[External Email] Subject: NA Digest, V. 20, # 22 NA Digest Sunday, June 07, 2020 Volume 20 : Issue 22 Today's Editor: Daniel M. Dunlavy Sandia National Labs [log in to unmask] Today's Topics: Robert Chan, 1943-2020 ONLINE, ML in Quantitative Finance and Risk Management, Jul 2020 RESCHEDULED, BECMC 2020, Jul 2020 ONLINE Summer School, Computational Photonics, Sep 2020 RSE Position, Extreme-scale simulation of composite inelastic media, CU Boulder Postdoc Position, Extreme-scale simulation of composite inelastic media, CU Boulder Postdoc Position, Optimization with PDEs, WIAS, Germany Postdoc Position, Sandia National Laboratories, Livermore, CA PhD Position, Computational Imaging, CWI, Amsterdam PhD Positions, Applied Mathematics, Univ Goettingen PhD Positions, Maths, Physics & Applications for Engineering, Italy Contents, Information and Inference, 9 (2) Subscribe, unsubscribe, change address, or for na-digest archives: http://www.netlib.org/na-digest-html/faq.html Submissions for NA Digest: http://icl.utk.edu/na-digest/ ------------------------------------------------------- From: John Butcher [log in to unmask] Date: June 01, 2020 Subject: Robert Chan, 1943-2020 I am sorry to announce the death of Dr Robert Peng Kong Chan on 19 May 2020 at the age of 76. Robert was born in Malaya and migrated to New Zealand at an early age. He studied Physics and Mathematics at the University of Auckland and obtained his PhD in 1989 under the supervision of Kevin Burrage and John Butcher. After an early career as a secondary school teacher, Robert was appointed to an academic position at the University of Auckland and retired in 2016 as a Senior Lecturer. His research was centred on the use of symmetrisers for passive and active extrapolation in the solution of ordinary differential equations. He supervised a number of doctoral and masters students. He is remembered as a kind and patient teacher and a warm-hearted colleague. ------------------------------------------------------- From: Cornelis W. Oosterlee [log in to unmask] Date: June 02, 2020 Subject: ONLINE, ML in Quantitative Finance and Risk Management, Jul 2020 Announcement for an On-line One-day Workshop, Machine Learning in Quantitative Finance and Risk Management, Thursday July 2nd 2020, organised by Kees Oosterlee and Kristoffer Andersson (CWI, Amsterdam). The workshop times are CET, Central European Time: 10:00 AM: (Keynote) Christoph Reisinger (U. Oxford): "Deep xVA solver -- A neural network based counterparty credit risk management framework" 11:00 AM Kristoffer Andersson, (CWI): “Learning exposure profiles for portfolios of exotic derivatives” 11:50 AM: Shashi Jain (IISc Bangalore): "Universal static hedging using a shallow neural network" 13:30PM: Anastasia Borovykh (Imperial College, London): “To interact or not? On the convergence properties of interacting particle optimization” 14:20PM: Shuaiqiang Liu, (TU Delft): "Deep learning for large time-step simulations of stochastic differential equations" 15:15PM: (Keynote) Yuying Li (U. Waterloo, Canada): "Asset allocation without pain: learning dynamic strategies directly from market data" This workshop will take place, on-line, via zoom.us. See https://www.cwi.nl/research/groups/scientific-computing/events/workshop-machine- learning-in-quantitative-finance-and-risk-management for the log-in details. ------------------------------------------------------- From: Alexander Brune [log in to unmask] Date: June 05, 2020 Subject: RESCHEDULED, BECMC 2020, Jul 2020 The British Early Career Mathematicians’ Colloquium 2020 will now be held as a virtual conference on the 14th-15th July 2020. This will be a two-day event aimed at PhD students and early career mathematicians, which is free to attend. It offers participants a valuable opportunity to network with others in their field, and gain an insight into the active areas of research in a wide range of mathematical disciplines. We are working on making the online conference as accessible as possible, which includes providing auto captioning. To find out more and register, please email the committee on [log in to unmask] ------------------------------------------------------- From: Willy Dörfler [log in to unmask] Date: June 05, 2020 Subject: ONLINE Summer School, Computational Photonics, Sep 2020 In this one week summer school world leading experts from both mathematics and theoretical physics give a concise introduction to important concepts and recent developments in the field of Computational Photonics. The lectures will be complemented by computer tutorials to provide insights into the implementation and performance of various algorithms. It will probably be held online but we are also planning for a hybrid event or even an on-site event in case this will be possible. For more details see http://www.waves.kit.edu/summerschool2020.php Speakers: Sven Burger (ZIB Berlin), Christin David (U Jena), Andrei Lavrinenko (DTU Denmark), Owen Miller (Yale), Lothar Nannen (TU Vienna), Philipp Schneider (ZIB Berlin), Ole Sigmund (DTU Denmark), Barbara Verfurth (U Augsburg). Online application is open. Please note that the number of participants is limited. There is no fee. ------------------------------------------------------- From: Jed Brown [log in to unmask] Date: June 07, 2020 Subject: RSE Position, Extreme-scale simulation of composite inelastic media, CU