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

Seminari Filippo De Feo e Mattia Martini - Politecnico di Milano - 8 Gennaio 2026
by Luca Scarpa 20 Dec '25

20 Dec '25

Si segnalano i seguenti 2 seminari a tutti gli interessati. SEMINARIO 1: Giovedì 8 Gennaio 2026, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Filippo De Feo, Technische Universität Berlin. Title: Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications in Economics. Abstract: Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial differential equations, path-dependent stochastic differential equations (such as stochastic delay differential equations or stochastic Volterra integral equations), or partially observed stochastic systems. In this talk we present a limiting theory as the number of particles tends to infinity. We apply the developed theory to problems arising in economics where the particles are modeled by stochastic partial differential equations and stochastic delay differential equations. The talks is based on [F. de Feo, F. Gozzi, A. Swiech, L. Wessels, Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications, arXiv preprint arXiv:2511.21646] Link Zoom: https://polimi-it.zoom.us/j/92373976166?pwd=pvQAMGRkAnZ6WLaEXawDkGmbxa61VV.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2663&sezione_di_ricerca=probstat&stri… SEMINARIO 2: Giovedì 8 Gennaio 2026, ore 11:45. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Mattia Martini, École polytechnique, Centre de Mathématiques Appliquées, Palaiseau. Title: Regularisation in mean field models via infinite dimensional diffusion. Abstract: This talk aims to show how randomizing the dynamics in mean field models can help regularize the associated partial differential equations on the space of probability measures. A key challenge in this approach lies in constructing a suitable notion of noise on the space of probability measures. To this end, we rely on the Dirichlet–Ferguson diffusion process, as studied by Dello Schiavo [AOP 22]. We first examine the effect of this noise on a system of uncontrolled interacting particles and show that it induces a regularizing effect at the level of the corresponding backward Kolmogorov equation. We then analyze a mean field control problem driven by this noise and prove that the associated Hamilton–Jacobi equation admits a unique solution in an appropriate functional space, even when the coefficients have limited regularity. The talk is based on a joint work with F. Delarue (Nice) and G. Sodini (Vienna). Link Zoom: https://polimi-it.zoom.us/j/92373976166?pwd=pvQAMGRkAnZ6WLaEXawDkGmbxa61VV.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2664&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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Como Lake School "Stochastic Dynamics: Foundations and Applications"
by Luca Scarpa 19 Dec '25

19 Dec '25

Dear Colleagues, We are very happy to announce the upcoming PhD School: Stochastic Dynamics: Foundations and Applications. Venue: Villa del Grumello, Como, Italy. Dates: June 29 – July 3, 2026. The school is addressed to PhD students and researchers, and will feature four mini-courses: * Prof. Francesco Caravenna (Università degli Studi di Milano Bicocca) On the 2D stochastic heat equation * Prof. Sandra Cerrai (University of Maryland) Asymptotic problems for SPDEs * Prof. Franco Flandoli (Scuola Normale Superiore di Pisa) SPDEs for random transport in turbulent fluids * Prof. Lorenzo Zambotti (Sorbonne Université) A gentle introduction to rough paths and regularity structures Pre-registrations are now open and will close on March 15, 2026. Please find the link to the school's webpage below: https://sdfa.lakecomoschool.org/ We look forward to meeting you in Como! Best regards, The Organisers Davide A. Bignamini, Carlo Orrieri and Luca Scarpa ----- 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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6 PhDs & 1 Post-doc in AI/Math/Decision Science – BI Norwegian Business School
by Lavagnini, Silvia 19 Dec '25

