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Fwd: First announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023
by Faggionato, Alessandra 25 Oct '22

25 Oct '22

Buongiorno, ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Date: lun 24 ott 2022 alle ore 23:38 Subject: First announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 To: Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros.To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message. ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Tenure track and Postdoctoral positions at the University of British Columbia
by Faggionato, Alessandra 25 Oct '22

25 Oct '22

Buongiorno ricevo e con piacere inoltro. Buona giornata Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Tue, 25 Oct 2022 at 04:50 Subject: Tenure track and Postdoctoral positions at the University of British Columbia To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions below to any candidates who may be interested. ==================================================================== **Tenure track in Mathematics of Machine Learning and Artificial Intelligence**: The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2023. Applicats should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. The position is art of a new interdisciplinary research cluster on AI Methods for Scientific Impact (AIM-SI), within UBC's Centre for AI Decision-making and Action (CAIDA). CAIDA consists of over 100 researchers whose research leverages AI. We are looking for someone who is ready to build research collaborations - informal and formal - with other researchers in AIMS-SI, CAIDA, across the mathematical sciences and the university as a whole. ==================================================================== **Postdoctoral fellowships**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2023. This are 3-year positions with a relatively low teaching load. Applicants should have obtained a recent (normally no earlier than 2020) Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. (Other groups often have postdoctoral positions as well - I do not speak for them.) ==================================================================== Review of applications for both positions will begin after November 15, 2022. Application is through mathjobs. The ads and full details may be seen at https://www.mathjobs.org/jobs/UBC We especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, from racial minorities, LGBTQ+, and indigineous individuals. Please let me know if a different email address should be used. Please contact any of us for additional information: omer ------------------------------------------- Gordon Slade <slade(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Omer Angel <angel(a)math.ubc.ca> Jonathan Hermon <jonathan.hermon(a)gmail.com> -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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UNIBO Statistics Seminars: Davide Ferrari, Free University of Bolzano/Bozen
by Simone Giannerini 24 Oct '22

24 Oct '22

We are glad to announce the following Statistics Seminar: Friday, October 28, 11.30 a.m. Davide Ferrari (Free University of Bozen-Bolzano) Fast Construction of Optimal Composite Likelihoods Abstract A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood construction is a crucial aspect influencing both computing and statistical properties of the resulting estimator, currently there does not seem to exist a universal rule to combine low-dimensional likelihood objects that is statistically justified and fast in execution. This paper develops a methodology to select and combine the most informative low-dimensional likelihoods from a large set of candidates while carrying out parameter estimation. The new procedure minimizes the distance between composite likelihood and full likelihood scores subject to a constraint representing the afforded computing cost. The selected composite likelihood is sparse in the sense that it contains a relatively small number of informative sub-likelihoods while the noisy terms are dropped. The resulting estimator is found to have asymptotic variance close to that of the minimum-variance estimator constructed using all the low-dimensional likelihoods. Preprint on Statistica Sinica https://www3.stat.sinica.edu.tw/ss_newpaper/SS-2021-0235_na.pdf Room 2, Piazza Scaravilli 2, Bologna Link for attending the event: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZjY4MjE4MDQtYmM3Mi00…> Contact person: Simone Giannerini _________________________________________________________________ PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A Theme issue ‘DNA as information<https://royalsocietypublishing.org/toc/rsta/374/2063>’ edited by Julyan H.E. Cartwright, Simone Giannerini and Diego L. González _________________________________________________________________ Simone Giannerini Dipartimento di Scienze Statistiche "Paolo Fortunati" Universita' di Bologna Via delle belle arti 41 - 40126 Bologna, ITALY Tel: +39 051 2098262 Fax: +39 051 232153 https://www.unibo.it/sitoweb/simone.giannerini/ ______________________________________________________ ________________________________

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LUISS Math Seminars: Peter Bank, Thu 27 October
by Sara 21 Oct '22

21 Oct '22

Dear all, I am pleased to announce the upcoming seminar by Peter Bank, TU Berlin: https://economiaefinanza.luiss.it/seminar/2022/09/23/what-if-we-knew-what-f… The seminar will take place in Room 106 at 12pm, at the address below. You can also attend the seminar online, at the link: *Room 106:* https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User:* w_guest(a)luiss.it *Password: *ilLGhdI522Q Very best, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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I: Statistique mathématique: Post-Doc à Orsay
by Rita Giuliano 20 Oct '22

20 Oct '22

Inoltro per eventuali interessati Rita Giuliano ________________________________ ________________________________ De: "Yohann" <yohann.de-castro(a)ec-lyon.fr> À: icj(a)math.univ-lyon1.fr Envoyé: Mercredi 19 Octobre 2022 10:37:28 Objet: [icj] Post-Doc à Orsay Bonjour, J’ai le plaisir de vous faire part d'une annonce de post-doc à Orsay en statistique mathématique. Cordialement Yohann De Castro _______________________________________________ ICJ mailing list ICJ(a)math.univ-lyon1.fr https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20221019085709100024…

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Seminar: Catherine Matias 26 October: “Properties of the stochastic approximation EM algorithm”
by Fulvia Pennoni 20 Oct '22

20 Oct '22

Dear all, We are glad to invite you to the *seminar* that will take place on the *26th of October, at 14.30*, in presence in Room *Aula Seminari DiSMeQ 4026, building U7* Civitas, 4th floor, *University of Milano-Bicocca*, Via Bicocca degli Arcimboldi 8, 20126 Milano. *Catherine Matias* <http://cmatias.perso.math.cnrs.fr/>from *Centre National de la Recherche Scientifique (CNRS), Sorbonne University, Paris* will present a seminar on “*Properties of the stochastic approximation EM algorithm with the mini-batch sampling*” (see abstract below). The seminar is also available online at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m414dda85e475f906edae49b2a8ee… <https://unimib.webex.com/unimib-it/j.php?MTID=m414dda85e475f906edae49b2a8ee…> Passcode: NmEQKpfG535 (66375734 from phones) You are invited to forward the event to your students, PhDs and colleagues who may be interested in the Seminar. Kind Regards, Fulvia Pennoni On behalf of the Department of Statistics and Quantitative Methods /--------------/ *Speaker*: Catherine Matias from Centre National de la Recherche Scientifique (CNRS), Sorbonne University, Paris *Title*: /Properties of the stochastic approximation EM algorithm with the mini-batch sampling/ *Abstract*: To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation–Maximization algorithm for general latent variable models is proposed. For exponential models the algo rithm is shown to be convergent under classical conditions as the number of iterations increases. Numerical experiments illustrate the performance of the mini-batch algorithm in various models. In particular, we highlight that mini-batch sampling results in an important speed-up of the convergence of the sequence of estimators generated by the algorithm. Moreover, insights on the effect of the mini-batch size on the limit distribution are presented. Finally, we illustrate how to use mini-batch sampling in practice to improve results when a constraint on the computing time is given. -- Fulvia Pennoni Ph.D. Dpt of Statistics and Quantitative Methods University of Milano-Bicocca

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Open call - Research Fellow at University of Oslo
by Giulia Di Nunno 20 Oct '22

20 Oct '22

Dear All, Let me bring to your attention the following position as Research Fellow (postdoc 18 months) at the Department of Mathematics, University of Oslo: https://www.jobbnorge.no/en/available-jobs/job/233446/research-fellow-at-th… Deadline for application: October 30, 2022 The Research fellow is expect to work within the scope of STORM - Stochastics for Time-Space Risk Models. In particular the research work will focus on the development of the theory and the application of models non-necessarily Markovian suitable for the modelling of market date and associated risks. More details are given in the call. Please feel free to distribute this ad further. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Seminar - Raffaele Argiento - 20 Oct, 2:30 pm - Florence
by Monia Lupparelli 19 Oct '22

