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Politecnico di Milano - Seminario S. Castruccio
by Laura M. Sangalli 08 Jun '17

08 Jun '17

Si avvisa che in data 13-06-2017, alle ore 14:30 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: Stefano Castruccio, Newcastle University, UK Titolo: Stochastic Approximations of Complex Deterministic Models: Environmental Applications Sommario: Climate models are among the most used tools for impact assessment and policy making, and they are instrumental to obtain physically consistent projections of future climate. While it is of crucial importance to assess the sensitivity of such models to different input such as scenarios and parametrizations, a comprehensive analysis is not feasible due to computational and memory constraints. In this talk I will present new classes of global space-time statistical models (emulators) that can provide useful stochastic approximations to climate models. Emulators trained on a small set of model runs allow to perform sensitivity analysis with surrogate runs that are orders of magnitude faster to compute than the original climate model. I will also discuss some of my methodological research on global space-time statistical models, spanning from nonstationary Gaussian processes in the sphere x time domain that can account for land/ocean regimes and vertical profiles of temperatures, to skew-t processes for daily data. The large dimensionality of the model output, comprising of hundreds of millions data points, poses significant computational challenges, and in this talk I will also introduce a new sequential likelihood approximation that will allow scalable, parallelizable and asymptotically consistent inference for massive datasets. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, 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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Lectures on “Affine and Polynomial Processes” (J. Teichmann and C. Cuchiero - SNS, Pisa, 21-23-27 giugno 2017)
by Maria Elvira Mancino 08 Jun '17

08 Jun '17

Three Lectures on: "AFFINE AND POLYNOMIAL PROCESSES" (JOSEF TEICHMANN, ETH Zurich; CHRISTA CUCHIERO, University of Vienna) ____________________________________________________ Lecture 1 (JOSEF TEICHMANN) "Motivating examples: classical and recent ones". Several examples from Mathematical Finance and other areas of applications are considered (Pricing and Hedging; Credit Risk; representation of non-linear PDEs; rough volatility) JUNE 21TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ________________________________________________________________________________ Lecture 2 (JOSEF TEICHMANN AND CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Foundational issues are discussed in detail and admissibility conditions proved in the canonical state space setting. JUNE 23TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ____________________________________________________________ Lecture 3 (CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Affine and polynomial processes one general state spaces are considered towards finite or infinite dimensional processes classes. JUNE 27TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ______________________________________________________________ Tutti gli interessati sono invitati a partecipare.

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Second Haifa Probability School, 18-22 Dec 2017, Technion (Israel)
by Francesco Caravenna 07 Jun '17

07 Jun '17

Ricevo e inoltro. > Dear colleagues, > > We invite you and your students/postdocs to take part in the forthcoming probability school, this winter Dec 18-22/2017 at the Technion - Haifa/Israel. > > There will be 3 mini courses with daily lectures as follows: > Marek Biskup (UCLA) / Oren Louidor (Technion) – > Large values of the discrete Gaussian free field. > Jason Miller (Cambridge) – > The continuum Gaussian free field and Liouville quantum gravity. > Lorenzo Zambotti (Paris 6) – > SPDEs and regularity structures. > > In addition, young participants will get a chance to present their work during multiple short-talk sessions. > > Financial support (for accommodation and travel) is available. Preference will be given to young participants and those who register early. > > Further information and an on-line registration from can be found here: > https://hps2.net.technion.ac.il/ <https://hps2.net.technion.ac.il/> > > Oren Louidor > (On behalf of the organizers: > Dima Ioffe (Technion, Israel). > Oren Louidor(Technion, Israel). > Leonid Mytnik (Technion, Israel). > Lorenzo Zambotti (Paris 6, France) ).

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PhD in Statistics and Mathematical Finance, Call for applications
by Francesca Greselin 06 Jun '17

06 Jun '17

A call for applications to the 2016/2017 PhD program in Statistics and Mathematical Finance (University of Milano-Bicocca) is available at the PhD web site: http://www.unimib.it/go/243995352 Deadline for application is on the 3rd of July (12.00 a.m. Italian local time) The PhD program offers two curricula: 1) Statistics; 2) Mathematical Finance. Seven grants (annual amount of 16.238 euros) are available, three of which are reserved for students with non-Italian master degrees. Course will be held in English by highly qualified Italian and non-Italian professors. For further information visit the PhD web site (http://www.dismeq.unimib.it/en/dottorato-di-ricerca/) or contact: Giorgio Vittadini (giorgio.vittadini(a)unimib.it <mailto:giorgio.vittadini@unimib.it) PhD program coordinator Andrea Ongaro (andrea.ongaro(a)unimib.it <mailto:andrea.ongaro@unimib.it) Curriculum in Statistics coordinator Fabio Bellini (fabio.bellini(a)unimib.it <mailto:fabio.bellini@unimib.it) Curriculum in Mathematical Finance coordinator Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it) Secretariat

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IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO
by Irene Crimaldi 06 Jun '17

