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

FRIT2026 Workshop – Announcement and Call for Participation
by Alessandro Doldi 14 Apr '26

14 Apr '26

Dear colleagues, we are pleased to announce the workshop Frontiers in Risk and Investment Theory (FRIT 2026), which will take place at Hotel La Palma, Stresa (Lake Maggiore, Italy), on September 20–22, 2026. The aim of the workshop is to bring together researchers in several areas of Mathematical Finance to present and discuss recent developments in the field. The conference will be held in person. The program will feature invited lectures by: Beatrice Acciaio, Francesca Biagini, Jean-Pierre Fouque, Massimo Marinacci, Thilo Meyer-Brandis, Jan Obłój, Wolfgang Runggaldier, Walter Schachermayer, Martin Schweizer, Nizar Touzi. The conference will also be a special occasion to celebrate the 65th birthday of Marco Frittelli. A small number of slots are available for contributed talks. Participants interested in giving a short presentation are kindly invited to contact us at conferencefrit26(a)gmail.com<mailto:conferencefrit26@gmail.com>, including a proposed title and a brief abstract. Participation is free of charge, but registration is mandatory. The deadline for registration is June 30, 2026. Please note that the number of participants is limited. Further information is available at: https://sites.google.com/view/<https://sites.google.com/view/frit2026><https://sites.google.com/view/frit2026>frit2026<https://sites.google.com/view/frit2026> We would be grateful if you could circulate this announcement among colleagues who may be interested. We look forward to welcoming you to Stresa. Best regards, The Organizing Committee

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Procedura selettiva 2026RTT02 - Università di Padova
by Alessandra Fabbri Colabich 14 Apr '26

14 Apr '26

Si informa che è stato pubblicato il bando *2026RTT02 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 5 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022. In particolare, presso il Dipartimento di Scienze Statistiche: - uno nel *GSD 13/STAT-01*, SSD STAT-01/A STAT-01/B (Allegato 2) Info al link: https://www.unipd.it/procedura-2026RTT02 *Scadenza: 11.05.2026 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- *dott.ssa Alessandra Fabbri Colabich* Dipartimento di Scienze Statistiche Università degli Studi di Padova Complesso di Santa Caterina - Via Cesare Battisti 241 - 35121 Padova T +390498274195 unipd.it ---------------------------------------------------------- *RISPETTA L'AMBIENTE. STAMPA SOLO SE NECESSARIO*

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Tutorial on group-theoretic methods for Markov-chain mixing times
by Enrico Scalas 14 Apr '26

14 Apr '26

Dear Colleagues, On Wednesday 15 April 2026, in Room A6, via Ariosto 25, Rome, from 16:45 to 18:15, Lorenzo Facciaroni will present a seminar on: Introduction to group-theoretic methods for Markov-chain mixing times: The example of the random walk on the hypercube. The seminar is part of the course Stochastic Processes for Data Science, but external attendance is welcome. Due to limited seat numbers, if you are interested in joining, just send a message to: enrico.scalas(a)uniuroma1.it Best regards, Enrico Scalas

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Call for expressions of interest: PhD positions in Verona
by Athena Picarelli 13 Apr '26

13 Apr '26

Dear all, We are looking for PhD students for the track *"Mathematics and Data Analytics for Finance" *of our* PhD program in "Economics and Finance"*. This is a 4-year PhD program. The objective of the "Mathematics and Data Analytics for Finance" track is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Lorenzo Frattarolo, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Catia Scricciolo, Sara Svaluto-Ferro under the supervision of Athena Picarelli (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. To express your interest, please send your CV to *athena [dot] picarelli [at] univr [dot] it* The call will officially open by the first week of May. You can find further information on the group of researchers in *Financial and Insurance Mathematics and Econometrics* of the University of Verona at the following link: https://linux2.dse.univr.it/quantlab/index.html Best wishes, Athena Picarelli -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Funded PhD Opportunity in Decentralized Finance at Dublin City University
by Paolo Guasoni 13 Apr '26

