October 2025 - Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: Workshop on March 25-28 -- Stochastic Dynamics and Stochastic Equations
by Marco Romito 11 Jul '26

11 Jul '26

-------- Forwarded Message -------- Dear Colleagues, I would like to advertise a workshop on stochastic dynamics and stochastic equations. https://www.epfl.ch/labs/stoan/workshops/ Regards, Xue-Mei ------------------------------------------------- Professor Xue-Mei Li Chair of Stochastic Analysis Mathematics EPFL --The École polytechnique fédérale de Lausanne ------------------------------------

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 09 Apr '26

09 Apr '26

Dear colleagues, I am pleased to share with you the call for applications for the MAPPA program, a DOUBLE-DEGREE MASTER PROGRAM IN MATHEMATICS jointly offered by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program offers three specialized study paths: - MATHEMATICAL ANALYSIS - PROBABILITY AND FINANCE - PROBABILITY AND STATISTICAL MECHANICS Admitted students will spend their first year in Padova and their second year in Paris. Upon successful completion of the program, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2025-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 12, 2024, AT 12:00. Please share this opportunity with your bachelor students, and feel free to contact me for further information. Best Regards, Claudio Fontana

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Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 17 Nov '25

17 Nov '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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New COST Action on Stochastic Differential Equations
by Alessandro Ramponi 31 Oct '25

31 Oct '25

Dear Colleagues, We are pleased to announce the launch of a new COST Action devoted to advancing research and collaboration in the broad field of Stochastic Differential Equations (SDEs) and their applications across probability, statistics, and related disciplines. This Action brings together researchers from across Europe and beyond who are working on the mathematical, computational, and applied aspects of stochastic dynamics. It aims to create an interdisciplinary network connecting experts in probability theory, mathematical statistics, stochastic analysis, and applied modeling. The Action supports scientific networking by organising workshops, training schools, seminars, and supporting short-term scientific missions by its members to other countries. Our scientific work is organized around five Working Groups: 1. WG1: Theory of SDEs 2. WG2: Numerical and Computational Methods 3. WG3: Inference and Statistics for SDEs 4. WG4: Applications and Modeling 5. WG5: Education, Dissemination, and Networking We invite researchers and students interested in any of these areas to participate in the Action’s activities — workshops, training schools, and collaborative projects. Participation is open to scientists from all COST member countries. For further information and to join a Working Group, please visit https://www.cost.eu/actions/CA24104/ Best regards, Alessandro Ramponi (COST Action Management Committee)

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Seminars in Statistics at Collegio Carlo Alberto - Fadoua BALABDAOUI (ETH ZURICH)
by Matteo Giordano 31 Oct '25

31 Oct '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 07/11/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Fadoua BALABDAOUI (ETH ZURICH) Title: Unmatched linear regression: Asymptotic results under identifiability Abstract: Consider the regression problem where the response $Y\in \mathbb R$ and the covariate $X\in \mathbb R^d $ for $d\geq 1$ are unmatched. Under this scenario we do not have access to pairs of observations from the distribution of $(X, Y)$, but instead we have separate data sets $\{Y_i\}_{i=1}^n$ and $\{X_j\}_{j=1}^m$, possibly collected from different sources. We study this problem assuming that the regression function is linear and the noise distribution is known or can be estimated. We introduce an estimator of the regression vector based on deconvolution (the DLSE) and demonstrate its consistency and asymptotic normality under an identifiability assumption. Under non-identifiability of the regression vector but identifiability of the distribution of the predictor, we construct an estimator of the latter based on the DLSE and show that it converges to the true distribution of the predictor at the parametric rate in the Wasserstein distance of order 1. We illustrate the theory with several simulation results. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 05/11/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Maria Kalli and Jim Griffin Seminars at Ca' Foscari University of Venice - 3 November 2025
by Roberto CASARIN 31 Oct '25

