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Seminars in Statistics at Collegio Carlo Alberto - Sara WADE (UNIVERSITY OF EDINBURGH)
by Matteo Giordano 29 May '26

29 May '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/06/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Sara WADE (UNIVERSITY OF EDINBURGH) Title: Explainable Bayesian learning Abstract: The Bayesian approach is widely valued for its principled treatment of uncertainty and its ability to propagate this uncertainty to predictions. However, advances in modeling and data acquisition have led to posterior distributions defined over increasingly complicated parameter spaces, making them difficult to interpret and summarize. This challenge extends to predictive distributions, which in modern applications may reside on non‑standard spaces such as partitions, sequences, or graphs. In this work, we develop tools for explaining and summarizing non‑standard posterior and predictive distributions arising in Bayesian learning. We illustrate the core ideas in context of clustering, utilizing the Wasserstein distance to obtain a succint, discrete summary of posterior distributions on the space of partitions. We further outline extensions to clustering with clutter and variable selection, and demonstrate how the proposed tools remain useful beyond the Bayesian setting when data itself is uncertain. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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PhD call in Mathematics UniTn-UniVr
by Luca Di Persio 29 May '26

29 May '26

Dear all, I am writing to inform you about the publication of the call for applications for the PhD Program in Mathematics, 42nd cycle (academic year 2026/2027), jointly steered by the University of Trento and the University of Verona, expiring on June 20, 2026, at 4:00 PM (Italian time). For more information: * PhD Course Mathematics<https://www.unitn.it/en/phd/mathematics> [general information on the School and how to apply] * PhD Organization and Impact<https://phd.unitn.it/drmath/4/doctoral-programme-mathematics-agreement-univ…> [with a dedicated section on Regulations and School Organization]. An online Open Day meeting<https://sites.google.com/unitn.it/opendayphdmath/#h.u71vp6xgkckf> among professors, researchers, PhD students, and potential candidates, is also planned for June 10, 2026, starting at 2 pm (Italian time). Students potentially interested in research topics that are related to stochastic analysis and its applications are more than welcome. Do not hesitate to contact me at luca.dipersio(a)univr.it<mailto:luca.dipersio@univr.it> for any further informations Best, LuCa __ 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

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Post-doc announcement
by Mario Maurelli 28 May '26

28 May '26

Dear colleagues, Below you find the following announcement from Julian Tugaut, for a post-doc under his supervision, on the framework of Marie Curie program: https://euraxess.ec.europa.eu/jobs/435626 Deadline June 1st. For any enquiries you can contact: Julian Tugaut Professeur des Universités Institut Camille Jordan (UMR 5208) Les Forges II, 20 rue du Dr Annino 42000 SAINT-ÉTIENNE CEDEX 2 FRANCE (0033)(0) 469 663 204 julian.tugaut(a)univ-st-etienne.fr http://tugaut.perso.math.cnrs.fr https://www.univ-st-etienne.fr/fr/icj.html Best regards Mario Maurelli

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Seminario Syed Ejaz Ahmed | "Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective" (08.06.2026)
by Eventi Stat 28 May '26

28 May '26

Buongiorno, *lunedì 8 giugno alle 10.30* il Prof. *Syed Ejaz Ahmed* (Brock University) terrà il seminario di ricerca "*Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective*". Il seminario si svolgerà in presenza nell'Aula Benvenuti del Dipartimento di Scienze Statistiche, Università di Padova. Tutti gli interessati sono invitati a partecipare. ******** *Thursday 8 Jun at 10.30 a.m.*, *Syed Ejaz Ahmed* (Brock University) will hold a seminar entitled "*Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective*". The seminar will be held in the Benvenuti room of the Department of Statistical Sciences, University of Padova. L'elenco dei seminari in programma è disponibile qui: www.stat.unipd.it/ricerca/academic-year-20252026. Per ulteriori informazioni, si prega di contattare il referente dei seminari del Dipartimento (Emanuele Aliverti, emanuele.aliverti(a)unipd.it)

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Reminder: OWABI - Kate Lee - May 28, 10am UK time
by Massimiliano Tamborrino 26 May '26

