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Fwd: assegno di ricerca - Unina e Intesa Sanpaolo Vita e Assicura, PNRR Ecoscoring
by Elvira Di Nardo 22 Nov '24

22 Nov '24

Ricevo ed inoltro. Elvira ************************************************************ Carissim*, vi annuncio che è uscito il bando per un assegno di ricerca post-laurea in area Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie presso il Dipartimento di Scienze Politiche della Federico II, destinati a laureati in una delle classi LM16, LM40, LM56, LM77, LM82, LM83. Il termine per la presentazione delle domande è il 12 Dicembre; le attività dovrebbero partire subito (colloquio il 18 Dicembre, per cominciare dal primo Gennaio 2025) http://www.unina.it/documents/11958/63671196/SPOL_AR_PNRR-172024-STAT-01A_B… Aggiungo che l'assegno è finanziato nell'ambito del PNRR - Spoke 9 dal Centro Nazionale sull'High performance computing, ed è inerente ad un progetto con Intesa Sanpaolo Vita e Assicura sull'Ecoscoring. Vi prego di segnalare questa opportunità a potenziali interessati. Grazie in anticipo per la collaborazione e buon lavoro. Rosaria Simone -- Associate Professor in Statistics Department of Political Science University of Naples Federico II - Italy rosaria.simone(a)unina.it https://www.docenti.unina.it/rosaria.simone -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it *https://sites.google.com/view/elviradinardo <https://sites.google.com/view/elviradinardo>* %-------------------------------------------------------

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Workshop On Randomness and Discrete Structures (Groningen, April 7-9, 2025)
by Réka Szabó 22 Nov '24

22 Nov '24

Dear Colleagues, We are pleased to announce the Workshop On Randomness and Discrete Structures (WORDS 2025) 7-9 April 2025 University of Groningen, the Netherlands The workshop will explore various topics related to discrete structures and randomness, including but not limited to percolation, random graphs, and stochastic geometry. The program will feature presentations from the 9 keynote speakers below, as well as contributed talks. - Timothy Budd (Radboud University) - Nicolas Curien (Université Paris-Sud) - Daniel Dadush (Utrecht University) - Zakhar Kabluchko (University of Münster) - Júlia Komjáthy (Delft University of Technology) - Irène Marcovici (Université de Rouen Normandie) - Giovanni Peccati (University of Luxembourg) - Wioletta Ruszel (Utrecht University) - Clara Stegehuis (Twente University) For more information and registration, please visit our website: https://sites.google.com/rug.nl/words2025/home The registration deadline is February 28, 2025. We encourage junior researchers to propose a contributed talk. We look forward to seeing you in Groningen! Best regards, Tobias Müller, Réka Szabó and Gilles Bonnet

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Workshop a Piacenza - Managing meteorological risk: crossroads between insurance, statistics, and finance - 17 e 18 dicembre 2024
by Enrico Moretto 22 Nov '24

22 Nov '24

Nei giorni 17 (pomeriggio) e 18 (mattino) dicembre 2024 si terrà presso la sede di Piacenza dell'Università Cattolica del Sacro Cuore il workshop Managing meteorological risk: crossroads between insurance, statistics, and finance Il workshop ha lo scopo di mettere in contatto ricercatori e practitioners il cui ambito di lavoro e ricerca è la gestione del rischio meteorologico. Gli invited speaker sono: Silvana Stefani - Università Cattolica del Sacro Cuore and Silkway Network - The Silkway Network: a virtual framework to exchange real knowledge Fred Espen Benth - University of Oslo – Recent advances on weather risk and weather derivatives Guglielmo D’Amico - Università di Chieti e Pescara - Spatial distribution of a risk, premium principles and inequalities Luigi Mariani - Università di Brescia - Meteorology - Methods of observation, networks and data sources Giuliano Piovesan - Revo Insurance - Parametric policies: from product design to actuarial pricing in the context of climate change Sono previste ulteriori sessioni. Per partecipare e/o per poter presentare un proprio lavoro si prega di inviare una mail all'indirizzo email crossroadsworkshop2024(a)gmail.com La partecipazione è gratuita. La lista completa degli speaker sarà pubblicata nel sito: https://sites.google.com/view/cross-roads-2024-workshop/ Si allega la call for contribution. Gli organizzatori Alessandra Mainini, Enrico Moretto e Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

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BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by ELISA VARINI 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers include Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), and SIS (Italian Statistical Society). BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19 November 2024: Start of registration and abstracts' submission (details on the website) – 1 February 2025: Start of payments (details sent to registered persons) – 2 February 2025: Deadline for abstracts' submission – 16 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) For information, please leave your contacts clicking on the KEEP ME INFORMED button in the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

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BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by Elisa Varini 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May26-28, 2025 CNR-IMATI (Institute of Applied Mathematicsand Information Technologies of the ItalianNational ResearchCouncil) isorganisingBISP14 atthe CNR ResearchAreain Via Alfonso Corti 12, Milano,Italy. The webpageof BISP14 ishttps://bisp14.imati.cnr.it/ The invitedspeakers includeNicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato,Bernardo Nipoti,and ElizavetaSemenova. Thereare twospecial invitedsessions: one organisedby Beatrice Franzolini onbehalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference”organisedby StefanoFavaro. The series of BISP workshops started in 1998 and it has been held every otheryearsince2001. The workshop willprovidean opportunityto review, discussand exploredirectionsof developmentof BayesianInferencein StochasticProcesses.Theoreticaland appliedcontributionsare bothwelcome. BISP14 isendorsedby ISBA (International Society for BayesianAnalysis), ISI(International Statistical Institute),and SIS(ItalianStatistical Society). BISP14 willbe followed(May28 (afternoon) – 30) by the Eighthworkshopon Games and Decisionsin Reliability and Risk (GDRR) to be heldin MilanoatBocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19November 2024:Start of registrationand abstracts' submission(detailsonthe website) – 1February2025: Start of payments (detailssentto registeredpersons) – 2February2025: Deadline for abstracts' submission – 16February2025: Decisionon acceptance – 6April 2025: Deadline for earlyregistrationfee(compulsoryfor presenters) For information, pleaseleaveyourcontactsclickingon the KEEP ME INFORMED buttonin the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini /Chairs, Scientific and OrganisingCommittees/

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Fwd: ICORS 2025 First announcement and call for papers
by Francesca Greselin 21 Nov '24

21 Nov '24

Apologies for cross-posting **************************************************************** * ICORS 2025 First announcement and call for papers * **************************************************************** We are excited to announce that the ICORS 2025 - 24th International Conference on Robust Statistics (ICORS) will be held at the Hotel La Palma, Stresa (VA), Italy from Monday, May 19, to Friday, May 23, 2025. The International Conference on Robust Statistics (ICORS) is the premier international event to bring together researchers and practitioners interested in the interplay of robust statistics, data analysis, computer science, and visualization, and to build bridges between these fields for interdisciplinary research. The conference welcomes contributions to applied statistics as well as theoretical statistics, in particular new problems related to robust statistics, machine learning and statistical learning, outlier detection, visualization and verbalization of data, data analysis and other important themes. Given the recent revolution in AI and on large language models, ICORS 2025 encourages contributions on the interplay between robustness issues in these new fields. *Keynote speakers:* - Prof. Genevera Allen (Department of Statistics, Center for Theoretical Neuroscience, Zuckerman Institute, Irving Institute, Columbia University, New York, NY USA) - Prof. Luis Angel García-Escudero (Departamento de Estadìstica e I.O. and IMUVA, University of Valladolid) - Prof. Marc Hallin (Université libre de Bruxelles) - Prof. Johannes Lederer (Department of Mathematics, University of Hamburg) *Papers submission:* Authors wishing to present a paper are invited to submit an abstract from 1 December 2024 to 10 February 2025 *Notification of acceptance* before 12 February 2025 *Website:* For further information and updates, please visit the conference website http://datascience.maths.unitn.it/icors2025/index.html *Organizing committee:* icors.math(a)unitn.it Bring your contribution to ICORS2025! The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

