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Seminar: Bayesian network structural learning from complex survey data - P. Vicard
by Mira Antonietta 15 May '24

15 May '24

On behalf of Prof Di Serio I am sharing the following announcement ———————- The Statistical Network Science committee of the Bernoulli Society invites you to an online talk this week Thursday: Thursday May 16 2-3 pm UK time Title: Bayesian network structural learning from complex survey data Statistical Network Science Seminar Series- Bernoulli Society Speaker: Paola Vicard (Department of Economics, Università Roma Tre, Rome, Italy) Abstract: The association structure of a Bayesian network can be known in advance by subject matter knowledge or have to be learned from a database. One of the most widely used procedures is the PC algorithm consisting in carrying out several independence tests on the available data set and in building a Bayesian network according to the tests results. In case of data driven learning, the PC algorithm is based on the irremissible assumption that data are independent and identically distributed. Unfortunately, official statistics data are generally collected through complex sampling designs, then the aforementioned assumption is not met. In such a context the PC algorithm fails in learning the structure. To avoid this, the sample selection must be taken into account in the structural learning process. A modified version of the PC algorithm is proposed for inferring causal structure from complex survey data. It is based on resampling techniques for finite populations. A simulation experiment showing the robustness with respect to departures from the assumptions and the good performance of the proposed algorithm is carried out. (Joint work with Daniela Marella, Sapienza Università di Roma) Zoom link https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fzoom.us%2…<https://zoom.us/j/99820613967> Meeting ID: 998 2061 3967 Passcode: 850644 All welcome Clelia Di Serio and Gesine Reinert

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avviso di seminario di A. Buonocore e L. Caputo
by Antonio DI CRESCENZO 14 May '24

14 May '24

scusandomi per invii multipli... ---------- Forwarded message --------- *UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO *Speaker*: *Aniello* *BUONOCORE *e *Luigia* *CAPUTO* (Dipartimento di Matematica e Applicazioni, Università di Napoli Federico II) *Titolo*: *Il tema "Dati e Previsioni" presente nelle Indicazioni Nazionali e nelle Linee Guida è: un problema oppure una risorsa da valorizzare?* *Data*: mercoledì 15 maggio 2024, ore 11:30 *Luogo*: Sala Riunioni, Edificio F2, piano 1, stanza 36, e su Teams, al link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ Yjc2NjU5ZDEtOTQ3YS00YzcyLTg3MTItNzRlMDg4YWU2Nzli%40thread. v2/0?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d- 097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d *Abstract* Per il tema "Dati e Previsioni" si propone l'impostazione didattica basata sui problemi. In particolare, si propone di utilizzare, in maniera appropriata e con la finalità di sollecitare le abilità comunicative ed argomentative, alcuni problemi e paradossi della probabilità condizionata che nel corso del tempo sono stati occasione di discussioni vivaci e intriganti. I problemi selezionati e sperimentati nel corso degli ultimi anni in classi della scuola secondaria, nei quali l'enfasi è posta soprattutto sul significato dei simboli e delle formule, forniscono anche un modo per stimolare gli obiettivi di "processo" (argomentare e dimostrare, comunicare, rappresentare, collegare) spesso trascurati a favore dei soli obiettivi di "contenuto". Una tale modalità operativa può essere d'aiuto sia agli insegnanti per mitigare le difficoltà che loro stessi soventemente riscontrano nella concettualizzazione (ovvero quella discontinuità tra i processi cognitivi degli studenti e l'astrazione) e sia agli stessi studenti per meglio orientarsi quando le circostanze della vita quotidiana sicuramente lo richiederanno. Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli* *Serena Spina*

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SAVE THE DATE - Tavola rotonda su "Iperautorialità e riviste predatorie" - 29 maggio 2024 - ore 15
by ANDREA CONSIGLIO 14 May '24

14 May '24

Cari Colleghi, vi ricordiamo l’appuntamento per tavola rotonda su "Iperautorialità e Riviste Predatorie" L’evento è fissato per il 29 maggio alle ore 15:00 CET, presso l'Aula delle lauree della Facoltà di Economia. Potrete seguire la discussione online tramite una piattaforma telematica: https://uniroma1.zoom.us/j/84228305285 Per la partecipazione in presenza, si prega di registrarsi entro e non oltre il 20/05/2024 https://bit.ly/AMASES-TavolaRotonda Contiamo sulla vostra numerosa partecipazione. Cordiali saluti, Il Comitato Scientifico AMASES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Tavola Rotonda: Iperautorialità e Riviste Predatorie Data e Luogo: 29 maggio 2024, ore 15.00, Aula delle lauree, Facoltà di Economia, via Castro Laurenziano 9, Roma. Saluti Istituzionali: Giovanni Di Bartolomeo, Preside Facoltà di Economia, Università di Roma "La Sapienza" Andrea Consiglio, Presidente AMASES, Università di Palermo Partecipanti: Santo Fortunato, Indiana University Giulia Iori, Università di Venezia "Cà Foscari" Marco Malgarini, ANVUR Angelo Pezzullo, Università Cattolica Angela Santoni, Commissione Etica, Università di Roma "La Sapienza" Francesco Sylos Labini, CREF Moderatore: Marco Li Calzi, Università di Venezia "Cà Foscari" Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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PhD courses at Roma Tre University
by Francesco Cesarone 14 May '24

14 May '24

Dear All, I am happy to announce a new upcoming series of PhD courses organized by the Research Group on Quantitative Finance, Department of Business Studies – Roma Tre University. Below are some details on the different topics covered, speakers, and dates: * Introduction to Graph Theory and Applications Andrea Scozzari - Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences at University Niccolò Cusano, Department of Economics. Date: Monday 20th May, h: 14:30 - 17:30; Wednesday 22nd May, h: 14:30 - 17:30; Friday 24th May, h: 14:30 - 17:30; Monday 27th May, h: 14:30 - 17:30. * AI Algorithms Valerio Giuseppe Sasso - Scholar in Operations Research at Sapienza University of Rome, Department of Computer, Control and Management Engineering Antonio Ruberti (DIAG). Date: Wednesday 29th May, h: 14:30 - 17:30; Friday 31st May, h: 14:30 - 17:30; Monday 3rd June, h: 14:30 - 17:30; Wednesday 5th June, h: 14:30 - 17:30; Friday 7th June, h: 10:00 - 12:00/14:30 - 16:30. * Stochastic Dynamic Optimization Massimiliano Corradini, Researcher at Roma Tre University. Date: Monday 10th June, h: 11:00 - 14:00; Friday 14th June, h: 11:00 - 14:00; Monday 17th June, h: 11:00 - 14:00; Thursday 20th June, h: 11:00 - 14:00. The seminars can be attended either physically at the Computer lab (small room), ground floor (Department of Business Studies - Roma Tre University, Via Silvio D'Amico, 77, 00145 Rome, Italy) or online via teams. For more information I refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone 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> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Associate Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> Studio n. 20 piano V WWW: https://www.francescocesarone.com/

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OWABC Seminar: Mark Beaumont - 30th May 9am UK time
by Massimiliano Tamborrino 14 May '24

14 May '24

Dear all, the last OWABC www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> seminar of Season 5 is quickly approaching. We are glad to announce that our next speaker is Mark Beaumont (University of Bristol), who will talk about "Model misspecification in population genomic" on Thursday the 30th May at 9am UK time. Abstract: In likelihood-free settings, problematic effects of model misspecification can manifest themselves during computation, leading to nonsensical answers, particularly causing convergence problems in sequential algorithms. This issue has been well studied in the last 10 years, leading to a number of methods for robust inference. In practical applications, likelihood-free methods tend to be applied to the output of complex simulations where there is a choice of summary statistics that can be computed. One approach to handling misspecification is to simply not use summary statistics computed from simulations of the model under the prior that cannot be matched with those observed in the data. This presentation gives a brief review of methods for observing and handling misspecification in ABC and SBI, and then discusses approaches that we have explored in a population genomic modelling framework. The talk will be streamed on MS Teams, at the link https://teams.microsoft.com/l/meetup-join/19%3ameeting_NWFkYmE2MTgtZTNiNS00… Meeting ID: 349 104 341 838 Passcode: YxPUhR We are looking forward to seeing you at the next OWABC Seminar, best, Massimiliano on the behalf of the OWABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor and Warwick International Higher Education Academy (WIHEA) Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Richiesta annullamento iscrizione
by Fabiana Mancini 14 May '24

14 May '24

Salve, Potrei gentilmente essere tolta dalla mailing list di random? L'indirizzo è fabiana.mancini(a)hotmail.it Grazie! Inviato da Outlook per Android<https://aka.ms/AAb9ysg>

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talk Prof. Nacira Agram on May 23, 2024
by Emanuela Rosazza Gianin 14 May '24

14 May '24

Dear all, you are all invited to participate to the following seminar on *Thursday 23th of May 2024 at 15:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Nacira Agram (KTH Stockholm)* Titolo: *Deep learning for conditional McKean-Vlasov Jump diffusions* Abstract: My talk focuses on using deep learning methods to optimize the control of conditional McKean-Vlasov jump diffusions. We begin by exploring the dynamics of multi-particle jump-diffusion and presenting the propagation of chaos. The optimal control problem in the context of conditional McKean-Vlasov jump-diffusion is introduced along with the verification theorem (HJB equation). A linear quadratic conditional mean-field (LQ CMF) is discussed to illustrate these theoretical concepts. Then, we introduce a deep-learning algorithm that combines neural networks for optimization with path signatures for conditional expectation estimation. The algorithm is applied to practical examples, including LQ CMF and interbank systemic risk, and we share the resulting numerical outcomes. Based on joint work with Jan Rems. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Advances in Time Series Econometrics, Venice, May 17th, 2024
by Roberto CASARIN 14 May '24

