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lutto
by c.costantini＠unich.it 24 Jan '16

24 Jan '16

Cari colleghi, ieri sera e' venuta a mancare Anna Gerardi, che molti di voi conoscevano. I funerali si terranno domani, lunedi' 25 Gennaio, alle ore 11:00, a Roma, nella chiesa dei Sette Santi Fondatori, a piazza Salerno, vicino a Piazza Bologna. Cristina Costantini e Claudia Ceci

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[iwfos2017] IWFOS 2017: First Announcement
by Enea Bongiorno 23 Jan '16

23 Jan '16

4th International Workshop on Functional and Operational Statistics (IWFOS 2017) A Coruña, SPAIN http://iwfos2017.udc.es Dear Colleagues, Dear Friends, We are pleased to announce the Fourth International Workshop on Functional and Operational Statistics (IWFOS 2017), to be held in A Coruña, SPAIN, from 15th to 17th June 2017. The treated topics (Functional Data Analysis and Operator-based Statistics) and the format (5 sessions in 2.5 days) of this workshop will follow the ones of the previous successful three editions held in Toulouse-France (2008), Santander-Spain (2011) and Stresa-Italy (2014). The scientific program will include invited talks, contributed talks and contributed posters. *Invited speakers (confirmed):* John ASTON (University of Cambridge, United Kingdom) Alexander AUE (University of California, Davis, USA) Antonio CUEVAS (Universidad Autónoma de Madrid, Spain) Aurore DELAIGLE (University of Melbourne, Australia) Jeff GOLDSMITH (Columbia University, USA) Stephan HUCKEMANN (Institut für Mathematische Stochastik, Göttingen, Germany) Victor PANARETOS (École Polytechnique Fédérale de Lausanne, Switzerland) Beatriz PATEIRO (Universidad de Santiago de Compostela, Spain) Laura SANGALLI (Politecnico di Milano, Italy) *Co-chairs of the Scientific Committee:* Ricardo CAO (Universidad de A Coruña, Spain) Philippe VIEU (Institut de Mathématiques de Toulouse, France) *Co-chairs of the Organizing Committee:* Germán ANEIROS (Universidad de A Coruña, Spain) Enea BONGIORNO (Università del Piemonte Orientale, Italy) More information can be found in the attached file as well as at http://iwfos2017.udc.es . Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees. -- 4th International Workshop on Functional and Operational Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es

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Fwd: Postdoc Positions in Berlin
by Mario Maurelli 22 Jan '16

22 Jan '16

Dear colleagues, I am happy to forward this announcement of post-doc positions in Berlin. For more information, you can contact Prof. Peter Friz (in cc). Best regards Mario Maurelli Weierstrass Institute for Applied Analysis and Stochastics & Technische Universität Berlin ---------- Forwarded message ---------- From: Sebastian Riedel <riedel(a)math.tu-berlin.de> Date: 2016-01-21 13:13 GMT+01:00 Subject: Postdoc Positions in Berlin To: riedel(a)math.tu-berlin.de Hi everybody, our Forschergruppe "Rough paths, stochastic partial differential equations and related topics" offers several Postdoc positions, see attached PDF and the announcement on our website: https://sites.google.com/site/researchunitfor2402/job-openings. Thank you for promoting this at your institution and for sharing with possible candidates. Best, Sebastian Dr. Sebastian Riedel Technische Universität Berlin Fakultät II, Institut für Mathematik Sekretariat MA 7-5 Straße des 17. Juni 136 D-10623 Berlin, Germany Office: MA 780 Phone: +49 30 314 28415 E-mail: riedel(a)math.tu-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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seminari Emilio Porcu in Bicocca 27-28/1
by Fabio Bellini 22 Jan '16

22 Jan '16

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DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE
by Durante Fabrizio 21 Jan '16

21 Jan '16

==== Call for presentations: It is our pleasure to announce the upcoming conference at Technische Universitaet Muenchen, Germany: DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE taking place on MAY 17-19, 2016. CONFIRMED INVITED SPEAKERS: * Carole Bernard, Grenoble Ecole de Management * Roger Cooke, Technical University Delft * Paul Embrechts, ETH Zurich * Fabrizio Durante, Free University Bozen-Bolzano * Christian Genest, McGill University * Irene Gijbels, KU Leuven * Harry Joe, University of British Columbia * Luis Mediero, Universidad Politecnica de Madrid * Johanna Neslehova, McGill University * Giovanni Puccetti, University of Florence CONTENT: In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the first workshops were focused on vine copulas (www.vine-copula.org<http://www.vine-copula.org>), the theme of the last workshop was much broader. This workshop is intended to continue with this broader view. SUBMISSION INSTRUCTION: In addition to invited sessions, we will also organize contributed talks. Contributions within the theme of the workshop are welcome and presentation abstracts can be submitted to dominik.mueller(a)ma.tum.de<mailto:dominik.mueller@ma.tum.de> until Jan 31, 2016. POST-WORKSHOP SHORT COURSES: Two short courses (Copulas and Vine copulas) will be arranged on the afternoon of May 19, 2016 directly following the workshop. The targeted audience includes advanced PhD students and junior faculty. SCIENTIFIC ORGANIZERS: C. Czado and M. Scherer LOCAL ORGANIZERS: B. Haas, M. Killiches, D. Krause, D. Mueller SUBMISSION AND REGISTRATION INSTRUCTIONS: http://www.mathfinance.ma.tum.de/copulas2016/