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2-year postdoc in probability at TU Vienna
by Prof. Fabio Toninelli 21 Nov '24

21 Nov '24

Dear friends and colleagues, a 2-year postdoc position is announced at the Technical University of Vienna, in the probability group <https://www.tuwien.at/en/mg/proba>, with starting date March 2025 or later (upon mutual agreement). Link to the announcement: https://jobs.tuwien.ac.at/Job/243265 <https://jobs.tuwien.ac.at/Job/243265> Deadline for application: 26.12.2024. Teaching load: 4*45 minutes/week (lectures/exercises classes in probability or statistics). Gross salary: 66528 euros/year. Please forward the announcement to potentially interested candidates. Best wishes Fabio Toninelli and Marcin Lis -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Leuven school: Basics of nonequilibrium statistical mechanics
by Faezeh Khodabandehlou 20 Nov '24

20 Nov '24

We are pleased to announce the upcoming Leuven school: Basics of nonequilibrium statistical mechanics, from 19 to 23 May 2025. The school will feature two lecture series, presented by Christian Maes and Wojciech De Roeck, along with participant presentations. Together, it makes an intensive course exploring constructive aspects of dissipation, fluctuation-response relations, relaxation to nonequilibrium, nonequilibrium phases of quantum matter, prethermalization, time-crystals, quantum scars, many-body localization.... The school is open to everybody (no registration fee). Details and applications on the website: https://indico.fys.kuleuven.be/e/muphi.noneq Deadline: March 1st, 2025. The number of participants is restricted to a maximum of about 40. Feel free to share this invitation with anyone who may be interested. The organizers. contact: faezeh.khodabandehlou(a)kuleuven.be; bruno.oliveira(a)kuleuven.be

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Nov 20 LSE Public Lecture “Data Visualisation: alive visual words”
by Panero,F 19 Nov '24

19 Nov '24

Dear all, On Wednesday November 20 the London School of Economics and Political Science is pleased to host the Public Lecture “Data Visualisation: alive visual words”<https://www.lse.ac.uk/Events/2024/11/202411201830/Data-visualisation-alive-…> with the internationally renowned information designer Federica Fragapane. The event will start at 6:30pm GMT in the LSE Auditorium (Centre Building) and will be followed by a panel discussion. You can follow remotely by registering to this link<https://lselive.eckoenterprise.net/events/20241120/login>. Best wishes, Francesca Panero ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Website: https://francescapanero.github.io<https://francescapanero.github.io/>

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Seminario PRISMA mar 3 dic 2024
by Francesco Caravenna 19 Nov '24

19 Nov '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 3 dicembre 2024. I relatori saranno Sonia Mazzucchi e Stefano Bonaccorsi (Università di Trento) che ci parleranno di Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sonia Mazzucchi (Università di Trento) e Stefano Bonaccorsi (Università di Trento) TITOLO: Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo RIASSUNTO: La celebre formula di Feynman-Kac, che fornisce una rappresentazione della soluzione dell'equazione del calore in termini di un integrale rispetto alla misura di Wiener, non può essere generalizzata al caso in cui il laplaciano, o più in generale l'operatore ellittico del secondo ordine, è sostituito da un operatore di ordine superiore a 2. In altre parole per tale classe di equazioni differenziali di ordine elevato non è possibile costruire un processo stocastico che svolga lo stesso ruolo giocato dal moto Browniano per l'equazione del calore. Nella prima parte del seminario si illustreranno dapprima le ragioni di questo risultato no-go per poi descrivere un possibile metodo per aggirarlo tramite la costruzione di opportune successioni di passeggiate casuali nel piano complesso. Nella seconda parte del seminario si descriveranno ulteriori applicazioni e generalizzazioni di tale tecnica. In particolare si illustrerà la costruzione di un calcolo stocastico associato alla successione di passeggiate casuali e la dimostrazione di formule di Feynman-Kac per PDE di ordine elevato, anche nel caso di derivate di tipo frazionario. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Reminder: Bertram Duering in Sapienza
by Enrico Scalas 18 Nov '24

18 Nov '24

Car* collegh*, mi permetto di ricordare il seguente annuncio inviato più di un mese fa. Il seminario si terrà domani. -- Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it -- Cordiali saluti, Enrico Scalas

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Call for applications: research grant/assegno di ricerca, Math Department, UniPD
by giambattista giacomin 18 Nov '24

18 Nov '24

Dear colleagues, I am pleased to announce that the Mathematics Department of the University of Padua just published the selection notice to award one Research Grant for the research project entitled “Mathematical approach to statistical mechanics models”. The grant will last for 18 months and shall entitle the Grant Holder to a gross remuneration of 32.427 Euro per year. The submission deadline is December 16th, 2024. All information can be found here https://www.math.unipd.it/news/bando-n-28-2024-per-n-1-assegno-di-ricerca-a… and you are encouraged to contact me (giacomin(a)math.unipd.it <mailto:giacomin@math.unipd.it>) if you have any question. I would also greatly appreciate if you could forward this announcement to potentially interested candidates. Best Regards Giambattista ------------------------------------------------------------ Giambattista Giacomin Department of Mathematics Tullio Levi-Civita Torre Archimede (6CD9) Via Trieste 63, 35121 Padova, Italy https://www.math.unipd.it/~giacomin/

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Seminario Davide Bignamimi - Politecnico di Milano - 27 Novembre 2024
by Luca Scarpa 18 Nov '24

18 Nov '24

Si segnala il seguente seminario a tutti gli interessati. Mercoledì 27 Novembre 2024, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Davide Bignamini, Università degli Studi dell'Insubria. Title: Strong uniqueness for SPDEs and regularity of Kolmogorov equations. Abstract: Pathwise uniqueness plays a crucial role in the investigation of the existence of strong solutions to Stochastic Differential Equations (SDEs) since the seminal result by Yamada and Watanabe in 1971, where they proved that weak existence and pathwise uniqueness imply strong existence. A few years later, Zvonkin introduced the so-called Zvonkin transformation, which allows to remove a drift term by means of a suitable change of coordinates using the Ito formula, and then applies the result of Yamada and Watanabe to construct strong solutions to a class of SDEs with rough drift coefficient. In recent years, these techniques have been extended to Stochastic Partial Differential Equations (SPDEs) . One of the main tools for proving pathwise uniqueness in infinite dimensions is the so-called Itô-Tanaka trick, which involves replacing the "bad" drift term with the solution to a suitable Kolmogorov equation. In this talk, we will examine these topics for a class of parabolic and hyperbolic SPDEs. Link Zoom: <https://polimi-it.zoom.us/j/94505074623> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/94505074623> polimi-it.zoom.us<https://polimi-it.zoom.us/j/94505074623> [zoom.ico]<https://polimi-it.zoom.us/j/94505074623> Link Seminario Polimi: <https://www.mate.polimi.it/eventi/?id=2503> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/eventi/?id=2503> mate.polimi.it<https://www.mate.polimi.it/eventi/?id=2503> [apple-touch-icon-152x152-precomposed.png]<https://www.mate.polimi.it/eventi/?id=2503> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Call postdoc @Unisi
by Piero MAZZARISI 18 Nov '24

