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

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

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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

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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 --------------------------------------------------------------------------------------------

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seminar BARRERA VARGAS
by Stefano Pagliarani 19 Oct '26

19 Oct '26

Dear all, On October 28th, the following seminar, part of the Stochastics and Applications series, 11:00–12:00: Gerardo BARRERA VARGAS "Cutoff phenomenon: an overview for SDEs" will take place in the classroom Seminario I, Department of Mathematics, University of Bologna, Piazza di Porta S. Donato, 5. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36 For any questions, please contact the organizer, Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) Best regards, ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Temporary closure of submissions
by CRISTINA TONINELLI 19 Oct '26

19 Oct '26

Dear colleagues, We are writing to inform you that the following journals will temporarily close submissions starting October 19: Annales de l'Institut Poincaré B, Bernouilli, Electronic Communications in Probability, Electronic Journal of Probability, ESAIM: P&S. Submissions will reopen during November under updated policies, which will be clearly communicated on the journals’ websites. The journal Stochastic Processes and Application will be temporarily deferring the handling of new submissions received during the same period. Why are we closing? The sharp increase in submissions has put unprecedented pressure on our editorial boards and on the entire editorial system. At the current pace, we cannot give every manuscript the care and attention we believe it deserves. At the same time, the rapid development of AI is profoundly changing scientific publishing and requires us to rethink some of our editorial policies and tools. We will use this temporary closure to introduce immediate measures and accelerate broader changes, so that our journals can adapt to this new situation. We are confident that, together, we can preserve a publication system that remains rigorous and fair to authors while being sustainable for the editors and referees on whom it depends. Thank you for your understanding during this transition. Arnaud Guillin et Eva Löcherbach EiCs of SPA Benoite de Saporta et Celine Duval EiCs of ESAIM:P&S Cristina Toninelli EiC of EJP Kengo Kato EiC of Bernoulli Nicolas Curien EiC of AIHP - B Patricia Gonçalves EiC of ECP --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Call for Papers Now Open – XXVIII Workshop on Quantitative Finance (QFW 2027)
by Alessandra Cretarola 16 Oct '26

16 Oct '26

Dear Colleagues, We are pleased to announce that submissions are now open for the XXVIII Workshop on Quantitative Finance (QFW 2027), which will take place in Pescara, Italy, on March 18–20, 2027, hosted by the Department of Economic Studies of the University “G. d’Annunzio” of Chieti-Pescara. We welcome contributions in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Empirical Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of Artificial Intelligence and Machine Learning, Fintech and Insurtech, Game-Theoretical Models in Finance, and other related research areas. Participation of Ph.D. students, young researchers, and practitioners is particularly encouraged. Submission Guidelines There will be two types of presentations: Long Talks: 25 minutes + 5 minutes discussion Short Talks: 15 minutes Submissions must include either a full paper or an extended abstract of at least four pages, in PDF format. All submissions will undergo peer review by the Scientific Committee, which will determine the presentation format. For contributions accepted as Long Talks, authors who initially submitted an extended abstract will be required to submit the full paper by February 27, 2027, through Microsoft CMT. Contributions must be submitted through Microsoft CMT by January 20, 2027. Authors must have a Microsoft CMT account or create one to submit their work. Submit your contribution here: https://cmt3.research.microsoft.com/QFW2027/Submission/Index Important Dates Submission deadline: January 20, 2027 Notification of Acceptance: February 14, 2027 Full Paper Submission deadline (accepted Long Talks only): February 27, 2027 Registration deadline: February 27, 2027 Participation in the workshop is free of charge, but registration is mandatory. Online registration will open soon. For further information and updates, please visit the QFW 2027 website <https://qfw2027.gasl.unich.it/>. We look forward to receiving your contributions and hope to see you in Pescara! Best regards, Alessandra On behalf of the QFW 2027 Organizing Committee __________________________ Alessandra Cretarola, PhD Professore Associato MATH-03/B Dipartimento di Economia Università degli Studi "G. D'Annunzio'' di Chieti-Pescara, Research webpage <https://sites.google.com/view/alessandracretarola/academic-homepage?authuse…>

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de Finetti seminar: Rudiger Frey-October 29
by Luciano Campi 16 Oct '26

