- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario a Roma il 05/02/2025
by Pietro Caputo 21 Jan '25

21 Jan '25

Mercoledì *5 febbraio *alle ore *14.30, *Simone Baldassarri (Mathematical Institute Leiden University) terrà il seminario dal titolo “*Opinion dynamics on dense dynamic random graphs*”. Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. In the first model only coexistence is attainable, meaning that both opinions survive, but with the presence of many disagreeing edges. In the second model only consensus prevails, while in the third model polarisation is possible. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. Il seminario avrà luogo in presenza presso il Dipartimento di Matematica e Fisica di Roma Tre Aula B in Via della Vasca Navale 84, 00146 Roma -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo Tel +39 3460830076

1 0

WiM 2025
by giuseppe.sanfilippo＠unipa.it 21 Jan '25

21 Jan '25

Carissimə, siamo lietə di annunciarvi che il 6 e 7 febbraio 2025 si terrà a Palermo, presso il Dipartimento di Matematica e Informatica, Via Archirafi 34, la seconda edizione del Workshop “Women in Mathematics” organizzato con il patrocinio dell’Unione Matematica Italiana (UMI), dell’Istituto Nazionale di Alta Matematica (INdAM), del Dipartimento di Matematica e Informatica e dell’Università degli Studi di Palermo. L’obiettivo del workshop è di pubblicizzare l'ottimo lavoro di ricerca svolto dalle ricercatrici in matematica nel mondo, accrescere la loro visibilità e incrementare la rete di contatti, promuovendo l’interazione tra discipline diverse. L’iniziativa si svolge anche in concomitanza con la Giornata Internazionale delle Donne e Ragazze nella Scienza prevista l'11 febbraio 2025. Il workshop prevedrà l’intervento delle seguenti invited speakers: Eleonora Amoroso, Università degli Studi di Messina Alessandra Bernardi, Università di Trento Lydia Castronovo, Università degli Studi di Messina Alessandra Celletti, Università di Roma, Tor Vergata Gisella Croce, Université Paris 1, Panthéon-Sorbonne Chiara Giverso, Politecnico di Torino Anna Mercaldo, Università degli Studi di Napoli Federico II Sihem Mesneger, Université Paris VIII Anamari Nakić, University of Zagreb Helena J. Nussenzveig Lopes, Universidade Federal do Rio de Janeiro, Brasile Maria Rosaria Posteraro, Università degli Studi di Napoli Federico II Laura Lea Sacerdote, Università degli Studi di Torino Mariangela Sciandra, Università degli Studi di Palermo Barbara Vantaggi, Università la Sapienza Roma La partecipazione è aperta a tutti i ricercatori interessati. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Women in Mathematics”. Per partecipare non è richiesta alcuna tassa di iscrizione, ma è gradita la registrazione. I dettagli logistici e le ulteriori informazioni sono disponibili al seguente link: https://wim.unipa.it/ Vi aspettiamo, Gilberto Bini, Barbara Brandolini, Giovanni Falcone, Gaetana Gambino, Maria Carmela Lombardo, Marco Sammartino, Giuseppe Sanfilippo, Elisabetta Tornitore

1 0

The ABS school SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY, June 3-6, 2025, Genova, Italy
by Elisa Varini 20 Jan '25

20 Jan '25

We are pleased to inform you that the next Applied Bayesian Statistics summer school - ABS25 will be held from 3 to 6 June 2025 in the beautiful historic city of Genova, overlooking the Ligurian Sea in Italy. The school is organized by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with the Department of Mathematics of the University of Genova. The topic will be SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY The lecturer will be Prof. ALEXANDRA SCHMIDT (McGill University, Department of Epidemiology, Biostatistics and Occupational Health, Canada), with the support of Dr. CARLO ZACCARDI (University G. d'Annunzio Chieti-Pescara, Department of Economics, Italy). If interested, you can register on the school website: https://abs25.imati.cnr.it/ REGISTRATION is now open, but payments will be possible (by credit card and, possibly, by bank transfer) starting from about mid-February 2025. If you are interested in the school but unwilling to register for the moment, please send an email to abs25(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: This course aims to explore the interface between environmental epidemiology (EE) and spatio-temporal modelling (ST). The aim of EE is to understand the adverse health effects of environmental hazards and to estimate the risks associated with those hazards. Such risks have traditionally been assessed either over time at a fixed point in space or over space at a fixed point in time. ST modelling characterizes the distribution of those hazards and associated risks over both geographical locations and time. Understanding variation and exploiting dependencies over both space and time greatly increases the power to assess those relationships. The course will cover a wide range of topics from an introduction to spatio-temporal and epidemiological principles along with the foundations of ST modeling, with specific focus on their application, to new directions for research. Topics to be covered: - Types of epidemiological studies: cohort, case–control, ecological. - Measures of risk: relative risks, odds ratios, absolute risk, sources of bias, assessing uncertainty. - Bayesian statistics and computational techniques: Markov Chain Monte Carlo (MCMC). - Regression models in epidemiology: Logistic and Poisson generalized linear models, hierarchical models. - Dynamic linear models, temporal autocorrelation. - Spatial models: area and point referenced methods, mapping, geostatistical methods, spatial regression. - Spatial-temporal models: separable models, non-separable models, modelling exposures in space and time. Reference: Shaddick, G., Zidek, J.V., & Schmidt, A.M. (2023). Spatio–Temporal Methods in Environmental Epidemiology with R (2nd ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9781003352655 We hope you will be interested in the school, and we would like to meet you in Genova. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS25

1 0

Call for papers BISP14 - 14th International Workshop on Bayesian Inference in Stochastic Processes
by Elisa Varini 20 Jan '25

20 Jan '25

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 Deadline for paper submission: February 8, 2025. CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers are Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), SIS (Italian Statistical Society), and supported by Department of Economics, Social Studies, Applied Mathematics and Statistics of the University of Turin. BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 8 February 2025: Deadline for abstracts' submission – 22 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) Best regards Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

1 0

PhD thesis position in Geometric Statistics and Compound Climate Events
by Elena Di-Bernardino 20 Jan '25

20 Jan '25

Dear colleagues, Thomas Opitz (INRAE Avignon France) and I are looking for a motivated PhD candidate student from October 2025 to September 2028. The thesis will focus on spatial statistics, stochastic geometry and extreme value theory (see attachment for the thesis topic) with important applications to climate science. Do you know any students who might be interested on this topic? Ideal applicants have a strong background in mathematics, statistics, with interest spatiotemporal modeling of extremes. Yours sincerely Elena Di Bernardino and Thomas Opitz -- Elena Di Bernardino https://math.univ-cotedazur.fr/~elenadb/ Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

1 0

PhD thesis, France
by Chenavier Nicolas 20 Jan '25

20 Jan '25

Dear colleagues, Bartek Błaszczyszyn and I are looking to co-supervise a PhD student from October 2025 to September 2028. The funding program we are applying for is MathPhDInFrance (see https://mathphdinfrance.fr/ for more information). To be eligible, the candidate must have spent at most one year studying in France between 2022 and 2025. The PhD thesis will focus on probability theory, specifically on stochastic geometry and extreme value theory https://www-lmpa.univ-littoral.fr//~chenavier/project_Blaszczyszyn&Chenavie…. The PhD thesis will take place at the University of Littoral (Calais) or in Paris, depending on the student’s preference. Best regards, Bartek Błaszczyszyn and Nicolas Chenavier.

1 0

Seminario Padova - Orphée Collin
by alekos.cecchin＠unipd.it 17 Jan '25

17 Jan '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Gennaio) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Orphée Collin (LPSM Paris) Title: Two-dimensional simple random walk conditioned on avoiding 0 and two-dimendional random interlacements Date: January 24, 2025, at 14:30, room 2AB40 Abstract: In this talk, I will present joint works with Francis Comets and Serguei Popov. How can one condition the two-dimensional simple random walk (2D-SRW), which is well known to be recurrent, on not hitting the origin ? This question will be answered by defining rigorously the 2D-SRW conditioned to avoid the origin. I will then discuss some of its surprising properties and present results concerning its speed of escape towards infinity. I will also present the random interlacements model build upon the conditioned 2D-SRW, which was introduced by the aforementioned coauthors (together with Marina Vachkovskaia) in 2015. I will discuss some properties of this model : FKG inequality, 0-1 law, phase transition and behavior at criticality. During the talk, I will also evoke the continuous counterparts of these processes, namely : the two-dimensional Brownian motion conditioned to avoid the unit ball and the two-dimensional random interlacements. If time allows, I will mention some results on the Brownian random interlacements. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

1 0

Postdoc opportunities at University of Oslo
by Giulia Di Nunno 17 Jan '25

17 Jan '25

Dear All, Exciting postdoc opportunities are open at the Department of Mathematics, University of Oslo within the EU COFUND DSTrain - MSCA of dScience. You can read about the call and the projects available here: https://www.uio.no/dscience/english/dstrain/ There are up to 18 position in science. Many in Probability, Statistics, and Applications. You can read about one in the group of Risk and Stochastics on Risk Quantification, here: https://www.uio.no/dscience/english/dstrain/research-areas2025/mathematics-… Deadline for application April 6, 2025 Please help us distribute this information widely. Best regards, Giulia Di Nunno Professor Risk and Stochastics Department of Mathematics University of Oslo, Norway

1 0

Announcement of the Second Workshop on Quantitative Methods for Green Finance
by Davide Pirino 16 Jan '25

16 Jan '25

Dear Colleagues, We are delighted to share with you the announcement of the second edition of the *Workshop on Quantitative Methods for Green Finance (GFW2025)*, which will take place on *February 6-7, 2025*, at the *Department of Economics and Finance of the University of Rome Tor Vergata*. This workshop offers a unique opportunity to connect with experts from academia and industry, fostering engaging discussions on quantitative methods in sustainable finance, insurance, banking, climate change, and ecological transition. Additional information can be found on the webpage of the event: LINK <https://gfw2025.it/> *GFW2025* is proudly supported by *Etica Sgr*, the *Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES)*, and *SUMUS Italia*. We warmly invite you to join us. If you wish to participate please register at the following link: REGISTRATION <https://gfw2025.it/c/login/>. Participation is free of charge; however, registration is mandatory for organizational purposes. Save the dates, and we look forward to seeing you in Rome! Best regards, Katia Colaneri (on behalf of the Organising Committee)

1 0

Fwd: IWOTA 2025's session on Operator semigroups and related operators
by Davide ADDONA 16 Jan '25

16 Jan '25

Apologize for cross-posting. Davide Addona Inizio messaggio inoltrato: Da: Karsten Kruse <k.kruse(a)utwente.nl<mailto:k.kruse@utwente.nl>> Oggetto: IWOTA 2025's session on Operator semigroups and related operators Data: 16 gennaio 2025, 11:24:15 CET Cc: José Antonio Bonet Solves <jbonet(a)mat.upv.es<mailto:jbonet@mat.upv.es>>, "Kruse, Karsten (UT-EEMCS)" <k.kruse(a)utwente.nl<mailto:k.kruse@utwente.nl>> Dear colleague, We would like to put your attention to the IWOTA2025 - International Workshop on Operator Theory and its Applications, which takes place July 14-18, 2025 at the University of Twente in Enschede, the Netherlands. The preliminary homepage of the IWOTA 2025 is available at https://www.utwente.nl/en/iwota2025/. We will organise the session Operator semigroups and related operators, so please save the date. Information on how to submit an abstract for a talk in our session will follow. Please feel free to forward this e-mail to anybody that might be interested to participate. If you have any questions, please do not hesitate to contact us directly. We are looking forward to seeing you in Enschede. Best regards, José Bonet and Karsten Kruse -- Dr. rer. nat. habil. Karsten Kruse University of Twente Mathematical Systems Theory https://karsten-kruse.de<https://karsten-kruse.de/>

