- Random - Mailing list — Dipartimento di Matematica, UniPI

[SURE-AI@STAR Workshop] Thurs. March 26
by Leonardo Tarquini 24 Mar '26

24 Mar '26

Dear All, We are pleased to announce the upcoming SURE-AI@STAR Workshop on the Environmental Cost of AI, on March 26 from 14:00 at Realfagbiblioteket Scene. You can find all details here: https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se… On the webpage, you find a registration form. While the event is open, we need to secure good logistics. Please register as quickly as possible! We are looking forward to seeing you all there! Best regards, David, Giulia, Leonardo, Pere @ Risk and Stochastics

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Conference Particle systems and PDEs XIV - Toulouse, 22-26 June 2026
by CHIARA FRANCESCHINI 23 Mar '26

23 Mar '26

Buongiorno, Ricevo e inoltro con piacere. ------------------------------------------------ Dear colleagues, We are pleased to announce the upcoming conference "*Particle Systems and PDEs XIV*", that will take place from *June 22 to 26, 2026*, at the* Institute of Mathematics of Toulouse.* This edition will bring together experts and enthusiasts on Particle Systems to foster new interactions between the different communities in Probability, Analysis, Mathematical Physics and Kinetic Theory. The program will include not only the recent developments on classical models from Mathematical Physics, but also on models arising from modern applications in Mathematical Biology, Collective Behaviour and Population Dynamics. We expect the participation of a vast audience, including early career researchers. There will be several plenary talks, a poster session and two mini-courses by > André Schlichting (University Ulm) > Marielle Simon (Aix-Marseille Université) Further details can be found here: *https://sites.google.com/view/pspdexiv* <https://sites.google.com/view/pspdexiv> Participation is free, but registration is required by *May 15th*. Financial support is available for students and early career researchers upon selection. Application deadline for the financial support is* April 1st.* The conference will be preceded by a 1-week *Mint Summer School* on the same topic. *https://indico.math.cnrs.fr/event/14446/* <https://indico.math.cnrs.fr/event/14446/> These events are both part of the *thematic semeste**r “Interacting particles, PDEs and applications”*, held at Institut de Mathématiques de Toulouse, from April to December 2026. *https://indico.math.cnrs.fr/category/816/* <https://indico.math.cnrs.fr/category/816/> We would greatly appreciate it if you could share this message with any colleagues or students who may be interested. We hope to see you in Toulouse in June! Best wishes, the organizers: Ana Jacinta Soares, Bastien Mallein, Clément Erignoux, Marina Ferreira, Patrícia Gonçalves and Pierre Gervais _______________ Sponsorships: > Institut de Mathématiques de Toulouse (IMT) > Agence Nationale de la Recherche (ANR) through the grant Projet sur les Processus de Markov Branchant Additifs – MBAP-P > Centre National de la Recherche Scientifique (CNRS) > Université de Toulouse > Fundação para a Ciência e Tecnologia (FCT) through the projects UID/04459/2025 (CAMGSD) and UID/00013/2025 (CMAT) > Universidade de Lisboa - Center for Mathematical Analysis, Geometry and Dynamical Systems (CAMGSD) > Universidade do Minho - Centre of Mathematics (CMAT) > International Center of Mathematics and Computer Science in Toulouse (CIMI) > Institut National de Recherche en Sciences et Technologies du Numérique (INRIA) Chiara Franceschini ------------------------------------------ RTT Componente del Senato Accademico Dipartimento di Scienze Fisiche, Informatiche e Matematiche Università degli Studi di Modena e Reggio Emilia Pagina personale: https://cfrances.weebly.com

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Fractional Calculus, Probability and Non-local Operators
by Enrico Scalas 23 Mar '26

23 Mar '26

Buongiorno, le presentazioni dell'edizione 2026 di FCPNLO sono ora disponibili dal sito del RISM di Varese e sulla piattaforma YouTube: https://www.rism.it/events/fractional-calculus-probability-and-nonlocal-ope… Buona visione! Enrico Scalas

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PhD position at Stockholm University
by Martina Favero 23 Mar '26

23 Mar '26

Dear colleagues, The Department of Mathematics of Stockholm University is hiring a PhD student to work on stochastic processes and/or statistical methods in mathematical biology <https://www.su.se/download/18.6cd38b7e19c98a394c51269/1772714607827/Stochas…> For* more information and how to apply*, please see the announcement <https://su.varbi.com/en/what:job/jobID:911059/type:job/where:4/apply:1> and our information page for the PhD program <https://www.su.se/english/divisions/department-of-mathematics/education/cou…> . Students who are finishing their Master's degree are also very welcome to apply. Please note that knowledge of Swedish is NOT a requirement. *Application deadline:* April 22. Please feel free to circulate to interested students. All the best, Martina Favero

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7th Spring Colloquium on Probability and Finance - Padova - 10 April 2026
by Claudio Fontana 23 Mar '26

23 Mar '26

Dear colleagues, We are pleased to announce that the final program of the 7th Spring Colloquium on Probability and Finance is now available on the webpage https://events.math.unipd.it/SpringColloquium7. The Colloquium will be hosted by the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on April 10th, 2026. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. Attendance is free, but registration is required through the conference website. Speakers: - Hansjoerg ALBRECHER (University of Lausanne) - Albina DANILOVA (London School of Economics) - Tiziano DE ANGELIS (University of Turin) - Francesca PRIMAVERA (Ecole Polytechnique) - Simone SCOTTI (University of Pisa and Université Paris Cité) Best wishes, Giorgia Callegaro and Claudio Fontana

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Unimib - PhD in Economics, Statistics and Data Science
by Tommaso Rigon 23 Mar '26

23 Mar '26

Dear colleagues, The Department of Economics, Management and Statistics (DEMS) at the University of Milano-Bicocca is pleased to announce the call for applications to the PhD Programme in Economics, Statistics and Data Science (ECOSTATDATA) for the academic year 2026–2027 (Cycle XLII). The PhD programme has a duration of four years and will begin on November 1st, 2026, and comprises three separate curricula: "Economics," "Statistics," and "Big Data and Analytics for Business." For the 2026–2027 academic year, 6 fully-funded scholarships are available in the Statistics curriculum. The selection process is governed by the official Call for Applications (Bando di Concorso), which was published on March 18th, 2026, on the websites of both the Doctoral School and the PhD programme. The deadline for applications is April 17th, 2026. Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a MSc degree (Laurea Magistrale) from an Italian university or an equivalent qualification from other countries. Participation is also open to candidates who do not have an MSc but expect to obtain their degree before October 31st, 2026. Admission is decided on the basis of qualifications and an interview. Grant awarded The amount of the PhD scholarship is equal to € 16,243.00 per year (gross amount); the net monthly amount is about € 1,200. The grant will be awarded for four years, and it will be subject to satisfactory progress evaluated on a yearly basis. Important links PhD website: https://www.dems.unimib.it/en/programmes/post-lauream/phd-economics-statist… Official Call for Applications: https://en.unimib.it/study/doctoral-research-phd-programmes/applying-doctor… Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Assistant Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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Conference and Summer School in Quantitative Finance in Singapore
by Marko Hans Weber 23 Mar '26

