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

4th Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Agliari, Elena 15 Sep '25

15 Sep '25

Dear Colleagues, Following the previous editions - held in Bari [UMI2025 <https://umi-math4aiml2025.uniba.it/>], Milan [UMI2024 <https://dec.unibocconi.eu/mathematics-artificial-intelligence-and-machine-l…>] and Turin [UMI2023 <https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>] - we are glad to announce the *4th workshop of the UMI Group *“Mathematics for Artificial Intelligence and Machine Learning <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop> ”, which will take place on *January 21-23, 2026*, at the *Mathematics Department of Sapienza University of Rome*. The invited speakers are Paola Antonietti (Politecnico di Milano) Annalisa Barla ( Università di Genova) Vincenzo Bonifaci (Università Roma Tre) Massimo Fornasier (Technische Universität München) Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Pierpaolo Vivo (King's College London) The workshop focuses on the interplay between mathematics, artificial intelligence, and machine learning. Its aim is to encourage mathematical research in these areas, promote the dissemination of results, and facilitate interaction with other disciplines. The event will conclude the thematic period on Data Science within the *Eccellenza* Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page <https://sites.google.com/uniroma1.it/excellence-department/home>. In addition to invited talks, the program will feature contributed presentations and a poster session. To register, please visit the workshop website <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop>. Participation is free, but registration is required. Kind regards, The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti

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Seminar at Sapienza University - N. Leonenko - 22/9/2025
by Luisa Beghin 15 Sep '25

15 Sep '25

Dear all, we are pleased to announce the following seminar at the Department of Statistical Sciences, Sapienza University. ——— *Speaker*: Nikolai Leonenko, Cardiff University (UK) *Title*: *Limit theorems for supCAR random fields* *When*: Monday, September 22, 10:00 *Where*: p.le A. Moro, 5, building CU002, room 24 (fourth floor) *Online: *at the following link <https://meet.google.com/fhc-xvdh-cgq> *Abstract*: The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess infinitely divisible marginal distributions. Their second-order properties are characterised by a novel family of covariance functions which can exhibit short- and long-range spatial dependencies. First, the existence of such fields is examined. Then, functional limit theorems for supCAR fields are derived under general assumptions. Four limiting scenarios that depend on the marginals of the underlying autoregressive fields and the specifications of the superposition are identified. Examples of specific supCAR fields, for which the assumptions and results are provided in simple, explicit forms, are presented. The obtained limit theorems can be employed for the statistical inference of supCAR fields. These are joint results with Illia Donhauzer <https://arxiv.org/search/math?searchtype=author&query=Donhauzer,+I> (Kyushu University, Japan) and Andriy Olenko <https://arxiv.org/search/math?searchtype=author&query=Olenko,+A> (La Trobe University, Melbourne, Australia) ——— Best regards, Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *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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JOB: Lectureship in Statistics at KCL
by Fabrizio Leisen 15 Sep '25

15 Sep '25

Dear All, Applications are invited for a Lectureship in Statistics in the Department of Mathematics at King’s College London. You can find the details at : https://www.kcl.ac.uk/jobs/120728-lecturer-in-statistics *Deadline: 30/09/2025* Candidates are expected to have a PhD in Statistics, or a closely related area, and research expertise in some area of statistics. They should demonstrate the potential to lead research of high originality, innovation and depth, with the capacity to make a significant long-term impact in their field. A proven ability or clear potential to attract research funding is also desirable. The successful candidate will be expected to lead a self-directed research programme, which will enhance the Department’s research activity, and to take part in teaching and assessment across its undergraduate and postgraduate programmes. They will be expected to promote the reputation of the Statistics research group through participation in scientific meetings, scholarly engagement, and other externally facing activities. They will also play an active role in the institutional and intellectual development of the Department and undertake administrative responsibilities at the Departmental, Faculty, and University levels, as required. This is a full-time position (35 hours per week), and an indefinite contract will be offered. Best Wishes, Fabrizio -- Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London

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De Finetti seminar: Huyên Pham and Stéphane Crépey, Sept. 24, 2025
by Alessandro Doldi 12 Sep '25