31 Oct '25

Dear Colleagues, I'm pleased to invite you to the Department Seminars, which will be held on Monday, November 3 at 11:00 in Meeting Room 1 with the following schedule: - 11:00-12:00: *Maria Kalli *(*King's College London*), Network Modeling of Asynchronous Change-Points in Multivariate Time Series - 12.15- 13.15: *Jim Griffin* (*University College London*), Some approaches to modelling high-dimensional multivariate time series All the interested researchers are warmly invited to attend in person or online! Best regards Roberto Casarin (and on behalf of the Organizing Committee) More information and Zoom link are available here: https://www.unive.it/data/agenda/1/104528 https://unive.zoom.us/j/81247640154?pwd=rPM81OcUZRb5VIW4NSHwOPLurD01le.1 *Title*: Network Modeling of Asynchronous Change-Points in Multivariate Time Series *Abstract *: We introduce a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by change-points in some other (lagging) series. Such dynamic dependence structure is common in fields such as seismology and neurology where a latent event such as an earthquake or seizure causes certain sensors to register change-points before others. We model these lead-lag dependencies via a latent directed graph and provide a hierarchical prior for learning the graph’s structure and parameters. Posterior inference is made tractable by modifying particle MCMC methods designed for univariate change-point problems. We apply our method to both simulated and real datasets from the fields of seismology and neurology. In the simulated data, we find that our method outperforms competing methods in settings where the change-point locations are dependent across series. In the real data applications we show that our model can also uncover an interpretable network structure. *Title*: Some approaches to modelling high-dimensional multivariate time series *Abstract*: There has been an increasing interest in modelling high-dimensional multivariate economic time series. Many models build on the work-horse Vector AutoRegression (VAR) and its time-varying extension to TVP-VAR. These models can provide better forecasts and structural analysis than low-dimensional models (particularly during crisis periods) but the large number of parameters can be challenging both inferentially and computationally. In this talk, I will review two recent approaches. The first is the Tensor VAR (TVAR) model which uses a tensor structure to achieve dimension reduction in the coefficient matrices of the VAR. I will discuss Bayesian inference in these models and an extension to a time-varying parameter model. The second approach considers the time-varying Factor Augmented VAR (FA-VAR) and uses an autoencoder to extract low-dimensional non-linear factors from high-dimensional data. I will discuss how a shrinkage prior using groupings of the variables can lead to identifiable factors and better predictive performance. -- 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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OWPS today
by Federico Sau 30 Oct '25

30 Oct '25

Dear all, This is a reminder for today's seminar by Barbara Dembin (Strasbourg) and Ron Peled (Maryland) on Minimal surfaces in random environment, at 14:00 Rome time (please, note the exceptional time). All info's here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Several Assistant/Associate/Full Professor positions at Imperial
by Passeggeri, Riccardo 29 Oct '25

29 Oct '25

Salve a tutti, Vorrei segnalarvi che il Dipartimento di Matematica dell’Imperial College London ha aperto diverse posizioni a tutti i livelli: Assistant, Associate e Full Professor. Da notare che la posizione di Assistant Professor è permanente (è una tenured position). Le posizioni riguardano tutte e quattro le sezioni del Dipartimento: Statistics, Mathematical Finance, Pure Mathematics e Applied Mathematics & Mathematical Physics. Inoltre, sono disponibili diverse posizioni (several positions), poiché il College intende espandere significativamente il Dipartimento nei prossimi anni. Potete trovare tutte le informazioni al seguente link: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=259… Cordiali saluti, Riccardo

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Seminario Kais Ammari - Politecnico di Milano - 3 Novembre 2025
by Luca Scarpa 29 Oct '25

29 Oct '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 3 Novembre 2025, ore 14:30. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Kais Ammari, University of Monastir. Title: Degenerate Damping in Interacting Elastic Systems. Abstract: We study the regularity and stability of coupled elastic systems subject to distinct damping mechanisms: one acting through the average velocity and another via a fractional power of the elastic operator. The damping matrix is degenerate, meaning that dissipation does not affect all components equally. Using a frequency-domain approach based on resolvent estimates, we describe how this degeneracy influences the semigroup regularity and the decay of solutions. The obtained results are shown to be optimal and relevant for applications in structural mechanics and vibration control. Link Zoom: https://polimi-it.zoom.us/j/94510717258 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2645&sezione_di_ricerca=probstat&stri… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Nov 6 - Stats seminars Kopp @ Sapienza MEMOTEF
by Francesca Panero 29 Oct '25