23 Mar '26

Dear Colleagues, We are pleased to invite you to participate in the Quantitative Finance Conference 2026 (QF2026), organized by the Centre for Quantitative Finance (CQF) in the Department of Mathematics at the National University of Singapore (NUS), in collaboration with the Institute for Mathematical Sciences (IMS). The conference brings together leading academics and researchers to promote the latest developments in quantitative finance, foster collaboration between distinguished speakers and young researchers, and exchange ideas at the frontier of the field. For more details, visit https://nusqf2026.com/ DATE AND LOCATION: June 10–12, 2026, National University of Singapore, Singapore KEYNOTE SPEAKERS: Beatrice Acciaio (ETH Zürich) Damir Filipović (EPFL) Steven G. Kou (Boston University) Huyên Pham (École Polytechnique) Nizar Touzi (New York University) CALL FOR CONTRIBUTED TALKS AND SESSION PROPOSALS: We invite submissions of contributed talks and session proposals in all areas of quantitative finance For submission instructions, please visit the conference webpage (https://nusqf2026.com/) Session Proposals should briefly outline the session theme, motivation, and four potential speakers. Small honorarium provided to session organizers. KEY DATES: Session proposal deadline: April 5, 2026 Contributed talk deadline: April 12, 2026 Acceptance notification: Rolling basis Conference: June 10–12, 2026 CONFERENCE FEES: Standard: S$350 Student: S$150 SUMMER SCHOOL: A Summer School for PhD students and early-career researchers will take place on June 2–5, 2026. It will feature mini-courses on selected topics in quantitative finance. Further details are available at https://nusqf2026.com/summer-school Best regards, Marko Weber ________________________________ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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QFinLab Seminar - Leandro Sánchez-Betancourt (University of Oxford) - 24/3/2026, 15:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 20 Mar '26

20 Mar '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 24 March 2026, 15.00-16.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Leandro Sánchez-Betancourt (University of Oxford) Title: Competition between DEXs through Dynamic Fees. Abstract: We find an approximate Nash equilibrium in a game between decentralized exchanges (DEXs) that compete for order flow by setting dynamic trading fees. We characterize the equilibrium via a coupled system of partial differential equations and derive tractable approximate closed-form expressions for the equilibrium fees. Our analysis shows that the two-regime structure found in monopoly models persists under competition: pools alternate between raising fees to deter arbitrage and lowering fees to attract noise trading and increase volatility. Under competition, however, the switching boundary shifts from the oracle price to a weighted average of the oracle and competitors' exchange rates. Our numerical experiments show that, holding total liquidity fixed, an increase in the number of competing DEXs reduces execution slippage for strategic liquidity takers and lowers fee revenue per DEX. Finally, the effect on noise traders' slippage depends on market activity: they are worse off in low-activity markets but better off in high-activity ones. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Invito a workshop UMI PRISMA
by Alessandra MEOLI 20 Mar '26

20 Mar '26

Cari e care colleghi/e, siamo lieti di segnalarvi il workshop “Problematiche ed iniziative sull’insegnamento della probabilità e della statistica nelle scuole secondarie”, promosso dalla Commissione Insegnamento del Gruppo UMI *Probability In Statistics, Mathematics and Applications* (PRISMA <https://umi-prisma.polito.it/index.html>). L’iniziativa si terrà il 23 e 24 aprile 2026 in modalità mista, presso l’Università di Salerno (Campus di Fisciano) e online. Il workshop nasce con l’intento di offrire uno spazio di riflessione e confronto sui temi dell’insegnamento della probabilità e della statistica nella scuola secondaria, valorizzando il contributo congiunto di docenti universitari e docenti della scuola. La partecipazione è libera, ma è necessaria l’iscrizione <https://docs.google.com/forms/d/e/1FAIpQLScOF0rDsdsvX0aim-9eznHhL9AiTjlRrSy…> . Per ulteriori informazioni, alleghiamo la locandina dell’evento; è inoltre possibile consultare il sito dedicato al seguente link: https://sites.google.com/view/prisma-did-probstat/home-page Speriamo di vedervi numerosi, sia in presenza sia online. Un cordiale saluto, Il Comitato organizzatore: Luigi Amedeo Bianchi Paolo Dai Pra Patrizia Di Gironimo Michele Gianfelice Barbara Martinucci Alessandra Meoli Daniela Morale Franco Pellerey Serena Spina Barbara Trivellato

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Seminar of Jim Gatheral @Tor Vergata
by Davide Pirino 19 Mar '26

19 Mar '26

Dear Colleagues, We are pleased to announce the seminar by *Jim Gatheral (Baruch College CUNY)* at the University of Rome Tor Vergata. *When: *Wednesday, 25 March at 1:00 pm *Where:* University of Rome Tor Vergata, Department of Economics and Finance (Via Columbia 2, Roma) *Room:* Building B, 2nd Floor, Sala del Consiglio *Title: *From Bachelier to Rough Volatility: The Complex Dynamics of Financial Prices *Abstract: *The dynamics of financial prices emerge from the interaction of thousands of trading algorithms operating across multiple time scales. From an options trader’s perspective, option prices act as experimental probes of this complex system. Starting with Bachelier and Black-Scholes, we show why constant-volatility models fail to explain empirical features such as volatility clustering, leverage, and the persistent shape of implied volatility surfaces. Stochastic volatility models capture many of these features; rough volatility is then motivated by power-law scaling in volatility dynamics. The talk concludes with quadratic rough Heston fits to SPX and VIX smiles, illustrating how rough volatility provides a coherent framework for pricing and risk management. Everyone is welcome to attend. Best regards, -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Reminder: CSAMA BIOLOGICAL DATA SCIENCE SUMMER SCHOOL (24-29 MAGGIO 2026)
by Eventi Stat 18 Mar '26

18 Mar '26

Buon pomeriggio, *CSAMA Biological Data Science*, la scuola estiva intensiva dedicata alle tecniche di analisi statistiche per dati biologici e biomedici molecolari moderni, torna con la ventiduesima edizione, in programma *da domenica 24 a venerdì 29 maggio a Bressanone (BZ)*. Le lezioni comprenderanno aspetti teorici ed esercizi in R e saranno accompagnate da sessioni di discussione più informali. *Le registrazioni sono ancora aperte*. Tutte le info e il programma sono disponibili sul sito csama2026 .bioconductor.eu. ******** *CSAMA Biological Data Science*, the intensive summer school dedicated to statistical analysis techniques for modern molecular biological and biomedical data, returns for its 22nd edition, scheduled *from Sunday, May 24th to Friday, May 29th in Bressanone (BZ)*, *Italy*. The lessons will include theoretical aspects and exercises in R, along with more informal discussion sessions. *Registration is still open*. All information and the program are available on the website csama2026 .bioconductor.eu.

