- Random - Mailing list — Dipartimento di Matematica, UniPI

Discrete Random Structures 2026
by Elia Bisi 12 Jan '26

12 Jan '26

Dear colleagues, Please find below some information regarding the conference “Discrete Random Structures 2026”, which will take place in Będlewo, Poland, from 17 to 22 May 2026. The organisers are also setting up a special session for young researchers. Best regards, Elia ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- Date: 9 Jan 2026 at 17:28 +0100 To: Conference Discrete Random Structures II <drs2(a)impan.pl> > > Dear Invited Speakers, > > We are pleased to inform you that registration for the Conference Discrete Random Structures II is now open. > > Please register via the conference website: > > https://sites.google.com/impan.pl/drs2026/registration > All practical information, including important dates, travel advice, and conference fee payment details, is available on the conference information page: > > https://sites.google.com/impan.pl/drs2026/information > Please ignore any unsolicited hotel offers from third parties; all accommodation is provided by the Conference Center. > > Finally, we plan to organize a special session for young researchers (PhD students, postdoctoral fellows, etc.); therefore, we encourage you to share the conference information with early-career researchers who may be interested. > > Further details will be sent in a subsequent email. Should you have any questions, please do not hesitate to contact us. > > Best regards, > Piotr Dyszewski

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Seminario Roxana Dumitrescu 15/01- Luiss
by Marta Leocata 10 Jan '26

10 Jan '26

Cari Colleghi, vi segnalo che lunedì 15 gennaio alle ore 12, presso l’aula seminari 307b della sede LUISS di viale Romania 32, Roxana Dumitrescu (CREST, ENSAE, Institut Polytechnique de Paris) terrà un seminario dal seguente titolo e abstract: Title: Multi-scale mean-field games with common noise Abstract: In this talk, I will introduce two novel classes of mean-field games (involving regular control and optimal stopping) in a two-scale regime and in the presence of common noise. I will discuss the existence of (\varepsilon)-equilibria in this setting, using an approach that avoids the classical difficulties typically encountered in the literature on mean-field games with common noise. Tutti gli interessati sono invitati a partecipare. Saluti, Marta Leocata

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Summer school "Applied Harmonic Analysis and Machine Learning" - Genoa, 7-11 September 2026
by Ernesto De Vito 09 Jan '26

09 Jan '26

As part of the scientific activity and educational offer of MaLGa - Machine Learning Genoa Center (https://malga.unige.it) we are delighted to announce the summer school "Applied Harmonic Analysis and Machine Learning", which will take place in Genoa on September 7–11, 2026. The intended audience includes graduate students in Mathematics, Physics, Computer Science and Engineering, as well as postdoctoral fellows and young researchers. The lecturers of this sixth edition will be Michael Bronstein (University of Oxford), Philipp Petersen (University of Vienna) and Clarice Poon (University of Warwick). We will also host a one-day workshop with invited speakers and selected contributed talks/posters from the participants. The school will be held in person only. Limited funding is available to cover accommodation expenses. The registration form, as well as further information and updates, can be found on the webpage https://malga.unige.it/education/schools/ahaml2026/. We kindly ask you to circulate this message among all the potentially interested colleagues/participants. We look forward to seeing you in Genoa! The organizers G. S. Alberti N. Aroua F. De Mari E. De Vito S. Sanna M. Santacesaria

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SPASS seminar: Pierfrancesco Beneventano
by Marco Romito 09 Jan '26

09 Jan '26

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Edge of Stochastic Stability: SGD does not train neural networks as you expect it* by Pierfrancesco Beneventano (MIT) on Tuesday 13.1.2026 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, M. Romito on behalf of the organizers ------------------- Abstract: Recent findings demonstrate that when training neural networks using full-batch (deterministic) gradient descent with step size η, the largest eigenvalue λ of the Hessian consistently stabilizes around 2/η. These results are surprising and carry significant implications for convergence and generalization. This, however, is not the case for mini-batch optimization algorithms, limiting the broader applicability of the consequences of these findings. We show that mini-batch Stochastic Gradient Descent (SGD) trains in a different regime, which we term Edge of Stochastic Stability (EoSS). In this regime, what stabilizes at 2/η is Batch Sharpness: the expected directional curvature of mini-batch Hessians along their corresponding stochastic gradients. As a consequence, λ---which is generally smaller than Batch Sharpness---is suppressed, aligning with the long-standing empirical observation that smaller batches and larger step sizes favor flatter minima. We further discuss implications for mathematical modeling of SGD trajectories.