19 Oct '22

Dear Colleagues, the Department of Statistics, Computer Science, Application of University of Florence is glad to invite you to the following seminar: Raffaele Argiento (Università degli Studi Bergamo) Thursday 20 October 2022, 2:30 pm Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti”, room 205 Viale Morgagni, 59, Firenze Hierarchical normalized finite point process: predictive structure and clustering Abstract Almost surely discrete random probability measures have received close attention in the Bayesian nonparametric community. They have been used to model populations of individuals or latent parameters (in the mixture model setting) composed of unfixed species with unknown proportions. In this framework, data are usually assumed to be exchangeable. However, the latter assumption is not appropriate when data are divided in multiple groups which may share the same species. If so, partially exchangeability accommodates the dependence across populations. Best regards, Monia Lupparelli ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751579

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Seminar: Erik Lindström 24 October: Feature Selection in Jump Models
by Fulvia Pennoni 19 Oct '22

19 Oct '22

Dear all, We are glad to invite you to the *seminar* that will take place on the *24th of October, at 14.30*, in presence in Room *Aula Seminari DiSMeQ 4026, building U7* Civitas, 4th floor, *University of Milano-Bicocca*, Via Bicocca degli Arcimboldi 8, 20126 Milano. *Erik Lindström <https://www.maths.lu.se/staff/erik-lindstroem/>*from *Lund University* will present a seminar on “*Feature Selection in Jump Models*” (see abstract below). The seminar is also available online at the following link: https://unimib.webex.com/unimib/j.php?MTID=m7d32c71febb43ee95aabde1ca5428861 You are invited to forward the event to your students, PhDs and colleagues who may be interested in the Seminar. Kind Regards, Fulvia Pennoni On behalf of the Department of Statistics and Quantitative Methods /--------------/ *Speaker*: Erik Lindström from Lund University *Title*: /Feature Selection in Jump Models/ *Abstract*: Hidden Markov models are a popular choice for inferring the hidden state of financial markets as the states often are interpreted as market regimes. This interpretation implicitly assumes that the underlying state sequence has a certain level of persistence. However, when a hidden Markov model is misspecified or misestimated, it often leads to unrealistically rapid switching dynamics. We propose a novel estimation approach based on clustering temporal features while penalizing jumps. The advantages of the proposed jump estimator include that it learns the hidden state sequence and model parameters simultaneously while providing control over the transition rate, it is less sensitive to initialization, it performs better when the number of states increases, and it is robust to misspecified conditional distributions. In addition, feature selection is necessary in high-dimensional settings where the number of features is large compared to the number of observations and the underlying states differ only with respect to a subset of the features. We develop and implement a coordinate descent algorithm that alternates between selecting the features and estimating the model parameters and state sequence, which scales to large data sets with large numbers of (noisy) features. We demonstrate the usefulness of the proposed framework by comparing it with a number of other methods on both simulated and real data in the form of financial returns, protein sequences, and text. The resulting sparse jump model outperforms all other methods considered and is remarkably robust to noise. -- Fulvia Pennoni Ph.D. Dpt of Statistics and Quantitative Methods University of Milano-Bicocca

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Mathematical Methods for Climate: Link to Minicourse by D. Faranda
by Francesco Grotto 18 Oct '22

18 Oct '22

Good afternoon, you can find below the link for the second part of the minicourse by D. Faranda; the lecture is slightly delayed due to technical issues. Best FG https://cnrs.zoom.us/j/92979982747?pwd=UVF1QkJqOXdjWVBrc2V6M2tMck54QT09

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Seminar by René Aid (Paris Dauphine) in Padova (hybrid mode)
by Giorgia Callegaro 18 Oct '22

18 Oct '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place on Friday 28th October, at 11.30, in hybrid mode at the Mathematics Department of the University of Padova. More details: * *Speaker*: *René A**ïd (Paris Dauphine)* * *Date and time*: 28th October 2022, 11.30 * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it at https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *A model of optimal incentives for renewable investments* * *Abstract*: We analyze the optimal regulatory incentives to foster the development of non-emissive electricity generation when the demand for power is served either by a monopoly or by two competing firms. The regulator wishes to encourage renewable investments to limit carbon emissions, while simultaneously reducing intermittency of the total energy production. We provide the expression of the optimal contract for each market structure. We show how the market structure affects the complexity of the optimal incentive mechanism. A joint work with Annika Kemper and Nizar Touzi. See you soon, thanks, 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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Seminar Marinucci @Bocconi - 21st Oct at 12:00
by Giacomo Zanella 18 Oct '22

18 Oct '22

We are glad to announce the following hybrid seminar: Thursday, 21st October 2022 12:00, Room AS01 + Zoom Bocconi University, Via Roentgen 1, floor -1 Speaker: Domenico Marinucci (Università di Roma Tor Vergata) Title: Asymptotics for Spherical Functional Autoregressions Abstract: In this talk, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and mean-square norm), then a quantitative central limit theorem (in Wasserstein distance), and finally a weak convergence result, under more restrictive regularity conditions. We shall also hint at possible extensions, in particular nonparametric testing for stationarity, isotropy and Gaussianity. Based on joint works with Alessia Caponera and Anna Vidotto. Zoom information: link: https://unibocconi-it.zoom.us/j/92683143026?pwd=Q3plSDVPRzAvcjhQUllBemNPVjV… Meeting ID: 926 8314 3026 Passcode: 123456 Best regards, Giacomo Zanella

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Mathematical Methods for Climate Science: Minicourse and Seminar by D. Faranda in Pisa
by Francesco Grotto 17 Oct '22

17 Oct '22

Dear colleagues, in the context of the project "Metodi matematici per la scienza del clima" at Dipartimento di Matematica in Pisa, D. Faranda (LSCE laboratory, Paris Saclay) will be giving: -a minicourse, "Understanding, researching and telling the story of climate extreme events" on 17-18th November at Dipartimento di Matematica, - a seminar, "Atmospheric circulation compounds anthropogenic warming and its impacts in Europe", on 19th November at Scuola Normale Superiore. All the information can be found at the following link: https://clima.dm.unipi.it/2022/10/12/minicourse-and-seminar-by-d-faranda-ls… Best Francesco Grotto

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Seminar in Statistics - MARIE KRATZ
by Pierpaolo De Blasi 14 Oct '22

14 Oct '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Ottobre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marie Kratz* (ESSEC Business School, CREAR risk research center) Title: *Pro-Cyclicality Beyond Business Cycles: The Case of Traditional Risk Measurements* Abstract: There is an accepted idea that risk measurements are pro-cyclical: in times of crisis, they overestimate the future risk, while they underestimate it in quiet times. We lay down a simple and efficient methodology to evaluate the amount of pro-cyclicality in the way financial institutions measure risk. To do so, we introduce a new indicator based on the Sample Quantile Process (a dynamic extension of Value-at-Risk), conditioned on realized volatility. Using this framework, we prove that pro-cyclicality is inherent in risk measure estimates based on historical data. We identify two main factors explaining this pro-cyclical behavior: the clustering and return-to-the-mean of volatility, as it could have been anticipated but not yet quantified, and, more surprisingly, the very way risk is measured, even in a world with constant volatility, though the empirical magnitude of the mean-reversion is greater than what would be observed in that special case. We develop CLTs and FCLT’s for functionals of quantile and dispersion estimators to support theoretically those empirical findings. This is a joint work with Dr. Marcel Bräutigam and Dr. Michel Dacorogna. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85751895656?pwd=dTBiQTAzd3BoODRoZmQzMlZWTDZIQT09> Meeting ID: 857 5189 5656 Passcode: 166674 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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Roxana Dumitrescu's talk, Milan 19/10/22
by Luciano Campi 14 Oct '22

