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Doctoral position in Bayesian spatiotemporal statistics for forest disturbance monitoring
by Guillaume Kon Kam King 15 Jul '26

15 Jul '26

Dear all, I would like to draw your attention to a doctoral position currently open at the Laboratoire d’Inventaire Forestier, Institut National de l’Information Géographique et Forestière, in Nancy, France. The doctoral project will be supervised by Alexander Massey, a researcher in survey sampling and statistical inference for forests at the Laboratoire d’Inventaire Forestier. The project focuses on small-area estimation methods for forest disturbance monitoring using Bayesian spatiotemporal approaches. It should be of particular interest to students with a background in statistics, spatial modelling, Bayesian inference, environmental statistics, forest inventory, or related fields. Further details are available here: https://lif-geodata.github.io/LIF/phd-xrisks.html Please feel free to circulate this announcement to potentially interested candidates. Best regards, Guillaume --------------------------- Dr. Guillaume KON KAM KING Chargé de recherches/Senior Research Fellow INRAE Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France

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Postdoc position: Stochastic optimization and mathematical foundations of machine learning, Wuppertal University
by Luigi Borasi 14 Jul '26

14 Jul '26

Dear All, I forward the advertisement below from Prof. Sebastian Kassing about one Postoc position at Wuppertal University. Best regards, Luigi Borasi Dear colleagues, there is an open Postdoc position in my group at the University of Wuppertal in the area of stochastic optimization and mathematical foundations of machine learning. The position is for 2 years and is to be filled as soon as possible. Interested candidates should have a background in one or more of the following areas: - Stochastic Optimization - Mathematical Foundations of Machine Learning - Stochastic Analysis - Neural Networks - Reinforcement Learning - Programming experience is desirable Further information, including the full job announcement, is available here: https://stellenausschreibungen.uni-wuppertal.de/qisserver/rds?state=bwm&mod… = Applications should be submitted through the University of Wuppertal’s application portal, https://stellenausschreibungen.uni-wuppertal.de, under reference number 26208. The deadline is August 10th, 2026. Please feel free to contact me at kassing(a)uni-wuppertal.de if you have any questions, and to forward this announcement to suitable candidates. Best regards, Sebastian Kassing

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Autumn Probability Day 2026 in Florence
by Gianmarco Bet 13 Jul '26

13 Jul '26

Dear colleagues, Save the date! The Autumn Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *5th of November* (*it's a Thursday!*) at the University of Florence. The speakers will be Alessandra Cipriani (University College London) and Alexandre Stauffer (King's College London). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Daria Ghilli
by Enrico Scalas 13 Jul '26

13 Jul '26

Il 16 luglio 2026 alle ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia terrà un seminario dal titolo Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. Il link per accedere al seminario è https://polimi-it.zoom.us/j/96054779369 Vi è anche un link di back-up da usare in caso di eventuali problemi tecnici https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Assistant, Associate, and Full Professors at Imperial College London
by Mario Maurelli 13 Jul '26

13 Jul '26

Dear colleagues, I forward the advertisement below from Michele Coti Zelati about positions at Imperial College London. Best regards Mario Maurelli The Department of Mathematics at Imperial College London is currently recruiting Assistant, Associate, and Full Professors across all areas of mathematics. Personally, I would be especially delighted to receive applications from outstanding researchers working in analysis, probability, and partial differential equations, so please do encourage any strong candidates in these areas to apply. Further details and the application portal can be found here: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=285… Best wishes, Michele Coti Zelati

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Fwd: Workshop on March 25-28 -- Stochastic Dynamics and Stochastic Equations
by Marco Romito 11 Jul '26

11 Jul '26

-------- Forwarded Message -------- Dear Colleagues, I would like to advertise a workshop on stochastic dynamics and stochastic equations. https://www.epfl.ch/labs/stoan/workshops/ Regards, Xue-Mei ------------------------------------------------- Professor Xue-Mei Li Chair of Stochastic Analysis Mathematics EPFL --The École polytechnique fédérale de Lausanne ------------------------------------

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Phd in Data Science alla Luiss
by Marta Leocata 11 Jul '26

11 Jul '26

Cari colleghi, vi segnalo l'apertura del bando di ammissione al Phd in Data Science alla Luiss. La scadenza per la presentazione delle domande è fissata al 24 luglio 2026. Possono candidarsi coloro che conseguiranno la laurea richiesta entro il 15 settembre 2026. Il programma ha una durata di 3 anni e la borsa di dottorato ammonta a €16.243,00 lordi annui. Se avete domande non esitate a scriverci una mail. Le informazioni sul bando e sulle modalità di candidatura sono disponibili alla pagina dedicata: https://phd.luiss.it/datascience/open-calls/ Saluti,

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Selezione per la chiamata di un professore associato presso DISEI-UNIFI
by Giacomo Scandolo 10 Jul '26

10 Jul '26

Segnalo la seguente posizione presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) presso l'Università di Firenze ------------------------------------------------------------------------------------------------------------- Procedura di selezione per la chiamata di un professore associato, ai sensi dell’art. 18, comma 4, della Legge n. 240/2010, per il gruppo scientifico disciplinare: 13/STAT-04 Metodi matematici delle scienze attuariali e finanziarie Il bando è pubblicato al seguente indirizzo https://www.unifi.it/it/ateneo/lavora-con-noi/reclutamento-bandi-di-concors… (Scadenza presentazione delle domande 6 agosto 2026)

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Oberwolfach Seminar for Graduate Students and Early-Career Researchers
by Hakima Bessaih 09 Jul '26

09 Jul '26

Dear all, Applications are now open for the Oberwolfach Seminar on "Stochastic and Relaxation Effects in Fluid Dynamics,"to be held at the Mathematisches Forschungsinstitut Oberwolfach (Germany) from October 18–23, 2026. The seminar is intended for Ph.D. students, postdoctoral researchers, and other early-career researchers interested in stochastic PDEs, fluid dynamics, applied analysis, and related fields. It offers an excellent opportunity to learn from leading experts and interact with researchers from around the world. More information and the application form are available here: https://www.mfo.de/www/activity/2643b Application deadline: July 12, 2026. I encourage eligible students and postdoctoral researchers to apply. Best regards, Hakima ---------------------------------------------------- Hakima Bessaih, PhD Professor and GPD AHC-4 Room 358 Tel: (305) 348-5789 Mathematics & Statistics Department College of Arts, Sciences & Education Florida International University 11200 SW 8th St, Miami, FL 33199

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PhD Position in Financial and Insurance Mathematics - University of Zurich
by Claudio Fontana 08 Jul '26

08 Jul '26

Dear all, I forward the announcement of this PhD position in Zurich, under the supervision of Delia Coculescu. Application link: https://apply.mnf.uzh.ch/positiondetails/57671686 Best, Claudio Fontana ---------------------------------------------------------------------------- PhD Position in Financial and Insurance Mathematics Chair of Quantitative Risk Analysis Department of Mathematical Modeling and Machine Learning (DM3L) University of Zurich The Chair of Quantitative Risk Analysis at the Department of Mathematical Modeling and Machine Learning is inviting applications for a PhD position in Financial and Insurance Mathematics. The successful candidate will be associated with the Zurich Graduate School of Mathematics and will work on research topics at the intersection of stochastics, financial and insurance applications, and machine learning. The doctoral thesis will focus on questions related to nonlinear pricing and model risk in finance and insurance. Possible research directions include the mathematical analysis of pricing and risk measurement under uncertainty, robust and nonlinear valuation methods, contagion models, and the use of machine learning techniques in financial and actuarial modeling. We are looking for a highly motivated and talented candidate with a strong background mathematics, in particular probability theory and stochastic analysis, and mathematical finance. The candidate should be interested in developing rigorous mathematical methods while remaining open to applications in finance, insurance, and data-driven modeling. The position is funded for 4 years, starting from September 2026. Candidate profile Applicants should have: * A Master’s degree, or equivalent qualification, in stochastic analysis, mathematical finance, or a closely related field. * A solid background in probability theory, stochastic processes, stochastic analysis, or financial mathematics. * An interest in financial and insurance applications. * Openness to working at the interface of mathematics, finance, insurance, and machine learning. * Strong analytical skills and motivation for independent research. Research environment The candidate will join the Chair of Quantitative Risk Analysis and become part of a stimulating research environment within DM3L and the Zurich Graduate School of Mathematics. The position offers the opportunity to work on mathematically rigorous and practically relevant problems in financial and insurance mathematics. Applications should include a CV, academic transcripts, a brief statement of research interests, and the names of 2 potential references. For further information or sending an application, please contact: Prof. Delia Coculescu Chair of Quantitative Risk Analysis Department of Mathematical Modeling and Machine Learning https://dm3l.uzh.ch/workgroup/coculescu delia.coculescu(a)math.uzh.ch