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[STAR Seminars] Wed Jan 21 - Susanna Dehò
by Leonardo Tarquini 09 Jan '26

09 Jan '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, January 21st, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/67027975721>. The speaker is Susanna Dehò (University of Milano "La Statale") with the talk: Title: Symmetries of SDEs: from invariance properties to integration by parts formulas Abstract: The study of symmetries in differential equations, pioneered by Sophus Lie, constitutes a fundamental geometric approach to understand the invariance properties governing a dynamical system. By identifying the groups of transformations that preserve the equation’s structure, this framework provides systematic tools for order reduction, the construction of exact solutions, and the simplification of complex problems. Although symmetry analysis stands as a classical pillar for deterministic differential equations (ODEs and PDEs), supported by extensive literature, its extension to Stochastic Differential Equations (SDEs) represents a relatively recent field of research. Recent literature has also highlighted significant connections with the symmetries of the associated Fokker-Planck or Kolmogorov equations. Furthermore, the application of Lie symmetry theory to SDEs enables the derivation of integration by parts formulas inspired by Bismut’s variational approach to Malliavin calculus, with notable applications to the analysis of the law and regularity of the processes, as well as to the development of a stochastic calculus of variations. In this talk, we will discuss various notions of symmetry for SDEs, highlighting their connections to established invariance properties of well-known stochastic models and the symmetries of Kolmogorov PDEs. We will analyze how a geometric approach, inspired by Lie’s deterministic framework, enables the development of powerful computational tools for symmetry calculation. Subsequently, we will demonstrate how applying this geometric theory allows for the constructive derivation of an integration by parts formula for SDEs, rooted in Bismut’s approach. Finally, we will show how this integration by parts formula acts as a generating identity for well-known probability formulas, and discuss its connections to Stein’s identities. This contribution is based on a joint work with F.C. De Vecchi, P. Morando and S. Ugolini. Susanna Dehò, Francesco C. De Vecchi, Paola Morando, and Stefania Ugolini. Random rotational invariance of integration by parts formulas within a Bismut-type approach. Journal of Mathematical Physics: in print, 2025. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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BEE-VOLatility Project final event
by Maria Elvira Mancino 08 Jan '26

08 Jan '26

Dear colleagues, on *January 15th, 2026*, the following workshop will take place *Assessing and Forecasting Climate Change and Its Impact on Pollinators’ Health and Ecosystem Integrity* *HONEY BEE VOLatility Final Event <https://www.unive.it/data/33113/7/110160>* The workshop seeks to explore and discuss a broad range of perspectives on climate and environmental risks, from modelling and forecasting climate change to investigating the impacts of climate change on honeybees’ health. The event will also feature contributions developed as part of the PRIN 2022 PNRR project “Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystem service provision”. *Thursday, 15 January 2026, 10.30-16.30* San Giobbe Economics Campus - Venice School of Management, Polo Rispoli (Cannaregio 873, Venice) *Also online via Zoom* Registration (*free*) before 13/1/2026 at 12.00 : https://forms.gle/Ao3BbAeEjyB8PfB97 This event is part of the dissemination activities developed within the Project “Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision” prot. nr. P2022AX5TH and received funding from the European Union Next-GenerationEU - National Recovery and Resilience Plan (NRRP) – MISSION 4 COMPONENT 2, INVESTIMENT 1.1 Fondo per il Programma Nazionale di Ricerca e Progetti di Rilevante Interesse Nazionale (PRIN) – CUP N. H53D23009460001 Kind regards Mavira

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Meeting "Stochastic Models in Biomathematics and Applications"
by Antonio DI CRESCENZO 08 Jan '26

08 Jan '26

Dear Colleagues, On behalf of the Organizing Committee, I am pleased to announce the Meeting *Stochastic Models in Biomathematics and Applications,* which will take place at the *University of Salerno *(Department of Mathematics) on *January 20–21, 2026*. Scope of the Meeting is the scientific exchange between scientists working in Probability and Mathematical Statistics, with special focus on Stochastic Models, Biomathematics and Applications. The participation is open to any interested scholar. The Meeting falls within the activities of the Project P2022XSF5H supported by the “European Union – Next Generation EU” through MUR-PRIN 2022 PNRR. *Invited Speakers:* · Nikolai Leonenko – *Cardiff University* · Yuliya Mishura – *University of Kyiv* · Thomas Simon – *University of Lille* · Miguel Ángel Sordo Díaz – *University of *Cádiz · Alfonso Suarez Llorens – *University of *Cádiz Participation is free, but registration is mandatory. *Registration and abstract submission deadline:* *January 15, 2026* Further information is available on the website: https://www.dipmat2.unisa.it/iniziative/smod2026/authors.html We look forward to welcoming you to Salerno! Best regards, Antonio Di Crescenzo *On behalf of the Organizing Committee* ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Seminari Filippo De Feo e Mattia Martini - Politecnico di Milano - 8 Gennaio 2026
by Luca Scarpa 07 Jan '26