19 Dec '25

Dear all, Exciting opportunities at the Department of Data Science and Analytics (BI Norwegian Business School, Oslo)! We have opened for applications to fill 6 PhD positions and 1 post-doc position focusing in applied mathematics, AI and decision science. -------------- 4 PhD positions are associated with SURE AI - Center for Sustainable, Risk-Averse and Ethical AI https://bi.easycruit.com/vacancy/3574849/200453?iso=gb 2 PhD positions are associated with AMOR - Center of Applied Mathematics and Operations research https://bi.easycruit.com/vacancy/3574735/200453?iso=gb Deadline PhD positions: 15 February 2026 Expected starting date: 17 August 2026 -------------- 1 post-doc position of 3-year duration associated to SURE AI and in collaboration with AMOR https://bi.easycruit.com/vacancy/3573293/195887?iso=gb Deadline post-doc position: 12 January 2026 Expected starting date: 1 April 2026 -------------- Info on SURE AI: https://www.sure-ai.no/ Info on AMOR: https://www.bi.no/en/research/centres-groups-and-other-initiatives/center-f… Info on the Department of Data Science and Analytics: https://www.bi.no/en/research/find-department/department-of-data-science-an… Best regards, — Silvia Lavagnini Assistant Professor Department of Data Science and Analytics Nydalsveien 37, 0484 Oslo www.bi.edu/silvia-lavagnini<https://www.bi.edu/about-bi/employees/department-of-data-science-and-analyt…> [image001.png]

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Post-Doc position at TU Wien, Austria
by Fabio Colpo 18 Dec '25

18 Dec '25

Dear colleagues, The research group Financial and Actuarial Mathematics at TU Wien, https://www.tuwien.at/en/mg/fam, offers a 6-year postdoc position, with a moderate teaching load of four hours per week. Here are the details and an application link: https://jobs.tuwien.ac.at/Job/261820 Deadline: January 29th, 2026. If you have any questions, please contact jeisenbe(a)fam.tuwien.ac.at Best regards, Fabio Colpo

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Workshop "Anomalous Transport and Anomalous Diffusion"
by Lorenzo Marino 18 Dec '25

18 Dec '25

Dear colleagues, We are glad to announce the workshop “Anomalous Transport and Anomalous Diffusion”, which will take place at Scuola Normale Superiore di Pisa on March 16-20, 2026. This workshop is primarily intended for researchers and students in Probability, Mathematical Physics, and Statistical Mechanics. The workshop will focus on anomalous diffusion and transport phenomena, particularly addressing topics such as the emergence of superdiffusion and subdiffusion from scaling limits, as well as their connection to space/time fractional equations. The program comprises three mini-courses, each consisting of six one-hour lectures, supplemented by a series of seminars of around 45 minutes given by distinguished national and international experts in the field. To foster networking among participants, a poster session is scheduled for Tuesday afternoon. ------------------------------ Mini-Courses - Luisa Beghin (Università La Sapienza di Roma) - Zhen-Qing Chen (University of Washington) - Tomasz Komorowski (Polish Academy of Sciences) - Takashi Kumagai (Waseda University) - Stefano Olla (Université Paris Dauphine and) ------------------------------ Seminars - Giada Basile (Università La Sapienza di Roma) - Krzysztof Bogdan (Wroclaw University of Science and Technology) - Tomasz Grzywny (Wroclaw University of Science and Technology) - Jozsef Lorinczi (Renyi Institute of Mathematics) - Michal Ryznar, (Wroclaw University of Science and Technology) - Marielle Simon (Université Lyon 1) - Bruno Toaldo (Università degli Studi di Torino) - Vanja Wagner (University of Zagreb) ------------------------------ Registration Participation in the event is free of charge but registration is mandatory. The registration form is available on the workshop webpage <https://indico.sns.it/event/133/overview>, with a deadline on February 20, 2026. If you have any questions, feel free to contact us at antrandi26(a)gmail.com. For more information, see the workshop webpage <https://indico.sns.it/event/133/overview>. Thanks for sharing with those who might be interested! Best regards, The organising committee Giacomo Ascione Franco Flandoli Lorenzo Marino

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Seminario di Giulio Biroli di Fisica Teorica e Machine Learning
by Faggionato, Alessandra 17 Dec '25