29 Oct '25

Carissimi tutti, On Thursday 6th of November at the MEMOTEF Department, Sapienza University, we will have the pleasure to listen to the seminar of Emma Kopp<https://emmakopp1.github.io>, PhD student from CERMADE Paris-Dauphine University, with title Recent work on phylogenetics applied to historical linguistic and cultural evolution. The seminar will take place 9-10am in Aula Cristina Di Fresco (4th floor of the Economics building, administration corridor, Via del Castro Laurenziano 9 Roma). You can find the abstract below. Best wishes, Francesca Recent work on phylogenetics applied to historical linguistic and cultural evolution Linguistic phylogenies reconstruct the evolutionary relationships between languages based on cognate data (presence/absence of shared linguistic traits). We use theoretical bounds derived from Mossel's work to determine the temporal limit to which phylogenetic methods can reliably reconstruct linguistic tree topology or ancestral states. The study combines simulation of synthetic data on trees to assess reconstruction accuracy as a function of tree age and number of cognates, and ancestral state reconstruction on real lexical data from Sino-Tibetan and Bantu language families. The study methodologically demonstrates that for languages evolving at rates typically observed in the literature, it is impossible to reconstruct the topology of a tree whose root age exceeds 12,000 years. Beyond this threshold, the inferred topology will be no more reliable than a random estimate. Analysis shows that increasing the number of traits improves reconstruction for ancient trees, but gains remain limited. Ancestral state reconstruction results show that certain semantic categories (body parts, numerical concepts and natural elements) can be reconstructed at remarkable temporal depths. This convergence in the retention of essential concepts suggests the existence of universal constraints in lexical evolution. These results establish for the first time a theoretical quantitative bound on phylolinguistic methods, demonstrating that reconstruction of deep topologies of ancient linguistic families based on cognate lexical data constitutes a doomed enterprise. ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Visiting Lecturer, Faculty of Informatics Università della Svizzera Italiana Website: https://francescapanero.github.io

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Seminars of Tiozzo, Klippel, Jara and D'Alimonte at La Sapienza
by Faggionato, Alessandra 29 Oct '25

29 Oct '25

Dear all, In addition to the already announced seminar by Tiozzo today (*Harmonic functions on groups, random walks, and the identification of the Poisson boundary*), we will have three seminars in Probability at the Department of Mathematics of Sapienza University in the coming weeks. The speakers will be Andreas Klippel (TU Darmstadt), Milton Jara (IMPA, Rio de Janeiro), and Lucas D’Alimonte (LPSM – Sorbonne Université). Below you can find the titles and abstracts. Buona giornata Alessandra ************************************************** *Monday, November 3 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Andreas Klippel (TU Darmstadt) *Title*: Two Sides of One Coin: Approaches to the Random Loop Model *Abstract: *In the last decades, graphical representations have emerged as powerful tools to study models from statistical physics. One prominent example is the random loop model, whose two-point function encodes various spin correlations of quantum systems such as the Heisenberg ferromagnet, the antiferromagnet, and the quantum XY model. Since the model lacks monotonicity properties and correlation inequalities such as FKG, alternative techniques have been developed to analyze it. We will discuss two complementary approaches suitable for different regimes. The first concerns the absence of long loops, corresponding to the regime without a phase transition. This situation can be studied by comparing the model to a percolation process and showing that certain structural features effectively reduce the percolation parameter, leading to exponentially small loops. The second approach addresses the occurrence of a phase transition, which is typically established through the method of reflection positivity. The presentation will provide an introduction to the random loop model, outline these two analytical techniques, and present several results illustrating their application. ********************************************************************* *Monday, November 10 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Milton Jara (Impa, Rio de Janeiro) *Title*: Quantitative Hydrodynamics for a generalized contact model *Abstract: *We use the formalism of Quantitative Hydrodynamics to improve the quantitative hydrodynamic limit obtained in Chariker, De Masi, Lebowitz and Presutti (2023) for an interacting particle system inspired by integrate-and-fire neuron models. Our estimates are good enough to show that the typical fluctuations around the aforementioned hydrodynamic limit are Gaussian, and governed by an inhomogeneous stochastic linear equation. Joint work with Julian Amorim (IMPA) and Yangrui Xiang (Louisiana State University) *********************************************************************** *Monday, November 17 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Lucas D’Alimonte (LPSM - Sorbonne Université) *Title:* Ornstein—Zernike theory for the near-critical planar random cluster model *Abstract:* In this talk, we will discuss the classical Ornstein-Zernike theory for the random-cluster model (also known as FK percolation). In its modern form, it is a very robust theory, which most celebrated output is the computation of the asymptotically polynomial corrections to the pure exponential decay of the two-points correlation function of the random-cluster model in the subcritical regime. We will present an ongoing project that extends this theory to the near-critical regime of the two-dimensional random-cluster model, thus providing a precise understanding of the Ornstein-Zernike asymptotics when p approaches the critical parameter p_c. The output of this work is a formula encompassing both the critical behaviour of the system when looked at a scale negligible with respect to its correlation length, and its subcritical behaviour when looked at a scale way larger than its correlation length. Based on a joint work with Ioan Manolescu. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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A spooky week in Tor Vergata
by Michele Salvi 28 Oct '25

