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The fourth School in Probability took place last September in Morelia, Michoacan at the Instituto de Matematicas of the Univ. of Mexico (UNAM). Morelia is a beautiful colonial city, and the Institute has all the necessary conditions for a successful meeting.
Three courses where lectured :
1. Procesos aleatorios de coagulación (Coagulation random processes) by
professor Jean Bertoin from the Univ. of Paris VI.
2. Probabilistic Models in Adaptive Evolution by professor Sylvie Méléard from
the Univ. of Paris X.
3. Introduccion a los procesos de Markov auto-similares positivos (Introduction
to positive self-similar Markov processes) by professor Victor Rivero from
CIMAT.
A numerous group of students attended; they came from different Universities
of Mexico; some professors as well, and we also had two invited talks, one given
by Prof. Eva Locherbach and the other one by Prof. Anatole Joffe.
The whole took place in a very enthusiastic and friendly ambiance.
The school was organized by Maria Emilia Caballero, Instituto de Matematicas ,
UNAM, Mexico.
Pablo Ferrari
Chair, Latin America Regional Committee
Participants of the fourth School in Probability in Morelia
The workshop was held at EURANDOM, Eindhoven, December 12-13, 2005.
The aim of the workshop/conference was to develop our understanding of the univariate and multivariate extremal behavior of financial and economic data from an economic and statistical perspective. Over time a considerable statistical literature has been developed concerning the tail behavior of financial and economic data. This was evidenced in the contributions by Malevergne, van Marrewijk, and Perry who gave a univariate perspective and by Poon concerning the multivariate and dependency aspects.
More recently, our probabilistic understanding of the dependency in the tail
has also increased considerably. The presentations by Mikosch and de Haan
considered temporal dependence and the contributions by Resnick and Einmahl
investigated spatial dependence, measured by the spectral measure.
Only very recently there is a small but growing number of contributions from the
finance and economics fields, which try to explain the tail features from the
economic fundamentals. Univariate contributions on this topic were presented by
Gabaix and Hyung, a multivariate analysis was presented by de Vries. Khmaladze
gave a general exposition on a large number of rare events and linked it to
Zipf’s law.
The lively discussions after the lectures and in particular during the
roundtable at the end of the first day proved how fruitful it was to bring
together the statistical, probabilistic, financial and economic perspectives. We
are convinced that the workshop will generate new research and collaboration.
Overall more than 30 scientists including a number of EURANDOM post-docs and
other young researchers from the Netherlands participated in the meeting. The
full program can be found at
http://www.eurandom.nl/workshops/2005/Economics/economics_main.htm.
Organizers: Prof. Dr. J.H.J. Einmahl and Prof. Dr. C.G. de Vries.
The German Open Conference on Probability and Statistics (Stochastik-Tage) is a series of conferences organized by the Fachgruppe Stochastik of the DMV (German association of mathematicians), which takes place every 2 years in different German cities. It is developing to a major European event of our subject. A main goal of the conference is to bring together probabilists and statisticians. As the vice president of the Frankfurt Univ. pointed out in his opening address of this year’s conference, „there is a constant tendency for sciences to become over-specialized and isolated from each other, and I understand that it is a continuing goal of the Stochastik Tage to counteract such tendencies“.
The conference in Frankfurt am Main was now the seventh in the series. The conference proceeded at the new campus of the Univ. of Frankfurt, the „Campus Westend“ offering short distances and a pleasant surrounding. More than 400 participants were present, many from outside Germany. For the first time the Bernoulli society and the IMS acted as cosponsors of the Stochastik-Tage. We were pleased to have both presidents with us.
The program committee chaired by Anton Wakolbinger (Frankfurt) had agreed to
limit the number of sections to 13 (plus an open section), namely:
Stochastic Analysis;
Limit Theorems, Deviations, and Extremes;
Stochastic Geometry, Spatial Statistics, and Image Analysis;
Random Discrete Structures, Combinatorial Probability, and Analysis of
Algorithms;
Stochastic Processes, Random Fields, and Time Series;
Nonparametrics, Semiparametrics, and Multivariate Statistics;
Data Analysis, Computational Statistics and Statistical Computing;
Operations Research, Stochastic Optimization, and Networks ;
Quality Control, Reliability Theory, Experimental Design, and Industrial
Statistics;
Stochastic Models in Physics and Biology;
Statistics in Biosciences and Medicine;
Economic and Social Statistics;
Finance, Insurance, and Risk Modelling.