17 Dec '25

Il Professor Giulio Biroli, in visita al Dipartimento di Fisica nella settimana dal 15 al 19 dicembre, darà un seminario di Fisica Teorica e Machine Learning: Speaker: Prof. Giulio Biroli (École Normale Supérieure, Paris) Titolo: Exact RG and Generative AI: from stochastic interpolants and diffusion models to Polchinski’s equation & back Data & Ora: Giovedì 18 dicembre 2025, alle 14:00 Luogo: Aula Picone, Dipartimento di Matematica [CU006 - Edificio Guido Castelnuovo, piano terra] Referente: Prof.ssa Chiara Cammarota -- ************************************************* 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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Call for Papers and Abstracts: IFCS 2026 – 19th Conference of the International Federation of Classification Societies (Milan, July 14-16, 2026)
by Giorgia Zaccaria 16 Dec '25

16 Dec '25

Dear Colleagues, We are pleased to invite you to submit a contribution to the *19th Conference of the* *International Federation of Classification Societies (IFCS 2026)*, which will take place at the University of Milano-Bicocca and the University of Milan in *Milan* on *July 14-16, 2026*. The conference website is available at https://ifcs2026.unimib.it/. *Conference Topics* The conference aims to promote interactions among scholars and professionals across different fields, including classification and clustering, complex data analysis, network and spatio-temporal methodologies, machine learning and deep learning techniques. *Keynote Speakers* - Krzysztof Jajuga (Wrocław University of Economics and Business) - Laura Sangalli (Politecnico di Milano) - Brendan Murphy (University College Dublin) - Mohamed Nadif (Université Paris Cité) *Important Dates* - Pre-conference *proceedings* (Springer Volume with peer review): - Deadline: January 18, 2026 - Notification of acceptance: March 1, 2026 - Deadline for the revised version: March 15, 2026 - Pre-conference *abstracts*: - Deadline: March 15, 2026 - Notification of acceptance: March 31, 2026 *Submission Guidelines for Proceedings* Authors are invited to submit a short paper (6-8 pages) following the Springer template. Accepted papers, after peer review, will be published in an open-access eBook in the Springer Series "Studies in Classification, Data Analysis, and Knowledge Organization". More details can be found at https://ifcs2026.unimib.it/publications-2/ <https://ifcs2026.unimib.it/publications-2/>. *Special issues* We are also planning to publish Special Issues in collaboration with prominent international journals. Details will be available soon at https://ifcs2026.unimib.it/publications-2/ <https://ifcs2026.unimib.it/publications-2/>. *Awards* IFCS provides scientific awards to graduate students, postdoctoral fellows, and young and senior researchers, who will be awarded during the conference. More details are available at https://ifcs2026.unimib.it/awards/ . We look forward to receiving your contributions and welcoming you to Milan. Best regards, The Local Organizing Committee of IFCS 2026 *Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga* Dr. Giorgia Zaccaria, Ph.D. Postdoctoral Research Fellow University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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Seminario: Exact RG and Generative AI - G. Biroli - Sapienza 18 dicembre
by Valentina Cammarota 16 Dec '25

16 Dec '25

Ricevo e inoltro questo annuncio di seminario. Saluti, Valentina Cammarota ******************************************************************************************************** Dear all, It is a pleasure to announce a forthcoming seminar. The speaker will be Prof. Giulio Biroli (École Normale Supérieure, Paris) — Profile: https://www.lpens.ens.psl.eu/giulio-biroli/ — who will talk about: Title: Exact RG and Generative AI: from stochastic interpolants and diffusion models to Polchinski’s equation & back Date & Time: Thursday 18 December 2025, at 2:00PM Location: Aula Picone, Department of Mathematics, Sapienza [CU006 - Guido Castelnuovo Building, ground floor] Please spread the word to anyone interested. All are welcome. Prof. Chiara CAMMAROTA, PhD Dipartimento di Fisica (Ed. Marconi) Sapienza, Universita' di Roma P.le Aldo Moro 5, 00185 Roma (Italy) ************************************************************************************ Valentina Cammarota Associate Professor in Probability and Mathematical Statistics Sapienza University of Rome https://www.dss.uniroma1.it/it/dipartimento/persone/cammarota-valentina https://sites.google.com/site/valentinacammarota/ ************************************************************************************ -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Next POPS talk 17.12.: Giulia Sebastiani "From Parisi to Boltzmann: via GREM and TAP"
by Jonas Köppl 15 Dec '25

