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Seminar in Pisa: Giulia Carigi
by Francesco Grotto 29 Mar '22

29 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Giulia Carigi (University of Reading) to be held next Wednesday (March 30th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 30, 2022, 14:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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Fwd: [PRISMA] seminari di Enrico Scalas e Giacomo Ascione
by Domenico Marinucci 28 Mar '22

28 Mar '22

Cari colleghi scusandomi per eventuali messaggi multipli, vi mando le informazioni sui prossimi seminari online del Gruppo UMI Prisma (lunedì 4 aprile), con i contributi di Enrico Scalas e Giacomo Ascione: * April 4, 2022, 16:00-17:00 (CET): Enrico Scalas TITLE: Point processes and time change: A fractional non-homogeneous Poisson process and its functional limits ABSTRACT: A fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. A similar definition is proposed for the (nonhomogeneous) fractional compound Poisson process. Both finite-dimensional and functional limit theorems are presented for the fractional nonhomogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Some of the limiting results are verified in a Monte Carlo simulation. Papers: [1] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120, 2017, pp. 147-156. DOI: http://dx.doi.org/10.1016/j.spl.2016.09.024 https://arxiv.org/abs/1601.03965 [2] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, Limit theorems for the fractional nonhomogeneous Poisson process, Journal of Applied Probability , 56:1, 2019 , pp. 246 - 264. DOI: https://doi.org/10.1017/jpr.2019.16 https://arxiv.org/abs/1711.08768 This is joint work with Nikolai Leonenko and Mailan Trinh. * April 4, 2022, 17:00-18:00 (CET): Giacomo Ascione TITLE: Spectral methods for time-changed birth-death processes ABSTRACT: In this talk we focus on a class of semi-Markov birth-death processes obtained by means of a time-change of some standard birth-death process. Precisely, we consider as parent processes the immigration-death process and the Meixner process, whose stationary distributions are respectively the Poisson and the Pascal distributions. Exploiting, on one hand, the properties of the Charlier and Meixner polynomials (in particular, the self-duality property), while, on the other, characterizing the eigenfunctions of some non-local operators by means of the Laplace transform of an inverse subordinator, we are able to explicitly express the spectral decomposition of the transition probability function of the aforementioned processes. The latter expression is then used to prove existence and uniqueness of strong solutions for a class of time-nonlocal Cauchy problems in a suitable Banach sequence space and the probabilistic interpretation of such equations as some sort of non-local backward/forward Kolmogorov equations. Finally, a comparison with the time-changed diffusion case is carried out by referring to the spectral decomposition of the probability density function of time-changed Pearson diffusions. The latter argument hints at the possibility of applying this kind of spectral methods to a wider range of problems. This is the result of joint work with Nikolai Leonenko from Cardiff University and Enrica Pirozzi from University of Naples. Grazie per l'attenzione, Domenico Marinucci Link: ------ https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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A day on Random Graphs - Save the date
by mic sal 28 Mar '22

28 Mar '22

Dear all, the workshop "A day on Random Graphs" will take place at Università di Tor Vergata on the 30th of May (see poster in attachment). Registration before the 15th of May is free but compulsory. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . Thanks for sharing with those who might be interested. The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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PhD position at Bielefeld University
by Giorgio Ferrari 27 Mar '22

27 Mar '22

Dear All, I forward the following announcement for a PhD position in Bielefeld. Best wishes, Giorgio Ferrari %%%% Title: Ph.D. position at Bielefeld University’s CRC 1283 The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening for a Ph.D. position in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The project also focuses on numerical aspects and selected topics from actuarial science, stochastic optimal control, and mean field games. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. For full consideration, your application (including a cover letter, CV, copies of diplomas, and, if available, a copy of the master’s thesis) should be sent via email as a single PDF document to imw(a)uni-bielefeld.de. Please mark your application with the identification code: Wiss22273. Starting date: at earliest convenience Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 Application deadline: 13.04.2022 For further information see: https://uni-bielefeld.hr4you.org/job/view/1309/research-position?page_lang=… https://www.sfb1283.uni-bielefeld.de -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Summer School "Stochastic Modelling in the Life Sciences"
by Sant, Jaromir 26 Mar '22

26 Mar '22

Dear All, We would like to bring to your attention the summer school "Stochastic Modelling in the Life Sciences"<https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> being held at the Hausdorff Research Institute for Mathematics in Bonn during the week 9-13th of May. The school will consist of three 5 hour long courses on coagulation and fragmentation for genealogical processes, spatial modelling, and diffusive limits for microscopic models, together with two shorter 3 hour mini-courses on statistical inference and duality. Speakers: Prof. Nina Gantert (TU Munich) Prof. Alison Etheridge (Oxford) Prof. Kevin Painter (Politecnico Torino) Dr. Jere Koskela (Warwick) Dr. Federico Sau (IST) Applications <https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> are open until the 31st of March. Kind Regards, Jaromir Sant & Nadia Loy

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Seminar in Statistics - ALEXANDRA CARPENTIER
by Pierpaolo De Blasi 25 Mar '22

25 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 1 Aprile 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Alexandra Carpentier* (University of Potsdam) Title: *Optimal ranking in crowd-sourcing* Abstract: Consider a crowd sourcing problem where we have n experts and d tasks. The average ability of each expert for each task is stored in an unknown matrix M, which is only observed in noise and incompletely. We make no (semi) parametric assumptions, but assume that both experts and tasks can be perfectly ranked: so that if an expert is better than another, she performs on average better on all tasks than the other - and that the same holds for the tasks. This implies that if the matrix M is permuted so that the experts and tasks are perfectly ranked, then the permuted matrix M is bi-isotonic. We focus on the problem of recovering the optimal ranking of the experts in l_2 norm, when the questions are perfectly ranked. We provide a minimax-optimal and computationally feasible method for this problem, based on hierarchical clustering, PCA, and exchange of informations among the clusters. We prove in particular - in the case where d > n - that the problem of estimating the expert ranking is significantly easier than the problem of estimating the matrix M. This talk is based on joint work with Emmanuel Pilliat and Nicolas Verzelen. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Z3MVuM7MixQHxrmF6 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81557586058?pwd=SllnbU8wcDh4M2pFNEEvQkk5Q2VqUT09> Meeting ID: 815 5758 6058 Passcode: 518172 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Annuncio 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2021 Lammi, Finlandia
by Claudio Macci 25 Mar '22