Each section consisted of an invited lecture and contributed talks. This time the section organizers had been included in the process of selecting and accepting talks. Moreover there where 5 plenary talks, given by Adrian Baddeley (Perth), David Cox (Oxford), Luc Devroye (Montreal), Mark Low (Philadelphia) and Sylvie Méléard (Nantes).
At Wednesday a „Lehrernachmittag“ (teachers’ afternoon) was organized by Lutz
Führer (Frankfurt). There was a panel discussion on „stochastics and general
education on secondary school level“, preceded by 3 reports of Rolf Biehler
(Kassel), Joachim Engel (Hannover) and Gerd Gigerenzer (Berlin) on this topic
aiming at the fundamental importance of stochastics in mathematical education.
This afternoon with vivid discussion was attended by more than 70 teachers from
inside and outside Frankfurt.
A novel feature of the conference was that travel allowances could be granted to
a number of participants, mainly from outside Germany. This was made possible by
sponsors.
During the conference the Fachgruppe Stochastik held a general meeting. It
decided that the next Stochastik-Tage in 2008 will take place in Aachen
(Aix-la-Chapelle). Major topics of the meeting were the introduction of bachelor
and masters studies at German maths departments and the planned formation of the
„German umbrella organization Statistics“ (DDS) bringing together various
statistical societies of Germany.
Further information on program and progress of the conference can be found under
http://stoch2006.math.uni-frankfurt.de/index_en.html.
Götz Kersting
(for the organizing committee)
IMS President Tom Kurtz and Peter Jagers in Frankfurt
Networks play an important role in genomics. For example, at the cellular level, the functioning of living organisms is defined by networks of genes, proteins, small molecules and their mutual interactions. The wide variety of data, e.g. microarrays, proteomic or neuronal data, presents challenging problems requiring specific statistical analyses.
EURANDOM is a research institute for the study of stochastic phenomena. One research programme within this institute is devoted to the theme Statistics for Biology within the Statistical Information and Modelling group. Members of this group organized a three days workshop centered around the fastly growing field of statistics for biological networks. EURANDOM hosted the workshop Statistics for Biological Networks which was held on January 16-18, 2006 at Eindhoven.
The addressed problems were at the interface of statistics and biological
networks, with special emphasis on gene regulatory networks (January 16, 2006),
neuronal data analysis (January 17, 2006), and graphical models and Bayesian
networks (January 18, 2006).
The workshop was designed to bring together statisticians and biologists
interested in the analysis of biological networks. This provided the opportunity
for collaborations between statisticians and experimentalists at the national
and international levels. The three days workshop featured 12 invited talks and
13 contributed talks given by researchers from diverse fields within the
statistical and computational biology community. The speakers gave lectures
focussing on developments of statistical methodologies for the study of
biological networks: 45 minutes were allocated to each invited speaker, and 15
minutes to each contributed talk.
The invited speakers are internationally renowned experts in their fields. For
the gene regulatory networks session, they were:
• Jaap Kaandorp, Univ. of Amsterdam, The Netherlands
• Korbinian Strimmer, Univ. of Munich, Germany
• Lorenz Wernisch, Birbeck College, United Kingdom
• Michael Stumpf, Imperial College London, United Kingdom
for the statistical analysis of neuronal data session:
• Arjen Brussard, Free Univ. of Amsterdam, The Netherlands
• Murat Okatan, Neurostat Lab, U.S.A.
• Ya’acov Ritov, Hebrew Univ. of Jerusalem, Israel
• Uri Eden, Massachussets General Hospital, U.S.A.
and for the graphical models and Bayesian networks session:
• Rainer Dahlhaus, Univ. of Heidelberg, Germany
• Adrian Dobra, Duke Univ, U.S.A.
• Darren Wilkinson, Univ. of Newcastle, United Kingdom
• Chris Holmes, Univ. of Oxford, United Kingdom.
The scientific organizing committee was composed of three senior advisors, working both at a Dutch Univ. and EURANDOM, and two EURANDOM postdoc fellows:
• Richard Gill, Univ. of Utrecht / EURANDOM
• Mathisca de Gunst, Free Univ. of Amsterdam / EURANDOM
• Chris Klaassen, Univ. of Amsterdam / EURANDOM
• Nadia Lalam, EURANDOM
• Fabio Rigat, EURANDOM.
The workshop provided a scientific programme of high quality with many lectures in an educational vein, useful for researchers in the national and international genomics field. Eighty participants coming from all over the world attended the workshop. Fruitful interactions between participants contributed to the success of the workshop.