13 Apr '26

Expressions of interest are invited for a funded PhD position in Decentralized Finance at Dublin City University, beginning on 1 October 2026. The position offers a stipend of EUR 25,000 per year. Candidates should have strong training in mathematics, familiarity with programming, and a strong interest in decentralized finance. Interested candidates should send a CV, transcripts (undergraduate and above), and the names and email addresses of their referees to paolo.guasoni(a)dcu.ie by 30 April 2026. Successful candidates will be invited to an online interview by 15 May 2026. Best regards, Paolo Guasoni -- Séanadh Ríomhphoist / Email Disclaimer Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Tá cosc iomlán ar scaipeadh, dháileadh nó chóipeáil neamhúdaraithe ar an teachtaireacht seo agus ar aon cheangaltán atá ag dul leis. Má tá an ríomhphost seo faighte agat trí dhearmad cuir sin in iúl le do thoil don seoltóir agus scrios an teachtaireacht. D’fhéadfadh sé gurb iad tuairimí an údair agus sin amháin atá in aon tuairimí nó dearcthaí atá curtha i láthair sa ríomhphost seo agus níor chóir glacadh leo mar thuairimí nó dhearcthaí Ollscoil Chathair Bhaile Átha Cliath. Ní ghlactar leis go bhfuil cumarsáid ríomhphoist den sórt seo saor ó víreas, in am, slán, nó saor ó earráid agus ní ghlacann Ollscoil Chathair Bhaile Átha Cliath le dliteanas in aon chás den sórt sin ná as aon iarmhairt a d’eascródh astu. This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Any unauthorised dissemination, distribution or copying of this message and any attachments is strictly prohibited. If you have received this e-mail in error, please notify the sender and delete the message. Any views or opinions presented in this e-mail may solely be the views of the author and cannot be relied upon as being those of Dublin City University. E-mail communications such as this cannot be guaranteed to be virus-free, timely, secure or error-free and Dublin City University does not accept liability for any such matters or their consequences. -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminar Keles at Tor Vergata, April 20
by Michele Salvi 13 Apr '26

13 Apr '26

Dear all, On Monday, April 20th, 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 Ahmet Keles (New York University), with the seminar “Fisher-Hartwig asymptotics for non-Hermitian random matrices” Abstract: In this talk, I will present the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. A key focus of the talk will be the surgery method we developed to handle these singularities and establish global asymptotics. I will also discuss applications of this result, including the convergence of the characteristic polynomial of random normal matrices to Gaussian Multiplicative Chaos measure. Based on joint work with Paul Bourgade, Guillaume Dubach, and Lisa Hartung. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar: Keles | Join meeting in Teams | Microsoft Teams <https://teams.microsoft.com/meet/350026120586403?p=39yQDfTb2SlgxQXC1W> The seminar is part of the Excellence Project MatMod@TOV.

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Sylvia Fruehwirth-Schnatter Seminar at Ca' Foscari University of Venice - 20 April 2026
by Roberto CASARIN 13 Apr '26

13 Apr '26

Dear Colleagues Professor Sylvia Fruehwirth-Schnatter (Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Austria) will give the seminar: Skew Sparse Bayesian Factor Analysis Monday, April 20 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/83783375271?pwd=va9ph6IbOQmMth9FJMCtelXv7ahUeu.1 All the interested people are warmly invited to attend! Abstract: Factor analysis is a popular method to obtain a sparse representation of the covariance matrix of multivariate observations and to uncover the unobserved driving factors behind observed correlation. A challenge for factor models is to estimate the unknown number of factors and to recover an interpretable factor loading matrix from the data. Research in the area of sparse Bayesian factor analysis successfully addresses these issues within a Bayesian framework through the help of variable selection and shrinkage priors, see Frühwirth-Schnatter, Hosszejni and Lopes, 2025 for a recent review. Most approaches to sparse Bayesian factor analysis, however, rely on the assumption that the idiosyncratic errors are Gaussian. In the present talk, this restrictive assumption is alleviated by assuming that the idiosyncratic error follow Azzalini’s multivariate skew-normal or skew-t distribution. Such a non-Gaussian factor model has a stochastic representation as a Gaussian factor model with an additional factor following a truncated standard normal distribution and the skewness parameters acting a factor loadings. This representation is exploited in the present talk to perform sparse Bayesian inference and learn the number of factors and the sparse loading matrix also for non-Gaussian factor models. Applications to financial time series will serve as an illustration. More information available here: https://www.unive.it/data/agenda/3/109034 -- 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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[SURE-AI @ STAR Seminars] Wed Apr 22 - Luca Galimberti
by Leonardo Tarquini 13 Apr '26