25 Mar '22

Cari tutti, scrivo per inoltrare il seguente avviso da parte di Dario Gasbarra dell'Università di Helsinki. In allegato trovate la locandina della scuola in oggetto. Saluti a tutti. C.M. *************************************** Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2022, Lammi, per ulteriori informazioni visitate il sito https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 40th Finnish Summer School on Probability and Statistics in Lammi, Finland 23-27.5.2022 is open, please check the website https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Courses: * JEAN-FRANÇOIS CHASSAGNEUX [1](PARIS) PROBABILISTIC NUMERICAL METHODS FOR NON-LINEAR PDES. * FABRICE GAMBOA [2] (TOULOUSE) LARGE DEVIATIONS, MOMENT PROBLEMS AND SUM RULES * CIPRIAN TUDOR [3](LILLE) NON-GAUSSIAN SELFSIMILAR PROCESSES See you in Lammi ! Dario Gasbarra, Dept. of Mathematics and Statistics University of Helsinki Links: ------ [1] https://www.lpsm.paris/pageperso/chassagneux/ [2] https://www.math.univ-toulouse.fr/~gamboa/ [3] http://samm.univ-paris1.fr/-Ciprian-Tudor-

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Post-doc position in Statistics at University of Padua
by Sara Pillan 25 Mar '22

25 Mar '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates or graduates with a master’s degree. The purpose of this research grant, with a duration of *12 months* and an amount of *Euro 25,930.00 gross*, is to carry out research activity into developing statistical models for high dimensional data following approaches both frequentist and Bayesian. Often a large number of quantitative, qualitative or mixed variables are available and in dealing with them in statistical models requires attention to computational and statistical problems such as the curse of dimensionality. In many cases objective methods are required, but in many fields, e.g., marketing, sociological or biomedical analysis, subjective or a priori information is available, which can be included in the modeling and estimation procedures. The complete call is available at https://www.stat.unipd.it/assegno-di-ricerca-di-tipo-resp-scientifico-prof-… The call will expire on April 8th, 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegni-dipstat-4-2022/ Best regards, the administrative secretariat -- Ufficio Ricerca del Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Webinar Tamborrino @NeuroMat, March 29, 2022
by Massimiliano ... 24 Mar '22

24 Mar '22

Buongiorno, per chi fosse interessato, martedî 29 marzo alle 15 ora italiana darò un talk online su Approximate Bayesian Computation per NeuroMat https://neuromat.numec.prp.usp.br/content/rpb-ihp23/<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fneuromat.…> Titolo, abstract e link per il talk sono riportati sotto. Buona giornata, Massimiliano ------ 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…> ________________________________ From: Vera Lucia Ribeiro <veralu(a)ime.usp.br> Sent: 22 March 2022 17:41 Subject: NeuroMat webinar, March 29, 2022 NeuroMat webinars 2022 pathways to the 2023 IHP thematic program Random Processes in the Brain Webinar title Structure-preserving Approximate Bayesian Computation (ABC) for stochastic neuronal models by Massimiliano Tamborrino Department of Statistics, University of Warwick Tuesday, March 29, 2022 at 10 am (S.Paulo local time) / 3 pm (Paris local time) meet.google.com/jki-nokz-tyz<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fmeet.googl…> Abstract: ABC has become one of the major tools for parameter inference in complex mathematical models in the last decade. The method is based on the idea of deriving an approximate posterior density aiming to target the true (unavailable) posterior by running massive simulations from the model for different parameters to replace the intractable likelihood, choosing then those parameters whose simulations are good matches to the observed data. When applying ABC to stochastic models, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the model under the same parameter configuration result in different output. Moreover, since exact simulation from complex stochastic models is rarely possible, reliable numerical methods need to be applied. In this talk, we show how to use the underlying structural properties of the model to construct specific ABC summaries that are less sensitive to the intrinsic stochasticity of the model, and the importance of adopting reliable property-preserving numerical (splitting) schemes for the synthetic data generation. Indeed, the commonly used Euler-Maruyama scheme may drastically fail even with very small stepsizes. The proposed approach is illustrated first on the stochastic FitzHugh-Nagumo model, and then on the broad class of partially observed Hamiltonian stochastic differential equations, in particular on the stochastic Jensen-and-Rit neural mass model, both with simulated and with real electroencephalography (EEG) data, for both one neural population [2] and a network of neural populations (ongoing work). References [1] E. Buckwar, A. Samson, M. Tamborrino, I. Tubikanec. A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model. ArXiv:2101.01027, https://arxiv.org/abs/2101.01027<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> [2] E. Buckwar, M. Tamborrino, I. Tubikanec. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. 30 (3), 627-648, 2020. -- You received this message because you are subscribed to the Google Groups "sis-news" group. To unsubscribe from this group and stop receiving emails from it, send an email to sis-news+unsubscribe(a)googlegroups.com<mailto:sis-news+unsubscribe@googlegroups.com>. To view this discussion on the web visit https://groups.google.com/d/msgid/sis-news/AM7PR01MB6547B060A64B1319B95C8F4…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgroups.go…>.

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Assegno di Ricerca Scholars at Risk - UniVr RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK
by Luca Di Persio 24 Mar '22

