February 2026 - 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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Seminario Padova - Bouchot
by alekos.cecchin＠unipd.it 08 May '26

08 May '26

Buongiorno a tutte/i, Vorremmo segnalarvi che Venerdì prossimo (6 Marzo) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Nicolas Bouchot (Universität Innsbruck) <https://www.uibk.ac.at/mathematik/personal/bouchot-nicolas/bouchotnicolas.h tml> website Title: Confined walk, interlacements and covering time Date: March 6, 2026, at 14:30, 2AB40 Abstract: Random interlacements are understood to naturally arise as a full-volume limit of random walks spending a long time inside a domain. However, this understanding is somewhat indirect, as it is often through ways of large deviations principles. In this talk, I will present a straightforward model: the random walk confined inside a domain. We obtain a precise coupling between this confined walk and some interlacements tilted by the first Laplace eigenvector on the domain. As an application, I will present asymptotics for the covering time of subdomains by the confined walk. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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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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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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Seminar by Prof. Frank den Hollander at IMT Lucca | March 4, 2026
by Anna Gallo 28 Feb '26

28 Feb '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Frank den Hollander* will visit IMT Lucca and give a seminar entitled *The Friendship Paradox for Social Networks* (see abstract below). The seminar will take place on: *March 4, 2026 – 3:00 PM* San Francesco Complex – Sagrestia IMT School for Advanced Studies Lucca Join online at: imt.lu/sagrestia . All the best, Anna ------------------------------ *Abstract: *Consider a group of individuals who form a social network. For each individual in the group compute its friendship-bias, i.e., the difference between the average number of friends of its friends and the number of its friends (all friendships are mutual), and average these numbers over all the individuals in the group. It turns out that the latter average is always non-negative, and is strictly positive as soon as not all individuals have exactly the same number of friends. This fact, which at first glance seems counterintuitive, goes under the name of friendship paradox. In this talk we model the social network as a graph and explain where the friendship paradox comes from. For sequences of random graphs that converge locally in an appropriate sense, we quantify the friendship paradox by identifying the limit of the empirical distribution of the friendship-biases of all the individuals. For two examples of random graphs, we work out the properties of this limit in detail. We further discuss variants of the model where we look at the number of friends at deeper levels and at quantities other than the number of friends. We close by offering an outlook on future challenges.

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Fwd: Assistant Professor in Mathematics (3 year position), University College Dublin
by Elia Bisi 27 Feb '26

27 Feb '26

Dear colleagues, I’m glad to circulate the announcement below. Best regards, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 27 Feb 2026 at 14:52 +0100 To: Neil O'Connell <Neil.oconnell(a)ucd.ie> Subject: Assistant Professor in Mathematics (3 year position), University College Dublin > Dear colleagues, > > The School of Mathematics and Statistics at University College Dublin is currently advertising a three-year Assistant Professor position in Mathematics, with closing date March 23. Preference will be given to applicants whose research is in the area of probability, although applicants from all areas of Mathematics are invited to apply. > > For more details, see > > https://www.jobs.ac.uk/job/DQQ295/lecturer-assistant-professor-in-mathemati… > > Please forward to anyone who you think might be interested. > > Best wishes, > Neil

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Call for applications - 2026 Bocconi Summer School on Causality and Graphical Models
by Antonio Lijoi 27 Feb '26

27 Feb '26

CALL FOR APPLICATIONS 2026 BOCCONI SUMMER SCHOOL IN STATISTICS AND PROBABILITY The 2026 edition of the Bocconi-StatML Summer School in Statistics and Probability, jointly organized by Bocconi University with the University of Oxford and Imperial College London, will take place JULY 8-17, 2026, at Villa del Grumello, Lake of Como, Italy. The topic of this year’s school is **Causality and Graphical Models** The main instructor is Aad van der Vaart (TU Delft). The summer school is open to all interested scholars and is particularly aimed at PhD students. The deadline for applications is: April 14, 2026. For more information, please visit: https://bss2026.lakecomoschool.org/ or contact BSS.statistics(a)unibocconi.it

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[Deadline extended] Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Feb '26

