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OWPS kicks off next week
by Federico Sau 10 Oct '25

10 Oct '25

Dear colleagues, We are pleased to announce that the Fall 2025 series of the OWPS (One World Probability Seminar) is resuming next week! This semester, seminars will be held twice a month on Thursdays. The first talk will take place on Thursday, October 16, 2025, from 16:00 to 18:00 Rome time (14:00–16:00 UTC) via Zoom (see details below): Speaker: Tom Hutchcroft (Caltech) Title: Critical long-range percolation All information, including the talk's abstract, the schedule of the next talks, and the Zoom-YouTube livestream links, can be found on our website: https://www.owprobability.org/one-world-probability-seminar Originally launched during the early days of the pandemic to keep the probability community connected, OWPS has now hosted over 100 talks from researchers around the world. Its goal remains to serve as a reference point for connecting researchers in probability and related areas globally, enabling live participation and direct interaction, sharing the latest developments, and forming a lasting digital archive of talks. If you wish to receive updates on future OWPS talks, you can join our mailing list here<https://www.owprobability.org/mailing-list>. We look forward to seeing many of you online! Best wishes, Marianna Russkikh and Federico Sau *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Christian Franq seminar, Ca' Foscari University, 13 October
by Roberto CASARIN 09 Oct '25

09 Oct '25

Dear Colleagues Professor *Christian Franq* (University of Lille - CREST-ENSAE) will give the seminar: *Penalized QMLE and model selection of time series regressions* *Monday, October 13, at 12:15 in Meeting Room 1* *Department of Economics, San Giobbe Campus* *Ca' Foscari University of Venice* It will also be possible to attend on Zoom here: https://unive.zoom.us/j/89661175677?pwd=mAtZP4LXqk5DwT5pNHkhJUemn7Sayq.1 All interested people are warmly invited to attend! rc Abstract: We examine a linear regression model applied to the components of a time series, aiming to identify time-varying, constant as well as zero conditional beta coefficients. To address the non-identifiability of parameters when a conditional beta is constant, we employ a lasso-type estimator. This penalized estimator simplifies the model by shrinking the estimates in favor of natural constant beta representations. Given that the model accommodates conditional heteroskedasticity and the relevant regressors are unknown, the total number of parameters to estimate can be quite large. To manage this complexity, we propose a multistep estimator that first captures the dynamics of the regressors before estimating the dynamics of the betas. This strategy breaks down a high-dimensional optimization problem into several lower-dimensional ones. Since we avoid making strict parametric assumptions about the innovation distributions, we use Quasi-Maximum Likelihood (QML) estimators. The non-Markovian nature of the global model means that standard convex optimization results cannot be applied. Nevertheless, we analyze the asymptotic distribution of the multistep lasso estimator and its adaptive version, deriving bounds on the maximum value of the penalty term. We also propose a nonlinear coordinate-wise descent algorithm, which is demonstrated to find stationary points of the objective function. The finite-sample properties of these estimators are further explored through a Monte Carlo simulation and illustrated with an application to financial data. Bio: Christian Francq is a distinguished econometrician and Professor of Statistics at the University of Lille, France. His research focuses on time series analysis, financial econometrics, and GARCH models, with a particular emphasis on theoretical and applied aspects of volatility modeling. He has made significant contributions to the development of nonlinear time series models, asymmetry in volatility, and inference for financial data. His research has been published in top-tier journals, and he continues to shape the field through both his academic work and collaborations. More information available here: https://www.unive.it/data/agenda/3/104513 -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Borse dottorato SAMBa CDT, 2026/27 (Università di Bath, UK)
by Federico Cornalba 08 Oct '25

08 Oct '25

Buongiorno, segnalo l’apertura della procedura di selezione per borse di dottorato SAMBa CDT (Centre for Doctoral Training in Statistical Applied Mathematics at Bath, UK) per l'anno accademico 2026/27. Tutti i dettagli sono disponibili al sito: https://samba.ac.uk/apply-to-samba/ Si sottolinea che, a seguito di maggiore flessibilità di finanziamento ottenuta di recente, SAMBa CDT ha una buona capacità di reclutamento a livello internazionale. Vi prego di diffondere il messaggio a tutti i possibili interessati e tutte le possibili interessate. Ringrazio e saluto, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