28 Oct '25

Dear all, Next week RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host a spooky lineup of seminars at the Mathematics Department of Tor Vergata University. Here is the program (for the abstract, see below): 03.11 Giorgio Cipolloni (Tor Vergata) "Logarithmically correlated fields from large random matrices" 14h00 in Aula Dal Passo 05.11 Milton Jara (IMPA, Rio de Janeiro) "NESS for KPZ" 16h00 in Aula D'Antoni 07.11 Maurice Duits (KTH Royal Institute of Technology, Stockholm) "Integrable Structures Behind the Aztec Diamond" 14h00 in Aula D'Antoni We encourage in-person participation. Should you be unable to come, here is the link to the Teams streaming of all of the seminars: Spooky seminars | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/3740857632924?p=3G7X9MF2NwcSKIQczz> Best, Michele Abstracts Giorgio Cipolloni (Tor Vergata) "Logarithmically correlated fields from large random matrices” We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to the Gaussian Free Field. Milton Jara (IMPA, Rio de Janeiro) "NESS for KPZ" We show that the fluctuations of the density of boundary driven, weakly asymmetric systems are described by energy solutions of the KPZ equation with corresponding boundary conditions. Conditioned on the uniqueness of these energy solutions, we show that the non-equilibrium stationary states (NESS) of these systems are described by the invariant measures of KPZ introduced by Barraquand, Bryc, Corwin, Knizel among others. Joint work with Juan Arroyave (IMPA). Maurice Duits (KTH Royal Institute of Technology, Stockholm) "Integrable Structures Behind the Aztec Diamond" The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will describe how this map unifies different regimes of the Aztec diamond—from uniform and periodic settings to models in random environments. I will also discuss how integrable features survive (sometimes unexpectedly) in the presence of disorder, and how they connect to other probabilistic models such as directed polymers. The presentation is aimed at a broad mathematical audience, and no prior background in tilings or integrable systems will be assumed.

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Seminario di Kei Kobayashi
by Enrica Pirozzi 28 Oct '25

28 Oct '25

Carissimi di seguito trovate l'avviso del seminario: -- AVVISO DI SEMINARIO   Giovedì 30 ottobre, alle ore 12:30, in aula G del Dipartimento di Matematica e Fisica dell'Università della Campania Luigi Vamvitelli, in Viale Lincoln 5, Caserta, Kei Kobayashi Professor of Mathematics, Department of Mathematics, Fordham University, New York, USA, terrà un seminario dal titolo Parameter estimation for one-sided heavy-tailed distributions Abstract: Stable subordinators have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant periods. The lengths of the constant periods follow a one-sided stable distribution whose first moment does not exist. In this talk, we construct an estimator for the stability index, applying the method of moments to the number of observed constant periods in a fixed time interval. The resulting estimator is asymptotically unbiased and consistent, and it is well-suited for situations where multiple observations of the same subdiffusion process are available. We present supporting numerical examples and an application to market price data for a low-volume stock. This is joint work with Phillip Kerger. -- Questo è il link da remoto: Seminario di Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3305423649328?p=buYuVJgBIf5KihIoRS> Cari saluti Enrica Pirozzi