14 May '24

Dear you all, the Econometrics group and the VERA centre of the Ca’ Foscari University ( https://www.unive.it/pag/35190) invite you to *Advances in Time Series Econometrics* *Half-day Workshop* *Venice May 17th, 2024Ca’ Foscari University, San Giobbe Campus, Meeting Room 1, Venezia* Program: - 9:30-10:15, *Ovielt Baltodano Lopez*, (Ca' Foscari University of Venice), Heterogeneous dynamic stochastic block models and an application to international trade - 10:15-11:00, *Alexander Simon Mayer* (Ca' Foscari University of Venice), Least squares estimation in nonstationary nonlinear cohort panels with learning from experience - 11:00-11:30, Break - 11:30-12.15, *Dario Palumbo* (Ca' Foscari University of Venice), A simple parsimonious framework for extracting and modelling the term structure of interest rates - 12:15-13:30, *Esther Ruiz* (University Carlos III of Madrid), Economic activity and climate change *Abstracts*: Ovielt Baltonado Lopez, Ca' Foscari University of Venice, Italy, https://www.unive.it/data/people/18754547 Heterogeneous dynamic stochastic block models and an application to international trade *The increasing complexity of the global economy represents a challenge for monitoring public debt risks. We propose a twofold framework by applying a Dynamic stochastic block model to a multi layer network composed of extracted debt relationships and trade ows for European countries. On the one hand, this approach allows for clusters of countries with di erent levels of debt synchronization that evolve over time and are subject to structural changes suggesting an increase in systemic risk. On the other hand, the layer dependence accounts for con icts in macroeconomic objectives. In particular, external balance and scal stability. In this sense, the network approach jointly considers interdependence between countries and the twin de cit phenomenon coherent with the composite nature of the risks in the nancial systems. We nd evidence of structural changes in the topology of the debt network during crisis, from an assortative behavior to a coreperiphery system with high interdependence among countries' debt. Moreover, the results suggest parameter heterogeneity. In stable periods unemployment (real GDP per capita) di erences lead to higher (lower) debt synchronization, while income inequality and nancial depth reduce the similarity in the debt evolution. There is no evidence of twinde cit phenomenon for the period 2003-2023.* Alexander Simon Mayer, Ca' Foscari University of Venice, Italy, https://www.unive.it/data/people/26394407 Least squares estimation in nonstationary nonlinear cohort panels with learning from experience *We discuss techniques of estimation and inference for nonstationary nonlinear cohort panels with learning from experience, showing, inter alia, the consistency and asymptotic normality of the nonlinear least squares estimator used in empirical practice. Potential pitfalls for hypothesis testing are identified and solutions proposed. Monte Carlo simulations verify the properties of the estimator and corresponding test statistics in finite samples, while an application to a panel of survey expectations demonstrates the usefulness of the theory developed.* Dario Palumbo, Ca' Foscari University of Venice, Italy, https://www.unive.it/data/people/22437798 A simple parsimonious framework for extracting and modelling the term structure of interest rates *This paper introduces a novel methodology for the extraction and modelling of the unobserved term structure of interest rates which incorporates in a single inferential framework both cross-sectional and time-series information from observed bond prices. In doing so, the paper introduces both a parametric and a semi-parametric dynamic model for the term structure which can be extended to capture also features such as heteroschedasticity in both the time and cross-section dimension, as well as the zero-lowerbound constraint. The models provide a coherent description of the term structure and outperforms current term structure extraction methods in fitting the observed bond prices surface. The models also outperform other existing dynamic term structure models in forecasting observed bond prices at one, six and twelve months horizons. Moreover, the study highlights a strong sensitivity of the forecasting errors of the existing dynamic models to the choice of the term structure extraction method used to construct the samples for the parameters’ estimation.* Prof. Esther Ruiz, University Carlos III of Madrid, Spain, https://researchportal.uc3m.es/display/inv16189 Economic activity and climate change -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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seminario di Brzeźniak a Pavia - 22 maggio ore 11
by Benedetta Ferrario 13 May '24

13 May '24

Mercoledì 22 maggio presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia il professor Z. Brzezniak (Università di York) terrà un seminario alle ore 11 (precise) in aula 14. Title: Reflection of Stochastic Evolution Equations in Infinite Dimensional Domains Abstract: In this paper, we establish the existence and the uniqueness of solutions of stochastic evolution equations (SEEs) with reflection in an infinite dimensional ball. Our framework is sufficiently general to include e.g. the stochastic Navier-Stokes equations. Based on a joint work with Tusheng Zhang (Manchester and Hefei).

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Seminar Dario Trevisan at Tor Vergata 22.05
by Michele Salvi 13 May '24

13 May '24

Dear all, On Wednesday, May 22nd, at 14h30 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Dario Trevisan (Università di Pisa) with the seminar "Gaussian Approximation and Bayesian Posterior Distribution in Random Deep Neural Networks” Abstract: We establish novel rates for the Gaussian approximation of randomly initialized deep neural networks with Gaussian parameters and Lipschitz activation functions, in the so-called wide limit, i.e., where the sizes of all hidden layers become large. Using the Wasserstein metric and related functional analytic tools, we demonstrate the distribution of the output of a network and the corresponding Gaussian approximation are at a distance that scales inversely with the width of the network, surpassing previously established rates. Furthermore, we extend our findings to approximate the exact Bayesian posterior distribution of the network when the likelihood is a bounded Lipschitz function of the network output, on a finite training set. This includes common cases, such as the Gaussian likelihood, which is defined as the exponential of the negative mean squared error. Our inequalities thus shed light on the network's Gaussian behavior by quantitatively capturing the distributional convergence results in the wide limit. The exposition will aim to be self-contained, by introducing all the basic concepts related to artificial neural networks and Bayesian statistics to a mathematical audience. Based on arXiv:2203.07379 (joint with A. Basteri) and arXiv:2312.11737. 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… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… 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.

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MSc scholarships at Université Paris-Est
by Tiziano De Angelis 13 May '24

13 May '24

Dear All, I am forwarding a message from Damien Lamberton concerning MSc scholarships for students interested in pursuing an MSc from the Université Paris-Est. The full advert is below. Please notice the tight deadline on 20 May. Best wishes Tiziano ---------- Forwarded message --------- > Da: Damien Lamberton <damien.lamberton(a)univ-eiffel.fr> > Date: mar 7 mag 2024 alle ore 17:04 > Subject: Fwd: [umr8050] Candidatures au M2 Bézout > To: Tiziano De Angelis <tiziano.deangelis(a)unito.it> > > > > > Dear Tiziano, > > I am forwarding some advertisement about our master's scholarships, in > case some of your students could be interested.. > > All the best, > > Damien > > > > ———————————————————————————————————————————————————————— > > > > Dear colleague, > > The 2024-2025 hiring campaign for international Bézout master's > scholarships is open from March 20 to May 20 at midnight. We will be able > to accept 10 applications. The Bézout scholarship program is directed > towards excellent students in mathematics, computer science or both, from > foreign institutions willing to pursue their studies in Université > Paris-Est at the master level. The laureates will receive about 1300 € per > month over 11 months and will be proposed a room on the campus. The best > students will then be invited to join the PhD program of the Doctoral > School MSTIC (Mathematics, Sciences and Information and Communication > Technology). A joint supervision with the student's national doctoral > framework, leading to both PhD grades, is possible. > > The details of the program can be found here: > https://labex-bezout.fr/masters-scholarships/ . From the same webpage, a > link to the application form will be available soon. > > A description of the activities of the Bézout Labex can be found in the > attached leaflet. One can also send you a few printed leaflets at your > postal address if you wish. > > Contact: Raphaël Danchin <danchin(a)u-pec.fr> > > > >

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Special Day on "Matrix models for quantum systems" - Friday June 7th at IHES
by Matteo D'Achille 13 May '24

13 May '24

Dear colleagues, I would like to draw your attention to the upcoming conference Matrix models for quantum systems, to be held on June 7th at the IHES in Bures-sur-Yvette. This conference is organized by the Seed Seminar of Mathematics and Physics <https://seedseminar.apps.math.cnrs.fr/>. The aim of the conference, and of the seminar in general, is to foster interactions between the mathematics and theoretical physics communities on topics of common interest. We will have the pleasure to listen to the following speakers: Guillaume Aubrun (Institut Camille Jordan, Lyon) Philippe Biane (Laboratoire d'Informatique Gaspard Monge, Marne-la-Vallée) Bertrand Eynard (Institut de Physique Théorique, CEA Saclay) Vladimir Kazakov (Laboratoire de Physique de l'École Normale Supérieure, Paris) The talks will be from 10:00 to 16:30, with a welcome coffee from 9:30. Both in-person and online participation are free but limited. Please register at https://indico.math.cnrs.fr/event/12052 if you are planning to participate in either capacity. Thank you for your attention and kind regards. Matteo D’Achille, for the organizing committee ---------------------------------- Matteo D’Achille, PhD Laboratoire de Mathématiques d’Orsay - LMO (UMR 8628 CNRS) Équipe Probabilités et Statistiques Bâtiment 307, rue Michel Magat, Faculté des Sciences d’Orsay, Université Paris-Saclay, F-91405 Orsay Cedex Office 3I20 (+33) 01 69 15 68 38 https://www.imo.universite-paris-saclay.fr/~matteo.dachille/

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(PMS)^2 talk - J. Janák - may 16 at 11:15
by Carlo Orrieri 13 May '24

13 May '24

Dear colleagues, we are happy to announce the following talk Josef Janák (Università di Pavia) Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements Abstract: We propose the stochastic heat equation driven by the multiplicative space-time white noise and we introduce several estimators to the diffusivity parameter that are inspired by the maximum likelihood estimator. Since our observation scheme relies on local measurements, the asymptotics of the estimators is pursued with a fixed time horizon and with the spatial resolution of the observations tending to zero. A stable central limit theorem shows that our proposed estimators are strictly consistent and asymptotically mixed normal. The performance of the estimators is demonstrated in numerical simulations. This is a joint work with Professor Markus Reiß. Date and time: Thursday May 16, 11:15-12:15 (Rome time zone) Place: Aula Beltrami, Dip. Matematica, Univ. Di Pavia. Zoom meeting link: https://zoom.us/j/95472715600?pwd=bG1lYVNFMXp5ZGxBcTFoNXNxbE1UZz09 <https://zoom.us/j/95472715600?pwd=bG1lYVNFMXp5ZGxBcTFoNXNxbE1UZz09> ID riunione: 954 7271 5600 Codice d’accesso: 043885 These talks are part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminario ALOS - May 17th
by Alessandro Ramponi 13 May '24

13 May '24

Dear All, on May 17th, at 15:00, in classroom A (Building B), Department of Economics and Finance, University of Roma Tor Vergata, the following seminar will take place: Speaker: Elisa Alos (Dpt. Economia i Empresa, UPF, Barcelona) Title: On the Skew and Curvature of the Implied and Local Volatilities Abstract: In this talk, we study the relationship between the short-end of the local and the implied volatility surfaces. Our results, based on Malliavin calculus techniques, recover the recent 1/(H+3/2) rule (where H denotes the Hurst parameter of the volatility process) for rough volatilities (see F. Bourgey, S. De Marco, P. Friz, and P. Pigato, 2022), that states that the short-time skew slope of the at-the-money implied volatility is 1/(H+3/2) of the corresponding slope for local volatilities. Moreover, we see that the at-the-money short-end curvature of the implied volatility can be written in terms of the short-end skew and curvature of the local volatility and vice-versa. Additionally, this relationship depends on H.