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FRIT 2026 conference: reminder and speakers
by Alessandro Doldi 07 Jul '26

07 Jul '26

Dear colleagues, We would like to remind you about Frontiers in Risk and Investment Theory (FRIT 2026), which will take place in Stresa (Lake Maggiore, Italy), September 20–22, 2026. We are pleased to announce that the deadline for registration has been extended to July 30. FRIT 2026 will bring together leading researchers in Mathematical Finance and will also celebrate the 65th birthday of Marco Frittelli. The conference features a distinguished lineup of speakers: * Beatrice Acciaio * Francesca Biagini * Bruno Dupire * Hans Föllmer * Jean-Pierre Fouque * Fausto Gozzi * Felix Liebrich * Massimo Marinacci * Thilo Meyer-Brandis * Max Nendel * Jan Obłój * Frank Riedel * Wolfgang Runggaldier * Walter Schachermayer * Martin Schweizer * Nizar Touzi Further information on the scientific program, venue, registration, and submission guidelines is available on the conference website: https://sites.google.com/view/frit2026 We look forward to welcoming you to Stresa in September! Best regards, The Organizing Committee Siamo nati per chiederci perché. Il tuo 5xmille all'Universita degli Studi di Milano Codice fiscale 80012650158 [https://sites.unimi.it/loghi/5x1000/5x1000.png]

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HIM Trimester Program: Nonlinear evolution equations with noise, Bonn, May–August 2027
by Nicolas Perkowski 03 Jul '26

03 Jul '26

Dear colleagues, We are happy to announce the HIM Trimester Program Nonlinear evolution equations with noise which will take place at the Hausdorff Research Institute for Mathematics in Bonn from May 10 to August 6, 2027. The program will bring together researchers working on nonlinear evolution equations with randomness, at the interface of dispersive PDE, probability, harmonic analysis, and mathematical physics. It includes an introductory summer school, a workshop on statistical mechanics of dispersive equations, and a conference on nonlinear dispersive and wave phenomena in the presence of randomness. The call for participation is open until November 1, 2026. Further information and application details: https://www.mathematics.uni-bonn.de/him/programs/future/him-trimester-progr… Please feel free to forward this announcement to anyone who may be interested. Best regards, Bjoern Bringmann, Herbert Koch, Andrea R. Nahmod, Nicolas Perkowski, and Leonardo Tolomeo

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3rd Dolomites Winter School on Mean-field Control, Mean-field Games and Applications
by Stefano Pagliarani 03 Jul '26

03 Jul '26

It is our pleasure to announce the 3rd Dolomites Winter School on Mean-field Control, Mean-field Games and Applications<https://sites.google.com/view/dolomitesws27> which will take place in Folgarida on January 25-28, 2027. Mission: The winter school is designed for Ph.D. students as well as early career researchers in the areas of probability, stochastic analysis, machine learning, mathematical finance. However, any researcher in these areas is encouraged to partecipate. It will take place in Folgarida, in the heart of the Dolomites, a world-renowned alpine destination and a World Heritage site since 2009, thanks to their beauty and unique landscapes. Courses: * Giorgio Ferrari (Bielefeld University), "Mean Field Games: From Foundations to Singular Controls and Optimal Stopping" * Huyen Pham (École Polytechnique of Paris), "Mean-Field Control: Theory, Methods, from Foundations to Learning" Highlights: * Free participation (registration is compulsory) * Discounted accommodation rates available for reservations made by September 15, 2026 (see the website) * Contributed and poster sessions for the participants Further information available at https://sites.google.com/view/dolomitesws27 For special queries, please contact the organizers at: dolomitesws(a)gmail.com<mailto:ws25unibomi@gmail.com> ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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One year post-doc position in Padova opening soon
by Giorgia Callegaro 01 Jul '26

01 Jul '26

Dear all, We are pleased to announce that a post-doctoral position will open after the summer break at the Department of Mathematics in Padova. The research topic focuses on *cyber security risk mitigation*, and the successful candidate will join the working team of Profs. Callegaro, D'Auria, and Fontana. All relevant (and available!) details can be found in the attached PDF. Please feel free to reach out if you have any questions. We look forward to receiving your applications! Best regards, Giorgia, Bernardo and Claudio Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Fwd: Assistant Professors in Mission-Driven Research on Future-Proof Networks at Eindhoven University of Technology
by Cristian GIARDINA' 30 Jun '26

30 Jun '26

Ricevo e volentieri inoltro. Cristian Giardina' ------------------ The Eindhoven University of Technology (TU/e), *Department of Mathematics & Computer Science* <https://www.youtube.com/watch?v=JQRS85BMQUY>(M&CS), invites applications for *three Assistant Professor (UD) positions*. Although this is a broadly advertised call, we are particularly interested in candidates with an MSc or PhD in Mathematics or Statistics who are strongly motivated to engage in mission‑driven research on Future‑Proof Networks. We are looking for researchers who are committed to delivering concrete results, developing proof‑of‑concepts, and demonstrating the impact of their work. Expertise in mathematical networks is considered a plus, and preference will be given to candidates whose research interests align with the mathematical foundations of networks. The application period runs until August 15. For more information and the application form, please see the *vacancy page* <https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=&cad=rja&uact…>. We look forward to receiving your application.

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Frontiers in Risk and Investment Theory (FRIT 2026)
by Marco Maggis 30 Jun '26

30 Jun '26

Dear colleagues, this is the second announcement for 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*. Confirmed speakers Beatrice Acciaio Francesca Biagini Bruno Dupire Hans Foellmer Jean-Pierre Fouque Fausto Gozzi Felix Liebrich Massimo Marinacci Thilo Meyer-Brandis Max Nendel Jan Obłój Frank Riedel Wolfgang Runggaldier Walter Schachermayer Martin Schweizer Nizar Touzi The conference will also be a special occasion to celebrate the 65th birthday of Marco Frittelli. Participation is free of charge, but registration is mandatory. The deadline for registration is *July 15, 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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SEMINARIO presso Politecnico di Milano - 13.07.26 ore 11:30 - Soumick Chatterjee
by Laura Maria Sangalli 29 Jun '26

29 Jun '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Politecnico di Milano: Soumick Chatterjee, Human Technopole 13.07.26 ore 11:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: A Chain of Estimation Problems in Medical Imaging: Probabilistic Modelling from Reconstruction to Genetics Abstract: A medical image is never observed directly. It is inferred from incomplete measurements, interpreted under genuine ambiguity, compressed into a usable description, and finally explained in terms of underlying biology. This talk uses that chain as its backdrop and takes up three distinct estimation problems situated at different points along it, each filling a different gap that the others leave open. The common stance is that each problem is best posed in terms of a distribution or an estimator rather than a single picture. The first problem is reconstruction, an ill-posed inverse problem: the image has to be recovered from far fewer measurements than there are unknowns, so the solution is not unique. Estimators that learn the prior structure of plausible images from data, while staying consistent with the measurements actually acquired, then single out a high-quality reconstruction. The second is interpretation under expert disagreement, where a single segmentation is untenable and the natural target becomes a predictive distribution, learned by matching expert variability through statistical divergences and assessed through calibration. The third is the move from image to biology: unsupervised generative models place whole-organ images on a low-dimensional manifold, yielding compact and reproducible descriptors of anatomy and function. Treated as quantitative phenotypes, these descriptors are then linked to the genome through heritability estimation and genome-wide association in tens of thousands of individuals, recovering and extending known genetic architecture. The thread throughout is that careful probabilistic and mathematical modelling, rather than any single method, is what turns images into biological insight. Un caro saluto a tutti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia
by Enrico Scalas 29 Jun '26

