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Saint-Flour Summer School
by Elvira Di Nardo 12 Dec '16

12 Dec '16

---------- Forwarded message ---------- Date: Mon, 12 Dec 2016 09:31:28 +0100 From: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> To: saintflour(a)math.univ-bpclermont.fr Subject: Saint-Flour 2017, July 2-14 FIRST ANNOUNCEMENT Dear colleagues The 47th Saint-Flour Probability Summer School will be held on July 2-14, 2017. This year, the three courses will be: Thierry Bodineau (Ecole Polytechnique): Large-scale dynamics of dilute gases Remco van der Hofstad (University of Technology, Eindhoven): Stochastic processes on random graphs Gabor Lugosi (Graduate School of Economics, Barcelona): Elements of combinatorial statistics Further information can be found on the conference website: recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- Laboratoire de Mathematiques Blaise Pascal, CNRS UMR 6620 Universite Clermont-Auvergne, Campus des Cezeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubiere cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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visitatore a Pisa
by RITA GIULIANO 09 Dec '16

09 Dec '16

Il Prof. Andrei Volodin (Universita' di Regina, Canada) e' ospite del Dipartimento di Matematica a Pisa fino al 3 gennaio 2017. Terra' prossimamente un seminario; titolo e data saranno comunicati appena possibile. -- Rita Giuliano

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Announcement for the IHES Summer School "Spectral Properties of large random objects"
by Pietro Caputo 08 Dec '16

08 Dec '16

ricevo e inoltro: --------------------------------- Dear Colleagues, This is an announcement for the Summer School "*Spectral Properties of large random objects*" which will be held at the Institut des Hautes Études Scientifiques (IHÉS) from July 17 to July 28, 2017. IHÉS is located in Bures-sur-Yvette, south of Paris (40 minutes by train from Paris). There will be 8 mini-courses *Charles BORDENAVE* (Université de Toulouse) *Spectrum of random graphs* *Paul BOURGADE* (New York University) *Universality and quantum unique ergodicity in random matrix theory* *Frédéric KLOPP* (Université Pierre et Marie Curie) *Large systems of interacting quantum particles in a random field* *Eyal LUBETZKY* (New York University) *Spectral vs. geometric approaches to random walks on random graphs* *Yuval PERES* (Microsoft Research) *The cutoff phenomenon and rate of escape for Markov chains* *Christophe SABOT* (Université de Lyon 1) *Self-interacting processes and random Schrödinger operators* *Balint VIRAG* (University of Toronto) *TBA* *Simone WARZEL* (Technische Universität München) *Topics in random operator theory* The IHÉS hopes to be able to provide partial financial support to cover housing for most accepted graduate students and postdocs. Some limited amount of additional funds will be available for special circumstances. Applications should be made using the webpage mentioned below. The deadline is March 15, 2017. All information about the summer school can be found at https://indico.math.cnrs.fr/event/1751/ <http://www.math.ubc.ca/Links/ssprob17/>. The school is open to everybody but intended primarily for young participants, including PhD students and postdoctoral fellows. Questions can be directed to jasserand(a)ihes.fr <jasserand@ihes.fr?subject=Spectral%20properties%20of%20large%20random%20objects> Do not hesitate to broadcast this announcement! -- ----------------------------------------------------------------- Hugo Duminil-Copin Permanent professor Email: duminil(a)ihes.fr Institut des Hautes Études Scientifiques (IHÉS) Phone: +33-160926643 Le Bois-Marie, 35 route de Chartres Fax: +33-160926669 91440 BURES-SUR-YVETTE (FRANCE) www: http://www.ihes.fr/~duminil/

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seminario Prof. Sergio Albeverio
by Emanuela Rosazza 08 Dec '16

08 Dec '16

Si avvisa che il giorno mercoledì 14 dicembre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4154) si terrà il seguente seminario: Speaker: Prof. Sergio Albeverio (Università di Bonn, Germania) Titolo: “Infinite dimensional integrals, asymptotics and some models in Mathematical Finance” Abstract: We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in areas like mathematical physics and finance. Some recent developments are also mentioned. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* 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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Avviso di seminari Prof. Eva LÖCHERBACH
by Enrica Pirozzi 07 Dec '16

07 Dec '16

Prof. Eva LÖCHERBACH Département de Mathématiques Faculté des Sciences et Techniques Université de Cergy-Pontoise TITLE: Modeling spike trains by systems of interacting Hawkes processes with (or without) memory of variable length Tuesday, December 13 at 15:30 Part I Wednesday, December 14 at 15:00 Part II Friday, December 16 at 11:00 Part III at Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. ABSTRACT: Let us consider a class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if this component has a spike or not at a given time. The system evolves as follows. For each component, the rate (in continuous time) or the probability (in discrete time) of having a spike depends on the entire time evolution of the system since the last spike time of the component. In discrete time this class of systems extends in a non trivial way both Spitzer's interacting particle systems, which are Markovian, and Rissanen's stochastic chains with memory of variable length which have finite state space. In continuous time they can be seen as a kind of Rissanen's variable length memory version of the class of self-exciting point processes which are also called ``Hawkes processes'', however with infinitely many components. These features make this class a good candidate to describe the time evolution of networks of spiking neurons. In the lectures, I will present the model, both in discrete and in continuous time. I will then sketch results concerning perfect simulation and existence issues, de-correlation between successive interspike intervals, the longtime behavior of finite systems and propagation of chaos in mean field systems. ------ -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminario RAO
by Matteo Ruggiero 07 Dec '16