16 Oct '26

Dear colleagues and friends 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 pleased to invite you to attend our upcoming lecture, which will take place onOctober 29, 2026, at 6:00 p.m., in Room C12, Via Mangiagalli 25, Milan. Prof. Rudiger Frey (WU, Vienna University) Focus or Diversification? Dynamic Allocation of Climate-Technology Investment under Budget Constraint Abstract: Decarbonizing electricity production requires abatement technologies that are not yet available at scale. Two main routes are carbon capture and storage (CCS), which still depends on research breakthroughs, and renewable energy sources (RES), whose large-scale use requires sufficient infrastructure. Both need large upfront investment with uncertain returns, while public budgets are limited. This raises a basic question: should the budget be concentrated on one technology or spread across both? We study this question in a dynamic stochastic control model. A social planner must meet a constant electricity demand and minimizes expected discounted production, investment- and installation costs plus climate damages from cumulative emissions. The CCS breakthrough occurs at a random time whose intensity increases with research spending. RES becomes usable once an infrastructure process, driven by investment and random shocks, reaches a threshold. The planner splits a capped investment flow between the two technologies and, after each breakthrough, chooses irreversible capacity. We formulate the problem as a finite-stage Markov decision model, characterize the optimal policy through a coupled system of HJB equations, and prove existence of classical solutions and a verification result. For linear damages, the dimensionality of the problem reduces to one state dimension, and we compute the optimal feedback controls numerically. The results show how the optimal allocation depends on time, on progress towards the RES threshold and on the social cost of carbon. Investment regions shrink as the horizon approaches, while a higher carbon price expands them for both technologies. Whether focus or diversification yields lower emissions depends on the calibration of model parameters. (Joint work with Alessio D'Amato and Katia Colaneri) 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) [RudigerFrey.png]

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Workshop Stochastic Analysis
by Francesco De Vecchi 16 Oct '26

16 Oct '26

Dear Colleagues, as a reminder of the upcoming event in Milan, please find below the link to join remotely: https://teams.microsoft.com/meet/3830920642157446?p=VWEb6diATLCzzVI2rY Bests, Frédéric Patras, Francesco C. De Vecchi, Stefania Ugolini. *Workshop: Stochastic Analysis* *Monday, October 19, 2026* *Milano, Sala Consiglio, Room 8012, 8-th Floor, Via Celoria 18*. Schedule: 10h-11h *Davide Bignamini *(University of Pavia), *Integration by parts, reversibility and Gibbs measures for SPDEs on the whole line* 11h-12h *Margherita Zanella *(Polytechnic University of Milano ), *Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen-Cahn-Navier-Stokes system with singular potential. * 14h00-15h00 *Emilio Ferrucci* (SISSA, Trieste), *Locality of rough path lifts of fractional Brownian motion* 15h00-16h00 *Lucio Galeati *(University of L'Aquila), *Fluctuations for mean field limits of singular interacting particle systems driven by fBm* The workshop is organized by *Francesco De Vecchi* (Università di Pavia), *Frédéric Patras* (CNRS-Université Cote d’Azur) e *Stefania Ugolini* (Università di Milano) as the second scientific event of the Intensive Research Trimester titled: "*Algebraic & Geometric Structures in Stochastic Calculus*" of the *Center for Training and Research*, in the framework of the Excellence Project 2023-2027 of the Department of Mathematics " “F. Enriques”, Milano. https://agssc.unimi.it/

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Professor position in probability theory at the University of Bern (open rank)
by Andrea Agazzi 16 Oct '26

16 Oct '26

Dear colleagues, The Department of Mathematics and Statistics at the University of Bern invites applications for a *tenure-track assistant professor, associate professor, or full professor of probability theory (80-100%)* More information on the position and the application procedure can be found on https://www.imsv.unibe.ch/about_us/prof_openings/index_eng.html The deadline for the application is* 15.11.2026 at 23:59* *Swiss time*. Best regards, Andrea Agazzi

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Antonio Lijoi Seminar at Ca' Foscari University, Venice - 19 October 2026
by Roberto CASARIN 16 Oct '26

16 Oct '26

Dear Colleagues Professor Antonio Lijoi (Bocconi University) will give the seminar: Hierarchical random measures for competing risks: from dependence to prediction Monday, October 19th at 12:15 CEST, Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice It will be possible also to attend on Zoom here: https://unive.zoom.us/j/84770510637?pwd=xobEkG3RtpDn5fyXoh7EbUqIKVjpbr.1 Meeting ID: 847 7051 0637 Passcode: M1sXJf All interested people are warmly invited to attend! 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. Kind regards rc -- Roberto Casarin, PhD Professor of Econometrics Fellow of the International Society for Bayesian Analysis Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://bayesian.org/ https://www.unive.it/vera <https://www.unive.it/isba2024>

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