13 Apr '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Wednesday, April 22nd, 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/69338752617>. The speaker is Luca Galimberti (King's College London) with the talk: Title: Deep Learning methods for Limit Order Books: an Infinite-Dimensional Perspective Abstract: Moving from the optimal liquidation problems proposed by Abi Jaber and Neuman (2024), we study operator learning in the context of linear propagator models with transient price impact à la Bouchaud et al. (2004) and Gatheral (2010). Transient price impact persists and decays over time according to some square integrable propagator kernel H. More specifically, we show that the optimal execution strategy u = u(H) depends continuously on H, therefore giving rise to a highly non-linear continuous solution operator S between suitable infinite-dimensional Banach spaces. In view of an appropriate infinite-dimensional Universal Approximation Theorem, this operator S can in turn be approximated via ad hoc neural architectures, offering a quick to evaluate surrogate of the operator S in rapidly varying market conditions. The seminar is in the interest of SURE-AI - Sustainable, Risk-Averse and Ethical AI<https://www.sure-ai.no>. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Next Webinar PRISMA - April 13, 2026 - Speakers: Jodi Dianetti & Giorgio Ferrari
by Luciano Campi 13 Apr '26

13 Apr '26

Webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for Monday, April 13, 2026. The speakers will be Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (University of Bielefeld), who will speak on: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems According to the following schedule 16:00 1st seminar 16:30 Break and discussions 16:45 2nd seminar 17:15 Conclusions and discussions The abstract can be found below. The seminars will be streamed on Teams at the following link: <https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> teams.microsoft.com<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> [X]<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi %%%%%%%%%%%%%%%%%%%%%%%%%%%% SPEAKERS: Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (Bielefeld University) TITLE: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems ABSTRACT: This talk is divided into two parts, both devoted to stochastic control problems with singular controls. In both cases, a connection with optimal stopping plays a key role, although it arises in different ways and from different perspectives. In the first part, we consider optimal stopping problems from a reinforcement learning perspective. We formulate the stopping decision through randomized stopping times, modeled by bounded, nondecreasing, càdlàg control processes, and introduce an entropy regularization that promotes exploration. The resulting problem can be rewritten as a degenerate, finite-fuel singular stochastic control problem. Using dynamic programming, we characterize the optimal exploratory policy, obtain semi-explicit solutions in a real-option setting, analyze the vanishing-entropy limit, and propose a policy-iteration reinforcement learning algorithm with convergence guarantees. In the second part, we turn to mean-field control problems with singular controls over a finite horizon, allowing for general dependence on the distribution of the state. We show that these problems can be linked to a mean-field game with singular controls, and that equilibria of this game yield optimal controls for the original problem. For a mean-field version of the classical monotone follower problem, the associated equilibrium is characterized by exploiting its connection with optimal stopping together with a Kakutani-Fan-Glicksberg fixed-point argument, leading to a complete characterization of the optimal control in terms of a moving free boundary that uniquely solves a nonlinear integral equation. The talk is based on (ongoing) joint works with Andrea Amato, Federico Cannerozzi, and Renyuan Xu. --------------------------------------------------------

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Liuren Wu Seminar - University of Florence, DISEI, April 21
by Federico Maglione 12 Apr '26

12 Apr '26

Dear Colleagues, We are pleased to announce that Prof. Liuren Wu will be visiting the Department of Economics and Management (DISEI) at the University of Florence and will deliver a seminar on Tuesday, April 21st. Speaker: Liuren Wu (Zicklin School of Business, Baruch College, City University of New York) Title: Separate Risk from Optionality Abstract: Investors are averse to risk but love convex payoffs. This paper proposes to use a security’s delta and vega exposures to differentiate the contributions from linear risks and convex payoffs. We construct the delta and vega exposures on the stock and bond of a company through a classic structural model representation, and build a joint stock and bond return factor model linking their return variation to their delta and vega exposure estimates. The delta factor portfolio targeting linear asset return risk generates a significantly positive average excess return. The vega portfolio targeting the optionality exposure generates a significantly negative average excess return. The separation of asset return risk from optionality sheds light on several market observations, including the distress puzzle in the stock and bond markets, the bet-against-beta anomaly, and time-varying stock-bond co-movements. The seminar will be held in person at 2:45 PM at DISEI, Via delle Pandette 9, 50127 Florence, Aula Bracco (1st floor, Building D6). Best Regard, Federico Maglione, PhD Assistant Professor of Mathematical Finance Erasmus+ Delegate ¦ Degree in Sustainable Business for Societal Challenges UNIVERSITY OF FLORENCE Department of Economics and Management Via delle Pandette, 9, 50127 Firenze