1 0

QFinLab Seminar - Adrien Mathieu (Oxford University) - 27/1/2025, 16:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 16 Jan '25

16 Jan '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 27 January 2025, 16.00-17.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Adrien Mathieu (Oxford University) Title: Market Making with fads, Informed and Uninformed traders. Abstract: We characterize the solutions to a continuous-time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads -- these are short-term deviations from the fundamental value of the asset. Conditional on the value of the fad, we model how informed traders and uninformed traders arrive in the market. The market maker knows of the two groups of traders but only observes the anonymous order arrivals. We study both the complete information and the partial information versions of the control problem faced by the market maker. In such frameworks, we characterize the value of information, and we find the price of liquidity as a function of the proportion of informed traders in the market. Lastly, for the partial information setup, we explore how to go beyond the Kalman-Bucy filter to extract information about the fad from the market arrivals. Next seminar: Marzia De Donno (Università Cattolica del Sacro Cuore), 19 February 12:15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

1 0

International Master scolarships "MathInfI" in Lyon (France)
by msimon＠math.univ-lyon1.fr 15 Jan '25

15 Jan '25

Buongiorno, Inoltro un call per borse di Master a Lione (Francia) per studenti internazionali. Su questa pagina si trova la descrizione di alcuni programmi di Master che ci saranno l'anno prossimo: http://mathematiques.ens-lyon.fr/parcours-2025-2026 (http://mathematiques.ens-lyon.fr/parcours-2025-2026-396607.kjsp?RH=14036172…) ******************************************************************************** The SFRI Graduate+ program "MathInfI" offers scholarships for Master programs of 1,000 euros net/month/10 months. The scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by MathInfI (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in… (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in…)) MathInfI gathers 400 researchers in Mathematics, Fundamental Computer Science and their interactions, across five research units in the Lyon-Saint-Étienne area. The 2025 call for applications is open: Deadline for applications: January 31th, 2025 Results will be communicated in march 2025. Details, eligible programs and application: https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in… (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in…) ********************************************************************************* Marielle Simon

1 0

PhD in Statistics & CS in Bocconi - scadenza domande
by Antonio Lijoi 15 Jan '25

15 Jan '25

Cari tutti, ricordo l'imminente scadenza del 3 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2025-2026). Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti, AL *********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros per annum (year 1) 23,000 euros per annum (years 2-4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2025 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

1 0

OWABI - Paul Bürkner - January 30
by Massimiliano Tamborrino 14 Jan '25

14 Jan '25

Dear all, the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is quickly approaching, being scheduled on Thursday, the 30th January at 11am UK time. Our next speaker is Paul Bürkner<https://paulbuerkner.com/> (TU Dortmund University), who will talk about "Amortized Mixture and Multilevel Models" with an abstract reported below. Abstract: Probabilistic mixture and multilevel models are central building blocks in Bayesian data analysis. However, they remain challenging to estimate and evaluate, especially when the involved likelihoods or priors are analytically intractable. Recent developments in generative deep learning and simulation-based inference have shown promising results in scaling up Bayesian inference through amortization. Against this background, we have developed specialized neural inference frameworks for estimating Bayesian mixture and multilevel models. The involved neural architectures are closely mirroring the probabilistic symmetries and conditional (in-)dependencies assumed by these models. This not only speeds up neural network training, but also enables amortized inference for new datasets of varying number of groups and sample sizes. Keywords: Amortized Bayesian Inference; Neural Posterior Estimation; Probabilistic Factorization This and all talks are hosted on the OWABI Ms Teams Channel, which is available here https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…. The MS Teams link to join Paul Bürkner's talk is https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 361 477 079 820 Passcode: C49gr9Gx Lastly, if you missed Jeremias Knoblauch's seminar, you could now watch the recorded talk on the OWABI webpage<http://www.warwick.ac.uk/oneworldabc>. I'm looking forward to seeing you in a few weeks, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Fwd: John Maheu: Course at the Study Center
by Roberto CASARIN 13 Jan '25

13 Jan '25

Apologies for cross-posting rc -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ ---------- Forwarded message --------- From: Sylvia Kaufmann <sylvia.kaufmann(a)szgerzensee.ch> Date: Mon, 13 Jan 2025, 17:02 Subject: John Maheu: Course at the Study Center Dear colleagues, Happy new year! I would like to draw your attention to a course that John Maheu will teach at the Study Center around mid June: https://web.antragocloud.de/SZG/portal/PROD/app/seminarportal_mit_login/Cou… Please feel free to forward it to advanced PhD students that may be interested. Interested faculty or senior researchers are also eligible. Kind regards Sylvia Study Center Gerzensee Deputy director Dorfstrasse 2 <https://www.google.com/maps/search/Dorfstrasse+2?entry=gmail&source=g> 3115 Gerzensee Switzerland F +41317803112 szgerzensee.ch/kaufmann

1 0

SPASS Seminar: Rangel Baldasso
by Gianmarco Bet 13 Jan '25

13 Jan '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *The random Markov property for random walks in random environments* by *Rangel Baldasso* (*PUC-Rio*) The seminar will take place on TUE, 21.01.2025 at *14:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: We consider random walks evolving in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. This criterion, dubbed the random Markov property, involves the construction of a random field built from the environment that has to satisfy a certain Markovian-like property along with some mixing estimates. We apply this criterion to correlated environments such as Boolean percolation and renewal chains featuring polynomial decay of correlations. Based on a joint work with Julien Allasia, Oriane Blondel, and Augusto Teixeira.*

1 0

BioInference 2025: call for abstracts - deadline 31st January
by Massimiliano Tamborrino 13 Jan '25

13 Jan '25

Dear all, a kind reminder that the deadline for the abstract submission for contributed talks or poster at BioInference2025 (28th -30th May in Bardonecchia, a town in the Alps near Turin) is quickly approaching. If you are interested on mathematical modelling and statistical methods for (widely defined/interpreted) biological problems, then please consider submitting an abstract here https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O… by the 31st January 2025. More info are available on the website https://bioinference.github.io/2025/ and below. Best, Massimiliano on the behalf of the BioInference2025 organising committee ------ BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, to foster discussions and prompt collaborations between the two communities across all career stages. After the previous three editions hosted in the UK, the BioInference 2025 conference (https://bioinference.github.io/2025/) is now going abroad to Italy. This year’s BioInference conference will take place in Bardonecchia, a town in the Alps near Turin on the 28-30 May 2025. Differently from previous editions, this year's conference is going to be a residential 3-days event that will include more talks and networking opportunities compared to previous years. A hike activity will take place on the second day! The three-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work on mathematical modelling and/or statistical methods (either development or application) for (widely defined/interpreted) biological problems. All presentations will be in-person with no-parallel sessions. The abstract can be submitted here https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O… by the 31st January 2025. It is our pleasure to confirm that this year's invited speakers are: Davide Risso, Università di Padova<https://drisso.github.io/> Zhana Kuncheva, Bioxcelerate AI<https://bioxcelerateai.com/the-team/> Antonietta Mira, Universit`a della Svizzera italiana (USI), Lugano<https://search.usi.ch/en/people/f8960de6d60dd08a79b6c1eb20b7442b/mira-anton…> Jennifer Asimit, University of Cambridge MRC Biostatistics Unit<https://www.mrc-bsu.cam.ac.uk/staff/jennifer-asimit> Ben Swallow, University of St Andrew's <https://www.st-andrews.ac.uk/mathematics-statistics/people/bts3/> Jonasz Słomka, ETH Zurich<https://n.ethz.ch/~jslomka/> Diego di Bernardo, Telethon Institute of Genetics and Medicine<https://www.tigem.it/research/research-faculty/di-bernardo> The registration fee (covering three lunches, all coffee breaks and one dinner) is expected to be around 185€ . More information about the conference, talks and posters from previous years, as well as this year’s host town, Bardonecchia, can be found at https://bioinference.github.io/2025/ Kind regards, The 2025 BioInference Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

P@W Summer School 7-11 July Warwick
by Giuseppe Cannizzaro 10 Jan '25

10 Jan '25

Dear all, we are extremely happy to announce the *P@W Summer School <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* - <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*Recent Trends in Probability and Statistics <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* which will take place at the *University of Warwick, 7-11 July 2025*. The school aims at engaging PhD students and researchers with cutting-edge topics at the frontiers of current knowledge in Probability and Statistics. It will feature four lecture courses held by - Martin Hairer <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.haire…>, EPFL (Switzerland) and Imperial (UK) - Nina Holden <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcims.nyu.…>, NYU Courant (US) - Hubert Lacoin <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fw3.impa.b…>, IMPA (Brazil) - Richard Nickl <https://eur01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.statsl…>, Cambridge (UK) who will explore different but connected themes: stochastic PDEs, random planar maps, directed polymers and bayesian inference for time evolution PDEs (for more details please visit the website <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>). The programme will be complemented by discussion and exercise sessions so to maximise interaction among participants and speakers. Further, the participants will have the chance to present their work in short-talk sessions. To join the school, please register at https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school/registrati… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> and fill in and submit the registration form. The *registration deadline* is *18 May 2025*. For more information about the school, how to reach the University of Warwick and accommodation, please visit https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> The school is jointly funded by the Statistics (via CRiSM <https://warwick.ac.uk/fac/sci/statistics/research/crism/>) and Mathematics departments of the University of Warwick, the London Mathematical Society (via the grant 12415) and the UKRI (via the grant MR/W008246/1). We are looking forward to welcoming you in Warwick! Best wishes, The Organisers (Giuseppe Cannizzaro, Emma Horton, Yi Yu and Nikolaos Zygouras)

1 0

PhD positions in Bielefeld
by Ferrari, Giorgio 09 Jan '25

09 Jan '25

Dear Colleagues, we have the great pleasure to share information on new doctoral positions within the research training group (RTG) „Coping with Uncertainty in Dynamic Economies“. This research training group is sponsored by the German Research Foundation (DFG) for up to 9 years, with approximately one million euro per year. We have successfully hired a first cohort of students in 2023, and we are now looking forward to the second cohort. The positions are fully funded, at competitive levels (approx 43.000 Euro gross per year). The RTG is an initiative of ten principal investigators from the Center for Mathematical Economics and the Data Science Research Group at Bielefeld University. Next to the well established core program of our doctoral school BiGSEM (www.bigsem.de <http://www.bigsem.de/>), students will thus work in an excellent research environment on topics involving uncertainty in its various aspects and their consequences for dynamic economies. The research training group holds strong ties with top international researchers who will give specialized block courses and summer schools. As a highlight of our program, the Mercator fellow Jean-Marc Tallon from the Paris School of Economics is part of our research training group. He will serve as a contact person for possible research stays in Paris. Please share the exciting news with your talented master students and encourage them to apply! More information can be found at the inomics website (https://inomics.com/program/9-phd-positions-in-the-research-training-group-…) and at Bielefeld’s official announcement (https://uni-bielefeld.hr4you.org/job/view/3881/research-positions-in-the-re…) Best wishes, Giorgio Ferrari