18 Nov '24

Dear colleagues, I want to advertise a call for a one-year (renewable) postdoc position at the University of Siena on: “Time-varying parameters models of climate change, financial stability, and systemic risk” The project is founded by PRIN 2022 PNRR n. P20229CJRS “Climate change, Uncentainty, and Financial Risk: Robust Approaches based on Time-Varying Parameters”. A synthetic description of the project topic can be found here: https://www.unisi.it/sites/default/files/albo_pretorio/bandi/concorsi_inter… Gross salary: 35000 Euro (yearly) Deadline for applications: December 3rd, 2024 The call as well as instructions for application, can be found here: https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/conferimento-di-u… Do not hesitate to contact me for any info. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

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MOX COLLOQUIUM 21.11.24 ore 14:00 Politecnico di Milano - Prof Klaus-Robert Müller - Technische Universität Berlin
by Laura Maria Sangalli 18 Nov '24

18 Nov '24

Cari Colleghi, vi ricordo il seguente seminario della serie dei MOX COLLOQUIA, presso il Dipartimento di Matematica del Politecnico di Milano Seguirà rinfresco. 21.11.24, Ore 14:00 - Aula Consiglio VII piano - Dipartimento di Matematica Speaker: Klaus-Robert Müller, Technische Universität Berlin Titolo: Machine Learning and AI for the Sciences: toward understanding Abstract: In recent years, machine learning (ML) and artificial intelligence (AI) methods have begun to play a more and more enabling role in the sciences and in industry. In particular, the advent of large and/or complex data corpora has given rise to new technological challenges and possibilities. In his talk, Müller will touch upon the topic of ML applications in the sciences, in particular in chemistry and physics. He will also discuss possibilities for extracting information from machine learning models to further our understanding by explaining nonlinear ML models. Finally, Müller will briefly discuss perspectives and limitations. Il seminario verrà erogato anche in modalità on-line attraverso la piattaforma Cassyni, si vedano i seguenti link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru Per seguire il seminario è necessario iscriversi alla piattaforma Cassyni, seguendo le istruzioni indicate sotto. Tutti gli interessati sono cordialmente invitati. Un cordiale saluto, Laura --------------- Info generale: I MOX Colloquia si sono spostando sulla piattaforma Cassyni. Li trovate al link https://cassyni.com/s/mox-colloquia Tutti gli interessati possono iscriversi al canale (semplicemente cliccando il tasto blu "Subscribe" nella pagina principale). —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Conference: Matrix-Analytic Methods in Stochastic Models, June 25-27, 2025
by Federico Poloni 18 Nov '24

18 Nov '24

Hello All, We are pleased to announce that the 12th edition of the Matrix-Analytic Methods in Stochastic Models (MAM) Conference will be held in the heart of Toronto, Canada, at the Fields Institute, from June 25th to June 27th, 2025. While the MAM 12 Conference will be held in person and all presentations will take place in person, live streaming will be available to registered attendees who are unable to attend the conference in person. You can register via the conference homepage: https://sites.google.com/ontariotechu.net/mam-12-conference/home We are excited to have four distinguished keynote speakers who will bring their valuable insights to the conference: • Dr. Amy Ward (University of Chicago) • Dr. Ivo Adan (Eindhoven University of Technology) • Dr. Mark Squillante (IBM Research) • Dr. Opher Baron (University of Toronto and CEO of SiMLQ) After the conference, speakers will have the option to submit their full papers for publication in a special issue of Performance Evaluation (PEVA). We look forward to welcoming you to Toronto for what promises to be an exceptional gathering of researchers from across engineering, mathematics, and the sciences. Warm regards, Organizing co-chairs: Dr. Amir Rastpour (Ontario Tech University) Dr. Yiqiang Zhao (Carleton University) Program co-chairs: Dr. Brian Fralix (Clemson University) Dr. Federico Poloni (University of Pisa) -- --Federico Poloni Dipartimento di Informatica, Università di Pisa https://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143

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Fwd: Announcement: Workshop "Stochastic processes on random geometries” at TU Braunschweig
by Faggionato, Alessandra 18 Nov '24

18 Nov '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Andres, Sebastian <sebastian.andres(a)tu-braunschweig.de> Dear Colleagues, We kindly ask for your support in sharing the following announcement: The Institute for Mathematical Stochastics at the* Technical University Braunschweig* will host the Workshop *"Stochastic processes on random geometries”* scheduled from* February 17-21 2025.* The program will feature two mini lecture series delivered by: *Martin Barlow* (University of British Columbia) *Nina Gantert* (TU Munich) In addition, the event will include 14 invited lectures and one session dedicated to young researchers. The specific topics include random walks in random environment, static and dynamic percolation, interacting particle systems, statistical mechanics and their applications in physics, materials science and biology. Our aim is to provide a platform for the presentation of recent results, national and international scientific exchange and the education of younger scientists that are interested in the subject. For more information, including a list of invited speakers and a link for registration, see the workshop webpage https://www.tu-braunschweig.de/stochastik/aktuell/workshops The workshop is supported by the *SSP2265 "Random Geometric Systems"*. Best regards, On behalf of the Organising Committee, Sebastian Andres and Benedikt Jahnel -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar of Francesco Caravenna - Thursday 21th of Nov., 16.00-17.00
by SAU FEDERICO 14 Nov '24

14 Nov '24

Dear all, this is to announce the following seminar in Probability and Mathematical Physics, jointly organized with Marcello Porta and Tamara Grava from SISSA. Speaker: Francesco Caravenna (University of Milano-Bicocca) Title: The 2d Stochastic Heat Equation and related critical models Abstract: We present recent progress in understanding a class of "critical" models, including the Stochastic Heat Equation and Kardar-Parisi-Zhang Equation (KPZ) in two space dimensions, as well as a random walk model in statistical mechanics, known as the directed polymer in random environment. We discuss in particular the construction of a non-trivial solution for the ill-posed two-dimensional Stochastic Heat Equation, which has led to a novel object named the critical 2d Stochastic Heat Flow. Venue, date and time: SISSA, Room 134, on Thursday November 21 at 16:00. With best regards, Federico (for the organizers)

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Save the date: OWABI - Jeremias Knoblauch - Nov 28
by Massimiliano Tamborrino 14 Nov '24

14 Nov '24

Dear all, the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday, November 28 at 11am. Our next OWABI speaker is Jeremias Knoblauch<https://jeremiasknoblauch.github.io/> (UCL), who will talk about "Post-Bayesian machine learning ", with the following Abstract: In this talk, I provide my perspective on the machine learning community’s efforts to develop inference procedures with Bayesian characteristics that go beyond Bayes’ Rule as an epistemological principle. I will explain why these efforts are needed, as well as the forms which they take. Focusing on some of my own contributions to the field, I will trace out some of the community’s most important milestones, as well as the challenges that lie ahead. Throughout, I will provide success stories of the field, and emphasise the new opportunities that open themselves up to us once we dare to go beyond orthodox Bayesian procedures. Keywords: Generalised Bayes; robustness; Bayesian machine learning. The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 310 294 300 441 Passcode: Pmgfnq In case you missed the 1st OWABI talk by Ullriche Köthe, you can find his slides and recorded talk on the OWABI webpage<https://warwick.ac.uk/oneworldabc>. We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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SPASS Seminar: João Pedro Mangi
by Gianmarco Bet 12 Nov '24