24 Mar '22

Buondì, segnalo la seguente: SELEZIONE PER IL CONFERIMENTO N. 1 ASSEGNO DI RICERCA DESTINATO AD UNA/UNO STUDIOSA/O A RISCHIO - SELECTION FOR AWARDING 1 (ONE) RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK, (dettagli in calce - details below) con particolare riferimento a: Dipartimento: Informatica Progetto n. 3 Tematica: Analisi stocastica ed applicazioni Grazie, LuCa L'Università di Verona, membro della rete internazionale Scholars at Risk (SAR) e della sezione italiana SAR-Italy, nell'ambito delle azioni promosse dalla Cooperazione allo Sviluppo Internazionale ha pubblicato un Bando per un assegno di ricerca della durata di 12 mesi da assegnare a una/uno studiosa/o a rischio. Il Bando è aperto a coloro che hanno ricevuto il riconoscimento dello status di studiosa/o "a rischio" da parte di organizzazioni internazionali come SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) o titolari di protezione internazionale in Italia o in Paese membro dell’Unione Europea, richiedenti asilo in Italia o titolari di status di rifugiata/o in un Paese Terzo che abbia sottoscritto la Convenzione di Ginevra. Le candidature potranno essere presentate scegliendo un ambito di ricerca specifico tra i 12 disponibili. Scadenza per la presentazione delle candidature: venerdì 20 Maggio 2022, ore 13.00 (ora italiana). Bando e modulistica<https://www.univr.it/it/concorsi/visiting-researchers-professors/bandi-per-…> The University of Verona, member of the international Scholars at Risk network (SAR) and of SAR-Italy, within its initiatives in the cooperation and development field, has just launched a Call for a 12-month Research Fellowship to be assigned to a 'at-risk scholar'. The call is open to international researchers who have been recognised as ‘at risk scholars’ by accredited organisations like SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) or hold a refugee status in a Country that signed the Geneva Convention, an international protection status in Italy or in another EU Country, or who are asylum seekers in Italy. Applications shall be submitted in one out of twelve different research topics listed in the call. Deadline for applications: Friday 20 May 2022, 1.00 pm (italian time). Call and application form<https://www.univr.it/en/job-vacancies/visiting-researchers-professors/bandi…> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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Procedura selettiva 2022RUB01 - RTDb 13D3
by Alessandra Fabbri Colabich 24 Mar '22

24 Mar '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 13D3 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile alla pagina concorsi del sito web di Ateneo all’indirizzo: https://www.unipd.it/procedura-2022RUB01 La *scadenza* per la presentazione delle domande è l' *11 aprile 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti 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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Concorso RTD-A a Milano Bicocca - MAT/06
by Francesco Caravenna 23 Mar '22

23 Mar '22

----------------------------------------------------------------------------- Concorso per un posto RTD-A a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-A nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca: https://www.unimib.it/ateneo/gare-e-concorsi/2022-rtda-028 La scadenza per la presentazione delle domande è il 21 aprile 2022. Si prega di dare la massima diffusione presso tutti gli interessati. -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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bando per ricercatore RTDb MAT/06 al Politecnico di Torino
by Daniele Cappelletti 22 Mar '22

22 Mar '22

Scrivo per annunciare il bando per una posizione RTDb nel settore scientifico disciplinare MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica del Politecnico di Torino, con scadenza il 20 Aprile 2022. Il bando è disponibile alla paginahttps://careers.polito.it/default.aspx?id=22/22/P/RB ------------------------------------------ Dear all, I would like to announce a tenure track researcher position (RTDb) in Probability and Statistics at Politecnico di Torino. The deadline is April 20, 2022. The official call is available at the URL https://careers.polito.it/default.aspx?id=22/22/P/RB

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Workshop of Quantitative Finance in Tor Vergata
by Davide Pirino 22 Mar '22

22 Mar '22

Dear colleagues, on March 31st and April 1st we will host (at the Room TL and Sala del Consiglio) the 22nd Workshop of Quantitative Finance, an international conference that will bring together academics and practitioners to discuss theoretical and applied issues mostly related to finance. To see the program and the details please visit https://qfw2022.it You are warmly invited to attend. Davide Pirino

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(PMS)^2 online talk: Luisa Andreis
by margherita Zanella 22 Mar '22

22 Mar '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Luisa Andreis (Università di Firenze) Title: Phase transitions in random graphs and coagulation processes. Abstract: Inhomogeneous random graphs are a natural generalization of the well-known Erdos–Renyi random graph, where vertices are characterized by a typeand edges are present independently according to the type of the vertices thatthey are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos–Renyi model. We will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelationphase transition in coagulation processes and with phase transitions of condensation type emerging in several systems of interacting components. This is based on ongoing joint works with Wolfgang K\"onig (WIAS and TUBerlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Elena Magnanini(WIAS) and Robert Patterson (WIAS). Date and time: Monday March 28, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/6815552946 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/6815552946> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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2-year postdoctoral position at ENSAI (Rennes, France)
by Simone Padoan 22 Mar '22

22 Mar '22

Dear all Please find attached an advertisement for a postdoctoral position at ENSAI (Rennes, France) on a 2-year project at the intersection between extreme value analysis and machine learning. For any information please enquire at gilles.stupfler(a)ensai.fr<mailto:gilles.stupfler@ensai.fr>. Best wishes Gilles Stupfler and Simone Padoan

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3rd Spring Colloquium on Probability and Finance - Padova, 28-29 April 2022
by Claudio Fontana 22 Mar '22

22 Mar '22

Dear all, We are glad to announce the 3rd edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 28-29 April 2022. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field as well as rising talents. This edition of the Colloquium is dedicated to Professor Wolfgang J. Runggaldier, on the occasion of his 80th birthday. Several talks will highlight recent advances on topics on which Wolfgang made fundamental contributions over the course of his intense career. Website: https://events.math.unipd.it/SpringColloquium3 <https://events.math.unipd.it/SpringColloquium3> Attendance is free but registration is required (on the conference website). Invited plenary speakers: Claudia CECI (University of Chieti-Pescara, IT) Christa CUCHIERO (University of Vienna, AT) Paolo DAI PRA (University of Verona, IT) Rüdiger FREY (Vienna University of Economics and Business, AT) Zorana GRBAC (University of Paris, FR) Monique JEANBLANC (University of Evry Val d'Essonne, FR) Yuri KABANOV (University of Besançon, FR) Andrea PASCUCCI (University of Bologna, IT) Eckhard PLATEN (University of Technology Sydney, AU) Thorsten SCHMIDT (University of Freiburg, DE) Martin SCHWEIZER (ETH Zurich, CH) Invited junior speakers: Matteo BRACHETTA (Politecnico di Milano, IT) Alessandro CALVIA (LUISS University, IT) Alekos CECCHIN (University of Padova, IT) Sara SVALUTO-FERRO (University of Verona, IT) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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Seminar Botond Szabo @ unimib
by Federico Camerlenghi 21 Mar '22