29 Jun '26

Buongiorno, vi segnaliamo le date e i contenuti del secondo ciclo di seminari estivi online sulle applicazioni della probabilità in economia organizzate dal gruppo UMI PRISMA. 16 luglio 2026, ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia Title: Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. 23 luglio 2026, ore 14 Miguel Angel Sordo Diaz, Departamento de Estadística e Investigación Operativa, Universidad de Cádiz Title: A Spearman-like coefficient for upper-tail association analysis Abstract: Quantifying association during extreme events is of paramount importance in fields such as finance, insurance, and environmental sciences. Classical correlation measures often fail to capture co-movements in the tails of distributions, while traditional boundary tail coefficients collapse under asymptotic independence, rendering them blind to subasymptotic concentration. In this paper, we introduce a unified framework of Spearman-like, tail-sensitive indices constructed via the ranks and concomitants of the data to assess localized association conditional on large threshold exceedances. We establish two complementary families of measures: a discrete two-parameter family that encompasses Spearman's $\rho$ as a special case, and a continuous single-parameter family obtained as its asymptotic limit. This threshold-defined framework offers a flexible, interpretable diagnostic tool that continuously tracks tail-association paths and successfully discriminates among fundamentally distinct subasymptotic structures where classical boundary indicators vanish. For both families, we investigate their theoretical properties - including their limiting behavior at the absolute boundary - propose empirical plug-in estimators, and derive their asymptotic distributions. The operational advantages of the indices are verified through analytical illustrations across diverse copula families and demonstrated via an empirical application to global catastrophic risk. 25 settembre 2026 ore 14 Sara Biagini, Department of AI, Data and Decision Sciences, LUISS University, Rome Title: An introduction to carbon markets regulation: carbon neutrality and Net-Zero Abstract: After introducing carbon markets, we analyze the impact of carbon dioxide regulation on a system of polluting, heterogeneous companies. We consider two compliance frameworks: one based on an emission trading system (ETS) mechanism and the other relying only on abatement efforts. The shocks in the economy are spanned by a multivariate Brownian motion, and the companies’ emissions are modeled as general diffusions. Firms must match their projected emission imbalance with their reduction effort at the compliance date in both frameworks. Under the ETS program, to do so firms can both abate and trade carbon permits in the ETS permits exchange. Existence and uniqueness of the optimal abatement and trade, together with the equilibrium carbon price, are proven under mild necessary and sufficient conditions. The optimizers and the carbon price are explicit, and their analytic expressions provide an instance of classic economic principles. Numerical examples illustrate the flexibility of the model in the study of the effect of significant allocation policies. Under the net-zero framework, firms can only rely on abatement, which is also provided in closed-form. Seguiranno, per ciascun seminario, le istruzioni per partecipare. Cordiali saluti dagli organizzatori: Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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SEMINARIO presso Politecnico di Milano - 10.07.26 ore 11:30 - Hedayat Fathi
by Laura Maria Sangalli 29 Jun '26

29 Jun '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Politecnico di Milano Hedayat Fathi, Université Laval, Québec 10.07.26 ore 11:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: SOFIA and MIP-FoSR: Two Methods for Variable Selection in Functional Linear Regression Abstract: This presentation covers two recent contributions to variable selection in functional linear regression. For the scalar-on-function setting, we propose SOFIA (Scalar-On-Function Integrated Adaptive Lasso). We assume the functional covariates are in a Hilbert space while the coefficient functions belong to a specific subspace of it, such as a reproducing kernel Hilbert space. In this way, we impose a controlled level of smoothness or periodicity on the coefficients. The method satisfies a functional oracle property even when the number of predictors exceeds the sample size. For the function-on-scalar setting, we propose MIP-FoSR, a mixed-integer programming framework that performs simultaneous variable selection and outlier detection. It extends the "mean-shift outlier model" to the functional setting, and uses grouped binary indicators on basis-expansion coefficients to impose explicit bounds on the number of selected predictors and detected outliers. We establish an equivalence with a functional sparse trimming problem, derive a finite-sample breakdown point, and prove a functional robust strong oracle property. Un caro saluto a tutti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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SEMINARIO presso Politecnico di Milano - 02.07.26 ore 14:30 - M. Pegoraro
by Laura Maria Sangalli 29 Jun '26

29 Jun '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Politecnico di Milano Matteo Pegoraro, Università della Svizzera italiana 02.07.26 ore 14:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Topological Data Analysis: Invariance Properties, Statistical Problems, and Topological Machine Learning Abstract: I will present some of my contributions to Topological Data Analysis through the problem of building rigorous and usable TDA pipelines. Starting from a function, mesh, or point cloud, one builds a filtration and extracts a topological summary, such as a persistence diagram, merge tree, or Reeb graph. I will discuss how these summaries encode coordinate-free and invariant information, and why turning this idea into a robust mathematical pipeline requires carefully designed metrics, stability results, and estimation procedures, using tools from topology, geometry, statistics, and optimal transport. This perspective also exposes a second difficulty: even once stable summaries have been constructed, many of them naturally live in non-linear metric spaces, making standard statistical and machine-learning methods difficult to apply directly. I will therefore conclude with recent work on Persistence Spheres, an explicit Hilbert-space embedding of persistence diagrams with provable bi-continuity, aimed at making topological summaries compatible with modern machine-learning pipelines. Un caro saluto a tutti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Posizione RTT Trieste
by ASCI CLAUDIO 26 Jun '26

26 Jun '26

Cari colleghi, è aperta la selezione per il reclutamento di sei ricercatori a tempo determinato, ai sensi dell’art. 24 della L. n. 2402010 (RTT), per diversi SSD, tra cui MATH-03B (Probabilità e statistica matematica), presso il Dipartimento di Matematica, Informatica e Geoscienze, dell'Università degli Studi di Trieste. Il termine ultimo per la presentazione della domanda è il 20 luglio 2026. In allegato il bando. Saluti. Claudio Asci

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Registration open: Vienna-Copenhagen Conference on Financial Econometrics 2026
by Viktoria Schildhammer 26 Jun '26

26 Jun '26

Dear colleagues, Registration for the Vienna-Copenhagen Conference on Financial Econometrics 2026, taking place at the University of Vienna, Austria, from August 13–15, 2026, is now open. The conference brings together researchers working on theoretical, methodological, and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics of interest include, but are not limited to, risk measurement and management, asset pricing, financial forecasting, high-frequency statistics, market microstructure, derivatives, and machine learning. The conference features keynote lectures, parallel sessions, and poster presentations. Registration is open until July 26, 2026. For registration and further information, please visit: https://vieco2026.univie.ac.at We look forward to welcoming you to Vienna. Best regards, The Organizers

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Mini-mini course Alberto Bietti at Tor Vergata, June 30
by Michele Salvi 23 Jun '26

23 Jun '26

Dear all, It is not time to go to the seaside yet! On Tuesday, June 30th, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS will host Alberto Bietti (Flatiron Institute, NYC), with the mini-mini-course (about 3 hours long) “Learning in Transformers with Associative Memories” Abstract: Large language models based on transformers have achieved great empirical successes. However, as they are deployed more widely, there is a growing need to better understand their internal mechanisms in order to make them more reliable. These models appear to store vast amounts of knowledge from their training data, and to adapt quickly to new information provided in their context or prompt. Through toy tasks for reasoning and factual recall, we highlight the role of weight matrices as associative memories, and provide theoretical results on how gradients enable their learning during training, how over-parameterization affects their storage capacity, and sample complexity. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/meet/366597487320635?p=lk1ffPDon4Quh9ygMt The seminar is part of the Excellence Project MatMod@TOV.

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Tenure Track Position (RTT) University of Pisa
by Francesco Grotto 23 Jun '26

23 Jun '26

Gentili colleghi, è bandito un posto di ricercatore tenure-track (RTT) in 01/MATH-03/B presso il Dipartimento di Matematica dell’Università degli Studi di Pisa. Il bando si trova al seguente link: https://bandi.unipi.it/public/Bandi/Detail/751e1b7d-da83-4d77-8965-d8419b5c… La scadenza per la presentazione delle domande è il 23 Luglio 2026. Per informazioni, anche di natura amministrativa, i candidati possono contattare me o il collega Prof. Mario Maurelli (mario.maurelli(a)unipi.it) Cordiali saluti, Francesco Grotto ENGLISH VERSION Dear colleagues, the Mathematics Department of the University of Pisa has opened a tenure-track researcher position (RTT) in the scientific sector 01/MATH-03/B (Probability and Mathematical Statistics): https://bandi.unipi.it/public/Bandi/Detail/751e1b7d-da83-4d77-8965-d8419b5c… The deadline for applications is July 23rd, 2026. Candidates may contact me or Prof. Mario Maurelli (mario.maurelli(a)unipi.it) for information, including administrative matters. Best regards, Francesco Grotto ------------- Tenure-Track Researcher in Probability and Statistics Dipartimento di Matematica Università di Pisa https://pagine.dm.unipi.it/grotto/

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Fwd: [ST-NET] Fellowships for at-risk Scholars
by Mario Maurelli 20 Jun '26