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Padova Seminars in Probability and Finance - Domenico Marinucci - 14:30, May 17th
by Alberto Chiarini 13 May '24

13 May '24

Dear all, It is our pleasure to invite you all to the Padova Seminars in Probability and Finance on May, 17th at 14:30, at the department of Mathematics in Padova for the seminar by: Domenico Marinucci (University of Rome "Tor Vergata") Title: Geometry and Topology of Spin Random Fields Date: May 17, 2024, at 14:30, 2AB45 Abstract: Spin random fields are very important in many physical applications; they can be viewed as random sections of the s-th complex tensor power of the tangent bundle of the 2-sphere. In this talk, we discuss how to characterize their expected geometry and topology. In particular, we investigate the asymptotic behaviour, under scaling assumptions, of general classes of geometric and topological functionals for (properly defined) excursion sets; we cover both the cases of fixed and diverging spin parameters s. In the special case of monochromatic fields (i.e., spin random eigenfunctions), we show how their asymptotic behaviour is non-universal; we can obtain complex versions of Berry's random waves and of Bargmann-Fock's model as subcases of a new general class, depending on the rate of divergence of the spin parameter. We shall also discuss how these random fields can be reparametrised into complex-valued random functions on the group of rotations SO(3), and we discuss the expected values of the same geometric functionals in this new framework. Based on joint works with Javier Carròn Duque, Antonio Lerario, Maurizia Rossi and Michele Stecconi. Best wishes, Alberto and Alekos

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SPASS Seminar: Yassine Tahraoui
by Francesco Grotto 13 May '24

13 May '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Stochastic obstacle problems: variational & non variational settings* by Yassine Tahraoui (Scuola Normale Superiore) The seminar will take place tomorrow TUE, 14.05.2024 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: Obstacle problems are free boundary type problems, well known in the literature of applied mathematics and lead to numerous applications. My aim is to present some results about the well-posedness and the regularity of the solution to a "parabolic or hyperbolic" obstacle problem in the presence of multiplicative noise, studied in [1, 2]. After showing the well-posedness of such problems, we prove Lewy-Stampacchia's inequalities, which gives an estimate of the reflected measure generated by the singularities caused by the obstacle near the free boundary.* *[1]I. H. Biswas, Y. Tahraoui and G. Vallet: Obstacle problem for a stochastic conservation law and Lewy-Stampacchia inequality. Journal of Mathematical Analysis and Applications, 527 (1) 127356 (2023)* *[2]Y. Tahraoui and G.Vallet: Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem. Stochastic Partial Differential Equations: Analysis and Computations 10, 90-125 (2022).*

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Seminar in Statistics - ALEX MUNK
by Pierpaolo De Blasi 13 May '24

13 May '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Maggio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Alex Munk (Georg August Universitat Gottingen) Title: *Optimal Transport Dependency* Abstract: Finding meaningful ways to determine the dependency between two random variables 𝜉 and 𝜁 is a timeless statistical endeavor with vast practical relevance. In recent years, several concepts that aim to extend classical means (such as the Pearson correlation or rank-based coefficients like Spearman’s 𝜌) to more general spaces have been introduced and popularized, a well-known example being the distance correlation. In this talk, we propose and study an alternative framework for measuring statistical dependency, the transport dependency 𝜏 ≥ 0 (TD), which relies on the notion of optimal transport and is applicable in general Polish spaces. It can be estimated via the corresponding empirical measure, is versatile and adaptable to various scenarios by proper choices of the cost function. It intrinsically respects metric and geometric properties of the ground spaces. Notably, statistical independence is characterized by 𝜏 = 0, while large values of 𝜏 indicate highly regular relations between 𝜉 and 𝜁 . Based on sharp upper bounds, we exploit three distinct dependency coefficients with values in [0, 1], each of which emphasizes different functional relations: These transport correlations attain the value 1 if and only if 𝜁 = 𝜑(𝜉), where 𝜑 is a) a Lipschitz function, b) a measurable function, c) a multiple of an isometry. Besides a conceptual discussion of transport dependency, we address numerical issues and its ability to adapt automatically to the potentially low intrinsic dimension of the ground space. Monte Carlo results suggest that TD is a robust quantity that efficiently discerns dependency structure from noise for data sets with complex internal metric geometry. The use of TD for inferential tasks is illustrated for independence testing on a data set of trees from cancer genetics. Joint work with Giacomo Nies and Thomas Staudt. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81354066852?pwd=a2hEZTFHMDRuZHVYQ1RGSmd0Wi82QT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario Karel Hron presso Politecnico di Milano
by Laura Maria Sangalli 12 May '24

12 May '24

Si avvisa che in data 15-05-2024, alle ore 11:00 precise al Politecnico di Milano, in aula Saleri (sesto piano Dipartimento di Matematica - edificio 14), si svolgerà il seguente seminario Karel Hron, University Olomouc Titolo: Analysing multivariate densities in Bayes spaces with implications for functional data analysis Abstract: Probability density functions can be embedded in the geometric framework of Bayes spaces which respect their relative nature and enable further modeling and analysis. Specifically, the Hilbert space structure of Bayes spaces (whereof compositional data are one specific instance) has several important implications for classical and Bayesian inference, as well as functional data analysis. In this contribution, an orthogonal decomposition of multivariate densities in Bayes spaces using a distributional analog of the Hoeffding-Sobol identity is constructed. The decomposition is based on a reformulation of the standard (arithmetic) margins into so-called geometric margins. These are orthogonal projections into one-dimensional space of information contained in multivariate densities and coincide with the arithmetic margins in case of independence. More generally, the decomposition contains an independent part and all possible interaction terms. The orthogonality of the decomposition results in an analog of Pythagoras' Theorem for squared norms of the decomposed densities and margin-free property of the interaction terms. Because the squared norms from the Pythagoras' decomposition are essentially compositional in nature, all tools of the log-ratio methodology can be used for their statistical processing. Theoretical results will be illustrated with empirical geochemical data. This talk is based on joint work with Christian Genest and Johanna Nešlehová from McGill University, Montréal, Canada. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente link https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono cordialmente invitati a partecipare, 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

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 12 May '24

12 May '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. CREDIT 2024 is the *twenty-third* in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics *and*VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The organisers encourage submissions on any topic within the overall theme of the conference, with attention to *the use of AI to assess the sustainability impact of finance *(i.e. exploiting AI techniques or Big Data to bridge primary information gaps and proxy the sustainability impact) and *on how climate and digital risks may interact* (i.e. climate denial, social media and social media strategies including deepfakes). The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Patrick Bolton *(Imperial College London), and *Roberto Rigobon* (MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *June 10, 2024 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by July 10, 2024. The final version of accepted papers must be received by August 31, 2024. Please send papers to: GRETA Associati, Dorsoduro 3707 - 30123 Venice, ITALY Phone : +39 349 060 3656 - e-mail: credit(a)greta.it More detailed information on the Conference website: https://www.greta.it/index.php/it/credit-2024

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Seminar RUSSO
by Stefano Pagliarani 10 May '24

10 May '24

Dear all, On May 15th, at 11 am, in the classroom Aula Seminari VIII Piano, Department of Mathematics of the University of Bologna, Francesco RUSSO will give a seminar entitled WEAK DIRICHLET PROCESSES AND BSDE<https://www.dm.unibo.it/seminari/mat/seminars/2024/05/15/francesco-russo>s The abstract is available at https://www.dm.unibo.it/seminari/mat/seminars/2024/05/15/francesco-russo For any question, please contact the organizers: Cristina di Girolami and Stefano Pagliarani. Best regards, ------------------------------------------------------------------------------------------------------------------------ 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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Fwd: Summer School Ischia ESI
by Roy Cerqueti 09 May '24

09 May '24

Dear all, please, find the flyer of this Summer School, that can be of interest to some young scholars. Thank you. Yours sincerely, Roy Cerqueti -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: Next LTI@Unito Seminar: Stéphane Villeneuve | May 13 @ 12:00 - 13:00
by Luca Regis 08 May '24