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CHANGE OF TIME AND LOCATION: De Finetti seminar: Walter Schachermayer, Oct. 13, 2025
by Alessandro Doldi 08 Oct '25

08 Oct '25

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 on October 13, 2025 at 15:30: Walter Schachermayer, University of Vienna NEW TIME AND LOCATION: Aula C04 Colombo-M (Entrance from Via Mangiagalli 25, Università degli Studi di Milano), h. 15:30 Title: Lacunary/Hereditary Limit Theorems in Probability and Analysis Abstract: J. Komlos proved in 1967 an extremely useful theorem. For any bounded sequence (f_n) in L^1 there is a subsequence n_k and a limiting function f such that f_{n_k} converges to f almost surely in Cesaro mean. The convergence not only holds for the subsequence f_{n_k}, but also for each of its sub-subsequences. This important result may be seen as an extension of the strong law of large numbers, pertaining to arbitrarily dependent sequences of random variables. We analyze also other lacunary/hereditary versions of classical variants of the law of large numbers. Special attention will be given to the law of large numbers of Hsu-Robbins-Erdös from 1947/49. We show that it is indispensable for the proof of a lacunary/hereditary version of this theorem to use approximations by exchangeable sequences of random variables (as opposed to martingale differences). This yields the first example verifying a conjecture by D. Aldous from 1977. 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) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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DoCRA courses for PhD students: 4th session
by Maria Elvira Mancino 07 Oct '25

07 Oct '25

Dear all, I am pleased to share the following: the *Collegio Internazionale Ca’ Foscari (CICF) *in Venice is offering 20 fellowship to doctoral students for attending the fourth session of the *Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ *Aims and scope* The Colloquium caters to Doctoral students interested in analytical (both theoretical and applied) methods for measuring, managing and mitigating risks. It is organized over four two-week sessions along one year. The risks considered range from standard economic, ﬁnancial or insurance applications, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. Outstanding international scholars with long-standing PhD teaching and supervision experience deliver the courses. *Target* We seek *PhD students from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for one session at a time, but must attend the whole session. They may get credit for the courses taken within the Colloquium. There are no participation fees; travel and accommodation are covered by the Colloquium. Up to five additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Content * The first session was in January 2025. The fourth one is: 4) January, 18 - 31, 2026, *Networks and Risk Propagation* *a) *Week 1: *Remco Hofstad*, Eindhoven U. of Technology, *Random Graphs and Complex Networks: Structure and Function* *b) *Week 2: *Alireza Tazbah-Salehi*, Northwestern University, *Production Networks* *Where* Polo Didattico San Basilio, Venice (Session ). Polo Didattico San Basilio <https://www.unive.it/pag/10128/> *We offer* - an outstanding Faculty of leading researchers; - work in a team with several, multidisciplinary doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Istituto Canossiano San Trovaso (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. *Applications* Students can apply for the* January 2026* session through the site https://landing.cafoscarichallengeschool.it/docra/ Acceptance of qualified applicants will be done on a first-in basis. *Deadline* 14th November 2025 *More Information* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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IFCS 2026: International Federation of Classification Societies Conference - Second announcement
by Giorgia Zaccaria 07 Oct '25