14 Oct '22

Dear all I am happy to announce the following seminar by Roxana Dumitrescu (King’s College London), you’ll find details on date and venue below the abstract Title: Control and stopping mean-field games: the linear programming approach Abstract: In this talk, we present recent results on the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider mean-field game problems where the representative agent chooses both the optimal control and the optimal time to exit the game, where the instantaneous reward function and the coefficients of the state process may depend on the distribution of the other agents. Furthermore, we establish the equivalence between mean-field games equilibria obtained by the linear programming approach and the ones obtained via other approaches used in the previous literature. We then present a fictious play algorithm to approximate the mean-field game population dynamics in the context of the linear programming approach. Finally, we give an application of the theoretical and numerical contributions introduced in the first part of the talk to an entry-exit game in electricity markets. The talk is based on several works, joint with R. Aïd, G. Bouveret, M. Leutscher and P. Tankov. Date and time: 19 October 2022, 11am Venue: Sala di Rappresentanza, Departimento di Matematica, Università degli Studi di Milano, Via Saldini 50, 20133 Milano. You are all welcome to attend All the best Luciano -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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4 Post-Doc positions in Luxembourg
by Giovanni Peccati 14 Oct '22

14 Oct '22

Dear Colleagues, *four post-docs positions* in the domain of* Mathematical Statistics and related fields* are currently open at the *Department of Mathematics of Luxembourg University*. All details can be found here: https://tinyurl.com/LuxembourgStat With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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SAVE THE DATES: 11th General AMaMeF Conference & Summer School in Bielefeld
by Ferrari, Giorgio 14 Oct '22

14 Oct '22

Dear All, We are pleased to announce that the /11th General AMaMeF Conference/ will take place from *26th to 30th June 2023* in Bielefeld (Germany). Following the conference, a summer school on "Risk and Uncertainty in Economics, Insurance and Finance" will take place in the week of *July 3-7, 2023*. Save the dates! More information on these two events will follow shortly. We are looking forward to welcoming you to Bielefeld in the summer of 2023! Giorgio Ferrari and Frank Riedel

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Fwd: PhD position @ Tor Vergata
by Silvestri, Vittoria 13 Oct '22

13 Oct '22

Ricevo ed inoltro volentieri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Di Iura Andrea Giuseppe (GDS DS&G) <andreagiuseppe.diiura(a)enel.com> Date: mer 12 ott 2022 alle ore 17:05 Subject: PhD position @ Tor Vergata To: Silvestri(a)mat.uniroma1.it <Silvestri(a)mat.uniroma1.it> INTERNAL Dear all, There is a chance to reopen one Ph.D. position in Mathematics at Tor Vergata University in Rome, co-funded by Enel S.p.A. and the Italian Minister of Research. Information about the project is given at http://www.mat.uniroma2.it/dottorato/bando_22_23sept.php All deadlines are now closed. However, there is the possibility to reopen one position. Can you please forward the message to interested students in your universities? All potential candidates are invited to manifest their interest by writing me at andreagiuseppe.diiura(a)enel.com Thank you, Andrea Di Iura

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(PMS)^2 talk - De Vecchi - October 17 at 14.00
by Carlo Orrieri 13 Oct '22

13 Oct '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Francesco Carlo De Vecchi (Università di Pavia) Title: A differential characterization of exponential quantum field theory on the plane Abstract: Characterizing a probability measure through an integration by parts formula is a classical problem in stochastic analysis. It finds applications in (Euclidean) quantum field theory, being related to the solutions of the equations of motion for the correlation functions of the quantum field. We approach this problem in the particular case of quantum field theory with exponential interaction on $\mathbb{R}^2$, studying a Fokker-Planck-Kolmogorov equation associated to the stochastic quantization equation for such a model. We prove that, under some conditions on the support of the measure, the solution to this Fokker-Planck-Kolmogorov equation exists and is unique, providing a complete characterization of the exponential measure by an integration by parts formula. The talk is based on a joint work with Massimiliano Gubinelli and Mattia Turra. Date and time: Monday October 17, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/89875903841?pwd=NnJUclZidHl6RTg0a0ljcEVNVXp5UT09 <https://us02web.zoom.us/j/89875903841?pwd=NnJUclZidHl6RTg0a0ljcEVNVXp5UT09> ID riunione: 898 7590 3841 Passcode: 262094 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Tenure-track or tenured position in Non-clinical Biostatistics at UCLouvain (Belgium)
by Elisa Perrone 13 Oct '22

13 Oct '22

Dear Colleagues, I’m sending the job offer below on behalf of Johan Segers. Please forward it to any potential candidate. Best wishes, Elisa --------------------------------------------------- UCLouvain invites applications for a tenure-track or tenured full-time position in Non-clinical Biostatistics The successful candidate will teach mainly in the field of statistics, biostatistics, and data science. The successful candidate will develop his or her research activities in the field of non-clinical biostatistics and his or her expertise should therefore be complementary to that in clinical biostatistics and mathematical statistics currently present at the Institute of Statistics, Biostatistics and Actuarial Sciences. The successful candidate will have a particular interest in applications related to the life sciences and possibly industrial statistics. More information: https://jobs.uclouvain.be/PersonnelAcademique/job/An-academic-position-in-N… <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.uclo…> Starting date: September 1st, 2023. Application deadline: Monday November 14, 2022, at noon (UTC+1). --------------------------------------------------- --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Open call - Research Fellow at University of Oslo
by Giulia Di Nunno 12 Oct '22

12 Oct '22

Dear All, Let me bring to your attention the following position as Research Fellow (postdoc 18 months) at the Department of Mathematics, University of Oslo: https://www.jobbnorge.no/en/available-jobs/job/233446/research-fellow-at-th… Deadline for application: October 30, 2022 The Research fellow is expect to work within the scope of STORM - Stochastics for Time-Space Risk Models. In particular the research work will focus on the development of the theory and the application of models non-necessarily Markovian suitable for the modelling of market date and associated risks. More details are given in the call. Please feel free to distribute this ad further. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" su "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Oct '22

12 Oct '22

Cari Colleghi, scriviamo per informarvi riguardo la "Call for Papers" relativa alla Special Issue/"//Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" della rivista "Decisions in Economics and Finance" (DEAF) di cui siamo guest editors: https://www.springer.com/journal/10203/updates/23587054 Questo numero speciale di DEAF intende pubblicare lavori su tematiche di controllo ottimo (deterministico e stocastico) e giochi differenziali (ad N giocatori e di campo medio) e loro applicazioni economiche, finanziarie ed attuariali. I contributi potranno essere inviati nella finestra temporale *01.11.2022 -- 30.06.2023*. La prima fase di revisione sarà terminata entro il *30.10.2023* ed i lavori selezionati verrano pubblicati on-line sul sito della rivista entro *Febbraio 2024*. Potete trovare maggiori informazioni a riguardo nella sezione "Manuscript Submission" alla pagina https://www.springer.com/journal/10203/updates/23587054 Attendendo numerosi contributi, vi salutiamo cordialmente. Salvatore Federico, Giorgio Ferrari, Luca Regis

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One World ABC Seminar: Radu Craiu, October 20, 2.30pm
by Massimiliano Tamborrino 12 Oct '22