08 May '24

Dear colleagues, please find below the announcement of the seminar by Stephane Villeneuve (TSE) organized by LTI@UniTO and Collegio Carlo Alberto. The seminar can be attended via zoom clicking on the button below. Best regards, Luca Regis ---------------------------------------- Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti Next LTI@Unito Seminar: Stéphane Villeneuve | May 13 @ 12:00 - 13:00 <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBop7S3TtlKvKzHBSs/4oJ_v…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: *May 13, 2024 | 12:00 - 13:00* *Dynamic contracting with many agents* *Stéphane Villeneuve (Toulouse School of Economics)* *Abstract: *We analyze dynamic capital allocation and risk sharing between a principal and many agents, who privately observe their output. The state variables of the mechanism design problem are aggregate capital and the distribution of continuation utilities across agents. This gives rise to a Bellman equation in an infinite dimensional space, which we solve with mean-field techniques. We fully characterize the optimal mechanism and show that the level of risk agents must be exposed to for incentive reasons is decreasing in their initial outside utility. We extend classical welfare theorems by showing that any incentive-constrained optimal allocation can be implemented as an equilibrium allocation, with appropriate money issuance and wealth taxation by the principal. To attend online, join Zoom meeting <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13GxwPEe3FQkdjFU38/HGpf3…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 <tel:+3901115630800> segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHWoY4zxneDRikeAJG/JT1digZ…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7uj6lMPoCjWZwTDmdO/xbd5a…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEmBFaJayMDcPFDC5De/7R5hd…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLddOPGm8VhiEXxANnu/KmFdZ…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV5XEDxIfBo3qh8gOA/THQZY…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMXg3B8Softt9R6yyQ/xDNI-…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDzos8Jcy9ziSB5HYg/jDbOw…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5Rxh5Un7e5Xkv3a8w/r0Vb5…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwu6W2fxH8BN3f1sjC/phw27…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHezxFlTns9XmrPqba/o-w…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link _https://www.carloalberto.org/privacy/_ <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szrQLbrOy8DNAgOaJe/Drj…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXsu1klhxRMEbrtrvO/3tb3NOW…> *© 2022 Fondazione Collegio Carlo Alberto*

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STATISTICAL REFLECTIONS: Half-day Workshop on Statistical Methods - Ca’ Foscari University (Scientific Campus Venezia Mestre)
by Carlo Gaetan 08 May '24

08 May '24

Dear all, the STREAM group (https://www.unive.it/pag/16818/) of the Ca’ Foscari university invites to *STATISTICAL REFLECTIONS* *Half-day Workshop on Statistical Methods* *Venice May 22, 2024* Ca’ Foscari University Scientific Campus Aula Delta 1B Via Torino 155 Venezia Mestre Program: -14:00 David Firth (University of Warwick): Compositional quasi-likelihood and logit models -14:45 Ioannis Kosmidis (University of Warwick): Consistent, tuning-free model selection in regression problems -15:30 Omiros Papaspiliopoulos (Bocconi University): Functional estimation of the marginal likelihood Abstracts: Professor David Firth University of Warwick, UK https://warwick.ac.uk/dfirth Compositional quasi-likelihood and logit models A composition vector describes the relative sizes of parts of a thing. Some important modern application areas are microbiome analysis, time-use analysis and archaeometry (to name just three). We develop model-based analysis of composition, through the first two moments of measurements on their original scale. In current applied work the most-used route to compositional data analysis, following an approach introduced by the late John Aitchison in the 1980s, is based on contrasts among log-transformed measurements. The quasi-likelihood model framework developed here provides a general alternative with several advantages. These include robustness to secondary aspects of model specification, stability when there are zero-valued or near-zero measurements in the data, and more direct interpretation. Linear models for log-contrast transformed data are replaced by generalized linear models with logit link, and variance-covariance estimation is straightforward via suitably standardized residuals. Joint work with Fiona Sammut, University of Malta. Professor Ioannis Kosmidis University of Warwick, UK https://www.ikosmidis.com Consistent, tuning-free model selection in regression problems We present a family of consistent model selection procedures for regression problems, which appropriately threshold readily available statistics after estimating the model with all covariate information. The model selection procedures rely only on standard assumptions about information accumulation that guarantee the typically expected asymptotic properties of the estimators (e.g., consistency) and require neither the selection of tuning parameters nor the fitting of all possible models. We apply our thresholding methodology in widely used statistical models (e.g. generalized linear models and beta regression), demonstrate that it is easily implementable as part of the standard maximum likelihood output, and compare its performance to existing techniques, illustrating its effectiveness. Joint work with Patrick Zietkiewicz, University of Warwick. Professor Omiros Papaspiliopoulos Bocconi University, Italy https://dec.unibocconi.eu/people/omiros-papaspiliopoulos Functional estimation of the marginal likelihood We consider the problem of exploring the marginal likelihood of low-dimensional hyperparameters from high-dimensional Bayesian hierarchical models. We provide a unified framework that connects seemingly unconnected approaches to estimating normalizing constants, including the Vardi estimator, the umbrella sampling and the Gibbs sampler. The framework requires Monte Carlo sampling from the posteriors of the high-dimensional parameters for different values of the hyperparameters on a lattice. We establish a surprising reproducing property that leads to a functional estimator of the marginal likelihood and establish consistency both fixed-lattice and lattice-infill consistency. The resultant method is highly practical, black-box with theoretical guarantees. Best regards, Carlo Gaetan -- - Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

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Kolmogorov meets Turing - May 23, 11am - 6pm, DIAG, Sapienza, Rome
by Marco Scarsini 07 May '24

