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SPASS Seminar: Remco van der Hofstad
by Gianmarco Bet 30 Apr '24

30 Apr '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Local and 'almost' local structure of random graphs* by *Remco van der Hofstad* (*Eindhoven University of Technology*) The seminar will take place on TUE, 07.05.2024 at 14:00 CET in Aula 102, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract:* * Ever since its invention by Benjamini and Schramm, and independently by Aldous and Steele, local convergence has become an indispensable tool in random graph theory. Many properties, such as subgraph counts, clustering, degree distributions and degree-degree dependencies, but also the number of spanning trees on a graph, and, under mild extra conditions, the free energy of the Ising model, are asymptotically determined by the local limit. Even more properties are not local, yet their behavior in many random graph models is still dictated by the local limit. An example is the size of the maximal connected component, which was recently shown to be `almost' local, in the sense that the proportion of vertices in it equals the survival probability of the local limit subject to one natural necessary and sufficient condition. In this lecture, we give an overview of local convergence and the local and `almost local’ structure of random graphs. We discuss that most real-world networks are sparse, in that their average degrees are bounded, while they can be quite inhomogeneous in that vertices of very high degree may exist. For such settings, local convergence is the natural notion of graph convergence for graph sequences with diverging sizes. It describes how the proportion of vertices whose neighborhoods have a certain shape converges to a limiting value, which can be seen as the neighborhood of a vertex in a limiting infinite graph, which can be random even when the finite graph is deterministic. We then discuss consequences of local convergence for random graph sequences.*

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talk by Markus Reiß
by Enrico Priola 29 Apr '24

29 Apr '24

Cari tutti, segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola %%%%%%%%%%%%%% -------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz <sascha.gaudlitz(a)hu-berlin.de> Komu: sascha.gaudlitz(a)hu-berlin.de Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online: https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917 See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg --------------------------------------------- Speaker: Markus Reiß Title: Statistics for SPDEs Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided. --------------------------------------------- The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Extension for Abstract Submissions - 3rd BNP Networking Workshop
by Raffaele ARGIENTO 29 Apr '24

29 Apr '24

Dear all, The abstract submission deadline for the 3rd Bayesian Nonparametric Networking workshop has been extended to May 15. The workshop is scheduled from July 30 to August 2 at The Institute for Mathematical Sciences (IMS) in Singapore. The format will largely follow the previous editions held in Nicosia (Cyprus) in April 2022 and Melbourne (Australia) in December 2023. This edition will offer three mini-courses delivered by Peter Orbanz (University College London), Li Ma (Duke University), and Kerrie Mengersen (Queensland University of Technology). For more information, please visit the workshop event page at https://bnp-networking2024.github.io/ or contact the local organizing committee via bnp-networking2024(a)bayesian.org. Best regards, Raffaele Argiento and Maria de Iorio -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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PhD Call 2024
by Irene Crimaldi 29 Apr '24

29 Apr '24

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) at IMT School for Advanced Studies is out. You can find the call on INOMICS: https://inomics.com/program/8-fully-funded-phd-positions-in-economics-analy… *Please, share the call and prompt potentially interested students to apply. * Here you can find the *EADS* *website*: https://eads.imtlucca.it/ Here you can find the *information on the application procedure*: https://eads.imtlucca.it/how-to-apply_1 *Deadline for applying: June 21 at 1pm.* My best regards, Irene Crimaldi

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Seminari PRISMA - lun 6 mag 2024
by Francesco Caravenna 29 Apr '24

29 Apr '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> Il prossimo appuntamento è per lunedì 6 maggio 2024. I relatori saranno Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) che parleranno di La geometria degli insiemi di escursione per campi aleatori Gaussiani e La geometria dei campi aleatori sfera-per-tempo con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) TITOLO: La geometria degli insiemi di escursione per campi aleatori Gaussiani. RIASSUNTO: Obiettivo del seminario sarà di presentare una panoramica relativamente informale su alcuni risultati nell'analisi della geometria dei campi aleatori che sono stati ottenuti negli ultimi 10 anni circa. In particolare, si inizierà ricordando i risultati sulle curvature di Lipschitz-Killing di insiemi di escursione per campi Gaussiani (la Gaussian Kinematic Formula di Adler e Taylor); si proseguirà quindi con risultati per la varianza e teoremi del limite centrale nel regime di asintotica ad alta frequenza, discutendo anche le connessioni con altri campi della probabilità (in particolare, le espansioni in caos di Wiener ed il metodo di Stein-Malliavin). Se il tempo lo permetterà, si discuterà altresì la struttura di interdipendenza tra curvature di Lipschitz-Killing e punti critici, con alcuni cenni agli sviluppi più recenti (la geometria dei fibrati aleatori) e alle motivazioni/applicazioni di questi risultati. TITOLO: La geometria dei campi aleatori sfera-per-tempo. RIASSUNTO: Obiettivo del mio seminario sarà introdurre un nuovo regime asintotico per lo studio di campi aleatori definiti sulla sfera unitaria e dipendenti dal tempo. Considereremo statistiche di diversi funzionali geometrici costruite a partire dagli insiemi di livello del campo aleatorio e definite su un arco temporale crescente. Vedremo che le loro proprietà asintotiche, in particolare varianza e distribuzione limite, dipenderanno da un’interazione tra memoria temporale e livello. Infine, discuteremo brevemente le possibili applicazioni di questi modelli e dei risultati enunciati ad uno studio statistico delle proprietà dei campi aleatori di partenza, e conseguenti risvolti pratici nel campo delle scienze del Clima. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Network Econometrics Summer School (July, 1-5, 2024, Venice)
by Roberto CASARIN 29 Apr '24