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Openings in Math at Wrocław Tech
by Krzysztof Bogdan 11 Apr '26

11 Apr '26

Dear Colleagues! The Faculty of Pure and Applied Mathematics at Wrocław University of Science and Technology is one of Poland's leading centers for mathematical research. We have a few faculty openings for Assistant Professors and Associate Professor with deadlines 3 or 7 May, respectively: https://euraxess.ec.europa.eu/jobs/424923 https://euraxess.ec.europa.eu/jobs/424891 https://euraxess.ec.europa.eu/jobs/424927 https://euraxess.ec.europa.eu/jobs/425905 We also have 12 positions for PhD students (deadline 2 June): https://szd.pwr.edu.pl/en/for-candidates/admission-procedure Please forward to those interested. With best regards, Krzysztof Bogdan

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JOBS | 2 PhDs and 1 postdoc position in statistics/ML, University of Oslo (Norway)
by Valeria Vitelli 10 Apr '26

10 Apr '26

Dear all, three fully funded positions in (bio)statistics/ML are available at the Oslo Centre for Biostatistics and Epidemiology <https://www.med.uio.no/imb/english/research/centres/ocbe/>, University of Oslo (UiO), Norway. See the details below. I would be very grateful if you could share the vacancies with talented candidates who might be interested in the positions. All the best, Valeria ---------------------------------------------------------------------------------------------------------------- *PhD positions: *We are looking for two motivated PhD candidates to work at the intersection of machine learning, probabilistic modelling, and genetics. - Project 1: The goal is to develop a new class of methods for analysing tensors with complex latent dependencies, using machine learning models combined with efficient Bayesian inference (e.g., variational approximation) - Project 2: The goal is to develop a new class of generative models for discrete sequence data, combining diffusion models and coalescent theory The *3-years postdoc position *is linked to a project recently funded by the Research Council of Norway concerning Bayesian models for unsupervised learning when multiple data sources are available, mostly tailored to the case of probabilistic recommender systems. *Salary & quality of life:* Norway offers competitive PhD / postdoc salaries, typically around 2,500-3000€ net per month, with a cost of living comparable to large European cities (Paris, London). Healthcare is free and Oslo is wonderful (ski slopes accessible by metro). All three positions will be connected to Integreat, the Norwegian Centre for Knowledge-driven ML <https://www.integreat.no/>, already gathering around 25 PhD students and a lively and stimulating environment for an early-career researcher; the hired candidates will also be involved in the broader activities of my larger research group on Statistical models for high-dimensional and functional data <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> . *More info and how to apply* 👉 PhD position 1 (deadline *April 19th*): https://www.jobbnorge.no/en/available-jobs/job/297729/phd-position-in-stati… PhD position 2 (deadline *end of April*): link to apply shall be posted on Monday here <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> Postdoc position (deadline *April 19th*): https://www.jobbnorge.no/en/available-jobs/job/297730/postdoc-position-in-s… Contact persons / supervisors: William Denault (williade(a)uio.no) Valeria Vitelli ( valeria.vitelli(a)medisin.uio.no) -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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Call for application PhD in Economics Ca' Foscari University a.y. 2026-27 - spread the news!
by Antonella Basso 10 Apr '26