Boulder CU Boulder's PSAAP Multidisciplinary Simulation Center has an opening for a Research Software Engineer to co-lead development of robust, extensible open source software for extreme-scale simulation of large-deformation composite poro-elasto-visco-plastic media across a broad range of regimes with experimental validation and coordination with micromorphic multiscale models. Successful applicants will have strong written and verbal communication skills, experience in some of the following topics, and interest in learning the others: collaborative software development and devops (Git, continuous integration, etc.); maintainable, high-performance programming techniques for CPUs and GPUs; finite element and material-point discretizations; computational mechanics/inelasticity; parallel algebraic solvers such as PETSc; scalable data-intensive computing. The position can start as soon as July 1 and is remote-friendly, especially during the pandemic. US citizenship or permanent residency is preferred. Minimum requirement: non-sensitive country foreign national. To apply, please send a CV, cover letter, and contact information for three references to [log in to unmask] and [log in to unmask] The University of Colorado Boulder is committed to building a culturally diverse community of faculty, staff, and students dedicated to contributing to an inclusive campus environment. We are an Equal Opportunity employer, including veterans and individuals with disabilities. We offer a competitive salary and a comprehensive benefits package. ------------------------------------------------------- From: Jed Brown [log in to unmask] Date: June 07, 2020 Subject: Postdoc Position, Extreme-scale simulation of composite inelastic media, CU Boulder CU Boulder's PSAAP Multidisciplinary Simulation Center has an opening for a Postdoctoral Associate to develop algorithms for extreme-scale simulation of large-deformation composite poro-elasto-visco-plastic media across a broad range of regimes, validation and rapid calibration using experimental data, and micromorphic multiscale models with uncertainty quantification. Successful applicants will have strong written and verbal communication skills, experience in some of the following topics, and interest in learning the others: collaborative software development and devops (Git, continuous integration, etc.); maintainable, high-performance programming techniques for CPUs and GPUs; finite element and material-point discretizations; computational mechanics/inelasticity; multiscale modeling techniques; parallel algebraic solvers such as PETSc; and scalable data-intensive computing and uncertainty quantification. The position can start as soon as July 1 and is remote-friendly, especially during the pandemic. US citizenship or permanent residency is preferred. Minimum requirement: non-sensitive country foreign national. To apply, please send a CV, cover letter, and contact information for three references to [log in to unmask] and [log in to unmask] The University of Colorado Boulder is committed to building a culturally diverse community of faculty, staff, and students dedicated to contributing to an inclusive campus environment. We are an Equal Opportunity employer, including veterans and individuals with disabilities. We offer a competitive salary and a comprehensive benefits package. ------------------------------------------------------- From: Heike Sill [log in to unmask] Date: June 04, 2020 Subject: Postdoc Position, Optimization with PDEs, WIAS, Germany WIAS invites in the Research Group ”Nonsmooth Variational Problems and Operator Equations” (Head: Prof. Dr. M. Hintermüller) applications for a Research Assistant Position (f/m/d) (Ref. 20/11). to be filled at the earliest possible date. Field of work: Optimization with partial differential equations. The holder of the position is qualified in a modern field of optimization with partial differential equations. Of particular inter-est are non-smooth coupled systems and data-driven (e.g. machine learning) approaches to modeling and optimization or variational problems in mathematical image processing. In addi-tion to analytical considerations, the development and implementation of numerical solution methods are of central importance. Wanted: A motivated, outstanding young researcher with a very good degree and excellent doctorate in mathematics as well as previous experience in the fields mentioned above with the willingness to take on responsibility for interdisciplinary projects. Further experience with-in the framework of independent research in a postdoctoral phase as well as very good knowledge in the areas of - Optimal control with partial differential equations and numerical solution methods, - Quasivariation inequalities, - Non-smooth variation problems, e.g. with applications in image processing as well as experience in the computer-aided realization of the associated numerical solution methods. This position is associated with the production of publications in international peer-reviewed journals, presentation of the results at international conferences and co-support of students working at WIAS in this field as bachelors, masters or doctoral students. See here for more information: https://short.sg/j/6874006 ------------------------------------------------------- From: Marta D'Elia [log in to