26 May '26

Dear all, a kind reminder that the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the Season is on Thursday the 28th May at 10am UK time (a wrong date was circulated before, apologies for that!), when Kate Lee<https://profiles.auckland.ac.nz/kate-lee> <https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) will talk about "Towards Robust and Scalable Bayesian Learning". The talk will be streamed on the OWABI MS Teams Channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at this link https://teams.microsoft.com/meet/382746871856192?p=U7SJQ144q6hLNVFGdS Meeting ID: 382 746 871 856 192 Passcode: FZ2gn73K Speaker: Kate Lee<https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) Title: Towards Robust and Scalable Bayesian Learning Abstract: My talk consists of two parts. The first focuses on Generalised Bayesian Inference (GBI), where the loss hyperparameters are critical under model misspecification yet difficult to determine in a principled way. We introduce a Bayesian framework for hyperparameter inference using held-out data, enabling coherent estimation and uncertainty quantification, together with amortized generalized-posterior approximations that avoid repeated costly sampling across datasets and hyperparameter values. The second addresses scalability in simulation-based inference through data reduction, developing methods that learn informative low-dimensional summaries to enable efficient inference in complex settings, with applications to gravitational wave analysis. Keywords: GBI, SBI, amortized learning We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Seminario di Yuval Peres a Roma Tre il 27/05/2026 ore 13:00
by Pietro Caputo 26 May '26

26 May '26

Seminario di Probabilità e Fisica Matematica a Roma Tre 27/05/2026 Mercoledì 27 Maggio alle ore 13.00, Yuval Peres (BIMSA Beijing) terrà il seminario di Probabilità e Fisica Matematica dal titolo "Random walk on dynamical percolation: separating critical and supercritical regimes". Abstract: In Dynamical Percolation each edge is open with probability p, refreshing its status at rate 𝜇 > 0. This process was introduced in the 1990s by Haggstrom, Steif and the speaker, motivated by a question of Malliavin. Remarkable results on exceptional times in two dimensions were obtained by Schramm, Steif, Garban and Pete. We study random walk on dynamical percolation in the lattice ℤ^d, where the walk moves along open edges at rate 1. Let p_c = p_c(d) denote the critical value for static percolation. For p < p_c and 𝜇 < 1, joint work with Stauﬀer and Steiﬀ (PTRF, 2015) showed the mean squared displacement is of order t𝜇. For p > p_c, we prove that the mean squared displacement is of order t, uniformly in 0 < 𝜇 < 1, refining results obtained with Sousi and Steif (PTRF, 2020). In the critical regime p= p_c, we prove that if d= 2 or d > 10, then the mean squared displacement is at most O(t𝜇^a) where a = a(d) > 0. We will show simulations to illustrate the process. (Joint work with Chenlin Gu, Jianping Jiang, Zhan Shi, Hao Wu and Fan Yang.) Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica, Lungotevere Dante, 376 - aula B308.

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PhD in Economics and Finance @Tor Vergata
by Katia Colaneri 25 May '26

25 May '26

*Italian at the bottom* Dear Colleagues, We would like to inform you that applications for the 42nd cycle of the *PhD Program in Economics and Finance* at the Department of Economics and Finance of the University of Rome Tor Vergata are now open. The *deadline is 9 June 2026* at 12:00. The PhD program is suitable for students with a solid mathematical background who are interested in applications to finance and economics, and it offers the opportunity to work in stochastic control/game theory, mathematical finance, and machine learning methods. Interested students are encouraged to contact us for more information: Katia Colaneri, katia.colaneri(a)uniroma2.it Jodi Dianetti, jodi.dianetti(a)uniroma2.it All useful links can be found below. Best wishes, Katia Colaneri and Jodi Dianetti LINKS: PhD program in Economics and Finance: https://economia.uniroma2.it/phd/ef/ <https://dottorati.uniroma2.it/42-ciclo_p10363.aspx> Call for applications: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx Applications may be submitted from today until the deadline of 9 June 2026 at 12:00. The following webpage contains links to the mini-sites of the PhD programs, where candidates can find information about access requirements, as well as the number and type of available positions: https://dottorati.uniroma2.it/corsi-di-dottorato-xlii_p10365.aspx Candidates can access the application platform through the following link: https://dottorati.delphi.uniroma2.it/piattaformaDottorati/jsp/welcome.jsp?l… --------------------------------- Gentili Colleghi, desideriamo informarvi che sono aperte le candidature per il 42° ciclo del *Dottorato di Ricerca in Economics and Finance* presso il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma Tor Vergata. La scadenza per la presentazione delle domande è fissata al *9 giugno 2026 alle ore 12:00*. Il programma di dottorato è rivolto a studenti con una solida preparazione matematica, interessati alle applicazioni in ambito economico e finanziario, e offre l’opportunità di svolgere attività di ricerca in stochastic control/game theory, finanza matematica e metodi di machine learning. Gli studenti interessati sono invitati a contattarci per ulteriori informazioni: Katia Colaneri, katia.colaneri(a)uniroma2.it Jodi Dianetti, jodi.dianetti(a)uniroma2.it Tutti i link utili sono riportati di seguito. Cordiali saluti, Katia Colaneri e Jodi Dianetti LINK: Programma di Dottorato in Economics and Finance: https://economia.uniroma2.it/phd/ef/ Bando di concorso: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx Le candidature possono essere presentate da oggi fino alla scadenza del 9 giugno 2026 alle ore 12:00. La seguente pagina contiene i link ai mini-siti dei corsi di dottorato, dove i candidati possono trovare informazioni sui requisiti di accesso, nonché sul numero e la tipologia delle posizioni disponibili: https://dottorati.uniroma2.it/corsi-di-dottorato-xlii_p10365.aspx I candidati possono accedere alla piattaforma per la presentazione della domanda tramite il seguente link: https://dottorati.delphi.uniroma2.it/piattaformaDottorati/jsp/welcome.jsp?l…

