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Seminario di Probabilità - Padova
by alessandra bianchi 23 Jun '17

23 Jun '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 27 giugno alle ore 11:00 in aula 2AB40 del Dipartimento di Matematica dell'Università degli Studi di Padova. Speaker: Claudio Landim Affiliation: IMPA, Rio de Janeiro Title: Recent results on metastability and potential theory. Abstract: We give a brief introduction on the martingale approach to metastability. In the second part of the talk we consider the metastable behavior of non-reversible small perturbations of dynamical systems, providing a formula for the transition time between two wells. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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PosdocPosition-PANORISK (fwd)
by Lucia Caramellino 22 Jun '17

22 Jun '17

---------- Forwarded message ---------- Date: Mon, 19 Jun 2017 14:20:28 +0200 From: Claude Martini <cmartini(a)zeliade.com> To: "cmartini(a)zeliade.com" <CMartini(a)zeliade.com> Subject: PosdocPosition-PANORISK Dear colleague, here is the announcement and description for a postdoc position in the ongoing PANORISK project: http://ira.univ-lemans.fr/en/recherche-1/post-doctoral-recruitment-2017.html -- Claude Martini CEO CMartini(a)zeliade.com https://www.linkedin.com/in/claude-martini/ Tel : +33 (0)1 40 26 17 81 Mob : +33 (0)6 84 71 15 57 Fax : +33 (0)1 40 26 17 81 Zeliade Systems 56, rue Jean-Jacques Rousseau 75001 Paris - France www.zeliade.com www.zanadu.io ____________________________________________________________________ Ce message et ses pièces jointes contiennent des informations confidentielles. Il est établi à l’intention exclusive de ses destinataires. Si vous n’en êtes pas destinataire, merci de le détruire et d’en avertir immédiatement l’expéditeur. Toutes diffusion, publication, totale ou partielle ou divulgation sous quelque forme que se soit non expressément autorisées de ce message, sont interdites. This e-mail and its attachments are confidential and intended solely for the addressees. If you are not the intended recipient of this message, then please delete it and notify the sender. Unauthorized publication, use, dissemination or disclosure of this message, either in whole or in part is strictly prohibited. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Mini Course at GSSI on "Information Spreading, Consensus and Community Detection"
by clementi＠axp.mat.uniroma2.it 22 Jun '17

22 Jun '17

LECTURER: Andrea Clementi (Universita' degli Studi TOR VERGATA) PERIOD: 11-12/07/2017 LOCATION: GSSI, L'AQUILA, http://cs.gssi.infn.it/contacts/ SCHEDULING: http://cs.gssi.infn.it/phd-program/calendar/ TITLE: Gossip Algorithms for Information Spreading, Consensus and Community Detection ABSTRACT: The course will focus on a set of analytic tools to analyze some basic epidemic processes in networks. 1) We start giving the main concepts and results on spectral graph theory and on expander graphs. 2) We analyze the convergence time of randomized gossip algorithms in graphs having good expansion properties. 3) We analyze some simple probabilistic dynamics that achieve fast and stable consensus. 4) We consider distributed averaging processes on well-clustered graphs and look at the metastable phase in which the states of the nodes reflect the hidden clusters of the graph. Contacts: Andrea Clementi (Universita' degli Studi TOR VERGATA), clementi(a)mat.uniroma2.it Mattia D'Emidio (GSSI), mattia.demidio(a)gmail.com

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Assegno di ricerca presso la Scuola Normale Superiore, Pisa
by Fabrizio Lillo 21 Jun '17

21 Jun '17

The call for a 16 month postdoc (assegno di ricerca) is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Italian: **Esecuzione ottimale e dinamica di alta frequenza in mercati foreign exchange* *English: Optimal execution and high frequency dynamics in foreign exchange markets* and the research will likely be conducted in collaboration with the FX desk of HSBC (London) The details of the call are at Italian https://www.sns.it/bando/assegno-di-ricerca-denominato-%E2%80% 9Cesecuzione-ottimale-e-dinamica-di-alta-frequenza-mer cati-foreign-exchange%E2%80%9D English https://en.sns.it/bando/research-contract-named- %E2%80%9Coptimal-execution-and-high-frequency-dynamics-foreign-exchange The deadline is July 10. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159 <+39%20050%20509159>

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Post-doc position at Inria Grenoble (France)
by Julyan Arbel 20 Jun '17

20 Jun '17

Dear all, there is an open post-doc position in Bayesian nonparametrics at Inria Grenoble (France), starting in the fall of 2017. Application deadline is very short (by the end of next week). Interested people can contact me. Best Julyan Julyan Arbel http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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Borsa di Dottorato - Università Franco-Italiana
by gianmario tessitore 16 Jun '17

16 Jun '17

Con preghiera di diffusione. E' aperta la call for candidates per una borsa di dottorato dell'Università franco-italiana da svolgersi tra l' ENSTA ParisTech (Université Paris-Saclay, Ecole doctorale de mathématiques Hadamard) e l' Università Milano-Bicocca (Dottorato in Matematica Milano-Bicocca, Pavia, INdAM) con inizio il primo Ottobre 2017. Allego descrizione precisa delle tematiche di ricerca e del profilo del candidato richiesto. cordiali saluti Gianmario Tessitore

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PhD course Gianluca Fusai in Bicocca
by Valeria Bignozzi 16 Jun '17