10 Apr '26

Dear colleague, The call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/web/it/259/bando-annuale [ITALIAN] https://www.unive.it/web/en/2161/annual-call <https://www.unive.it/web/en/2161/annual-call> [ENGLISH] We offer 5 positions with fully funded scholarships for 4 years starting from September 2026 and a position for a self-funded foreign candidate. The amount of a scholarship is about 20.000 euros gross/year. From the first year, PhD students can count on 1624,30 euros/year for conference participation or summer/winter schools. *Deadline to apply: May 6th 2026 at 1:00 PM (Italian time).* The PhD program aims to prepare a selected group of students for an academic career, as well as for positions in research sectors of international organizations, public institutions, private companies, central banks, and financial institutions. The wide range of research interests and the international reputation of Ca’ Foscari’s faculty in economics, econometrics, finance, and quantitative fields, along with the rich program of internationally renowned seminars and workshops organized by the department, provide students with a stimulating environment throughout their PhD studies. Students receive appropriate support, including financial aid, to participate in international conferences and workshops and to compete in the international job market. Perspective candidates can register to a Zoom information session on Wednesday April 15th 2026 at 4:00pm <https://www.unive.it/data/agenda/3/114192> (CEST) and get to know our world-class program, faculty, placement and more. The link is: https://forms.gle/6rUiuKgXdef8LYDA9 For information on the PhD programme in Economics: http://www.unive.it/phd-economics Best regards Antonella Basso ********************************************************************************************** Cara/o Collega, Ti scrivo per segnalare l'apertura del bando per il programma di dottorato in Economics offerto dal Dipartimento di Economia dell'Università Ca’ Foscari. Quest'anno sono disponibili 5 posti con borsa quadriennale (circa 20.000 € annui per l'intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. * Il bando si chiude il 6 maggio 2026 alle 13.00.* Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni nei settori della ricerca di organizzazioni internazionali, istituzioni pubbliche, imprese private, banche centrali e istituzioni finanziarie. L'ampio spettro di interessi di ricerca e la reputazione internazionale del Dipartimento di Economia in area economica, econometrica, finanziaria, e quantitativa, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti ricevono adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Il *15 aprile alle ore 16.00* in Zoom è organizzato un incontro informativo sul dottorato. E' richiesta la registrazione: https://forms.gle/6rUiuKgXdef8LYDA9 <https://forms.gle/6rUiuKgXdef8LYDA9> Il bando è disponibile a questo link: https://www.unive.it/web/it/259/bando-annuale Informazioni dettagliate sul PhD in Economics di Ca’ Foscari: http://www.unive.it/phdeconomics Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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ABS (Applied Bayesian Statistics) school on "Interpretable Bayesian Learning,for Physical and Engineering Sciences" in Como, Italy (July 6-10, 2026)
by ELISA VARINI 10 Apr '26

10 Apr '26

Dear all, We are glad to inform you that ABS26, the next Applied Bayesian Statistics school, running since 2004, will be held in the city of Como (Italy), along the Lake Como shoreline at the beautiful Villa del Grumello, on July 6-10, 2026. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with Fondazione Alessandro Volta. The topic will be Interpretable Bayesian Learning for Physical and Engineering Sciences. The lecturer will be Prof. Simon Mak (Department of Statistical Science, Duke University), a leading expert in integrating domain knowledge (e.g., scientific theories, mechanistic models, guiding principles) as prior information for cost-efficient statistical inference, prediction, and decision-making, with the support of Yen-Chun Liu (Department of Statistical Science, Duke University), a brilliant PhD student of Prof. Mak, specializing in Bayesian optimization, Gaussian processes, and reinforcement learning. If interested, you can register on the school website: https://abs26.imati.cnr.it/ Early registration fees are available until April 30, 2026. As in the past, there will be a combination of theoretical and practical sessions, along with presentations by participants on their work (past, present, and future) related to the school's topic. OUTLINE: This course investigates the rising topic of interpretable statistical learning, motivated by timely needs from modern scientific and engineering applications. For such applications, state-of-the-art machine learning methods often yield analyses that are uninterpretable to scientists, which greatly obfuscates scientific findings and decision-making. Interpretable Bayesian learning provides an elegant and effective solution by embedding scientific principles (e.g., boundary conditions, mechanistic equations) within its prior specification. In this course, we will cover a broad spectrum of interpretable Bayesian learning methods (with theory and algorithms), providing a cohesive roadmap for this recent and rapidly-evolving area of study. This will be complemented by practical case studies from ongoing projects in particle physics, mechanical engineering, and bioengineering. Emphasis will be made on novel directions for research in this promising area. Topics will cover - Fundamentals of Gaussian process (GP) surrogate modeling: prediction, parameter inference, experimental design - Decision-making with GP surrogates: Bayesian optimization, active learning, Bayesian inverse problems - Markov Chain Monte Carlo (MCMC) methods - Boundary-informed GP modeling - Shape-constrained (e.g., monotone, isotonic, convex) GP modeling - Mechanistic GP modeling - Physics-integrated neural networks, its Bayesian variants and recent developments - Dynamical system recovery: SINDy, Bayesian SINDy, and recent developments We hope you will be interested in the school and we would like to meet you in Como. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS26

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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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Rome Joint Seminars on Stochastic Dynamics, Control, and Learning – Second Meeting
by Marta Leocata 09 Apr '26