07 May '24

Kolmogorov meets Turing *Workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms* This year's edition of the Kolmogorov meets Turing Workshop will take place on Thursday, May 23rd 2024, at DIAG <https://www.diag.uniroma1.it/>, via Ariosto 25, Aula Magna I floor. The purpose of KmT is to bring together researchers from Computer Science, Economics, Mathematics and related fields to present and discuss research on probabilistic methods for the analysis of games, distributed and stochastic processes, dynamic processes and randomized algorithms. When: Thursday May 23rd, 2024 Where: Dipartimento di Ingegneria Informatica, Automatica e Gestionale “A. Ruberti”, via Ariosto 25, Roma – Aula Magna, I floor Schedule Morning session 11.00 – 12.00. Nicolò Cesa-Bianchi (Università degli Studi di Milano): The mathematics of machine learning: between statistics and game theory 12.00 – 12.30. Xavier Mathieu Raymond Venel (Luiss University): Weighted average-convexity in Cooperative Games 12.30 – 13.00. Guido Schaefer (CWI, Netherlands): To Trust or Not to Trust: Assignment Mechanisms with Predictions 13.00 – 14.30: Lunch break Afternoon session 14.30 – 15.00. Pietro Caputo (University Roma Tre): Nonlinear Monte Carlo dynamics for the Ising model: some convergence results 15.00 – 15.30. Matteo Quattropani (Sapienza University of Rome): Mixing of the Averaging process on graphs and hypergraphs 15.30 – 16.00. Robin Vacus (Bocconi University): Minority Dynamics: the Short and Winding Road to Consensus 16.00 – 16.30: Coffee break 16.30 – 17.00. Maria Sofia Bucarelli (Sapienza University of Rome): On Generalization Bounds for Projective Clustering 17.00 – 17.30. Francesco D'Amore (Bocconi University): The Strong Lottery Ticket Hypothesis and the Random Subset Sum Problem 17.30 – 18.00. Federico Fusco (Sapienza University of Rome): The Role of Transparency in Repeated First-Price Auctions with Unknown Valuations _______________________________________________________ LIST OF ABSTRACTS Maria Sofia Bucarelli: On Generalization Bounds for Projective Clustering. Given a set of points, clustering consists of finding a partition of a point set into k clusters such that the center to which a point is assigned is as close as possible. Most commonly, centers are points themselves, which leads to the famous k-median and k-means objectives. One may also choose centers to be j dimensional subspaces, which gives rise to subspace clustering. In this paper, we consider learning bounds for these problems. That is, given a set of n samples P drawn independently from some unknown, but fixed distribution D, how quickly does a solution computed on P converge to the optimal clustering of D? We give several near p optimal results. In particular, 1) For center-based objectives, we show a convergence rate of O(√k/n). This matches the known optimal bounds of [Fefferman, Mitter, and Narayanan, Journal of the Mathematical Society 2016] and [Bartlett, Linder, and Lugosi, IEEE Trans. Inf. Theory 1998] for k-means and extends it to other important objectives such as k-median. 2) For subspace clustering with j-dimensional subspaces, we show a convergence rate of O(√kj2/n). These are the first provable bounds for most of these problems. For the specific case of projective clustering, which generalizes k-means, we show a converge rate of Ω(√kj/n) is necessary, thereby proving that the bounds from [Fefferman, Mitter, and Narayanan, Journal of the Mathematical Society 2016] are essentially optimal. Nicolò Cesa-Bianchi: The mathematics of machine learning: between statistics and game theory. Machine learning is the main driving force behind the current AI revolution. To provide a solid mathematical foundation to learning systems, we must formally characterize what a machine can learn and what is the minimal amount of training data needed to achieve a desired performance. In this talk, I will describe the two main approaches to algorithmic learnability, one rooted in statistics and one in game theory, and explore their connections. Pietro Caputo: Nonlinear Monte Carlo dynamics for the Ising model: some convergence results. We introduce and analyze a natural class of nonlinear Monte Carlo dynamics for spin systems such as the Ising model. The evolution is based on the framework of mass action kinetics, which models systems undergoing collisions, and captures a number of nonlinear models from various fields, including chemical reaction networks, Boltzmann’s model of an ideal gas, recombination in population genetics and genetic algorithms. In the context of spin systems, it is a nonlinear analog of the familiar Monte Carlo method based on Markov chains, such as Glauber dynamics and block dynamics, which are by now well understood. The nonlinearity makes the dynamics much harder to analyze, and even the most basic convergence issues are far from being settled. We discuss several open problems. The main result is an optimal estimate on the rate of convergence to stationarity in a regime of high temperature. Our analysis combines tools from percolation, branching and fragmentation processes. Based on joint work with Alistair Sinclair. Francesco D’Amore: The Strong Lottery Ticket Hypothesis and the Random Subset Sum Problem. The Strong Lottery Ticket Hypothesis (SLTH) posits that randomly-initialized neural networks contain subnetworks (strong lottery tickets) that achieve competitive accuracy when compared to sufficiently small target networks, even those that have been trained. Empirical evidence for this phenomenon was first observed by Ramanujan et al. in 2020, spurring a line of theoretical research: Malach et al. (ICML ’20), Pensia et al. (NeurIPS ’20), da Cunha et al. (ICLR ’20), and Burkholz (ICML & ICLR ’22) have analytically proved formulations of the SLTH in various neural network classes and under different hypotheses. In this presentation, we provide an overview of the state-of-the-art theoretical research on the SLTH and its connection with the Random Subset Sum (RSS) problem in theoretical computer science. While previous works on the SLTH ensure that the strong lottery ticket can be obtained via unstructured pruning, we demonstrate how recent advances in the multidimensional generalization of the RSS problem can be leveraged to obtain forms of structured pruning. Additionally, we highlight how refining the RSS results would yield tighter formulations of the SLTH. This presentation is based on a joint work with A. Da Cunha and E. Natale appeared at NeurIPS 2023. Federico Fusco: The Role of Transparency in Repeated First-Price Auctions with Unknown Valuations. We study the problem of regret minimization for a single bidder in a sequence of first-price auctions where the bidder discovers the item’s value only if the auction is won. Our main contribution is a complete characterization, up to logarithmic factors, of the minimax regret in terms of the auction’s transparency, which controls the amount of information on competing bids disclosed by the auctioneer at the end of each auction. Our results hold under different assumptions (stochastic, adversarial, and their smoothed variants) on the environment generating the bidder’s valuations and competing bids. These minimax rates reveal how the interplay between transparency and the nature of the environment affects how fast one can learn to bid optimally in first-price auctions. The talk is based on a joint work with Nicolò Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, and Stefano Leonardi, which will appear at STOC 2024. Matteo Quattropani: Mixing of the Averaging process on graphs and hypergraphs. The Averaging process is a mass redistribution process over the vertex set of a graph or, more generally, a hypergraph. Given a (hyper)graph G, the process starts with a non-negative mass associated with each vertex. At each discrete time step, one of the (hyper)edges of G is sampled at random and the total mass associated with the vertices of the chosen (hyper)edge is equally redistributed among its vertices. Clearly, as time grows to infinity, the state of the system will converge to a flat configuration in which all the vertices have the same mass. This very simple process appeared in different literatures under various names, and it was introduced to the probabilistic community by Aldous and Lanoue in 2012. However, until a few years ago, there were no sharp quantitative results on the time needed to reach equilibrium. Indeed, the analysis of this process requires different tools compared to the classical Markov chain framework, and even in the case of seemingly straightforward geometries—such as the complete graph or the cycle—it can be handled only by means of nontrivial probabilistic and functional analytic techniques. During the talk, I’ll give an overview of the problem and its difficulties, present the classes of examples that are currently settled, and mention some possible future directions of investigation. Based on joint work with Pietro Caputo and Federico Sau. Guido Schaefer: To Trust or Not to Trust: Assignment Mechanisms with Predictions. The realm of algorithms with predictions has led to the development of several new algorithms that leverage (potentially erroneous) predictions to enhance their performance guarantees. The challenge here is to devise algorithms that achieve optimal approximation guarantees as the prediction quality varies from perfect (consistency) to imperfect (robustness). This framework is particularly appealing in mechanism design contexts, where predictions might convey private information about the agents. In this talk, we present our recent results on the design of truthful mechanisms that leverage predictions to achieve improved approximation guarantees for several variants of the generalized assignment problem (GAP). We consider the private graph model introduced by Dughmi and Ghosh (2010), where the set of resources that an agent is compatible with is private information. We investigate GAP in the private graph model augmented with a prediction of the optimal assignment. We give a deterministic group-strategyproof mechanism that is (1 + 1/γ)-consistent and (1 + γ)-robust for the special case of bipartite matching, where γ ≥ 1 is some confidence parameter. We also prove that this is best possible. Remarkably, our mechanism draws inspiration from the renowned Gale-Shapley algorithm, incorporating predictions as a crucial element. For more general GAP variants, we introduce a unified greedy scheme and use randomization to derive universally group-strategyproof mechanisms that achieve improved consistency and robustness guarantees in expectation. Robin Vacus: Minority Dynamics: the Short and Winding Road to Consensus. The ”minority” rule is a peculiar opinion dynamics, which prompts agents to adopt the opinion least represented in a sample – in contrast to its far more famous and natural counterpart, the majority rule. Yet, as long as the sample size is large enough and communications happen in parallel, it proves to be an efficient way to reach agreement. Moreover, contrary to traditional consensus protocols, it demonstrates extreme sensitivity to even a small number of ”stubborn” individuals, enabling fast information propagation within the group. In this presentation, I will describe an analysis of convergence time, showcase simulation results, and discuss several open problems, shedding light on what is currently understood and what remains to be explored about this fascinating dynamic. This talk is based on a recent work with Luca Becchetti, Andrea Clementi, Francesco Pasquale, Luca Trevisan and Isabella Ziccardi, that was published in SODA 2024. Xavier Mathieu Raymond Venel: Weighted average-convexity in Cooperative Games. It is well known that the Shapley value of a convex game always belongs to the core. Looking for a weaker condition than convexity insuring that the Shapley value of a game lies in the core, Inarra and Usategui (1993) relaxed the convexity assumption by introducing the notion of average convexity. Assuming that weights are associated with the players, we generalize the notion of convexity and average-convexity for cooperative TU games to the notion of weighted average-convexity. We prove that if a game is weighted average-convex, then the corresponding weighted Shapley value is in the core. We then study the relations between weighted average-convexity, core-inclusion, and communication TU-games. We exhibit necessary and sufficient conditions on the underlying graph to preserve weighted average-convexity from any communication game to the associated Myerson restricted game, extending some previous results established in Slikker (1998). Joint work with Alexandre Skoda.

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Seminar Dr Frank Fu (MathWorks) - Roma Tre University
by Francesco Cesarone 07 May '24

07 May '24

Dear all, I am pleased to announce the upcoming seminar "MATLAB Applications in Finance<https://it.mathworks.com/company/events/seminars/matlab-applications-in-fin…>" held by Frank Fu, Academic Manager MathWorks, on May 17th, 2024. The seminar is part of a series (Friday Seminar Series) organized by the Research Group in Quantitative Finance, Department of Business Studies - Roma Tre University. It is aimed at students majoring in or interested in business, economics, and finance, lecturers, and professors who teach such subjects or do academic research in those areas. The seminar can be attended physically at the Computer Lab (small classroom) on the ground floor (Department of Business Studies - Roma Tre University, Via Silvio D'Amico, 77, 00145 Rome, Italy) or online via teams. Participation is free, but registration for the seminar is mandatory (link<https://it.mathworks.com/company/events/seminars/matlab-applications-in-fin…>). More information can be also found on the following webpage<https://www.francescocesarone.com/msc-in-finance/friday-seminar-series>. Best regards, Francesco Cesarone 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> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Associate Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> Studio n. 20 piano V WWW: https://www.francescocesarone.com/

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Seminario di Federico Sau a Roma Tre il 14 maggio
by Pietro Caputo 07 May '24

07 May '24

Martedì* 14 Maggio* 2024 alle ore *14:30*, Federico Sau (Università degli Studi di Trieste) terrà il seminario di Probabilità dal titolo "*Scaling limits of the averaging process*". Abstract: The averaging process on a graph is a continuous-space Markov chain, which is commonly interpreted as an opinion dynamics, a distributed algorithm, or an interface moving through a randomized sequence of deterministic local updates. Its dynamics goes as follows. Attach i.i.d. Poisson clocks to edges, and assign real values to vertices; at the arrival times of these clocks, update the values with their average. As time runs, the averaging process converges to a flat configuration, and one major problem in the field is that of quantifying the speed of convergence to its degenerate equilibrium in terms of characteristic features of the underlying graph. In this talk, after reviewing some basic properties and recent results on mixing times for the averaging process on general graphs, we focus on the discrete $d$-dimensional torus, and on some finer properties of the process in this setting. We discuss some quantitative features (e.g., limit profile, early concentration and local smoothness), and look at nonequilibrium fluctuations, a particularly interesting problem in this degenerate context lacking a non-trivial notion of local equilibrium. If time permits, we will touch on the main ideas of the proof of such scaling limits, which combine tools from Malliavin calculus in Poisson space, their probabilistic dynamic interpretations, and some new discrete-gradient estimates. Talk based on the preprints arXiv.2311.14176, arXiv.2403.02032. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica - Lungotevere Dante 376 (Blocco Aule) - *Aula M2*

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RTT MAT/06 - Milano Statale
by Andrea Cosso 06 May '24

06 May '24

Buonasera, vi segnalo che è stato bandito un posto di ricercatore tenure-track (RTT) in MAT/06 presso il Dipartimento di Matematica dell’Università degli Studi di Milano. Il bando si trova al seguente link: https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele… La scadenza per la presentazione delle domande è il 31 maggio 2024. Cordiali saluti, Andrea Cosso English version Dear colleagues, the Mathematics Department of the University of Milan has opened a position as tenure-track researcher (RTT) in the scientific sector MAT/06 (Probability and Mathematical Statistics): https://www.unimi.it/en/university/work-us/researcher-recruitment/researche… The deadline for applications is May 31, 2024. Best regards, Andrea Cosso

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COPA 2024 @ Polimi | Registration is now open
by Simone Vantini 06 May '24

06 May '24

Dear all, we announce that registrations for COPA 2024 - 13th Symposium on Conformal and Probabilistic Prediction with Applications (September 9-11, 2024, Politecnico di Milano) are now open! The early bird rates are available until May 30, 2024 together with discount rates for PhD students. The registration fee cover: Participation to keynote lectures, conference tutorials, contributed sessions, and poster session. Coffee breaks and lunches. Walking tour of the historical center of Milan. Visit to the Leonardo da Vinci’s Last Supper. An additional fee of 60 euros is required to attend the social dinner scheduled for Wednesday, September 11, 2014. You can find the link to register on the Conference webpage: https://copa-conference.com/ <https://copa-conference.com/>. In addition, we inform you that the call for papers successfully closed on April 15, 2024. We are now pleased to announce the opening of the call for posters! This is a fantastic opportunity to share your innovative ideas and ongoing research with a global audience. Submit your abstract (max 300 words) by May 17, 2024 on Easychair: https://easychair.org/cfp/copa2024 <https://easychair.org/cfp/copa2024>. Join us for an event filled with insightful discussions, groundbreaking research presentations, and networking opportunities. We eagerly look forward to your participation! Kind regards, Simone Vantini Associate Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Department of Mathematics, Politecnico di Milano simone.vantini(a)polimi.it <mailto:simone.vantini@polimi.it> Matteo Fontana Lecturer in Data Science Department of Computer Science School of Engineering, Physical and Mathematical Sciences, Royal Holloway, University of London matteo.fontana(a)rhul.ac.uk <mailto:matteo.fontana@rhul.ac.uk>