15 Dec '25

Dear colleagues, The year is coming to an end and we are excited to announce that our next and final speaker of the year will be Giulia Sebastiani (Universität Bonn) who will be speaking about From Parisi to Boltzmann: via GREM and TAP. on December 17, at 13:30 GMT / 14:30 CET / 15:30 EET, on Teams broadcast with the following link: Link to join teams<https://teams.microsoft.com/l/meetup-join/19%3ameeting_N2Q2NGY2NDEtYWVmNS00…> The talk is scheduled for one hour, allowing time for questions. Additionally, we'll be remaining on the call for a chat afterwards if you'd like to join us. We are looking forward to seeing you. Speaker: Giulia Sebastiani Title: From Parisi to Boltzmann: via GREM and TAP Abstract: Introduced by Derrida in the 80s, the Generalized Random Energy Models (GREM) serve as simplified, abstract models that are completely solvable and have significantly contributed to our comprehension of specific facets within the Parisi theory for mean-field spin glasses. In this talk, after an overview of Parisi’s ultrametric principle for the free energy of the Sherrington-Kirkpatrick (SK) model, we will turn to the alternative approach due to Thouless, Anderson, and Palmer (TAP). The TAP approach provides a representation of the SK free energy as the maximum of a random functional over local magnetizations. A simple reformulation reveals that, when evaluated at its critical points, the TAP free energy becomes a nonlinear functional of empirical measures constructed from local fields. Motivated by this structure, we construct abstract GREM-like models whose Hamiltonians are nonlinear functionals of empirical measures associated with GREM-like variables. For the thermodynamic free energy of these abstract models, dual Parisi-like formulas hold and turn out to be finite-dimensional “collapsed” versions of the underlying infinite-dimensional Gibbs-Boltzmann principles. Crucially, the nonlinearity inherited from the TAP representation generates a correction term (absent in canonical GREM-like models) that substantially reduces the gap between the free energies of such abstract hierarchical models and Parisi’s solution for the SK. Based on joint work with Nicola Kistler and Marius Alexander Schmidt. You can find more information about the talk on our website Postgraduate Online Probability Seminars (pg-prob-sem.github.io)<https://pg-prob-sem.github.io/>. Warm regards, The POPS Team This talk will be broadcast on December 17, at 13:30 GMT / 14:30 CET / 15:30 EET on MS Teams only. Meeting ID: 393 527 089 878 Passcode: dsm7py

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Seminars in Statistics at Collegio Carlo Alberto - Alejandra Avalos-Pacheco (JKU Linz)
by Matteo Giordano 15 Dec '25

15 Dec '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 19/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ———————————————————————— 10.00-11.00 Speaker: Alejandra Avalos-Pacheco (JKU Linz) Title: Fast Integrative Factor Models: Applications from Nutritional Epidemiology to Cancer Genomics Abstract: Data-integration of multiple studies can be key to understand and gain knowledge in statistical research. However, such data present artifactual sources of variation, also known as covariate effects. Covariate effects can be complex, leading to systematic biases, that if not corrected could lead to unreliable inference. In this talk I will present novel sparse latent factor regression (FR) and multi-study factor regression (MSFR) models to integrate such heterogeneous data. The FR model provide a tool for data exploration via dimensionality reduction and sparse low-rank covariance estimation while correcting for a range of covariate effects. MSFR are extensions of FR that enable us to jointly obtain a covariance structure that models the group-specific covariances in addition to the common component. I will discuss the use of several sparse priors (local and non-local) to learn the dimension of the latent factors. Our approaches provide a flexible methodology for sparse factor regression which is not limited to data with covariate effects. Our models are fitted leveraging novel scalable EM and ECM algorithms as well as Variational Inference methods. I will present several examples, with a focus on bioinformatics applications. We show the usefulness of our methods in two main tasks: as an unsupervised dimension reduction task to give a visual representation of the latent factors of the data; and as a supervised tool to: (i) provide survival predictions leveraging the obtained factors, or (ii) obtain dietary patterns, associating each factor with a measure of overall diet quality related to cardiometabolic disease risk. ———————————————————————— Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 17/12/2025* 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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