21 Mar '22

Dear all, we are glad to announce the next DEMS seminar: Thursday the 24th of March at 12:00 pm The seminar will be held *in presence* at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor, University of Milano Bicocca). The speaker is Botond Szabo <https://botondszabo.com/> (Bocconi University) The seminar title is "Product vs mixture of experts: On distributed Gaussian Process regression", an abstract is attached. You are all very welcome! Best regards, Federico Camerlenghi

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special issue "Stochastic Modeling in Biological System"
by abundo 21 Mar '22

21 Mar '22

APOLOGIES FOR CROSS-POSTING Dear Colleagues, The Journal Fractal and Fractional (ISSN 2504-3110) will publish the special issue "Stochastic Modeling in Biological System" https://www.mdpi.com/journal/fractalfract/special_issues/biological_system of which I am guest editor. The deadline for manuscript submissions is 15 November 2022. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -First-passage-time problems; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/fractalfract/special_issues/biological_system The deadline for manuscript submissions is 15 November 2022. Best Regards, Mario Abundo -- ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

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Seminario Giacomo Aletti @ UniTo
by Elvira Di Nardo 19 Mar '22

19 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *con il supporto della fondazione CRT* ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Nell'ambito delle attività seminariali del Dottorato in Modeling and Data Science, *Giovedì 24 Marzo 2022 alle ore 17:00* in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Giacomo Aletti* (Dipartimento di Scienze e Politiche Ambientali, Università degli studi di Milano) terrà un seminario dal titolo *Mathematical, numerical and statistical problems in the analysis of probabilistic counting of distinct elements* Abstract: Data streams are sequences of objects that cannot be available for random access but must be analyzed sequentially when they arrive and immediately discharged. One of the main applications in streaming algorithms concerns the problem of counting the number F0 of distinct elements in a stream, when the information that can be stored is of the order of the logarithm of the quantity of interest F0. In this seminar, the Flajolet-Martin class of probabilistic algorithms is analyzed from a probabilistic point of view, thus opening several computational, statistical, and mathematical problems. Connections with some consolidated theories will be shown. The results presented may be found in Aletti G. Analytical Confidence Intervals for the Number of Different Objects in Data Streams. Big Data Research, Volume 25, 2021 . Tutti gli interessati sono invitati a partecipare. E' possibile seguire il seminario on line su piattaforma WebEx. *Chi fosse interessato, può mandarmi una email e provvederò a inviare l'invito (con il link)* Cordiali saluti -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Post-doc a Firenze: deadline approaching
by Luisa Andreis 18 Mar '22

18 Mar '22

Cari colleghi e colleghe, vi mandiamo un secondo annuncio per l'assegno di ricerca di 1 anno rinnovabile per almeno 1 anno al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 22 Marzo 2022. La ricerca verterà sullo studio e sull'uso di tecniche probabilistiche (limiti di scala, fluttuazioni, grandi deviazioni) nell'ambito di sistemi stocastici interagenti di vario tipo, con una particolare attenzione agli aspetti geometrici di essi. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Webpage del gruppo di probabilità: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION ----------------------------------------------- Dear colleagues, We send you a remainder for a call for a 1 year post-doc position (with possibility of extension to a second year) open at the Mathematics Department in Florence, with deadline March 22, 2022. The project aims to study and use probabilistic techniques (scaling limits, fluctuations, large deviations) in the framework of interacting random systems, with a particular focus on their geometrical aspects. You find the details of the call at the bottom of this email. For any further information, please feel free to contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Probability group webpage: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (English below): https://www.google.com/url?q=https://titulus.unifi.it/albo/viewer?view%3Dfi… <https://www.google.com/url?q=https://titulus.unifi.it/albo/viewer?view%3Dfi…> Title of the project: "Probabilistic aspects and geometrical properties of interacting random systems” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it>

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quantitative finance at Rome-Tor Vergata
by Stefano Herzel 18 Mar '22

18 Mar '22

On March 31st and April 1st the 22nd Workshop on Quantitative Finance will be hosted (in presence!) at the University of Rome-Tor Vergata To see the program and the details please visit https://qfw2022.it <https://qfw2022.it/> Attendance is free of charge, but it is requested to be registered in andvance through the conference website Stefano Herzel Professor of Mathematical Finance University of Rome “Tor Vergata” Tel. +39-06 7259 5946

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PhD course by Antoine Jacquier (Imperial College) in Padova
by Giorgia Callegaro 17 Mar '22

17 Mar '22

Dear all, it's a pleasure to invite you to follow (in presence, room 2BC30 in Torre Archimede, Padova or online, via Zoom) the lectures given by Antoine Jacquier in Padova. He will give a 16h PhD course entitled : "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*", starting the 30th March 2022 and ending the 21st April. Each lecture will last 90 minutes. More details on the program can be found here: https://www.math.unipd.it/~dottmath/corsi2022/Jacquier.pdf and the schedule is here: https://dottorato.math.unipd.it/calendar/202203 Please send me an email in case you're interested in receiving the Zoom link. I remain at your disposal for any further information. See you soon, 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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PostDoc in Rome
by Lorenzo Taggi 16 Mar '22

16 Mar '22

A PostDoc position in Probability and Statistical Mechanics is open at University of Rome Sapienza. Research topics include interacting random walks, random loop models, spin systems, Bose-Einstein condensation. The position is funded by the German Research Foundation (DFG). The research program will be carried on under the supervision of the principal investigator Lorenzo Taggi. The research program offers the opportunity to interact with the research partners of the DFG priority program “Random Geometric Systems” and with the probability and mathematical physics communities of the three universities in Rome. Deadline: 14th of April 2022 Net salary: approximately 2350 euro monthly Starting period: not later than 1st of September 2022 Time length: 24 months This is the second of two PostDoc positions which are funded through the same grant. How to apply <https://sites.google.com/site/lorenzotaggiswebpage2/open-positions> For questions please send an email to the principal investigator Lorenzo Taggi: lorenzo.taggi(a)uniroma1.it.