29 Apr '24

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/), in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 1 - 5 July, 2024, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2024 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. The initiative is sponsored by the *Ca' Foscari International College* (https://www.unive.it/pag/19476/) The school and the participants from the Italian Advanced Schools are financially supported by the Ca’ Foscari International College under the aegis of ASSI (Alliance of the Italian Advanced Schools). *Participation*: Online or in presence *Application Deadline*: May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Angela Andreella, Ca' Foscari University of Venice Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, Queen Mary University of London Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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PhD in Economics and Finance: invitation to submit applications
by Cecilia Mancini 26 Apr '24

26 Apr '24

Dear Friends and Colleagues, My department is pleased to announce that the 2024 call for applications for the PhD Program is now open. This year, eight positions with scholarships (about 1,600 euros per month) are available to cover the full length of the program (four years). To apply, please visit https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… The Program offers two dedicated tracks: "Economics (ECO)" and "Mathematics and Data Analytics for Finance (MDAF)". We invite applications from outstanding graduates who hold or are expected to hold a master's degree in Economics, Mathematics, Finance or related fields. The deadline for application is May 23, 2024. For further information please visit the official Program webpage, https://www.corsi.univr.it/?ent=cs&id=1008&menu=home&lang=en or contact the program coordinator, Prof. Alessandro Bucciol (alessandro.bucciol(a)univr.it<mailto:alessandro.bucciol@univr.it>). Please feel free to forward this information to anyone interested Best regards, Cecilia

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Next LTI@Unito Seminar: Mihalis Zervos | April 29 @ 12:00 - 13:00
by Luca Regis 26 Apr '24

26 Apr '24

Dear Colleagues, please find below an invitation to the seminar that Mihail Zervos will give at Collegio Carlo Alberto (Torino) on April 29 from 12 to 13. The seminar can be attended via zoom, at the link below. Best, Luca Regis <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/oGRQP…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: *April 29, 2024 | 12:00 - 13:00* *Market Equilibrium under Proportional Transaction Costs in a Stochastic Factor Model* *Mihalis Zervos (LSE)* *Abstract: *We consider an economy with two agents. Each of the two agents receives a random endowment flow. We model this cumulative flow as the stochastic integral of a deterministic function of the economy’s state, which we model by means of a general Ito diffusion. Each of the two agents has mean-variance preferences with different risk-aversion coefficients. The two agents can also trade a risky asset. We determine the agents’ optimal equilibrium trading strategies in the presence of proportional transaction costs. In particular, we derive a new free-boundary problem that provides the solution to the agents’ optimal equilibrium problem. Furthermore, we derive the explicit solution to this free-boundary problem when the problem data is such that the frictionless optimiser is a strictly increasing or a strictly increasing and then strictly decreasing function of the economy’s state. To attend online, join Zoom meeting <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/gbMTK…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/dhS3W0U…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/u9_E8…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/sUBGz…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/tPitY…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/rOFgl…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/pqVsx…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/s8Hmi…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/pHAgg…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/PbBxm…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/EZy…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/h8F…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/D3Mk0xH…> *© 2022 Fondazione Collegio Carlo Alberto*

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PhD opening in Probability (Technical University of Vienna)
by Francesco Caravenna 26 Apr '24

26 Apr '24

Ricevo e inoltro. %%%%%%%%%%%%%%%%%%%%% Da: "Prof. Fabio Toninelli" <fabio.toninelli(a)tuwien.ac.at> Oggetto: PhD opening in Probability (Technical University of Vienna) Data: 26 aprile 2024, 09:02:18 CEST Dear colleague, The Technical University of Vienna is advertising a PhD position in probability theory (with focus on discrete probability), within the Probability research group (https://www.tuwien.at/en/mg/proba) <https://www.tuwien.at/en/mg/proba>. Deadline for applications: 23:59 CET on May 16th, 2024. The application should contain: 1. A CV of the candidate 2. A motivation letter. 3. A proof of the last academic degree (diploma). 4. A transcript of the grades of the candidates from their last academic year. 5. One letter of recommendation to be sent to karriere(a)tuwien.ac.at <mailto:karriere@tuwien.ac.at>. For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/231892 <https://jobs.tuwien.ac.at/Job/231892>. Candidates who have not yet obtained their master degree but will do so within the calendar year are encouraged to apply. Please forward this to potentially interested candidates. Best wishes, Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home <https://sites.google.com/view/fabio-toninelli/home>

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Course by Samuel LIVINGSTONE (UCL)
by Matteo Ruggiero 24 Apr '24

24 Apr '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting), we are pleased to announce the following course: -------------------------------------- Samuel LIVINGSTONE (UCL) MONTE CARLO METHODS FOR STATISTICAL INFERENCE Monte Carlo methods and sampling algorithms have had a profound effect on scientific research for the past 80 years. In the course we will discuss these approaches in the context of statistical inference. We will cover some mathematical preliminaries, the Monte Carlo method, and basic approaches to sample from a probability distribution in low dimensions, before motivating and introducing Markov chain Monte Carlo and the Metropolis—Hastings algorithm for high-dimensional sampling and Monte Carlo (MCMC). Afterwards we will discuss more advanced topics such as studying bias and variance of MCMC ergodic averages via mixing times, and more advanced algorithms such as adaptive and gradient-based methods. -------------------------------------- The course will be held exclusively in person, according to the following schedule: - Tue 7/5, h.14-16 - Wed 8/5, h.16-18 - Thu 9/5, h.16-18 - Tue 14/5, h.14-16 - Wed 15/5, h.16-18 - Thu 16/5, h.16-18 Course location: Room 11, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to all interested. Best regards --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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