Buongiorno a tutti,
On Tuesday 21st of October at the MEMOTEF Department, Sapienza University, we will have the pleasure to listen to the seminars of Prof Sara Geneletti<https://www.lse.ac.uk/statistics/people/sara-geneletti> and the PhD student Trevor Wrobleski<https://trevorwrobleski.github.io/> from the Department of Statistics of the London School of Economics and Political Science.
The seminars will take place 10-11am in Laboratorio Antonio Amato - Sala Corsi (on the third floor of Palazzina Presidenza, the staircase at the entrance of the Economics building, Via del Castro Laurenziano 9).
You can find titles and abstracts below.
Best wishes,
Francesca
Sara Geneletti
Bayesian interrupted time-series models and their applications on welfare and mental health
This talk is an overview of the research output of the Epitome project funded by the Wellcome Trust. The project involved 4 research streams, and we showcase results from each one of them. The main aims of this project were to a) understand the impact of Conservative government and their "austerity" policy which led to widespread cuts in social spending and b) to develop novel methodologies in the context of interrupted time series designs using Bayesian methods. Our project found that changes in welfare benefits had a detrimental effect on mental health which also had a spatial dimension, and that the impact of the "hostile environment policy", an anti-immigration policy on the mental health of African and Carribean communities was negative. We further extended the Bayesian Structural Time Series approach to accommodate multiple data points and confirmed the impact of the hostile environment policy using this alternative method. Finally, we developed a Cohort Markov Model to evaluate the impact of the welfare benefits change by looking at how it impacted different segments of the population.
Trevor Wrobleski
Robustness and Sensitivity in Bayesian Dose-Response Risk Assessment
Bayesian methods are increasingly central to toxicological risk assessment, yet their application to sparse dose-response data presents unique challenges. This presentation examines three drivers of analytical robustness: (i) the choice of likelihood for overdispersed quantal data, (ii) the inferential impact of selective dose-group deletion, and (iii) the sensitivity of results to prior specification. Using simulations and a case study of antimony trioxide carcinogenicity, we quantify the impact of these choices on benchmark dose (BMD) estimates and the posterior distribution, using metrics like Mean Squared Error and symmetrized Kullback-Leibler (KL) divergence. Our findings show that modeling overdispersion with a Beta-Binomial likelihood is important for accurate uncertainty quantification. We also demonstrate that deleting informative mid-range dose groups can degrade precision and shift inference. Finally, for the Dichotomous Hill model, the prior on the Hill coefficient is the dominant lever on the BMD, capable of inducing multi-fold changes in the risk estimate.
-------------------------------------------
Dr Francesca Panero (she/her)
Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance
Sapienza University, Rome
Visiting Fellow, Department of Statistics
London School of Economics and Political Science
Visiting Lecturer, Faculty of Informatics
Università della Svizzera Italiana
Website: https://francescapanero.github.io
Buongiorno,
ricevo e con piacere inoltro.
Buona giornata
Alessandra
*************************************************************
Avviso di seminario di Matematica, Scienza & Società
Lunedì 6 ottobre 2025, alle ore 17.00
Sala di Consiglio del Dipartimento di Matematica G. Castelnuovo di Sapienza
Università di Roma
*Guido Barbujani (Università di Ferrara)*
*Evoluzione della pigmentazione negli europei della preistoria*
Sommario
Oggi sembra scontato che chi ha origini europee abbia anche la pelle
bianca, ma è così solo da poche generazioni. Lo studio del DNA antico
permette di ricostruire come e quando sia cambiato il nostro aspetto (e
anche quello dei nostri parenti neandertaliani), attraverso millenni di
selezione naturale e migrazioni.
--
*************************************************
Prof. Alessandra Faggionato
https://www1.mat.uniroma1.it/people/faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 123, first floor
*************************************************
Ricevo e volentieri inoltro
m.
-------- Forwarded Message --------
Subject: Fwd: posizione PhD a Uni Basel
From: Umberto PAPPALETTERA <umberto.pappalettera(a)alumni.sns.it>
Cari colleghi,
Desidero attirare la vostra attenzione su un posto di PhD in Matematica
attualmente disponibile presso l’Università di Basilea, nel gruppo di
ricerca del Prof. Gianluca Crippa. La posizione è finanziata dal grant
SNF Ambizione “Investigating Anomalous Behaviour in Turbulent Fluids
through Analytical and Probabilistic Methods” (grant numero 233216).