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Fwd: Algebraic methods in probability
by Elia Bisi 18 Mar '26

18 Mar '26

Dear colleagues, The programme below will be of interest to people working in Markov chain mixing, KPZ, random matrices, integrable systems, etc. Best regards, Elia ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- > Dear all, > > With Alexei Borodin and Evita Nestoridi, we are organizing a three week summer program at the Simons Center for Geometry and Physics in Stony Brook NY on "Algebraic methods in probability". The program runs from July 3 - 24, 2026 (this summer) and will have a mix of mini-courses (see the website https://scgp.stonybrook.edu/archives/45985) research lectures and lots of time for discussion and collaboration. This is a relaxed setting and the Simon center is able to provide housing and have a limited budget for travel (when people do not have their own sources). We expect to have about 80 people in total, with a mix of senior and junior faculty, as well as postdocs and graduate students. > > Applications are open until April 1. If you are interested, please apply now. Participation slots will quickly be filled after the April 1 deadline. > > Best, > Ivan Corwin

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New Seminar Series: Rome Joint Seminars on Stochastic Dynamics Control and Learning
by Marta Leocata 17 Mar '26

17 Mar '26

Dear Colleagues, We are excited to announce a new cycle of Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (with the acronym RoJo-SDCL), dedicated to the latest developments in stochastic modeling at the intersection of control theory, mean field games, reinforcement learning, and mathematical statistics, with applications in economics, finance, and climate science. The goal is to create a regular meeting point for applied mathematicians (and beyond), strengthening the research network in Rome and encouraging exchanges across universities and disciplines. Alongside the scientific presentations, we hope to have informal discussions to spark new collaborations and joint projects. The seminars will be held monthly, with two speakers per meeting. They will take place from 16:00 to 18:00 in the Conference Room of the EIEF–World Bank shared building (EIEF – Einaudi Institute for Economics and Finance), Via degli Abruzzi 10, Rome The schedule for this semester is as follows: - March 26, 2026: Yufei Zhang & Rüdiger Frey - April 16, 2026: Filippo Santambrogio & Daria Ghilli - May 14, 2026: Domenico Marinucci & Anna Vidotto Further information can be found at the following link: https://sites.google.com/view/rome-sdcl/home We look forward to seeing you there, and feel free to share this invitation with anyone who might be interested! Best regards, Valeria Bignozzi, Alessandro Bondi, Katia Colaneri, Jodi Dianetti, Marta Leocata

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OWABI - Larry Wasserman - 25th March 2pm UK time
by Umberto Picchini 17 Mar '26

17 Mar '26

Dear all, the next OneWorld Approximate Bayesian Inference seminar www.warwick.ac.uk/owabi <http://www.warwick.ac.uk/owabi> is quickly approaching! We are delighted to announce that our next speaker is Larry Wasserman <https://www.stat.cmu.edu/~larry/><https://www.stat.cmu.edu/~larry/>(Carnegie Mellon University) who will talk about "/Robust Simulation Based Inference/" on *Wednesday the 25^th March at 2pm Uk time* (note the different day and time!) with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link *Join: *_https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K <https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K>_ Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 *Speaker*: Larry Wasserman <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) *Title*: Robust Simulation Based Inference *Abstract*: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. *Keywords*: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. *Reference*: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404, <https://arxiv.org/pdf/2508.02404>2025. Best, Umberto Picchini on the behalf of the OWABI Organisers -- ____________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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SEMINAR: Alessandra Luati @Luiss - 26 mar
by Matteo Iacopini 17 Mar '26

17 Mar '26

Dear all, On Thursday, 26th March, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Alessandra Luati (Imperial College London) Title: "Unobserved components, approximate filters, and dynamic adaptive mixture models” Abstract: State estimation in unobserved component models with parameter uncertainty is traditionally performed through approximate filters, where Gaussian distributions with given moments are employed to replace otherwise intractable conditional densities. This paper re-examines signal-plus-noise models where parameter uncertainty is induced by a latent variable that may assume a fixed number of states. First, it is shown that, for these models, the approximate filters commonly adopted in the literature can be obtained as linear combinations of minimum variance linear unbiased estimators. Second, it is observed that they coincide with filters implied by a novel class of dynamic adaptive mixture models, where the parameters of a mixture of distributions evolve over time following a recursion that is based on the score of the one-step-ahead predictive distribution. Focusing on a robust specification, where the mixture components are Student’s t distributions, we prove existence, stationarity, and ergodicity of the data generating process as well as invertibility of the filter, and consistency and asymptotic normality of the maximum likelihood estimator of the static parameters. An application to energy spot prices is discussed, where the novel specification is compared with, and shown to outperform, robust score-driven filters and the related class of mixture autoregressive models. Anyone interested in attending is welcome; just email me for logistical purposes Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Course on "Federated Learning in Bioinformatics"
by Azzimonti Laura 17 Mar '26

17 Mar '26

Dear All, We are pleased to announce that the course on Federated Learning in Bioinformatics<https://www.sib.swiss/training/course/20260427_FEDBX> of the Swiss Institute of Bioinformatics (SIB) is open for applications. The course will be held in Lugano on 27 April 2026. This course introduces federated learning—a decentralised machine learning approach that enables multiple parties to collaboratively train a shared model using their own data sources without sharing the data itself, thereby enhancing privacy and security. In this course, you will learn the main concepts of federated learning and how to apply it to bioinformatics, which includes practicing on developing an algorithm for single‑cell data. This course is designed for life scientists and bioinformaticians from academia or industry who are curious about using machine learning while keeping sensitive data secure. Further detailed information, prerequisites and application form are available here<https://www.sib.swiss/training/course/20260427_FEDBX>. Should you have any questions, please don’t hesitate to contact us at training(a)sib.swiss<https://training@sib.swiss/>. With kind regards, Laura Azzimonti ––––––––––––––––––––––––––––––––––––––––––––– Scuola universitaria professionale della Svizzera italiana Istituto Dalle Molle di studi sull’intelligenza artificiale IDSIA USI-SUPSI Laura Azzimonti, PhD Senior Researcher and Lecturer Polo universitario Lugano Via la Santa 1 CH – 6962 Lugano-Viganello Tel. +41 (0)58 666 66 44 laura.azzimonti(a)idsia.ch www.idsia.ch

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OWABI - Larry Wasserman - 25th March 2pm UK time
by Massimiliano Tamborrino 17 Mar '26

17 Mar '26

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is quickly approaching! We are delighted to announce that our next speaker is Larry Wasserman<https://www.stat.cmu.edu/~larry/> <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) who will talk about "Robust Simulation Based Inference" on Wednesday the 25th March at 2pm Uk time (note the different day and time!) with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 Speaker: Larry Wasserman<https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) Title: Robust Simulation Based Inference Abstract: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. Keywords: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. Reference: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404,<https://arxiv.org/pdf/2508.02404>2025. Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Call for applications 2026 (PhD at IMT Lucca)
by Irene Crimaldi 17 Mar '26

17 Mar '26

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) is out. We have at least *6 fully funded positions. * *More positions* could be added before the end of the call. *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 Here you can find the *call*: https://www.imtlucca.it/en/economics-analytics-and-decision-sciences-eads-a… *Deadline for applying: June 3 * My best regards, Irene --

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SPASS seminar: Nicos Georgiou - Wed 25 Mar at 14:00
by Elia Bisi 17 Mar '26

17 Mar '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Nicos Georgiou (University of Sussex) Title: The totally asymmetric simple exclusion process (TASEP) on Galton-Watson trees Date and time: Wed 25th March at 14:00 Place: Room 107, Centro Didattico Morgagni, University of Florence Join online: meet.google.com/esm-ijgd-wai On behalf of the organisers, Elia Bisi ********************* Abstract: We define a totally asymmetric simple exclusion process on trees, where the particles enter the tree from a reservoir attached to the root. Particles can only jump following edges on the tree and only if they are jumping away from the root, to a non-occupied vertex. We are interested in two different aspects of this particle system. First we want to investigate the current of particles across a given generation at a specific time, when we start from an initially empty initial condition. Second, we would like some current estimates along a ray. Both answers depend heavily on our choice of jump rates for the particles and different regimes of behaviour will be presented during the talk. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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Postdoc position in Computational Modeling and Spatial Tumor Vasculature Analysis - Humanitas University
by Silvia MORLACCHI 16 Mar '26