1 0

PhD Course Announcement - Stochastic control and games with different information structures
by Andrea Cosso 09 Jan '25

09 Jan '25

Dear all, I am pleased to announce the PhD course “Stochastic control and games with different information structures”, taught by Luciano Campi and Giorgia Callegaro and offered by the PhD in Mathematics of the University of Milan - La Statale. The course will be held at the Department of Mathematics, via Saldini 50, Milano, from January 22 to February 14, 2025 with the following scheduling: 2 pm - 5 pm, Wednesday 22 January 2025 2 pm - 5 pm, Thursday 23 January 2025 2 pm - 5 pm, Wednesday 12 February 2025 2 pm - 5 pm, Thursday 13 February 2025 10 am - 12 pm and 2 pm - 3 pm, Friday 14 February 2025 See the poster<https://sites.unimi.it/dottoratomat/wp-content/uploads/2024/12/Corso_Campi_…> for more detailed information. Best regards, Andrea Cosso

1 0

PhD positions in Probability at King's College London, upcoming deadline
by Alexandre Stauffer 09 Jan '25

09 Jan '25

Dear All, This is a final reminder of a PhD position in Probability at King’s College London, under my supervision. The deadline for application is 31 January 2025; after that date, applications will only be accepted if the position is still open. PhD funding will be available for 3.5-4 years, and includes tuition fees, tax free stipend set at UKRI rate plus London weighting, as well as an allowance for research-related travel. Further information may be found in the link below: https://www.kcl.ac.uk/study-legacy/funding/phd-studentship-interacting-part… See also the following link for other PhD openings in our group: https://www.findaphd.com/phds/program/kings-college-london-phd-studentships… Interested candidates are encouraged to contact me (Alexandre Stauffer, a.stauffer(a)kcl.ac.uk) Sam Johnston (samuel.g.johnston(a)kcl.ac.uk) or any other member of the Probability group via email. Thanks, Alexandre

1 0

Fwd: Oberwolfach seminar
by Federica Masiero 08 Jan '25

08 Jan '25

Ricevo e volentieri inoltro Federica ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: mer 8 gen 2025 alle ore 10:32 Subject: Oberwolfach seminar To: Mark Veraar <M.C.Veraar(a)tudelft.nl> Dear colleagues, We are organising an Oberwolfach seminar meeting for one week: *“Stochastic Partial Differential Equations in Critical Spaces”, during 8-13 June 2025.* The meeting takes place in Oberwolfach, and we will present several lectures on the above topic. The meeting is only meant for PhD students and postdocs. Oberfolfach only allows 24 participants. The deadline for applications is March 1st, 2025. Information on how to apply can be found at https://www.mfo.de/scientific-program/meetings/oberwolfach-seminars The program and the attached poster of our seminar please can be found at https://www.mfo.de/occasion/2524a/www_view Best regards, Antonio Agresti and Mark Veraar

1 0

1 PhD position in stochastic modelling and applied mathematics (4+ 1 years)
by Daniela Morale 07 Jan '25

07 Jan '25

Diffondo la richiesta relativa ad una posizione di dottorato tra la modellistica stocastica e PDE. Cordiali saluti **** We are looking for candidates on a PhD position in applied mathematics at the boundary between partial differential equations, stochastic modeling, computational mathematics, and (theoretical) materials science. Are you interested? If yes, then apply on the link below to join the Applied Analysis research group of Karlstad University, Sweden, as doctoral researcher for 4 years. An additional year can be added to the working contract, if the PhD student gets involved in a mild teaching or takes care of small departmental duties (up to 20% fte/year). To apply on this position, follow the instructions: https://kau.varbi.com/en/what:job/jobID:777345/ **** ______________________________________________ Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy email: Daniela.Morale(a)unimi.it<mailto:Daniela.Morale@unimi.it> URL: http://www.mat.unimi.it/users/morale/ _____________________________________________

1 0

Tenure-track assistant professor in Statistics, Economic Statistics or Mathematical Finance and Economics at the University of Verona – Expression of interest
by Alessandro Gnoatto 07 Jan '25

07 Jan '25

The Department of Economics<https://www.dse.univr.it/?lang=en> at the University of Verona (Italy) aims to fill a position for Tenure-Track Assistant Professor in Statistics Economic Statistics Mathematical Finance and Economics. The position is a fixed-term six-year position (RTT). During the first three years, the Department will offer a salary top-up of 20.000 EUR per annum. If the researcher receives the National Scientific Habilitation (ASN), starting from the fourth year it is possible to convert the position into a tenured associate professor one. The position comes with a teaching load of up to 60 hours per annum for the first three years and up to 120 hours per annum from the fourth year. The Department offers courses taught both in Italian and in English at all academic levels. To be eligible, candidates must have at least a basic proficiency in Italian. The Department also values a strong research track record and the ability to attract research funding at both national and international levels. Interested applicants are requested to submit their expression of interest at hiring(a)dse.univr.it<mailto:hiring@dse.univr.it>, including a complete curriculum vitae and a selection of three representative publications. The deadline for submissions is February 8, 2025. The Department of Economics offers a vibrant research environment in the newly built campus of Santa Marta. We have a young faculty with a good gender balance; our recruitment policy is aimed at attracting talented scholars, both from Italy and abroad, to further enhance our dynamic and inclusive academic environment. According to the latest Italian Research Assessment Exercise (VQR), the Department ranks in the top 5% of the economics departments for the number of academics with only top publications. Moreover, the Department has received extra funding for 2023-2027 after being recognized as one of the “Departments of Excellence” by the Italian Ministry of University and Research. Please note that this expression of interest does not constitute a job vacancy advertisement. The Department reserves the right to decide whether and in which field to formally open a position during the next few months. -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

1 0

Fwd: Seminario di "Matematica, Scienza e Società"
by Faggionato, Alessandra 07 Jan '25

07 Jan '25

Buongiorno, ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Tue, 7 Jan 2025 at 09:46 Subject: Seminario di "Matematica, Scienza e Società" Annuncio seminario di *MATEMATICA, SCIENZA E SOCIETA' * *MS&S* Lunedì 13 gennaio 2025, alle ore 17.00 Aula Levi-Civita del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Mirko degli Esposti* (Università di Bologna) *A.I. Fakes you: Riflessioni su entropia, irreversibilità e intelligenza artificiale* Sommario Essere o non essere? Vero o falso? Creatività o plagio? Opera originale o copia? Lo sviluppo di nuovi modelli di Intelligenza Artificiale Generativa ci pone quotidianamente di fronte a “dati sintetici” sempre più complessi e sempre più “indistinguibili” da quelli reali. Da fisico matematico mi divertirò a descrivere il loro funzionamento, il loro impatto e il loro prevedibile futuro, usando come guida due concetti fondamentali della fisica: l’entropia e l’irreversibilità. _________________ _ __________________ *I seminari di Matematica, Scienza e Società sono dedicati all'approfondimento storico e critico di aspetti della matematica e dei suoi rapporti con la scienza e con la società. I seminari hanno carattere interdisciplinare e sono rivolti a studenti, dottorandi, docenti universitari e docenti della scuola secondaria di secondo grado. **I seminari si svolgono presso il Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma.* *Gli organizzatori* *F. Dell'Isola (Università di L'Aquila), M. Pulvirenti (Sapienza Università di Roma),* *E. Rogora (Sapienza Università di Roma), B. Scoppola (Università di Roma Tor Vergata), **A. Teta (Sapienza Università di Roma)* -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Fwd: 6-year position in probability, University of Vienna
by Silvestri, Vittoria 06 Jan '25

06 Jan '25

Ricevo e inoltro con piacere. Vittoria Silvestri ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Nathanael Berestycki <nberestycki(a)gmail.com> Date: lun 6 gen 2025 alle ore 18:28 Subject: 6-year position in probability, University of Vienna To: Ilya Chevyrev <ichevyrev(a)gmail.com> Dear friends and colleagues, The University of Vienna is advertising a 6-year university assistant (postdoc) position within the probability group. The job ad can be found here <https://jobs.univie.ac.at/job/University-Assistant-postdoctoral/1152187501/> and the deadline is January 20th, 2025. The current salary is 66532 euros per year and the position includes some light teaching duties. We would be grateful if you could pass this to any suitable candidate. Feel free to contact me or Ilya Chevyrev <https://ilyachevyrev.wordpress.com/> (who will be joining us with high probability in April, and in cc) for any questions. See also the webpage <https://sites.google.com/view/probabilityinvienna/home> of the Vienna probability community to get an idea of who is there and what is going on scientifically. We also take this chance to wish you all a happy and healthy new year! Kind regards, Ilya and Nathanael

1 0

Reminder- talk Giulia Di Nunno
by Emanuela Rosazza Gianin 05 Jan '25

05 Jan '25

Dear all, you are all invited to participate to the following seminar on *Wednesday 8th of January 2025 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: Utility maximisation and change of variable formulas for time-changed dynamics Abstract: We target the problem of expected utility maximisation of the terminal wealth in a semimartingale setting, where the semimartingale is written in terms of a time-changed Brownian motion and a finite variation process. As for the time-change we consider a general increasing stochastic process with finitely many jumps. To tackle this problem we present change of variable formulas for stochastic integrals w.r.t. the time-changed Brownian motion and we use techniques of enlargement of filtrations. The focus is on power and logarithmic utility. The presentation is based on joint work with Hannes Haferkorn (Commerzbank), Asma Khedher (U. Amsterdam), and Michèle Vanmaele (U. Ghent). The talk can be followed also in streaming at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m668a56b421b3034262619296de85… Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca e-mail: emanuela.rosazza1(a)unimib.it ******************************************

1 0

Abstract Submission for the 12th General AMaMeF conference now open
by Alessandro Gnoatto 04 Jan '25

04 Jan '25

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the 12th General AMaMeF Conference ( https://sites.google.com/view/amamef2025/home ) is now open: https://sites.google.com/view/amamef2025/abstract-submission<https://sites.google.com/view/amamef2025/abstract-submission?fbclid=IwZXh0b…> *Please note that the deadline for abstracts' submissions is January 31. Acceptance will be confirmed by February 10 and the registration to the conference will open on February 11.* Details about deadlines, registration and fees are listed here: https://sites.google.com/.../participation-fees-and-dates<https://sites.google.com/view/amamef2025/participation-fees-and-dates?fbcli…> All the best wishes and looking forward to welcoming you in Verona in the Summer! Alessandro Gnoatto, Athena Picarelli and Sara Svaluto Ferro -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

1 0

29th International Conference on Statistical Physics, Florence, July 13-18,2025. Abstract submissions still open until 7/1/2025!
by luca.avena＠unifi.it 31 Dec '24

31 Dec '24

Dear Colleagues, We are glad to advertise the 29th International Conference on Statistical Physics which will be held in Florence (Firenze) in the week July 13-18, 2025. Details on programme and registration can be found at the webpage https://statphys29.org/ It is worth stressing that the submission of abstracts for short oral or poster presentations is still open until January 7, 2025, and contributions from mathematicians working in the key selected topics are more than welcome, see https://statphys29.org/abstract/ for more details. On behalf of the local committee, Luca Avena