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Seminario PRISMA oggi
by Francesco Caravenna 06 May '24

06 May '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) Ricordiamo che oggi, lunedì 6 maggio 2024, Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) ci parleranno di La geometria degli insiemi di escursione per campi aleatori Gaussiani e La geometria dei campi aleatori sfera-per-tempo 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/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi, Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) TITOLO: La geometria degli insiemi di escursione per campi aleatori Gaussiani. RIASSUNTO: Obiettivo del seminario sarà di presentare una panoramica relativamente informale su alcuni risultati nell'analisi della geometria dei campi aleatori che sono stati ottenuti negli ultimi 10 anni circa. In particolare, si inizierà ricordando i risultati sulle curvature di Lipschitz-Killing di insiemi di escursione per campi Gaussiani (la Gaussian Kinematic Formula di Adler e Taylor); si proseguirà quindi con risultati per la varianza e teoremi del limite centrale nel regime di asintotica ad alta frequenza, discutendo anche le connessioni con altri campi della probabilità (in particolare, le espansioni in caos di Wiener ed il metodo di Stein-Malliavin). Se il tempo lo permetterà, si discuterà altresì la struttura di interdipendenza tra curvature di Lipschitz-Killing e punti critici, con alcuni cenni agli sviluppi più recenti (la geometria dei fibrati aleatori) e alle motivazioni/applicazioni di questi risultati. TITOLO: La geometria dei campi aleatori sfera-per-tempo. RIASSUNTO: Obiettivo del mio seminario sarà introdurre un nuovo regime asintotico per lo studio di campi aleatori definiti sulla sfera unitaria e dipendenti dal tempo. Considereremo statistiche di diversi funzionali geometrici costruite a partire dagli insiemi di livello del campo aleatorio e definite su un arco temporale crescente. Vedremo che le loro proprietà asintotiche, in particolare varianza e distribuzione limite, dipenderanno da un’interazione tra memoria temporale e livello. Infine, discuteremo brevemente le possibili applicazioni di questi modelli e dei risultati enunciati ad uno studio statistico delle proprietà dei campi aleatori di partenza, e conseguenti risvolti pratici nel campo delle scienze del Clima. %%%%%%%%%%%%%%%%%%%%%%%%%%%% 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 <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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14/05/2024 - Bayes Spaces for FDA - IASC short course
by Enea Bongiorno 06 May '24

06 May '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di short-course patrocinato da IASC (International Association for Statistical Computing). Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 14 Maggio 2024 ore 10.30 - aula 207, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale "Amedeo Avogadro" - on-line: https://meet.google.com/qse-iafg-wim Title: Bayes spaces for functional data analysis of density functions: from univariate to multivariate setting Speakers: Jitka Machalova, Palacký University Olomouc, Czech Republic Karel Hron, Palacký University Olomouc, Czech Republic Alessandra Menafoglio, Politecnico di Milano, Italy Abstract: The analysis of distributional data (probability density functions or histogram data) has recently gained increasing attention in the applications. Distributional data are often observed by themselves, or as result of aggregation of large streams of data. The short course will provide an introduction to the analysis of these data using a Functional Data Analysis (FDA) approach, grounded on the perspective of Bayes spaces. These spaces are mathematical spaces whose points are densities (or, more generally, measures), which generalize to the FDA setting the Aitchison simplex for multivariate compositional data. The course will give an overview of the theory of Bayes spaces in their univariate and multivariate settings. All FDA methods, presented there, will be illustrated through examples from real case studies. The short course will provide an opportunity to gain new insight into FDA of univariate and multivariate density functions through the lens of the Bayes spaces methodology. The course is supported by the European regional section of the International Association for Statistical Computing (IASC - iasc-isi.org) an association of the International Statistical Institute (ISI - isi-web.org <https://www.isi-web.org/>). ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1wQ32TWBG4HXppmonLnwU0HXhBRMGz3ek/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- 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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Young Summer School on Stochastic Analysis 2024 - June - Växjö, Sweden
by Luisa Beghin 03 May '24

03 May '24

Buongiorno, ricevo ed inoltro, scusandomi per eventuali invii multipli. Cordiali saluti. Luisa ---------- Forwarded message --------- Da: Wolfgang Bock <wolfgang.bock(a)lnu.se> Date: ven 3 mag 2024 alle ore 09:10 Subject: Young Summer School on Stochastic Analysis 2024 To: Cc: Marco Rehmeier <mrehmeier(a)math.uni-bielefeld.de>, Ihsan Arharas < ihsan.arharas(a)lnu.se> Dear Colleagues, could you please spread this information in your groups to interested students and post-docs? We would like to draw your attention to the *Young Summer School on Stochastic Analysis and (broadly) related fields, held 26.-29.06.2024 in Växjö, Sweden. * The school is targeted at PhD-students and PostDocs. Master students are also welcome. Participation is free, but registration is mandatory via the form on our website: https://sites.google.com/view/ysssa24. Our aim is to bring together young researchers for scientific exchange, networking and discussions on career paths. Participants are encouraged to give a talk or to present a poster (please indicate this in the registration form). There will also be a mini lecture series, a panel discussion on career paths, and a conference dinner. Limited funding may be available, please check our webpage regularly for more information. We hope to spend an exciting week with you, framed by the wonderful Swedish midsummer landscape. With best regards Wolfgang Bock, Ihsan Arharas and Marco Rehmeier (organizers) -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: PhD student or postdoc position in probability at TU Braunschweig
by Faggionato, Alessandra 03 May '24

03 May '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Andres, Sebastian <sebastian.andres(a)tu-braunschweig.de> Date: Fri, 3 May 2024 at 11:31 Subject: PhD student or postdoc position in probability at TU Braunschweig Dear colleagues, We are currently advertising a position as PhD student or postdoc in probability theory at TU Braunschweig, Germany. Closing date is May 31st 2024. More details can be found below. I would appreciate if you could circulate this to potential candidates. Thank you very much! Best wishes Sebastian The Institute for Mathematical Stochastics at Technical University Braunschweig, Germany, is looking for a *Doctoral Candidate or Postdoctoral Research Associate (m/f/d) in the field of Probability Theory* The position is to be filled on a fixed-term basis for an initial period of 3 years. The position is embedded in the working group of Prof. Sebastian Andres and focuses on questions related to random walks and other stochastic processes in random environment and the associated partial differential differential equations describing the transition probabilities or heat kernels of such processes. The successful candidate will have a degree (Master’s or equivalent) in Mathematics or a subject requiring substantial mathematical expertise as well as very good knowledge of the German and English language, in particular the ability to teach courses in German, after an initial phase if required. Further information can be found at https://www.tu-braunschweig.de/en/vacancies/templates/job-offer-normal-germ… Please send your application (including cover letter, CV, short research statement (up to 6 pages), academic certificates, and names and contact details of at least two reference writers) preferably via email to sebastian.andres(a)tu-braunschweig.de <https://www.tu-braunschweig.de/en/vacancies/templates/job-offer-normal-germ…> or via mail to Technische Universität Braunschweig, Institut für Mathematische Stochastik, Universitätsplatz 2, D-38106 Braunschweig. Deadline for applications is May 31st, 2024 -- ************************************************* 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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(PMS)^2 talks - G. CHERUBINI and R.W. MAFFUCCI - may 9 at 14:00
by Maurizia Rossi 02 May '24

02 May '24

Dear colleagues, we are happy to announce the following two talks *Giacomo Cherubini* (INdAM & Univ. Roma La Sapienza) *From arithmetic random waves to universal quadratic forms* *Abstract: *Arithmetic random waves are eigenfunctions of the Laplacian on the torus R^2/Z^2, written as sums of sines and cosines with random coefficients. In agreement with Yau's conjecture, we know that the length of the nodal set (i.e. the zero set) is of size proportional to the square root of the eigenvalue and in 2013, Krishnapur-Kurlberg-Wigman proved an asymptotic formula for its fluctuations. In this talk we will give an overview of the situation for the torus R^n/Z^n, highlighting the link between eigenspaces and quadratic forms and arriving at the statement of the "290-Theorem", which characterizes when a positive definite integral quadratic form represents all positive integers. *Riccardo W. Maffucci* (Univ. Coventry) *Nodal intersections and correlation structure for random waves* *Abstract: *This talk is based on joint works with V. Cammarota, D. Marinucci, and M. Rossi. Several recent papers studied the ensemble of Laplace Toral eigenfunctions, and their randomisation ‘arithmetic waves’, introduced in 2007 by Oravecz-Rudnick-Wigman. These waves are related to the arithmetic of writing a number as the sum of d squares, where d is the dimension. One question is the nodal (zero) volume of the wave, in the high energy limit. Restrictions of the wave to submanifolds have also attracted recent attention. We considered the length of intersection between the nodal set, and a fixed reference surface in 3 dimensions. Expectation, and variance in a general scenario were prior work. In the generic setting we prove a CLT. We will discuss (finer order) variance and (non-Gaussian) limiting distribution in the case of ‘static’ surfaces (e.g. sphere). We will also discuss recent developments on the correlation structure between different functionals of the wave. Under certain assumptions, there is asymptotic full correlation between intersection length and nodal area. Date and time: Thursday* May 9, 14:00-15:30 (Rome time zone)* Place: *Aula 3014, Dip. Matematica e Applicazioni, Univ. Milano-Bicocca, Via R. Cozzi 55, Milano* *Webex meeting link:* https://unimib.webex.com/unimib-it/j.php?MTID=m1c4d20c1f6c3199f3682809e0f4a… *Meeting number:* 2742 624 6987 *Meeting password:* mmYN7WusD46 *These talks are part of the* *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* *organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico.* Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Federico Cornalba - Politecnico di Milano - 2 Maggio 2024
by Luca Scarpa 02 May '24