16 Mar '26

Dear all, I am sharing the following postdoctoral position of behalf of Prof. Renne (salvatore.renne(a)hunimed.eu <mailto:salvatore.renne@hunimed.eu>) at Humanitas University. Best regards, Silvia Morlacchi Postdoctoral Researcher in Computational Modeling and Spatial Tumor Vasculature Analysis - Humanitas University The VISTE study is pioneering a unique interdisciplinary approach at the intersection of engineering, mathematics, and oncology. Our research integrates: Advanced mathematical modeling (Gaussian Processes, Bayesian inference, fractal geometry) to predict drug distribution in tumors High-resolution image analysis to reconstruct 3D vascular networks from histological samples Integration of spatial omics and computational pipelines to connect biological data with predictive quantitative models We are recruiting a highly motivated Postdoctoral Researcher with strong expertise in mathematics, computational modeling, and image analysis engineering to join this innovative effort in computational oncology. This position offers the opportunity to work at the frontier of cancer modeling, where engineering meets medicine and quantitative science drives clinical impact. For full details and application instructions, please see: https://jobs.humanitas.it/job/Pieve-Emanuele-Postdoctoral-Researcher-in-Com… and the project website https://spatialvesselanalysis.github.io/

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Deep Patterns: from pattern formation to pattern recognition. Eurandom, May 18-22 2026
by Adriano Barra 16 Mar '26

16 Mar '26

Dear friends and colleagues, together with Wioletta Ruszel, Cristian Spitoni and Emilio N.M. Cirillo, we are pleased to announce the workshop "Deep Patterns: from pattern formation to pattern reconstruction": the event will take place at Eurandom, from May 18 2026 to May 22 2026. All the relevant information is available at the workshop website: https://www.eurandom.tue.nl/event/deep-patterns/ Thank you for your gentle attention to this matter. With our best regards, Adriano Barra (on the behalf of all the organizers)

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Call for expressions of interest
by Enrico Scalas 16 Mar '26

16 Mar '26

Dear Colleagues, you might know people who are potentially interested in this call. Please, feel free to let them know. For informal questions, just write to enrico.scalas(a)uniroma1.it. Best wishes and thanks, Enrico -- The Department of Statistical Sciences (DSS) at Sapienza University of Rome invites expressions of interest for tenure-track assistant professor, associate professor, as well as professor positions. A first assessment of the received CV will be made by 23 March, 2026. We are looking for outstanding candidates with research interests in any field within the Department's research and teaching areas ( https://www.dss.uniroma1.it/en) Researchers with interests in Probability and/or Mathematical Statistics are encouraged to express their interest in joining our Department. The Department is currently considering both traditional open competitions and the direct appointment of individuals currently employed at a foreign academic institution. In the latter case, candidates must have held an equivalent academic position abroad for at least the past three years; a list of academic positions equivalences by country is available at this URL: https://www.mur.gov.it/sites/default/files/2023-07/Decreto%20Ministeriale%2… Interested researchers are kindly invited to submit a detailed curriculum vitae, including a complete list of publications, along with a one-page narrative CV encompassing a research statement and a teaching statement, to direzione.dss(a)uniroma1.it, with the email subject line: DSS call for interest. A favourable tax regime may apply for several years under Italian laws governing employment appointments for individuals who have been fiscally resident abroad, provided specific requirements are met. Selected applicants may be contacted with the possibility of visiting the Department and presenting a seminar. Please note that this is a call for expressions of interest only and not an official job vacancy announcement. Any formal job openings will be advertised separately. The final deadline for applications is 30 April 2026. The Department of Statistical Sciences is an equal opportunity employer, committed to promoting high-quality research, seminars, and conference activities.

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March 18th Seminar Fausto GOZZI 11h and Alessandro BONDI 12h in Bologna
by Cristina Di Girolami 16 Mar '26

16 Mar '26

Dear colleagues, I am glad to advertise that next Wednesday, March 18th, at 11h Fausto GOZZI (LUISS University, Rome) will give a talk ON MEAN-FEALD GAMES IN ECONOMICS and at 12h Alessandro BONDI (LUISS University, Rome) will give a talk BOUNDARY ATTAINMENT CONDITIONS FOR STOCHASTIC VOLTERRA EQUATIONS in Aula M1 Edificio di Mineralogia, Piazza di Porta San Donato 1, (Piano Rialzato lato Irnerio) and on-line at the following link https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Thanks for sharing with those who might be interested, Cristina Di Girolami

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[PhD course in Padua] PhD course by Prof. G. Pagès (Sorbonne Université)
by Giorgia Callegaro 16 Mar '26

16 Mar '26

Dear all, We are pleased to announce the PhD course *“Functional convex ordering of stochastic processes: a constructive approach with applications to Finance”*, taught by Prof. Gilles Pagès (Sorbonne Université, LPSM). The course will take place in *Room 2BC30* at the *Department of Mathematics*, Via Trieste 63, Padova, from *March 31 to April 16, 2026*, according to the following schedule: - *31 March:* 10:30–12:00 and 14:30–16:00 - *1 April:* 14:30–16:00 - *2 April:* 10:30–12:00 - *14 April:* 11:30–13:00 and 15:30–17:00 - *15 April:* 14:30–16:00 - *16 April:* 14:30–16:00. More detailed information about the program is available at: https://www.math.unipd.it/~dottmath/corsi2026/Pages.pdf The course can also be attended online via Zoom: https://unipd.zoom.us/j/84267723765 In case of interest, please enroll via the following link: https://dottorato.math.unipd.it/current-activity/FutureActivities Best regards, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario Paolo Baldi - Politecnico di Milano - 24 Marzo 2026
by Luca Scarpa 16 Mar '26

16 Mar '26

Si segnala il seguente seminario a tutti gli interessati. Martedì 24 Marzo 2026, ore 14:30. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Paolo Baldi. Title: Around Large Deviations in a Gaussian world. Abstract: The investigation of Large Deviations estimates in the Gaussian setting begins with the results of Donsker and Varadhan concerning the LD behavior of a Gaussian r.v. with values in a separable Banach space when multiplied by a small parameter. In this talk, after a review of the old results I shall present some new extensions, motivated by the investigation of Gaussian processes in small time. Link Zoom: https://polimi-it.zoom.us/j/99100651823?pwd=6a48q9g4coIMbvIpPoWUiwbqMhMry6.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2698&sezione_di_ricerca=probstat&stri… ----- 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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Seminar by Prof. Michel Mandjes at IMT Lucca | March 18th, 2026
by Anna Gallo 16 Mar '26

16 Mar '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Michel Mandjes *will visit IMT Lucca and give a seminar entitled *Inference Problems in Stochastic Networks *(see abstract below). The seminar will take place on: *March 18th, 2026 – 3:00 PM*San Francesco Complex – Sagrestia Join online at imt.lu/sagrestia. All the best, Anna ------------------------------------------------ *Abstract*: The majority of the random graph literature focuses on inherently static models, in which features of the graph are considered only at a single point in time. Yet there are strong practical motivations to study stochastically evolving graphs, which capture the inherent dynamics of real-world networks. Moreover, one can even consider stochastic processes evolving on these dynamic graphs, further enriching the modeling framework. The main focus of my talk is on estimating, in the framework discussed above, model parameters from partial information. For example, in a first basic variant, we demonstrate how the underlying parameters of a dynamic random graph can be inferred from snapshots of the subgraph counts. A second model is an age-structured branching process, the most elementary instance being a setting with just juveniles and adults. Remarkably, the model parameters can be estimated just observing the total population. Next, I consider a static network of nodes represented as infinite-server queues. Our goal is to estimate key parameters — such as arrival rates, service-time distributions, and the routing matrix — using observations of the network’s population vector at Poisson-sampled time points. We propose a method-of-moments estimator and establish its consistency. Numerical experiments show that this approach provides accurate estimates even in high-dimensional settings. We present two variants: one assuming a known parametric form for the service-time distributions, and a "model-free version" that does not rely on such assumptions. Finally, we study a population process evolving on a dynamic random graph. Using time series data on the number of individuals at each node, we successfully estimate parameters governing the graph dynamics. We prove that the estimator is asymptotically normal.

