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seminario Enrico Biffis presso Memotef (Sapienza)
by Gabriele Stabile 24 Mar '25

24 Mar '25

Cari Colleghi, Vi informo che *mercoledì 26 marzo 2025*, alle ore 14,00 Il Prof. *Enrico Biffis* terrà il seminario dal titolo: Robust climate risk management (abstract disponibile al link https://memotef.web.uniroma1.it/it/seminario-enrico-biffis-26-marzo-2025) Il seminario avrà luogo presso l’aula matematica (facoltà di economia, primo piano) via del Castro Laurenziano 9, Roma Link per la partecipazione da remoto: https:// <https://meet.google.com/xwz-jhni-jic>meet.google.com/goj-ibvz-fdy <https://meet.google.com/goj-ibvz-fdy?hs=122&authuser=0> Gabriele Stabile

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OWABI - Meïli Baragatti - March 27 - 11am UK time
by Massimiliano Tamborrino 24 Mar '25

24 Mar '25

Dear all, the next OWABI seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching, being scheduled on Thursday the 27th March at 11am UK time. Our next speaker is Meïli Baragatti<https://www.vinifera-euromaster.eu/team/meili-baragatti/> (Université de Montpellier), who will talk about "Approximate Bayesian Computation with Deep Learning and Conformal Prediction", with an abstract reported below. Abstract: Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms and rely on the choice of so-called summary statistics, distances between datasets and a tolerance threshold. Recently, methods combining ABC with more complex machine learning algorithms have been proposed to mitigate the impact of these "user-choices''. In this talk, I will present you the first, to our knowledge, ABC method completely free of summary statistics, distance, and tolerance threshold. Moreover, in contrast with usual generalizations of the ABC method, it associates a confidence interval (having a proper frequentist marginal coverage) with the posterior mean estimation (or other moment-type estimates). This method, named ABCD-Conformal, uses a neural network with Monte Carlo Dropout to provide an estimation of the posterior mean (or other moment type functionals), and conformal theory to obtain associated confidence sets. I will compare its performances with other ABC methods on several examples, and show you that it is efficient for estimating multidimensional parameters, while being "amortized". Keywords: Likelihood-free inference · Approximate Bayesian computation · Convolutional neural networks · Dropout · Conformal prediction Reference: M. Baragatti, B. Cloez, D. M´etivier, I. Sanchez. Approximate bayesian computation with deep learning and conformal prediction. Preprint at ArXiv: 2406.04874, 2024. This talk is hosted on the OWABI Ms Teams Channel, which is available here https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…. The MS Teams link to join Meïli Baragatti's talk is https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 328 977 159 098 Passcode: zy9vS32A We're looking forward to seeing you at the next OWABI seminar, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Ph.D. course by Vojkan Jaksic - Dip. Matematica - La Sapienza
by Faggionato, Alessandra 22 Mar '25

22 Mar '25

Buongiorno, nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor *Vojkan Jakšic* (McGill University, Montreal & Politecnico di Milano, Milano) terrà un corso di dottorato intitolato *MODERN NON-EQUILIBRIUM STATISTICAL MECHANICS* secondo il seguente calendario: *PART I. Classical Statistical Mechanics* I.1) giovedì 3 aprile, ore 12:00-13:30, sala di Consiglio I.2) giovedì 3 aprile, ore 15:30-17:00, aula L I.3) venerdì 4 aprile, ore 12:00-13:30, sala di Consiglio I.4) venerdì 4 aprile, ore 15:00-16:30 sala di Consiglio *II. INTERLUDE: Elements of C*-algebras theory for Statistical Mechanics* (introductory material for students) Lunedì 7 aprile, ore 10-13, sala di Consiglio *III. Quantum Statistical Mechanics* Per evitare sovrapposizione con il workshop "*Stochastic Equations and Particle Systems*", questa parte del corso viene posticipata ad una successiva settimana di aprile, da concordarsi con i partecipanti alla prima parte. Tutte le attività si svolgeranno presso il Dipartimento di Matematica "G. Castelnuovo". Tutte le persone interessate sono benvenute. Si assume che i/le partecipanti abbiano una conoscenza di base dei metodi matematici della Meccanica Statistica e della Meccanica Quantistica. Il programma del corso, in allegato, è stato leggermente modificato rispetto al primo annuncio. -- ************************************************* 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 *************************************************