1 0

School on Robust Statistics: Theory and Computation Ispra (Varese), 15-17 May 2025
by Francesca Greselin 28 Dec '24

28 Dec '24

*Apologies for cross-posting* *Robust Statistics: Theory and Computation <https://datascience.maths.unitn.it/icors2025/school.html>* *Ispra (Varese), 15-17 May 2025* *Aim* The School on Robust Statistics which will precede the International Conference on Robust Statistics (ICORS 2025), is an educational event designed for students, early-career researchers, but also experienced professionals seeking to deepen their expertise in the field of robust statistics. The school will offer a unique opportunity to learn from authoritative statisticians who are shaping the future of data science. The program is structured to combine theoretical insights with practical applications, providing participants with a comprehensive understanding of robust methods and their relevance in modern data science. Whether you are a student just beginning your journey into robust statistics or an experienced researcher looking to stay at the forefront of the field, this school provides an opportunity to learn, connect, and grow in an intellectually stimulating environment. *Lectures will be delivered in English.* *Where* Joint Research Centre of the European Commission Ispra, Italy *Registrations* Registrations will open on January 15 at this link: https://web.jrc.ec.europa.eu/remjrc/screen/meeting/16640/registration-form No registration fees are to be paid. *Lecturers* *Rik Lopuhaä <https://online-learning.tudelft.nl/instructors/rik-lopuhaa/> **- Department of Mathematics, TU Delft, NL* *Abhik Ghosh <https://www.isical.ac.in/~abhik.ghosh/>* *- Indian Statistical Institute, Kolkata, India* *Peter Rousseeuw <https://www.kuleuven.be/wieiswie/en/person/00051939>* – *Statistics and Data Science, KU Leuven, BE* *Marco Riani <https://riani.unipr.it/>** - **Department of Economics and Management, University of Parma, IT* *Valentin Todorov <https://orcid.org/0000-0003-4215-0245> - **United Nations Industrial Development Organization: Vienna, AT* More information at* https://datascience.maths.unitn.it/icors2025/school.html <https://datascience.maths.unitn.it/icors2025/school.html>* The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

1 0

bando per posti da ricercatore nell'ambito del Programma “Rita Levi Montalcini”
by Antonio DI CRESCENZO 23 Dec '24

23 Dec '24

Si segnala il bando per cinquantaquattro posti da ricercatore a tempo determinato in regime di tempo pieno nell'ambito del Programma per Giovani Ricercatori “Rita Levi Montalcini”, pubblicato in Gazzetta Ufficiale il 16 dicembre 2024. La scadenza per la compilazione e chiusura on-line delle domande è alle ore 24.00 del *15 GENNAIO 2025*. Per altre informazioni: https://bandomontalcini.mur.gov.it/ Auguri di buone festività natalizie e buon anno nuovo a tutti, Antonio Di Crescenzo

1 0

Doctoral Colloquium on Risk Analytics in Venice
by Maria Elvira Mancino 20 Dec '24

20 Dec '24

*Doctoral Colloquium on Risk Analytics, Ca' Foscari, U. Venice <https://www.unive.it/pag/49801/>* *A joint initiative of Collegio Internazionale Ca’ Foscari 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 * * Aims and scope* The Colloquium is an *honour course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, 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. *The course is organized into four sessions.* *Target* Students are *PhD candidates from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for a session at a time, but need to attend the whole session. They may get credits for the courses taken within the Colloquium. The maximum number of students per session is 25. *A group of up to 20 students will be oﬀered full refund for travel and lodging expenses*. 5 additional students, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, can be admitted at their own expenses. *Where* San Servolo Island, Venice San Servolo <https://servizimetropolitani.ve.it/en/san-servolo-island/where-we-are> *When and on what *(see also below) Four two-weeks sessions on: 1) February, 23 - March, 8, 2025, *Modern risk measurement*; 2) July, 26 - August, 9, 2025, *New challenges on long-run risks*; 3) September , 14 - 27, 2025, *AI for Risk*; 4) January, 18 - 31, 2026, *Networks and risk propagation*. *How* *Each session oﬀers two courses*. Each course is delivered over 20 hours over one week (10 days if more), combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. *Applications* Students can apply for the first session starting from *December 20th 2024*, through the following site DoCRA <https://www.unive.it/pag/49801/> Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *Applications for the second, third and fourth session will open one week after the closing of the previous session.* *Sessions and Lecturers* *Session 1: Modern risk measurement * Week 1: Alfred Muller, U. Siegen, *Measuring and Comparing risks* Week 2: Hansj¨org Albrecher, University of Lausanne, *Emerging Risks for Actuaries: NatCat Insurance and Climate Change* *Session 2: New challenges on long-run risks * Week 1: Max Croce, U. Bocconi,* Macro FinTech* Week 2: Fabio Trojani, Swiss Finance Institute and U. Torino, *Model free pricing and estimation of ﬁnancial risks* *Session 3: AI for Risk * Week 1: Stefano Favaro, U. Torino and CCA, *Predictive uncertainty in Machine Learning with conformal inference* Week 2: Christa Cuchiero, U. Vienna, *Concepts of Deep Learning and Applications to Finance and Risk Management* *Session 4: Networks and risk propagation * Week 1: Remco Hofstad, Eindhoven U. of Technology, *Title* *TBA* Week 2: Alireza Tazbah-Salehi, Northwestern University, *Title TBA* *The organizers*: Elisa Luciano, Mavira Mancino, Marco Corazza, Marco Li Calzi

1 0

Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 20 Dec '24

20 Dec '24

Dear Colleagues, We are excited to announce the upcoming Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry <https://sites.google.com/view/predictcomolake/home-page?authuser=0>, taking place at *Como Lake*, from *June 16 to June 20, 2025*. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. Highlights of the Program: - Foundational Mini-Courses: - *“*Large deviation theory and selected applications*” *Frank den Hollander (Leiden), Marco Zamparo (Uniupo) - *"Kähler geometry & Monge-Ampère equations**”* Eleonora Di Nezza (Sorbonne) - Advanced Lectures: - *"**Probabilistic contruction of Kähler-Einstein metrics”*, Rolf Andreasson (Chalmers), Robert Berman (Chalmers), Jakob Hultgren (Umeå) - *"**Random holomorphic sections and their zeros”*, Alexander Drewitz (Cologne), Bingxiao Liu (Cologne), George Marinescu (Cologne) - *"**The discrete Gaussian free field on a compact manifold”*, Alessandra Cipriani (UCL) This multidisciplinary program is designed for participants with diverse backgrounds, aiming to provide a solid foundation and foster innovative approaches to understanding and applying probabilistic methods in complex geometry. Whether you are a researcher in geometry, probability, or related fields, this school offers a unique opportunity to gain insights and connect with others exploring this cutting-edge area. *Registration and Application:* - Here <https://sites.google.com/view/predictcomolake/registration?authuser=0> all the information about registration. In particular: to pre-register, please fill in this form <https://forms.gle/URhYRvBDngXKLps46> *by February 21, 2025* - For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

1 0

SPDEvent, 21-23 May 2025
by Umberto PAPPALETTERA 20 Dec '24

20 Dec '24

Dear colleagues, We are happy to announce the fourth installment of the SpdePostdocDocEvent (SPDEvent IV) that will be held at the University of Bielefeld, Germany, May 21st-23rd 2025 The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Please register for the event using the form before March 8th. To those requiring it, financial support can be provided in the form of the hotel stay. We explicitly encourage female researchers to register. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange Eliseo Luongo Umberto Pappalettera

1 0

Call for Papers: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld
by Ferrari, Giorgio 20 Dec '24

20 Dec '24

Call for Papers: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld The 14th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA 2025) will be held at the Bielefeld University Center for Interdisciplinary Research from Tuesday, July 15, 2025, to Friday, July 18, 2025. ISIPTA is the premier international event dedicated to the exploration of imprecise probabilities, providing a platform for both theoretical advancements and practical applications. The symposium will feature both contributed sessions and keynote talks from leading experts in the field. Keynote speakers are: • Carole Bernard (Grenoble École de Management & Vrije Universiteit Brussel) • Itzhak Gilboa (Hautes Études Commerciales de Paris & Reichman University) • Peter Grünwald (Centrum Wiskunde & Informatica & Leiden University) • Jan Obłój (University of Oxford) We invite contributions on all aspects of imprecise probabilities, a term encompassing a wide range of mathematical and statistical models that quantify uncertainty without the restriction of precise probabilities. Topics of interest include, but are not limited to, sets of probability measures, partial preference orderings, game-theoretic probability, choice functions, interval probabilities, risk measures, nonlinear expectations, belief functions, and possibility theory. All accepted contributions will be presented and discussed in two separate sessions. Presentations are short and plenary. Detailed explanations and discussions are face-to-face relying on whichever medium you prefer – but having a poster is encouraged – so as to favour interaction among participants. We accept two types of submissions: full papers and one-page abstracts. *The submission deadline is February 2nd, 2025 for full papers and April 27th, 2025 for one-page abstracts*; additional important dates like notification of paper acceptance will be communicated in due course. Submissions are made through the EasyChair platform <https://easychair.org/conferences/?conf=isipta2025> following the formatting guidelines for submissions <https://isipta25.sipta.org/submission> on the conference website. All contributions will be made available on the conference website. Accepted papers will be published in the Proceedings of Machine Learning Research <https://proceedings.mlr.press/>, although authors have the option to opt out of publication in PLMR. *Registration is free for non-tenured scholars with accepted submission* and € 200 for tenured faculty with accepted submission. The fee for scholars without accepted submission and industry participants is € 600. The registration fee includes lunch, coffee breaks, social dinner, and participation in the social event. Registration closes on June 1st, 2025, but we encourage participants to register only after a final decision on their submission has been made. For further details, please visit the conference website: https://isipta25.sipta.org/home We look forward to welcoming you to Bielefeld! The ISIPTA 2025 Steering Committee Jasper De Bock Sébastien Destercke Alexander Erreygers Max Nendel Frank Riedel Matthias Troffaes

1 0

Opportunità di PhD e Postdoc presso il Dipartimento di Statistica, Università di Warwick
by BORDINO, ALBERTO (PGR) 20 Dec '24

20 Dec '24

Buongiorno, desidero segnalare l'apertura di due posizioni per PhD student e una posizione da Postdoc presso il Dipartimento di Statistica dell'Università di Warwick. Maggiori dettagli sono disponibili ai seguenti link: * PhD: https://www.jobs.ac.uk/job/DKH448/phd-studentships-in-statistical-theory-an… * Postdoc: https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Cordiali saluti, Alberto Bordino

1 0

Fwd: Postdoc position in probability at Université Paris Dauphine
by Faggionato, Alessandra 20 Dec '24