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PhD position aperta - genetica di malattie epatiche
by Daniela Bertacchi 14 Mar '26

14 Mar '26

Ricevo questo annuncio da parte di un collega del dipartimento di medicina, con preghiera di diffusione a potenziali candidati interessati. ************ PhD position aperta — Genetica delle malattie epatiche (inizio novembre 2026) Il dr. Alessio Gerussi (Dipartimento di Medicina e Chirurgia, Università degli Studi di Milano-Bicocca, Monza) sta cercando candidati per una posizione di dottorato interamente finanziata (FIS 2 Starting Grant) in genetica delle malattie epatiche presso l'Università degli Studi di Milano-Bicocca, Dottorato in Medicina Molecolare e Traslazionale. Il progetto si sviluppa su tre assi: Analisi di rare variants su dati whole-exome sequencing (collaborazione con Humanitas) Population genetics su FinnGen/UK Biobank (collaborazione con FIMM Helsinki — con periodo di ricerca a Helsinki) Genetica evoluzionistica su genomi arcaici (collaborazione con Bicocca) Profilo ricercato: laureati magistrali in Bioinformatica, Matematica, Fisica, Statistica, Informatica o discipline quantitative affini. Sono richieste competenze in Python/R e familiarità con la linea di comando. Esperienza con dati genomici (WES/WGS/GWAS) è gradita ma non necessaria. Inizio: novembre 2026 | Bando in uscita il 18/03/2026 https://www.unimib.it/studiare/dottorato-ricerca/accedere-al-dottorato/band… Per informazioni o manifestazioni di interesse: Alessio Gerussi MD PhD email: alessio.gerussi(a)unimib.it

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IFCS 2026 - Extended Deadline for Abstract Submission
by Giorgia Zaccaria 13 Mar '26

13 Mar '26

***Apologies for cross-posting*** Dear All, We would like to inform you that the deadline for abstract submission for *IFCS 2026 *has been extended to March 31st, 2026. Below you can find the important dates. - Deadline for submission of single abstracts: March 15th, 2026 *March 31st, 2026* *(23:59 CET)* - Notification to authors of single abstracts: March 31st, 2026 *April 15th, 2026* - Deadline for poster submissions: *May 29th, 2026 (23:59 CET)* Please note that the *deadline* for the *IFCS 2026 awards* <https://ifcs2026.unimib.it/awards/> remains *March 15th, 2026*. We invite you to explore the list of invited and organized sessions at: https://ifcs2026.unimib.it/program/. For further information, please visit the IFCS 2026 website: https://ifcs2026.unimib.it/. We look forward to seeing you in Milan! Best regards, The Local Organizing Committee of IFCS 2026 *Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga* Dr. Giorgia Zaccaria, Ph.D. Tenure-Track Assistant Professor (RTT) University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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Posizione di Graduate Teaching Assistant in Statistica (PhD) – Johannes Kepler University Linz
by Alejandra Avalos Pacheco 12 Mar '26

12 Mar '26

Cari colleghi, segnalo l’apertura di una posizione di Graduate Teaching Assistant (30 ore/settimana, durata 4 anni) presso il Dipartimento di Data Analysis and Econometrics della Johannes Kepler University (Linz, Austria). La posizione prevede lo svolgimento di un dottorato in statistica. Salario: €3.776,10 lordi/mese (full-time, 14 mensilità); per 30 ore/settimana pari al 75% del full-time. Scadenza per la candidatura: 25 marzo 2026 Inizio previsto: 1 aprile 2026 Maggiori dettagli sulla posizione e sulle modalità di candidatura sono disponibili al seguente link: https://karriere.jku.at/hcm/jobexchange/showJobOfferDetail.do?jobOfferId=8a… [https://karriere.jku.at/hcm/jobexchange/showJobOfferDetail.do?jobOfferId=8a…] Cordiali saluti, Alejandra Avalos Pacheco

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Course "Environmental Finance" by Peter Tankov in Verona, 25 March - 16 April 2026
by Cecilia Mancini 11 Mar '26

11 Mar '26

It is an honor to announce that, as part of the PhD program in Economics and Finance, track Mathematics and Data Analytics for Finance, Peter Tankov, Professor of Quantitative Finance at ENSAE, Institut Polytechnique de Paris, will teach the course Environmental Finance at the University of Verona, campus Santa Marta, via Cantarane 24, room SMT04 Dates: March 25, 26; April 8, 9, 15, 16 from 4PM to 6PM. The course is in English. All interested people are warmly invited to participate COURSE AIMS The objective of this course is to present quantitative approaches to green investing, the measurement of environmental performance of investment portfolios, and the assessment and management of climate-related financial risks. The course aims to strike a balance between theory and practice. We will review key contributions from the recent academic literature and provide hands-on illustrations using real financial, economic, and climate data. By the end of the course, students should be able to: • Understand the main theoretical models of sustainable investing and climate finance. • Measure environmental performance and portfolio climate alignment. • Interpret climate scenarios and integrated assessment model outputs. • Quantify transition and physical climate risks for financial assets. • Critically assess empirical findings in the sustainable finance literature. PROGRAM The course is organized in two parts. The first part focuses on green investing and portfolio alignment. The second part addresses the measurement and management of climate-related financial risks. Part I: Green Investing • Introduction: Genesis and objectives of environmental and sustainable finance; recent ESG backlash and regulatory developments. • Data and Measurement: Data sources in green finance; measurement of firms’ environmental impact; ESG ratings and rating divergence. • Asset Pricing and Sustainable Investing: Strategies of green investing; equilibrium models of sustainable investing; relationship between green preferences and asset prices. • Impact Investing: Theoretical quantification of investor impact; empirical evidence; practical approaches to impact investing. • Portfolio Climate Alignment: Evaluation of portfolio alignment to climate scenarios; portfolio temperature metrics; construction of portfolios compatible with net-zero emissions. Part II: Climate-Related Financial Risks • Climate Models and Physical Risk: Introduction to climate modeling; link between CO2 concentrations and temperature dynamics; extraction of relevant risk information from state-of-the-art climatological models; uncertainty quantification. • Integrated Assessment Models and Transition Risk: Coupling climate dynamics with macroeconomic dynamics; role of the energy sector; role of the financial sector in the transition; scenario analysis and scenario uncertainty. • Climate Stress Testing: Supervisory stress testing frameworks; transmission channels of climate shocks; recent stress-testing exercises and their implications. Further information (prerequisites, references) are available here [https://res.public.onecdn.static.microsoft/assets/fluentui-resources/1.1.0/app-min/assets/item-types/24_3x/docx.png]Poster Corso.docx<https://univr-my.sharepoint.com/:w:/g/personal/cecilia_mancini_univr_it/IQC…>