02 May '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 2 Maggio 2024, ore 11. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Federico Cornalba, University of Bath. Title: Numerical and analytical aspects for stochastic equations from Fluctuating Hydrodynamics. Abstract: Large-scale systems of interacting particles are ubiquitous, with applications ranging from thermal advection phenomena to gradient descent algorithms in machine learning. While the mean-field-limit (MFL) perspective allows to efficiently characterize the ‘average’ evolution of many such particles systems (usually via PDEs), it does not incorporate a macroscopic description of the particles’ intrinsic fluctuations. The theory of Fluctuating Hydrodynamics addresses this aspect by instead describing the particle systems via stochastic PDEs which enrich the underlying MFL dynamics. For a weakly interacting multi-species system, we will discuss the interplay between MFL dynamics and associated stochastic PDE, and show that numerical discretizations of the latter can approximate the particles’ fluctuations in an accurate and efficient way. Based on joint works with Julian Fischer (IST Austria), Jonas Ingmanns (IST Austria), Claudia Raithel (TU Dresden). Link Zoom: https://<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09>polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09> Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2414 ----- 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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AMASES summer school on "Machine learning methods for finance"
by Piero MAZZARISI 01 May '24

01 May '24

Dear all, On behalf of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), I am co-organizing a summer school on “Machine learning methods for finance", which will take place in Bertinoro (Forlì-Cesena, Centro Residenziale Universitario) on July 14-19. The deadline for applications is June 5. The candidature (along with the CV) can be sent to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> See the attached flyer and the website https://www.amases.org/amases-summer-school-2024/ for more info. For any further info, please send an email to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> Please distribute the call to any potential applicant. All the best, p — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

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Post-doc position at the ESOMAS Department (UniTO)
by Luca Regis 30 Apr '24

30 Apr '24

Dear colleagues, it is my pleasure to advertise a post-doc position at the ESOMAS Department of the University of Torino to work with me on longevity risk-related themes (pension scheme design and socio-economic inequality). Please share the information as much as possible. The position is for 15 months, for an annual amount of 24320 euros. To apply, go here: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2024-i-pnrr/ For any further information, please feel free to reach out to me at luca.regis(a)unito.it. The position is financed by the PNRR (Spoke 6 - Project "LinDor"). The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> was awarded the "Department of Excellence" grant for 2017-2022 and 2023-2027 and has a strong group of researchers working on finance, actuarial science, stochastic control and carrying out activities at the Collegio Carlo Alberto <https://www.carloalberto.org/cca-finance/>. ------------- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis www.carloalberto.org/lti

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Seminario di Camille Tardif a Roma Tre il 9 maggio
by Pietro Caputo 30 Apr '24

30 Apr '24

Giovedì* 9 Maggio* 2024 alle ore *14:30*, Camille Tardif (Sorbonne Université, LPSM Paris) terrà il seminario di Probabilità dal titolo "*Persistence problem for additive functionals of one-dimensional diffusion processes*". Abstract: I will present a joint work with Quentin Berger and Loïc Bethencourt. We study the asymptotics of the probability that a signed additive functional of a recurrent one-dimensional diffusion stays below some constant level for a long time. Under our hypothesis we prove that this persistence probability decreases polynomially and we find the persistence exponent. For that we decompose the diffusion into excursions and the problem is reduced to study the fluctuations of some Lévy process naturally associated with the additive functional. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica - Lungotevere Dante, 376 - *Aula L*

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SPASS Seminar: Remco van der Hofstad
by Gianmarco Bet 30 Apr '24

30 Apr '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Local and 'almost' local structure of random graphs* by *Remco van der Hofstad* (*Eindhoven University of Technology*) The seminar will take place on TUE, 07.05.2024 at 14:00 CET in Aula 102, 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:* * Ever since its invention by Benjamini and Schramm, and independently by Aldous and Steele, local convergence has become an indispensable tool in random graph theory. Many properties, such as subgraph counts, clustering, degree distributions and degree-degree dependencies, but also the number of spanning trees on a graph, and, under mild extra conditions, the free energy of the Ising model, are asymptotically determined by the local limit. Even more properties are not local, yet their behavior in many random graph models is still dictated by the local limit. An example is the size of the maximal connected component, which was recently shown to be `almost' local, in the sense that the proportion of vertices in it equals the survival probability of the local limit subject to one natural necessary and sufficient condition. In this lecture, we give an overview of local convergence and the local and `almost local’ structure of random graphs. We discuss that most real-world networks are sparse, in that their average degrees are bounded, while they can be quite inhomogeneous in that vertices of very high degree may exist. For such settings, local convergence is the natural notion of graph convergence for graph sequences with diverging sizes. It describes how the proportion of vertices whose neighborhoods have a certain shape converges to a limiting value, which can be seen as the neighborhood of a vertex in a limiting infinite graph, which can be random even when the finite graph is deterministic. We then discuss consequences of local convergence for random graph sequences.*

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talk by Markus Reiß
by Enrico Priola 29 Apr '24

29 Apr '24

Cari tutti, segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola %%%%%%%%%%%%%% -------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz <sascha.gaudlitz(a)hu-berlin.de> Komu: sascha.gaudlitz(a)hu-berlin.de Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online: https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917 See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg --------------------------------------------- Speaker: Markus Reiß Title: Statistics for SPDEs Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided. --------------------------------------------- The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Extension for Abstract Submissions - 3rd BNP Networking Workshop
by Raffaele ARGIENTO 29 Apr '24

29 Apr '24

Dear all, The abstract submission deadline for the 3rd Bayesian Nonparametric Networking workshop has been extended to May 15. The workshop is scheduled from July 30 to August 2 at The Institute for Mathematical Sciences (IMS) in Singapore. The format will largely follow the previous editions held in Nicosia (Cyprus) in April 2022 and Melbourne (Australia) in December 2023. This edition will offer three mini-courses delivered by Peter Orbanz (University College London), Li Ma (Duke University), and Kerrie Mengersen (Queensland University of Technology). For more information, please visit the workshop event page at https://bnp-networking2024.github.io/ or contact the local organizing committee via bnp-networking2024(a)bayesian.org. Best regards, Raffaele Argiento and Maria de Iorio -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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PhD Call 2024
by Irene Crimaldi 29 Apr '24

29 Apr '24

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) at IMT School for Advanced Studies is out. You can find the call on INOMICS: https://inomics.com/program/8-fully-funded-phd-positions-in-economics-analy… *Please, share the call and prompt potentially interested students to apply. * Here you can find the *EADS* *website*: https://eads.imtlucca.it/ Here you can find the *information on the application procedure*: https://eads.imtlucca.it/how-to-apply_1 *Deadline for applying: June 21 at 1pm.* My best regards, Irene Crimaldi

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Seminari PRISMA - lun 6 mag 2024
by Francesco Caravenna 29 Apr '24

29 Apr '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <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 <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> Il prossimo appuntamento è per lunedì 6 maggio 2024. I relatori saranno Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) che parleranno di La geometria degli insiemi di escursione per campi aleatori Gaussiani e La geometria dei campi aleatori sfera-per-tempo 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/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) TITOLO: La geometria degli insiemi di escursione per campi aleatori Gaussiani. RIASSUNTO: Obiettivo del seminario sarà di presentare una panoramica relativamente informale su alcuni risultati nell'analisi della geometria dei campi aleatori che sono stati ottenuti negli ultimi 10 anni circa. In particolare, si inizierà ricordando i risultati sulle curvature di Lipschitz-Killing di insiemi di escursione per campi Gaussiani (la Gaussian Kinematic Formula di Adler e Taylor); si proseguirà quindi con risultati per la varianza e teoremi del limite centrale nel regime di asintotica ad alta frequenza, discutendo anche le connessioni con altri campi della probabilità (in particolare, le espansioni in caos di Wiener ed il metodo di Stein-Malliavin). Se il tempo lo permetterà, si discuterà altresì la struttura di interdipendenza tra curvature di Lipschitz-Killing e punti critici, con alcuni cenni agli sviluppi più recenti (la geometria dei fibrati aleatori) e alle motivazioni/applicazioni di questi risultati. TITOLO: La geometria dei campi aleatori sfera-per-tempo. RIASSUNTO: Obiettivo del mio seminario sarà introdurre un nuovo regime asintotico per lo studio di campi aleatori definiti sulla sfera unitaria e dipendenti dal tempo. Considereremo statistiche di diversi funzionali geometrici costruite a partire dagli insiemi di livello del campo aleatorio e definite su un arco temporale crescente. Vedremo che le loro proprietà asintotiche, in particolare varianza e distribuzione limite, dipenderanno da un’interazione tra memoria temporale e livello. Infine, discuteremo brevemente le possibili applicazioni di questi modelli e dei risultati enunciati ad uno studio statistico delle proprietà dei campi aleatori di partenza, e conseguenti risvolti pratici nel campo delle scienze del Clima. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Network Econometrics Summer School (July, 1-5, 2024, Venice)
by Roberto CASARIN 29 Apr '24

29 Apr '24

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/) in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 1 - 5 July, 2024, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2024 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. The initiative is sponsored by the *Ca' Foscari International College* (https://www.unive.it/pag/19476/) The school and the participants from the Italian Advanced Schools are financially supported by the Ca’ Foscari International College under the aegis of ASSI (Alliance of the Italian Advanced Schools). *Participation*: Online or in presence *Application Deadline*: May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Angela Andreella, Ca' Foscari University of Venice Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, Queen Mary University of London Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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PhD in Economics and Finance: invitation to submit applications
by Cecilia Mancini 26 Apr '24