20 Dec '24

Buongiorno ricevo e con piacere inoltro Saluti (e buone feste!!!) Alessandra ---------- Forwarded message --------- From: Justin SALEZ <justin.salez(a)dauphine.psl.eu> Date: Fri, 20 Dec 2024 at 09:59 Subject: Postdoc position in probability at Université Paris Dauphine To: Justin SALEZ <salez(a)ceremade.dauphine.fr> Dear colleagues, I would like to draw your attention to a postdoctoral position in probability at Université Paris Dauphine, funded by the ERC Consolidator Grant "CUTOFF". The expected starting date is *September 1st, 2025*, but this is flexible. The position is for two years, with an annual salary of approximately 36k€ and no teaching duty. The successful applicant will be expected to work on the following topics: - Mixing times of Markov chains - Random walks on graphs and groups - Interacting particle systems - Functional inequalities for Markov semi-groups - Curvature of discrete metric spaces Applications (CV + research statement + research project + two recommendation letters) should be sent by e-mail to justin.salez(a)dauphine.psl.eu before *January 31th, 2025. * I would be grateful if you could forward this message to potential candidates. Regards, Justin Salez (https://www.ceremade.dauphine.fr/~salez/) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Workshop in Rome, April 7-9 2025
by Bertini, Lorenzo 20 Dec '24

20 Dec '24

We would to announce the following event. Workshop: Stochastic equations and particle systems Rome April 2025, 7-9. Preliminary list of speakers: N. Berglund, B. Dagallier, A. Debussche, D. Gabrielli, B. Gess, P. Goncalves, X.-M. Li, K. Mallick, J.C. Mourrat, N. O'Connell, M. Romito, K.-T. Sturm, M. von Renesse, L. Zambotti Please visit the web site http://www.mat.uniroma1.it/people/bertini/seps/ for further information. Participation is free, due to the limited space of the lecture room registration is however mandatory. The organizers, L. Bertini L. Dello Schiavo G. Di Gesu' G. Jona-Lasinio

1 0

Fwd: conference announcement
by Antonio Agresti 19 Dec '24

19 Dec '24

Cari tutti, di seguito trovate l'annuncio della conferenza "Analysis and Probability in Infinite Dimensions" che si terrà in Bad Herrenalb tra il 22 e il 25 Aprile 2025. Di seguito trovate ulteriori dettagli. ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: gio 19 dic 2024 alle ore 14:26 Subject: conference announcement To: Antonio Agresti (antonio.agresti92(a)gmail.com) < antonio.agresti92(a)gmail.com> Dear colleagues, We are pleased to announce that registration has opened for the conference "Analysis and Probability in Infinite Dimensions", which will be held in Bad Herrenalb (Germany) April 22-25 2025. A list of speakers is provided below. There is (limited) space for additional participants, who are invited to present a poster. The conference fee (including room and board) is 500 euros, and there is a possibility to apply for financial support. The registration deadline is December 31st. For more information and registration see the conference website: https://www.anaprob2025.com/ Kind regards, the organisers: Sonja Cox, Sjoerd Dirksen, Markus Haase, Jan Maas, and Mark Veraar. Confirmed speakers: Wolfgang Arendt Pascal Auscher Charles Batty Hakima Bessaih Zdzisław Brzeźniak Sandra Cerrai Odo Diekmann Dorothee Frey Benjamin Goldys Bernhard Haak Erika Hausenblas Tuomas Hytönen Birgit Jacob Markus Kunze Svitlana Mayboroda Pierre Portal Markus Riedle Lutz Weis Melchior Wirth

1 0

2-year postdoctoral researcher at University of Milan in Statistics
by Luca Rossini 19 Dec '24

19 Dec '24

Dears, We are hiring a 2-year postdoctoral researcher in Statistics at the University of Milan with deadline 23 January 2025. The baseline net salary is about 27.000€ (gross salary 30.000€) per annum for 2 years and it is only RESEARCH devoted. Here is the link to the detailed description of the procedure: https://inomics.com/job/post-doctoral-position-in-statistics-any-field-1547… The candidate must fill in the application form available online at https://www.unimi.it/en/node/51270 If you have questions, feel free to email me at luca.rossini(a)unimi.it Best regards Luca Rossini -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com; luca.rossini(a)unimi.it skype: luca.rossini14 web: https://rossiniluca.github.io/web/

1 0

Fwd: Post-doc positions at Scuola Normale Superiore
by Marco Romito 18 Dec '24

18 Dec '24

Buonasera ricevo e inoltro -------- Forwarded Message -------- Dear colleagues, Please find below two two-year postdoc positions on "Stochastic models of turbolence and their applications" at Scuola Normale Superiore, with deadline January 17, 2025: https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_25555_874_1.html Best regards, Franco Flandoli

1 0

Fwd: Postdoc position in Lyon in probability / mathematical physics (2025-2027)
by Faggionato, Alessandra 18 Dec '24

18 Dec '24

Ricevo e con piacere inoltro Buona giornata Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Fri, 29 Nov 2024 at 09:35 Subject: Postdoc position in Lyon in probability / mathematical physics (2025-2027) Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline January, 16th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2025 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2025.pdf ) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2025, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *January 16th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on January 17th, 2025 and then on a rolling basis. *Contacts: *(all members of the ERC project Vortex). Christophe Garban (christophe.garban(a)gmail.com) Diederik van Engelenburg (diederikvanengelenburg(a)gmail.com) Romain Panis (panis(a)math.univ-lyon1.fr) Franco Severo (severo(a)math.univ-lyon1.fr) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

2 1

Fwd: bando assegno di ricerca n. 9/2024
by Bertini, Lorenzo 17 Dec '24

17 Dec '24

Vi informo che è stato pubblicato sul sito web dell'Universita' di Roma La Sapienza il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/226659 per il conferimento di n. 1 assegno annuale categoria A tip. I _ Matematica e sue applicazioni. con scadenza: 16 gennaio 2025 Saluti, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

1 0

PhD opportunities at LSE
by Bonesini,O 17 Dec '24

17 Dec '24

Goodmorning everyone, Please feel free to share with your students the following PhD opportunities in London. Best, Ofelia The Financial Mathematics Research Group of the Department of Mathematics at the London School of Economics and Political Science (LSE) invites applications for PhD studies supported by fully funded PhD studentships. We are seeking exceptionally talented and motivated students with a strong mathematical background and interest in financial mathematics, stochastic optimal control, stochastic analysis, and related areas. The research group consists of Ofelia Bonesini, Christoph Czichowsky, Albina Danilova, Pavel Gapeev, Arne Lokka, Johannes Ruf, Luitgard Veraart and Mihail Zervos covering all areas of financial mathematics including optimal investment, pricing and hedging of financial derivatives, financial markets with frictions, optimal execution, systemic risk, applications of machine learning and stochastic optimal control. PhD students are enrolled at LSE and take part in the London Graduate School in Mathematical Finance (https://www.londonmathfinance.org.uk) - a consortium of financial mathematics groups including Bayes Business School, Imperial College London, King's College, LSE and UCL - and are expected to complete their studies within four years. Applicants will be considered for fully funded PhD studentships which are tenable for four years and cover full fees and an annual stipend, which for 2024 entry was £21,237. The studentships are usually tax free. The award of these studentships is competitive, based on academic performance (typically in an MSc or equivalent). To be considered for funding, you must submit your application and any supporting documents before the funding deadline which is 15 January 2025. For further details, please see https://www.lse.ac.uk/Mathematics/Prospective-Students and https://www.lse.ac.uk/study-at-lse/graduate/mphilphd-mathematics . If you have any further questions, please contact Annie Li s.m.li(a)lse.ac.uk .

1 0

Open Day of the Executive Master in Quantum Machine Learning
by Marco Corazza 16 Dec '24

16 Dec '24

Dear All, We are are pleased to remind you about the online *Open Day of the* *Executive Master in Quantum Machine Learning* organized by the Ca’ Foscari University of Venice, Italy. The open day will take place on *December 19*, *2024*, at *3:00 pm*. Link for participation: https://unive.zoom.us/j/85991715313?pwd=xe2vcdIiIaojaCu3nSdOo4YGqHo4PV.1 Speakers: - Marco CORAZZA, Director - Ca' Foscari University of Venice - Luca CRIPPA - IBM - Andrea DROGHETTI - Ca' Foscari University of Venice - Giovanni FASANO - Ca' Foscari University of Venice - Raffaele PESENTI - Ca' Foscari University of Venice - Matteo TESTI, Vice-director - Deep Learning Italia Best regards, Marco Corazza

1 0

Bioinference 2025 - Bardonecchia (TO) May 28-30
by Enrico Bibbona 16 Dec '24

16 Dec '24

Dear all, I'm writing to advertise BioInference2025, taking place in Bardonecchia, Turin, between the 28th and the 30th May 2025. The call for abstract is now open, as detailed below. BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, to foster discussions and prompt collaborations between the two communities across all career stages. After the previous three editions hosted in the UK, the BioInference 2025 conference (https://bioinference.github.io/2025/) is now going abroad to Italy. This year’s BioInference conference will take place in Bardonecchia, a town in the Alps near Turin on the 28-30 May 2025. Differently from previous editions, this year's conference is going to be a residential 3-days event that will include more talks and networking opportunities compared to previous years. A hike activity will take place on the second day! The three-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work on mathematical modelling and/or statistical methods (either development or application) for (widely defined/interpreted) biological problems. All presentations will be in-person with no-parallel sessions. Click here to submit your abstract.<https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O…> The deadline for abstract submissions is on the 31st of January 2025. It is our pleasure to confirm that this year's invited speakers are: Davide Risso, Università di Padova<https://drisso.github.io/> Zhana Kuncheva, Bioxcelerate AI<https://bioxcelerateai.com/the-team/> Antonietta Mira, Universit`a della Svizzera italiana (USI), Lugano<https://search.usi.ch/en/people/f8960de6d60dd08a79b6c1eb20b7442b/mira-anton…> Jennifer Asimit, University of Cambridge MRC Biostatistics Unit<https://www.mrc-bsu.cam.ac.uk/staff/jennifer-asimit> Ben Swallow, University of St Andrew's <https://www.st-andrews.ac.uk/mathematics-statistics/people/bts3/> Jonasz Słomka, ETH Zurich<https://n.ethz.ch/~jslomka/> Diego di Bernardo, Telethon Institute of Genetics and Medicine<https://www.tigem.it/research/research-faculty/di-bernardo> The registration fee (covering three lunches, all coffee breaks and one dinner) is expected to be around 185€ . More information about the conference, talks and posters from previous years, as well as this year’s host town, Bardonecchia, can be found at https://bioinference.github.io/2025/ Kind regards, The 2025 BioInference Organisers Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

1 0

Corso di Dottorato OPTIMAL STOCHASTIC CONTROL METHODS IN MATHEMATICAL FINANCE: THEORY AND APPLICATIONS
by daniele.marazzina＠polimi.it 16 Dec '24

16 Dec '24

Cari colleghi, desideriamo informarvi del corso di dottorato in OPTIMAL STOCHASTIC CONTROL METHODS IN MATHEMATICAL FINANCE: THEORY AND APPLICATIONS che si terrà presso il Dipartimento di Matematica del Politecnico di Milano nel periodo 7 gennaio-13 febbraio 2025. Ulteriori informazioni e locandina: https://tinyurl.com/4ysntty9 Grazie Daniele Marazzina (con Fulvia Confortola e Giuseppina Guatteri)

1 0

Reminder and Zoom link - Seminario Padova - Michele Salvi - 17 Dicembre 13:30
by Alberto Chiarini 16 Dec '24