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Como Lake School "Stochastic Dynamics: Foundations and Applications"
by Luca Scarpa 11 Mar '26

11 Mar '26

Dear Colleagues, this is a reminder that registrations for the PhD School Stochastic Dynamics: Foundations and Applications will close on March 15, 2026. Venue: Villa del Grumello, Como, Italy. Dates: June 29 – July 3, 2026. The school is addressed to PhD students and researchers, and will feature four mini-courses: * Prof. Francesco Caravenna (Università degli Studi di Milano Bicocca) On the 2D stochastic heat equation * Prof. Sandra Cerrai (University of Maryland) Asymptotic problems for SPDEs * Prof. Franco Flandoli (Scuola Normale Superiore di Pisa) SPDEs for random transport in turbulent fluids * Prof. Lorenzo Zambotti (Sorbonne Université) A gentle introduction to rough paths and regularity structures Please find the link to the school's webpage below: https://sdfa.lakecomoschool.org/ We look forward to meeting you in Como! Best regards, The Organisers Davide A. Bignamini, Carlo Orrieri and Luca Scarpa ----- 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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Probability Seminar by Eviatar Procaccia, 12/03/26, at Milano-Bicocca
by Tal Orenshtein 10 Mar '26

10 Mar '26

Dear all, I am pleased to announce a seminar talk by *Eviatar Procaccia* at the Department of Mathematics and Applications of the University of *Milano-Bicocca *on Thursday, March 12 at 15:30. Below you can find the details. Best regards, Tal Orenshtein ---------------------------- *Time and place: *Thursday, March 12, 2026 at 15:30, Room U9/08 (Edificio U9, viale dell'Innovazione 10) *Speaker:* *Eviatar Procaccia* (Technion – Israel Institute of Technology) *Title:* The Pool Model: a rotationally symmetric, mass-preserving MDLA variant *Abstract:* Multi-particle diffusion-limited aggregation (MDLA) describes the growth of an aggregate driven by a cloud of diffusing particles. Classic works of Kesten, Rath, Sidoravicius, Stauffer, and Sly show that in the high-intensity regime the MDLA aggregate grows linearly in time, while the low-intensity regime remains largely open. We introduce the pool model, a rotationally symmetric analogue in which particles (“droplets”) perform continuous-time random walks and are absorbed upon entering a circular pool initially centered at the origin. Each absorbed particle increases the pool’s mass, and the pool expands so that its area grows accordingly—yielding a natural mass-preserving dynamics. The imposed rotational symmetry makes the model more tractable for rigorous analysis, while retaining key features of MDLA. In this talk we focus on the critical density separating finite growth from explosive behavior, and we present rigorous bounds on the pool’s growth rate at and near criticality.

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Due incarichi post-doc presso SNS Pisa
by Franco Flandoli 10 Mar '26

10 Mar '26

We announce two post-doc positions (one year, wth possible prolongation) at Scuola Normale Superiore in Pisa, deadline 9/4/2026: https://trasparenza.sns.it/page/51064/details/18333/selezione-pubblica-per-… See also https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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Seminario del Prof. Georgiou a Roma, Sapienza
by Enrico Scalas 10 Mar '26

10 Mar '26

Buongiorno, se avete perduto il seminario di Napoli di Nicos Georgiou, c'è la possibilità di seguirlo a Roma dopodomani. Infatti, il 12 marzo 2026, in aula 34 del Dipartimento di Scienze Statistiche, Sapienza Università di Roma, a partire dalle ore 14, il Prof. Nicos Georgiou, University of Sussex, UK, terrà un seminario dal titolo: Mean-field limit and parameter estimation for contagion dynamics on higher-order structures Classical models of contagion epidemics have graph based representations where the nodes represent the population and infections occur from an infected individual to a susceptible individual via a network link between them. At the same time, healing mechanisms try to fight the epidemic at node level. The simple descriptions of these representations also underscore their limitations, since the propagation of contagions in complex systems often involves repeated or simultaneous stimuli that individuals receive from their social contacts (such as their work or household). One may mechanistically encode these non-linear effects into contagion models by considering interactions that go beyond simple pairwise connections, by using hypergraphs rather than graphs. In this talk we will see the role higher-order interactions can play in the behaviour of the model when a rigorous mean-field can be obtained. Furthermore, we will discuss some inference techniques for the parameters of the epidemic (rates of infection) when only partial information on the type of infection is available and with only a single realisation of the epidemic curve as a datum. Tutte le persone interessate sono invitate a partecipare. Enrico Scalas

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special session at SIEDS 2026, Catania
by Luca Martino 10 Mar '26

10 Mar '26

Dear all, I am sending below the call for the special session “Automatic Machine Judgment - Rethinking Evaluation in Academic Careers” (SIEDS 2026, Catania) and would appreciate it if you could share it with potentially interested colleagues. BR, Luca Martino (luca.martino(a)unict.it) -------------------------------------------------------------- TITLE of the special session: Automatic Machine Judgment - Rethinking Evaluation in Academic Careers Conference: LXII Riunione scientifica Società Italiana di Economia Demografia e Statistica (SIEDS 2026) https://www.sieds.it/index.php/page-presentazione/ PLACE AND DATES: Catania, 27-29 maggio 2026 Paper abstracts until 10 April 2026: https://www.sieds.it/index.php/page-call-for-papers/ https://www.sieds.it/wp-content/uploads/2026/02/Istruzioni-per-sottomettere… Special session The increasing reliance on quantitative indicators - such as citation counts, h-index, journal impact factors, and composite researcher scores - has transformed how academic merit is defined, measured, and rewarded. At the same time, universities and funding agencies are progressively incorporating algorithmic tools and automated decision-support systems into processes governing hiring, promotion, tenure, and grant allocation. These developments raise fundamental questions about meritocracy, transparency, and fairness in research evaluation. High-profile ranking exercises - such as the widely circulated “2% scientists” list produced by researchers at Stanford University - illustrate how composite bibliometric indicators can shape reputations, institutional strategies, and individual career trajectories on a global scale, often without clear public understanding of their methodological assumptions or limitations We invite contributions that critically examine those points. The session is organized by Prof. Luca Martino (luca.martino(a)unict.it) in collaboration with the Association “Trasparenza e Merito” (*https://www.trasparenzaemerito.org/ <https://www.trasparenzaemerito.org/>*). By bringing together scholars in scientometrics, research policy, sociology of science, and higher-education governance, this session aims to foster interdisciplinary dialogue on how evaluation systems shape academic behavior and institutional priorities. Interested participants are invited to submit an abstract by 10 April 2026 and to send (possibly) it via email to luca.martino(a)unict.it

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Climate Change and Insurance 2026: The Abstract Submission is Open
by Fabio Colpo 10 Mar '26

