - Submission of short papers (facultative): December 20th, 2019. - Early bird registration: December 20th, 2019. *The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. * Keynote speakers - *Michael O'Neill*, Centre for Business Analytics, University College Dublin; - *Jaap Spronk*, Erasmus School of Economics (NEH) & Rotterdam School of Management - *Howell Tong*, London School of Economics and Political Science Apologies for cross-posting. The warmest regards, Marco CORAZZA | Ca'Foscari University of Venice (I) [Behalf of the Steering Committee] Manfred GILLI | University of Geneve (CH) Cira PERNA | University of Salerno (I) Claudio PIZZI | Ca'Foscari University of Venice (I) Marilena SIBILLO | University of Salerno (I)

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Seminatio Pierre Patie @ UniTo - 5 Dicembre
by Bruno Toaldo 25 Nov '19

25 Nov '19

********************************************************************* SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Giovedì 5 Dicembre 2019 alle ore 14:00 nell'aula Magna del Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Pierre Patie* (Cornell University, Ithaca, NY, USA) terrà un seminario dal titolo *Completely monotone intertwining relations* Abstract: In this talk, we introduce the concept of completely monotone intertwining relations as a strengthening of usual intertwining relations between Markov semi-groups. We proceed by providing some interesting applications of this new idea which includes the characterization of ergodic constants and hypercontractivity estimates for non-self-adjoint semigroups. We illustrate these results by presenting several examples that have emerged from the recent literature: discrete-to-continuous interacting particle models, degenerate hypoelliptic Ornstein-Uhlenbeck processes, and diffusion-to-jump Jacobi processes. This talk is based on a joint a work with L. Miclo (IMT Toulouse). Tutti gli interessati sono invitati a partecipare.

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First Announcement Conference SPDE&A Levico 2020
by Stefano Bonaccorsi 25 Nov '19

25 Nov '19

First Announcement of the Conference on Stochastic Partial Differential Equations & Applications - XI edition We are pleased to inform you that the "Conference on Stochastic Partial Differential Equations & Applications" will be held from June 1st to June 5th, 2020 in Levico Terme (Trento, Italy). This is the XI-th edition of a series of conferences on SPDEs which, during the years, has become one of the most popular occasions for the community to meet and discuss the latest developments. This year we have, for the first time, 4 mini-courses given by (1) Francesco Caravenna (Italy) (2) Martin Hairer (UK) (3) Martina Hofmanova (Germany) (4) Nikolay Tzvetkov (France) All the researchers in the field are invited to participate. We especially invite young researchers (at Ph.D. or Post-doctorate level) to attend the conference and give a short presentation in dedicated sessions we aim to organize. We are trying to secure funds to support their expenses. Any further information can be found in the website of the conference: https://spdelevico2020.wordpress.com/ Best regards, Stefano Bonaccorsi, Sandra Cerrai, Franco Flandoli, Lorenzo Zambotti (organizing committee)

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Seminario RYDER
by Pierpaolo De Blasi 22 Nov '19

22 Nov '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 29 Novembre 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Robin RYDER (Université Paris Dauphine) A BAYESIAN NON-PARAMETRIC METHODOLOGY FOR INFERRING GRAMMAR COMPLEXITY Based on a set of strings from a language, we wish to infer the complexity of the underlying grammar. To this end, we develop a methodology to choose between two classes of formal grammars in the Chomsky hierarchy: simple regular grammars and more complex context-free grammars. To do so, we introduce a probabilistic context-free grammar model in the form of a Hierarchical Dirichlet Process over rules expressed in Greibach Normal Form. In comparison to other representations, this has the advantage of nesting the regular class within the context-free class. We consider model comparison both by exploiting this nesting, and with Bayes’ factors. The model is fit using a Sequential Monte Carlo method, implemented in the Birch probabilistic programming language. We apply this methodology to data collected from primates, for which the complexity of the grammar is a key question. (joint work with L. Murray, J. Rousseau and A. Thin) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/ <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Mini-corsi a Strasburgo per studenti magistrali
by Dario Trevisan 21 Nov '19