27 Feb '26

Care colleghe e colleghi, vogliamo ricordarvi il prossimo workshop di Junior Female Researchers in Probability, annunciato qui sotto. Il termine ultimo per registrarsi è stato posticipato al 15 marzo. Potete trovare maggiori informazioni alla pagina web: https://www.wias-berlin.de/workshops/JFRP26/. Vi prego gentilmente di diffondere questo annuncio a chiunque crediate possa interessare. Cordialmente, Alexander Zass > We're excited to announce the workshop > Junior Female Researchers in Probability, > taking place June 24–26, 2026 at TU Berlin. > > The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. > > Keynote lectures will be given by: > Patricia Alonso Ruiz (University of Jena) > Alison Etheridge (University of Oxford) > Patrícia Gonçalves (IST Lisbon) > > Additional invited talks will be given by: > Alejandra Avalos-Pacheco (JKU Linz) > Ofelia Bonesini (LSE London) > Chengcheng Ling (University of Augsburg) > > We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: > https://www.wias-berlin.de/workshops/JFRP26/ > The deadline for registration is March 1, 2026 [extended to March 15, 2026]. > > The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Random mailing list
by Marco Romito 27 Feb '26

27 Feb '26

[English below] Cari membri della lista, desideriamo informarvi che la mailing list Random è rimasta inattiva nell’ultima settimana a causa della sospensione dell’infrastruttura informatica che ospita la lista, in seguito a un tentativo non autorizzato di accesso a uno dei server. La mailing list è nuovamente operativa da questa mattina. Purtroppo l’interfaccia web https://lists.dm.unipi.it/postorius/lists/random.lists.dm.unipi.it/ non è ancora disponibile e non è quindi attualmente possibile, in particolare, inviare richieste di iscrizione e controllare gli archivi. Vi chiediamo gentilmente di inviare eventuali richieste ai nostri indirizzi email personali fino alla risoluzione dei problemi tecnici. Invieremo un ulteriore messaggio non appena il servizio sarà completamente ripristinato. Un caro saluto, Marco e Francesco %%%%%%%%%%%%%%%%%%%%%%%%%%% Dear list members, we would like to inform you that the Random mailing list has been inactive over the past week due to a shutdown of the IT infrastructure hosting the list, following an unauthorized attempt to access one of the servers. The mailing list has been operational again since this morning. Unfortunately, the web interface https://lists.dm.unipi.it/postorius/lists/random.lists.dm.unipi.it/ is still unavailable, and it is therefore not currently possible, in particular, to submit subscription requests and to access the list archives. We kindly ask you to send any such requests to our personal email addresses until the technical issues have been resolved. We will send a further message once full service has been restored.

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[DEADLINE APPROACHING SOON] PhD and Postdoc opportunities at University of Oslo
by Leonardo Tarquini 27 Feb '26

27 Feb '26

Dear All, Deadline approaching soon for some opportunities within the group of Risk and Stochastics at the Department of Mathematics, University of Oslo. Up to 2 PhD positions in stochastic analysis and computational mathematics. Connection to SURE-AI community Read here: https://www.jobbnorge.no/en/available-jobs/job/294743/phd-research-fellow-i… One Postdoc position in stochastic analysis for research lovers in a simmering group. Read here: https://www.jobbnorge.no/en/available-jobs/job/294745/postdoctoral-research… Deadline for application March 1st, 2026! Please help us distribute this information widely. Best regards, Giulia and Leonardo

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SPASS seminars: G. Cipolloni and R. Fukuizumi - Tue 3 Mar
by Elia Bisi 26 Feb '26