07 Jan '26

Si ricordano i seguenti 2 seminari a tutti gli interessati. SEMINARIO 1: Giovedì 8 Gennaio 2026, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Filippo De Feo, Technische Universität Berlin. Title: Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications in Economics. Abstract: Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial differential equations, path-dependent stochastic differential equations (such as stochastic delay differential equations or stochastic Volterra integral equations), or partially observed stochastic systems. In this talk we present a limiting theory as the number of particles tends to infinity. We apply the developed theory to problems arising in economics where the particles are modeled by stochastic partial differential equations and stochastic delay differential equations. The talks is based on [F. de Feo, F. Gozzi, A. Swiech, L. Wessels, Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications, arXiv preprint arXiv:2511.21646] Link Zoom: https://polimi-it.zoom.us/j/92373976166?pwd=pvQAMGRkAnZ6WLaEXawDkGmbxa61VV.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2663&sezione_di_ricerca=probstat&stri… SEMINARIO 2: Giovedì 8 Gennaio 2026, ore 11:45. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Mattia Martini, École polytechnique, Centre de Mathématiques Appliquées, Palaiseau. Title: Regularisation in mean field models via infinite dimensional diffusion. Abstract: This talk aims to show how randomizing the dynamics in mean field models can help regularize the associated partial differential equations on the space of probability measures. A key challenge in this approach lies in constructing a suitable notion of noise on the space of probability measures. To this end, we rely on the Dirichlet–Ferguson diffusion process, as studied by Dello Schiavo [AOP 22]. We first examine the effect of this noise on a system of uncontrolled interacting particles and show that it induces a regularizing effect at the level of the corresponding backward Kolmogorov equation. We then analyze a mean field control problem driven by this noise and prove that the associated Hamilton–Jacobi equation admits a unique solution in an appropriate functional space, even when the coefficients have limited regularity. The talk is based on a joint work with F. Delarue (Nice) and G. Sodini (Vienna). Link Zoom: https://polimi-it.zoom.us/j/92373976166?pwd=pvQAMGRkAnZ6WLaEXawDkGmbxa61VV.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2664&sezione_di_ricerca=probstat&stri… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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seminario Felix Liebrich in Bicocca
by Fabio Bellini 07 Jan '26

07 Jan '26

Il giorno lunedì 12 gennaio alle ore 17 presso la aula seminari 4096 al quarto piano dell'edificio U7 della Università di Milano-Bicocca, il dott. Felix-Benedikt Liebrich della Università di Amsterdam terrà un seminario dal titolo Lambda-quantiles: A closer look at the new kid on the block Abstract: Lambda-VaR has initially been suggested by Frittelli et al. (2014) as a generalisation of classical Value-at-Risk. Recent years have seen a surge in work on these functionals (or slightly more generally: on Lambda-quantiles), both in financial and insurance applications and from a decision-theoretic perspective. This talk focuses on Lambda-quantiles of univariate probability distributions which generalise classical quantiles by replacing the defining constant threshold in the unit interval with a function Lambda mapping the real line to the unit interval. Working under minimal assumptions, we analyse how the choice of Lambda determines mathematical properties of the resulting functional. In particular, we examine aggregation behaviour, continuity, identifiability of the functional parameter Lambda, and the preservation of finer properties of classical quantiles such as ordinal covariance. We conclude by discussing interpretational issues in financial applications. Based on joint work with Fabio Bellini. Tutti gli interessati sono invitati a partecipare. Fabio Bellini °°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°° Prof. Fabio Bellini Dipartimento di Statistica e Metodi Quantitativi (DISMEQ) Università degli Studi di Milano-Bicocca Edificio U7, IV piano, stanza 4055 Via Bicocca degli Arcimboldi 8, 20126 Milano Webex: https://unimib.webex.com/meet/fabio.bellini Orcid: https://orcid.org/0000-0002-3597-808X Scholar: https://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it °°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°° °°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°

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Seminario Daniela Witten presso Politecnico di Milano
by Laura Maria Sangalli 07 Jan '26

07 Jan '26

Si avvisa che domani, 08/01/2026, alle ore 14:30 presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Daniela Witten Università di Washington Titolo: Data thinning and beyond Abstract: Contemporary data analysis pipelines often involve the use and reuse of data. For instance, a scientist may explore a dataset to select an interesting hypothesis, and then wish to test this hypothesis with the same data. From a statistical perspective, this double use of data is highly problematic: it induces dependence between the hypothesis generation and testing stages, which complicates inference. Failure to account for this dependence renders classical inference techniques invalid. I will present "data thinning", a set of strategies for obtaining independent training and test sets so that the former can be used to select a hypothesis, and the latter to test it. Data thinning enables valid selective inference in settings for which no solutions were previously available. However, it is also restrictive, in the sense that it requires strong distributional assumptions. Therefore, I will also present strategies inspired by data thinning that enable valid post-selection inference without such assumptions. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente indirizzo https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono invitati a partecipare. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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