12 Nov '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Exclusion Processes with non-reversible boundary: Hydrodynamics and Large Deviations* by *João Pedro Mangi* (*IMPA*) The seminar will take place on TUE, 19.11.2024 at *11:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: We consider a family of exclusion processes defined on the discrete interval with weak boundary interaction that allows the creation and annihilation of particles on a neighborhood of radius L of the boundary under very general rates. We prove that the hydrodynamic equation is the heat equation with non-linear Robin boundary conditions. We present a particular choice of boundary rates for which we have multiple stationary solutions but for which it still holds the uniqueness of the solution of its hydrodynamic equation. We also prove the associated dynamical large deviations principle. Joint work with Claudio Landim and Beatriz Salvador.*

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Women in Mathematical Finance @Pavia
by Giacomo Bormetti 11 Nov '24

11 Nov '24

Dear Colleagues, It is a pleasure to announce the cycle "Women in Mathematical Finance" co-organized with Daria Ghilli from the Department of Economics and Management, University of Pavia, and Gabriele Cedrani, alumnus of the Collegio Ghislieri. The venue is Collegio Ghislieri, Aula Goldoniana, Piazza Ghislieri 5, Pavia. Wednesday, November 27, 2024, 6:00 - 8:00 PM CET Prof. GIULIA LIVIERI (London School of Economics) An Overview on Mean Field Games and Applications Wednesday, February 19, 2025, 6:00 - 8:00 PM CET Prof. SARA SVALUTO-FERRO (Università di Verona) Signatures in Finance: Life, Death, and Miracles Thursday, March 13, 2025, 6:00 - 8:00 PM CET Prof. GIULIA IORI (Università Ca' Foscari Venezia) Networks and Agent-Based Modelling in Finance Monday, March 17, 2025, 6:00 - 8:00 PM CET Prof. BEATRICE ACCIAIO (ETH Zurich) Beyond Models: Exploring Model-Independent Finance via Optimal Transport Monday, March 31, 2025, 6:00 - 8:00 PM CET Prof. GIORGIA CALLEGARO (Università di Padova) Stochastic control and recent applications to cybersecurity: A quick guided tour On the same days, the speakers will give a talk at the Department of Economics and Management, Via San Felice al Monastero, 5 Pavia. Giulia Livieri will give the first seminar. Wednesday, November 27, 2024, 1:30 - 2:30 PM CET, Sala del Consiglio Prof. Giulia Livieri, London School of Economics A Mean Field Game approach for pollution regulation of competitive firms Abstract: We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used cap-and-trade pollution regulation. Under this regulation, firms have the flexibility to respond by implementing pollution abatement, reducing output, and participating in emission trading, while a regulator dynamically allocates emission allowances to each firm. The resulting mean-field game is of linear quadratic type and equivalent to a mean-field type control problem, i.e., it is a potential game. We find explicit solutions to this problem through the solutions to differential equations of Riccati type. Further, we investigate the carbon emission equilibrium price that satisfies the market clearing condition and find a specific form of FBSDE of McKean-Vlasov type with common noise. The solution to this equation provides an approximate equilibrium price. Additionally, we demonstrate that the degree of competition is vital in determining the economic consequences of pollution regulation. Joint work with G. Del Sarto and M. Leocata. We look forward to meeting you in Pavia. Kind Regards, Giacomo Bormetti Giacomo Bormetti Department of Economics and Management, University of Pavia

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Introduction to Monte Carlo Simulation in Finance
by Enea Bongiorno 11 Nov '24

11 Nov '24

ricevo ed inoltro. Enea ***************************************************** Carissimi segnalo il corso Introduction to Monte Carlo Simulation in Finance (7th edition) tenuto dal prof. Ioannis Kyriakou (Bayes Business School, City, University of London) c/o DISEI - UPO - Novara Il corso in inglese della durata di 16 h. si terrà nelle seguenti giornate (sia in presenza sia in remoto) Tuesday 19th of November, h. 11.00-13.00 and 14.00-16.00 Wednesday 20th of November, h. 09.00-13.00 Thursday 21th of November, h. 09.00-13.00 Friday 22nd of November, h. 09.00-13.00 Per informazioni su iscrizione e costi (tariffa agevolata per studenti, soci SIS e UMI) è possibile scrivere a: manfin(a)uniupo.it. Un caro saluto Gianluca Fusai ***************************************************** -- 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 ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Fwd: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025
by Faggionato, Alessandra 11 Nov '24

11 Nov '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <balint(a)renyi.hu> Date: Mon, 11 Nov 2024 at 13:03 Subject: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute/Erdős Center <https://erdoscenter.renyi.hu/>, in Budapest: * Workshop on Disordered Media January 27-31, 2025* The list of invited speakers (and more information) is available at the webpage of the workshop: https://erdoscenter.renyi.hu/events/workshop-disordered-media The goal of the workshop is to bring together probabilists working on subjects related to statistical physical phenomena in random and disordered media. The workshop will be held at the Rényi Institute, Budapest, Hungary. It is part of the Semester on Probability and Statistical Physics (January-June 2025) <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…> hosted by Erdős Center. *Registration is now open, with deadline: 20 December 20**24**.* Registrations will be accepted up to the capacity of the lecture hall (~ 80, including the invited speakers). In order to register you are asked to send an email to probstatphys25(a)renyi.hu, with the subject "Workshop on Disordered media registration" and containing your name and affiliation. There is no registration fee. Information about accommodation in Budapest (list of hotels near the venue) available at the web page. [Note: The workshop is a follow-up of the winter school with the same title <https://erdoscenter.renyi.hu/events/school-disordered-media> held on the previous week, 20-24 Jan 2025, meant for PhD students and early career researchers.] With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar MAGGIS
by Stefano Pagliarani 11 Nov '24

11 Nov '24

Dear all, On November 19th, in the classroom Aula 1, Department of Physics of the University of Bologna, at Via Berti Pichat 6-6/2, the following seminar will take place: * 14:00-15:00: Marco MAGGIS "CONSISTENCY ISSUES IN STATE-DEPENDENT PREFERENCES" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate 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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Seminario CLIMATH 20 Novembre
by Marta Leocata 09 Nov '24