26 Feb '26

Dear Colleagues, We would like to invite you to the following two SPASS seminars (joint organised by UniPi, SNS, UniFi and UniSi) on Tuesday 3rd March: 14.00-15.00: Logarithmically correlated fields from large random matrices (Aula Tricerri, Dipartimento di Matematica e Informatica, Università di Firenze) by Giorgio Cipolloni (Tor Vergata). 15.00-16.00: Phi^4_d model associated with the harmonic oscillator (Aula Riunioni ex-DMA, Dipartimento di Matematica, Università di Pisa) by Reika Fukuizumi (Waseda University, Japan). Both talks will be also streamed online here: meet.google.com/ydw-gsjr-vza On behalf of the organisers, Elia Bisi ------------------- Abstract (Cipolloni): 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. ------------------- Abstract (Fukuizumi): We present recent developments in the mathematical study of the stochastic Gross–Pitaevskii equation, as a mathematical model for Bose–Einstein condensates subject to thermal fluctuations, such as those occurring near the critical temperature of condensation. In this regime, interactions between the condensate and the surrounding thermal cloud of non-condensed atoms must be incorporated in a way consistent with the fluctuation–dissipation principle, ensuring relaxation toward the correct physical equilibrium. The damping and noise terms are precisely balanced so that the dynamics formally admits a Gibbs measure associated with the Gross–Pitaevskii Hamiltonian as an invariant measure. This talk, which will be on the existence of the local / global solution, construction of the Gibbs measure, and long time behaviors, is a summary of several collaborative works with A. de Bouard, A. Debussche, A. Deya, T. Iwabuchi, L. Thomann. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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OWABI- Shreya Sinha Roy - February 26 - 11am Uk time
by Umberto Picchini 26 Feb '26

26 Feb '26

Dear all, The next OWABI www.warwick.ac.uk/owabi <http://www.warwick.ac.uk/owabi> seminar is quickly approaching. Our next speaker is Shreya Sinha Roy <https://warwick.ac.uk/fac/sci/statistics/staff/research_students/sinharoy/> (University of Warwick), who will talk about "Prequential posteriors" on *Thursday the 26th February at 11am UK* time, with an abstract reported below. The talk will be streamed on 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 link below *Join: *_https://teams.microsoft.com/meet/32189045171547?p=HltIhSAIPRyOBZfj2M <https://teams.microsoft.com/meet/32189045171547?p=HltIhSAIPRyOBZfj2M>_ Meeting ID: 321 890 451 715 47 Passcode: Ek7Su3TJ We are looking forward to seeing you at the next OWABI seminar, Best, Umberto on the behalf of the OWABI seminar organisers *Speaker*: Shreya Sinha Roy <https://warwick.ac.uk/fac/sci/statistics/staff/research_students/sinharoy/> (University of Warwick) *Title*: Prequential posteriors *Abstract:* Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas, but assimilating data into such models is challenging due to their intractable likelihood functions. This limitation restricts the use of standard Bayesian data assimilation methodologies for DGFMs. To overcome this, we introduce prequential posteriors, based upon a predictive-sequential (prequential) loss function; an approach naturally suited for temporally dependent data which is the focus of forecasting tasks. Since the true data-generating process often lies outside the assumed model class, we adopt an alternative notion of consistency and prove that, under mild conditions, both the prequential loss minimizer and the prequential posterior concentrate around parameters with optimal predictive performance. For scalable inference, we employ easily parallelizable wastefree sequential Monte Carlo (SMC) samplers with preconditioned gradient-based kernels, enabling efficient exploration of high-dimensional parameter spaces such as those in DGFMs. We validate our method on both a synthetic multi-dimensional time series and a real-world meteorological dataset; highlighting its practical utility for data assimilation for complex dynamical systems. *Keywords*: diffusion models, simulation based inference, sequential methods. *Reference*: S. S. Roy, R. Everitt, C. Robert, R. Dutta. Prequential posteriors <https://arxiv.org/pdf/2511.17721v1>. Preprint at ArXiv:2511.17721, 2025. -- ____________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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Simone Padoan in Venice, Seminar at Ca' Foscari University of Venice - 2 March 2026
by Roberto CASARIN 26 Feb '26