20 Jun '26

I forward this call of interest, which also covers Mathematics and in particular Probability and Statistics, note the close deadline 26.06.2026. Best regards Mario Maurelli ---------- Forwarded message --------- Da: <bender(a)math.uni-sb.de> Date: ven 19 giu 2026 alle ore 12:25 Subject: [ST-NET] Fellowships for at-risk Scholars To: St Net <st-net(a)lists.math.uni-sb.de> Von: Luigi Amedeo Bianchi <luigiamedeo.bianchi(a)gmail.com> --- I would like to point out this Call for Interest, which covers also Mathematics and in particular Probability and Statistics. Feel free to forward this information to anyone who might be interested and eligible. Notice however the very close deadline: 26.06.2026 Luigi Amedeo Bianchi Call for expression of interest: University of Trento 2026 Fellowships for at-risk Scholars Deadline for submissions: June 26, 2026 The University of Trento invites expressions of interest for fellowships for at-risk scholars (1 Senior Position and 2 Junior Positions), that are co-funded by the CARITRO Foundation and the Municipality of Rovereto. Preliminary information about the forthcoming call for applications for fellowships is provided below: 1) UniTrento Post-Doctoral Fellowship (Senior Position): The duration of the fellowship is 12 months from the date of the signature of the contract and may be renewable for a further 12 months on the same research topic, subject to funding and certification by the Tutor about the regular conduct of the research activity at the end of the first year. Economic conditions: Gross annual salary 50.000 Euros (monthly net subject to variable taxation). Benefits: Free enrolment in national health system. The scholar will have to autonomously provide for accommodation. Requirements: a) holding a PhD title; b) possess a professional and scientific CV; c) be a foreign citizen in at least one of the following positions: (1) be in possession of refugee status in Italy or in a member country of the European Union or in a country that has signed the Geneva Convention or where UNHCR conducts mandate refugee status determination; (2) have obtained the recognition of subsidiary protection in Italy or in a member country of the European Union; (3) be an asylum-seeker in Italy or in a member country of the European Union; (4) have obtained the recognition of temporary protection in Italy or in a member country of the European Union; (5) be recognized as a "scholar at risk" by Scholars at Risk (SAR-status) or by other recognized international organizations operating in the sector [The New University in Exile Consortium]. Selection Procedure: Expected October-November 2026. The selection is based on CV, titles, research project, and interview. Starting date: As soon as possible from December 2026 onwards. 2) UniTrento Post-Master’s Fellowship (Junior Position): The duration of the fellowship is 12 months from the date of the signature of the contract and may be renewable for a further 12 months on the same research topic, subject to funding and certification by the Tutor about the regular conduct of the research activity at the end of the first year. Economic conditions: Gross annual salary 25.000 Euro (monthly net approximately 1.840 Euro). Benefits: Cost of enrolment in national health system; accommodation in University-owned apartment. Requirements: a) holding a master’s degree awarded within 6 years of the call closing date. b) possess a professional and scientific CV c) be a foreign citizen in at least one of the following positions: (1) be in possession of refugee status in Italy or in a member country of the European Union or in a country that has signed the Geneva Convention or where UNHCR conducts mandate refugee status determination; (2) have obtained the recognition of subsidiary protection in Italy or in a member country of the European Union; (3) be an asylum-seeker in Italy or in a member country of the European Union; (4) have obtained the recognition of temporary protection in Italy or in a member country of the European Union; (5) be recognized as a "scholar at risk" by Scholars at Risk (SAR-status) or by other recognized international organizations operating in the sector [The New University in Exile Consortium]. Selection Procedure: October-November 2026. The selection is based on CV, titles, research project, and interview. Starting date: As soon as possible from December 2026 onwards. While expressions of interest are particularly welcome, please note that failure to respond to this call for expression of interest does not prevent interested candidates from applying to the forthcoming call for applications for fellowships. Candidates can contact and apply to only one Department/Centre/School of the University of Trento. If you would like to express your interest, kindly contact via email the SAR contact person of the relevant academic structure and share: (a) a CV including publication lists (especially for the Senior Position); (b) a one-page motivation letter explaining research interests and how they dialogue with the selected Department/Centre/School. Expressions of interest will have to reach the relevant SAR contact person indicated below NO LATER THAN FRIDAY 26 JUNE 2026. For the Department of Mathematics: https://www.maths.unitn.it/en the contact person is Prof. Roberto Pignatelli, roberto.pignatelli(a)unitn.it -------------------------------------------------------------------- St-net mailing list -- st-net(a)lists.math.uni-sb.de To unsubscribe send an email to st-net-leave(a)lists.math.uni-sb.de -------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html --------------------------------------------------------------------

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Contratto di Ricerca presso Luiss
by Marta Leocata 20 Jun '26

20 Jun '26

Cari colleghi, Vi scrivo per annunciare una call relativa a un contratto di ricerca presso il Dipartimento di Intelligenza Artificiale, Scienza dei Dati e delle Decisioni (DIASDD) della LUISS, dal titolo “Modelli matematici in economia e finanza ambientale attraverso il Controllo Ottimo Stocastico, i Giochi Differenziali e il Reinforcement Learning” . L’assegno avrà una durata di 2 anni. Le candidature potranno essere inviate fino alle 14 del 15 Luglio 2026 (CEST). Ecco qui il link al bando relativo all’assegno: https://www.luiss.it/contratti-di-ricerca-bandi <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.luiss…> Saluti, Marta Leocata

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BNP15 — 15th International Conference on Bayesian Nonparametrics (Bergamo, 28 June–2 July 2027)
by Raffaele ARGIENTO 20 Jun '26

20 Jun '26

Dear colleagues, We are delighted to announce that the *15th International Conference on Bayesian Nonparametrics (BNP15) *will be held at the *Università degli Studi di Bergamo*, Italy, from 28 June to 2 July 2027. BNP is the biennial international meeting of the Bayesian nonparametrics community and an official section meeting of the *Bayesian Nonparametrics Section of ISBA*. The conference brings together researchers working on the theory, methodology, computation, and applications of Bayesian nonparametric statistics. We are pleased to confirm the following invited speakers: *Plenary speakers* • Sylvia Frühwirth-Schnatter, WU Vienna University of Economics and Business • Michele Guindani, University of California, Los Angeles • Fernando Quintana, Pontificia Universidad Católica de Chile *Keynote speakers* • Sandra Fortini, Bocconi University • Ramses Mena, Universidad Nacional Autónoma de México • Jeff Miller, Harvard University The conference will take place at the Sant'Agostino Campus ( https://en.unibg.it/university/about-us/campuses/santagostino) of the University of Bergamo, set in the historic upper town (Città Alta). Further details will be posted on the conference website: https://bnp15.github.io/. For any questions, please write to bnp15.conference(a)gmail.com. We look forward to welcoming you to Bergamo. Best regards, Raffaele Argiento On behalf of the BNP15 Organizing Committee

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Fwd: Postdoc position at Univ. Fribourg
by Silvestri, Vittoria 20 Jun '26

20 Jun '26

Ricevo e inoltro con piacere. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: MANOLESCU Ioan <ioan.manolescu(a)unifr.ch> Date: ven 19 giu 2026 alle ore 11:28 Subject: Postdoc position at Univ. Fribourg To: MANOLESCU Ioan <ioan.manolescu(a)unifr.ch> Cc: Dear Colleagues, We currently have an open 2-year postdoc position at the University of Fribourg (Switzerland) open to all fields of mathematics. The starting date is in principal September 2026 but is flexible. Applications will be considered starting from the 15th of July on a rolling basis. For details, please visit https://www.unifr.ch/math/assets/public/files/PDF%20Open%20Positions/postdo… Do not hesitate to forward this information to any interested parties. Please encourage those interested to apply or contact me for more info. Sorry for spamming your mailboxes. Thank you and best regards, Ioan ------------------------------------------------------------------------- Ioan Manolescu - Professor University of Fribourg - Department of Mathematics Chemin du Musée 23, CH-1700 Fribourg, Switzerland Phone: +41 26 300 9533 Webpage http://homeweb.unifr.ch/manolesc/Pub/ -------------------------------------------------------------------------

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Midsummer SURE-AI @ STAR seminars
by Leonardo Tarquini 19 Jun '26