09 Nov '24

Cari colleghi, Il gruppo UMI-Climath è lieto di invitarvi a una serie di seminari, in presenza e online, dedicati ai recenti avanzamenti teorici nello studio dei modelli matematici della variabilità climatica e dei modelli che includono gli impatti socio-economici associati. Maggiori dettagli sono disponibili sul sito del gruppo Climath: https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attività-del-g… <https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attivit%C3%A0-…> Il Prossimo seminario si terrà in data Mercoledì 20 novembre 2024, alle ore 14:30, presso l’Aula 1101 (D’Antoni), Dipartimento di Matematica, Tor Vergata, Roma, oppure online tramite Teams (richiesta registrazione al link: https://forms.gle/kuPKvHqLDP4RTLj4A) Ecco il programma: 14:30 - Valerio Lucarini (University of Leicester) Titolo: Detecting and Attributing Change in Climate and Complex Systems: Foundations, Green's Functions, and Nonlinear Fingerprints Abstract: Detection and attribution (D&A) studies are cornerstones of climate science, providing crucial evidence for policy decisions. Their goal is to link observed climate change patterns to anthropogenic and natural drivers via the optimal fingerprinting method (OFM). We show that response theory for nonequilibrium systems offers the physical and dynamical basis for OFM, including the concept of causality used for attribution. Our framework clarifies the method's assumptions, advantages, and potential weaknesses. We use our theory to perform D&A for prototypical climate change experiments performed on an energy balance model and on a low-resolution coupled climate model. We also explain the underpinnings of degenerate fingerprinting, which offers early warning indicators for tipping points. Finally, we extend the OFM to the nonlinear response regime. Our analysis shows that OFM has broad applicability across diverse stochastic systems influenced by time-dependent forcings, with potential relevance to ecosystems, quantitative social sciences, and finance, among others. 15:20 - Discussione 15:30 - Gianmarco Del Sarto (Technische Universität Darmstadt) Titolo: Some Perspective on Climate Change through Energy Balance Models Abstract: In this seminar, I will present how Energy Balance Models (EBMs) can be used to explore climate change dynamics. The first part focuses on ongoing research that investigates a fast-slow system where solar radiation acts as the fast component, while a zero-dimensional EBM describes the slow component. This model exhibits mathematical parallels with the seminal stochastic EBM inspired by Hasselmann's proposal, and we explore these similarities in terms of deterministic limits, fluctuations, and large deviations. In the second part, if time allows, I will discuss a completed research project that extends the analysis of 1D EBMs by introducing local instability effects and additive white noise. The model captures the super-greenhouse effect, a tropical feedback mechanism, and incorporates fast weather fluctuations as white noise. By studying the long-term behaviour of the model's invariant measure, we investigate the link between increased greenhouse gas concentrations and extreme weather events. 16:20 - Discussione 16:3 - Tavola Rotonda moderata da Piermarco Cannarsa Speriamo di vedervi numerosi, sia in presenza che online! Saluti, Marta Leocata (a nome del gruppo Climath)

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Seminar by Joanna Michalak, Dr.
by monte＠uniroma2.it 09 Nov '24

09 Nov '24

Dear all, Dr. Joanna Michalak (Nicolaus Copernicus University in Torun, Poland) will give a seminar entitled "Integrated Approach to Sentiment Analysis: Optimizing Short Text Analysis Efficiency in the Context of Economics and Finance" on November 14th at 09:30 am in Room 5 at Macro Teaching Hub Engineering Area., Via del Politecnico, 1, University of Roma "Tor Vergata", Roma. The seminar can also be followed online by sending an email to roberto.monte(a)uniroma2.eu Abstract: Big social data (BSD) is widely used in the social sciences, particularly in economics and finance, where it is valued both for its explanatory insights and its predictive power. Predictive analyses leveraging BSD often focus on modeling the relationship between social media activity and stock market movements. The quality of these analyses relies on two main dimensions: (1) models that capture short-term dynamics and account for observed time-series properties, and (2) sentiment analysis methods that are specifically adapted to the unique vocabulary of finance and economics. This presentation addresses these two dimensions. In the first part, we explore a case study of Apple Inc., comparing the effectiveness of VAR, GARCH, and LSTM models for describing short-term interdependencies between social media sentiment and stock market behavior. The second part of the presentation focuses on the performance of various sentiment analysis methods selected to construct sentiment-based indices. This section aims to compare the efficiency and accuracy of different sentiment analysis methods when applied to short text data. The study emphasizes optimization of analysis efficiency by evaluating widely used datasets, such as Senti140. Several research questions guide this investigation: 1. Which sentiment analysis method is most effective in terms of accuracy and processing speed in financial data analysis? 2. Do advanced methods, such as deep learning models (e.g., BERT), outperform traditional lexicon-based techniques and classical machine learning algorithms? 3. What are the differences in sentiment analysis accuracy between general datasets like Senti140 and finance-specific datasets such as FinBERT? The issue of optimizing text data analysis methods remains an open aspect of this research. The ultimate objective of this study is to construct a dataset or lexicon specifically designed and recommended for financial data analysis.

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YMCN Spring School: Recent Advances in SPDEs
by Lucio Galeati 08 Nov '24

08 Nov '24

Cari tutti, Segnalo con piacere l'annuncio della seguente Spring School su SPDEs che si terrà a Münster a Marzo 2025; sotto tutti i dettagli. Saluti, Lucio -------------------------------------------------------------------------------------------------------- Dear Colleagues, We are currently organizing the YMCN Spring School: Recent Advances in SPDEs (24–28 March 2025, Münster, Germany). The Spring School aims to bring together young researchers from the fields of Probability Theory and Partial Differential Equations (PDEs), particularly those with interests in statistical physics, quantum field theory (QFT), singular SPDEs and dispersive (S)PDEs. It will feature four mini-courses and several talks by leading mathematicians in these areas, highlighting recent breakthroughs. The poster is linked to https://www.uni-muenster.de/imperia/md/content/MathematicsMuenster/ymcn_spr… , and the details and the application platform can be found on the website: https://www.uni-muenster.de/MathematicsMuenster/de/events/2025/ymcn_spring-… . Limited funding will be available for PHD students, and we are looking forward to seeing you in Münster! Thank you and best regards, Fabian, Sarah and Xiaohao

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Call for applications - PhD in Statistics & Computer Science @Bocconi
by Antonio Lijoi 06 Nov '24

06 Nov '24

*********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros (year 1) 23,000 euros per annum (years 2, 3 and 4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2024 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit https://www.unibocconi.it/en/events/phd-day-2024 and sign up for participation to the presentations of both the Bocconi PhD School (3pm) and the PhD program in Statistics and Computer Science (3:45pm). For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Terzo Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Ernesto De Vito 06 Nov '24

06 Nov '24

Carissime e carissimi, vi segnalo la terza edizione del workshop "Mathematics for Artificial Intelligence and Machine Learning" organizzato nell’ambito delle attività del gruppo UMI “Matematica per l’Intelligenza Artificiale e il Machine Learning”. Il convegno si terrà a Bari dal 29 al 31 gennaio 2025 ed è incentrato sull'interazione tra matematica, intelligenza artificiale e apprendimento automatico. L'obiettivo dell'evento è incoraggiare la ricerca matematica in queste aree, promuovendo la diffusione dei risultati e facilitando l'interazione tra discipline diverse. La partecipazione è aperta a tutti i ricercatori interessati, anche non soci UMI. Caratteristica del workshop, fin dalla sua prima edizione, è quella di riservare le comunicazioni su contributo a giovani ricercatori. Per agevolare la partecipazione non sono previste tasse di iscrizione. Il workshop prevede tre conferenze plenarie tenute da: - Claudia Angelini, CNR - IAC, Napoli - Tommaso Di Noia, Politecnico di Bari - Yurii Nesterov, University of Louvain, Belgium Sono inoltre previste comunicazioni da parte di diversi keynote speaker, comunicazioni tematiche e interventi specialistici di aziende nel settore della AI. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Mathematics in AI and ML” che costituirà uno specifico momento di confronto tra gli invited speaker, alcuni rappresentanti del mondo accademico e i rappresentanti delle aziende che supportano l'evento. La scadenza per la sottomissione degli abstract per le comunicazioni tematiche è il 1° dicembre 2024, la scadenza per la registrazione è il 23 dicembre 2024. I dettagli logistici e le ulteriori informazioni sono disponibili alla pagina https://umi-math4aiml2025.uniba.it/ -------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy

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Pescara Math Workshop 2024 (PMW24)
by Alessandra Cretarola 06 Nov '24