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Keynote Lineup & Call for Papers – IFIP Performance 2025
by Zocca, A. (Alessandro) 21 Mar '25

21 Mar '25

Dear colleagues, We are pleased to announce an exciting lineup of keynote speakers for the IFIP Performance 2025 conference, which will take place at Centrum Wiskunde & Informatica (CWI) in Amsterdam from November 11 to 14, 2025: * Dr. Mark Squillante (IBM Research) “At the Intersection of Applied Probability, Performance Evaluation and Quantum Computing” * Prof. Pierre Pinson (Imperial College London) “Analytics of Energy Markets and Networks” * Prof. Nelly Litvak (TU Eindhoven) “Random Walks on Complex Networks” * Dr. Remco Litjens (TNO and TU Delft) “Performance Challenges for 6G Mobile Networks” We also want to remind you about our call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>, encourage you to submit your work, and join us for an exciting conference. IFIP Performance 2025 is an excellent venue to share cutting-edge research on performance evaluation methodologies and their diverse applications. Key areas of interest include: * Methodologies: Analytical modeling, resource allocation, queueing theory, optimization, machine learning, statistical analysis, simulation, anomaly detection, sustainability analysis, and system performance monitoring. * Application areas: AI/ML platforms, blockchain, cloud and edge computing, HPC, cyber-physical systems, IoT, smart grids, social networks, data centers, quantum computing, wireless networks, and security systems. The submission platform is now online at https://performance2025.sciencesconf.org/ and will be open for submissions on May 1, 2025. Detailed submission guidelines and requirements are available here<https://performance2025.sciencesconf.org/resource/page/id/1>. Please note that the abstract submission deadline is May 25, 2025 (AoE), while the full paper submission deadline is June 1, 2025 (AoE). Accepted regular papers will be published in Performance Evaluation (PEVA), with extended abstracts in ACM Performance Evaluation Review (PER). Authors may alternatively opt for expedited review in ToMPECS, QUESTA, or Stochastic Models. We look forward to your submissions and participation! Best regards, Alessandro Zocca (on behalf of the IFIP Performance 2025 organizers)

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PhD positions in Mathematical Statistics at Stockholm University
by Martina Favero 21 Mar '25

21 Mar '25

Dear all, The Department of Mathematics at Stockholm University invites applications for 1-2 PhD student positions in mathematical statistics, with a wide range of topics in probability and statistics to choose from. The application deadline is April 22. For more details, see the advertisement: https://su.varbi.com/en/what:job/jobID:805151/ Best wishes, Martina

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Avviso di Seminario: Radu Craiu @Memotef, Sapienza7 aprile 2025
by Brunero Liseo 21 Mar '25

21 Mar '25

Il prof. Radu Craiu, Dept. of Statistical Sciences - University of Toronto, terrà un seminario dal titolo *Statistical Elucidation of Latent Structures via Copulas.* *Abstract*: Latent variable models, be they static or dynamic, are ubiquitous in statistical analyses. We present copula-based extensions of such models and discuss the inferential benefits and computational challenges that result from these extensions. The methodology is illustrated using numerical experiments and data analyses Quando: *Lunedì 7 aprile ore 12* Dove:* Aula Di Fresco*, quarto piano della Facoltà di Economia, Ala Amministrazione. *Per seguire il seminario a distanza: * 1. collegarsi alla pagina https://memotef.web.uniroma1.it/it/aule-e-laboratori-memotef-link-zoom 2. Selezionare Aula Di Fresco mediante il Link Studente BL ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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YEPXX | 23-27 June | registration is now open
by Simone Baldassarri 20 Mar '25