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Seminar in Pisa: Langxuan Su
by Francesco Grotto 16 Mar '22

16 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Langxuan Su (Duke University) to be held next Wednesday in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto ------------------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 23, 2022, 15:00 CET Speaker: Langxuan Su (Duke University) Title: A Large Deviation Approach to Posterior Consistency in Dynamical Systems Abstract: We provide asymptotic results concerning (generalized) Bayesian inference for certain dynamical systems based on a large deviation approach. Given a sequence of observations, a class of parametrized model processes and a loss function, we specify the generalized posterior distribution. We state conditions on the model family and the loss function such that the posterior distribution converges. The two conditions we require are: (1) a conditional large deviation behavior for a single model process, and (2) an exponential continuity condition over the model family for the map from the parameter to the loss incurred between a model process and the observations. The proposed framework is quite general, we apply it to two very different classes of dynamical systems: continuous time hypermixing processes and Gibbs processes on shifts of finite type. We also show that the generalized posterior distribution concentrates asymptotically on those parameters that minimize the expected loss and a divergence term, hence proving posterior consistency.

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Workshop "Taming Uncertainty and Complexity in Economics and Finance" (LUISS, May 26-28, 2022)
by Giorgio Ferrari 15 Mar '22

15 Mar '22

Dear All, it is our pleasure to announce the Workshop "/Taming Uncertainty and Complexity in Economics and Finance/", to be held at LUISS University in Rome in the period *May 26-May 28, 2022*: https://sites.google.com/view/workshop-luiss-rome/overview The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. The participation to the workshop is free. However, due to Covid-regulations in place at LUISS, the number of external participants is limited to 20. If you would like to join the workshop, please write an email to workshopbielefeldluiss(a)gmail.com by April 15 and the participation will be granted on a "first come first served" basis. We will inform you after April 15 about the state of your application. Best wishes, Giorgio Ferrari (on the behalf of the organizers) -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Avviso pubblicazione bando assegno di ricerca "Modelli matematici per levoluzione spazio-temporale delle variabili economiche "
by Fausto Gozzi 14 Mar '22

14 Mar '22

Buongiorno Giro alla lista la seguente copmunicazione riguardante un assegno di ricerca presso la Luiss di cui sono responsabile Cordiali saluti a tutti Fausto Gozzi >con la presente si avvisa che con DR n. 16 del >22 febbraio 2022 è stato emanato il bando per lassegno di ricerca in oggetto. > > > >Il bando è pubblico sul sito Luiss e sul sito >MIUR-Euraxess e verrà inoltre pubblicizzato >tramite i canali social della Luiss Guido Carli. > > > >La scadenza per la presentazione è fissata il >giorno 25 marzo 2022 alle ore 14:00 (CET) UTC+1. > > > >Il bando è stato pubblicato alle seguenti pagine del sito Luiss: > > > ><https://economiaefinanza.luiss.it/avvisi/ricerca>https://economiaefinanza.luiss.it/avvisi/ricerca > > > >https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… > > > ><https://economiaefinanza.luiss.it/en/research/research-grants/research-gran…>https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… > > > >Il link per la presentazione delle candidature >è: ><http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094>http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094. > > > > Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

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Workshop Deterministic and stochastic fractional diﬀerential equations and jump processes
by Enrico Scalas 13 Mar '22

13 Mar '22

Care colleghe e colleghi, nel caso foste interessat*, quasi tutte le presentazioni del workshop "Deterministic and stochastic fractional diﬀerential equations and jump processes" (tenutosi all'Isaac Newton Institute di Cambridge, UK) sono ora disponibili online: https://www.newton.ac.uk/event/fd2w01/ Approfitto per segnalare il secondo workshop della serie che comincera' il 21 marzo: Fractional kinetics, hydrodynamic limits and fractals https://www.newton.ac.uk/event/fd2w02/ Cordiali saluti, Enrico Scalas

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Padova Seminars in Probability and Finance - Benedikt Jahnel (WIAS, Berlin)
by Marco Formentin 13 Mar '22

13 Mar '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on March 25 at 14.30. The seminar will be held online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Speaker: Benedikt Jahnel (WIAS, Berlin)  Title: Phase transitions and large deviations for the Boolean model of continuum percolation for Cox point processes  MARCH 25 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/83753744114 (meeting ID 837 5374 4114), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I consider the Boolean model with random radii based on Cox point processes, i.e., Poisson point processes in random environment. Under a condition of stabilization for the random environment, our results establish existence and non-existence of subcritical regimes for the size of the cluster at the origin in terms of volume, diameter and number of points, also including their moments. The second part of the talk will address rates of convergence of the percolation probability for the Cox--Boolean model with fixed radii in a variety of asymptotic regimes. This is based on joint work with Christian Hirsch, András Tóbiás and Élie Cali.

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(PMS)^2 online talk: Valentina Cammarota
by Maurizia Rossi 13 Mar '22

13 Mar '22

Dear colleagues, we are happy to announce the following online talk: Speaker: *Valentina Cammarota* (Università di Roma La Sapienza) Title: *No repulsion between critical points for random plane wave and planar Gaussian random fields.* Abstract: Random plane wave is conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator on generic compact Riemannian manifolds. This is known to be true on average. We discuss one of important geometric observable: critical points. We first compute one-point function for the critical point process, in particular we compute the expected number of critical points inside any open set. After that we compute the short-range asymptotic behaviour of the two-point function. This gives an unexpected result that the second factorial moment of the number of critical points in a small disc scales as the fourth power of the radius. Joint work with Dmitry Beliaev and Igor Wigman. Date and time: *Monday March 14, 17:30-18:30 (Rome time zone)*. Zoom link: https://us02web.zoom.us/j/84185018822?pwd=UE80NXJ2Z01GaWN3aTduMGVpeG9EQT09 ID riunione: *841 8501 8822* Passcode: *713253* This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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(Update) Seminario ERNESTO DE VITO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *con il supporto della fondazione CRT* ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Nell'ambito delle attività seminariali del Dottorato in Modeling and Data Science, *Giovedì 17 Marzo 2022 alle ore 17:00* in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vito* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. E' possibile seguire il seminario on line su piattaforma WebEx. Chi fosse interessato, può scrivermi e provvederò a inviare l'invito. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Webinar Marc Henrard 17 March 2022, 16:30: "Benchmark transition: why mathematicians/statisticians are required"
by Marco Bianchetti 12 Mar '22

