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position at the University of Bern
by Fabio Bellini 01 Oct '15

01 Oct '15

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CHRISTIAN HENNIG - Quantile-based classifiers - 6.10.15 ore 12.30 - Dipartimento di Statistica e Metodi Quantitativi - Bicocca Milano
by Francesca Greselin 30 Sep '15

30 Sep '15

Dipartimento di Statistica e Metodi Quantitativi Martedì 6 ottobre 2015 ore 12.30 U7/2104 (AULA ECONOMICA) II PIANO Quantile-based classifiers with application to the classification of bioaerosols CHRISTIAN HENNIG Senior Lecturer, Department of Statistical Science, University College London Abstract Quantile classifiers are generalisations of the median-based classifiers recently introduced by Hall et al. (2009). They work for potentially high-dimensional data, and are defined by classi- fying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles. The optimal quantiles can be chosen by minimizing the misclassification error in the training sample. I will present some theory and simulations results demonstrating that quantile classifiers are very competitive. Quantile classifiers will also be applied to the detection of bioaerosol particles based on gaseous plasma electrochemistry (Sarantaridis et al., 2012). As several other classifiers, quantile classifiers aggregate information coming from the indivi- dual variables. This depends on selection and standardisation of the variables. I will discuss the- se issues in a way that may hopefully be of more general statistical interest. The first aspect is the extraction of some meaningful features from the high-dimensional and quite redundant ori- ginal form of the bioaerosol data. The second aspect is to understand standardisation as va- riable weighting, including the option to refrain from standardisation in situations where the variability of variables may be roughly proportional to the variable importance for classification, or to standardise certain groups of variables against each other, as will be suggested for the bioaerosol data. Tutti gli interessati sono invitati a partecipare per maggiori informazioni: www.dismeq.unimib.it - francesca.greselin(a)unimib.it

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Seminario Prof. Mesiar a RM1
by Fabio Spizzichino 30 Sep '15

30 Sep '15

Il Prof. Radko Mesiar (STU Bratislava) terrà un seminario sul tema *On the role of ultramodularity (and Schur concavity) in the construction of binary copulas* Il prossimo Venerdì 2 ottobre, ore 14:30, presso l'Aula di Consiglio del Dipartimento di Matematica dell'Universita' La Sapienza Tutte le persone interessate sono invitate ad intervenire Fabio Spizzichino *Abstract. * We discuss and stress the role of ultramodularity in special types of constructions of binary copulas. After recalling of some known ultamodularity-based results, we focus on a the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas. Work in collaboration with E. P. Klement, A. Kolesarova and S. Saminger-Platz

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Winter School in Padova (February 2016)
by Giorgia Callegaro 30 Sep '15

30 Sep '15

Dear all, in collaboration with Evry University, ENSIIE and University Paris Diderot, the Department of Mathematics of the University of Padova is organizing a Winter School on recent advances in Mathematical Finance, that will be held in Padova in the period *8-12 February 2016*. Two main courses, on “Energy Markets” and “Pricing with Funding and Counterparty Risks” will be given, respectively, by Rene Aid (EdF) and Andrea Pallavicini (Banca IMI and Imperial College). Moreover, four mini-course are scheduled, on longevity risk (Nicole El Karoui), optimal stopping (Goran Peskir), polynomial processes (Martin Larsson) and numerical methods (Nadia Oudjane). More details can be found at the link: http://www.maths.univ-evry.fr/conferences/padova2016/index_ws.htm#section1 Accomodation during the period 7-12 February will provided to a limited number (maximum 35) of students selected among candidates who will send us, via the online form available here: http://www.maths.univ-evry.fr/conferences/padova2016/Application_ws.htm#sec… their CV and recommendation letter before the *31st October 2015.* Thanks for your attention and see you in Padova! Giorgia Callegaro (on behalf of the Organizing Committee) -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Convegno in onore di Eugenio Regazzini - Pavia
by Antonio Lijoi 26 Sep '15

26 Sep '15

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** In occasione del settantesimo compleanno di Eugenio Regazzini, il 10 e l'11 giugno 2016 a Pavia si terra' il convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * Una versione preliminare del sito del convegno, con l'elenco dei relatori invitati, puo’ essere consultata all'indirizzo: http://matematica.unipv.it/eugenioconference L'iscrizione al convegno sara' gratuita, ma necessaria per ragioni organizzative. Nelle prossime settimane il sito verra' aggiornato con ulteriori dettagli, inclusi quelli riguardanti la registrazione. Cordiali saluti, Antonio Lijoi -- Antonio Lijoi University of Pavia http://economia.unipv.it/alijoi

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Seminario LAVANCIER
by Matteo Ruggiero 26 Sep '15

