October 2026 - Random - Mailing list — Dipartimento di Matematica, UniPI

[Call for Talks & Papers] VieCo26- Vienna-Copenhagen Conference on Financial Econometrics 2026
by Viktoria Schildhammer 21 Oct '26

21 Oct '26

Dear colleagues, We invite submissions for the upcoming Vienna-Copenhagen Conference on Financial Econometrics, taking place at the University of Vienna, Austria from August 13-15th 2026. This long-standing meeting series brings together researchers working on theoretical, methodological, and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include (but are not limited to): risk measurement and management, asset pricing, forecasting, high-frequency statistics, market microstructure, derivatives, and machine learning in finance. The conference will take place at the Faculty of Business, Economics and Statistics of the University of Vienna located in the heart of Vienna. This is an in-person meeting only. Keynote Speakers: Lasse Heje Pedersen, Copenhagen Business School Shuping Shi, Macquarie University Michael Wolf, University of Zurich & ADIA Lab Please submit your paper in PDF format via vieco26.isor(a)univie.ac.at Submission Deadline: March 1st, 2026 Organizers: Nikolaus Hautsch, University of Vienna Anders Rahbek, University of Copenhagen Stefan Voigt, University of Copenhagen Please visit our website, https://vieco2026.univie.ac.at, for further information. For inquiries, please contact vieco26.isor(a)univie.ac.at. We are looking forward to your submissions. Best regards, The Organizers

1 1

Seminario di Pietro Caputo a Roma1 (oggi)- Annuncio aggiornato
by Faggionato, Alessandra 21 Oct '26

21 Oct '26

Buongiorno, gli organizzatori mi hanno appena mandato un aggiornamento dell'annuncio inviato poco fa. Sotto l'annuncio aggiornato. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%% Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 21 ottobre, ore 16:00, *aula B* Pietro Caputo (Università di Roma Tre) *Nonlinear exchange dynamics for spin systems.* Abstract. We discuss a class of nonlinear exchange dynamics for interacting spin systems, inspired by Boltzmann-type equations from kinetic theory. These dynamics provide a nonlinear Monte Carlo approach for sampling Gibbs measures under prescribed magnetization or density constraints. We focus on the Ising and hard-core models and present convergence results showing exponential relaxation to equilibrium in the weak-interaction and low-density regimes, respectively, with optimal decay rates independent of the initial condition. The proofs are based on novel coupling techniques as well as ideas from the Kac program in kinetic theory, including uniform functional inequalities for the associated particle systems. We also discuss some possible algorithmic applications. Tutte le persone interessate sono invitate a partecipare.

1 0

Seminario di Pietro Caputo alla Sapienza - Oggi
by Faggionato, Alessandra 21 Oct '26

21 Oct '26

Buongiorno segnalo il seguente seminario organizzato dal gruppo di Fisica Matematica: Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 21 ottobre, ore 16:00, sala di Consiglio Pietro Caputo (Università di Roma Tre) *Nonlinear exchange dynamics for spin systems.* Abstract. We discuss a class of nonlinear exchange dynamics for interacting spin systems, inspired by Boltzmann-type equations from kinetic theory. These dynamics provide a nonlinear Monte Carlo approach for sampling Gibbs measures under prescribed magnetization or density constraints. We focus on the Ising and hard-core models and present convergence results showing exponential relaxation to equilibrium in the weak-interaction and low-density regimes, respectively, with optimal decay rates independent of the initial condition. The proofs are based on novel coupling techniques as well as ideas from the Kac program in kinetic theory, including uniform functional inequalities for the associated particle systems. We also discuss some possible algorithmic applications. Saluti Alessandra -- ****************************************************************************** Prof. Alessandra Faggionato https://sites.google.com/mat.uniroma1.it/alessandrafaggionato/home Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor ******************************************************************************

1 0

Seminario di Probabilità a Sapienza -- Perla Sousi 27 Ottobre ore 14:00
by Silvestri, Vittoria 20 Oct '26