09 Apr '26

Cari colleghi, siamo felici di annunciare il secondo incontro del ciclo di seminari Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) che si terrà giovedì 16 aprile 2026, dalle 16:00 alle 18:00 presso l’edificio condiviso EIEF–World Bank (EIEF – Einaudi Institute for Economics and Finance), Sala Conferenze, Via degli Abruzzi 10, Roma. Gli speaker di questo incontro saranno: Filippo Santambrogio <https://math.univ-lyon1.fr/~santambrogio/>, Université Claude Bernard - Lyon 1 Topics in the Quantization of Measures Daria Ghilli <https://unipv.unifind.cineca.it/get/person/056525>, University of Pavia Mean Field Games in Infinite Dimensions and Applications to Economics Ulteriori informazioni sono disponibili al seguente link: https://sites.google.com/view/rome-sdcl/home Vi informiamo inoltre che sullo stesso sito è possibile accedere alle slides dei precedenti incontri. La partecipazione ai seminari è gratuita, ma la registrazione (non vincolante) è fortemente consigliata per accelerare l’ingresso nell’edificio condiviso EIEF–World Bank: https://docs.google.com/forms/d/e/1FAIpQLScY_AxL3_DPe8VRdCo_M0HdG77czb8qX0x… Speriamo di vedervi numerosi e vi invitiamo a condividere questo annuncio con chiunque possa essere interessato. A presto, Valeria Bignozzi, Sapienza University of Rome Alessandro Bondi, Luiss University Katia Colaneri, University of Rome Tor Vergata Jodi Dianetti, University of Rome Tor Vergata Marta Leocata, Luiss University

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Reminder: Funding Deadline for StatMech Summer School 2026 - Padova
by Alessandra Bianchi 09 Apr '26

09 Apr '26

Dear colleagues, This is a friendly reminder that the deadline to request financial support for participation in the StatMech Summer School 2026 is approaching. If you wish to attend and have not yet registered and/or applied for funding, please do so now to secure your participation. All information is available here: https://sites.google.com/view/ris-school-26/home We look forward to seeing you in Padova. The organizers, Alessandra Bianchi Alberto Chiarini Giambattista Giacomin Vanessa Jacquier -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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SEMINAR: Gregor Kastner @Luiss - 15 Apr
by Matteo Iacopini 09 Apr '26

09 Apr '26

Dear all, On Wednesday, 15th April, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Gregor Kastner (University of Klagenfurt) Title: "Bayesian nonparametric priors for model-based (partial) clustering” Abstract: We discuss variations of prior distributions for finite and potentially infinite mixture models. First, we extend standard Bayesian nonparametric spatial priors to additionally incorporate the temporal dimension, thereby allowing for spatio-temporal clustering. Second, we show how these priors can be modified to cater for partial effects by a priori distinguishing between control and target variables. Third, we propose a novel prior for modelling the weights in mixture models. It is based on the Selberg Dirichlet distribution, an extension of the standard Dirichlet with a repulsive term, and penalises mixture weights that lie close to each other. The approaches are illustrated with applications from various fields: modelling unemployment, quantifying the effect of European agricultural subsidies, and uncovering patterns in biomedical data. Anyone interested in attending is welcome; just email me for logistical purposes. 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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Postdoc in Reinforcement Learning for Stochastic Optimization @ VU Amsterdam
by Zocca, A. (Alessandro) 08 Apr '26

08 Apr '26

Dear colleagues, We have an open postdoc position in our group in the Department of Mathematics at Vrije Universiteit Amsterdam, and I'd be grateful if you could share this with anyone who might be a good fit. The position is a two-year postdoc in Reinforcement Learning for Stochastic Optimization, starting September 2026. The role is primarily research-focused (85%), with a small teaching component (15%). We're looking for someone with a PhD in applied mathematics, operations research, or computer science and a strong background in RL. The research will focus on developing new methodologies at the intersection of RL and stochastic optimization, with applications in energy systems, healthcare, and scheduling. Application deadline: 21 April 2026 Full details and the application link are here: https://workingat.vu.nl/vacancies/postdoc-in-reinforcement-learning-for-sto… Please feel free to forward this to potential candidates or post it in your networks. Don't hesitate to reach out if you have any questions. Best, Alessandro ———————————————————————————————————————————— Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Seminario Bignamini - 14 Aprile - Università di Milano-Bicocca
by Federica Masiero 07 Apr '26

