Random

random@lists.dm.unipi.it

14 participants
5338 discussions

Seminario 4 giugno e visita a Milano Bandyopadhyay Antar
by Giacomo Aletti 20 May '24

20 May '24

Nell’ambito dei progetti di eccellenza, il Prof. Bandyopadhyay Antar Theoretical Statistics and Mathematics Unit Head of Indian Statistical Institute, Delhi Centre, New Delhi, India sarà a Milano nella settimana 2-9 giugno. È stato organizzato un seminario per il 4 giugno 2024 dalle ore 14.30 alle ore 15.30 in Aula Maggiore, via Celoria 2, Milano, dal titolo A classical random reinforcement model viewed differently! Abstract: In this talk, we will start by explaining a classical random reinforcement model introduced by Pólya back in 1920 which is widely known as the Pólya's urn scheme. We will then indicate several unrelated examples can be thought as following Pólya's model provided we allow ourselves a novel infinite dimensional generalization. After indicating the difficulties which arise due to absence of good mathematical (mostly algebraic) techniques to deal with infinite dimensional matrices (or appropriate linear operators), we will explain a new probabilistic technique to handle the infinite dimensional generalization. We shall define a novel stochastic process which will turn out to be Markov with respect to a new type of "time'' parameter, which instead of deterministic and unidirectional, will be random and will have a tree-type structure. We shall show that this new process and the infinite dimensional generalization of Pólya's balanced urn scheme have the same law. This will enable us to derive fairly general scaling limits for the infinite dimensional scheme and show that classical results can be easily derived without much difficulties and completely avoiding algebraic techniques. Moreover, we will show that apparently unrelated problems arising from a variety of different fields such as combinatorics, statistical physics and statistics, can be solved by using this new generalization. Il seminario è pensato per un pubblico non specialistico ed è aperto a tutti.

1 0

talk Prof. Nacira Agram on May 23, 2024 - REMINDER
by Emanuela Rosazza Gianin 20 May '24

20 May '24

Dear all, you are all invited to participate to the following seminar on *Thursday 23th of May 2024 at 15:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Nacira Agram (KTH Stockholm)* Titolo: *Deep learning for conditional McKean-Vlasov Jump diffusions* Abstract: My talk focuses on using deep learning methods to optimize the control of conditional McKean-Vlasov jump diffusions. We begin by exploring the dynamics of multi-particle jump-diffusion and presenting the propagation of chaos. The optimal control problem in the context of conditional McKean-Vlasov jump-diffusion is introduced along with the verification theorem (HJB equation). A linear quadratic conditional mean-field (LQ CMF) is discussed to illustrate these theoretical concepts. Then, we introduce a deep-learning algorithm that combines neural networks for optimization with path signatures for conditional expectation estimation. The algorithm is applied to practical examples, including LQ CMF and interbank systemic risk, and we share the resulting numerical outcomes. Based on joint work with Jan Rems. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

1 0

Seminario Padova - Marta Leocata
by alekos.cecchin＠unipd.it 20 May '24

20 May '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Maggio) alle ore 14:30 in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marta Leocata (Luiss University) https://sites.google.com/view/martaleocata/ Title: A MFG approach for competing firms in the Emission Trading System Date: May 24, 2024, at 14:30, 2AB45 Abstract: In this talk I will consider the problem of reducing the carbon emissions of a set of firms over a finite time horizon. Firms can trade allowances in a way that minimizes the total expected costs from abatement and trading plus a terminal quadratic penalty, and they can also choose which type of energy to use (fossil or green) to produce their goods and thus maximize profits from production. Using mean-field game theory and mean field control theory, we aim to understand how different types of market competition can influence the energy transition. This is a joint work with Giulia Livieri (LSE) and Gianmarco Del Sarto (SNS). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