12 Sep '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: Huyên Pham, Ecole Polytechnique (h. 16:00) and Stéphane Crépey, Université Paris Cité (h. 17:00) LOCATION: The seminars will be held on September 24, 2025 starting at 16:00, Aula C20 (Via Colombo 62), Università degli Studi di Milano, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Stefano Favaro in Venice, Seminar at Ca' Foscari University, September 23
by Roberto CASARIN 11 Sep '25

11 Sep '25

Dear all, I'm pleased to invite you to the Seminar in Statistics, which will be held on Tuesday, September 23 at 12:00 in Meeting Room 1 by: Stefano Favaro (University of Torino - Collegio Carlo Alberto), Quasi-Bayes empirical Bayes: a sequential approach to the Poisson compound decision problem (Joint work with Sandra Fortini, Bocconi University) Abstract: The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound decision problem in a streaming or online domain. Adopting a quasi-Bayesian approach, often referred to as Newton’s algorithm, we obtain a sequential Poisson's mean estimate that is easy to evaluate, computationally efficient, and maintain a constant per-observation computational cost as data accumulate. Asymptotic frequentist guarantees of this estimate are established, showing consistency and asymptotic optimality, where the latter is understood as vanishing excess Bayes risk or regret. We demonstrate the effectiveness of our methodology through empirical analysis on synthetic and real data, with comparisons to existing parametric and nonparametric approaches. More information available at https://www.unive.it/data/agenda/3/105362 We are looking forward to welcoming you to Venice. -- 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

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[IFIP Performance 2025] Registration Open, Program Online, and Key Updates
by Zocca, A. (Alessandro) 11 Sep '25

11 Sep '25

Dear colleagues, We are pleased to share some important updates regarding the upcoming IFIP WG 7.3 Performance 2025 conference (Amsterdam, Nov 11-13): * The registration is now open at https://cwi-business-society.weticket.io/ifip-performance-2025-conference. The early-bird deadline is September 29, so we encourage you to register soon to benefit from the reduced fee. Please remember that at least one author per accepted paper must register and attend in person. * The conference program is now available at https://performance2025.sciencesconf.org/resource/page/id/4, including four tutorials on Thursday, November 13. * The IFIP WG 7.3 business meeting will take place on the evening of Wednesday, November 12. If you are a member and wish to participate, please email our secretary, Silke, at silke.kleinen(a)cwi.nl<mailto:silke.kleinen@cwi.nl>. * If you would like to make a last-minute request for a student travel grant or a poster submission, please send it to Rob van der Mei at mei(a)cwi.nl<mailto:mei@cwi.nl> as soon as possible (instructions can be found here<https://performance2025.sciencesconf.org/resource/page/id/10> and here<https://performance2025.sciencesconf.org/resource/page/id/2>). We look forward to welcoming you to Amsterdam in November! Alessandro Zocca on behalf of the Performance 2025 Organizing Committee

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First call for papers: 'International Fintech Research Conference' January 29-30, 2026, Pavia
by Giacomo Bormetti 10 Sep '25

10 Sep '25

Dear Colleagues, I've included below the call for papers for the 4th edition of the '*International Fintech Research Conference*', January 29-30, 2026, Pavia. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. A *prize for the best paper* presented at the Conference is established. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, and research projects within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

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Sessione di Analisi Stocastica (MSP 2025 Milano-Bicocca) in streaming
by Francesco Caravenna 09 Sep '25