26 Apr '24

Dear Friends and Colleagues, My department is pleased to announce that the 2024 call for applications for the PhD Program is now open. This year, eight positions with scholarships (about 1,600 euros per month) are available to cover the full length of the program (four years). To apply, please visit https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… The Program offers two dedicated tracks: "Economics (ECO)" and "Mathematics and Data Analytics for Finance (MDAF)". We invite applications from outstanding graduates who hold or are expected to hold a master's degree in Economics, Mathematics, Finance or related fields. The deadline for application is May 23, 2024. For further information please visit the official Program webpage, https://www.corsi.univr.it/?ent=cs&id=1008&menu=home&lang=en or contact the program coordinator, Prof. Alessandro Bucciol (alessandro.bucciol(a)univr.it<mailto:alessandro.bucciol@univr.it>). Please feel free to forward this information to anyone interested Best regards, Cecilia

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Next LTI@Unito Seminar: Mihalis Zervos | April 29 @ 12:00 - 13:00
by Luca Regis 26 Apr '24

26 Apr '24

Dear Colleagues, please find below an invitation to the seminar that Mihail Zervos will give at Collegio Carlo Alberto (Torino) on April 29 from 12 to 13. The seminar can be attended via zoom, at the link below. Best, Luca Regis <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/oGRQP…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: *April 29, 2024 | 12:00 - 13:00* *Market Equilibrium under Proportional Transaction Costs in a Stochastic Factor Model* *Mihalis Zervos (LSE)* *Abstract: *We consider an economy with two agents. Each of the two agents receives a random endowment flow. We model this cumulative flow as the stochastic integral of a deterministic function of the economy’s state, which we model by means of a general Ito diffusion. Each of the two agents has mean-variance preferences with different risk-aversion coefficients. The two agents can also trade a risky asset. We determine the agents’ optimal equilibrium trading strategies in the presence of proportional transaction costs. In particular, we derive a new free-boundary problem that provides the solution to the agents’ optimal equilibrium problem. Furthermore, we derive the explicit solution to this free-boundary problem when the problem data is such that the frictionless optimiser is a strictly increasing or a strictly increasing and then strictly decreasing function of the economy’s state. To attend online, join Zoom meeting <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/gbMTK…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/dhS3W0U…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/u9_E8…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/sUBGz…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/tPitY…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/rOFgl…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/pqVsx…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/s8Hmi…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/pHAgg…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/PbBxm…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/EZy…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/h8F…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/D3Mk0xH…> *© 2022 Fondazione Collegio Carlo Alberto*

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PhD opening in Probability (Technical University of Vienna)
by Francesco Caravenna 26 Apr '24

26 Apr '24

Ricevo e inoltro. %%%%%%%%%%%%%%%%%%%%% Da: "Prof. Fabio Toninelli" <fabio.toninelli(a)tuwien.ac.at> Oggetto: PhD opening in Probability (Technical University of Vienna) Data: 26 aprile 2024, 09:02:18 CEST Dear colleague, The Technical University of Vienna is advertising a PhD position in probability theory (with focus on discrete probability), within the Probability research group (https://www.tuwien.at/en/mg/proba) <https://www.tuwien.at/en/mg/proba>. Deadline for applications: 23:59 CET on May 16th, 2024. The application should contain: 1. A CV of the candidate 2. A motivation letter. 3. A proof of the last academic degree (diploma). 4. A transcript of the grades of the candidates from their last academic year. 5. One letter of recommendation to be sent to karriere(a)tuwien.ac.at <mailto:karriere@tuwien.ac.at>. For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/231892 <https://jobs.tuwien.ac.at/Job/231892>. Candidates who have not yet obtained their master degree but will do so within the calendar year are encouraged to apply. Please forward this to potentially interested candidates. Best wishes, Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home <https://sites.google.com/view/fabio-toninelli/home>

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Course by Samuel LIVINGSTONE (UCL)
by Matteo Ruggiero 24 Apr '24

24 Apr '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: -------------------------------------- Samuel LIVINGSTONE (UCL) MONTE CARLO METHODS FOR STATISTICAL INFERENCE Monte Carlo methods and sampling algorithms have had a profound effect on scientific research for the past 80 years. In the course we will discuss these approaches in the context of statistical inference. We will cover some mathematical preliminaries, the Monte Carlo method, and basic approaches to sample from a probability distribution in low dimensions, before motivating and introducing Markov chain Monte Carlo and the Metropolis—Hastings algorithm for high-dimensional sampling and Monte Carlo (MCMC). Afterwards we will discuss more advanced topics such as studying bias and variance of MCMC ergodic averages via mixing times, and more advanced algorithms such as adaptive and gradient-based methods. -------------------------------------- The course will be held exclusively in person, according to the following schedule: - Tue 7/5, h.14-16 - Wed 8/5, h.16-18 - Thu 9/5, h.16-18 - Tue 14/5, h.14-16 - Wed 15/5, h.16-18 - Thu 16/5, h.16-18 Course location: Room 11, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to all interested. Best regards --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Postdoc postions
by Marco Romito 24 Apr '24

24 Apr '24

Ricevo e inoltro m. -------- Forwarded Message -------- Subject: Postdoc postions Date: Wed, 24 Apr 2024 09:01:00 +0000 From: Xue-Mei Li <xue-mei.li(a)epfl.ch> Applications are invited for two or more postdoctoral positions in mathematics at EPFL. The successful candidates will be working on topics in Stochastic Analysis. The initial duration of the position is 2 years with a flexible starting date. Screening begins in May. The position offers excellent research conditions, opportunity to interact with a world-leading group in probability and stochastic analysis, and the chance to supervise research projects. It also comes with a competitive salary and a beautiful working environment on the shore of Lake Geneva. Further details can be found at https://www.mathjobs.org/jobs/list/24521

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Summer school "Frontiers of Energy Econometrics"
by Luca Rossini 24 Apr '24

24 Apr '24

Dear colleagues, we are pleased to announce that the second edition of the summer school "Frontiers of Energy Econometrics" (https://toee.lakecomoschool.org/) will be held from 9 to 12 September 2024 at the Como Lake of Advanced Studies, located at the Villa del Grumello in Como. The focus of this edition will be on forecasting and will include lectures, tutorials and group work. *Deadlines*: * Student application: 10 May 2024 * Notification of acceptance: 15 May 2024 * Registration and payment for accepted students: 26 May 2024 Please spread the word among your contacts, especially PhD students and post-docs. The organizers -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com;luca.rossini@unimi.it skype: luca.rossini14 web:https://rossiniluca.github.io/web/

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PhD on Statistical mechanics on random graphs and algorithms
by Vanessa Jacquier 23 Apr '24

23 Apr '24

Inoltro per conoscenza. Dear colleagues, Please forward this information to any interested student. Thank you in advance! “PhD on Statistical mechanics on random graphs and algorithms” Job description Random spin systems from statistical mechanics have been successfully used to study critical behaviour at the interface of problems from mathematics, physics, biology and computer science. The measure describing the spin system gives the probability of likely configurations. Phase transitions occur when tuning a parameter of the system, in the sense that there are several Gibbs measures compatible with the microscopic interactions. In recent years, there has been enormous activity in order to study phase transitions for spin systems on random graphs by rigorously characterizing the set of Gibbs measures. Applications of such problems range from computational complexity, coding theory, to machine learning. This PhD project investigates statistical mechanics on random graphs and algorithms. The focus is on properties of the q-state Potts model, which is intimately related to random graph q-coloring and community detection problems. The project is a joint project between Prof. Remco van der Hofstad (TU/e), Dr. Noela Müller (TU/e) and Dr. Wioletta Ruszel (UU). Job requirements We are looking for a candidate that brings the following: a Master’s degree in mathematics; excellent English language and communication skills; knowledge of or affinity to physics and/or computer science is not required but considered an advantage; a demonstrable research-oriented experience, interest, or attitude. Conditions of employment A meaningful job in a dynamic and ambitious university, in an interdisciplinary setting and within an international network. You will work on a beautiful, green campus within walking distance of the central train station. In addition, we offer you: Full-time employment for four years, with an intermediate evaluation (go/no-go) after nine months. You will spend 10% of your employment on teaching tasks. Salary and benefits (such as a pension scheme, paid pregnancy and maternity leave, partially paid parental leave) in accordance with the Collective Labour Agreement for Dutch Universities, scale P (min. € 2.770,- max. € 3.539,-). A year-end bonus of 8.3% and annual vacation pay of 8%. High-quality training programs and other support to grow into a self-aware, autonomous scientific researcher. At TU/e we challenge you to take charge of your own learning process. An excellent technical infrastructure, on-campus children's day care and sports facilities. An allowance for commuting, working from home and internet costs. A Staff Immigration Team and a tax compensation scheme (the 30% facility) for international candidates. Information and application About us Eindhoven University of Technology is an internationally top-ranking university in the Netherlands that combines scientific curiosity with a hands-on attitude. Our spirit of collaboration translates into an open culture and a top-five position in collaborating with advanced industries. Fundamental knowledge enables us to design solutions for the highly complex problems of today and tomorrow. Curious to hear more about what it’s like as a PhD candidate at TU/e? Please view the video. Information Do you recognize yourself in this profile and would you like to know more? Please contact the hiring manager Noela Müller, Assistant professor, n.s.muller(a)tue.nl. Visit our website for more information about the application process or the conditions of employment.You can also contact HR Services M&CS, HRServices.MCS(a)tue.nl. Are you inspired and would like to know more about working at TU/e? Please visit our career page. Application (before 19.5.2024) We invite you to submit a complete application by using the apply button. The application should include: A cover letter in which you describe your motivation, research experience, interests and qualification for the position. A background in probability is required for the position. If you have had exposure to statistical mechanics, please also mention this. A detailed curriculum vitae, including the contact information of two academic references. Copies of relevant BSc and MSc diplomas and transcript of records, including a list of grades. A copy or link to your master thesis if available. In case you are currently writing your master thesis, a short description of the project. More information and link to application can be found here: https://jobs.tue.nl/en/vacancy/phd-on-statistical-mechanics-on-random-graph… Kind regards Noela, Remco and Wioletta --------------------------------------- Vanessa Jacquier Post-doctoral researcher Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD Utrecht, The Netherlands.

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