26 Sep '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Veberdi 2 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Frederic LAVANCIER (Université de Nantes) DETERMINANTAL POINT PROCESS MODELS AND STATISTICAL INFERENCE Abstract: In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such data are usually modeled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. I will recall the definition of a DPP and review some of these appealing properties which make DPP models well suited for statistical analysis. In particular the ’most repulsive’ DPP will be characterized. Parametric models of DPPs will be introduced, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. Some illustrations on real datasets will be presented. This work has been carried out in collaboration with Jesper Møller and Ege Rubak, Aalborg University. The study of the repulsiveness of DPPs is part of a joint work with Christophe Biscio, University of Nantes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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

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Fwd: Job opportunities in Financial Mathematics, London (fwd)
by Tiziano Vargiolu 25 Sep '15

25 Sep '15

---------- Forwarded message ---------- Date: Fri, 25 Sep 2015 12:52:32 +0200 From: Laura Caravenna <laura.caravenna(a)gmail.com> Subject: Fwd: Job opportunities in Financial Mathematics, London Dear all UCL Mathematics department is currently advertising for two lecturers / senior lecturers in Financial Mathematics. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5041178&ownertype=fair… Best wishes Helen. -- Dr Helen Wilson President, British Society of Rheology Deputy Head, Department of Mathematics UCL Gower Street, London WC1E 6BT 020 7679 1302

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Fwd: Mathematics for Industry: funding calls open
by Alessandra Micheletti 24 Sep '15

24 Sep '15

---------- Forwarded message ---------- From: MI-NET <MI-NET(a)bath.ac.uk> Date: Thu, Sep 24, 2015 at 12:34 PM Subject: Mathematics for Industry: funding calls open To: MI-NET <MI-NET(a)bath.ac.uk> ***Apologies for cross posting *** As part of the recently-established Mathematics for Industry Network (MI-NET) EU COST Action www.mi-network.org, whose aim is to facilitate more effective widespread application of mathematics to all industrial sectors, we are pleased to announce that *funding calls* for - One day themed Industrial Workshops http://mi-network.org/industrial-workshops/ - Mathematical Modelling Training Weeks http://mi-network.org/modelling-weeks/ - Short-Term Scientific Missions (research visits) http://mi-network.org/short-term-scientific-missions/ - European Study Groups (problem-solving workshops) with Industry http://mi-network.org/study-groups-with-industry/ are now open for applications from academic researchers or industrial practitioners from any COST country that is part of Action TD1409 http://www.cost.eu/COST_Actions/tdp/TD1409?parties The next deadline for all calls is the *20th October 2015*. We’d be very grateful if you could help us publicise the calls widely, and encourage your colleagues - especially early-career investigators (researchers within 8 years of their PhD) - to apply! Best wishes, Jo and Filipa Dr Joanna Jordan Dr Filipa Vance http://mi-network.org/ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Seminar announcement
by Marco Scarsini 23 Sep '15

23 Sep '15

Department of Economics and Finance Internal Seminar Thursday,September 24, from 1 to 2 pm Meeting room, 5th floor János Flesch (Maastricht University). Title: Subgame-Perfect Epsilon-Equilibrium in Perfect Information Games. Abstract: We consider multi-player perfect information games. These games are played on a tree of infinite depth, where each node is controlled by one of the players. Play of the game starts at the root. At every node that play visits, the player who controls this node has to choose one of the outgoing arcs. This induces an infinite sequence of nodes in the tree, and depending on this sequence, each player receives a payoff. A strategy profile is called a Nash epsilon-equilibrium if no player can gain more than epsilon by a unilateral deviation. Such games are known to admit a Nash epsilon-equilibrium (Mertens and Neyman 1986) for all positive epsilon, provided that the payoff functions of the players are bounded and Borel measurable. In this talk, we examine the existence of a subgame-perfect epsilon-equilibrium in these games. A subgame-perfect epsilon-equilibrium is a strategy profile that induces a Nash epsilon-equilibrum in every subgame (that is, not only from the root, but also from every other node in the tree). We provide an overview of recent existence and non-existence results. Particular attention is paid to the result (Flesch and Predtetchinski 2015) that a subgame-perfect epsilon-equilibrium exists, for every epsilon>0, if the payoff functions are bounded and exhibit common preferences at the limit. Moreover, if the payoff functions also have finite range, then there exists a pure subgame-perfect 0-equilibrium. These results extend and unify the existence theorems for bounded and semicontinuous payoffs in Flesch et al [2010] and Purves and Sudderth [2011]. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario Prof. Macci
by giuliano＠dm.unipi.it 21 Sep '15

21 Sep '15

Il Prof, Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica nei giorni 22-23-24 settembre. Terra' un seminario dal titolo "Asymptotic results for runs and empirical cumulative entropies" Il seminario si svolgera' mercoledi 23 settembre alle ore 11 nell'Aula Magna del Dipartimento. Tutti gli interessati sono invitati Rita Giuliano

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