20 Oct '26

Cari colleghi, Segnalo il seguente seminario di Probabilità che si terrà Martedì prossimo a Sapienza. *Data e ora:* Martedì 27 Ottobre 14:00 *Luogo: *Sala di Consiglio, Dipartimento di Matematica G. Castelnuovo (Roma Sapienza) *Speaker:* Perla Sousi (University of Cambridge) *Titolo: *Capacity for branching random walks and percolation *Abstract: *The capacity of a set is a classical notion in potential theory and it is a measure of the size of a set as seen by a random walk or Brownian motion. Recently Zhu defined the notion of branching capacity as the analogue of capacity in the context of a branching random walk. In this talk I will describe joint work with Amine Asselah and Bruno Schapira where we introduce a notion of capacity of a set for critical bond percolation and I will explain how it shares similar properties as in the case of branching random walks. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

Stochastic Dynamics and Particle Systems - Rome 16-18 February 2027
by Silvestri, Vittoria 20 Oct '26

20 Oct '26

Dear colleagues, We would like to announce the workshop: *Stochastic Dynamics and Particle Systems* *16-18 February 2027*, Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma. The purpose of the workshop is to bring together researchers working in the field of stochastic dynamics and particle systems from different viewpoints. Particular emphasis is placed on modern and future perspectives, as well as the links to other fields and applications. The event will be structured to stimulate discussion and interaction among participants. The program will include a *3 hours mini-course* by Pablo Ferrari (Buenos Aires), invited talks, and sessions on open problems and future directions. Confirmed speakers are: *Invited talks:* Gioia Carinci (Modena) Nicolas Forien (Paris) Ivailo Hartarsky (Lyon) Hubert Lacoin (Rio-Roma) Claudio Landim (Rio-Rouen) Brune Massoulié (Munich) Federico Sau (Milano) Oliver Tough (Durham) Denis Villemonais (Strasbourg) *Open problems:* Bernard Derrida (Paris) Patricia Gonçalves (Lisbon) Ellen Saada (Paris) Cristina Toninelli (Paris) *Registration is now open* until 7 January 2027. Further information, including the program, abstracts, and registration, is available at: https://perso.math.u-pem.fr/aasselah/Roma-2027.html We would be grateful if you could circulate this announcement to anyone who may be interested. Best wishes, Amine Asselah, Quentin Berger, Davide Gabrielli, Vittoria Silvestri ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

Seminar Agazzi at Tor Vergata, 26.10
by Michele Salvi 20 Oct '26

20 Oct '26

Dear all, On Monday, October 26, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Andrea Agazzi (University of Bern) with the seminar “Stochastic scaling limits of deep transformer architectures” Abstract: In this talk, we study the evolution of tokens across the depth of randomly initialized transformer models, modeling them as a system of interacting particles driven by common noise in the infinite-depth and infinite-width limits. We focus on the interplay between self-attention and feed-forward layers and its role in the emergence of clustering. Using stochastic analysis, we identify explicit thresholds for local synchronization and relate them to the sign of Lyapunov exponents governing the separation of nearby tokens. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/meet/3776556878457324?p=zVF9baAPStALO27KKf The seminar is part of the Excellence Project MatMod@TOV.

1 0

Department Seminar Sapienza University of Rome - Today
by Antonio Agresti 20 Oct '26

20 Oct '26

Dear All, Below is the announcement of today's (October 20) seminar at Castelnuovo (Department of Mathematics, Sapienza University of Rome) in Aula B at 15:30. I hope you can join. Best regards, Antonio Agresti *Speaker: *Nicolas Clozeau (University of Toulon) *Title:** Effective conductivity in random media* *Abstract:* We are interested in computing the electric field generated by a neutral, localized charge distribution in a random medium, modeled by a linear elliptic equation in divergence form. First, I will present results in the homogenization regime, where the medium exhibits scale separation. I will then explain how ideas from homogenization theory can be used to address the case where no scale separation is present. Finally, I will discuss some interesting possible extensions to nonlinear settings. This talk is based on joint work with Felix Otto, Marc Josien, Qiang Xu, and Lihan Wang.