16 Dec '24

Buongiorno a tutti, Vi scriviamo per ricordarvi che domani (17 Dicembre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di Michele Salvi. Il seminario sarà offerto anche su Zoom al seguente link: https://unipd.zoom.us/j/88514269669?pwd=UB59oHI2dFNXHty9G0adYmIaanVkSe.1 Meeting ID: 885 1426 9669 Passcode: 345302 ------------------------------------------------- Michele Salvi (Università di Roma Tor Vergata) https://www.mat.uniroma2.it/~salvi/ Title: Random spanning trees in random environment Date: December 17, 2024, at 13:30, room 2AB40 Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The Uniform Spanning Tree (UST) is obtained by choosing one of the possible spanning trees of G at random. The Minimum Spanning Tree (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of Random Spanning Trees in Random Environment (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

talk Giulia Di Nunno - January 8, 2025
by Emanuela Rosazza Gianin 16 Dec '24

16 Dec '24

Dear all, you are all invited to participate to the following seminar on *Wednesday 8th of January 2025 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: Utility maximisation and change of variable formulas for time-changed dynamics Abstract: We target the problem of expected utility maximisation of the terminal wealth in a semimartingale setting, where the semimartingale is written in terms of a time-changed Brownian motion and a finite variation process. As for the time-change we consider a general increasing stochastic process with finitely many jumps. To tackle this problem we present change of variable formulas for stochastic integrals w.r.t. the time-changed Brownian motion and we use techniques of enlargement of filtrations. The focus is on power and logarithmic utility. The presentation is based on joint work with Hannes Haferkorn (Commerzbank), Asma Khedher (U. Amsterdam), and Michèle Vanmaele (U. Ghent). Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca e-mail: emanuela.rosazza1(a)unimib.it ******************************************

1 0

Contributed Talks, Posters and Travel Awards for BNP 14 - June 23-27, 2025
by Alessandra Guglielmi 14 Dec '24

14 Dec '24

Gentilissimi, desidero comunicare le seguenti scadenze per il convegno BNP 14, che si terrà ad UCLA, Los Angeles (US), dal 23 al 27 giugno 2024. Cordiali saluti Alessandra Guglielmi ###################################### Dear all, The 14th International Conference on Bayesian Nonparametrics (BNP14) will be held at UCLA, Los Angeles, from June 23-27, 2025. Highlights include: * The inaugural BioPharm Section Meeting (BBP 2025) on the afternoon of June 27, dedicated to Bayesian methods in biopharmaceutical sciences. * Two pre-conference workshops on June 21-22: * 25th Anniversary of the Dependent Dirichlet Process * Advances in Bayesian Predictive Inference We are happy to communicate the following updated key deadlines: * Contributed talks submissions: January 5, 2025 (extended deadline) * Poster submissions: February 3, 2025 Submit you abstracts for talks OR posters at: https://bnp14.org/submissions/ * Junior Travel Support: We encourage junior researchers, including PhD students and early-career postdocs, to apply for travel support to attend BNP14. Eligibility details and the application form can be found at: https://bnp14.org/junior-travel-support-application/. For updates on the program, registration, and accommodations, visit: https://bnp14.org/ For details on BBP 2025, see: https://bnp14.org/bbp2025/ BNP14 is organized by the Department of Biostatistics and the Department of Statistics & Data Science, co-sponsored by IMS, and endorsed by ASA's Section on Bayesian Statistical Sciences. We thank our Gold Level sponsor (ERC grant 817257) and Silver Level sponsor (Pfizer). Sponsorship opportunities are still available; contact us at bnp14ucla(a)gmail.com. We look forward to seeing you in Los Angeles for an engaging week of discussions, ideas, and networking! On behalf of the BNP14 Organizing Committee https://bnp14.org/ Email: bnp14ucla(a)gmail.com -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

1 0

Workshop "Managing meteorological risk: crossroads between,insurance, statistics, and finance" - final schedule
by Enrico Moretto 13 Dec '24

13 Dec '24

To all the members of the RANDOM mailing list: please find attached the final schedule of the Workshop “Managing meteorological risk: crossroads between insurance, statistics, and finance” that will take place this coming Tuesday 17 and Wednesday 18 December in Piacenza, Università Cattolica del Sacro Cuore. Website: https://sites.google.com/view/crossroads2024workshop/home The organizing committee Alessandra Mainini, Enrico Moretto, Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

1 0

Seminario Padova - Michele Salvi - 17 Dicembre 13:30
by Alberto Chiarini 13 Dec '24

13 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che martedì prossimo (17 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Michele Salvi (Università di Roma Tor Vergata) https://www.mat.uniroma2.it/~salvi/ Title: Random spanning trees in random environment Date: December 17, 2024, at 13:30, room 2AB40 Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The Uniform Spanning Tree (UST) is obtained by choosing one of the possible spanning trees of G at random. The Minimum Spanning Tree (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of Random Spanning Trees in Random Environment (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

Invitation to Research Seminars on December 18-th
by Asmerilda Hitaj 13 Dec '24

13 Dec '24

Dear all, We are pleased to invite you to two research seminars organized by the Department of Economics (DIECO), University of Insubria on *Wednesday, December 18th, 2024*. Seminar Schedule *11:30 - 12:15* *Speaker*: *Anna Maria Gambaro* (Università del Piemonte Orientale) *Topic*: *The Capital-on-Capital Cost in Solvency II Risk Margin* *12:15 - 13:00* *Speaker*: *Ilaria Peri* (Birkbeck University of London) *Topic*: *Numerical Methods for Lambda Quantiles: Robust Evaluation and Portfolio Optimization* Venue The seminars will be held in *Room 1, Padiglione Seppilli*, Via Ottorino Rossi 9, Varese. For those who cannot attend in person, the seminars will also be available online via Microsoft Teams. For further details, please refer to the attached files. We look forward to your participation! Best regards, Asmerilda Hitaj

1 0

Fwd: Inquiry about Postdoc Opportunities
by Marco Romito 13 Dec '24

13 Dec '24

Ricevo e inoltro m. -------- Forwarded Message -------- Subject: Re: Inquiry about Postdoc Opportunities Date: Wed, 11 Dec 2024 16:21:41 +0000 From: Xue-Mei Li <xue-mei.li(a)epfl.ch> I have an Swiss NSF funded postdoc position. I would be grateful if you would let it known to potential candidate. Postdoc Positions in Stochastic Analysis <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> careers.epfl.ch <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> Regards, Xue-Mei

1 0

SPASS Seminar: Filippo Quattrocchi
by Francesco Grotto 12 Dec '24

12 Dec '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Asymptotics for quantization of probability measures * by Filippo Quattrocchi (IST Austria) The seminar will take place TUE, 17.12.2024 at 11:00 CET in Aula Riunioni, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * Quantization is the problem of approximating a given probability measure using discrete measures, supported on a prescribed number n of points. One of the fundamental questions is: At what rate does the minimal quantization error (measured in Wasserstein distance) tend to 0 as n grows? A classical answer is given by Zador's theorem. I will discuss this result along with some new findings on a variation of the problem, in which the discrete approximating measures are additionally constrained to be uniform. This talk is based on the work arXiv:2408.12924.

1 0

Reminder: The 1st Hybrid Workshop on Smart Ports 2024
by Marco Corazza 12 Dec '24

12 Dec '24

Dear All, We are are pleased to remind you about the *1st Hybrid Workshop on Smart Ports 2024 – From Theory to Practice: Bridging Technology, Society, and Environment,* jointly organized by the Ca’ Foscari University of Venice, Italy, the University of Tuscia, Italy, and the University of Le Havre, France. The workshopo will take pleace on December 16, 2024. The workshop is designed to be an opportunity for comparison, networking, and collaboration among Academia, Industry, and Governments. Please note that, due to limited space, only online attendance is available. Link for online participation - Topic: 1st Hybrid Workshop on Smart Ports 2024 – From Theory to Practice: Bridging Technology, Society, and Environment - Time: December 16, 2024; 09:00 CET - Link: https://unive.zoom.us/j/6495226635?pwd=RGpMQUlGemNlazg4Q2xoWnNibTQ3dz0 9&omn=82809208212 - ID: 649 522 6635 - Passcode: 04Gqzi Below is the workshop program: 09:00 - 09:30 Opening – Chair: Raffaele Pesenti ● Giacomo Pasini (Ca’ Foscari University of Venice, Head of the Department of Economics): Institutional greetings. [onsite] ● Stefano Soriani (Ca’ Foscari University of Venice, Head of the Centro Studi su Economia e Management della Portualità): Institutional greetings. [onsite] ● Enrico Maria Mosconi (University of Tuscia): Maritime activities and circular economy: Towards a new development model. [online] 09:30 - 11:15 Morning session 1 – Chair: Marco Corazza ● Daniela Ambrosino and Haoqi Xie (University of Genova): Yard management: Storage strategies in the maritime container yards. [onsite] ● Davide Giglio (University of Genova): Smart and sustainable ports. [online] ● Roy Cerqueti (Sapienza University of Rome and University of Angers): Methods for assessing the resilience of complex networks and application to airports systems. [onsite] ● Giulio Stella (Autorità di Sistema Portuale del Mare Adriatico Settentrionale): TBA. [onsite] 11:15 - 11:45 Refresh break 11:45 - 13:15 Morning session 2 – Chair: Frédéric Gannon ● Cristian Chiavetta (ENEA): Circular and regenerative approaches for the transition to sustainable port areas. [onsite/online: TBA] ● Benedetta Mantoan (Shipbreaking Platform): Shipyard as circular hubs: Boosting ethical and circular ship recycling. [online] ● Sabrina Rigo and David Stainer (Crowe Bompani): The EU Corporate Sustainability Reporting Directive and its implementation. [onsite] ● Mariarita Tarantino (University of Tuscia): Enhancing port logistics for a circular economy: A systematic literature review on the role of digital product passports and sustainable packaging in European supply chains. [onsite] 14:15 - 16:00 Afternoon session 1 – Chair: Andrea Marchioni ● Anna Maria Delussu (University of Tuscia): Toward a clear definition of Smart Ports: A systematic review and bibliometric analysis of sustainable port development Trends. [onsite] ● Antonio Di Bari (University of Campania), Giovanni Villani (University of Bari), and Marta Biancardi (University of Bari): A sequential real options game model to valuate PPP projects under non-competition right. [online] ● Frédéric Gannon and Arnauld Le Marchand (University of Le Havre): TBA. [onsite] ● Fiore Montini (University of Tuscia): Opportunities and new paths for industrial symbiosis diffusion in Italian port areas. [onsite] 16:00 - 16:30 Refresh break 16:30 - 17:45 Afternoon session 2 – Chair: Anna Maria Delussu ● Alessio Matacera (University of Tuscia): Artificial Intelligence for smart ports. [onsite] ● Carlo Alberto Magni (University of Modena), Andrea Marchioni (University of Udine), and Davide Baschieri (GRAF Spa): Impact of financing and payout policy on the economic profitability of green energy plants. [onsite] ● Marco Corazza and Raffaele Pesenti (Ca’ Foscari University of Venice): Scheduling ship movements in the Port of Venice. [onsite] 17:45 - 18:00 Closing Best regards, Marco Corazza

1 0

Two-year postdoc position at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 10 Dec '24