16 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Option Pricing”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Gianluca Fusai, dell’ Università degli Studi del Piemonte Orientale. La partecipazione al corso è libera, ma occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it). Le lezioni si terranno nei giorni: Lunedì 19 Giugno ore 10:00-12:30 e 14:00-17:30 Venerdì 23 Giugno ore 10:00-12:30 e 14:00-17:30 presso l’Aula 2062, secondo piano dell’edificio U7, Via Bicocca degli Arcimboldi 8, 20126 Milano. Programma: We revisit the most important stochastic models and theur use for pricing plain vanilla and exotic derivative products. In particular in the course we will address: * Plain vanilla, exchange, Asian and barrier options. * Analytical and numerical methods (including PDE, quadrature, eigenfunction expansion, Laplace transform). * Gaussian and Non Gaussian models: GBM, Square-root, CEV, Lévy, Heston models: main properties and applications to option pricing using Fourier Transform techniques. * Interest rate models and pricing of swaps, caps and swaptions. * If time allows recent reseults on pricing via Hilbert transform and Wiener-Hopf factorization will be also illustrated. Participants are welcome to bring their laptop because numerical examples will be discussed using Matlab. Prerequisite: Basic knowledge of option payoffs, properties of the Bronwian motion, Ito's lemma Instructor: Gianluca Fusai ssrn page: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196 -------------------------------------------------------------------------------- _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random

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Fwd: Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017.
by Carina Geldhauser 15 Jun '17

15 Jun '17

ricevo ed inoltro. -------- Weitergeleitete Nachricht -------- Betreff: [ML-news] Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017. Datum: Mon, 5 Jun 2017 01:11:57 -0700 (PDT) Von: Mauricio A. Álvarez <maalvarezl(a)gmail.com> An: Machine Learning News <ml-news(a)googlegroups.com> Hi ML-News, Gaussian Process Summer School and Uncertainty Quantification 11th-14th September 2017. Early registration is open for the Gaussian Process Summer School. Deadline for early registration is 15th July. There is also a limit on the number of places to 60 students (allocated on a first come first served basis). The school involves a combination of talks on Gaussian processes and practical sessions. It will end with a one day workshop on Advances in Approximate Inference with GPs (14th September). Registrants to the summer school can attend the workshop free of charge. Confirmed speakers at the Summer School include: Nicolas Durrande (Ecole des Mines St Etienne) Simo Särkka (Aalto University) Aki Vehtari (Aalto University) Richard Wilkinson (University of Sheffield) Mauricio A. Álvarez (University of Sheffield) Andreas Damianou (Amazon Research Cambridge) Javier Gonzalez (Amazon Research Cambridge) Neil Lawrence (Amazon Research Cambridge and University of Sheffield) The draft schedule and details for registration are available here: http://gpss.cc/gpss17/ Current speakers at the Workshop are: Alan Saul (University of Sheffield) Aki Vehtari (Aalto University) Dustin Tran (Open AI and Columbia University) Rajesh Ranganath (Princeton University) A facebook group for this series of summer schools is available here: https://www.facebook.com/gaussianprocesssummerschool Regards, Mauricio A. Álvarez -- You received this message because you are subscribed to the Google Groups "Machine Learning News" group. To unsubscribe from this group and stop receiving emails from it, send an email to ml-news+unsubscribe(a)googlegroups.com. For more options, visit https://groups.google.com/d/optout. _______________________________________________ Ins-wegelerstrasse mailing list Ins-wegelerstrasse(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ins-wegelerstrasse _______________________________________________ Ag-griebel-stud mailing list Ag-griebel-stud(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ag-griebel-stud

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Announcement: Mini-workshop on Monte Carlo and Hybrid Methods
by Enrico Scalas 14 Jun '17

14 Jun '17

The goal of this workshop will be to bring together people working on the simulation of Langevin, Hamiltonian dynamics and their variants, and the applications of such methods to Markov Chain Monte Carlo, including MALA, HMC, etc Organisers : Andrew Duncan & Enrico Scalas, School of Mathematical and Physical Sciences, University of Sussex When : Friday, June 23. The workshop will start at 10pm (Registration & Coffee from 9:30am) and end at 4pm. Where : At the University of Sussex, in Pevensey 1 Room 1A6 Programme 9:30am - 10:00am: Registration 10:00am - 10:45am: Tijana Radivojevic: Modified Hamiltonian Monte Carlo methods in practice 10:45am - 11:15am: Coffee Break 11:15am - 12:00pm: Elena Akhmatskaya: Sampling with modified Hamiltonians in statistical inference 12:00pm - 12:45pm: Mikhail Tretyakov: Stochastic rigid body dynamics with hydrodynamic interactions 12:45pm - 2:30pm: Lunch (Fish and Chips) 2:30pm - 3:15pm: Konstantinos Zygalakis: Ergodic Stochastic Differential Equations and Sampling: A numerical analysis perspective 3:15pm - 4:00pm: Sam Livingstone: Kinetic energy choice in Hamiltonian/Hybrid Monte Carlo Participation is free. A dinner will be organised with the speakers on the evening of Thursday 22nd June. Please contact the organisers if you wish to attend.

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PhD course Marco Frittelli in Bicocca
by Valeria Bignozzi 09 Jun '17

09 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Arbitrage and superhedging, from the classical setting to a pathwise approach”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Marco Frittelli, del Dipartimento di Matematica dell’ Università degli Studi di Milano. La partecipazione al corso è libera, occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it>). Programma: Lunedì 5 Giugno, ore 14:00-17:00: Introduction to arbitrage: the classical setting, the robust approach and the pathwise framework; Martedì 6 Giugno, ore 10:00-13:00 e 14:00 -17:00: Superhedging: example of duality gap and pathwise setting; Mercoledì 7 Giugno, ore 10:00-13:00: On the classical cases and comparison with the pathwise setting. Il corso si terrà nell’aula 2026, secondo piano dell’edificio U7.

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