06 Nov '24

Buongiorno a tutti, Vi segnalo il seguente workshop, che si terrà sabato 9 novembre presso il Dipartimento di Economia dell'Università degli Studi “G. d'Annunzio” di Chieti-Pescara: Pescara Math Workshop 2024 (PMW24) Abstract In this edition of the Pescara Math Workshop, seven distinguished researchers will lecture on recent advances in mathematical logic, descriptive set theory, infinite dimensional analysis and geometry, and mathematical analysis. Speakers Nicola Arcozzi (Università di Bologna) Loredana Lanzani (Università di Bologna) Paul Blain Levy (University of Birmingham) Olof Svensson (Linköping University) Daniele Tiberio (SISSA, Trieste) Tomasz Weiss (University of Cardinal Stefan Wyszyński, Warsaw) Paweł Wójcicki (Warsaw University of Technology) Per ulteriori dettagli, si prega di visitare il sito web del workshop: https://www.sci.unich.it/pmw24/#home Cordiali saluti, Il Comitato organizzativo Gianluca Amato, Flavia Antonacci, Cristina Costantini, Alessandra Cretarola, Fausto Di Biase, Maurizio Parton __________________________ Alessandra Cretarola, PhD Professore Associato MATH-03/B Dipartimento di Economia Università "G. D'Annunzio'' di Chieti-Pescara, Viale Pindaro, 42, I-65127 Pescara

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Conferenza in memoria di Giuseppe Da Prato
by Lorenzo Zambotti 05 Nov '24

05 Nov '24

Care colleghe e cari colleghi dal 13 al 17 gennaio 2025 si terrà alla Scuola Normale Superiore di Pisa un convegno su « Deterministic and Stochastic Evolution Equations » in memoria di Giuseppe Da Prato. Alla pagina https://sites.google.com/sns.it/dsee2025/ troverete la lista degli/delle speakers e un link per registrarvi (entro il 15 dicembre) se siete interessati/e a partecipare. La conferenza comincerà il lunedì mattina e finirà il venerdì all’ora di pranzo. Cordiali saluti, il comitato organizzativo Piermarco Cannarsa, Sandra Cerrai, Franco Flandoli, Alessandra Lunardi, Lorenzo Zambotti -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/

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Seminar by Dr. Andrea Modena.
by Giorgio Rizzini 05 Nov '24

05 Nov '24

Dear all, as part of the Quantitative Finance Seminars, Dr. Andrea Modena (University of Mannheim) will give a seminar entitled "Coordinating Dividends and Capital Regulation" (joint work with Luca Regis and Salvatore Federico) on November 11th at 11 am in Aula Fermi at Scuola Normale Superiore in Pisa.The seminar can also be followed online by sending an email to giorgio.rizzini(a)sns.it. Best regards, Giorgio Rizzini *Abstract: * We develop a tractable dynamic corporate finance model to analyze the effects of state-contingent dividend restrictions and capital requirements on firm optimal policies and value. In the model, a risk-neutral shareholder manages a firm that generates stochastic income under time-varying macroeconomic conditions. The manager maximizes shareholder value by paying dividends, holding reserves, and issuing costly equity without agency conflicts. We analytically solve the firm's stochastic control problem and derive its reserve distribution in closed form. The model predicts that restricting dividends in "bad" macroeconomic states—characterized by lower and more volatile cash flows— reduces shareholder value but can effectively sustain the firm's credit capacity. The policy, however, curtails the firm's recapitalization incentives and credit capacity in "good" states. Coordinating dividends with counter-cyclical capital regulation can mitigate value losses but negatively impacts recapitalization incentives further.

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Fwd: Post-doc advert Cambridge
by Laura Maria Sangalli 05 Nov '24

05 Nov '24

Ricevo ed inoltro l’annuncio di una posizione di post-doc presso l’Università di Cambridge, sotto la supervisione del Prof Richard Samworth. Cordialmente, 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it Inizio messaggio inoltrato: Da: Richard Samworth <rjs57(a)cam.ac.uk<mailto:rjs57@cam.ac.uk>> Oggetto: Post-doc advert Data: 3 novembre 2024, 11:11:40 CET A: Laura Maria Sangalli <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Hi Laura, Sorry for the formal message! I'm writing because I'm currently advertising for a post-doc position: https://www.jobs.cam.ac.uk/job/48646/ The closing date is 10 December. Please could you bring the advert to the attention of anyone who you think may be interested? Many thanks and best wishes Richard

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Seminario PRISMA oggi
by Francesco Caravenna 05 Nov '24

05 Nov '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 5 novembre 2024, Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) ci parleranno di Il moto browniano iperbolico e le sue ramificazioni con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario Pablo Groisman, Lunedì 11 Novembre, Sapienza Università di Roma
by Silvestri, Vittoria 04 Nov '24

04 Nov '24

Segnalo il seguente seminario, che si terrà Lunedì prossimo in Sapienza. *Lunedì 11 Novembre, ore 14:00,* Aula B, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Pablo Groisman (University of Buenos Aires) *Title: *The Kuramoto Model in Random Geometric Graphs *Abstract: *The Kuramoto model is a nonlinear system of ODEs that represents the behavior of coupled oscillators. The coupling is determined by a given graph and pushes the system towards synchronization. An important question is whether there is global synchronization (the system converges to a state in which all the phases coincide from almost every initial condition) or if the system supports other patterns. We will consider the Kuramoto model on random geometric graphs in the d dimensional torus and prove a scaling limit. The limiting object is given by the heat equation. On the one hand this shows that the nonlinearities of the system disappear under this scaling and on the other hand, provides evidence that stable equilibria of the Kuramoto model on these graphs are, as n → ∞, in correspondence with those of the heat equation, which are explicit and given by twisted states. In view of this, we conjecture the existence of twisted stable equilibria with high probability as n → ∞. We'll prove this conjecture in dimension d=1. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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master / doctoral / post-doctoral scholarships in Paris
by CRISTINA TONINELLI 04 Nov '24

04 Nov '24

Ricevo e inoltro, cari saluti Cristina ----- Dear colleagues, The Fondation Sciences Mathématiques de Paris supports research and training in Mathematics and in fundamental Computer Science through its various programs: research chairs of excellence, postdoctoral positions, doctoral allowances, master scholarships. The positions are mainly located in Paris or in Paris area. For academic year 2025-2026, see schedule of deadlines below (at 11:59 p.m., Paris time). Feel free to circulate this message to your contacts. Paris Graduate School for Mathematical Sciences (master scholarships): Call (open to international students): from Monday November 4th 2024 to Thursday February 6th 2025 Offer description: https://sciencesmaths-paris.fr/en/pgsm-master FSMP Postdoctoral program: from Tuesday October 1st to Friday November 29th 2024 Offer description: https://www.sciencesmaths-paris.fr/en/postdoc-fsmp MathPhDInFrance (doctoral program): from Tuesday December 17th 2024 to Friday February 14th 2025 Offer description: https://mathphdinfrance.fr/ Research Chairs of excellence: from Tuesday October 1st to Friday November 29th 2024 Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/les-chaires-fsmp ------- --------------------------------------------------------------------------------------------- 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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Research Associate in Bayesian Statistics, Newcastle University
by Fabrizio Leisen 04 Nov '24