10 Dec '24

Dear colleagues, I would like to advertise the call for a two-year postdoc position at the Scuola Normale Superiore on: “Mathematical Finance on Microstructure of Financial Markets - Networks and Systemic Risk” Deadline for applications: January 2nd 2025 The call, both in Italian and English, as well as instructions for application, can be found here: https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_25129_874_1.html Do not hesitate to contact me for further information. Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

affiliazione...
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno scusate il secondo messaggio. Correggo l'affiliazione: Ivailo Hartarsky e' Ricercatore CNRS presso l'Institut Camille Jordan, Université Claude Bernard Lyon 1. Grazie! Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Seminario di Ivailo Hartarsky alla Sapienza
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno, la prossima settimana Ivailo Hartarsky (ENS, Lione) sarà ospite del Dipartimento di Matematica dell'Università La Sapienza. Lunedì 16 terrà un seminario. Sotto trovate i dettagli. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% When: Monday 16 December, 16:00. Room: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Ivailo Hartarsky (ENS, Lyon) Title: Catalan percolation Abstract: In Catalan percolation, one declares the edges {i,i+1}, for integer i, *occupied* and each edge {i,j} with j> i+1 *open* independently with probability p. For k> i+1, we recursively define {i,k} to be *occupied*, if {i,k} is open and both {i,j} and {j,k} are occupied for some j in {i+1,...,k-1}. The model was introduced by Gravner and Kolesnik in the context of polluted bootstrap percolation, but is tightly linked with Catalan structures and oriented percolation. We establish that the critical parameter of the model is strictly between the natural lower and upper bounds given by 1/4 and the critical probability of oriented site percolation on Z^2 respectively. The most challenging part of the proof is a strict inequality for the critical parameter of an oriented percolation model with non-decaying infinite range dependencies, not relying on the Aizenman--Grimmett argument for essential enhancements. The talk is based on joint work with Eleanor Archer, Brett Kolesnik, Sam Olesker-Taylor, Bruno Schapira and Daniel Valesin available at https://arxiv.org/abs/2404.19583. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Seminar DE ANGELIS
by Stefano Pagliarani 09 Dec '24

09 Dec '24

Dear all, On December 10th, in the classroom Aula E2, Department of Computer Science and Engineering of the University of Bologna, the following seminar will take place: * 15:00-16:00: Tiziano DE ANGELIS "A PROBABILISTIC VIEW ON FREE BOUNDARY PROBLEMS" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

1 0

Seminari Padova - Pablo Lopez Rivera e Nicolas Agote
by alekos.cecchin＠unipd.it 06 Dec '24

06 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (13 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci saranno due seminari per il ciclo di seminari in Probabilità e Finanza di: 1) Pablo López Rivera (Université Paris Cité) <https://www.ljll.fr/lopezrivera/> https://www.ljll.fr/lopezrivera/ Title: Functional inequalities in the discrete setting and the Poisson-Föllmer Process Date: December 13, 2024, at 14:30, room 2BC30 Abstract: Functional inequalities are a ubiquitous tool in probability, since they help us quantify the convergence to equilibrium of ergodic Markov processes and imply good concentration properties. In the continuous setting, the Gaussian measure is a central object, since it satisfies both a Poincaré and a log-Sobolev inequality. In particular, Caffarelli's contraction theorem states that the optimal transport map pushing forward the Gaussian towards a measure which is more log-concave than it is 1-Lipschitz, a fact that allows us to extend these inequalities to those measures. Can we prove an analogous result in the discrete setting if we replace the Gaussian by the Poisson distribution? The type of measures that can arise as a pushforward of a discrete distribution is very limited; in addition, the lack of a chain rule in the discrete setting hinders the argument used in the continuous setting. In the first part of the talk, I will show how these obstacles can be overcome via a stochastic proof based on an entropy-minimizing process constructed by Klartag and Lehec, which we call the Poisson-Föllmer process. In the second part of the talk I will also use this process to give a stability result for Wu's log-Sobolev inequality, the Poissonan analog of the Gaussian one.. 2) Nicolas Agote (Universidad de Buenos Aires) Title: The potential method for community detection Date: December 13, 2024, at 15:30, room 2BC30 Abstract: The Stochastic Block Model (SBM) is a random graph model where nodes are (randomly) partitioned into classes, or communities, which share a common label, and edges are (randomly) added between each pair of nodes depending on their community membership. It is a very popular model to study the community detection problem, where the aim is to predict the communities given a sample graph. In this talk we will explore the potential estimators, which exploit information obtained via random walks, specifically expected first visit times to some subset of revealed nodes, to predict the community structure. We will show that they allow for strongly consistent and efficient estimations, particularly for small subsets of nodes. This work has been done in collaboration with Inés Armendáriz (UBA), Pablo Ferrari (UBA), and Florencia Leonardi (USP). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

Seminars in Statistics at Collegio Carlo Alberto - S. Pulido (ENSIIE) and K. Ray (Imperial College London)
by Matteo Giordano 06 Dec '24

06 Dec '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 13/12/2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario: ------------------------------------------------ 11.00-12.00 Speaker: Sergio Pulido (ENSIIE) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. 12.00-13.00 Speaker: Kolyan Ray Title: Bayesian nonparametric inference in a McKean-Vlasov model Abstract: We study nonparametric estimation of the interaction term in a McKean-Vlasov model where noisy observations are drawn from the nonlinear parabolic PDE arising in the mean-field limit as the number particles grows to infinity. In this model, the long-time invariant state can be uninformative about the interaction potential. We therefore show that under certain regularity conditions on the initial state, the short-time behaviour of this system contains sufficient information to consistently recover the interaction potential using Gaussian process priors. This involves establishing a stability-type estimate for this PDE to solve the resulting inverse problem. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 11/12/2024 * 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, A presto, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

Stochastic CRN Summer School and Workshop in Turin
by Daniele Cappelletti 05 Dec '24

05 Dec '24

Dear all, I am writing to you to announce a Summer School and a Workshop on Stochastic Chemical Reaction Networks that will take place in Torgnon and Turin next Summer. The two events are close in time, so to facilitate those who want to take part in both. Here are the relevant web pages with more useful information: https://constrained.polito.it/stochastic-reaction-networks-summer-school/ https://constrained.polito.it/stochastic-reaction-networks-workshop/ The registration is already open for both events and should be completed by April 11. Feel free to share this email and do not hesitate to contact me for further information! Daniele

1 0

Postdoc position in Applied Analysis and Stochastics with Johannes Zimmer at TU Munich
by Federico Cornalba 05 Dec '24

05 Dec '24

Buongiorno, segnalo, per conto di Johannes Zimmer (TU Munich), il seguente bando per un posizione postdoc in analisi stocastica / fluctuating hydrodynamics: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathj…<https://www.mathjobs.org/jobs/list/25992> - Durata contratto: 2 anni, con possibilità d'estensione (data d’inizio flessibile, a partire da Febbraio 2025). - Domande valuate a partire dal 20 Dicembre 2024. - Contatto: Johannes Zimmer ( jz(a)tum.de ). Ringrazio e saluto, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

1 0

[EFI] EFI10 @Viterbo, February 10-12: deadline extension (fwd)
by Tiziano Vargiolu 04 Dec '24

04 Dec '24

Dear friends and colleagues We remind you that we are pleased to invite you to submit your contribution, or simply to take part, to the 10th Workshop of Energy Finance Italia in the historic city of Viterbo, February 10-12, 2025. website: https://sites.google.com/unitus.it/efi10 email: efi10(a)unitus.it This annual event brings together Italian and international scholars from academia and industry, focused on energy markets, financial contracts, and related topics. Whether your interests are in energy commodity time series, market pricing, weather patterns, or asset optimization, this workshop promises engaging discussions and collaborations. Our format ensures valuable focused exchanges, with official discussion for each presentation and no parallel sessions. International participants are highly welcome and the official language is English. We invite contributions in all areas of interest! *********** The Deadline for Abstract Submission is extended up to December 15, 2024. *********** You can submit your abstract here: https://sites.google.com/unitus.it/efi10/abstract-submission We look forward to seeing many of you in Viterbo! Best regards The Organizing Committee of EFI 10

1 0

Sad news
by Bertini, Lorenzo 04 Dec '24

04 Dec '24

To the probability community, with great sorrow, I would like to let you know that Errico Presutti, friend and mentor, of many of us, died last night. If you would like to know a little more about him, you can look at the special issue of Ensaios Matemáticos that has been dedicated to him, vol. 38 at the link https://ensaios.sbm.org.br/previous-volumes/ Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

2 1

PhD and professor positions at Imperial College
by Passeggeri, Riccardo 03 Dec '24

03 Dec '24

Dear all, I would like to highlight various PhD positions in Mathematics at Imperial: 1. CDT in Statistics and Machine Learning (joint with Oxford). It is a 4-year PhD programme and there are around 15 positions, apply here: https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton), also a 4-year PhD programme and there are around 15 positions, apply here: https://mfccdt.ac.uk/ 3. Usual PhD positions in the department, apply here: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. I have funding for one PhD position to fill this year (flexible starting date), please contact me: https://sites.google.com/site/riccardopasseggeri I would also highlight that there is an open position for Lecturer/Senior Lecturer (equivalent to tenured assistant/associate professor) in the Mathematical Finance group: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=216… For all these applications, I would suggest applying asap. Best Regards, Riccardo

1 0

Seminario PRISMA oggi
by Francesco Caravenna 03 Dec '24

03 Dec '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 3 dicembre 2024, Sonia Mazzucchi e Stefano Bonaccorsi (Università di Trento) ci parleranno di Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sonia Mazzucchi (Università di Trento) e Stefano Bonaccorsi (Università di Trento) TITOLO: Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo RIASSUNTO: La celebre formula di Feynman-Kac, che fornisce una rappresentazione della soluzione dell'equazione del calore in termini di un integrale rispetto alla misura di Wiener, non può essere generalizzata al caso in cui il laplaciano, o più in generale l'operatore ellittico del secondo ordine, è sostituito da un operatore di ordine superiore a 2. In altre parole per tale classe di equazioni differenziali di ordine elevato non è possibile costruire un processo stocastico che svolga lo stesso ruolo giocato dal moto Browniano per l'equazione del calore. Nella prima parte del seminario si illustreranno dapprima le ragioni di questo risultato no-go per poi descrivere un possibile metodo per aggirarlo tramite la costruzione di opportune successioni di passeggiate casuali nel piano complesso. Nella seconda parte del seminario si descriveranno ulteriori applicazioni e generalizzazioni di tale tecnica. In particolare si illustrerà la costruzione di un calcolo stocastico associato alla successione di passeggiate casuali e la dimostrazione di formule di Feynman-Kac per PDE di ordine elevato, anche nel caso di derivate di tipo frazionario. %%%%%%%%%%%%%%%%%%%%%%%%%%%% 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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Algebra meets probability: workshop
by Cipriani, Alessandra 02 Dec '24