10 Mar '26

Dear colleagues, "Climate Change and Insurance" 2026: the abstract submission is now open: https://cci26.climateinsure.tech/submit-abstract The third edition of the workshop "Climate Change and Insurance" will take place 2nd-4th of September 2026 in Segovia, Spain. Plenary speakers: Hansjörg Albrecher, University of Lausanne & Swiss Finance Institute Nick Jessop, MA's Insurance Solutions Reinhard Mechler, IIASA – International Institute for Applied Systems Analysis Important Dates: Workshop: September 2nd-4th, 2026, in Segovia, Spain. Abstract submission deadline: May 15th, 2026. Notification of acceptance: May 29th, 2026. Website:https://cci26.climateinsure.tech/ Questions:cci26@climateinsure.tech orc.boado@hw.ac.uk,jeisenbe@fam.tuwien.ac.at We look forward to welcoming you in Segovia! Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg

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Seminar of Maria Elvira Mancino @Tor Vergata
by Davide Pirino 09 Mar '26

09 Mar '26

Dear Colleagues, We are pleased to announce the seminar by *Maria Elvira Mancino (University of Florence)* at the University of Rome Tor Vergata. *When: *Wednesday, 11 March at 1:00 pm *Where:* University of Rome Tor Vergata, Department of Economics and Finance *Room:* Building B, 2nd Floor, Sala del Consiglio *Title: * *Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision* *Abstract: *This study investigates the impact of high-frequency climate risk, specifically temperature volatility, on honey bee production. Recognizing the crucial role of honey bees as environmental sentinels and their sensitivity to climatic variables, the research extends beyond conventional analyses of long-term average temperatures to explore the effects of short-term temperature "surprises." Using high-frequency, irregularly spaced data from thousands of Italian beehives (2019-2024), combined with external temperature data, a non-parametric estimation of weekly integrated volatility is provided. The results highlight that beehives in areas with lower biodiversity and higher pollution are more susceptible to high-frequency temperature volatility, whereas those in richer, cleaner environments show greater resilience. This underscores the critical importance of local environmental quality in mediating the impacts of climate risk on honey bee health and production. Everyone is welcome to attend. Best regards, DP -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Two seminars by D. Ahlberg in Como and Milano (18-19 March)
by Francesco Caravenna 08 Mar '26

08 Mar '26

We are pleased to announce two seminars by Daniel Ahlberg (Stockholm University) in Como and Milano. Wednesday, 18 March at 14:30 – Università dell'Insubria Title: Random perturbations of Euclidean geometry Room VS8.A (Torre di Via Valleggio 11, Como) Streaming (TEAMS): link <https://teams.microsoft.com/meet/32336493339992?p=OGABFTFErevQVUAOiT> Thursday, 19 March at 14:30 – Università di Milano-Bicocca Title: Noise sensitivity in spatial growth Room U9-08 (Building U9, Viale dell'Innovazione 10, Milano) Streaming (WEBEX): link <https://unimib.webex.com/unimib-it/j.php?MTID=mc1585e72e7593a9d9f0a3145116c…> The abstracts follow below. All interested participants are welcome. Best regards, Francesco Caravenna (with Giovanni Bazzoni and Davide Bignamini) %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract (Como). Various probabilistic models for spatial growth can be thought of as random perturbations of Euclidean geometry. These models exhibit complex phenomena which are usually associated to critical behaviour, which is of central interest in contemporary probability theory. We will in this talk describe some of these phenomena, and relate their occurrence to the nature of Euclidean geometry. Abstract (Milano). The study of noise sensitivity of Boolean functions and percolation was initiated in a seminal paper of Benjamini, Kalai and Schramm in 1999. While subsequent studies have revealed fascinating phenomena in the context of percolation, few results have so far been obtained regarding other random spatial processes. We will in this talk present the first results of noise sensitivity for a growth process associated to the KPZ universality class. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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Conferenza in onore di Mario Pulvirenti a Roma La Sapienza
by Faggionato, Alessandra 08 Mar '26

08 Mar '26

Buongiorno ricevo e con piacere inoltro Saluti Alessandra ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, We are pleased to announce the conference Kinetic Theory, Fluid Mechanics and Microscopic Systems: Mathematical Facets of the Physical World, to be held in Rome on June 3–5, 2026, at the Consiglio Nazionale delle Ricerche. The meeting is organized in honour of Mario Pulvirenti on the occasion of his 80th birthday and aims to bring together researchers working on the mathematical connections between microscopic and macroscopic scales, with a focus on interacting particle systems and kinetic and fluid equations. Speakers include: Giada Basile Alexander Bobylev Emanuele Caglioti José Antonio Carrillo Pierre Degond Laurent Desvillettes Emanuele Dolera Théophile Dolmaire Giovanni Gallavotti Lingbing He Mikaela Iacobelli Cyril Imbert Pierre-Louis Lions Tai-Ping Liu Rossana Marra Evelyne Miot Thierry Paul Benoît Perthame Laure Saint-Raymond Herbert Spohn Giuseppe Toscani Cédric Villani Tong Yang Registration is free but mandatory. Further information, including the full list of speakers and registration details, will soon be available at: https://sites.google.com/view/ktfm-mp80/home-page We look forward to welcoming you to Rome. With best regards, Organizing Committee: Dario Benedetto, Roberto Natalini, Alessia Nota, Gianluca Panati, Chiara Saffirio, Sergio Simonella Scientific Committee: Kazuo Aoki, Eric Carlen, Anna De Masi, Francesco Dell'Isola, Raffaele Esposito, François Golse, Pierangelo Marcati, Tommaso Ruggeri, Alessandro Teta, Bernt Wennberg -- ************************************************* 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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Post-doc in Analisi e Probabilità a Milano-Bicocca
by Francesco Caravenna 07 Mar '26

07 Mar '26

[English below] È stata bandita una posizione post-doc in Analisi e Probabilità presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (scadenza bando 25 marzo 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Nota importante sulla durata: a causa di un disguido amministrativo, nel testo del bando è indicata una durata di 12 mesi. Tuttavia, il rinnovo per un secondo anno è già formalmente previsto e interamente finanziato dal Dipartimento. La posizione è pertanto da considerarsi biennale. %%%%%%%%%%%%%% A post-doc position in Analysis and Probability is available at the Department of Mathematics and Applications of the University of Milano-Bicocca (application deadline: March 25, 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Important note on duration: due to an administrative oversight, the official call mentions a duration of 12 months. However, a renewal for a second year is already formally planned and fully funded by the Department. The position should therefore be considered as a two-year appointment. -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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CEF 2026 conference in Venice!
by Giulia IORI 06 Mar '26

06 Mar '26

Dear Colleagues, As you may already know, this year we organise the Computing in Economics and Finance conference in Venice, 29 June – 1 July 2026. Further information can be found on the conference website<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. Please consider attending the conference and present a paper! The submission deadline is March 9, 2026 (but we plan to extend it for one more week). Full papers are not required at the time of submission; however, preference may be given to submissions that include a full paper. Extended abstracts can be submitted online HERE<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. With best regards, Giulia [A logo on a black background Description automatically generated] Professor Giulia Iori Department of Economics Office C2.120 Universita’ Ca Foscari San Giobbe, Cannaregio 873, 30121 Venezia, Italy T: +3904212349231 E: giulia.iori(a)unive.it<mailto:giulia.iori@unive.it> https<https://orcid.org/0000-0001-9443-9353>://orcid.org/0000-0001-9443-9353<https://orcid.org/0000-0001-9443-9353>

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Fwd: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis
by Enea Bongiorno 06 Mar '26