07 Dec '16

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 14 Dicembre 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Vinayak RAO (Purdue University) PATH AND PARAMETER INFERENCE FOR MARKOV JUMP PROCESSES A variety of phenomena are best described using dynamical models which operate on a discrete state-space and in continuous time. The most common example is the Markov jump processes whose applications range from systems biology, genetics, computing networks and human-computer interactions. Posterior computations typically involve approximations like time discretization and can be computationally intensive. In the first half of this talk, I will describe some previous work (joint with Yee Whye Teh) on a class of Markov chain Monte Carlo methods that allow efficient computations while still being exact. The core idea builds on the idea of 'uniformization', and is an auxiliary variable Gibbs sampler that alternately resamples a random discretization of time given the state-trajectory of the system, and then samples a new trajectory given this discretization. In the second half, I will talk about more recent work (joint with Boqian Zhang) that extends these ideas to allow efficient Bayesian inference over the process parameters. Here we reformulate the earlier idea to develop an efficient Metropolis-Hastings algorithm that more naturally exploits the symmetry of the problem. In our experiments, we show improved performance over the current state of the art. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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PhD course on "Rough Paths and Stochastic Differential Equations"
by Francesco Caravenna 06 Dec '16

06 Dec '16

This email is to announce a Ph.D. course on "Rough Paths and Stochastic Differential Equations" in the framework of the Pavia - Milano Bicocca - Indam PhD program in Mathematics. The course is devoted to students interested in analysis and/or probability (see below for the abstract). The course will last 30 hours and will be given in the period February-March 2017 at the University of Milano-Bicocca. In order to fix the precise dates, we kindly ask all interested people to contact us by Tuesday 13 December 2016 and let us know of their engagements in that period. Best regards, Francesco Caravenna and Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Title: Rough Paths and Stochastic Differential Equations Place: University of Milano-Bicocca Period: February-March 2017 Prerequisites: A basic knowledge of Holder functions and Brownian motion. Abstract: This course is an introduction to rough paths, a modern theory which provides an analytic counterpart to the probabilistic theory of stochastic integration. Rough paths allow to define a notion of integral with respect to the derivative of a Holder function, generalizing the usual Riemann-Steltjes integral. A key motivation of rough paths is to shed new light on the stochastic integration with respect to Brownian motion and on the corresponding stochastic differential equations. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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(senza oggetto)
by Fabio Martinelli 04 Dec '16

04 Dec '16

Il Prof. A. Smith dell'universita' di Ottawa terra' tre lezioni nell'ambito del dottorato in matematica presso il Dip. di Matematica e Fisica di Roma Tre con il seguente programma: *MIXING OF MARKOV CHAINS ON MANIFOLDS* Martedi 6 Dicembre ore 11:00-13:00 aula 311 *Mixing Properties of Hamiltonian Monte Carlo* Abstract:* Hamiltonian Monte Carlo (HMC) and its variants are extremely popular Markov chain Monte Carlo algorithms in statistical computing. In practice, they seem to outperform classical algorithms such as the Gibbs sampler and the Metropolis-Hastings algorithm. Unfortunately, the characteristic long moves made by HMC also make it difficult to analyze. I will survey some existing results on HMC and competitor algorithms, including some recent results of myself and Mangoubi, and present open problems.* Mercoledi 7 Dicembre ore 14:30-16:30 aula 311 *Convex Sets, Conductance and Curvature.* Abstract: Geometric random walks are popular tools for sampling from the interior or boundary of convex sets. I will introduce some popular geometric random walks and describe the mathematical techniques developed by Dieker, Kannan, Lovasz, Vempala and others to analyze them. I will then describe how some recent work takes advantage of ideas from geometry and convex optimization to propose and analyze algorithms that can have improved performance. Martedi 13 Dicembre ore 11:00-13:00 aula 311 *Kac's Walks and Couplings.* Abstract: Kac's walks on the sphere and on the special orthogonal group. introduced in 1953 and 1970, have long histories in the statistical physics and computational statistics literatures. I will describe the history of these walks and review some of the many results on the mixing properties of these processes. I then present some recent work of myself and Pillai, which uses connections to random matrix theory to obtain substantially improved bounds on the mixing times of these two walks. -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Mini corso di A. Smith a Roma Tre
by Pietro Caputo 04 Dec '16

04 Dec '16

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Seminario SAMUEL HERRMANN @ UniTo
by Cristina Zucca 02 Dec '16

02 Dec '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 6 dicembre alle ore 12:00 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. SAMUEL HERRMANN (Université de Bourgogne) terrà un seminario dal titolo Initial-Boundary Value Problem for the heat equation - A stochastic algorithm Abstract: The Initial-Boundary Value Problem for the heat equation is solved using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalisation of the Walk on Spheres (WoS) algorithm introduced to solve the Dirichlet problem for Laplace's equation, its implementation is rather easy. The definition of the random walk is based on a new mean value formula for the heat equation. The convergence results and different numerical examples permit to emphasize the efficiency and accuracy of the algorithm. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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