19 Jun '26

Dear All, Midsummer is approaching with plenty to enjoy! The program features Xin Guo, University of Berkely with three lectures on Reinforcement Learning, Backward equations, LLM, and Rough Paths: SURE-AI@STAR Midsummer on Reinforcement Learning - Department of Mathematics <https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…> mn.uio.no<http://mn.uio.no> You can register at the following link<https://nettskjema.no/a/619433#/page/1>. Also, we are pleased to announce the upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Friday, June 26th, 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/68891938436>. The speaker is Gonçalo dos Reis (University of Edinburgh) with the talk Title: Simulation of mean-field SDEs: some recent results Abstract: We review two results in the simulation for SDE of McKean-Vlasov type (MV-SDE). The first block of results addresses simulation of MV-SDEs having super-linear growth in the spatial and the interaction component in the drift, and non-constant Lipschitz diffusion coefficient. The 2nd block is far more curious. It addresses the study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approximation of the stationary distribution of a one-dimensional McKean--Vlasov Stochastic Differential Equation (MV-SDE). The particular class under study is known as mean-field (overdamped) Langevin equations (MFL). We provide weak and strong error results for the scheme in both finite and infinite time. We work under a strong convexity assumption. Based on a careful analysis of the variation processes and the Kolmogorov backward equation for the particle system associated with the MV-SDE, we show that the method attains a higher-order approximation accuracy in the long-time limit (of weak order convergence rate 3/2) than the standard Euler method (of weak order 1). While we use an interacting particle system (IPS) to approximate the MV-SDE, we show the convergence rate is independent of the dimension of the IPS and this includes establishing uniform-in-time decay estimates for moments of the IPS, the Kolmogorov backward equation and their derivatives. The theoretical findings are supported by numerical tests. This presentation is based on the joint work [1], [2]. [1] Chen, X., Dos Reis, G., Stockinger, W. and Wilde, Z., 2025. Improved weak convergence for the long-time simulation of mean-field Langevin equations. Electronic Journal of Probability, 30, pp.1-81. [2] X. Chen, G. dos Reis. "Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction" IMA Journal of Numerical Analysis, 44, no. 2 (2024), 751-796. Please find more info @ SURE-AI@STAR Seminar Gonçalo dos Reis - Department of Mathematics <https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…> mn.uio.no<http://mn.uio.no> Best wishes, Giulia, Leonardo, David, Pere

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Call for applications: PhD in Methods and Models for Economic Decisions @ University of Insubria
by Asmerilda Hitaj 19 Jun '26

19 Jun '26

Dear all, We are pleased to announce the call for applications for the *PhD Program in Methods and Models for Economic Decisions* at the Department of Economics, University of Insubria. The program offers *6 fully funded positions* and *2 positions without a scholarship* for the 2026–2027 academic year (Cycle 42). 🔗 *Application links:* - Call for applications – English version <https://www.uninsubria.eu/work-and-study-us/call-admission-doctoral-courses…> - Bando di ammissione – Versione italiana <https://www.uninsubria.it/bandi-e-concorsi/bando-di-ammissione-ai-corsi-di-…> 📅 *Deadline:* Applications must be submitted *exclusively online* via the Student Secretarial Web Services by *July 6, 2026, at 12:00 p.m. (noon)*. We particularly encourage applications from candidates interested in research topics such as: - Operations Research - Probability and Stochastic Processes - Multiobjective Optimization - Stochastic Control - Mathematical Finance - (Multivariate) Time Series Analysis, - Optimal Transport, - Machine Learning, Generative AI and LLMs for Economic and Financial Applications - Network Analysis The mathematical–statistical area of the PhD brings together an interdisciplinary group of researchers with backgrounds in economics, mathematics, physics, statistics and engineering, an heterogeneity that is a key strength in tackling economic and decision problems. The group operates at the intersection of econometrics, statistics and probability, applied mathematics and decision theory, developing quantitative methods for the analysis of economic and financial phenomena. A strong focus on applications in economics (including energy and climate challanges), management and finance encourages collaborations within the department and supports international partnerships. The PhD program lasts three years and all its activities are in English. Each post is endowed with a scholarship of about € 16.243 gross per year. Each student is endowed with an additional budget of about €1.624 per year for research activities. The PhD program is hosted by Department of Economics <https://www.uninsubria.it/dieco> of the University of Insubria (located in Varese, Italy), which has been granted the *Departments of Excellence* <https://dieco.uninsubria.it/it/> award and funding plan for the period 2023 – 2027 by the ANVUR <https://www.anvur.it/en> (Italian National Agency for the Evaluation of Universities and Research Institutes), ranking 8th among the Italian departments of economics and statistics. For more information on the Department of Economics, its research areas, and scholars involved in quantitative research, please visit: 🔍 Quantitative Research at the Department of Economics (DIECO) <https://archivio.uninsubria.it/siti-tematici-o-federati/siti-dei-dipartimen…> and the PhD website 🔍 *PhD website* <https://www.uninsubria.it/formazione/offerta-formativa/methods-and-models-e…> We would be grateful if you could help us to share this opportunity with any potentially interested students or colleagues. Best regards, Elisa Mastrogiacomo & Asmerilda Hitaj

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PhD Scholarship in Quantitative Finance at Roma Tre University
by Francesco Cesarone 16 Jun '26

16 Jun '26

Dear Colleagues, I would be grateful if you could share the following PhD opportunity with any students and colleagues who might be interested. Roma Tre University has opened the call for applications to the 42nd cycle of its PhD programmes. Within the PhD Programme in Markets, Business and Consumers (Mercati, Impresa e Consumatori), one Roma Tre-funded PhD scholarship is available for the curriculum in Finance, Markets and Regulation (Finanza, mercati e regolazione). Applications from students with a strong interest in Quantitative Finance are particularly welcome. Application deadline: July 14, 2026, at 2:00 PM Italian time. The PhD programme lasts three years. The annual scholarship amount is currently €16,243 gross, and PhD students also receive a yearly research budget equal to 10% of the gross annual scholarship. The Quantitative Finance group at Roma Tre works on a broad range of topics, including portfolio optimization, risk measures and stochastic dominance, sustainable finance, cryptocurrencies and alternative assets, behavioral portfolio choice, and computational/data-driven methods for financial decision-making. Further details on our research are available here: https://francescocesarone.com/papers The official call is available here: https://apps.uniroma3.it/public/bando2026/ Candidates should carefully consult the official call and the programme information page for details on eligibility requirements, required documents, language requirements, and the selection procedure. Prospective applicants interested in this position are warmly encouraged to contact me at francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> with a short expression of interest. I would be pleased to provide informal guidance on the application process and to arrange a preliminary discussion to learn more about their background, research interests, and potential fit with the Quantitative Finance research group. Thank you very much in advance for circulating this opportunity. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Fwd: openings for two postdoc positions at the WIAS in Berlin
by AMORINO, CHIARA 15 Jun '26

15 Jun '26

Cari colleghi, Vi segnalo l'apertura di due posizioni postdoc al WIAS di Berlino, nel gruppo di Johannes Schmidt-Hieber. Potreste diffondere il messaggio a chiunque sia interessato? Grazie mille! Chiara ---------- Forwarded message --------- De: Schmidt-Hieber, Johannes (UT-EEMCS) <a.j.schmidt-hieber(a)utwente.nl> Date: vie, 12 jun 2026 a las 12:51 Subject: openings for two postdoc positions at the WIAS in Berlin To: Schmidt-Hieber, Johannes (UT-EEMCS) <a.j.schmidt-hieber(a)utwente.nl> Dear friends, We have openings for two postdoc positions in mathematical statistics at the WIAS in Berlin. Feel free to forward the job advert to interested candidates. Best, Johannes ---------------------------------------------------------------------------------------------------------------------------------------- The Weierstrass Institute for Applied Analysis and Stochastics (WIAS) in Berlin invites applications for *two postdoc positions* in mathematical statistics Starting date: *September 1, 2026* (or a bit later) While this is a broadly advertised position, we are primarily looking for candidates with a strong track record in mathematical statistics and/or theory of machine learning. Candidates are expected to actively contribute to our scientific collaborations. It is a plus to have knowledge of stochastic analysis and we will give preference to candidates whose research interests align with the research of several members of the research group "Stochastic Algorithms and Nonparametric Statistics" (see this link https://www.wias-berlin.de/research/rgs/fg6/ for details and note that Johannes Schmidt-Hieber and the ERC grant “Extending the mathematics of artificial neural networks to biological neural networks” will be soon integrated within the research group). The application period opens immediately and remains open until the position is filled. For more details and the application form see https://short.sg/j/65248656

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Pisa/Bern Meeting on Probability and Statistics (June 22-24)
by francesco.triggiano＠sns.it 09 Jun '26

09 Jun '26

Dear Colleagues, We are pleased to invite you to the Pisa/Bern (PiBe) Meeting on Probability and Statistics, jointly organized by the Statistics and Probability groups of the University of Bern and the University of Pisa. The workshop will take place in Pisa from June 22 to 24, 2026. For further details, please visit our website: https://sites.google.com/view/pibeworkshop/home We look forward to welcoming you to Pisa. On behalf of the organizers, F. Triggiano

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METRON call for papers: "Modern biostatistics and health data science"
by Umberto P 09 Jun '26