La data di inizio è gennaio 2026, ma può essere posticipata fino a
giugno 2026. La durata del dottorato è di 4 anni.
Per maggiori informazioni
https://jobs.unibas.ch/offene-stellen/phd-position-in-mathematics/cbbd6a7f-…
Cordiali saluti,
Umberto Pappalettera
Buongiorno a tutti,
Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Simone Baldassarri (Gran Sasso Science Institute (GSSI))
<https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri
Title: How opinions evolve on dense dynamic random graphs
Date: October 3, 2025, at 14:30, 2AB40
Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes.
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin
Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Dear colleagues,
We are glad to announce the workshop “Mathematical Models for the Impact of Human Activities on the Environment and Economic Decision Making", to be held in Luiss Campus, Rome, from October 1 to 3, 2025.
This event is part of the PRIN 2022 Project with the name “Impact of the human activities on the environment and social making in an heterogenous setting: mathematical models and policy implications", funded by the Italian Ministry of University and Research.
For further information, please refer to the workshop website
https://sites.google.com/view/workshopprin20223pnj8k/home-page
Workshop PRIN20223PNJ8K
sites.google.com
Registration is free, but mandatory at the link:
https://docs.google.com/forms/d/e/1FAIpQLSdex2tns1McoyT3XKfemXBpc0T9uAcgd-x…
Should you need any further information, please do not hesitate to contact us at mleocata(a)luiss.it <mailto:mleocata@luiss.it>, abondi(a)luiss.it <mailto:abondi@luiss.it>.
Best regards,
The Organizers
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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb
Il prossimo appuntamento è per *lunedì 6 ottobre* 2025. I relatori
saranno *Chiara
Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau*
(Università
di Milano Statale) che parleranno di:
*Sistemi interagenti del non-equilibrio: dualità e gap spettrali*
con il seguente orario:
16:00 Primo seminario
16:30 Pausa e discussione
16:45 Secondo seminario
17:15 Conclusione e discussione
Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al
seguente link:
https://unitn.zoom.us/j/83547578084
ID riunione: 835 4757 8084
Codice d’accesso: 873866
Vi aspettiamo numerosi!
Alberto Chiarini e Sonia Mazzucchi
%%%%%%%%%%%%%%%%%%%%%%%%%%%%
RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia)
e Federico Sau (Università di Milano Statale)
TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali
RIASSUNTO: In questo seminario verranno presentati alcuni modelli di
sistemi interagenti con spin sia discreti che continui. Tra gli esempi
principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il
processo armonico recentemente introdotto. Quando questi modelli sono
studiati su un reticolo unidimensionale in contatto con reservoir ai bordi,
costituiscono un setting classico per l’analisi di fenomeni tipici della
meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati
sono associati alla Lie algebra su(1,1) e condividono diverse
caratteristiche strutturali, tra cui la proprietà di dualità.
Nella prima parte del seminario introdurremo il concetto di dualità per i
processi di Markov, illustrando come esso consenta di derivare limiti di
scala macroscopici (come l’equazione idrodinamica e i principi di grandi
deviazioni) e ottenere informazioni sulla misura stazionaria fuori
dall’equilibrio, esplicitamente nota solo per alcuni casi specifici.
Nella seconda parte prenderemo in esame modelli definiti anche su grafi
arbitrari, focalizzandoci sullo studio del gap spettrale e sulla
convergenza all’equilibrio.
ricevo e inoltro
Enea
---------- Forwarded message ---------
From: Sonja Greven <Sonja.Greven(a)hu-berlin.de>
Date: Wed, 24 Sept 2025 at 13:16
Subject: Three-year (Post)doctoral position in functional data analysis at
HU Berlin
To: Sonja Greven <sonja.greven(a)hu-berlin.de>
Dear colleagues,
I have the following three year full-time (post)doctoral position in a
DFG-project on functional and shape data analysis advertised. I would
greatly appreciate it if you could forward to suitable students /
colleagues (or email lists).