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Seminario di Giulio Tiozzo alla Sapienza il 29 Ottobre
by Faggionato, Alessandra 27 Oct '25

27 Oct '25

Buongiorno, vi segnalo il seminario di Giulio Tiozzo organizzato dal gruppo di Algebra e Geometria per questo Mercoledi' (sotto i dettagli) Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Mercoledì 29 ottobre 2025* Ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Seminario di Algebra e Geometria Giulio Tiozzo (Sapienza Università di Roma) *Harmonic functions on groups, random walks, and the identification of the Poisson boundary* The Poisson boundary is a measure-theoretic object attached to a group equipped with a probability measure, and is closely related to the notion of harmonic function on the group. In many cases, the group is also endowed with a topological boundary arising from its geometric structure, and a recurring research theme is to identify the Poisson boundary with the topological boundary. For instance, for lattices in hyperbolic space, it is natural to ask if the (visual, or Gromov-)boundary of the hyperbolic space is a model for the Poisson boundary. In this talk, we solve the identification problem for the Poisson boundary of a random walk with finite entropy on a hyperbolic group and on a discrete subgroup of a semisimple Lie group. The main technical novelty is that we do not require any moment assumption on the measure. Joint with K. Chawla, B. Forghani, and J. Frisch. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Reminder: OWABI talk - F-X Briol - October 30 - 11am UK time
by Massimiliano Tamborrino 27 Oct '25

27 Oct '25

Dear all, a kind reminder that the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday the 30th October at 11 am UK time. The 1st OWABI talk of the Season will be given by François-Xavier Briol<https://fxbriol.github.io/> (University College London). who will talk about "Multilevel neural simulation-based inference<https://arxiv.org/abs/2506.06087>" , with an abstract reported below. Abstract: Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget. Keywords: Multifidelity, neural SBI, multi-level Monte Carlo The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 358 173 458 006 0 Passcode: Vp2975vC We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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SPASS Seminar: Maike de Jongh - TUE 28.10 at 16:00
by Gianmarco Bet 24 Oct '25

24 Oct '25

Dear Colleagues, We would like to invite you to the following SPASS https://sites.google.com/unipi.it/spass seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Controlling the zero-temperature Ising model using Markov decision theory* by Maike de Jongh (Twente University) The seminar will take place in person on *TUE, 28.10.2025 at 16:00* in Room 207, Department of Mathematics and Computer Science "Ulisse Dini", University of Florence and streamed online here: https://meet.google.com/hmw-uhcm-knw On behalf of the organizers, Gianmarco Bet -------------------------------------------- *Abstract: * *The behavior of the Ising model under external control mechanisms is of interest in a wide variety of applications, including biological systems, social dynamics, and information processing. In this talk, we investigate control strategies for a zero-temperature two-dimensional Ising model on a finite square lattice evolving under Metropolis dynamics. Specifically, we consider a situation in which an external controller aims to drive the system from a configuration with a small droplet of +-spins towards the all-plus configuration by flipping spins at specific sites at predetermined moments in time. In order to analyze this control problem, we formulate it as a Markov decision process (MDP), a well-established framework for sequential decision-making problems under uncertainty. To find an optimal policy in this MDP, we construct a simplified model by means of a reduction of the configuration space to the local minima of the Hamiltonian. Leveraging the convenient form of this simplified model, we uncover the structure of the optimal policy by solving the Bellman equations in a recursive manner. Finally, we present simulation results illustrating the performance of this optimal policy in the original control problem at low temperatures. *

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Avviso di Seminario - Prof. Lauri Viitasaari
by luigia.caputo 24 Oct '25