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OWABI - Kate Lee - 29th May, 10am UK time
by Massimiliano Tamborrino 22 May '26

22 May '26

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the Season is quickly approaching! We are glad to inform you that our next speaker is Kate Lee<https://profiles.auckland.ac.nz/kate-lee>(University of Auckland), who will talk about "Towards Robust and Scalable Bayesian Learning" on the 29th May at 10am UK time (note the different time!), with an abstract reported below. The talk will be streamed on the OWABI MS Teams Channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at this link https://teams.microsoft.com/meet/382746871856192?p=U7SJQ144q6hLNVFGdS Meeting ID: 382 746 871 856 192 Passcode: FZ2gn73K Speaker: Kate Lee<https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) Title: Towards Robust and Scalable Bayesian Learning Abstract: My talk consists of two parts. The first focuses on Generalised Bayesian Inference (GBI), where the loss hyperparameters are critical under model misspecification yet difficult to determine in a principled way. We introduce a Bayesian framework for hyperparameter inference using held-out data, enabling coherent estimation and uncertainty quantification, together with amortized generalized-posterior approximations that avoid repeated costly sampling across datasets and hyperparameter values. The second addresses scalability in simulation-based inference through data reduction, developing methods that learn informative low-dimensional summaries to enable efficient inference in complex settings, with applications to gravitational wave analysis. Keywords: GBI, SBI, amortized learning We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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[STAR Seminars] Thursday May 28 - Olivier Menoukeu Pamen
by Leonardo Tarquini 20 May '26

20 May '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Thursday, May 28th, from 13:00 to 14:00 (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/68221889625>. The speaker is Olivier Menoukeu Pamen (Institute for Financial and Actuarial Mathematics (IFAM), Department of Mathematical Sciences, University of Liverpool) with the talk: Title: A Stochastic Maximum Principle for Control Problems with Irregular Drift Abstract: This talk considers a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift coefficients. We study dynamics of the form b(t, x,a) = b1(t, x) +b2(x)b3(t,a), where b1 is bounded and Borel measurable, b2 is of bounded variation, and b3 is bounded and smooth. These weak regularity assumptions place the problem outside the scope of classical stochastic control theory. We establish a Pontryagin-type stochastic maximum principle under this lowregularity framework. The analysis relies on new well-posedness and regularity results for stochastic differential equations with random drifts of bounded variation, including existence, uniqueness. A central ingredient is an explicit representation of the first variation process via integration against the space–time local time of bounded variation processes. Our proof combines approximation methods with Ekeland’s variational principle, while a Garcia–Rodemich–Rumsey inequality provides the uniform estimates needed to control the first variation process. As an application, we derive an optimal corridor-type capital adjustment strategy for an insurance surplus model. This talk is based on a joint work with A. M. Bogso, D. Kuissi Kamdem and R. Likibi Pellat. We are looking forward to seeing you! Best regards, Frank, Giulia, Leonardo, Pere, and David

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Postdoctoral position at Stockholm University - LLMs and point processes
by Martina Favero 20 May '26

20 May '26

Buongiorno, Ricevo ed inoltro Saluti, Martina _______________________________________________________________________________________ Dear colleagues, I am looking for candidates for a postdoctoral position specialising in probability theory and/or statistics for a project on large language model (LLM) techniques and point processes. More information can be found at https://su.varbi.com/en/what:job/jobID:933428/type:job/where:4/apply:1 Best wishes, Mathias Lindholm … Associate professor Department of Mathematics, Div. of Mathematical Statistics Stockholm University Sweden E-mail: lindholm(a)math.su.se

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