Many thanks and best wishes,
Sonja
*Research fellow (m/f/d) at the Chair of Statistics with expected full-time
employment *
*- E 13 TV-L HU (third-party funding limited to 3 years)*
The Chair of Statistics at Humboldt-Universität zu Berlin is looking for a
research fellow
within the project "Flexible regression methods for curve and shape data"
funded by the
German Research Foundation (2nd funding period). This project in the field
of functional
data analysis develops statistical methods for curve and shape-valued
observations.
Job description:
- scientific service in research in the third-party funded project
"Flexible regression
methods for curve and shape data"
- development of statistical methods in the field of functional data
analysis
- scientific dissemination of the project results
- tasks for personal scientific qualification
Requirements:
- completed scientific university education in statistics, mathematics,
data science
or a related field with statistical methodological focus, PhD desirable
- very good command of written and spoken English (min. B2)
- solid command of programming languages (preferably R and Python)
- ability to develop statistical methods and engage in interdisciplinary
collaboration
- strong teamwork and communication skills
We offer integration into a lively and interdisciplinary team,
family-friendly working hours
and an excellent research environment. We support career development through
opportunities for further training and mentoring.
Please send your application (including cover letter, CV, relevant
certificates and grades
as well as contact details of two academic references) within 4 weeks,
referencing the
job ID DR/192/25 to Humboldt-Universität zu Berlin, Faculty of Economics and
Business Administration, Prof. Dr. Sonja Greven (located: Spandauer Straße
1), Unter
den Linden 6, 10099 Berlin or preferably in electronic form as a single PDF
file (max. 10
MB) to stat(a)wiwi.hu-berlin.de with CC to sonja.greven(a)hu-berlin.de.
For further information please contact Prof. Sonja Greven.
The Humboldt-Universität zu Berlin is seeking to increase the proportion of
women in
research and teaching, and specifically encourages qualified female
scholars to apply.
Severely disabled applicants with equivalent qualifications will be given
preferential
consideration. People with an immigration history are specifically
encouraged to apply.
Since we will not return your documents, please submit copies in the
application only.
Data protection information on the processing of your personal data in the
context of the
tender and selection procedure can be found on the homepage of
Humboldt-Universität
zu Berlin: https://hu.berlin/DSGVO.
Please visit our website www.hu-berlin.de/stellenangebote, which gives you
access to the
legally binding German version.
----------------------------------------------------------------------
Prof. Dr. Sonja Greven
Chair of Statistics
School of Business and Economics
Humboldt-Universität zu Berlin
Spandauer Str. 1, room 402
D-10178 Berlin
Phone: +49-30-2093-99509
https://hu.berlin/sg
----------------------------------------------------------------------
--
Enea G. Bongiorno,
Università degli Studi del Piemonte Orientale - Amedeo Avogadro
Via Perrone 18, 28100, Novara, Italia
Phone: +390321375317
enea.bongiorno(a)uniupo.it
upobook.uniupo.it/enea.bongiorno
------
Math-Stat Seminars at UPO
seminari-ms.uniupo.it/home-page
------
Dear colleagues,
you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano.
Wednesday, 1 October 2025, 12.15-13.15
Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus)
Anna Maria Gambaro (Università del Piemonte Orientale)
Title: Functional PCA for Risk-Neutral densities in Bayes Hilbert space.
Abstract: In this work, we investigate the main drivers of risk-neutral densities of quoted stocks, using the functional principal component analysis (FPCA). To this end, we first construct a historical series of risk-neutral densities corresponding to quoted option prices with fixed time to maturity, using exponential expansions of orthogonal polynomials. Then, we apply the centered log-ratio transformation (CLRT) to the extracted densities and we perform the FPCA in the Bayes–Hilbert space. The CLRT provides an isometric isomorphism between the Bayes space of square log-integrable densities and the classical Hilbert space of square-integrable functions. As a result, the projected data onto the principal component basis correspond to the CLRT-transformed densities, and the application of the inverse CLRT yields proper density functions. Furthermore, by modeling the historical series of FPCA loadings as a stochastic process, we exploit the FPCA representation for forecasting purposes. Finally, we discuss extensions of this framework to cross-asset analyses and to the modeling of option price surfaces.
This is a joint work with A. Amici e G. Fusai.