06 Jun '17

From: <phdapplications(a)imtlucca.it> Subject: IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO We are pleased to inform you about the IMT School for Advanced Studies Lucca's call for applications for PhD positions in the following specialized curricula Siamo lieti di informare che e' aperto il nuovo bando di selezione per l'accesso al Programma di Dottorato della Scuola IMT Alti Studi Lucca per i seguenti curricula di specializzazione: - - Analysis and Management of Cultural Heritage - - Cognitive, Computational and Social Neurosciences - - Computer Science and Systems Engineering - - Economics, Networks and Business Analytics - No tuition fees, free room and access to IMT Canteen Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa IMT - A grant of €13,630 gross/year Importo lordo della borsa: €13.630/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2017 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2017 DEADLINE: July 18th, 2017 at 12:00 pm CEST MORE INFORMATION: http://phd.imtlucca.it The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. IMT's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), una delle sei Scuole di Eccellenza in Italia, e' un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/pages/IMT-Institute-for-Advanced-Studies-Lucca/187…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2017/18 IMT School PhD call, please write to phdapplications(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','phdapplications(a)imtlucca.it');> If you no longer wish to receive emails from the IMT School, please send an email with the word UNSUBSCRIBE in the subject line to commev(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','commev(a)imtlucca.it');>. IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>

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Workshop in Cardiff su Isotropic Random Fields in Astrophysics
by Enrico Scalas 02 Jun '17

02 Jun '17

Car* collegh*, Vi puo' interessare questo workshop interdisciplinare su: Isotropic Random Fields in Astrophysics che si terra' a Cardiff il 29-30 giugno 2017 Pagina web: http://ssa.cf.ac.uk/randomfields/index.htm Registrazione (gratuita ma obbligatoria): http://ssa.cf.ac.uk/randomfields/registration.htm Cordiali saluti, Enrico Scalas

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dottorato in Statistica e Finanza matematica - bando
by emanuela.rosazza1＠unimib.it 02 Jun '17

02 Jun '17

Si avvisa che ieri è stato pubblicato il bando per le iscrizioni al 33-esimo ciclo di Dottorato di ricerca in Statistica e Finanza Matematica presso l'Università di Milano-Bicocca. Potete trovare il bando al link http://www.unimib.it/go/243995352 Chiusura bando: 3 luglio - ore 12. Cordiali saluti, -- **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it ****************************************************

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PhD Scholarships in Statistical Sciences - University of Padova, Italy – Deadline June 30, 2017 (13.00 CEST)
by Patrizia Piacentini - PhD 01 Jun '17

01 Jun '17

Eight PhD scholarships are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2017*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2017). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2017. *How to apply* The call is published *(deadline June 30, 13.00 CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXIII* available from the Course web page http://www.stat.unipd.it/fare-ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online* *Further information* See http://www.stat.unipd.it/fare-ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Nicola Sartori PhD Course Coordinator

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Mathematical Statistics - Corso estivo a Perugia della SMI
by Antonio Di Crescenzo 01 Jun '17

01 Jun '17

Segnalo il seguente corso estivo della Scuola Matematica Interuniversitaria titolo: Mathematical Statistics docenti: Larry Goldstein (University of Southern California) Yosef Rinott (Hebrew University of Jerusalem) periodo: 24 Luglio - 18 Agosto 2017 sede: Perugia scadenza per le domande: 26 Giugno 2017 sito web: http://germanio.math.unifi.it/summer-courses-perugia-2017/?lang=it -- Antonio Di Crescenzo

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Seminario Prof.ssa Costantini (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 31 May '17

31 May '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Lunedì 5 Giugno 2017, ore 11 ------------------------------------------------------------ ----------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Prof.ssa Cristina Costantini (Università degli studi "G. d'Annunzio" Chieti-Pescara) APPROSSIMAZIONE DI DIFFUSIONE DI PROCESSI A VELOCITA' FINITA Riassunto: Con processi a velocita' finita (a volte detti anche processi di trasporto o evoluzioni aleatorie) intendiamo qui dei modelli, pensati per descrivere il moto di una particella, in cui la posizione della particella a un tempo $t$ e' data dall'integrale di un processo velocita', che e' costante, o evolve deterministicamente finche', a intervalli di tempo esponenziali, cambia in modo aleatorio. Sulla retta e nel piano, questi processi sono stati approfonditamente studiati (Orsingher, Pinsky, Kolesnik, Stadje e molti altri), in particolare per quanto riguarda l'equazione alle derivate parziali soddisfatta dalla distribuzione a un tempo della posizione e, in alcuni casi importanti, la forma esplicita della distribuzione. Questo seminario trattera' invece del limite, sotto riscalamento spazio-temporale diffusivo, di questi processi, anch'esso studiato da molti autori (Bensoussan, Lions, Papanicolaou, Bal, Degond, Kurtz, Costantini e molti altri). Tale limite puo' essere ottenuto in dimensione qualunque, per una classe ampia di nuclei di transizione della velocita', anche dipendenti dalla posizione e dalla velocita' correnti, e anche nel caso in cui il moto della particella e' confinato in una regione e sulla frontiera la velocita' cambia in modo deterministico o aleatorio, a seconda della velocita' d'impatto trasversale. L'approccio utilizzato e' quello delle equazioni differenziali stocastiche e dei problemi di martingala, combinati, nel caso in cui la particella e' confinata, con cambiamenti di tempo aleatori. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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