04 Nov '24

Apologies for cross posting. Con preghiera di diffusione. Il candidato ideale deve avere della solide basi in inferenza Bayesiana da un punto di vista statistico piuttosto che Machine Learning. Cordiali Saluti, Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London ---------- Forwarded message --------- Da: Kevin Wilson <0000c562ec979ac8-dmarc-request(a)jiscmail.ac.uk> Date: mer 30 ott 2024 alle ore 14:41 Subject: JOB: Research Associate in Bayesian Statistics, Newcastle University To: <allstat(a)jiscmail.ac.uk> JOB: Research Associate in Bayesian Statistics School of Mathematics, Statistics and Physics, Newcastle University Full advert: Research Associate in Bayesian Statistics Job Details | Newcastle University< https://jobs.ncl.ac.uk/job/Newcastle-Research-Associate-in-Bayesian-Statist… > Applications are invited for a Research Associate position in Bayesian Statistics, for a period of 24 months. The project is at the forefront of Bayesian inference and aims to design a novel Bayesian methodology to implement Bayesian Additive Regression Trees (BART) models to deal with non-linear phenomena. In particular, the aim is to bridge the Loss-based methodology to the framework of BART, building on the previous works of Prof Cristiano Villa and Prof Fabrizio Leisen on model selection, linear regression models and Gaussian graphical models. The successful candidate will work on developing prior distributions to estimate the structure of the trees and the number of trees in a BART model, and building scalable and efficient computational tools to ease the implementation of the methodology. The candidate must have a solid background in computational methods for Bayesian inference to develop efficient algorithms for the new proposed modelling framework. Within the project, the candidate will also perform theoretical modelling and data analysis, as well as disseminate the outputs through publications and presentations at scientific meetings. The successful candidate will join the growing Statistics & Data Science group at Newcastle University and interact with the Statistics group at King's College London. The position is offered on a fixed term basis for two years from the start date. Generous funds are available for travel, training and other support. To apply, please complete the online application and attach a CV and covering letter. In your covering letter, please outline how you are either working towards, meet or exceed all the essential requirements for the role holder as outlined in the full advertisement, and highlight any expertise relevant to the described project. For all information enquiries about the position, please contact Prof Kevin Wilson (kevin.wilson(a)newcastle.ac.uk) Prof Cristiano Villa ( cristiano.villa(a)dukekunshan.edu.cn) or Prof Fabrizio Leisen ( fabrizio.leisen(a)kcl.ac.uk) You may leave the list at any time by sending the command SIGNOFF allstat to listserv(a)jiscmail.ac.uk, leaving the subject line blank.

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2-year PostDoc Position at TU Eindhoven (NL)
by Elisa Perrone 31 Oct '24

31 Oct '24

Dear colleagues, We currently have a vacancy for a 2-year PostDoc position in the Mathematical Statistics group at TU Eindhoven. The position comes with light educational duties but it is not attached to a specific research project. Therefore, there is considerable freedom for the candidate to independently pursue their own research agenda, as long as it has a good embedding within the research activities of the group. Here is the website with the job description: link <https://jobs.tue.nl/en/vacancy/postdoc-in-mathematical-statistics-1119766.h…>. The submission deadline is December 1, 2024. I would appreciate it if you could help us circulate the announcement and forward it to potentially interested candidates. Thank you very much, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Seminario di Stanislav Smirnov (medaglia Fields 2010) a Roma Tre
by Elisabetta Candellero 31 Oct '24

31 Oct '24

Stanislav Smirnov (medaglia Fields 2010) terra' un seminario dal titolo "Coulomb gas and lattice models" il giorno mercoledi' 6 novembre, ore 16:00. Il seminario si terra' in Aula M1, Blocco Aule Lungotevere Dante 376 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract: Even before the introduction of Conformal Field Theory by Belavin, Polyakov and Zamolodchikov, it appeared indirectly in the work of den Nijs and Nienhuis using Coulomb gas techniques. The latter postulate (unrigorously) that height functions of lattice models converge to the Gaussian Free Field, allowing to derive many exponents and dimensions of 2D lattice models. This convergence is in many ways mysterious, in particular it was never formulated in the presence of a boundary, but rather on a torus or a cylinder. We will discuss possible formulations on general domains or Riemann surfaces and their relations to CFT, SLE and conformal invariance of critical lattice models. Interestingly, new objects in complex geometry and potential theory seem to arise.

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Seminario di probabilita' (Roma Tre), 6/11/2024, Amitai Linker (Santiago del Cile)
by Elisabetta Candellero 31 Oct '24

31 Oct '24

*Data e orario*: Mercoledi' 6 novembre alle ore 14:30 Via della Vasca Navale 84, Dipartimento di Matematica e Fisica, Universita' degli Studi roma Tre, AULA B *Relatore*: Amitai Linker (Universidad Andrés Bello, Santiago, Cile) *Titolo*: "The contact process on dynamic scale-free networks" *Abstract*: In this talk, I will present recent results on the contact process on two specific types of scale-free, inhomogeneous random networks that evolve either through edge resampling or by resampling entire neighborhoods of vertices. Depending on the type of graph, the selected stationary dynamic, the tail exponent of the degree distribution, and the updating rate, we identify parameter regimes that result in either fast or slow extinction. In the latter case, we determine metastable exponents that exhibit first-order phase transitions. This is joint work with Emmanuel Jacob (ENS Lyon) and Peter Mörters (Universität zu Köln).

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Call for Contributed Talks at BNP 14
by Alessandra Guglielmi 31 Oct '24

31 Oct '24

Dear all, We invite the submission of contributed talks for the 14th International Conference on Bayesian Nonparametrics, to be held in person at UCLA in Los Angeles, United States, on June 23-27th, 2025. The deadline for submission is December 15, 2024. Contributed talks will be around 20 minutes long. Please note that the one-presentation-per-speaker policy is in effect: each participant of this meeting shall give at most one presentation (oral or poster). We encourage potential participants to submit their proposals, as there will be many opportunities for contributed speakers. Please submit your proposed talk using this form<https://bnp14.org/submissions/>, by December 15, 2024. Please indicate if, in the unfortunate case you were not selected for an Oral Talk, you would like to be automatically considered for a Poster Presentation. The results will be announced by the end of January 2025. A separate call for posters will be made soon. Thank you for your support of the 14th International Conference on Bayesian Nonparametrics. If you have any questions, please email bnp14ucla(a)gmail.com. For further information on the 14th International Conference on Bayesian Nonparametrics, see https://bnp14.org/ Best regards Alessandra Guglielmi, Chair of the Scientific Committee of BNP 14 https://bnp14.org/ -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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topical collection on JOTP
by Bruno Toaldo 31 Oct '24

31 Oct '24

Dear All, The *Journal of Theoretical Probability* has recently launched a topical collection titled *"Non-Markov Dynamics and Non-Local Operators"* https ://link.springer.com/collections/fhbhjheefi. This initiative responds to the growing interest in modeling anomalous phenomena, such as anomalous relaxations and diffusions. The scope of this theory encompasses various aspects of random processes, including, but not limited to, semi-Markov processes, continuous-time random walks, (generalized) fractional Brownian motions, long-range dependent processes, and non-Gaussian measures. This topical collection invites submissions on recent advances in these areas broadly, including works focused on specific classes of non-Markov processes or non-local operators with potential applications in probability theory. Submissions for publication are now open. All submitted papers will follow the journal’s standard peer-review process. The review will be managed by the Editors-in-Chief, myself, and Dr. Giacomo Ascione as guest editor. Please feel free to share this announcement: https://link.springer.com /journal/10959/updates/27709086. Thank you all, and best wishes, Giacomo and Bruno

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call for paper
by Enea Bongiorno 30 Oct '24