Attendance is also possible online (Microsoft Teams), clicking here.<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YmFlY2M5OWEtYzg1OS00…>
All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>.
The organizers: Michele Azzone and Alessandro Calvia.
Cari colleghi
il 27 ottobre si terrà presso il Politecnico di Milano, campus Bovisa, il seguente workshop
https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk…
nell'ambito del progetto PRIN 2022 PNRR "Measuring, managing and hedging indirect climate-transition risk".
La partecipazione è gratuita, si richiede per motivi organizzativi la registrazione al link sopra riportato entro il 15 ottobre 2025.
Un caro saluto
Daniele Marazzina
Politecnico di Milano
Dipartimento di Matematica
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
Dear colleagues,
On October 27, the following workshop will take place at Politecnico di Milano, Bovisa campus:
Workshop on Transition Risks and Climate Challenges – Interdisciplinary Perspectives<https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk…>
The event is organized within the framework of the PRIN 2022 PNRR project “Measuring, managing and hedging indirect climate-transition risk.”
Participation is free of charge. For organizational reasons, registration via the link above is required by October 15, 2025.
Best regards,
Daniele Marazzina
Politecnico di Milano
Math Department
Third call for Sessions:
The 5th Italian Meeting on Probability and Mathematical Statistics,
Palermo, June 8-12, 2026
(Apologies if you receive multiple copies of this message)
=========================================
Conference Announcement
=========================================
The 5th Italian Meeting on Probability and Mathematical Statistics
will take place in Palermo, Italy, from June 8 to 12, 2026.
Website: https://probabilitypalermo2026.unipa.it
========================
Key Dates
========================
Contributed Session submission deadline: SEPTEMBER 30, 2025
Notification of acceptance: November 15, 2025
Abstract submission for accepted CS: December 31, 2025
Early registration deadline: February 28, 2026
================================
Submission Guidelines for a CS
================================
We invite all researchers interested in contributing to the event to submit proposals for Contributed Sessions.
The participation of young researchers and PhD students working in Italy or abroad is strongly encouraged.
A Contributed Session (CS) consists of four presentations by speakers invited by one or two organizers (organizers may also be among the speakers).
In the “Contributed Session” submission form, please include:
- The session title
- The names of the 4 speakers
- A short description of the session
To submit a CS, please visit:
https://probabilitypalermo2026.unipa.it/contributed-sessions/
=============
Description
=============
Established in 2017, the Italian Meeting on Probability and Mathematical Statistics aims to bring together Italian and international researchers with shared interests in any field of probability and mathematical statistics, promoting the dissemination of recent scientific results and fostering academic exchange.
The first meeting was held in Turin in 2017. Since then, the meetings have taken place in Vietri sul Mare (2019), Bologna (2022), and Rome (2024).
The 5th edition, promoted by the PRISMA group (https://umi-prisma.polito.it/) of the Italian Mathematical Union (UMI), will be held in Palermo, Italy, from June 8 to 12, 2026, at the Campus of the University of Palermo, Viale delle Scienze, (https://probabilitypalermo2026.unipa.it/general-information/).
================
Plenary Speakers
================
We are pleased to announce the following confirmed plenary speakers
(https://probabilitypalermo2026.unipa.it/invited-speakers/):
- Francesca Biagini (LMU, Germany);
- Stefano Favaro (University of Turin and Collegio Carlo Alberto, Italy);
- Franco Flandoli (Scuola Normale Superiore di Pisa, Italy);
- Silvio Micali (MIT, USA);
- Giuseppe Savaré (Bocconi University, Italy).
========================
Steering Committee
========================
Giacomo Ascione, Scuola Superiore Meridionale, Naples
Claudia Ceci, Sapienza University of Rome
Paolo Dai Pra, University of Verona
Antonio Di Crescenzo, University of Salerno
Marco Fuhrman, University of Milan
Domenico Marinucci, University of Rome “Tor Vergata”
Laura Sacerdote, University of Turin
Giuseppe Sanfilippo, University of Palermo
Enrico Scalas, Sapienza University of Rome
Barbara Trivellato, Polytechnic University of Turin
========================
Local Committee
========================
https://probabilitypalermo2026.unipa.it/committees/