07 Oct '25

Dear Colleagues, We are glad to inform you that the International Federation of Classification Societies (IFCS) Conference 2026 will take place in Milan, Italy, from July 14 to 16, 2026. The conference will be hosted by the Department of Statistics and Quantitative Methods of the University of Milano-Bicocca and the Department of Economics, Management and Quantitative Methods of the University of Milan. The conference will focus on topics including analysis of complex and non-standard data, machine learning and deep learning approaches to classification and clustering, and real-world applications across diverse scientific disciplines. More information, including key dates, is available at ifcs2026.unimib.it/ and in the flyer you can find here <https://ifcs2026.unimib.it/wp-content/uploads/sites/205/2025/09/Flyer-IFCS2…> . The Scientific Committee is composed of: Francesca Greselin (Chair), Silvia Salini (Co-chair), Krzysztof Jajuga (IFCS), Rebecca Nugent (IFCS), Mark de Rooij (IFCS), Vladamir Batagelj (SSS), Paula Brito (CLAD), Sonya Coleman (IPRCS), Rosa Crujeiras, Jean Diatta (SFC), Luca Frigau (ClaDAG), Raeesa Ganey (MDAG), Stefano A. Gattone, Aurea Granè (SEIO-AMyC), Julien Jacques, Joanna Landmesser-Rusek (SKAD), Berthold Lausen (BDSS), Angelos Markos (GSDA), Agustín Mayo-Íscar, Raffaella Piccarreta, Riccardo Rastelli, Pieter Schoonees (VOC), Luca Scrucca, Piercesare Secchi, Gialuca Sottile, Yoshikazu Terada (JCS), Cristina Tortora (CS), Tom Wilderjans (VOC), Adalbert Wilhelm (GFKL). Satellite events will include a data challenge for students and young researchers, as well as tutorials. Further information will be released soon. We look forward to welcoming you to Milan. Best regards, the Local Organizing Committee Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga Dr. Giorgia Zaccaria, Ph.D. Postdoctoral Research Fellow University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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De Finetti seminar: Walter Schachermayer, Oct. 13, 2025
by Alessandro Doldi 06 Oct '25

06 Oct '25

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 on October 13, 2025 at 18:00: Walter Schachermayer, University of Vienna LOCATION Seminar Room 3-E4-SR03, Bocconi University, Milano Title: Lacunary/Hereditary Limit Theorems in Probability and Analysis Abstract: J. Komlos proved in 1967 an extremely useful theorem. For any bounded sequence (f_n) in L^1 there is a subsequence n_k and a limiting function f such that f_{n_k} converges to f almost surely in Cesaro mean. The convergence not only holds for the subsequence f_{n_k}, but also for each of its sub-subsequences. This important result may be seen as an extension of the strong law of large numbers, pertaining to arbitrarily dependent sequences of random variables. We analyze also other lacunary/hereditary versions of classical variants of the law of large numbers. Special attention will be given to the law of large numbers of Hsu-Robbins-Erdös from 1947/49. We show that it is indispensable for the proof of a lacunary/hereditary version of this theorem to use approximations by exchangeable sequences of random variables (as opposed to martingale differences). This yields the first example verifying a conjecture by D. Aldous from 1977. 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) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Seminario on-line PRISMA lunedì 6 ottobre 2025 - C. Franceschini & F. Sau
by Sonia Mazzucchi 06 Oct '25

06 Oct '25

Ricordiamo che oggi pomeriggio alle 16 riparte il ciclo di seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/). I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb ll prossimo appuntamento è per oggi *lunedì 6 ottobre* 2025. I relatori saranno *Chiara Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau* (Università di Milano Statale) che parleranno di: *Sistemi interagenti del non-equilibrio: dualità e gap spettrali* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/83547578084 ID riunione: 835 4757 8084 Codice d’accesso: 873866 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia) e Federico Sau (Università di Milano Statale) TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali RIASSUNTO: In questo seminario verranno presentati alcuni modelli di sistemi interagenti con spin sia discreti che continui. Tra gli esempi principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il processo armonico recentemente introdotto. Quando questi modelli sono studiati su un reticolo unidimensionale in contatto con reservoir ai bordi, costituiscono un setting classico per l’analisi di fenomeni tipici della meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati sono associati alla Lie algebra su(1,1) e condividono diverse caratteristiche strutturali, tra cui la proprietà di dualità. Nella prima parte del seminario introdurremo il concetto di dualità per i processi di Markov, illustrando come esso consenta di derivare limiti di scala macroscopici (come l’equazione idrodinamica e i principi di grandi deviazioni) e ottenere informazioni sulla misura stazionaria fuori dall’equilibrio, esplicitamente nota solo per alcuni casi specifici. Nella seconda parte prenderemo in esame modelli definiti anche su grafi arbitrari, focalizzandoci sullo studio del gap spettrale e sulla convergenza all’equilibrio.