20 Mar '25

Dear Colleagues, This is the second announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology. The workshop will be centered around interacting particle systems on and of complex systems, aiming at describing criticality, phase transitions, and finite-size corrections in problems at the interface of mathematics, physics, biology, and computer science. This workshop aims to bring together young researchers and renowned scientists to share ideas, discuss research, and enable the next generation of researchers to obtain an overview of the emerging research field on this theme. The workshop will feature 3 mini-courses by the following distinguished speakers: - Shankar Bhamidi (University of North Carolina) - Cristian Giardinà (Università degli Studi di Modena e Reggio Emilia) - Andrea Montanari (Stanford University) The workshop will also include invited talks by the following distinguished speakers: - Alessandra Bianchi (Università di Padova) - Francesca Collet (Università di Verona) - Elena Magnanini (Weierstrass Institut) - Noela Müller (TU Eindhoven) - Elena Pulvirenti (TU Delft) - Wioletta Ruszel (Utrecht University) - Mei Yin (University of Denver) - Irene Ayuso Ventura (Durham University) There will also be short talk and poster sessions for early postdocs and PhD students based on abstract proposals. Registrations are now open at *YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…>*. Subject to sufficient final resources we will consider granting additional funding for young researchers. If you want to apply for this, please send an email to: *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl>*. Further information is available on the website of the event. We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe The organizers of this workshop are committed to ensuring that scientific events are accessible to everyone, regardless of their identity, and are devoted to creating a safe and respectful environment for all participants.

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Seminario Lorenzo dello Schiavo
by Gustavo Posta 20 Mar '25

20 Mar '25

Nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor Lorenzo dello Schiavo, Dipartimento di Matematica dell'Università degli Studi di Roma Tor Vergata, terrà 2 seminari nell'aula L del Dipartimento di Matematica "G. Castelnuovo" il 2 aprile 2025 alle 16:00 e il 10 aprile 2025 alle 14:30 dal titolo Massive particle systems, Wasserstein Brownian motions, and the Dean–Kawasaki equation (Part I & II) Sunto: Let W be a conservative, ergodic Markov diffusion on some arbitrary state space M, converging exponentially fast to equilibrium. We consider: (1) Systems of up to countably many massive particles in M, with finite total mass. Each particle is subject to an independent instance of the noise W, with volatility the inverse mass carried by the particle. We prove that the corresponding infinite system of SDEs has a unique solution, for every starting configuration and every distribution of the masses in the infinite simplex. (2) Solutions to the Dean--Kawasaki SPDE with singular drift, driven by the generator L of W. We prove that the equation may be given rigorous meaning on M, and that it has a unique `distributional’ solution. This extends Konarovskyi--Lehmann--von Renesse's `ill-posedness vs. triviality' to the case of infinitely many massive particles. (3) Diffusions with values in the space P of all probability measures on M, driven by the geometry induced by L. (4) In the case when M is a manifold, differential-geometric and metric-measure Brownian motions on P induced by the geometry of optimal transportation and reversible for a normalized completely random measure. We show that all these objects coincide. The first talk will survey general aspects of the constructions, mostly focussing on (1) and (3). The second talk will focus on (2) and explain its relations with known results about the Dean–Kawasaki equation. Gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 -----------------------------------------------------------------

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Seminar Enrico Biffis
by Gabriele Stabile 20 Mar '25

20 Mar '25

Dear colleagues, you are all invited to participate in the following seminar *Enrico Biffis *(Imperial College Business School) Title: Robust climate risk management Abstract: In this talk I will review some recent problems arising in climate risk management ranging from climate model selection and climate stress testing to emissions estimation. I will then focus on emission targets and abatement incentives, presenting some empirical evidence on reported emissions and discussing a model allowing us to explore the interplay between carbon emission targets, endogenous GHG emission mix, and climate risk mitigation. The talk is based on works with Giuseppe Brandi, Kaveh Salehzadeh Nobari, Simone Cenci, and Sara Biagini. *Wednesday, 26 March 2025, 14.00-15.00* Aula Matematica (Faculty of Economics building-first floor), Via Del Castro Laurenziano 9, Roma

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New MSc in Statistics at the University of Warwick
by Massimiliano Tamborrino 20 Mar '25

20 Mar '25

Dear all, applications are now open for a new designed MSc in Statistics at the University of Warwick www.warwick.ac.uk/fac/sci/statistics/postgrad/msc/<https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/> starting on October 2025, with some available scholarships https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/fees-funding/ The new MSc comprehends four different pathways, on "General Statistics", "Data Science", "Finance" and "Probability". I would appreciate if you could circulate the announcement to any student interested in pursuing a degree in Statistics in a vibrant and exciting department. Many thanks, best, Massi ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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