06 Mar '26

Buongiorno, inoltro per vostra conoscenza. Cordiali saluti, Enea ---------- Forwarded message --------- From: Angelina ROCHE <fdaanda(a)services.cnrs.fr> Date: Tue, 3 Mar 2026 at 16:53 Subject: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis To: fdaanda(a)services.cnrs.fr <fdaanda(a)services.cnrs.fr> Dear all, Please find an announcement for a 2 years post-doctoral position in the ENSAI near Rennes. Best regards, Valentin & Angelina. — POSTDOCTORAL POSITION IN STATISTICS Mathematical Statistics & Functional Data Analysis CREST Ensai (France) Deadline: March 31, 2026 We are inviting applications for a postdoctoral position focusing on the mathematical aspects of modeling functional data, with particular emphasis on adaptive methods for estimation and inference. The successful candidate will join the ANR FUNStatMath project team at Ensai (Rennes, France). FUNStatMath is a collaborative research initiative in Functional Data Analysis (FDA), bringing together researchers in mathematical and applied statistics. This position does not involve any teaching duties. It is available from May 2026 onwards (with some flexibility regarding the starting date) for up to 24 months. Applications (including a CV, the contact details of two, a research statement, and a cover letter) should be sent by email to funmathstat(a)ensai.fr. Further details can be found here https://ensai.fr/wp-content/uploads/2026/02/postdoctoral_position_CREST-Ens… -- 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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Reminder [STAR Seminar] Wed March 4 - Emanuela Rosazza Gianin
by Leonardo Tarquini 03 Mar '26

03 Mar '26

Dear all, This is a gentle reminder for tomorrow's STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> Wednesday March 4th from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/63320233061>. The speaker is Emanuela Rosazza Gianin (University of Milano Bicocca) with the talk: Title: Measuring financial resilience using BSDEs Abstract: We propose the resilience rate as a measure of financial resilience that captures the rate at which a dynamic risk measure recovers, i.e., bounces back, after the risk-acceptance set is breached. We develop the associated stochastic calculus by establishing representation theorems of a suitable time-derivative of solutions to backward stochastic differential equations (BSDEs) evaluated at stopping times. These results reveal that our resilience rate can be represented as an expectation of the generator of a BSDE. We also introduce resilience-acceptance sets and study their properties in relation to both the resilience rate and the dynamic risk measure. The definition of the resilience rate is generalized from a Brownian filtration to the case of dynamic risk measures induced by BSDEs with jumps. We illustrate our results in several examples. Based on a joint work with Matteo Ferrari, Roger Laeven, and Marco Zullino. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Summer school on "Pattern Formation: Analysis and Numerics"
by Alessandro Alla 03 Mar '26

03 Mar '26

Dear Colleagues, We are pleased to announce the Summer School on "Pattern Formation: Analysis and Numerics". Topics will include e.g. biological modelling, analytical foundation and numerical methods for Reaction-Diffusion PDEs. The event is scheduled from September 14 to September 18, 2026 and will be hosted in Rome at the Department of Mathematics of Sapienza, University of Rome. For more information please visit the website https://sites.google.com/uniroma1.it/pattern-formation/home Note that the registration is open and free of charge BUT mandatory. The deadline to register is July 25, 2026. Financial support for PhD students and PostDocs will also be provided. Please click here <https://sites.google.com/uniroma1.it/pattern-formation/financial-support?au…> for more details. Alessandro Alla Giulio Galise Corrado Mascia Luca Rossi ———————————————————————————————- Alessandro Alla Associate Professor Sapienza Università di Roma Department of Mathematics Junior Research Fellow Scuola Superiore di Studi Avanzati Sapienza (SSAS) E-Mail: alessandro.alla(a)uniroma1.it www.alessandroalla.com -- *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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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri External Posta in arrivo
by Sonia Mazzucchi 02 Mar '26

02 Mar '26

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per oggi, *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: *Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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MOX Colloquia: Tilmann Gneiting - Giovedì 5 Marzo ore 14:00
by Laura Maria Sangalli 02 Mar '26

02 Mar '26

Cari Colleghi, vi segnalo il seguente seminario della serie dei MOX COLLOQUIA: 05.03.26 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano Speaker: Prof. Tilmann Gneiting, Karlsruhe Institute of Technology Titolo: Assessing Monotone Dependence - with Applications to Weather Prediction Abstract: The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under strictly increasing transformations of the margins, with the extant literature being splintered. Rank correlation coefficients, such as Spearman's rho and Kendall's tau, have been studied at great length in the statistical literature, mostly under the assumption that $X$ and $Y$ are continuous. In the case of a dichotomous outcome $Y$, receiver operating characteristic (ROC) analysis and the asymmetric area under the ROC curve (AUC) measure are used to assess monotone dependence of $Y$ on a predictor $X$. In this talk I demonstrate that the two thus far disconnected strands of literature can be unified and bridged, by developing common population level theory, common estimators, and common tests that apply to all types of linearly ordered outcomes. In a case study, we assess recent progress in artificial intelligence based weather prediction (AIWP) versus traditional numerical weather prediction (NWP). The talk is based on joint work with Eva-Maria Walz and Andreas Eberl. Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/UEGpAYwVEdDSxoqc3JkK57?0kaaw Per seguire il seminario in streaming, è necessario iscriversi (gratuitamente) sulla piattaforma Cassyni. Seguirà rinfresco presso il Dipartimento di Matematica. Cordiali saluti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Seminar by Prof. Frank den Hollander at IMT Lucca | March 4, 2026
by Anna Gallo 28 Feb '26

28 Feb '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Frank den Hollander* will visit IMT Lucca and give a seminar entitled *The Friendship Paradox for Social Networks* (see abstract below). The seminar will take place on: *March 4, 2026 – 3:00 PM* San Francesco Complex – Sagrestia IMT School for Advanced Studies Lucca Join online at: imt.lu/sagrestia . All the best, Anna ------------------------------ *Abstract: *Consider a group of individuals who form a social network. For each individual in the group compute its friendship-bias, i.e., the difference between the average number of friends of its friends and the number of its friends (all friendships are mutual), and average these numbers over all the individuals in the group. It turns out that the latter average is always non-negative, and is strictly positive as soon as not all individuals have exactly the same number of friends. This fact, which at first glance seems counterintuitive, goes under the name of friendship paradox. In this talk we model the social network as a graph and explain where the friendship paradox comes from. For sequences of random graphs that converge locally in an appropriate sense, we quantify the friendship paradox by identifying the limit of the empirical distribution of the friendship-biases of all the individuals. For two examples of random graphs, we work out the properties of this limit in detail. We further discuss variants of the model where we look at the number of friends at deeper levels and at quantities other than the number of friends. We close by offering an outlook on future challenges.

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Fwd: Assistant Professor in Mathematics (3 year position), University College Dublin
by Elia Bisi 27 Feb '26

27 Feb '26

Dear colleagues, I’m glad to circulate the announcement below. Best regards, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 27 Feb 2026 at 14:52 +0100 To: Neil O'Connell <Neil.oconnell(a)ucd.ie> Subject: Assistant Professor in Mathematics (3 year position), University College Dublin > Dear colleagues, > > The School of Mathematics and Statistics at University College Dublin is currently advertising a three-year Assistant Professor position in Mathematics, with closing date March 23. Preference will be given to applicants whose research is in the area of probability, although applicants from all areas of Mathematics are invited to apply. > > For more details, see > > https://www.jobs.ac.uk/job/DQQ295/lecturer-assistant-professor-in-mathemati… > > Please forward to anyone who you think might be interested. > > Best wishes, > Neil

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