12 Oct '22

Dear all, our next One World ABC Seminar https://warwick.ac.uk/oneworldabc<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> is quickly approaching. Our next speaker is Radu Craiu <https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Futstat.to…> (University of Toronto), who will talk about "Bayesian Computation Strategies for Big Data and Intractable Models" on Thursday, October 20, 2.30pm Uk time (Zoom link and password are reported below) Abstract: Bayesian computation is in double jeopardy due to massive data volumes that make the usual MCMC samplers too computationally expensive and/or models with intractable likelihoods. Even under such adverse conditions, Bayesian data analysis can still be conducted using divide and conquer strategies and/or approximate methods such as Approximate Bayesian Computation (ABC) or Bayesian Synthetic Likelihood (BSL). We discuss some recent work that addresses these challenges, including perturbed MCMC samplers that are used within the ABC and BSL paradigms to significantly accelerate computation while maintaining control on computational efficiency. Zoom link to join: https://chalmers.zoom.us/j/69336662676<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fchalmers.…> Password: 776005 We are looking forward to seeing you next Thursday, best wishes, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>

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3 Lecturer positions in the fields of Mathematics, Statistics and Operations Research at Aalto University, Finland (closing 30.11.2022) (fwd)
by Tiziano Vargiolu 11 Oct '22

11 Oct '22

---------- Forwarded message ---------- Date: Tue, 11 Oct 2022 10:06:25 +0000 From: Tölle Jonas <jonas.tolle(a)aalto.fi> Subject: 3 Lecturer positions in the fields of Mathematics, Statistics and Operations Research at Aalto University, Finland (closing 30.11.2022) Dear Friends, I would like to let you know that we are looking for lecturers in the fields of Mathematics, Statistics and Operations Research here at Aalto University, Helsinki capital area, Finland. https://www.aalto.fi/en/open-positions/3-lecturer-positions-in-the-fields-o… Please feel free to forward this email to suitable candidates from your network! The application closes on 30.11.2022. Kind regards, Jonas -- Jonas Tölle University Lecturer Aalto University School of Science Department of Mathematics and Systems Analysis PO Box 11100 FI-00076 AALTO FINLAND Otakaari 1 (Room Y234) ESPOO FINLAND jonas.tolle(a)aalto.fi https://math.aalto.fi/en/ https://jonas-toelle.com

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LUISS math seminar - October 13, 2022 (& link)
by Sara 11 Oct '22

11 Oct '22

Dear all, I am pleased to announce the next seminar in our series. Speaker: Antoine Jacquier , Imperial College London Abstract: We introduce several algorithms from Quantum Computing technologies aimed at providing speedup compared to their classical counterparts. We shall highlight in particular how quantum entanglement provides potential expressive explanatory power for neural networks. Time permitting, we will showcase further applications to linear systems and PDEs and to optimisation problems. The seminar will be held on October 13 at 12 on campus, Room T03 - viale Romania 32, Roma. There is also a link for remote participants, *Link Aula T03: * https://luiss.webex.com/luiss-en/j.php?MTID=m6d5428b7dfa533b2f634971d60f58e… *User:* w_guest(a)luiss.it *Password:* iW4pw3TYs2Q Best regards, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Postdoctoral position in Torino
by Matteo Ruggiero 11 Oct '22

11 Oct '22

Con preghiera di diffusione a potenziali interessati. Grazie Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/> Postdoctoral position at the University of Torino Title: FAST INFERENTIAL STRATEGIES WITH COX-INGERSOLL-ROSS DRIVEN HIDDEN MARKOV MODELS AND THEIR EXTENSIONS Supervisor: Matteo Ruggiero (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <http://www.matteoruggiero.it/> Brief description: The project aims at improving current inferential techniques addressed to diffusions like Cox-Ingersoll-Ross processes or their extensions, e.g. Dawson-Watanabe processes, or transformations, e.g., Wright-Fisher and Fleming-Viot diffusions. We will tackle Bayesian inference on the trajectory of such diffusions or on the parameters that characterize drift and volatility, under the assumption of a hidden Markov model framework with noisy data collection. We will typically exploit duality properties, which allow to write the conditional distributions of the hidden signal given the data in simpler forms than those obtained through the transition density of the signal, especially when the latter is only available as a series expansion, together with simulation and approximation strategies, which aim at accelerating the inference by leveraging on the discrete nature of the dual process state space. Such approaches will be used to make direct inference on the process trajectory and to set up Markov chain Monte Carlo strategies that target the estimation of the process parameters. Duration: 12 months, renewable. Application deadline: h13 Oct 24, 2022 Starting date: Dec 1 or later, 2022 Further info: matteo.ruggiero(a)unito.it Applications through https://www.serviziweb.unito.it/albo_ateneo/ <https://www.serviziweb.unito.it/albo_ateneo/> Reference number for the call: 4382; code reference in the call: ESOMAS.2022.08/XXIV.

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Fwd: Bando Assegno di Ricerca
by Antonio DI CRESCENZO 11 Oct '22

11 Oct '22

---------- Forwarded message --------- Assegno di ricerca in area 13 presso il Campus di Rimini dell'Universita' di Bologna (Dipartimento di Scienze Statistiche) Il titolo e' “Possibilistic and probabilistic models for climate and energy risk: Applications to energy and insurance" Il bando si trova sul sito https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat> Assegni di ricerca <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat> property= bandi.unibo.it Per scaricare il bando occorre selezionare il Dipartimento di Scienze Statistiche nel menù a tendina. Occorre o il Dottorato o se non ancora conseguito essere stati ammessi all'Esame finale di Dottorato. La scadenza e' il giorno 24 ottobre 2022.

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PhD position at Milano Bicocca
by Francesca Greselin 10 Oct '22

10 Oct '22

Partially rectifying a previous message: Good morning, Hope my email finds you well. We are hiring a *PhD position in Statistics at the University of Milano-Bicocca from December 2022* (session III, published on October 3,2022, with *deadline for application on October 17 *at noon). More information about the content of the research can be found below, and at the link https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Best, Francesca Greselin <https://www.scopus.com/authid/detail.uri?authorId=25936155400> Department of Statistics and Quantitative Methods University of Milano-Bicocca *Title of the research* Statistical methodologies for the development of green and eco-sustainable cosmetic products from marine environmental DNA *Abstract * Sustainable Fashion, Luxury, and Design are currently key sectors of Milan's economy. There is an increasing interest in an ecological and digital transition within all economic sectors, and Milan Universities, together with many innovative firms, are heading such an effort, also in the cosmetics field. This research project aims to contribute to transforming the production and distribution processes within the area of cosmetics to reduce environmental impacts and foster the market transition. The research will have a first phase to perform market research on cosmetics and luxury, firstly on bibliographic sources, and successively integrating different sources of information obtained from public repositories and from specific analyses that can be conducted on web scraped data. The first part of the study aims to understand and assess customers' interest in green cosmetics for topical use and identify the specific features that could make a difference in market share. As a result, particular skills related to data collection through different sources, data cleaning, and data integration should be developed along with the research. It also involves the processing of a vast amount of data, therefore, a good familiarity with and/or predisposition to the use of big data is welcome and desirable. Research should be carried on to devise the key factors required by the market or beneficial to it, and to scrutinize appropriate models for economic forecasting. The second phase of the research will be carried out on experimental data originated by studying new products. Within a wise ecological transition, microplastics will be replaced with natural materials for cosmetic products. This transition will be performed in collaboration with the Bicocca Marhe center (located on Maldives island), where particular plant species are found, and great biodiversity is available for the purpose. The activities will be conducted under a surveillance protocol to monitor these marine species' conservation status and assess the impact of human activities, to protect important offshore marine sites. Experiments with new cosmetics will also originate from studies of the microbiota of the skin, and how it is altered and modified with newly developed products. New chemical formulas will be experimented to find alternatives to analog formulas used in valid but not green cosmetics, perfecting and optimizing existing molecules, and formulating them as better alternative products. Finally, the third part of the research will be devoted to providing indications for production and distribution processes that will agree with the project's overall purpose of sustainability. Possible research exchange visits are envisaged with other foreign universities currently involved in ongoing collaborations.