12 Mar '22

Statistics Seminars 2022 Dipartimento di Scienze Statistiche “Paolo Fortunati”, Università di Bologna *Marc Henrard *(muRisQ Advisory) * “Benchmark transition: why mathematicians/statisticians are required” * *Giovedì 17 marzo 2022 alle ore 16.00 * _____________________________________________________________________________ Riunione di Microsoft Teams *Partecipa da computer o app per dispositivi mobili* Fai clic qui per partecipare alla riunione <https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZTYyNzU0ZTgtNmNjMy00…> Altre informazioni <https://aka.ms/JoinTeamsMeeting> | Opzioni riunione <https://teams.microsoft.com/meetingOptions/?organizerId=7e2f9ad3-2ed9-4de5-…> ____________________________________________________________________________

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Seminario ERNESTO DE VIVO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Giovedì 17 Marzo 2022 alle ore 17:00 in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vivo* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminar in Statistics - CRISTINA BUTUCEA
by Pierpaolo De Blasi 12 Mar '22

12 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Marzo 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Cristina Butucea* (CREST, ENSAE IP Paris) Title: *Nonlinear functionals estimation under local differential privacy* Abstract: The concept of differential privacy provides a rigorous formalism to randomize data and quantify the amount of privacy. We consider i.i.d. individuals with outcomes distributed according to the common probability distribution P. This original data is further randomized using a privacy mechanism into observations that the statistician is allowed to use in order to recover information about the distribution P. We will consider local differential privacy where each sample from the original data is privatized on the user’s local machine before its release. We build privatized samples and nonparametric estimation methods of nonlinear functionals of the probability density and prove their optimality. We show that for the estimation of a quadratic functional, interactive procedures that use previously released private data are faster than the non interactive ones. In both cases we show how to produce privacy mechanisms and estimators adaptive to (free of) the smoothness of the underlying density. We extend these results to non smooth functionals of the density. This is based on joint work with A. Rohde, L. Steinberger and Y. Issartel. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/s6n5Z8QwNYp7fypw7 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09> Meeting ID: 883 0376 1211 Passcode: 493770 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/> -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - PETER TANKOV
by Pierpaolo De Blasi 12 Mar '22

12 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Marzo 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Peter Tankov* (CREST, ENSAE IP Paris) Title: *Mean-field games: the linear programming approach* Abstract: We will review the linear programming approach to mean-field games, developed by the author in a series of papers. Mean-field games are games with a large number of identical small agents and symmetric interactions, which have found many applications in finance and economics. The linear programming approach is a relaxation technique, which allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We will present an application of the approach to a model of energy markets and discuss the « linear programming fictitious play » algorithm for approximating the equilibrium. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Bmxgd6w2wxtMT6aT9 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09> Meeting ID: 883 0376 1211 Passcode: 493770 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Segnalazione posizioni post-doc @CHDS
by Laura Maria Sangalli 08 Mar '22

08 Mar '22

Inoltro da parte della collega Prof Francesca Ieva una call per posizioni postdoc presso CHDS. Cordiali saluti, Laura Sangalli Dear collegues, the Human Technopole Center for Health Data Science (CHDS - https://humantechnopole.it/it/centri-di-ricerca/health-data-science/) offers two post doc positions, one for a health data scientist and one for a biostatistician/epidemiologist. The profiles we are looking for are people with a strong background in data science and analysis and integration of complex health data, with a focus on (multi-)omics data and data from Electronic Health Records (EHR). People with a PhD in Statistics, Data Science, Computer Science, Mathematics and any affine disciplines are eligible. The links where you can find the calls and the application forms are the following: https://careers.humantechnopole.it/o/health-data-scientist https://careers.humantechnopole.it/o/epidemiologist-health-data-science-cen… I kindly ask you to share the information among anybody who may be interesting in applying. For any further information, please do not haesitate to contact me and/or Prof. Emanuele Diangelantonio (emanuele.di...(a)fht.org<https://groups.google.com/>). Best regards Francesca Ieva -- Francesca Ieva Associate Professor of Statistics MOX - Department of Mathematics Politecnico di Milano, Milan 20133, Italy [url] https://sites.google.com/view/francesca-ieva/home Associate Head of CHDS - Center for Health Data Science Human Technopole, Milan, Italy —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Fwd: Oberwolfach Arbeitsgemeinschaft on Quantitative Stochastic Homogenization
by Faggionato, Alessandra 08 Mar '22

08 Mar '22

Buongiorno, Antoine Gloria mi ha pregata di pubblicizzare il gruppo di lavoro ``Oberwolfach Arbeitsgemeinschaft'' su ``Quantitative Stochastic Homogenization'' organizzata da A. Gloria, F.Otto ad Oberwolfach nella settimana October 16th - October 22nd 2022. Sotto trovate varie informazioni e al link anche una descrizione e un programma dettagliati, prese dalla mail che mi ha inviato. Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The Arbeitsgemeinschaft is an old Oberwolfach institution, started by Faltings and Deninger. It is a reading group with presentations, organized like a students' seminar. The target group are mathematicians of all academic age that are interested in an efficient introduction into a timely topic, with an own active participation. As opposed to workshops, people apply to participate. Incidentally, at the end of each Arbeitsgemeinschaft, the participants discuss topics for next year. For a long time, there has been just a single strand. Recently, Oberwolfach decided to widen to three strands, of which Martin Hairer, Peter Scholze, and Andreas Thom are in charge. The idea is that Martin's strand will be targeted towards more applied topics. Martin asked Felix and me to organize the first event on this topic. (Fifteen years ago, Theo Sturm organized a week on Optimal Transportation). It would be great if you could advertise the event; perhaps there are people in your environment that are interested. More details and the list of topics plus material for the talks are under https://www.mfo.de/occasion/2242/www_view Thank you and best wishes, Antoine -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ScienceForUkraine (fwd)
by Tiziano Vargiolu 08 Mar '22

08 Mar '22

---------- Forwarded message ---------- Date: Sat, 5 Mar 2022 13:09:20 -0800 From: Eleonora Losiouk <elosiouk(a)math.unipd.it> Subject: ScienceForUkraine Dear colleagues, I would like to introduce you to ScienceForUkraine, an initiative to collect and advertise the support provided by universities and research institutions to students and researchers from Ukraine. Together with Marcin Bartosiak, a colleague from the University of Pavia, we are helping with the coordination in Italy. If your research group offers job opportunities for Ukranian people, please, contact us and share the details by filling this form (https://scienceforukraine.eu/science_for_ukraine_table.xlsx) so that we can publish the information on the website and reach out as many people as possible! For more information, please, visit the website: https://scienceforukraine.eu/ Thanks in advance for the support, Eleonora