21 Nov '19

Salve, segnalo questa iniziativa di mini-corsi di probabilità che si terranno a Strasburgo nella settimana 20-24 Gennaio 2020, http://irma.math.unistra.fr/stochastique/mc2020/ rivolta a studenti delle lauree magistrali francesi (M1) -- principalmente per pubblicizzare il loro M2 -- ma aperta alla presenza di studenti equivalenti italiani (primo anno di magistrale). Mi hanno comunicato che sono ancora a disposizione alcuni fondi per pagare/rimborsare viaggio e alloggio, e di fare pubblicità anche in Italia. Se siete a conoscenza di qualche studente particolarmente capace e interessato, magari che parli un po' di francese, invitatelo pure a mettersi direttamente in contatto con gli organizzatori (N. Juillet, X. Zeng). Saluti, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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ECSO - CMS 2020 first Call for Papers
by Martina Nardon 20 Nov '19

20 Nov '19

* Apologies for cross-posting First Announcement and Call for Papers Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference 1-3 July 2020, Venice, Italy We are delighted to invite you to Venice, Italy, 1-3 July 2020, at the Department of Economics, Ca’ Foscari University. ECSO - CMS 2020 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 2020 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 2020 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/ecsocms2020 IMPORTANT DATES Abstract submission: March 1, 2020 Notification of acceptance: April 1, 2020 Early registration: April 15, 2020 A Best Student Paper Prize of 600 euro will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2020(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). INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, London Business School (UK) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) Conference Secretariat: ecsocms2020(a)unive.it Conference hashtag: #ecsocms2020 Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee 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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Fwd: [ST-NET] Edinburgh Lectureship/Readership in Probability and Stochastic Analysis
by Mario Maurelli 19 Nov '19

19 Nov '19

---------- Forwarded message --------- Da: Martin Keller-Ressel <st-net(a)mailbox.tu-dresden.de> Date: lun 21 ott 2019 alle ore 18:46 Subject: [ST-NET] Edinburgh Lectureship/Readership in Probability and Stochastic Analysis To: st-net(a)zib.de <st-net(a)zib.de> Von: Goncalo dos Reis @UoE <g.dosreis(a)ed.ac.uk> --- Dear friends, dear colleagues, Permanent position in Probability and Stochastic Analysis Position: Lectureship (assistant prof)/Readership (associate prof) As part of an ambitious long-term plan for the School of Mathematics, the University of Edinburgh is making a substantial number of new appointments in the Mathematical Sciences, which includes expansion into part of the new £40M Bayes Centre. As part of this development, we are recruiting in Probability and Stochastic Analysis (broadly interpreted) to start on 1st June 2020 or around that date by mutual agreement. We expect candidates to have either an established record of first-class research or to be able to demonstrate excellent research potential. Those pursuing interdisciplinary research with links to other fields, for instance, Computing, Engineering, Finance, Physics, or links to industry are also encouraged to apply. In addition to carrying out high-quality research, the successful candidate will contribute to the teaching of undergraduate courses and the teaching and further development of our successful MSc programmes in Mathematical Finance. Salary Scale: £41,526 - £49,553 per annum. Very strong and experienced applicants may be appointed to a Readership, for which the salary is £52,559 - £59,135. Applications close at 5pm (UK time) on 29 November 2019 Interviews will take place in Edinburgh during the week 13-17 January 2020 Informal enquiries may be made to Professor Iain Gordon (Head of School) email hosmaths(a)ed.ac.uk. further details: https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobs… with kind regards to all Goncalo dos Reis _______________________________________________ St-net mailing list St-net(a)zib.de https://listserv.zib.de/mailman/listinfo/st-net --------------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html ---------------------------------------------------------------------------

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