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SPASS seminar: Wolfgang König (WIAS and TU Berlin), 11 October, 11:30
by Gianmarco Bet 06 Oct '22

06 Oct '22

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: The free energy of (a box version of) the interacting Bose gas Prof. Wolfgang König, WIAS and TU Berlin (abstract below) The seminar will take place on 11 October at 11:30 in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini”, Firenze, and streamed online here <https://www.google.com/url?q=https://meet.google.com/gji-phwo-vbg&source=gm…>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Abstract: The interacting quantum Bose gas is a random ensemble of many Brownian bridges (cycles) of various lengths with interactions between any pair of legs of the cycles. It is one of the standard mathematical models in which a proof for the famous Bose–Einstein condensation phase transition is sought for. We introduce a simplified version of the model in $Z^d$ instead of $R^d$ and with an organisation of the particles in deterministic boxes in- stead of Brownian cycles as the marks of a reference Poisson point process. We derive an explicit and interpretable variational formula in the thermody- namic limit for the canonical ensemble for any value of the particle density. In this formula, each of the microscopic particles and the macroscopic part of the configuration are seen explicitly (if they exist); the latter receives the interpretation of the condensate. The methods comprises a two step large- deviation approach for marked Poisson point processes and an explicit dis- tinction into microscopic and macroscopic marks. We discuss the conden- sate phase transition in terms of existence of minimizer. (based on joint works with Adams/Collevecchio (2011) and Collin/Jahnel (preprint 2022).) ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ---------------------------------------------------------------------- ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Second PON Seminars Day in Bologna, October 21st 2022 9:30 - 12:15
by Giacomo Bormetti 06 Oct '22

06 Oct '22

Sorry for sending multiple messages. There was a typo in the affiliation of Prof. Tankov. Best, Giacomo Bormetti Friday October 21st 2022 9:30 – 12:15 Dipartimento di Matematica, Università di Bologna In presence at Aula GIS Geologia, via Zamboni 67 Second PON Seminars Day: * Rossella Agliardi Dipartimento di Matematica, UNIBO Green bonds * Peter Tankov ENSAE, Institute Polytechnique de Paris Corporate debt value under transition scenario uncertainty * Giulia Livieri Scuola Normale Superiore, Pisa Modeling an example of green transition More infor at: https://phd.unibo.it/matematica/en/pon All interested people are kindly invited to join us. Sincerely, Giacomo Bormetti <https://www.unibo.it/sitoweb/giacomo.bormetti>

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Postdoc position at Boston University
by Markus 06 Oct '22

06 Oct '22

Dear All: It is my pleasure to forward to you the following advertisement of a postdoc position at Boston University with Prof. Konstantinos Spiliopoulos: > I am writing to bring to your attention this postdoc opportunity at > Boston University in probability and stochastic processes > > https://www.mathjobs.org/jobs/list/20493 > > Please advertise it to your graduating students! Feel free to reach > out if there are any questions. The funding for the position is > currently for two years, but this is without obligation for teaching. > It may be extended to a third year with some teaching. > > Best regards, > > Kostas > > --- > Konstantinos Spiliopoulos > Associate Professor > Boston University > Department of Mathematics & Statistics > http://math.bu.edu/people/kspiliop/ > Tel:617-353-5209 > Best regards, Markus Fischer ----- Markus Fischer Department of Mathematics "Tullio Levi-Civita" University of Padua via Trieste, 63 35121 Padova tel. +39.049.827.1472

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Second PON Seminars Day in Bologna, October 21st 2022 9:30 - 12:15
by Giacomo Bormetti 06 Oct '22

06 Oct '22

Friday October 21st 2022 9:30 – 12:15 Dipartimento di Matematica, Università di Bologna In presence at Aula GIS Geologia, via Zamboni 67 Second PON Seminars Day: * Rossella Agliardi Dipartimento di Matematica, UNIBO Green bonds * Peter Tankov ENSEA, Institute Polytechnique de Paris Corporate debt value under transition scenario uncertainty * Giulia Livieri Scuola Normale Superiore, Pisa Modeling an example of green transition More infor at: https://phd.unibo.it/matematica/en/pon Organization by: Giacomo Bormetti All interested people are kindly invited to join us. Sincerely, Giacomo Bormetti Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

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Postdoc in Statistics at the University of Milano-Bicocca
by Francesca Greselin 05 Oct '22

05 Oct '22

Good morning, Hope my email finds you well. We are hiring a *Postdoc in Statistics at the University of Milano-Bicocca from December 2022* (session III, published on October 3,2022, with *deadline for application on October 17 *at noon). More information about the content of the research can be found below, and at the link https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Best, Francesca Greselin <https://www.scopus.com/authid/detail.uri?authorId=25936155400> Department of Statistics and Quantitative Methods University of Milano-Bicocca *Title of the research* Statistical methodologies for the development of green and eco-sustainable cosmetic products from marine environmental DNA *Abstract * Sustainable Fashion, Luxury, and Design are currently key sectors of Milan's economy. There is an increasing interest in an ecological and digital transition within all economic sectors, and Milan Universities, together with many innovative firms, are heading such an effort, also in the cosmetics field. This research project aims to contribute to transforming the production and distribution processes within the area of cosmetics to reduce environmental impacts and foster the market transition. The research will have a first phase to perform market research on cosmetics and luxury, firstly on bibliographic sources, and successively integrating different sources of information obtained from public repositories and from specific analyses that can be conducted on web scraped data. The first part of the study aims to understand and assess customers' interest in green cosmetics for topical use and identify the specific features that could make a difference in market share. As a result, particular skills related to data collection through different sources, data cleaning, and data integration should be developed along with the research. It also involves the processing of a vast amount of data, therefore, a good familiarity with and/or predisposition to the use of big data is welcome and desirable. Research should be carried on to devise the key factors required by the market or beneficial to it, and to scrutinize appropriate models for economic forecasting. The second phase of the research will be carried out on experimental data originated by studying new products. Within a wise ecological transition, microplastics will be replaced with natural materials for cosmetic products. This transition will be performed in collaboration with the Bicocca Marhe center (located on Maldives island), where particular plant species are found, and great biodiversity is available for the purpose. The activities will be conducted under a surveillance protocol to monitor these marine species' conservation status and assess the impact of human activities, to protect important offshore marine sites. Experiments with new cosmetics will also originate from studies of the microbiota of the skin, and how it is altered and modified with newly developed products. New chemical formulas will be experimented to find alternatives to analog formulas used in valid but not green cosmetics, perfecting and optimizing existing molecules, and formulating them as better alternative products. Finally, the third part of the research will be devoted to providing indications for production and distribution processes that will agree with the project's overall purpose of sustainability. Possible research exchange visits are envisaged with other foreign universities currently involved in ongoing collaborations. https://unimib.webex.com/meet/francesca.greselin Please, take a look at my recent research:Cappozzo, A., Duponchel, L., Greselin, F., Murphy, T.B., 2021, Robust variable selection in the framework of classification with label noise and outliers: applications to spectroscopic data in agri-food <https://www.sciencedirect.com/science/article/pii/S0003267021000714>,* Analytica Chimica Acta,* https://doi.org/10. 1016/j.aca.2021.338245 <https://doi.org/10.1016/j.aca.2021.338245> Cappozzo, A., Greselin, F., Murphy, T.B., 2021, Robust variable selection for model-based learning in presence of adulteration <https://www.sciencedirect.com/science/article/pii/S0167947321000207>, *Computational Statistics and Data Analysis*, 158, 107186. Cappozzo A., Greselin F., Murphy B., 2020, Anomaly and Novelty detection for robust semi-supervised learning <https://link.springer.com/article/10.1007/s11222-020-09959-1>, *Statistics and Computing*, 30, 1545-1571. Davydov Y., Greselin F., 2020, Inferential results for a new inequality curve <https://arxiv.org/abs/1706.05576>,* Mathematical Methods of Statistics*, 29, 1 (forthcoming). Greselin F., Jedrzejczak A., 2020, Analyzing the Gender Gap in Poland and Italy, and by Regions, <https://rdcu.be/ccJym> *International Advances in Economic Research*, 26, 433--447. Greselin F., Pellegrino S., Vernizzi A., 2020, The Zenga Equality curve: a new approach to measuring tax redistribution and progressivity <https://onlinelibrary.wiley.com/doi/10.1111/roiw.12493>, *The Review of Income and Wealth*, Early View. Cappozzo, A., Greselin, F., Murphy, T.B., 2019. A robust approach to model-based classification based <https://rdcu.be/bOTIT>on trimming and constraints <https://rdcu.be/bOTIT>. *Adv Data Anal Classif,* * 14, 327--354.**Statistical Learning of Complex Data <https://link.springer.com/book/10.1007/978-3-030-21140-0>*, Greselin F., Deldossi L., Bagnato L., and Vichi M. Ed., *Springer book <https://link.springer.com/bookseries/1564>* of selected papers ClaDAG 2017.