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Research Technician at BCAM
by Gianni Pagnini 08 Mar '22

08 Mar '22

Cari colleghi, Volevo segnalarvi l’apertura di una posizione di un anno come Research Technician presso il BCAM - Basque Center for Applied Mathematics di Bilbao, nei Paesi Baschi. Il bando è rivolto a studenti neo laureati con il desiderio di fare una esperienza nel mondo della ricerca prima di scegliere un dottorato. La scadenza per fare domanda è il 29 Aprile 2022 e questo è il link del bando: http://www.bcamath.org/en/research/job/ic2022-03-research-technician-in-sta… <http://www.bcamath.org/en/research/job/ic2022-03-research-technician-in-sta…> L’attività in programma riguarda lo studio statistico dell’evoluzione di aree generate attraverso un codice ad automi cellulari con applicazione agli incendi boschivi. Ogni tipo di domanda può essere rivolta a me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Grazie. Saluti, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 07 Mar '22

07 Mar '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo* (Milan, Italy) are partners in organising a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first* in a series of events dedicated to various aspects of credit risk and organised under the auspices of the*Department of Economics *and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC Business School & EDHEC-Risk Institute, Nice)* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Assegno di ricerca Università degli Studi di Padova | Research grant at University of Padua
by Sara Pillan 03 Mar '22

03 Mar '22

Il Dipartimento di Scienze Statistiche dell'Università degli Studi di Padova promuove un bando per un *a**ssegno di tipo B* della durata di *24 mesi* aperto a dottoresse/dottori di ricerca. Questo assegno mira al sostegno di ricerche innovative e di eccellenza proposte autonomamente da giovani non strutturate/i nell'ambito dei settori scientifico disciplinari di interesse del Dipartimento. Il bando completo è disponibile alla pagina: https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… Presentazione delle domande: https://pica.cineca.it/unipd/assegni-dipstat-2-2022/ *Scadenza *presentazione domande:* 31 marzo 2022 *alle ore 14:00 Cordiali saluti, la segreteria amministrativa ----- ENGLISH VERSION ----- The Department of Statistical Sciences of the University of Padua is advertising a *Research Grant (type B)* of *24 months* for PhD graduates. This research grant aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department of Statistical Sciences. The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… Submission of the application: https://pica.cineca.it/unipd/assegni-dipstat-2-2022/ *Deadline *for submitting the application: *March, 31st **2022* at 2:00 p.m. Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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PhD course - Gaussian measures and applications
by Stefania Ugolini 03 Mar '22

03 Mar '22

We are pleased to announce that the Doctoral School of Mathematics in Milano will offer a course titled “ Gaussian measures and applications to analysis and mathematical physics” by Dr. Francesco C. De Vecchi The course will start on March 7 and is scheduled until March 22. It can be attended remotely too. All information can be found at the following link : https://sites.unimi.it/dottoratomat/ All the best, Stefania Ugolini and Marco Fuhrman.

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Bando no. 2 assegni di ricerca presso IAC-CNR
by Giovanni Sebastiani 03 Mar '22

03 Mar '22

Buongiorno, si informa che è indetto un concorso per due assegni di ricerca di un anno (rinnovabili) presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" sulla tematica: “reti bayesiane, modelli e metodi stocastici per applicazioni in campo biomedico”. Il bando è pubblicato sul sito URP del CNR, nella sezione assegni di ricerca: https://bandi.urp.cnr.it/doc-assegni/documentazione/12279_DOC_IT.pdf Cordiali saluti, Giovanni Sebastiani

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IEEE MetroLivEnv 2022 - Special Session PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY Esterni
by Antonella Iuliano 02 Mar '22

02 Mar '22

Dear Colleagues, we would like to draw your attention to the upcoming 2022 IEEE INTERNATIONAL WORKSHOP ON METROLOGY FOR LIVING ENVIRONMENT that will be held at the University of Calabria, Cosenza (Italy), 25 - 27 May, 2022. The following Special Session is open to receive your submissions. PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY Measurement uncertainty is an important aspect of measurement that affects quality, costs, decisions, and risks. Therefore, it is mandatory to assess the quality of the results and to establish the accuracy requirements. Probability theory and Statistics provide powerful tools for the development and analysis of new mathematical models of phenomena with random characteristics and for drawing conclusions and making inferences. Nowadays probabilistic models are the basis of a large number of applications in modeling different fields of human activity. In particular, these methods use the language of probability to model different phenomena for the evaluation and forecast of measurements in various areas of applied mathematics. Therefore, the aim of this session is to delineate the fundamentals of probability and mathematical statistics impressing a comprehensive understanding of the theory and mechanics of the calculations through several applications in environmental and metrology fields to improve the quality of life. Website: https://www.metrolivenv.org/special-session-9 Important deadlines: - *March 21, 2022* - Extended Abstract Submission Deadline - *April 11, 2022* - Extended Abstract Acceptance Notification - *April 30, 2022* - Final Paper Submission Deadline - *April 30, 2022* - Live Demo Proposal Submission - *May 10, 2022* - Live Demo Acceptance Notification - *April 20, 2022 *- Early Bird Registration - *May 25-27, 2022 *- Workshop Dates For further information and updates please visit the conference website: https://www.metrolivenv.org We are looking forward to Welcome you in Cosenza! Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Best Regards, The Session Organizers Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Informatics and Economics (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Apologizing for multiple posting, it seems there have been some technical problems about the link Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at https://onlinelibrary.wiley.com/journal/15264025 Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at [https://onlinelibrary.wiley.com/cover/15264025]<https://onlinelibrary.wiley.com/journal/15264025.> Applied Stochastic Models in Business and Industry - Wiley Online Library<https://onlinelibrary.wiley.com/journal/15264025.> Call for Papers: Special Issue on Data Science in Process Industries. We are happy to announce a Special Issue of the journal Applied Stochastic Models in Business and Industry (ASMBI), dedicated to the topical areas featured in the ENBIS 2021 Online Spring Meeting on Data Science in Process Industries.. Process Industries have been an important part of Industrial Statistics for many years. onlinelibrary.wiley.com Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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Bocconi Summer School in Advanced Statistics and Probability
by Filippo Ascolani 01 Mar '22