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Seminar Federico Bassetti at Tor Vergata (Department of Mathematics) October 6, at 14h00
by Claudio Macci 03 Oct '25

03 Oct '25

Dear all, On Monday, October 6, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Federico Bassetti (Politecnico di Milano) with the seminar "Scaling Limits of Bayesian Neural Networks: Gaussian Processes and Mixtures” Abstract: In large neural networks, key theoretical insights emerge in the infinite-width limit, where the number of neurons per layer grows while depth stays fixed. In this regime, networks with Gaussian-initialized weights define a mixture of Gaussian processes with random covariance, which converges in the infinite-width limit to a pure Gaussian process with deterministic covariance. However, this Gaussian limit sacrifices descriptive power, as it lacks the ability to learn dependent features and produce output correlations that reflect observed labels. Motivated by these limitations, we explore deep linear networks in the proportional limit, where both depth and width diverge at a fixed ratio. In this setting, the network converges to a nontrivial Gaussian mixture, both at the prior and posterior level. This structure allows the network to capture dependencies in the outputs—an ability lost in the infinite-width limit but retained in finite networks. Our contribution extends previous works by explicitly characterizing, for linear activation functions, the limiting distribution as a nontrivial mixture of Gaussians. The talk is based on F. Bassetti, L. Ladelli, P. Rotondo. Proportional infinite-width infinite-depth limit for deep linear neural networks (2024+) https://arxiv.org/abs/2411.15267 Bassetti,F. Gherardi, M. Ingrosso, A. Pastore, M. Rotondo, P. Feature learning in finite-width Bayesian deep linear networks with multiple outputs and convolutional layers. Journal of Machine Learning Research 26 (2025) 1-35. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/message/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU-iIP… The seminar is part of the Excellence Project MatMod@TOV.

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Bando di concorso Tecnologo - Università di Padova Dipartimento di Scienze Statistiche - scadenza 29.10.2025
by Livia Mian 03 Oct '25

03 Oct '25

Gentilissimi/e, Il Dipartimento di Scienze Statistiche dell'Università di Padova ha indetto una selezione per esami al fine di reperire 1 Tecnologo di Ricerca di primo livello (categoria stipendiale pari a EP1) da assumere mediante contratto di lavoro a termine, a tempo pieno, per 24 mesi. Il Tecnologo fornirà supporto tecnico al team di ricerca impegnato nel progetto "*SPECOLA – Spatial Transcriptomics through the Lenses of Statistical Modeling and AI*" finanziato dallo European Research Council (ERC) e sarà chiamato a svolgere le seguenti attività: - installazione, configurazione e manutenzione dei software necessari all’analisi di dati biologici, quali ad esempio sequenze genomiche o immagini di microscopia, nei server ad alte prestazioni (HPC); - sviluppo, test e manutenzione di script e pacchetti software open-source per l’analisi di dati biologici, inclusa la produzione di binari e container; - monitoraggio dell’utilizzo delle risorse informatiche, garantendo le opportune misure di sicurezza e di prevenzione della perdita di dati; - collaborazione con il team di sviluppatori principali del progetto Bioconductor per la revisione, distribuzione, aggiornamento e manutenzione del software; - contribuzione alla redazione di documentazione tecnica e alla scrittura di report e articoli scientifici che descrivano i risultati ottenuti. Per i dettagli sui requisiti richiesti e le modalità di selezione si rinvia al bando: https://www.unipd.it/selezione-2025s48 La scadenza è fissata al *29 ottobre 2025 alle ore 14:00.* Cordiali saluti, Il Dipartimento di Scienze Statistiche **** Dear all, The Department of Statistical Sciences at the University of Padua has launched the selection process to recruit a Research Technologist (salary category EP1) with a full-time employment contract for 24 months. The candidate will provide technical support to the research team involved in the project "*SPECOLA – Spatial Transcriptomics through the Lenses of Statistical Modeling and AI*" and will be responsible for the following tasks: - Installation, configuration, and maintenance of the software necessary for the analysis of biological data, such as genomic sequences or microscopy images, on high-performance computing (HPC) servers; - Development, testing, and maintenance of open-source scripts and software packages for biological data analysis, including the production of binaries and containers; - Monitoring the use of computing resources, ensuring appropriate security measures and data loss prevention; - Collaboration with the core development team of the Bioconductor project for the review, distribution, update, and maintenance of software; - Contribution to the drafting of technical documentation and to the writing of reports and scientific articles describing the results achieved For more details on the requirements and selection process please check the call: https://www.unipd.it/selezione-2025s48 Application deadline *October 29, 2025, 14:00 CET. * Kind regards, The Department of Statistical Sciences --- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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