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Applied Bayesian Statistics Summer School - 29 agosto-2 settembre 2016
by Consonni Guido 21 Jan '16

21 Jan '16

13th edition of the ABS (Applied Bayesian Statistics) Summer School BAYES, BIG DATA, AND THE INTERNET Lecturer: STEVE SCOTT, Senior Economic Analyst at Google Like in the past three years, the 2016 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ------------------------------------------------------------------------ ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs16.html <<<< Registration is now open. Please note that the conference room allows only for a very limited number of participants. The ABS16 Secretariat can be contacted at abs16(a)mi.imati.cnr.it COURSE OUTLINE Day 1: One of the main applications of statistics at internet companies is to A/B testing (e.g. to determine which version of a web site is most effective). Standard statistical methods for A/B testing using static experimental design is typically dominated (in terms of cost) by sequential methods based on Thompson sampling. The first day of the course uses Thompson sampling to motivate standard low dimensional statistical modeling such as beta-binomial, Poisson-gamma and normal-normal models. We will review Monte Carlo method for computing with Bayesian models, including Gibbs sampling, Metropolis-Hastings, and slice sampling. Day 2: Very quickly after implementing an experiment, one discovers that more than one factor needs to be tested (e.g. you need to test whether the button should be red or blue, AND whether it should be located on the left or the right of the page). You also need to determine whether the optimal design varies according to various contextual factors (e.g. whether the page is shown on the weekend or on a week day). These factors can be handled within the Thompson sampling framework by extending the reward distribution to various generalized linear models. The second day of the course will discuss Bayesian regression in linear and generalized linear models using data augmentation. Probit, logit, Poisson, and student T models will be covered. Day 3: If the number of factors to be tested (or number of contexts to be controlled for) is very large, then sparse models must be considered. Sparsity can be introduced into a Bayesian model using a "spike-and-slab" prior that places some prior mass at zero for each coefficient in a linear model. The data can then move posterior mass between the "spike" (at zero) and "slab" (nonzero) portions of the posterior distribution. Day 4: One valuable aspect of internet data is that it occurs in nearly real time, while many official statistics are released as monthly or quarterly time series. One way to model these data is with dynamic linear models. These models can combine time series model (capturing the target series' past behavior) with a sparse regression component (capturing the impact of contemporaneous internet data). We will work on examples using economic data from FRED (the St. Louis Federal Reserve Economic Database) and data from Google trends. Day 5: we will discuss methods that can be applied when facing "big" data that must be distributed across several machines. PRACTICAL INFORMATION The school will be as usual, with lectures and practical sessions (run by a junior researcher), participants' talks, free Wednesday afternoon, start on Monday after lunch and ending on Friday before lunch. Accommodation is available either at the Villa guesthouse or in downtown hotels (info will appear soon on the website). Como can be easily reached by train from Milano and its airports. More details are available on the website.

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[SMPS 2016] - Second Call For Papers
by Barbara Vantaggi 21 Jan '16