01 Mar '22

CALL FOR APPLICATIONS The Bocconi Summer School in Advanced Statistics and Probability, on "Random Structures and Combinatorial Statistics", will take place on July 11-21, 2022, at Villa del Grumello, Lake of Como, Italy. http://bocconi2022.lakecomoschool.org<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fbocconi202…> The 2022 Edition of the school is organized by Bocconi University, Milan, in collaboration with the University of Oxford and Imperial College London. Main instructors: Luc Devroye (School of Computer Science, McGill University, Montreal) and Gabor Lugosi (Universitat Pompeu Fabra, Barcelona). The 2-weeks summer school is open to all interested researchers, but is especially designed for PhD students. The deadline for applications is April 25, 2022. For more information: http://bocconi2022.lakecomoschool.org<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fbocconi202…> or contact BBS.statistics(a)unibocconi.it<mailto:BBS.statistics@unibocconi.it>, or sonia.petrone(a)unibocconi.it<mailto:sonia.petrone@unibocconi.it>

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Seminari Prisma 7 marzo
by Domenico Marinucci 28 Feb '22

28 Feb '22

Cari colleghi vi ricordo che lunedì prossimo 7 marzo alle ore 16 avranno luogo i prossimi due seminari nella serie Prisma; gli speaker sono Pietro Caputo e Vittoria Silvestri. I seminari avranno luogo come sempre sulla piattaforma teams; i dettagli per il collegamento e la lista completa dei seminari si possono trovare qui: http://www.umi-prisma.polito.it/webinars.html Qui sotto titoli ed abstract, grazie per l'attenzione, Domenico Marinucci ---------------------------------------------------------------------------- Speaker: Pietro Caputo, Roma III Title: Random walks on directed random networks Abstract: Exploration via random walks is often very useful for the analysis of directed networks. For instance, the walk's stationary distribution plays a prominent role in ranking systems and search algorithms. In this lecture, we present some recent progress in the analysis of random walks for a class of sparse directed networks generated by the so-called configuration model. We discuss various properties of the stationary distribution, including bulk behaviour and extremal values. We also consider the mixing time, that is the time needed to reach stationarity, and show that the walk typically displays a cutoff behaviour. Moreover, we discuss the asymptotic behaviour of the cover time, that is the expected time it takes the random walk to cover the whole network. Finally, we analyse the convergence to stationarity when the walk experiences regeneration events such as teleportation, as in the PageRank algorithm, or resampling of the underlying graph, as in a dynamically evolving network. ------------------------------------------------------------ Speaker: Vittoria Silvestri, Sapienza Title: Internal DLA on cylinder graphs: typical profiles and mixing. Abstract: Internal DLA is a mathematical model for the growth of a random cluster of particles according to the harmonic measure on the cluster boundary, seen from an internal point. Performing IDLA on cylinder graphs (i.e. graphs of the form GxZ) gives a Markov chain on the infinite space of particle configurations. We show that this chain is positive recurrent, and give a description of typical (i.e. stationary) configurations. We then analyse the mixing time of this chain. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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workshop on Stochastic Games and Martingale Optimal Transport in Milano
by matteo.burzoni＠unimi.it 28 Feb '22

28 Feb '22

Dear colleagues, this is the second announcement of the workshop on Stochastic Games and Martingale Optimal Transport that will be organized at the University of Milano, Italy, and will take place on May 5-6, 2022. The aim of the workshop is to bring together researchers in the area of stochastic games and martingale optimal transport to present and discuss the most recent developments on the fields. The format of the workshop is in presence only. In the unfortunate case of a worsening of the Covid19 situation and/or if further restrictions are enforced, the workshop will be postponed. Any change in the workshop format will be communicated by means of our website. We encourage and welcome contributions in the main themes of the workshop. The deadline for the submission of the abstract has been extended to April 1, 2022. More information on the workshop, on the submission and on the list of invited speakers are available on the website of the workshop: <https://sites.google.com/view/sgandmot> https://sites.google.com/view/sgandmot The link to the workshop is also present on the personal web pages of the organizers. Best Regards, The organizers, Matteo Burzoni Luciano Campi Alessandro Doldi Marco Frittelli Marco Maggis

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Fwd: São Paulo School of advanced science on singular stochastic partial differential equations and their applications
by Franco Flandoli 27 Feb '22

27 Feb '22

Inoltro ---------- Forwarded message --------- Da: Christian Horacio Olivera <colivera(a)unicamp.br> Date: mer 23 feb 2022 alle ore 15:43 Brazilian School of Probability/São Paulo School of advanced science on singular stochastic partial differential equations and their applications We are very excited to finally announce the EBP 2022/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications. The São Paulo school is divided into two parts and will happen in the weeks of August 2 to August 13, 2022, at Campinas University. In the first week there will be two introductory mini courses by Paulo Ruffino (Campinas) and Weijun Xu (Beijing) (stochastic calculus and rough paths) that lay the foundations for the courses of the second week and are directed towards students and researchers with little to no experience in the field. The courses of the second week are held by Lorenzo Zambotti (Sorbonne) and Martin Hairer (Imperial College London). Here, newly developed theories and their latest developments in the field of singular SPDEs and related areas will be taught. The program will be complemented with several plenary talks, invited talks, a poster session and a visit to the LNLS laboratories, where the only particle accelerator of Latin America is located. The school will give full financial support for around 100 students and young researchers (50 from Brazil and 50 from abroad). To ask for financial support the registration deadline is April 15, 2022. More information under www.ime.unicamp.br/spas2022. The EBP 20022 will coincide with the second week of the São Paulo School. As in previous years, the EBP will consist of two mini courses, plenary talks, contributed talks and poster sessions, all presented in a relaxed atmosphere. This will be our first edition at IMECC-UNICAMP, which is home to one of Brazil's top ranked Mathematics departments. More information under www.ime.unicamp.br/bsp2022. To guarantee a safe event a big auditorium has been reserved that allows social distancing between participants. All required measures to prevent the spread of Covid 19 will be taken. We would be grateful if you could advertise these events among your colleagues. Best regards Christian Olivera

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