30 Oct '24

Carissimi, segnalo la seguente Special Issue di EcoSta (Econometrics and Statistics) con deadline 30 Giugno. Cordiali saluti, Enea ------------------- Special Issue on HIGH-DIMENSIONAL AND FUNCTIONAL DATA ANALYSIS Econometrics and Statistics http://www.elsevier.com/locate/ecosta We are inviting submissions to the special issue of the journal Econometrics and Statistics dedicated to High-dimensional and Functional Data Analysis. Such data structures have been an important focus of methodological, theoretical and applied statistics research for over two decades, with applications areas including biostatistics, economics, finance, chemometrics, environmetrics, genetics, geophysics, and neuroimaging. The aim of this special issue is to collect research papers concerned with computational and data-analytic aspects of high-dimensional and functional data analysis. Papers in the following areas are particularly welcome, as long as they pertain to the general theme of the special issue: Classification, clustering , discrimination, prediction; Dependent data structures; Hypothesis testing and model selection; Nonparametric modeling; Statistical Learning; high-dimensional econometrics; large panels. In order to be considered for publication, a submission must have a significant novel component in either high-dimensional or functional data analysis with emphasis on methodological, computational or theoretical aspects or novel analysis of important new data sets. Authors who are uncertain about the suitability of their paper should contact the editors. Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta. The deadline for submissions is 30 June 2025. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EM: https://www.editorialmanager.com/ecosta/. In the EM, please choose the special issue on High-dimensional and Functional Data Analysis. The special issue Guest Editors: Enea Bongiorno, University of Eastern Piedmont, Italy Email: enea.bongiorno(a)uniupo.it Frederic Ferraty, Toulouse Jean Jaures University, France Email: ferraty(a)math.univ-toulouse.fr Erricos Kontoghiorghes, Cyprus University of Technology and Birkbeck UNiversity of London, UK Email: erricos(a)cut.ac.cy Jeng-Min Chiou, Academia Sinica, Taiwan Email: jmchiou(a)stat.sinica.edu.tw -- 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 ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario 05/11 ore 11 A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries
by ANTONIO PIEVATOLO 30 Oct '24

30 Oct '24

[ENGLISH BELOW] Con preghiera di diffusione, si avvisa che in data 05-11-2024, alle ore 11:00 precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, la Dr. Alice Giampino, Università degli Studi di Milano-Bicocca, terrà un seminario dal titolo A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Gli interessati potranno partecipare al seminario da remoto, utilizzando il link indicato qui sotto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… oppure in presenza previa prenotazione via email a federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Distinti saluti, Federico P. Cortese ***ENGLISH*** Dear all, We are honoured to announce that on 11/05/2024, at 11:00 AM, in the Pentagonale Room of the CNR Research Area 1 in Milan, Via A. Corti 12, Dr. Alice Giampino from the University of Milano-Bicocca will present a seminar titled: A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Interested participants may attend the seminar remotely using the link provided below: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… or in person by reserving a spot via email at federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Best regards, Federico P. Cortese To unsubscribe from this group and stop receiving emails from it, send an email to all_ricercatori+unsubscribe(a)imati.cnr.it<mailto:all_ricercatori+unsubscribe@imati.cnr.it>.

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Workshop "Random Geometric Structures and Statistical Physics", 30 June - 4 July 2025, Rome
by Faggionato, Alessandra 29 Oct '24

29 Oct '24

Dear all, This is a preliminary announcement for the workshop “Random Geometric Structures and Statistical Physics,” to be held at the Department of Mathematics, Sapienza University of Rome, from June 30 to July 4, 2025. The workshop is part of the Eccellenza scientific program at Sapienza, titled “Statistical Mechanics and Nonequilibrium Processes.” The workshop will cover topics such as random growth processes, percolation, random walks and interacting particles on random graphs, random surfaces, statistical mechanics, and more. It will gather experts from these research fields. A follow-up message will be sent with more information once the meeting website is available. The organizers, Alessandra Faggionato Vittoria Silvestri Lorenzo Taggi -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario PRISMA mar 5 nov 2024
by Francesco Caravenna 29 Oct '24

29 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 5 novembre 2024. I relatori saranno Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) che ci parleranno di Il moto browniano iperbolico e le sue ramificazioni con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Budapest
by Faggionato, Alessandra 28 Oct '24

28 Oct '24

Ricevo da Marton Balasz e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Marton Balazs <m.balazs(a)bristol.ac.uk> Date: Mon, 28 Oct 2024 at 13:31 School and workshop on stochastic interacting particle systems and random matrices ===8<=== Dear Colleagues, It is our pleasure to announce the School and the Workshop on Stochastic interacting particle systems and random matrices, to be held at the Erdős Center of the Rényi Institute, Budapest. School on Stochastic interacting particle systems and random matrices: 16-20 June, 2025 Workshop on Stochastic interacting particle systems and random matrices: 23-27 June, 2025 - The School will feature minicourses from the following distinguished researchers: Charles Bordenave Ivan Corwin László Erdős Nina Gantert Alice Guionnet Bálint Virág We are also planning on short talks from interested attendees. Further details are to be found at https://erdoscenter.renyi.hu/events/school-stochastic-interacting-particle-… . Registration deadline: 15 March 2025. - The workshop will consist of numerous talks by researchers ranging from early career colleagues to top experts of interacting particle systems and of random matrix theory. There will also be opportunities for discussions during the meeting. Please see details at https://erdoscenter.renyi.hu/events/workshop-stochastic-interacting-particl… . Registration deadline: 15 May 2025. Please advertise these meetings to interested students and colleagues. With best wishes from the organisers: Márton Balázs Laure Dumaz Benedek Valkó Bálint Vető probstatphys25(a)renyi.hu ===8<=== -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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GPSD conference in Dresden
by Enrico Scalas 28 Oct '24

28 Oct '24

Dear Colleagues, On behalf of the organisers, I would like to point you to the GPSD conference in Dresden https://www.gpsd-2025.de/ As usual, apologies for cross-posting. Best wishes, Enrico Scalas

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PhD Studentship in Stochastic Analysis at Bath
by Mario Maurelli 27 Oct '24

27 Oct '24

Dear colleagues, I am forwarding the following announcement from Avi Mayorcas about a PhD position at the University of Bath. Best regards Mario Maurelli Dear Colleagues, I am currently advertising for a PhD position at the University of Bath. The topic would be ideally suited to students with an interest in one or multiple areas of analysis, probability, stochastic analysis and PDE. However, mathematically strong students with a background in physics or economics would also be well-suited. Please find the advert here: https://www.findaphd.com/phds/project/stochastic-analysis-of-many-body-syst… Note: the advert currently says _UK students only_, however, due to a recent internal decision this will no longer apply, the advert will be updated in due course. Please feel free to point any interested students here to contact me here: https://researchportal.bath.ac.uk/en/persons/avi-mayorcas Many thanks and best wishes, Avi

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Save the date: Avi Wigderson (Turing award + Abel prize!) at Tor Vergata 31.10
by Michele Salvi 25 Oct '24

25 Oct '24

Dear all, We are honoured to announce that on Thursday, October 31st (15h00, Aula Gismondi) RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host at Tor Vergata University Prof. Avi Wigderson (Princeton University, 2023 Turing award and 2021 Abel prize) with the seminar “The value of Errors in Proofs” The seminar is meant for a broad audience, do not hesitate to spread the word with whom might be interested, students included! All the details can be found on the website of the event: https://www.mat.uniroma2.it/~pasquale/seminars/wigderson2024/ https://www.mat.uniroma2.it/~pasquale/seminars/wigderson2024/ We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV. https://www.mat.uniroma2.it/~rds/events.php Best regards, Michele Salvi

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