21 Jan '16

[please distribute - apologies for multiple postings] SMPS 2016 8th International Conference on Soft Methods in Probability and Statistics September 12 - 14, 2016 Sapienza University of Rome, Rome, Italy http://www.sbai.uniroma1.it/smps2016 ***** ONLINE REGISTRATION AND SUBMISSION ARE NOW OPEN ***** =========================================================== VENUE =========================================================== SMPS 2016 will be held in Rome, Italy. The conference venue will be San Pietro in Vincoli (Via Eudossiana, 18), in the historic center of Rome, directly overlooking the Coliseum and next to the ancient Basilica of San Pietro in Vincoli, home to Michelangelo’s statue of Moses. =========================================================== SCOPE and TOPICS =========================================================== The scope of SMPS 2016 is to bring together experts working on and with Soft Methods in Probability and Statistics. SMPS 2016 invites submissions of papers dealing with a variety of topics in soft methods in probability and statistics, which include, but are not limited to: - Analysis of Censored Data - Analysis of Fuzzy Data - Random Sets - Fuzzy Random Variables - Fuzzy Regression Methods - Triangular Norms and Copulas - Imprecise Probabilities - Dempster-Shafer Theory - Robust Methods - Clustering and Classification - Graphical Models - Machine Learning - Heuristic Optimization - Soft Computing and Statistics - Statistical Software for Imprecise Data - Applications in Biology, Economics etc. =========================================================== PROCEEDINGS =========================================================== Papers accepted for presentation will be published in an edited volume of the series Advances in Intelligent and Soft Computing from Springer-Verlag. Full papers of 5-8 pages written in English and fulfilling the instructions for authors should be submitted not later than February 15, 2016, camera-ready versions of the accepted papers not later than April 30, 2016 (tentative). For accepted contributions to be included in the sessions and proceedings of the conference, the payment of the conference fees should be made not later than May 20, 2016. After the Conference there will be a SPECIAL ISSUE of International Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this, all the selected papers will have to pass a regular review process. =========================================================== PLENARY SPEAKERS =========================================================== Ana Colubi (University of Oviedo, Spain) Thierry Denoeux (University of Technology of Compiègne, France) Massimo Marinacci (Bocconi University, Italy) =========================================================== IMPORTANT DATES =========================================================== Paper submission deadline: February 15, 2016 Notification of paper acceptance: April 10, 2016 Revised paper due: April 30, 2016 Early registration deadline: May 20, 2016 =========================================================== ORGANIZATION =========================================================== General Chairs: - Maria Brigida Ferraro (Rome, Italy) - Paolo Giordani (Rome, Italy) - Barbara Vantaggi (Rome, Italy) Executive Board: - María Ángeles Gil (Oviedo, Spain) - Przemyslaw Grzegorzewski (Warsaw, Poland) - Olgierd Hryniewicz (Warsaw, Poland) Best regards, Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi SMPS 2016 Chairs – Sapienza University of Rome =========================================================== http://www.sbai.uniroma1.it/smps2016 ===========================================================

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2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016
by Matteo Ruggiero 21 Jan '16

21 Jan '16

******************************************************************************************************* 2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016 ******************************************************************************************************* Dear all, this is a reminder that the second edition of the StaTalk series will be held at Collegio Carlo Alberto on February 19, 2016. Deadline for registration: 7th February 2016. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. The topic of the second StaTalk will be Bayesian nonparametrics, a field of Statistics which has experienced a tremendous growth in the last few decades, both in terms of research production and in terms of impact of the discipline on the applications. Collegio Carlo Alberto, which will host the event, is a research and high education institution which comprises national and international faculty members, research fellows and visiting scholars in the fields of Economics, Statistics and wider social sciences. The Collegio is sited in a historical building in Moncalieri, at the outskirts of Torino, and can be easily reached from Torino city centre with public transportation. The StatTalk on Bayesian nonparametrics is supported by the “de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. Additional info can be found at the workshop page www.carloalberto.org/research/statistics-initiative/events/statalk Information on the PROGRAMME can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/workshop… Information on the REGISTRATION (which is free of charge but mandatory) can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/registra… Best regards, The Organising Committee --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Durham UK: Permanent Lectureship in Probability
by Francesco Caravenna 20 Jan '16

20 Jan '16

Ricevo e inoltro. > > Dear All, > > > > The Department of Mathematical Sciences at Durham University, UK is > > advertising the following permanent position: > > > > Lectureship in Probability > > > > Closing date: 16 February 2016 > > > > https://www.dur.ac.uk/mathematical.sciences/news/?itemno=26840&rehref=%2Fma… > > > > > > Please could you forward the details of the above vacancy to anyone you think could be interested. > > > > Durham University is seeking to increase the proportion of female > > academic staff, and therefore specifically invites qualified women to apply. > > > > Should you have any queries, please do let me know. > > > > Anne >

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Seminario BRUNO TOALDO @ UniTo
by Federico Polito 20 Jan '16

20 Jan '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Giovedì 11 Febbraio 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. BRUNO TOALDO (Dipartimento di Scienze Statistiche, "Sapienza" Università di Roma) terrà un seminario dal titolo INTEGRO-DIFFERENTIAL EQUATIONS AND SEMI-MARKOV PROCESSES Abstract: A stochastic process X is semi-Markov in the sense of Gihman and Skorohod if the couple (X(t),J(t)), where J(t) is the sojourn time in the current position, is a strict Markov process. The waiting times between the changes of state of the process are in general non exponential r.v.'s. We study the governing equations (Kolmogorov type equations) for semi-Markov processes. These equations are integro-differential equations that become fractional in some particular and interesting cases. For example this is true when the distribution of the waiting times have Mittag-Leffler distribution. Furthermore we present various sufficient conditions to say that a semi-Markov process is a time-changed Markov process. This last case has interesting consequences on the structure of the governing equation. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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