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Research chairs, postdoctoral positions and master scholarships - Paris
by Cristina TONINELLI 05 Oct '22

05 Oct '22

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One - day conference on December 02 2022: Guerra80
by Adriano Barra 04 Oct '22

04 Oct '22

Dear friends and colleagues, It is with great pleasure that we inform you that, on December 02 2022, there will be a one-day conference in Sapienza Università di Roma to celebrate the work and contributions of Francesco Guerra on the occasion of his eightieth birthday. More details can be found at this link <https://www.adrianobarra.com/guerra80.html>. With our best regards, the Organizing Committee Elena Agliari Adriano Barra Enzo Marinari Giorgio Parisi Federico Ricci-Tersenghi

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Fwd: January 24-25 IRS 2023 Conference Announcement
by Faggionato, Alessandra 03 Oct '22

03 Oct '22

Buongiorno ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Sat, 1 Oct 2022 at 22:44 Subject: January 24-25 IRS 2023 Conference Announcement To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, This is the first announcement for the two-day conference on: INHOMOGENEOUS RANDOM SYSTEMS which will be held on Tuesday 24 and Wednesday 25 January 2023 at Institut Curie and Institut Henri Poincaré, Paris, and also on-line. You will find in attachment a PDF file of the announcement with the same informations as below which you may print and post up. Looking forward to meeting you in Paris, Giambattista Giacomin, Christian Maes, Ellen Saada. --------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 24-25, 2023 Institut Curie & IHP (also online) 11-13, rue Pierre et Marie Curie, Paris The aim of this annual workshop is to bring together mathematicians and physicists working on disordered or random systems, and to discuss recent developments on themes of common interest. Each of the two days is devoted to a specific topic; the 2021 session is planned as follows. Tuesday 24 January: POINT PROCESSES AND STATISTICAL MECHANICS. Moderator: Alessandra Faggionato (Roma). Nontrivial geometrical patterns emerge in many areas of science and technology and a fundamental tool for their modeling is provided by point processes. Their zoology is very rich and a central role is played by the Poisson point process. The workshop aims at presenting recent results on point processes both of theoretical nature (analysis, geometry and probability) and more applied ones, notably in the direction of statistical mechanics and material science. There will also be a moment in memory of our friend and colleague Francis Comets. Speakers: Alessandra Faggionato (Roma), Antoine Gloria (Paris & Bruxelles), Frank den Hollander (Leiden), Martin Huesmann (Muenster), Sabine Jansen (Muenchen), Raphael Lachieze-Rey (Paris), Giovanni Peccati (Luxembourg). Wednesday 25 January: FREE PROBABILITY, BETWEEN MATHS AND PHYSICS. Moderator: Jorge Kurchan (Paris) Free probability is a flourishing field in probability theory. It deals with non-commutative random variables where one introduces the concept of "freeness" in analogy to "independence" of commuting random variables. On the mathematical side, it has given new tools and a deeper insight into, amongst others, the field of random matrices. On the physics side, it has recently appeared naturally in the context of quantum chaos, where all its implications have not yet been fully worked out. Speakers: Denis Bernard (Paris), Jean-Philippe Bouchaud (Paris), Laura Foini (Saclay), Alice Guionnet (Lyon), Frederic Patras (Nice), Marc Potters (Paris), Roland Speicher (Saarbrucken). --------------------- The conference and online participation are free and open to all. To facilitate local organization, please register in advance by sending an e-mail to: inter(a)math.cnrs.fr with subject: IRS 2023 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ online or on site?: _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: http://irs.math.cnrs.fr Giambattista Giacomin Christian Maes Mathematiques, LPSM Theoretische Fysica Universite de Paris KU Leuven, Belgium Ellen Saada Mathematiques, MAP5 Universite de Paris Partially supported by CNRS, UNiversite Paris Cite and KU Leuven. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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LTI@UniTO Seminar F. De Jong (Tilburg University): October 3, 12.00
by Luca Regis 29 Sep '22

29 Sep '22

Dear colleagues, I am happy to forward you the information regarding the following seminar organized by LTI@UniTO. The seminar can also be attended via zoom at the following link: https://us02web.zoom.us/j/86733344211?pwd=UGNoUi9CNFM5bE5SNmNaeFR6bTJsQT09 Best regards, Luca Regis LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: October 3, 2022 | 12:00-13:00 “How do Funds Deviate from Benchmarks? Evidence from MSCI’s Inclusion of Chinese A-shares” (joint with Lennart Dekker and Jasmin Gider) Frank de Jong (Tilburg University) Abstract. An increasing amount of assets is managed by benchmark-tracking investment funds. This study investigates how benchmarking changes affect portfolio compositions in the cross-section of different investor types and stock characteristics. To that end, we exploit the phased introduction of Chinese A-shares to the MSCI Emerging Markets index, which was announced in June 2017 and implemented over the period from May 2018 to November 2019. This change presents a rare opportunity to estimate the impact of index changes and to shed light on cross-sectional implications. We document that particularly passive funds systematically deviate from the benchmark. Market capitalization, stock liquidity and stock volatility affect how benchmark changes translate to portfolio adjustments of mutual funds and ETFs. We then study how the changes in benchmark weights affect financial market outcomes, more specifically the comovement of returns. We find that these characteristics moderate the impact of benchmarking changes on financial market outcomes, suggesting that deviations from benchmarks matter. FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org © 2021 Fondazione Collegio Carlo Alberto ------------ Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti Inviato da Posta per Windows 10

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Winter School in Trento (Italy) 12 - 16 December 2022
by Luigi Amedeo Bianchi 29 Sep '22