unmask] Date: June 04, 2020 Subject: Postdoc Position, Sandia National Laboratories, Livermore, CA A postdoctoral position is available at Sandia National Laboratories in Livermore, California, starting in October 2020. We are looking for creative problem solvers with knowledge of nonlocal and/or fractional modeling and, more generally, with experience in scientific computing. The project at hand primarily involves the design of new models and algorithms for the simulation of heterogeneous materials and media in the context of nonlocal mechanics and subsurface anomalous diffusion. The project also includes the design and implementation of efficient optimization solvers for the same models. Other avenues of research include uncertainty quantification and scientific machine learning, with special focus on applications in computational modeling of physical systems. Interested candidates should apply at https://cg.sandia.gov/psc/applicant/EMPLOYEE/HRMS/c/HRS_HRAM_FL.HRS_CG_SEARCH_F L.GBL?Page=HRS_APP_SCHJOB_FL&Action=U by selecting JOB ID #672035. For specific questions, please contact [log in to unmask] Qualifications we require: PhD in the applied mathematics, computational science or engineering; Experience, knowledge and expertise in nonlocal/fractional modeling; Experience, knowledge and expertise in computational science and code development. Qualifications we desire: Knowledge of finite element methods; Knowledge of uncertainty quantification and machine learning; Knowledge of optimization; Expertise in C/C++ and/or Python. ------------------------------------------------------- From: Felix Lucka [log in to unmask] Date: June 03, 2020 Subject: PhD Position, Computational Imaging, CWI, Amsterdam The Centrum Wiskunde & Informatica (CWI) has a vacancy in the Computational Imaging research group for a talented PhD student, on the subject of “Translation-Driven Development of Deep Learning for Simultaneous Tomographic Image Reconstruction and Segmentation”. The project starts in October, more information can be found at https://www.cwi.nl/jobs/vacancies/phd-student-on-the-subject-of-201ctranslation-driven- development-of-deep-learning-for-simultaneous-tomographic-image-rec\ onstruction-and-segmentation ------------------------------------------------------- From: Gerlind Plonka-Hoch [log in to unmask] Date: June 04, 2020 Subject: PhD Positions, Applied Mathematics, Univ Goettingen The Research Training Group RTG 2088 "Discovering Structure in Complex Data" at the Georg- August-University Goettingen offers two positions for Ph.D. candidates beginning a soon as possible. The salary is in accordance with the German public service salary scale (E13 TV-L) with 75 % for up to three years. The research projects in this RTG focus on new mathematical concepts in statistics, optimization, and inverse problems. Detailed information for the PhD positions can be found at https://www.uni-goettingen.de/de/305402.html?cid=100683 Information about the RTG can be found on the homepage https://www.uni-goettingen.de/de/514290.html Deadline for application is June 22, 2020. ------------------------------------------------------- From: Daniela di Serafino [log in to unmask] Date: June 04, 2020 Subject: PhD Positions, Maths, Physics & Applications for Engineering, Italy The call for admission to the PhD Program in Mathematics, Physics and Applications for Engineering at the Department of Mathematics and Physics of the University of Campania “L. Vanvitelli, Italy, is open. 8 fully funded PhD positions (4 reserved to graduate students from foreign universities) plus 2 non-funded ones are available. Highly motivated graduate students interested in Computational Mathematics are warmly invited to apply. Detailed information and the application procedure (in English and Italian) can be found at https://www.unicampania.it/index.php/didattica/dottorati-di-ricerca/iscriversi-ad-un- dottorato clicking on MATEMATICA, FISICA E APPLICAZIONI PER L’INGEGNERIA. Application deadline is June 30, 2020. ------------------------------------------------------- From: Alex Beaumont [log in to unmask] Date: June 02, 2020 Subject: Contents, Information and Inference, 9 (2) Information and Inference: A Journal of the IMA Links to all articles in the issue are available online at: https://academic.oup.com/imaiai/issue/9/2 A prototype knockoff filter for group selection with FDR control, Jiajie Chen, Anthony Hou, Thomas Y Hou Non-convex low-rank matrix recovery with arbitrary outliers via median-truncated gradient descent, Yuanxin Li, Yuejie Chi, Huishuai Zhang, Yingbin Liang Network topology inference using information cascades with limited statistical knowledge, Feng Ji, Wenchang Tang, Wee Peng Tay, Edwin K P Chong Robust 1-bit compressed sensing via hinge loss minimization, Martin Genzel, Alexander Stollenwerk Near-optimal recovery of linear and N-convex functions on unions of convex sets, Anatoli Juditsky, Arkadi Nemirovski Analysis of hard-thresholding for distributed compressed sensing with one-bit measurements, Johannes Maly, Lars Palzer Size-independent sample complexity of neural networks, Noah Golowich, Alexander Rakhlin, Ohad Shamir Erratum to: Robust 1-bit compressed sensing via hinge loss minimization, Martin Genzel, Alexander Stollenwerk ------------------------------------------------------- End of Digest **************************