09 Jun '26

Cari colleghi, porto alla vostra attenzione la special issue di METRON su "Modern biostatistics and health data science". Info sono riportate di sotto e nel documento allegato. Saluti, Umberto Picchini ****************************************** The journal METRON is welcoming submissions for the Special Issue "Modern Biostatistics and Health Data Science" https://link.springer.com/journal/40300 This Special Issue is associated with the 21st International Conference on Computational Intelligence Methods for Bioinformatics and Biostatistics — CIBB 2026 <https://cibb2026.teralab.ai/> (Rome, Italy, September 2–4, 2026). *Submissions are open not only to CIBB 2026 participants, but also to researchers who are not attending the conference*. The Special Issue welcomes original research and review articles on recent theoretical, methodological, and applied advances in modern biostatistics and health data science. Topics include, among others, Bayesian inference, causal inference, clinical trials, epidemiology, health data science, machine learning, longitudinal data analysis, public health, statistical modelling, and survival analysis.* More details are in the document attached.* All manuscripts will undergo METRON’s standard double-blind peer-review process. When submitting through the METRON online submission system, authors should select "CIBB2026" as the article type and follow the journal's guidelines <https://link.springer.com/journal/40300/submission-guidelines>. *Submission deadline: January 31, 2027* Expected acceptance deadline: August 31, 2027 Expected publication: September–October 2027 For questions and information please contact any of the Editors: Shirin Golchi (*shirin.golchi(a)mcgill.ca* <shirin.golchi(a)mcgill.ca>), Umberto Picchini (*picchini(a)chalmers.se* <picchini(a)chalmers.se>) and Alessandra Spagnoli (*alessandra.spagnoli(a)uniroma1.it* <alessandra.spagnoli(a)uniroma1.it>). -- _________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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PhD: Computational Sciences & TechnologICAL Innovation
by Enea Bongiorno 09 Jun '26

09 Jun '26

Buongiorno, Segnalo bando di dottorato presso l'Università del piemonte Orientale dal titolo: *Computational Sciences & TechnologICAL Innovation* Sito del dottorato per maggiori informazioni: https://sites.google.com/uniupo.it/phd-ctsi/ Bando di dottorato: https://uniupo.it/it/corsi/dottorato-di-ricerca/il-dottorato-upo/bando-dott… *Scadenza 10 luglio.* Cordialmente, Enea -- 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 ------

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Re: IMPMS 2026
by GIUSEPPE SANFILIPPO 08 Jun '26

08 Jun '26

<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> teams.microsoft.com<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> [X]<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> new link ~~~~~~~~~~~~~~~~~~~~~~~~~ Giuseppe Sanfilippo Department of Mathematics and Computer Science, University of Palermo, Italy https://sites.unipa.it/sanfilippo giuseppe.sanfilippo(a)unipa.it ~~~~~~~~~~~~~~~~~~~~~~~~~ On 8 Jun 2026, at 15:12, Lucia Caramellino <caramell(a)mat.uniroma2.it> wrote: Confermo Il giorno 8 giu 2026, alle ore 15:09, Stefano Marmi via Random <random(a)lists.dm.unipi.it> ha scritto: FYI: the Teams link you sent (after registration) for following Micali's colloquium does not work. It says that "l'evento è terminato, grazie per la partecipazione" Peccato, Stefano Il giorno dom 7 giu 2026 alle ore 10:10 GIUSEPPE SANFILIPPO via Random <random(a)lists.dm.unipi.it<mailto:random@lists.dm.unipi.it>> ha scritto: Dear all, Tomorrow, the 5th Italian Meeting on Probability and Mathematical Statistics (IMPMS 2026) will begin in Palermo. We would like to inform you that we will try to share the plenary talks via Microsoft Teams for colleagues who are unable to attend in person but would like to follow the conference remotely. The Teams links will be published on the conference website under the "Plenary Speakers" section: https://probabilitypalermo2026.unipa.it/invited-speakers/ At the moment, the link for the first plenary lecture is already available. The speaker will be Silvio Micali, and the talk is scheduled for tomorrow, Monday, June 8, at 15:00 (Central European Time). https://events.teams.microsoft.com/event/c355ac68-306c-4702-858b-4209d1393f… On behalf of the Organizing Committee of IMPMS 2026, Giuseppe Sanfilippo _______________________________________________ Random mailing list -- random(a)lists.dm.unipi.it<mailto:random@lists.dm.unipi.it> To unsubscribe send an email to random-leave(a)lists.dm.unipi.it<mailto:random-leave@lists.dm.unipi.it> _______________________________________________ Random mailing list -- random(a)lists.dm.unipi.it To unsubscribe send an email to random-leave(a)lists.dm.unipi.it

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IMPMS 2026
by GIUSEPPE SANFILIPPO 08 Jun '26

08 Jun '26

Dear all, Tomorrow, the 5th Italian Meeting on Probability and Mathematical Statistics (IMPMS 2026) will begin in Palermo. We would like to inform you that we will try to share the plenary talks via Microsoft Teams for colleagues who are unable to attend in person but would like to follow the conference remotely. The Teams links will be published on the conference website under the "Plenary Speakers" section: https://probabilitypalermo2026.unipa.it/invited-speakers/ At the moment, the link for the first plenary lecture is already available. The speaker will be Silvio Micali, and the talk is scheduled for tomorrow, Monday, June 8, at 15:00 (Central European Time). https://events.teams.microsoft.com/event/c355ac68-306c-4702-858b-4209d1393f… On behalf of the Organizing Committee of IMPMS 2026, Giuseppe Sanfilippo

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Summer School on "Nonlinear and Structured Optimization: Theory and Algorithms", 7-11 September 2026, San Miniato, Italy.
by Giulio Bottazzi 04 Jun '26

04 Jun '26

Dear Colleagues, The deadline for applying to the XIII edition of the "Summer School of Mathematics for Economic and Social Sciences" jointly organized by the Centro de Giorgi, Scuola Normale Superiore, and the PhD Program in Economics of the Scuola Superiore Sant'Anna, is approaching. The topic of this year is "Nonlinear and Structured Optimization: Theory and Algorithms," and the invited lecturers are Riccardo Cambini of Università di Pisa and Puya Latafat of IMT Lucca. The school is aimed at graduate students and senior master's students in Economics, Finance, and related disciplines. Full financial support is available. For information and application, please check https://crmdegiorgi.sns.it/evento/summer-school-on-nonlinear-and-structured… Best Regards, Giulio Bottazzi -- Giulio Bottazzi PGP Key ID:BAB0A33F Professor of Economics Faculty of Social Sciences Advanced Calculus for Economics and Finance Theory and Methods https://link.springer.com/book/10.1007/978-3-031-30316-6 Scuola Superiore Sant'Anna 56127 - Pisa, Italy Phone:(+39)-050-883365 email:bottazzi@santannapisa.it Fax: (+39)-050-883344 The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review of, re-transmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient, is prohibited. If you received this in error, please inform the sender by e-mail and delete the content. Il contenuto e gli allegati di questo messaggio sono strettamente confidenziali e ad uso esclusivo del destinatario. Ne sono vietati la diffusione, l'inoltro e l'uso non autorizzato da parte di utenti diversi dal destinatario. Qualora il presente messaggio Le fosse pervenuto per errore, La preghiamo di distruggerlo e darcene comunicazione a mezzo e-mail.

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Seminario di Gustavo Posta a Roma Tre il 03/06/2026 alle 13
by Pietro Caputo 03 Jun '26

03 Jun '26

Mercoledì *3 giugno *alle ore* 13.00*, Gustavo Posta (La Sapienza, Roma) terrà il seminario di Probabilità e Fisica Matematica dal titolo *"A perturbative criterion for ergodicity of quantum lattice systems".* Abstract: We analyze a class of quantum Feller semigroups describing the evolution of quantum interacting systems on a lattice. By regarding this evolution as a perturbation of a non-interacting dissipative dynamics, we obtain a purely dynamical quantitative criterion that implies uniqueness of the stationary state and exponential convergence of local observables. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica, Largo San Leonardo Murialdo - 1, aula* B308*. -- Pietro Caputo Dipartimento di Matematica e Fisica Universita Roma Tre www.mat.uniroma3.it/users/caputo

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REMINDER: ISBA-BNP June 2026 special interview webinar: Eugenio Regazzini
by Tommaso Rigon 02 Jun '26