29 Sep '22

The second edition of the Stochastic Processes, Analysis and Semigroups School will take place December 12 - 16, 2022 at the University of Trento (Italy). It is a one-week winter school for Master and PhD students and is co-organized by the Universities of Trento and Wuppertal. It will consist of four minicourses: Introduction to Malliavin Calculus (Margherita Zanella, Politecnico di Milano) Ergodic measures and Wasserstein distance (Peter Kuchling, Bergische Universität Wuppertal) Filtering theory (B.P.W. Fernando, University of Sri Jayewardenepura) Regularisation by noise (Michele Coghi, Università di Trento). Talks by some participants and a poster session are also planned. The school is made possible by funding of the University of Trento, within the Department of Excellence project. There are limited resources available to provide accommodation to some of the participating students. Registration is free but compulsory, through a form available on the school's webpage. The deadline for registration is November 6, 2022. For more information, visit the webpage https://sites.google.com/unitn.it/sstw/ or write an email to primer(dot)maths(at)unitn(dot)it Best regards, the organisers: Luigi Amedeo Bianchi (Università di Trento) Stefano Bonaccorsi (Università di Trento) Martin Friesen (Dublin City University) Barbara Rüdiger (Bergische Universität Wuppertal)

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Procedura selettiva 2022RUB05 - RTDb 13D1
by Alessandra Fabbri Colabich 29 Sep '22

29 Sep '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2022RUB05 La *scadenza* per la presentazione delle domande è il *27 ottobre 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Fwd: NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023.
by Silvestri, Vittoria 28 Sep '22

28 Sep '22

Ricevo e inoltro volentieri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Pablo Groisman <pgroisma(a)dm.uba.ar> Date: lun 26 set 2022 alle ore 14:56 Subject: NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023. To: Dear colleagues, We kindly ask for your help to spread the word in your institute/university about the call for contributions to NetSci-X 2023 to be held in Buenos Aires (see below). Many thanks in advance, Pablo Groisman. *NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023* - https://cnet.fi.uba.ar/netscix23/ [image: Ciudad de Buenos Aires] We kindly invite you to submit your contribution to the International School and Conference on Network Science *NetSci-X 2023*, which will be held onsite at *School of Engineering* of *Universidad de Buenos Aires* (UBA), Argentina on February 7-10, 2023. *The abstract submission deadline is October 28, 2022*. The annual NetSci-X conference is organized by the Network Science Society ( https://netscisociety.net/) to promote research on Network Science, both regarding the fundamentals as its applications in epidemiology, social networks, economy, ecology and finance, among others. The conference will also be an opportunity for exchange between researchers in South America and the rest of the world, hosting distinguished speakers working in different areas of Network Science, and fostering local and international collaboration. More info at: https://cnet.fi.uba.ar/netscix23/ (CfP; abstract format; organizers; invited speakers; registration; venue). We hope to see you in Buenos Aires!

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One World ABC - Till Hoffmann - September 29, 1.30pm UK time
by Massimiliano Tamborrino 26 Sep '22

26 Sep '22

Dear all, Season 4 of the One Word ABC Seminar https://warwick.ac.uk/oneworldabc is starting this week on Thursday the 29th September, 1.30pm UK time. The first speaker of the season will be Till Hoffman, who will talk about "Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics", with an abstract reported below. The link to join the talk is https://bristol-ac-uk.zoom.us/j/93353511660?pwd=MmFTNUR5QkFBeStlenNVemtZbzJ… Meeting ID: 933 5351 1660 Passcode: 406075 We are looking forward to seeing you there, Best regards, Massimiliano on the behalf of the One World ABC Organisers When: 29th September, 1.30pm UK time Speaker: Till Hoffmann <https://tillahoffmann.github.io/> (Harward T.H. Chan School of Publich Health) Title: Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics Abstract: Extracting low-dimensional summary statistics from large datasets is essential for efficient (likelihood-free) inference. We propose obtaining summary statistics by minimizing the expected posterior entropy (EPE) under the prior predictive distribution of the model. We show that minimizing the EPE is equivalent to learning a conditional density estimator for the posterior as well as other information-theoretic approaches. Further summary extraction methods (including minimizing the L² Bayes risk, maximizing the Fisher information, and model selection approaches) are special or limiting cases of EPE minimization. We demonstrate that the approach yields high fidelity summary statistics by applying it to both a synthetic benchmark as well as a population genetics problem. We not only offer concrete recommendations for practitioners but also provide a unifying perspective for obtaining informative summary statistics. Reference: T. Hoffmann and J.P. Onnela. Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics. Preprint at ArXiv:2206.02340, 2022 ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Ohio State University - Four Tenure Track Positions in Statistics
by peruggia＠stat.osu.edu 24 Sep '22

24 Sep '22

The Department of Statistics at The Ohio State University seeks to hire four tenure-track Assistant Professors. The detailed description of the positions is provided in the advertisement on our webpage: https://stat.osu.edu/about/open-positions. Applications are currently being accepted via Academic Jobs Online at https://academicjobsonline.org/ajo/jobs/22342. We will begin reviewing applications on October 1 and will continue accepting new applications until the positions are filled. We anticipate interviewing some candidates during Fall semester and others during the early part of Spring semester. Please feel free to reach out to Sebastian Kurtek at kurtek.1(a)osu.edu with any questions you might have. ----------------------------------- Mario Peruggia Professor of Statistics The Ohio State University -----------------------------------

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LUISS Seminar September 29 -- prof Cristensen, link
by Sara 22 Sep '22

22 Sep '22

Dear all, this is a gentle memo of the seminar by Soren Christensen, Uni-Kiel, September 29 at 12:30 e verterà su: *Nonparametric approaches to data-driven stochastic control* Abstract: One of the fundamental assumptions in stochastic control of continuous-time processes is that the dynamics of the underlying process are known. This is, however, usually obviously not fulfilled in practice. On the other hand, a rich theory for nonparametric estimation of the characteristics of continuous-time processes has been developed over the last decades. In this talk, we discuss how to bring together these two areas for developing purely data-driven strategies for stochastic control, which we explore for ergodic impulse and singular control problems. We compare the results with those of deep-Q learning algorithms. Room: 406 a, campus viale Romania, Roma LINK https://luiss.webex.com/luiss-en/j.php?MTID=m3aff761032d19c28c3c1bd004b35f6… *Credentials* *User:* w_guest(a)luiss.it *Password:* iz2BuAvnf5Q Please find a Webex user guide in attachment. -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Seminar of Dimitris Fouskakis @ UNIMIB
by Federico Camerlenghi 21 Sep '22

21 Sep '22

Dear all, we are glad to announce the next DEMS seminar: Monday the 3rd of October at 10:30 am The seminar will be held in room 4026 (building U7 Civitas, 4th floor, University of Milano Bicocca). The speaker is Dimitris Fouskakis <http://www.math.ntua.gr/~fouskakis/en_index.html> (National Technical University of Athens). The seminar title is "Handling Sparsity using Random Imaginary Data", an abstract is attached. You are all very welcome! Best regards, Federico Camerlenghi -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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EFI8 - Save the date - Call for papers (fwd)
by Tiziano Vargiolu 20 Sep '22

20 Sep '22

---------- Forwarded message ---------- Date: Thu, 15 Sep 2022 13:58:12 +0000 From: Roberto Baviera <roberto.baviera(a)polimi.it> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear Colleagues, we invite you to submit contributions to the 8th edition of the Energy Finance Italia conference (EFI8) that will be held on 8-10 February 2023 at Politecnico di Milano. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome: the conference best paper will be awarded. Keynote speakers: - Clémence Alasseur (EDF, Paris), - Fred Espen Benth (University of Oslo) - Florian Ziel (University of Duisburg-Essen) IMPORTANT DATES: Paper/abstract submission: November 25, 2022 Notification of acceptance: December 9, 2022 Early registration: December 16, 2022 Please refer to the attached call-for-papers conference leaflet for further details. VENUE: Department of Mathematics, Politecnico di Milano Via Edoardo Bonardi, 9, 20133 Milano, Italy Submission & Conference Secretariat: efi8-dmat(a)polimi.it Looking forward to meet you in Milan, Best Regards Roberto Baviera and Carlo Sgarra Organizing committee chairs __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera __________________________________