Seminar in Statistics - SAMUEL LIVINGSTON
by Pierpaolo De Blasi 20 May '24

20 May '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Maggio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Samuel Livingston (UCL UK) Title: *Robust gradient-based sampling algorithms using skew-symmetric numerical schemes* Abstract: State-of-the-art sampling algorithms for smooth continuous distributions are typically gradient-based, e.g. Langevin or Hamiltonian Monte Carlo. It is known, however, that particular features of the distribution to be sampled can cause them to be unstable/work poorly. The algorithms are typically based on a numerical simulation of some stochastic process (e.g. the overdamped Langevin diffusion), and the instability comes from the choice of numerical scheme. I will introduce a new explicit numerical scheme for diffusions, which has skew-symmetric increments, and can be used to design simple and fast sampling algorithms that are provably more robust. I will show that the resulting 'unadjusted Barker algorithm', so called because of its connection to the Barker Metropolis—Hastings algorithm of Livingstone & Zanella (JRSS B, 2022) is well-defined and converges at a geometric rate to an equilibrium which is close to the distribution of interest in many cases when the unadjusted Langevin algorithm is transient. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81530120491?pwd=YUV4Y2dtb1creEMvRkR5SkpmeW1sQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

1 0

Posizioni Postdoc all'Università di Granada
by Antonio DI CRESCENZO 18 May '24

18 May '24

Buongiorno, invio notizia di 2 posizioni Postdoc all'Università di Granada su argomenti: - "Modelling and differential equations" e "Statistics and operational research". _____________________________________________________________ To all interested candidates: The Institute of Mathematics of the University of Granada (IMAG) offers two postdoctoral positions, to start in September-October 2024, and with an end date of December 31, 2025. These positions are in the areas of "*Modelling and differential equations*" and "*Statistics and operational research*" (one position per area). The application deadline is *June 10, 2024*. Further details can be found at IMAG's website https://wpd.ugr.es/~imag/imag-maria-de-maeztu-postdocs-2024/ These contracts are supported by IMAG's Excellence Seal "María de Maeztu" with reference CEX2020-001105-M. --

1 0

6-year assistant professor position (non-tenured) in probability, TU Vienna
by Toninelli, Fabio Lucio 18 May '24

18 May '24

Dear colleague, the Technical University of Vienna is advertising a 6-year assistant professor position (non-tenured) in probability theory, within the Probability research group (https://www.tuwien.at/en/mg/proba)<https://www.tuwien.at/en/mg/mstoch> <https://www.tuwien.at/en/mg/mstoch> Deadline for applications: June 27th, 2024. Earliest possible starting date: September 2024 For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/233239 The teaching load is 4 hours/week. Please forward this to potentially interested candidates Best wishes Fabio Toninelli (head of the Probability group) --------------------------------------------------------------------- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

1 0

Open Postdoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Postdoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (2 years, 40h) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The post-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2493/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

1 0

Open Praedoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Praedoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applicants for the position of one to two Prae-Docs (3 year appointment, 30 hours) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The pre-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2491/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

1 0

3-year Post-doctoral Position on Stochastic Games at Bielefeld University
by Ferrari, Giorgio 17 May '24

17 May '24

Dear All, this is to inform about a *3-year post-doctoral position* in my group at the Center for Mathematical Economics of Bielefeld University (salary level TVL-13, 100%). The post-doctoral researcher will conduct research on stochastic games (with N players or of mean-field type) wiith singular controls, as well as on mean-field control problems. *Deadline for applications: June 12, 2024.* Further information can be found here: https://jobs.uni-bielefeld.de/job/view/3392/research-position-postdoc?page_… Please foward this message to any interested person. Best wishes and thanks, Giorgio Ferrari

1 0

23 mag 2024 - Seminario Dr. Ivana Pavlu
by Enea Bongiorno 17 May '24

17 May '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 23 maggio 2024 ore 15.00 - aula 204, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/iap-gjcr-bkb Title: *Regression analysis with density functions in Bayes spaces* *Ivana Pavlů*, Palacký University Olomouc, Czech Republic *Abstract*: Regression analysis offers tools for explaining the relation between (a set of) dependent and independent variables. Recent advances extend the available response types from uni- or multivariate to functional, and more recently also distributional responses. For functional distributions, often represented through probability density functions, the Bayes space framework was developed to respect the relative information they carry. The Hilbert space structure of Bayes space enables one to utilize standard methods of functional data analysis for the use on - properly transformed - density functions. Focusing on regression analysis, it is possible to construct adequate models with densities on the side of both the dependent and independent variables. In this seminar, a brief overview of regression models for univariate densities will be presented. A closer attention will be given to the possible generalization of additive regression model for bivariate distributions. Finally, an outlook at the Bayesian inference in linear regression with probability densities will be discussed. All proposed methods will be demonstrated on real data from the fields of geochemistry and demographics. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1AW4P1_HNdVO7Ot70mjM-KCQLhnSSVmRi/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

2 1

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random