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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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