24 Oct '25

Il giorno 27 ottobre 2025, alle ore 15:00, in sala riunioni primo livello, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Lauri Viitasaari, Professor in Statistics, Mathematics, and Data Science at Aalto University School of Business, terrà il seguente seminario: ''_Some statistical aspects related to SPDEs_'' Abstract: In this talk we discuss several aspects statistical aspects related to SPDEs. In particular, we provide quantitative central limit theorem results for spatial averages of solutions under rather general conditions on both the differential operator and on the noise term. On top of that, we consider non-parametric estimation of the unknown diffusion coefficient. We define an estimator that is shown to be consistent. We also provide the rate of convergence in the L^p norm. Sarà possibile seguire il seminario anche on line al seguente link: Seminario Prof. Lauri Viitasaari | Partecipazione alla riunione | Microsoft Teams [1] Cari saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3688446992029?p=s7fupu4PVSS4EWdCpn

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Seminario Anna Donadini - Politecnico di Milano - 28 Ottobre 2025
by Luca Scarpa 23 Oct '25

23 Oct '25

Si segnala il seguente seminario a tutti gli interessati. Martedì 28 Ottobre 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Anna Donadini, Università di Milano-Bicocca. Title: Directed polymer in space-correlated disorder. Abstract: Directed polymers in random environments describe a perturbation of the simple random walk by a random disorder (environment). The partition function of such models has been extensively studied in recent years, also due to its connection with the solution of the Stochastic Heat Equation. While classical results focus on space-time independent disorder, we investigate the case of a Gaussian environment with (critically) space-correlated disorder. We show that, similarly to the independent case, a phase transition occurs: when the disorder strength is below a critical threshold, the log-partition function satisfies a central limit theorem; above this threshold, it converges to zero in distribution. Remarkably, the appropriate scaling constant for the disorder, as well as the correct limiting variance, emerge from a non-trivial induction scheme that reflects the critical nature of the correlation. (Joint work with Clément Cosco and Francesca Cottini) Link Zoom: https://polimi-it.zoom.us/j/92962991099 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2642&sezione_di_ricerca=&stringa=&sub… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Econometrics half-day workshop - Ca' Foscari University of Venice - 29 October 2025
by Roberto CASARIN 23 Oct '25

23 Oct '25

Dear Colleagues We are glad to announce the half-day workshop on "*Advances in Macroeconometrics*". The event will present ongoing research in econometric methods for time series analysis and their applications to macro-finance. The workshop will feature: Keynote Lectures: *Andrew Harvey*, University of Cambridge - A New Approach to Regime Switching *Fabio Canova*, BI Norwegian Business School - Low Frequency Movements and SVAR Analysis Presentations: *Dario Palumbo*, Ca' Foscari University of Venice - A Simple Parsimonious Framework for Extracting and Modelling the Term Structure of Interest Rates *Qing Wang*, Ca' Foscari University of Venice - Bayesian Tensor Regression with Stochastic Volatility *Antonio Peruzzi*, Ca' Foscari University of Venice - Multiple Equilibria and the Phillips Curve: Do Agents Always Under-react? *Wednesday, October 29 at 9.20-13.15 in Meeting Room 1,by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice* It will also be possible to attend via Zoom: https://unive.zoom.us/j/81351424918?pwd=gWVcQbrSRtqrAAcYUR7SoEVx31hcaH.1 More information is available here: https://www.unive.it/data/agenda/1/104525 All interested participants are warmly invited to attend. Roberto Casarin (and on behalf of the Scientific Committee and the Organizing Committee) -- 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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Workshop announcement: "From discrete systems to SPDEs" on March 30-April 1, 2026 at TU Wien, Austria
by Prof. Fabio Toninelli 23 Oct '25