26 Feb '26

Dear Colleagues, Prof. Simone Padoan from Bocconi University will give the seminar *Accurate Bayesian inference for tail risk extrapolation in time series* Monday, 2 March, at 12:15 CET in Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice. All the interested people are warmly invited to attend in person or online! Best regards Roberto Casarin It will also be possible to attend on Zoom here: https://unive.zoom.us/j/83496270992?pwd=Oy3eumWCbEZweVbK6aasre418l043U.1 More information available here: https://www.unive.it/data/agenda/3/109019 Title Accurate Bayesian inference for tail risk extrapolation in time series Abstract Temporal dependence is common in many applications, from financial time series to those in climate science, and it affects the behavior of extremes by inducing clustering. As a result, time series data contain less effective information than independent samples, leading to greater uncertainty in extreme value analysis. In this work, we study the Peaks-Over-Threshold (POT) framework, the most widely used method for modeling and estimating univariate extremes, within (strictly) stationary time series under weak mixing conditions. We propose a Bayesian inferential procedure based on the Generalized Pareto (GP) model, specifically tailored to time series settings, which enables extrapolation of both marginal (pertaining to the stationary distribution) and dynamic (conditional on the past) tail risks. We investigate the theoretical accuracy guarantees for our approach and to do so we derived some global properties of the underlying likelihood that had not been previously analyzed. Extensive simulations and real-data applications demonstrate the good inferential performance and practical relevance of the proposed methodology. -- 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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Seminar Löcherbach at Tor Vergata, March 2
by Michele Salvi 26 Feb '26

26 Feb '26

Dear all, On Monday, March 2nd, 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 Eva Löcherbach (Université Paris 1 - Panthéon-Sorbonne) with the seminar “Conditional propagation of chaos for mean field systems of interacting neurons” Abstract: Joint work with Dasha Loukianova and Elisa Marini We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position. When this happens, all the other particles of the system receive a small random kick which is distributed according to a random variable belonging to the domain of attraction of an alpha-stable law, suitably scaled, for some alpha in between 0 and 2. We call these jumps ''collateral jumps''. Moreover, the jumping particle itself undergoes a macroscopic, ''main'' jump. Such systems appear in the modeling of large neural networks, such as the human brain. I will discuss how the system behaves in the large population limit, and how this limiting behavior depends on the value of alpha. In particular, using a representation of the collateral jump sum as a time-changed random walk, I will explain how we obtain convergence in law, in Skorokhod space, of the system to a limit infinite-exchangeable system of SDEs driven by a common stable process (or a common Brownian motion) which arises due to the central limit theorem and constitutes a common noise term in the dynamics of all the limit particles. Finally, I will discuss how this is related to the property of ''conditional propagation of chaos’'. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Löcherbach | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/31686276169081?p=u3ZZbGzRuTvsF5IifN> The seminar is part of the Excellence Project MatMod@TOV.

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Rajarshi Guhaniyogi and Sharmistha Guha Seminars at Ca' Foscari University of Venice - 4 March 2026
by Roberto CASARIN 26 Feb '26