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Seminar of Prof. Eckhard Platen, on Friday 23 september, at 3pm (fwd)
by Tiziano Vargiolu 20 Sep '22

20 Sep '22

Dear all, on Friday 23 september, at 3pm , we will have the pleasure to host the seminar of Prof. Eckhard Platen from University of Sydney, who is visiting our math department during this week. The seminar will be in presence at the Department of Mathematics, University of Padova, room 702 (stair B, 7th floor at via Trieste 63, Padova) and available on Zoom at the following address: https://unipd.zoom.us/j/86350461357 Title and abstract of the presentation are here below. Modeling Long-Term Stock Market Dynamics via Entropy Maximization Eckhard Platen University of Technology Sydney Abstract: By assuming the existence of the growth optimal portfolio (GP) and maximizing the entropy for a hierarchically structured stock market, the paper derives the GP dynamics as those of time-transformed squared Bessel processes of dimension four. The average of each of their squared volatility components is shown to converge toward a common level. The initial values of basis security accounts turn out to be gamma-distributed. The risk-adjusted return of the GP is not depending on a savings account and can be significantly higher than classical assumptions allow to explain. Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Fwd: Postdoc positions available at Bath
by Elisabetta Candellero 20 Sep '22

20 Sep '22

Ricevo ed inoltro. Elisabetta ---------- Forwarded message --------- From: Alex Cox <00004bb135c53845-dmarc-request(a)jiscmail.ac.uk> Date: Tue, Sep 20, 2022 at 2:51 PM Subject: Postdoc positions available at Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> We are looking to recruit up to 5 adventurous and talented researchers to fill postdoctoral positions as part of the recently awarded EPSRC programme grant, MaThRad (Mathematical Theory of Radiation Transport). This five-year interdisciplinary programme of research will use modern mathematical methods from probability theory, advanced Monte Carlo methods and inverse problems to develop novel approaches to the theory and application of radiation transport. We are particularly keen to recruit researchers with experience in any of: - Interacting particle systems for Monte Carlo methods and rare event simulation - Statistical physics for transport modelling - Branching structures and/or stochastic modelling - Mathematical applications to medical physics - Applied numerical analysis and inverse problems Please visit the link below for more details: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9825 Feel free to contact me if you have any questions about the roles. Alex Cox *I work flexible hours and may contact you outside of a standard working day. Please be assured I do not expect a reply outside of your normal working hours.* __________________________________________________________________________ Dr Alexander Cox tel: 01225 386187 Dept of Mathematical Sciences email: a.m.g.cox(a)bath.ac.uk University of Bath, UK web: http://www.maths.bath.ac.uk/~mapamgc/ __________________________________________________________________________ ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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Seminar Toulis @Bocconi - 22nd Sept at 12:00
by Giacomo Zanella 19 Sep '22

19 Sep '22

We are glad to announce the following hybrid seminar (more details at link <https://bidsa.unibocconi.eu/bidsa-hybrid-seminar-randomization-inference-tr…> ): Thursday, 22nd September 2022 12:00, Room AS01 + Zoom Bocconi University, Via Roentgen 1, floor -1 *Speaker**: Panos Toulis (University of Chicago, Booth School of Business, * https://www.ptoulis.com/) *Title:* Randomization Inference of Treatment Spillover Effects *Abstract:*In causal inference, interference exists when a unit’s outcome depends on the treatment assignments of other units. For example, intensive policing on one street could have a spillover effect on neighboring streets. Analyzing such effects with a model-based approach (e.g., regression) can be misleading because it requires strong, untestable assumptions on how spillovers behave asymptotically. A more robust approach is to use the randomization method, which resamples the treatment according to the experiment design in order to accurately quantify uncertainty. However, the classical method breaks down under spillovers because many null hypotheses of interest are not "sharp", i.e., they offer no information for some units in the sample. In this talk, I will propose valid, powerful, and easy-to-implement randomization tests for a general class of non-sharp null hypotheses that allow for arbitrary spillovers between units. The key idea is to represent the hypothesis of interest as a bipartite graph between units and assignments, and to find a clique of this graph. Importantly, the null hypothesis is sharp in this clique, enabling randomization-based inference conditional on the clique. I will illustrate this approach in three applications: (i) settings with clustered interference, (ii) a large-scale policing experiment in Medellín (Colombia), and (iii) an experiment designed to increase business firm performance by cultivating interfirm relationships. *Zoom information:*Join Zoom Meeting: https://unibocconi-it.zoom.us/j/93778273056 Meeting ID: 937 7827 3056 Best regards, Giacomo Zanella

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de Finetti Risk Seminar - settembre 2022
by Emanuela Rosazza Gianin 16 Sep '22

16 Sep '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Felix Liebrich Hannover University, Germany Title: A tale of one (or many) probabilities. Abstract: A crucial condition that allows to establish that two probability charges lambda-system agree is Marinacci’s Uniqueness Theorem (MUT). A countably additive probability charge Q and a convex-ranged probability charge P agree if there is a nontrivial event such that Q is constant on the generated P-equilikelihood class. Special cases of the MUT can be derived from Lyapunov’s Convexity Theorem and the sharp version of the Fréchet-Hoeffding bounds. A further alternative formulation of the assumption of the MUT is that the Q-expectation functional on simple random variables is locally P-invariant. It is this overlap between invariance and uniqueness that is the focus of the talk. We look at functionals defined on random variables that are globally invariant with respect to a reference probability P. Fixing a functional we ask the uniqueness question: Can there be more than one such such reference probability? For wide classes of functionals, we see that this is not the case unless they are (i) constant, or (ii) more generally depend only on the essential supremum and essential infimum of the argument. In the second part of the talk we return to the MUT and the recent, but significant extension provided by Svistula that dispenses with the countable additivity of Q. We expand and clarify the nature of the Svistula-MUT and uncover several equivalent conditions that enhance the applicability of said result. As a consequence, we present several applications. LOCATION: The seminar will be held on *September 28, *2022 at *18.00,* Conference hall 3-E4-SR03, Dept. of Decision Sciences, Bocconi University, Via G. Roentgen 1, Milan. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Summer school in Leipzig, May 2023
by Francesco Mattesini 16 Sep '22

16 Sep '22

Dear all, Rishabh Gvalani, Felix Otto, Markus Tempelmayr, and I are organising a two week-long summer school at the Max Planck Institute for Mathematics in the Sciences in Leipzig from the 10th to the 24th of May, 2023 on the general theme of "PDEs and randomness". The confirmed invited speakers include Roland Bauerschmidt (Cambridge), Bjoern Bringmann (IAS), Mitia Duerinkcx (FNRS/CNRS), Eva Kopfer (Bonn), and Nicolas Perkowski (FU Berlin). The talks will span a wide range of topics including, but not necessarily limited to, statistical mechanics, optimal transport, singular SPDEs, dispersive equations, and stochastic homogenisation. Each of the speakers will give 4 lectures of about 90 minutes each, spread out over 4 days. Additionally, we are planning on having reading groups/tutorial sessions in the afternoon, (self-)organized by the junior participants with support from the locals/organisers. We would be very grateful if you could keep this summer school in mind and also advertise it to the junior members of your respective research groups. You can find more information and the registration form on the website: https://www.mis.mpg.de/calendar/conferences/2023/randompde.html <https://www.mis.mpg.de/calendar/conferences/2023/randompde.html> Travel and accommodation support is available for junior participants. The deadline for funding applications is January 31, 2023. Best wishes, Rishabh Gvalani, Francesco Mattesini, Felix Otto, and Markus Tempelmayr

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