23 Oct '25

Dear colleagues, we would like to draw you attention to the upcoming workshop "From discrete systems to SPDEs", taking place March 30th - April 1st, 2026 at TU Wien in the beautiful city center of Vienna. The aim of the workshop is to bring together experts as well as young researchers in the field of Stochastic Partial Differential Equations and their discrete approximations, including interacting particle systems. Confirmed speakers include: * Lubomir Baňas (Bielefeld) * Charles-Edouard Bréhier (Pau) * Yvain Bruned (Nancy) * Giuseppe Cannizzaro (Warwick) * Clément Erignoux (Lyon) * Patricia Gonçalves (Lisbon) * Erika Hausenblas (Leoben) * Yueh-Sheng Hsu (Vienna) * Ruojun Huang (Pisa) * Vitalii Konarovskyi (Hamburg) * Helena Kremp (Berlin) * Cyril Labbé (Paris) * Quentin Moulard (Vienna) * Nicolas Perkowski (Berlin) * Rhys Steele (Leipzig) Registration for the workshop is open through the form on our conference webpage https://sites.google.com/view/viennaspdes2026/home Registration is possible until February 28, 2026 but, to help us with organization (coffee breaks, etc), we encourage you to register as soon as possible. Limited travel funding for PhD students and PostDocs is available (apply via email to viennaspdes2026(a)tuwien.ac.at until November 30, 2025 with a CV and a cover letter). Please feel free to circulate this announcement among colleagues and students. We look forward to seeing some of you in Vienna soon. The organizers Máté Gerencsér and Fabio Toninelli -- 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

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Seminario on-line PRISMA lunedì 3 novembre 2025 - L. Benigni & G. Cipolloni
by Sonia Mazzucchi 23 Oct '25

23 Oct '25

Seminari on-line del gruppo UMI - PRISMA (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. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 3 novembre* 2025. I relatori saranno *Lucas Benigni *(Università di Montreal) e *Giorgio Cipolloni* (Università di Roma 2 Tor Vergata) che parleranno di: *The mystery of universality in Random Matrix Theory*. 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://unitn.zoom.us/j/88089787189 ID riunione: 880 8978 7189 Codice d’accesso: 144017 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lucas Benigni (Università di Montreal) e Giorgio Cipolloni (Università di Roma 2 Tor Vergata) TITOLO: The mystery of universality in Random Matrix Theory. RIASSUNTO: Over the past fifteen years, our understanding of universality in random matrix theory has undergone a remarkable transformation. For many models of large random matrices, it is now known that both eigenvalue statistics and eigenvector structures exhibit universal behavior that depends only on the symmetry class and not on the fine details of the matrix entries. This universality lies at the heart of deep conjectures in mathematical physics—connecting topics as diverse as quantum chaos, number theory, and high-dimensional statistics—and has become one of the major success stories of modern probability theory. In this two-part colloquium, we will survey these advances with a focus on Wigner matrices, Hermitian or symmetric random matrices with i.i.d. entries up to the symmetry constraint. The first part will discuss universality of eigenvalues, from local spectral laws to modern proofs of universality of local statistics. The second part will turn to eigenvectors, highlighting recent progress on delocalization, quantum ergodicity, and eigenvector statistics.

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Cancelled - QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 23/10/2025, 14:30 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 22 Oct '25

22 Oct '25

Dear colleagues, unfortunately, the QFinLab seminar at Politecnico di Milano (see the original announcement below), scheduled for tomorrow, 23 October, is cancelled. Best regards, Alessandro Calvia *** Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Thursday, 23 October 2025, 14.30-15.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus) Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with full error control. Abstract: In this paper, we propose a unified methodology for pricing general path-dependent derivatives (e.g., Asian and Barrier options) that is based on the Monte Carlo-Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the proposed approach over existing literature consists in a simple and effective control of the error. A practitioner simply needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance epsilon. Then, our proposed algorithm provides a price approximation that differs by no more than epsilon from the true unknown option price with probability at least equal to q. We provide an explicit link between the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. In this way, the pricing methodology becomes extremely efficient when combined with effective variance reduction techniques that drastically reduce the number of simulations (and, consequently, the computing time) required to obtain an arbitrarily accurate price estimate. Joint work with Gero Junike. Attendance is also possible online (Microsoft Teams), clicking here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmZjNzAwNmYtM2I4OC00…> All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia. ***