02 Jun '26

Dear all, Apologies for cross-posting. This is a reminder of the upcoming special interview webinar in the ISBA-BNP webinar series, organized by the Bayesian Nonparametric Section of ISBA. Details about upcoming webinars, including the Zoom Registration link for this event, can be found at https://bnp-isba.github.io/webinars.html DATE & TIME: 15:00 UTC on Thursday June 4th, 2026. Note that 15:00 UTC corresponds to 11:00 US Eastern (EDT) and 17:00 Central European (CEST). SPEAKER: Eugenio Regazzini (University of Pavia) DESCRIPTION: This special interview webinar features a recorded interview with Prof. Eugenio Regazzini, conducted by Antonio Lijoi and Igor Prünster. Regazzini retraces his scientific itinerary from his student years at Bocconi in the late 1960s, when his thesis on hypothesis testing was assigned in an Italian landscape still dominated by Gini's descriptive tradition. He describes the state of probability and statistics in Italy in the late '60s and '70s, recalling the small network of probability chairs of the time and the "return" of de Finetti's ideas to Italy after Savage had championed them in the United States. He then recounts his long-standing collaboration with Donato Michele Cifarelli and the spark that led them into Bayesian nonparametrics — a 1935 abstract by de Finetti on "perequazione", combined with Ferguson's work on the Dirichlet process — which gave rise to their study of the distribution of the mean of a Dirichlet random measure (the Cifarelli–Regazzini identity). The interview closes with a reflection on what it means to be a subjectivist in the spirit of de Finetti, and with reading recommendations for young Bayesians. The interview is in Italian, with carefully curated English subtitles. Following the recording, there will be a live discussion with Prof. Regazzini. Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Associate Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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[SURE-AI@STAR Midsummer on Reinforcement Learning] June 23-25 - Xin Guo
by Leonardo Tarquini 02 Jun '26

02 Jun '26

Dear all, Join us for our upcoming workshop SURE-AI@STAR Midsummer on Reinforcement Learning. The event will take place on three different days 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 (see link next to each talk). The lecturer is Xin Guo (UC Berkeley). Title: A control-theoretical perspective of continuous-time reinforcement learning Abstract: Reinforcement Learning (RL) is a cornerstone of modern machine learning, enabling agents to learn optimal decision-making through interaction with complex environments and other agents. While RL was traditionally developed for discrete-time settings, many real-world physical and financial systems are intrinsically continuous. This series of lectures provides a comprehensive overview of recent advancements in continuous-time RL, analyzed through the rigorous lens of stochastic control theory. It consists of three parts. Registration<https://nettskjema.no/a/630234> is free, but mandatory for both in-person and online attendees to ensure the best logistics. The seminar link will be shared with all registered participants before the event starts. Part I. Foundations: Q-Functions and Dynamic Programming (23/06/2026, 13:00-16:00) We begin by establishing a bridge between RL and classical control theory. By leveraging the Dynamic Programming Principle (DPP) and the Feyman-Kac formula, we explore the similarities between these fields, specifically through the lens of continuous-time Q-functions, and martingale characterization. References [1] Gu, Guo, Wei, Xu (2020). Dynamic programming principle for mean field controls with learning. Operations Research, 2023. Arxiv: 1911.07314. [2] Gu, X. Guo, Wei, Xu (2021) Mean-Field controls with Q-learning for cooperative MARL: convergence and complexity analysis. SIAM Journal on Mathematics of Data Science. ArXiv:2002.04131. [3] Cheng, Guo, Zhang (2025). Bridging discrete and continuous RL: stable deterministic policy gradient with martingale characterization. arXiv:2509.23711. Part II. The Theoretical Divide: Regret Analysis and BSDEs (24/06/2026, 13:00-16:00) To distinguish RL from classical control, we analyze ``the cost of learning'' through regret analysis. This section delves into the mathematical tools required to quantify performance gaps when the system model is unknown. We show how the regularity of Hamilton-Jacobi-Bellman (HJB) equations and Backward Stochastic Differential Equations (BSDEs) enables establishing regret bounds. In the particular case of Linear-Quadratic (LQ) Models: we present proofs for logarithmic regret in episodic finite-horizon RL via regularities of the Riccati equation. References [4] Basei, Guo, Hu, Zhang (2020). Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon. Journal of Machine Learning Research. Arxiv.org/abs/2006.15316<http://arxiv.org/abs/2006.15316>. [5] Guo, Hu, Zhang (2021). Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls. SIAM J. on Control Optimization (SICON). Arxiv.org/abs/2104.09311<http://arxiv.org/abs/2104.09311>. Part III. Modern Frontiers: Transfer Learning and Rough Paths (25/06/2026, 13:00-16:00) Finally, we explore how cutting-edge developments from Large Language Models (LLMs), such as transfer learning, can be integrated into RL to significantly boost algorithmic performance. We discuss fast policy learning for LQ control using entropy techniques to balance exploration and exploitation. We will also uncover how the regularity of rough paths provides a framework for analyzing policy transfer in continuous-time RL, offering a robust mathematical foundation for cross-domain adaptation. References [6] Guo, Li, Xu (2025). Fast policy learning for linear quadratic control with entropy regularization. SICON. ArXiv:2311.14168. [7] Cao, Gu., Guo, and Rosenbaum (2024). Transfer learning for portfolio optimization. arXiv:2307.13546. [8] Guo. and Lyu (2025). Policy transfer for continuous-time reinforcement learning: a (rough) differential equation approach, arxiv2510.15165. 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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PhD position at WIAS Berlin - deadline 18 June
by Alexander Zass 02 Jun '26

02 Jun '26

Buongiorno, ricevo e con piacere inoltro l’annuncio di una posizione di dottorato al Weierstrass Institute di Berlino. Cordialmente, Alexander Zass ----- Von: Willem van Zuijlen <vanzuijlen(a)wias-berlin.de <mailto:vanzuijlen@wias-berlin.de>> ----- Dear all, I am looking for a motivated candidate with a background in mathematical probability and/or analysis for a PhD student position at WIAS Berlin. The key task is to study the behaviour of stochastic processes in random environments, for example those that describe the evolution of stochastic partial differential equations. The application deadline is June 18, 2026. For more information, see https://wias-berlin.softgarden.io/job/64846351?l=de Best wishes, Willem van Zuijlen

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Expression of Interest for Future Recruitment at the Department of Mathematics of the University of Turin
by Federico Polito 01 Jun '26

01 Jun '26

Dear colleagues, We are pleased to share that our Department has opened a call for expressions of interest for an Associate Professor position in Probability, which is included below. Interested junior researchers in Probability, for whom a tenure-track position (RTT) may be more appropriate, are also invited to express their interest via this separate form. <https://docs.google.com/forms/d/e/1FAIpQLScBtSQm1buMOvNqZviCapRL_qAhDwaONxS…> Please feel free to contact me for further information. Best regards, Federico Polito *%%%%%%%%%%%%%%%%%%%%%%%%* *Expression of Interest for Future Recruitment at the Department of Mathematics of the University of Turin* The Department of Mathematics “G. Peano” of the University of Turin invites expressions of interest from scholars who may be interested in future recruitment opportunities at the rank of *Associate Professor * over the next three years. The Department is particularly interested in candidates currently working in Italy or abroad in the areas of *Probability* or *Numerical Analysis*. However, applications from outstanding candidates in all fields of Mathematics will be carefully considered. Expressions of interest regarding other type of positions are also welcome. The call for applications will remain open for the next three years, and a first deadline is *30 June 2026*. As to associate positions, eligible candidates should not have held academic positions at the University of Turin during the last three years. Interested scholars are invited to send: - a brief expression of interest, - a current curriculum vitae, and - a research statement to the Director of the Department of Mathematics at the following email address: direzione.matematica(a)unito.it stating the words ‘expression of interest’ and their name in the subject line. These expressions of interest are intended solely to help the Department identify potential candidates for future recruitment opportunities and do not constitute a commitment to recruit. Positions will be opened in accordance with the strategic recruiting plan of the University of Turin. We encourage interested colleagues to contact us and to circulate this notice within the mathematical community. ================================== °°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°° Susanna Terracini Direttrice Dipartimento di Matematica "Giuseppe Peano" Università di Torino https://sites.google.com/site/susannaterracini/ susanna.terracini(a)unito.it susanna.terracini(a)gmail.com -- Federico Polito Professor of Probability Coordinator of M.Sc. in Stochastics and Data Science *Department of MathematicsUniversity of Torino* Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702919 Web: 0fpl.github.io

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6+2 PhD positions at Tor Vergata (one in probability/math physics)
by Michele Salvi 29 May '26