09 Sep '25

In occasione dell'ultima giornata del convegno The Mathematics of Subjective Probability <https://www.msp2023.campus.unimib.it/home> presso l'Università di Milano-Bicocca, domani mercoledì 10 settembre si terrà una Sessione di Analisi Stocastica dedicata alle Equazioni Stocastiche Singolari. Per chi non può partecipare di persona (aula 1F, Edifico U6, Piazza dell'Ateneo Nuovo 1, Milano), i seminari verranno trasmessi in streaming via Webex al link seguente: https://unimib.webex.com/unimib-it/j.php?MTID=m1772c5b3196ef4eec6dbebe297da… Trovate di seguito il programma <https://www.msp2023.campus.unimib.it/program>. Cordiali saluti, Francesco Caravenna %%%%%%%%%%%%%%%%%%% Programma 10:00 - 11:00 Ilya Chevirev (SISSA, Trieste): Geometric and large scale problems in SPDEs 11:00 - 11:30 Rinfresco 11:30 - 12:30 Giuseppe Cannizzaro (University of Warwick): Anomalous diffusivity and universality for stationary SPDEs at the critical dimension 12:30 - 13:30 Pranzo 13:30 - 14:05 Davide Addona (Università di Parma): Young and Rough Equations in Infinite Dimension 14:05 - 14:40 Sarah-Jean Meyer (University of Oxford): An introduction to the FBSDE approach for the stochastic quantisation of sine-Gordon 14:40 - 15:10 Rinfresco 15:10 - 15:45 Francesco Carlo De Vecchi (Università di Pavia): Regular coupling of probability measures on spaces of distributions 15:45 - 16:20 Emanuela Gussetti (University of Bielefeld): Pathwise Wong-Zakai convergence and Pathwise Central Limit Theorem for the stochastic Landau-Lifschitz-Gilbert equation via rough paths %%%%%%%%%%%%%%%%%%%

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Avviso di Seminario: Prof. Nikolai Leonenko
by luigia.caputo 08 Sep '25

08 Sep '25

Il giorno 10 settembre 2025, alle ore 12:00, in aula F, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Nikolai Leonenko, Cardiff School of Mathematics, Cardiff University, terrà il seguente seminario: ''_Humbert generalized fractional differenced processes_'' Abstract: We use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models. The singularities for the spectral densities of the introduced models are investigated. In particular, Pincherle ARMA, Horadam ARMA and Horadam-Pethe ARMA processes are studied. It is shown that the Pincherle ARMA process has seasonable long memory property. Additionally, we employ the Whittle quasi-likelihood technique to estimate the parameters of the introduced processes. Through this estimation method, we attain results regarding the consistency and normality of the parameter estimators. We also conduct a comprehensive simulation study to validate the performance of the estimation technique for Pincherle ARMA process. Moreover, we apply the Pincherle ARMA process to real-world data, specifically to Spain's 10 years treasury bond yield data, to demonstrate its practical utility in capturing and forecasting market dynamics. These are joint results with Niharika Bhootna, Monika Singh Dhull and Arun Kumar (Indian Institute of Technology Ropar, Rupnagar, Punjab, India) Link: Seminario Prof. Nikolai Leonenko | Partecipazione alla riunione | Microsoft Teams [1] I Proponenti Luigia Caputo, Roberta Schiattarella -- 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/3341583166422?p=qqbdMFugJwUek3OULf

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Nadia Oudjane September 9th, 11h CET at Bologna, Aula Vitali and Online
by Cristina Di Girolami 08 Sep '25

08 Sep '25

Dear colleagues, I am glad to advertise that next Tuesday, September 9th, at 11h Nadia Oudjane (Electricité de France, Paris, EDF) will give a talk Mathematical tools to manage distributed flexibilities in power systems. in Aula Vitali, Dipartimento di Matematica in Piazza di Porta San Donato 5 in Bologna and on-line https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzA3NGMzN2EtODcyMC00… Abstract: With the massive integration of renewable energies (photovoltaic (PV) and wind power) into the power grid, new uncertainties are impacting the power balance. At the same time, advances in « smart » technologies and batteries offer new flexibilities with the possibility of controlling the consumption of a large number of electrical appliances (electric vehicle recharging, heat pumps, etc.). In this framework, a major technical challenge is to optimize the management of this large number of heterogeneous flexibilities distributed across the network to help in balancing the system. This constitutes a large scale optimization problem under uncertainties, which can benefit from mean-field approximations. Thanks for sharing with those who might be interested, the organisers Cristina Di Girolami and Elena Bandini https://seminari.dm.unibo.it/mat

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