26 Feb '26

Dear Colleagues, I'm pleased to invite you to the Department Seminars, which will be held on Wednesday, 4th of March, 10:00-12.30 CET, in Meeting Room 1 with the following schedule: - 10:00-11:00 CET: Rajarshi Guhaniyogi (Texas A&M University), *Bridging Statistical, Scientific and Artificial Intelligence: Trustworthy Deep Neural Networks for Complex Structured Data* - 11.30- 12.30 CET: Sharmistha Guha (Texas A&M University), *Neural Network Gaussian Processes for Multiplex Networks: Joint Modeling of Dynamics and Attributes under Partial Observation* All the interested people are warmly invited to attend in person or online! Best regards Roberto Casarin (and on behalf of the Organizing Committee) More information available here: Link Zoom: bit.ly/insem-2425 ID: 880 2639 9452 Passcode: InSem-2425 https://www.unive.it/data/agenda/3/110469 https://www.unive.it/data/agenda/3/110466 Title: Bridging Statistical, Scientific and Artificial Intelligence: Trustworthy Deep Neural Networks for Complex Structured Data Abstract: The explosive expansion of large, structured datasets is radically transforming the landscape of statistical inference, unlocking unprecedented possibilities while simultaneously introducing formidable challenges. Although hierarchical Bayesian methods offer a gold standard for principled inference and rigorous uncertainty quantification, they falter in terms of scalability when confronted with the high dimensionality and sheer scale of modern data. Deep Neural Networks (DNNs) have made remarkable strides on the scalability front, yet their use in the literature remains largely as opaque, black-box that are ill-suited for inference, particularly with structured data. To overcome these barriers, we introduce DNN-based generative models, precisely engineered for two complex and impactful domains: (i) functional output regression with functional and network-valued inputs, and (ii) functional factor modeling for multivariate functional datasets. Our framework leverages the connection between variational deep Gaussian processes and DNNs, delivering transparent and interpretable inference via well-calibrated uncertainty quantification, and achieving rapid, Markov Chain Monte Carlo (MCMC)-free optimization for high-resolution, large-sample scenarios. We reveal how Bayesian nonparametric principles and cutting-edge deep learning can be seamlessly unified, positioning deep Gaussian process priors at the forefront for scalable generative modeling of object-valued data. Demonstrating the framework’s practical strength, we showcase compelling real-world applications, including image-on-image regression and large-scale remote sensing for the carbon-water cycle. This work is in collaboration with the postdoctoral scholar Dr. Yeseul Jeon, as well as scientists from the UC San Francisco Medical School. Title: Neural Network Gaussian Processes for Multiplex Networks: Joint Modeling of Dynamics and Attributes under Partial Observation Abstract: Terrorism networks are dynamic, multiplex, and often partially observed, demanding uncertainty-aware inference. This talk presents Dynamic Joint Learner, a Bayesian framework that jointly models the co-evolution of multiplex layers and node attributes using shared, time-varying latent factors. These latent trajectories are governed by neural network Gaussian processes, combining deep-network expressiveness with principled uncertainty propagation. The method supports predictive inference on hidden links, evolving organizational attributes (size, ideology, leadership, operational capacity), and emergent communities, including friend-foe structures. Simulation studies and an application to interactions among prominent terrorist organizations show improved performance over existing approaches for link prediction, attribute forecasting, and clustering, with calibrated uncertainty. The framework offers a practical toolkit for analysts working with partially observed, co-evolving networks and is broadly applicable beyond counter-terrorism. -- 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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Seminar Löcherbach at Tor Vergata, March 2
by Michele Salvi 26 Feb '26

26 Feb '26

Dear all, On Monday, March 2nd, 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 Eva Löcherbach (Université Paris 1 - Panthéon-Sorbonne) with the seminar “Conditional propagation of chaos for mean field systems of interacting neurons” Abstract: Joint work with Dasha Loukianova and Elisa Marini We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position. When this happens, all the other particles of the system receive a small random kick which is distributed according to a random variable belonging to the domain of attraction of an alpha-stable law, suitably scaled, for some alpha in between 0 and 2. We call these jumps ''collateral jumps''. Moreover, the jumping particle itself undergoes a macroscopic, ''main'' jump. Such systems appear in the modeling of large neural networks, such as the human brain. I will discuss how the system behaves in the large population limit, and how this limiting behavior depends on the value of alpha. In particular, using a representation of the collateral jump sum as a time-changed random walk, I will explain how we obtain convergence in law, in Skorokhod space, of the system to a limit infinite-exchangeable system of SDEs driven by a common stable process (or a common Brownian motion) which arises due to the central limit theorem and constitutes a common noise term in the dynamics of all the limit particles. Finally, I will discuss how this is related to the property of ''conditional propagation of chaos’'. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Löcherbach | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/31686276169081?p=u3ZZbGzRuTvsF5IifN> The seminar is part of the Excellence Project MatMod@TOV.

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Deep patterns announcement
by Emilio N.M. Cirillo 26 Feb '26

26 Feb '26

Dear Colleagues, We are pleased to announce the workshop Deep Patterns, which will take place from May 18 (10:00) to May 22 (15:00) in EURANDOM (https://www.eurandom.tue.nl/event/deep-patterns/) The workshop aims to foster the emergence of a shared scientific community, encouraging dialogue between diverse methods and viewpoints to better understand the complex nature of patterns and to support progress in an area that is rapidly gaining prominence in modern applied science. We hope many of you will join us! With best regards, Adriano Barra, Emilio Cirillo, C. Spitoni, W. Ruszel -- ************************************ Emilio N.M. Cirillo Dipartimento SBAI Sapienza Universita` di Roma via A. Scarpa 16, 00161 Roma, Italy. Tel.: +39 06 4976 6808 E_mail: emilio.cirillo(a)uniroma1.it ************************************ -- *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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[STAR Seminars] Wed Feb 25 - Yi Feng
by Leonardo Tarquini 18 Feb '26