The congress, organized by Union de Matematicos de America Latina y el Caribe (UMALCA), Society for Industrial and Applied Mathematics SIAM and European Mathematical Society EMS held at Centro de Modelamiento Matemático (CMM), on March 13-17, 2006.
There was an important participation of latinamerican mathematicians and a friendly and good ambiance for scientific discussions. There were special sessions in Probability organized by Pablo Ferrari and Statistical Mechanics organized by Maria Eulalia Vares.
During the congress Marcelo Viana from UMALCA, Carlos Castillo-Chavez from SIAM and Rolf Jeltsch from EMS met with the coordinator of ICAM Servet Martinez and the director of CMM Rafael Correa. It was agreed that the same societies will organize a second congress ICAM2010. The host institution will be suggested by UMALCA in next months.
Besides the scientific program the organizers invited the foreign lecturers and speakers to an excursion to Pablo Neruda's house at Isla Negra (100 kms. from Santiago) that took place on the afternoon of March 15.
There were 208 participants from the following countries (grouped by regions): Argentina (9), Brazil (28), Chile (81), Colombia (3), Mexico (7), Peru (1), Uruguay (7), Venezuela (1), USA (21), Canada (1), Austria (3), Finland (3), France (19), Germany (5), Hungary (1), Israel (1), Italy (3), Lithuania (1), Russia (2), Spain (8), Sweden (1), Switzerland (1), United Kingdom (2).
There were 14 thematic sessions: Control & Systems Theory, Dynamical Systems, Ecology & Epidemiology, Financial Mathematics, Fluid Dynamics, Genomics & Bioinformatics, Imaging Science, Matrix Analysis & Applications, Numerical Analysis, Optimization, Partial Differential Equations, Probability, Statistical Mechanics, Transportation Networks.
Pablo Ferrari
Chair, Latin America Regional Committee
A Conference on Stochastics in Science in honor of Ole E. Barndorff-Nielsen was hosted by Centro de Investigación en Matemáticas (CIMAT) at Guanajuato, Mexico, over the period of 20-24 March 2006.
The Scientific Program of the Conference included an inaugural talk by Neil Shephard, a Special Invited talk by Albert Shiryaev and ten Invited Sessions of three talks each. Each Session was organized by a collaborator/ colleague of Ole. Last but not least the conference comprised a special Invited Poster Session for young researchers, with whom Ole has recently collaborated or who work on areas of Ole´s interests.
Among the topics of the conference were Lévy theory and processes, infinite divisibility, likelihood theory, and quantum statistics as well as stochastic modeling in time and space and with applications in the physical sciences, bioinformatics and finance.
The conference was very successful owing to the excellent general presentations by the invited speakers and the exceptional quality of the poster session which generated a very stimulating scientific environment. The scenic location, the lively and open general atmosphere and the smooth organization also contributed to making this an unforgettable event.
Social activities included a conference banquet, which took place at the beautiful gardens of Ex-Hacienda de Marfil, set in a colonial-period mining estate. A typical “callejoneada” was also included consisting of walking, while drinking wine out of especially designed “porrones”, through the narrow alleys of Guanajuato, surrounded by picturesque colonial buildings dating back to the 17th century, and led by a “estudiantina”, that is a group of musicians clad in medieval student uniforms.
Attendance totaled about 145 drawn largely from Mexico, Germany, Denmark, Canada, Brazil, Uruguay, The Netherlands, Spain, Japan, France, United States, England, Scotland, Cuba, Switzerland, Russia, Italy and Sweden.
Funding was provided by CIMAT, Statistics Laboratory of CIMAT (LABEST), Guanajuato State Council for Science and Technology (CONCYTEG), University of Guanajuato, Metropolitan Autonomous University-Cuajimalpa (UAM), National Council for Science and Technology (CONAYT), Mexican Statistical Association (AME), Mexican Mathematical Society (SMM), Institute of Mathematics of the National Autonomous University of Mexico (IMATE-UNAM), Thiele Centre, Munich University of Technology, Cervecería Cuautémoc, Tequila Sauza, Tequila Herradura and Cámara Nacional de la Industria del Tequila.
Highlights and pictures of the conference are available at a conference archive on http://www.cimat.mx/Eventos/oebn-conference. A gallery of pictures by Tina Marquardt is available at http://www-m4.ma.tum.de/Guanajuato/Guanajuato2006.html.
Claudia Klüppelberg
Víctor Pérez-Abreu
Michael Sørensen