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Fabio Martinelli - Tè di Matematica a Roma Tre 29 ottobre 2025
by Pietro Caputo 22 Oct '25

22 Oct '25

Nell'ambito dei Tè di Matematica, per celebrare il pensionamento di Elisabetta Scoppola, mercoledì *29 ottobre* alle *ore 16:00*, Fabio Martinelli terrà un seminario dal titolo *"An Introduction to the Mathematical Theory of Anderson Localization"*. Abstract: In 1958, the physicist P. W. Anderson published the paper "Absence of Diffusion in Certain Random Lattices," which contributed to winning him the Nobel Prize in 1977 for the discovery of the phenomenon now known as "Anderson localization." In the simplest case, Anderson localization states that a Schroedinger operator with a random potential on, e.g., a d-dimensional lattice has a pure-point spectrum with exponentially localized eigenstates if the randomness of the potential is sufficiently strong. In his Nobel lecture Anderson said "...*Localization was a different matter: very few believed it at the time, and even fewer saw its importance; among those who failed to fully understand it at first was certainly its author. It has yet to receive adequate mathematical treatment, and one has to resort to the indignity of numerical simulations to settle even the simplest questions about it." *Proving Anderson localization was one of the great problems in mathematical physics in the early 1980s, and E. Scoppola greatly contributed to its solution in the hard case d > 1. On the occasion of her retirement, I will provide a brief overview of the Anderson model and eigenfunction localization, as well as some of the more recent developments. If time allows, I will also try to describe how the basic multiscale analysis underlying the proof of Anderson localization can be applied to other, quite different, contexts. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica dell'Università di Roma Tre, Lungotevere Dante 476, *aula M1*.

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Seminario di Lauri Viitasaari
by Enrica Pirozzi 22 Oct '25

22 Oct '25

Il giorno 23 Ottobre 2025 alle ore 12:30 in Aula G del Dipartimento di Matematica e Fisica dell'Università della Campania Luigi Vanvitelli, in Viale Lincoln 5 in Caserta, Il Prof. Lauri Viitasaari Professor in Statistics, Mathematics, and Data Science, at Aalto University, School of Business, Finland, terrà il seminario: Title: On data-driven forecasting of financial time series based on SDEs with memory Abstract: In this talk we discuss some approaches for non-linear data driven modeling and forecasting of long memory time series that particularly appear in the context of financial applications. Our approach is based on SDEs that, with general coefficient functions, provides a rich and flexible model class. On top of theoretical results, we illustrate the applicability of our approach with simulation study. Our approach is based on an interplay between analysis, probability, statistics, and machine learning. This talk is based on a joint work with Mahdi Dehshiri and Kerlyns Martinez. -- Per coloro che volessero collegarsi da remoto ecco di seguito il link: Seminario di Lauri Viitasaari | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3361054135421?p=CKL5LMOMgOzI7Ey69B> Cari saluti Enrica Pirozzi

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An Autumn Day in Probability and Statistical Physics - Florence, 21 November 2025
by Elia Bisi 20 Oct '25

20 Oct '25

Dear colleagues, We are happy to announce the sixteenth event in the series “Days in Probability and Statistical Physics”: AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS Friday 21 November 2025 University of Florence, Department of Mathematics and Computer Science, Viale Morgagni 67/a, Florence Speakers: Béatrice de Tilière (CEREMADE, University Paris-Dauphine PSL) will speak on: The dimer model, an introduction. The dimer model on minimal graphs, the elliptic case and beyond. Alexandre Gaudillière (CNRS, Aix-Marseille Université) will speak on: Kirchhoff forests and applications. Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. Registration is free but mandatory for organization purposes. Please fill out this form by November 16. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi *************** More information, including the abstracts, can be found at this link. The poster of the event can be viewed here. PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Béatrice de Tilière 11:45-12:15 Break 12:15-13:00 Seminar talk: Béatrice de Tilière 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Alexandre Gaudillière 15:15-15:45 Break 15:45-16:30 Seminar talk: Alexandre Gaudillière ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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