07 Apr '26

Buongiorno segnalo il seguente seminario *Martedì 14 Aprile alle ore 11 * in *aula U3/5* (Edificio U3 • BIOS • Università degli Studi di Milano-Bicocca <https://www.google.com/maps/place/Edificio+U3+%E2%80%A2+BIOS+%E2%80%A2+Univ…>), Piazza della Scienza 2, Milano *Speaker*: Davide Augusto Bignamini (Università degli studi dell'Insubria.) *Titolo: *Pathwise uniqueness for stochastic PDEs with singular locally Hölder-continuous drift *Abstract: *This talk is based on the paper [1]. The main focus is pathwise uniqueness for mild solutions to stochastic PDEs with a Hölder-continuous perturbation in the drift, given in differential form. The singularity of the drift perturbation allows to achieve novel pathwise uniqueness results for several classes of examples, ranging from fluid-dynamics to phase-separation models, previously studied only in the context of weak uniqueness, see [2,3]. References: [1]D. Addona, D. A. Bignamini, C. Orrieri, L. Scarpa, Pathwise uniqueness by noise for singular stochastic PDEs, e-print arXiv:2512.17736, 2025. [2] F. Bertacco, C. Orrieri, L. Scarpa, Weak uniqueness by noise for singular stochastic PDES, Transactions of the American Mathematical Society 378, 7977-8023 (2025). [3]E. Priola, An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs, Annals of Probability 49, 1310–1346 (2021). -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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Seminars in Statistics at Collegio Carlo Alberto - Pierre LATOUCHE (Université Clermont Auvergne)
by Matteo Giordano 04 Apr '26

04 Apr '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 10/04/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Pierre LATOUCHE (Université Clermont Auvergne) Title: Importance weighted variational graph autoencoders for inference in deep latent position block models Abstract: In this presentation, I will first show how latent position models can be made compatible with block models for network analysis through the use of deep generative models. I will focus on the binary edge case and introduce a new random graph model along with a variational graph auto encoding strategy for inference. I will discuss the identifiability of the model and explain how model selection can be performed. I will then move to the sparse discrete edge case in the same deep, block compatible, modelling framework. I will show how importance weighted variational inference can strongly improve the inference procedure over the classical variational auto encoding strategy. I will give the importance weights used for sampling and show that, in the limit, the lower bound obtained converges to the integrated log likelihood of the data. Through this presentation, I will emphasise the need to rely on flexible random graph models to obtain relevant loss functions. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Berlin Summer School in Applied Stochastic Analysis (28 - 31 July 2026)
by Fabio Bugini 03 Apr '26

03 Apr '26

Care colleghe e cari colleghi, We are pleased to announce the upcoming Berlin Summer School in Applied Stochastic Analysis, which will take place from 28 to 31 July 2026 at the TU Berlin campus. The summer school is aimed at PhD students and early-career researchers working in probability theory. The programme features two mini-courses: “Neural Jump ODEs and Generative Modelling” by Josef Teichmann (ETH Zürich), and “An Introduction to Schrödinger Bridges and Sinkhorn Semigroups” by Pierre Del Moral (INRIA Bordeaux). Participation is free of charge, but registration is mandatory via the form https://www.wias-berlin.de/WCMS/registration.jsp?IRTG2026 by 19 April 2026. Participants who would like to give a talk are also encouraged to submit a title and an abstract. Limited financial support is available. To apply, please indicate this in the registration form and send a short CV to IRTG2026(a)wias-berlin.de by 19 April 2026. Further information is available at: https://www.wias-berlin.de/workshops/IRTG2026/ The summer school is jointly organised by the Berlin-Oxford International Research Training Group (IRTG) 2544 "Stochastic Analysis in Interaction", the Collaborative Research Center TRR 388 "Rough Analysis, Stochastic Dynamics & Related Fields", and the Collaborative Research Centre SFB 1294 "Data Assimilation". We would be delighted to welcome you to Berlin this summer! If you have any questions, please contact us at IRTG2026(a)wias-berlin.de. Kind regards, Peter Bank, Jannis Dause, Jakob Kellermann, Martin Nicolaus, Gemma Sedrakjan, Wilhelm Stannat, Roman Wüthrich

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scholarships for master programs in mathematics - Paris
by CRISTINA TONINELLI 03 Apr '26