29 May '26

Dear all, I am pleased to inform you that the call for applications for the 42nd cycle of the PhD Program in Mathematics at the University of Rome Tor Vergata, for the academic year 2026/2027, has been published. The deadline for applications is June 09, 2026, at 12:00 PM (Italian time). We are advertising 8 PhD positions in Mathematics, distributed as follows: -- 6 full scholarships in all areas of mathematics; -- 1 full scholarship in Probability/Mathematical Physics, supervised by Giorgio Cipolloni (https://giorgiocipolloni.github.io <https://giorgiocipolloni.github.io/>); -- 1 full scholarship in Geometry, supervised by Eleonora Di Nezza (https://perso.pages.math.cnrs.fr/users/eleonora.di-nezza/) Please do not hesitate to contact Giorgio or Eleonora if you are interested in one of these two specific positions. For more information: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx (PhD call) https://phd.uniroma2.it/web/concorso42.aspx?s=&i=1012&m=&l=&p=&a= (Description of Math PhDs) Best, Michele

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Contratti di ricerca e incarico post doc Dipartimento di Scienze Statistiche Università di Padova
by Livia Mian 29 May '26

29 May '26

Gentilissime/i, segnaliamo l’apertura delle seguenti posizioni presso il Dipartimento di Scienze Statistiche dell’Università di Padova: - *Contratto di ricerca durata 24 mesi,* referente: Prof.ssa Maria Sironi, finanziato dal Progetto: Living Alone, Loneliness, and Social Isolation Over Time and Across Space (SOLO), Bando FIS 3 SH7 Advanced Grant. Link al bando: https://www.stat.unipd.it/news/termine/99 <https://www.stat.unipd.it/news/termine/99> - *Contratto di ricerca durata 24 mesi*, referente: Prof. Marco Tosi, finanziato dal Progetto: Kin matter: Exploring the impact of kinship networks on health and social inequalities (Kin matter), Bando FIS 3 SH7 Consolidator Grant. Link al bando: https://www.stat.unipd.it/news/termine/99 - *Incarico postdoc durata 12 mesi,* referente: Dott.ssa Margherita Silan, finanziato dal progetto: Data Integration Approaches for a Multidimensional hOlistic representation Neighbourhood Deprivation (DIAMOND), Bando FIS 3 SH7 Starting Grant. Link al bando: https://www.stat.unipd.it/news/termine/102 La scadenza per tutte tre le posizioni è fissata all’8 giugno 2026, ore 13:00 Cordiali saluti, Il Dipartimento di Scienze Statistiche *** Dear all, We inform you that the following positions are open at the Department of Statistical Sciences of the University of Padova: - *Research contract for 24 months,* scientific responsible: Prof.ssa Maria Sironi, funded by the Project “Living Alone, Loneliness, and Social Isolation Over Time and Across Space (SOLO)”. Bando FIS 3 SH7 Advanced Grant. Link: https://www.stat.unipd.it/news/termine/99 - *Research contract for 24 months,* scientific responsible: Prof. Marco Tosi, funded by the project Kin matter: Exploring the impact of kinship networks on health and social inequalities (Kin matter), Bando FIS 3 SH7 Consolidator Grant. Link: https://www.stat.unipd.it/news/termine/99 - *Post doc position for 12 months*, scientific responsible: Dott.ssa Margherita Silan, funded by the project Data Integration Approaches for a Multidimensional hOlistic representation Neighbourhood Deprivation (DIAMOND), Bando FIS 3 SH7 Starting Grant. Link: https://www.stat.unipd.it/news/termine/102 The deadline for the three positions is scheduled for 8 June 2026, 1:00 pm. Best regards, The Department of Statistical Sciences

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Seminars in Statistics at Collegio Carlo Alberto - Sara WADE (UNIVERSITY OF EDINBURGH)
by Matteo Giordano 29 May '26

29 May '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/06/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Sara WADE (UNIVERSITY OF EDINBURGH) Title: Explainable Bayesian learning Abstract: The Bayesian approach is widely valued for its principled treatment of uncertainty and its ability to propagate this uncertainty to predictions. However, advances in modeling and data acquisition have led to posterior distributions defined over increasingly complicated parameter spaces, making them difficult to interpret and summarize. This challenge extends to predictive distributions, which in modern applications may reside on non‑standard spaces such as partitions, sequences, or graphs. In this work, we develop tools for explaining and summarizing non‑standard posterior and predictive distributions arising in Bayesian learning. We illustrate the core ideas in context of clustering, utilizing the Wasserstein distance to obtain a succint, discrete summary of posterior distributions on the space of partitions. We further outline extensions to clustering with clutter and variable selection, and demonstrate how the proposed tools remain useful beyond the Bayesian setting when data itself is uncertain. ------------------------------------------------ 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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PhD call in Mathematics UniTn-UniVr
by Luca Di Persio 29 May '26

29 May '26

Dear all, I am writing to inform you about the publication of the call for applications for the PhD Program in Mathematics, 42nd cycle (academic year 2026/2027), jointly steered by the University of Trento and the University of Verona, expiring on June 20, 2026, at 4:00 PM (Italian time). For more information: * PhD Course Mathematics<https://www.unitn.it/en/phd/mathematics> [general information on the School and how to apply] * PhD Organization and Impact<https://phd.unitn.it/drmath/4/doctoral-programme-mathematics-agreement-univ…> [with a dedicated section on Regulations and School Organization]. An online Open Day meeting<https://sites.google.com/unitn.it/opendayphdmath/#h.u71vp6xgkckf> among professors, researchers, PhD students, and potential candidates, is also planned for June 10, 2026, starting at 2 pm (Italian time). Students potentially interested in research topics that are related to stochastic analysis and its applications are more than welcome. Do not hesitate to contact me at luca.dipersio(a)univr.it<mailto:luca.dipersio@univr.it> for any further informations Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968

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Post-doc announcement
by Mario Maurelli 28 May '26

28 May '26

Dear colleagues, Below you find the following announcement from Julian Tugaut, for a post-doc under his supervision, on the framework of Marie Curie program: https://euraxess.ec.europa.eu/jobs/435626 Deadline June 1st. For any enquiries you can contact: Julian Tugaut Professeur des Universités Institut Camille Jordan (UMR 5208) Les Forges II, 20 rue du Dr Annino 42000 SAINT-ÉTIENNE CEDEX 2 FRANCE (0033)(0) 469 663 204 julian.tugaut(a)univ-st-etienne.fr http://tugaut.perso.math.cnrs.fr https://www.univ-st-etienne.fr/fr/icj.html Best regards Mario Maurelli

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Seminario Syed Ejaz Ahmed | "Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective" (08.06.2026)
by Eventi Stat 28 May '26

28 May '26

Buongiorno, *lunedì 8 giugno alle 10.30* il Prof. *Syed Ejaz Ahmed* (Brock University) terrà il seminario di ricerca "*Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective*". Il seminario si svolgerà in presenza nell'Aula Benvenuti del Dipartimento di Scienze Statistiche, Università di Padova. Tutti gli interessati sono invitati a partecipare. ******** *Thursday 8 Jun at 10.30 a.m.*, *Syed Ejaz Ahmed* (Brock University) will hold a seminar entitled "*Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective*". The seminar will be held in the Benvenuti room of the Department of Statistical Sciences, University of Padova. L'elenco dei seminari in programma è disponibile qui: www.stat.unipd.it/ricerca/academic-year-20252026. Per ulteriori informazioni, si prega di contattare il referente dei seminari del Dipartimento (Emanuele Aliverti, emanuele.aliverti(a)unipd.it)

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Reminder: OWABI - Kate Lee - May 28, 10am UK time
by Massimiliano Tamborrino 26 May '26

26 May '26

Dear all, a kind reminder that the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the Season is on Thursday the 28th May at 10am UK time (a wrong date was circulated before, apologies for that!), when Kate Lee<https://profiles.auckland.ac.nz/kate-lee> <https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) will talk about "Towards Robust and Scalable Bayesian Learning". The talk will be streamed on the OWABI MS Teams Channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at this link https://teams.microsoft.com/meet/382746871856192?p=U7SJQ144q6hLNVFGdS Meeting ID: 382 746 871 856 192 Passcode: FZ2gn73K Speaker: Kate Lee<https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) Title: Towards Robust and Scalable Bayesian Learning Abstract: My talk consists of two parts. The first focuses on Generalised Bayesian Inference (GBI), where the loss hyperparameters are critical under model misspecification yet difficult to determine in a principled way. We introduce a Bayesian framework for hyperparameter inference using held-out data, enabling coherent estimation and uncertainty quantification, together with amortized generalized-posterior approximations that avoid repeated costly sampling across datasets and hyperparameter values. The second addresses scalability in simulation-based inference through data reduction, developing methods that learn informative low-dimensional summaries to enable efficient inference in complex settings, with applications to gravitational wave analysis. Keywords: GBI, SBI, amortized learning We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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