18 Feb '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, February 25th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/61698784374>. The speaker is Yi Feng (Aarhus University) with the talk: Title: Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games Abstract: Since Polyak's pioneering work, heavy ball momentum has been widely studied in minimization problems. However, its role in min-max games remains largely unexplored. As a key component of practical min-max algorithms like Adam, this gap limits their eﬀectiveness. In this talk, I will present a continuous-time analysis for heavy ball momentum in min-max games. I will focus on two aspects: convergence to equilibrium and implicit gradient regularization, which describe how momentum shapes the interaction between algorithmic trajectories and the geometry of the min-max loss landscape. We will see that the behavior of heavy ball momentum in min-max games is significantly diﬀerent from that in minimization. Bio: Yi Feng is a Postdoctoral researcher at Aarhus University. His research focuses on understanding the learning dynamics in games and their applications in machine learning. His research is supported by a Danish Data Science Academy Postdoctoral Fellowship. This seminar is jointly organised in collaboration with Trung Tuyen Truong<https://www.mn.uio.no/math/english/people/aca/tuyentt/> from the Several Complex Variables, Logic and Operator algebras group<https://www.mn.uio.no/math/english/?vrtx=unit-view&areacode=151365> at UiO. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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SPASS seminar: Tianyi Li
by Mario Maurelli 18 Feb '26

18 Feb '26

Dear colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Generative Diffusion Models for Lagrangian Turbulence* by *Tianyi Li* (Università degli Studi di Roma Tor Vergata) The seminar will take place on *Tuesday, 24.02.2026* at *14:00 CET* in Saletta Riunioni, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/stc-xonf-yrx>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> --------------------------------------- *Title: Generative Diffusion Models for Lagrangian Turbulence* *Abstract: Lagrangian turbulence plays a central role in transport and dispersion, yet modeling the intermittent and non-Gaussian nature of particle trajectories remains a major challenge. In this talk, we present a generative framework based on diffusion models to learn and sample the probability distribution of turbulent particle motion directly from data. The model generates single-particle trajectories in three-dimensional turbulence at high Reynolds numbers and reproduces key statistical properties across scales, including heavy-tailed velocity increments, anomalous scaling, and intermittency near the dissipative range. We further extend the approach to inertial particles (tracers, heavy, and light) and to the probabilistic reconstruction of missing velocity data along trajectories, with applications to real ocean drifter observations. In all cases, the generated signals retain realistic scale-dependent and non-Gaussian features. These results suggest diffusion models as a new probabilistic tool for studying and reconstructing Lagrangian turbulence. This work was supported by the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (Grant Agreement No. 882340).*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri
by Sonia Mazzucchi 18 Feb '26

18 Feb '26

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://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: * Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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Seminar: Leonardo Maini - Mon 23 Feb at Milano-Bicocca
by Maurizia Rossi 17 Feb '26

17 Feb '26

Dear all, It is a pleasure to announce the following probability seminar Speaker:* Leonardo Maini* *(Univ. Roma Tor Vergata)* Date and place: *Monday** 23 February 2.30pm-3:30 pm -- **ATLAS building, room* *U1-04*, *Univ. Milano-Bicocca* (Piazza della Scienza 1, Milano) . Title: *Non-universal fluctuations for functionals of random neural networks* Abstract: We establish central and non-central limit theorems for sequences of functionals of the limiting Gaussian output of random neural networks on the sphere. We show that the asymptotic behaviour is determined by the fixed points of the covariance kernel and leads to three possible regimes: convergence to the same functional evaluated at a limiting Gaussian field, convergence to a Gaussian distribution, or convergence to a spherical Rosenblatt/Hermite-type distribution. More generally, we show that the transition between these behaviours is governed by the uniforme order of integrability (up to controlled errors) of the renormalized covariance function. This mechanism is closely related to what happens for Gaussian fields with regularly varying covariances at infinity in the Euclidean setting, and reveals an analogous structure on the sphere. Based on a joint work with S. Di Lillo and D. Marinucci. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Gianmarco Del Sarto 19/02 - Luiss
by Marta Leocata 17 Feb '26