03 Apr '26

Cari tutti, potreste diffondere il seguente messaggio agli studenti interessati? Grazie e buona Pasqua, Cristina ---------------- The Graduate Program in Mathematics and Applications at PSL University offers scholarships for students wishing to enroll in the PSL Master’s in Mathematics for the academic year 2026–2027. The call is open to students: * either currently in their 4th year of university (in the Italian system, this means they have completed their laurea triennale and are currently in the first year of their laurea magistrale). In this case, they will be enrolled directly in one of our three one-year master 2 programs. Master 2 MATH https://www.ceremade.dauphine.fr/~M2MATH/, which is typically followed by either a PhD or a position the research and development sector of private companies, or Master 2 MASEF https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied… oriented towards economics and finance, or in Master 2 IASD https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied… oriented towards data and artificial intelligence * or currently in their 3rd year of university (in the Italian system, this corresponds to the final year of the laurea triennale). In this case, they will be enrolled in our Master 1 https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied…, and may then proceed to one of our three Master 2 the following year (with the possibility of applying for a second year of funding). The teaching language of all tracks is English. The program is supported by leading mathematics research teams at CEREMADE (Paris Dauphine–PSL), DMA (École Normale Supérieure – PSL), École des Mines Paris–PSL, Paris Observatory–PSL, EHESS, and Collège de France. The scholarships are open to both national and international students. Selection is based on academic excellence. Application timeline: Opening date: February 27, 2026 Closing date: May 25, 2026 More details on financial support and the application process can be found here: https://psl.eu/en/graduate-programs/mathematics-and-applications Please follow the link “Excellence grants for master students 2026–27. --------------------------------------------------------------------------------------------- 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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Prof. Fabrizio Lillo's seminar at University of Milano-Bicocca.
by Giorgio Rizzini 03 Apr '26

03 Apr '26

Dear all, we are pleased to announce the following seminar by Prof. Fabrizio Lillo (Scuola Normale Superiore) on *Tuesday, April 14th, 2026,* starting at 11:00 at the U7 building, room 4057, Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan): *Why is the estimation of market impact of large trades with public market data so challenging?* *Abstract:* Estimating market impact and transaction costs of large trades (metaorders) is a very important topic in finance. However, using models of price and trade based on public market data provides average price trajectories which are qualitatively different from what is observed during real metaorder executions. We claim that this is a generic phenomenon due to the fact that even sophisticated statistical models are unable to correctly describe the origin of the autocorrelation of the order flow. In the talk (i) we propose a modified Transient Impact Model which provides more realistic trajectories by assuming that only a fraction of the metaorder trading triggers market order flow and (ii) we propose to use Bayesian online change-point detection methods to identify order flow regime shifts in real-time and enable online predictions of order flow and market impact. The seminar will be held in a hybrid format (in-person and online). If you would like to attend remotely or require any further information, please write to *giorgio.rizzini(a)unimib.it <giorgio.rizzini(a)unimib.it>* Best regards and happy Easter!

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Bernoulli Society New Researcher Award
by Antonio Lijoi 01 Apr '26

01 Apr '26

The Bernoulli Society New Researcher Award recognizes the work of outstanding young researchers in the fields of Mathematical Statistics and Probability. The awardees of this annual prize shall give a presentation in a special session at one of our major conferences, and will receive a funding towards travel and other expenses. Bernoulli News publishes their pictures and a paragraph about their work. Eligible candidates must be within 5 years from getting the Ph.D. to the year when the assessment occurs. An extension may be given to those having had disruptions after receiving the Ph.D., such as parenthood. This prize is awarded to Bernoulli Society members only. The call for the Bernoulli Society New Researcher Award 2027 in Mathematical Statistics is now open. The Bernoulli Society welcomes applications to the New Researcher Award 2027. Each awardee shall deliver a talk at a special invited session during the Conference on 66th ISI World Statistics Congress to be held in Lusaka, Zambia, July 11-15, 2027, and will receive funding up to 1000 EUR to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Mathematical Statistics who obtained the PhD degree on or after June 30th, 2021, and who are regular members of the Bernoulli Society. An extension may be given to those having had disruptions after receiving the PhD, such as parenthood. Diversity among the awardees is one of the Society’s goals, and therefore women and members of under-represented groups are particularly encouraged to apply. For instructions on how to apply, please see https://www.bernoullisociety.org/prizes/267-bernoulli-society-new-researche… Application Deadline: June 30th, 2026

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