1 0

OWABI - Season 8 - Chris Oates, 29th October 11am Uk time
by Massimiliano Tamborrino 20 Oct '26

20 Oct '26

Dear all, we are excited to announce that the 8th Season of the One World Approximate Bayesian Inference (OWABI) seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is about to start, with a terrific line-up of speakers to be announced soon. We are delighted to announce that our first speaker of the season is Chris Oates<https://oates.work/> (Newcastle University) who will be talking about "Overcoming Model Misspecification in Bayesian Inference of Molecular Signalling Networks" on Thursday the 29th October at 11am UK time with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3744683199415937?p=eu2tG5Ukrf84zJvPmB Meeting ID: 374 468 319 941 593 7 Passcode: Km6Ws2Hx Speaker: Chris Oates<https://oates.work/> (Newcastle University) Title: Overcoming Model Misspecification in Bayesian Inference of Molecular Signalling Networks Abstract: Bayesian inference of molecular signalling networks usually relies on tractability of the marginal likelihood, enabling the set of possible networks to be efficiently explored. As such, linear models with independent errors and conjugate priors are routinely used. However, the dynamics of molecular signalling are nonlinear, and relevant confounders are often unobserved; failure to account for these complexities will almost certainly lead to over-confident inferences in the standard Bayesian framework. To confront this reality, we develop a post-Bayesian approach to inference of molecular signalling networks, guided by the principle that uncertainty should not vanish when the statistical model is misspecified, even in the infinite-data limit. Technically, we extend the predictively-oriented (PrO) posterior of McLatchie et al. (2025) to the setting of latent variable models, empirically investigating the properties of PrO posteriors in the challenging network inference context. This is joint work with Yinghan Li, Heishiro Kanagawa, Francesca Romana Crucinio, and Matthew A. Fisher. Keywords: model misspecification, post-Bayesian, predictively-oriented posteriors Reference: Y. Li, H. Kanagawa, F. R. Crucinio, M. A. Fisher, C.J. Oates. Overcoming Model Misspecification in Bayesian Inference of Molecular Signalling Networks. Preprint at ArXiv:2609.24590 https://arxiv.org/abs/2609.24590 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

1 0

SEMINAR: Antonio Lijoi @Luiss - 29 Oct
by Matteo Iacopini 20 Oct '26

20 Oct '26

Dear all, On Thursday 29th October, at 12:00 in room A506b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Antonio Lijoi (Bocconi University) Title: “Hierarchical random measures for competing risks: from dependence to prediction” Abstract: Hierarchical nonparametric priors provide a natural framework for the Bayesian modeling of heterogeneous, yet related, populations. Under partial exchangeability, population-specific random measures are conditionally independent given a common random measure, allowing information to be shared while preserving heterogeneity. The same hierarchical idea can also be useful in a seemingly different setting, in which the observations themselves are exchangeable. In competing-risks problems, each observation consists of a survival time and an event type, and inference requires the joint modeling of cause-specific hazards. We construct a flexible prior for the transition probabilities of the associated multi-state model by transforming a vector of hierarchical completely random measures. The common level of the hierarchy induces dependence and information sharing across causes. The resulting latent partition structure and a representation based on marked random measures lead to tractable marginal, posterior, and predictive distributions. Besides providing estimates of the survival and cause-specific cumulative incidence functions, the framework yields a novel predictive quantity: the prediction curve. This curve gives, conditionally on the observed data, the probability that a future event is of a particular type as a function of its occurrence time. Applications to clinical data illustrate its interpretation and practical relevance. Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

1 0

URGENT: request of change in a previously sent message
by CRISTINA TONINELLI 19 Oct '26

19 Oct '26

Buongiorno, se il messaggio precedente non e' ancora stato "mandato in diffusione" vorrei eccezionalmente chiedere di cambiarne il titolo. Anziche "Temporary closure of submissions" potreste cortesemente mettere "Temporary closure of submissions and rethinking editorial practices" grazie! Cristina --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

1 0