17 Feb '26

Cari Colleghi, vi segnalo che giovedì 19 Febbraio alle ore 12, presso l’aula seminari 304b della sede LUISS di viale Romania 32, Gianmarco Del Sarto (TU Darmstadt ) terrà un seminario dal seguente titolo e abstract: Title: Beyond warming: how greenhouse gases emissions can amplify polar temperature fluctuations Abstract: Climate change affects not only average temperatures but also their variability. Using a simple energy-balance model for the Arctic, we explain why temperature fluctuations can increase as radiative forcing (linked to CO_2) rises. Fast random variations in incoming solar energy represent weather, while temperature evolves more slowly. Because sea ice makes sunlight absorption strongly temperature-dependent, warming and ice loss make the system more sensitive to the same weather fluctuations. This yields a stochastic temperature equation and the key message: in the ice-affected regime, stronger forcing amplifies long-term temperature variance. This is a joint work with F. Flandoli and M. Lenzi. Tutti gli interessati sono invitati a partecipare. Saluti, Marta Leocata

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Upcoming PhD Course: Python for Finance at Roma Tre University
by Francesco Cesarone 16 Feb '26

16 Feb '26

Dear All, I am pleased to announce a new PhD course, "Python for Finance," offered as part of the PhD Program in Quantitative Finance and organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Python for Finance (PhD Course) Lecturer: Kevyn Stefanelli – Professor in Finance, Università degli Studi della Tuscia (DEIM) Total workload: 24 hours (8 lectures of 3 hours each) Schedule (15:00–18:00): * Monday, 23 February * Monday, 2 March * Monday, 9 March * Monday, 16 March * Monday, 23 March * Monday, 13 April * Monday, 20 April * Monday, 27 April Location: Department of Business Studies – Roma Tre University Via Silvio D’Amico, 77, 00145 Rome, Italy This course features a hands-on sequence of lectures using Jupyter Notebooks, blending live coding, guided exercises, and interactive discussions. Applications include financial data analysis, risk measurement, and portfolio optimization. Logistics / Registration: Due to organizational constraints, interested participants are kindly requested to email Francesco Cesarone (francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it>) and Fabio Fraschetti (fabio.fraschetti(a)uniroma3.it<mailto:fabio.fraschetti@uniroma3.it>) to register. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone

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Coding Week in Crete (June 2026) – Hyperbolicity Meets Stochasticity
by Francesco Giuseppe Cordoni 16 Feb '26

16 Feb '26

Dear colleagues, I want to advertise a Coding Week that will take place in Crete, 21-26 June 2026 https://elenagaburro.it/sunhype2026.html The event is organized into six working groups, each led by a professor/researcher. The main theme of the week is hyperbolic equations. One of the proposed projects is titled "Hyperbolicity Meets Stochasticity." The project focuses on the development and implementation of numerical methods for stochastic hyperbolic conservation laws. The stochastic components are addressed using advanced Monte Carlo techniques, such as multilevel Monte Carlo. Participants are expected to have a background in numerical methods for hyperbolic problems, while only minimal prior knowledge of stochastic concepts is required (e.g., familiarity with normal distributions and expected values). A central focus of the project will be to investigate which discrete solutions of stochastic hyperbolic problems preserve key structural properties. The event is particularly aimed at PhD students and early-career researchers (up to 3–4 years after the PhD). There are currently still open spots in this group. If you know potential candidates who might be interested, I would be very grateful if you could share this opportunity. For further information or expressions of interest, please contact Prof. Elena Gaburro (University of Verona) at elena.gaburro(a)univr.it. Best regards, Francesco G. Cordoni - Ph.D. Associate professor -------------------------------------------------- Laboratory of Applied Mathematics Department of Civil, Environmental and Mechanical Engineering University of Trento Via Mesiano,77, 38123 Trento, ITALY e-mail: francesco.cordoni(a)unitn.it --------------------------------------------------

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