02 Dec '24

Dear colleagues, registration is now open for the workshop "Algebra meets probability" taking place between March 31 and April 2, 2025 at EURANDOM at Eindhoven University of Technology. There is a natural and well-known connection between particle physics and representation theory via Grassmannian and Lie algebras, going back to Wigner. Specific algebraic structures, such as Virasoro algebras, are used in lattice models to describe symmetries and conservation laws. These structures help in understanding the behavior of systems at a microscopic level and in deriving macroscopic properties from microscopic rules. In recent years there has been tremendous progress in connecting these two approaches and expressing observables like k-point correlation functions in interacting particle systems in terms of algebraic quantities, for example as fermionc and bosonic variables. This event aims to bring together leading experts and researchers in the field to share their knowledge, insights, and recent advancements. The workshop will provide a platform for in-depth discussions and collaborative learning, fostering an environment where participants can exchange ideas and develop new perspectives on the interplay between these two fascinating areas of study. Speakers: David Adame-Carrillo (Aalto University) Francesca Arici (Leiden University) Chiara Boccato (University of Pisa) Martijn Caspers (TU Delft) Nicholas Crawford (Technion, Haifa) Margherita Disertori (Bonn University) Tyler Helmuth (Durham University) Bas Janssens (TU Delft) Kalle Kytölä (Aalto University) Yves Le Jan (NYU Abu Dhabi) Franz Merkl (TU München) Eveliina Peltola (TBC) (Aalto University) Silke Rolles (TU München) Walter van Suijlekom (Radboud University Nijmegen) Pierre Tarrès (NYU Shanghai) More details and the registration can be found on the conference website.<https://www.eurandom.tue.nl/event/algebra-meets-probability/> There is no registration fee and the possibility to present a poster. With best regards, Alessandra Cipriani Wioletta Ruszel

1 0

RTT Università dell'Aquila
by Fabio Antonelli 02 Dec '24

02 Dec '24

A chiunque possa interessare Presso l’Università degli Studi dell’Aquila è indetta la seguente procedura selettiva per l’assunzione di n. 1 Ricercatrici/Ricercatori con contratto di lavoro subordinato a tempo determinato e pieno di durata 6 anni presso il Dipartimento di Ingegneria Industriale e Scienze dell’Informazione e Matematica 13/STAT-01 – Statistica STAT-01/A – Statistica Bando al link https://www.univaq.it/include/utilities/blob.php?table=concorso_doc&id=386&… Scadenza 12/12/2024 -------------------------------- Fabio Antonelli

1 0

PhD in Hamburg
by Giovanni Luca 29 Nov '24

29 Nov '24

Ricevo e volentieri inoltro. Cordialmente, Gianluca. ______________________________________________________________________________________________________________________________________________________________________________________________________________________________ PhD position at Hamburg University of Technology The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The topics of the research group include stochastic geometry, limit theorems, Stein's method, random graphs and extreme value theory. The position comes with some teaching duties (four hours per week during the semester). The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. Knowledge of German is helpful but not necessary. The position (100%, TV-L 13) is for four years. The starting date should be between March 2025 and early summer. Please apply by December 19, 2024 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/y2qm2 For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de. * *

1 0

Tenure Track-Tenured Position at the University of Melbourne
by Marco Carfagnini 29 Nov '24

29 Nov '24

Dear all, The School of Mathematics and Statistics at the University of Melbourne has recently opened a position in Statistics and Data Science Education at the Lecturer/Senior Lecturer Level. Lecturer corresponds to a tenure-track position/RTT, while senior lecturer is a tenured assistant professorship. More information and a detailed description of the position, and how to apply, can be found here (including salary, visa sponsorship etc) https://jobs.unimelb.edu.au/caw/en/job/918680/lecturer-senior-lecturer-in-s… *The deadline for applying is December 11, 2024.* *About the Role*You will lead an innovative program of education, both in the classroom and in developing leadership in the area. You will also have a strong commitment to research and scholarship in statistics education. Your responsibilities will include: - Effective preparation and delivery of lectures at undergraduate and postgraduate level and assessment of that material, including as Subject Coordinator. - Proactive development of subject materials and delivery, including the use of modern technology and online resources as appropriate. - The contribution to knowledge through scholarship, refereed publications and presentations. - Active supervision of students. - Presentation of research to the public to elevate public awareness of educational and scientific developments and promote critical enquiry and public debate within the community. *Who We Are Looking For*- You will have demonstrated and/or growing excellence in education. You will be adept at teaching both large undergraduate classes and advanced graduate-level applied mathematics subjects, collaborating effectively with colleagues and contributing to administrative tasks. You will develop research directions and scholarship relevant to statistics education. - A PhD or equivalent research higher degree in statistics or a closely related discipline. - Demonstrated education excellence in relation to career stage. - Demonstrated potential for research and scholarship. - The ability to interact well with other academic staff and to contribute to the administration of a large school Do not hesitate to reach out to me if you have any questions about the application process or working/living in Melbourne. Best, Marco Carfagnini (he-they) | Lecturer School of Mathematics and Statistics Office 139 University of Melbourne

1 0

Postdoc and PhD position at Heriot Watt University and Maxwell Institute, Edinburgh
by Ottobre, Michela 28 Nov '24

28 Nov '24

Dear all, I am looking to hire a Postdoc to work broadly on Multiscale Methods and Interacting Particle Systems. What I am looking for is someone with background in stochastic analysis/probability/ analysis/numerical analysis. Ideally a person interested in developing theory motivated by applications. The position is for three years and a half, starting in May 2025. The closing date for applications is January 31st. I would be grateful if you could circulate the ad below to collaborators and to potential candidates. https://www.jobs.ac.uk/job/DKV462/research-associate-ftc-42-months I am also interested in hiring a PhD student, not necessarily to work on the same project as the postdoc but still in (applied) stochastic problems. A description of the projects I offer and links to apply can be found on my homepage https://www.macs.hw.ac.uk/~mo3/ If the student has any problems navigating the links for the application process they should get in touch with me. For either positions I am more than happy to be contacted by potential applicants for an informal chat. Thanks for your time, Michela -------------------------------------- Michela Ottobre Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

1 0

Short course - Kolyan RAY (Imperial)
by Matteo Ruggiero 28 Nov '24

28 Nov '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following short course: ——————————————————— Kolyan RAY (Imperial College London) POSTERIOR ASYMPTOTICS IN BAYESIAN NONPARAMETRICS This mini-course will cover an introduction into the asymptotic theory for Bayesian nonparametric procedures. This provides a useful tool to understand how prior choices can affect the statistical performance of the Bayes method in high or infinite dimensional models. We will cover the notion of posterior consistency and convergence rates, using Gaussian process priors as a canonical example. At the end, we will also touch on recent extensions of such theory to variational Bayes, which provides a scalable posterior approximation algorithm. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 10, h. 9.15-11.15 - Wed Dec 11, h. 11.15-13.00 - Thu Dec 12, h. 9.15-11.15 - Thu Dec 12, h. 14.00-16.00 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Seminario Padova - Alex Delalande
by alekos.cecchin＠unipd.it 28 Nov '24

28 Nov '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (29 Novembre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Alex Delalande (EPFL Losanna) https://alex-delalande.github.io Title: Sharper Exponential Convergence Rates for Sinkhorn's Algorithm in Continuous Settings Date: November 29, 2024, at 14:30, room 2BC30 Abstract: In this talk, I will present recent results I obtained in collaboration with Lénaïc Chizat and Tomas Vaškevičius regarding the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems, in the context where at least one of the probability measures, say \mu, admits a density over \R^d. For a semi-concave cost function bounded by c∞ and a regularization parameter λ>0, we obtained exponential convergence guarantees on the dual sub-optimality gap with contraction rates that are polynomial in λ/c∞. This represents an exponential improvement over the known contraction rate 1−Θ(exp(−c∞/λ)) achievable via Hilbert's projective metric. Specifically, we proved a contraction rate value of 1−Θ(λ²/c²∞) when has a bounded log-density. In some cases, such as when is log-concave and the cost function is c(x,y)=−⟨x,y⟩, this rate improves to 1−Θ(λ/c∞). The latter rate matches the one that we derived for the transport between isotropic Gaussian measures, indicating tightness in the dependency in λ/c∞. Our results are fully non-asymptotic and explicit in all the parameters of the problem. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 1

PhD positions in Probability at King's College London
by Alexandre Stauffer 27 Nov '24

27 Nov '24

Dear All, There are open PhD positions in Probability at King’s College London with a (flexible) starting date of October 2025. We have fully funded PhD projects in various areas of pure and applied probability. Outstanding candidates with a UK first-class undergraduate degree or international equivalent are encouraged to apply. PhD funding will be available for 3.5-4 years, and includes tuition fees, tax free stipend set at UKRI rate plus London weighting, as well as an allowance for research-related travel. Further information may be found in the links below: https://www.kcl.ac.uk/study-legacy/funding/phd-studentship-interacting-part… https://www.findaphd.com/phds/program/kings-college-london-phd-studentships… Interested candidates are encouraged to contact Sam Johnston (samuel.g.johnston(a)kcl.ac.uk) Alexandre Stauffer (a.stauffer(a)kcl.ac.uk) or any other member of the Probability group via email. Thanks, Alexandre

1 0

Postdoc position in Rome
by Michele Salvi 26 Nov '24

26 Nov '24

Dear All, The Department of Mathematics at the University of Rome, Tor Vergata, is advertising a postdoctoral position in Probability: https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/285852 The position is for two years, with no teaching duties. Candidates with an interest in the geometry of random fields and/or in applications to machine learning will be given priority, but we welcome applications from researchers with a strong background in any area of probability theory. The application deadline is December 27th. For further information, please do not hesitate to contact us: marinucc(a)mat.uniroma2.it <> salvi(a)mat.uniroma2.it <> vigogna(a)mat.uniroma2.it <> Best regards, Michele

1 0

Winter School and Thematic Period on Statistical Mechanics, Nonequilibrium Processes, and Probability – Registration Deadline Extended
by Lorenzo Taggi 26 Nov '24

26 Nov '24

Dear Colleagues, This is the second announcement for the winter school *Statistical Mechanics, Nonequilibrium Processes, and Probability*, which will take place on *February 17-28, 2025*, at the Mathematics Department of Sapienza University, Rome. We are pleased to inform you that the *registration deadline for the school has been extended to December 20, 2024*, and to share the link to the school’s website: https://sites.google.com/view/winterschoolsapienza/home To register, please complete the form available on the website (here <https://sites.google.com/view/winterschoolsapienza/registration?authuser=0> the link). Participation is *free*, but registration is mandatory. The school will also include *short talk sessions* for PhD students and early postdocs. *Lecturers of the February school:* *Week 1 (Feb 17–21):* - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) *Week 2 (Feb 24–28):* - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will inaugurate the scientific *Eccellenza* program at Sapienza, titled *Statistical Mechanics and Nonequilibrium Processes*, which will conclude in July 2025. This program includes workshops, doctoral courses, and seminar series. More information about the program will be found on the following website: program <https://sites.google.com/uniroma1.it/excellence-department-mmsp/mmsp-th-per…> . Both the winter school and the *Eccellenza* program will focus on several topics, including: - kinetic theory and probability, - random growth models, - percolation, - probabilistic models for neural networks, - quantum-mechanical transport, - non-dissipative transport in topological materials, and - large-scale limits. The common thread is the rigorous mathematical investigation of equilibrium and nonequilibrium phenomena and statistical physics models. Our goal is to present current research directions at an accessible level for students and young researchers, fostering collaborative research in these areas. For additional information, do not hesitate to contact us. Best regards, The local coordinators Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

1 0

Carlo Ciliberto at Tor Vergata 03.12
by Michele Salvi 26 Nov '24

26 Nov '24

Dear all, On Tuesday, December 3rd, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Carlo Ciliberto (University College London) with the seminar “Operator World Models for Reinforcement Learning” Abstract: Policy Mirror Descent (PMD) is a powerful and theoretically sound methodology for sequential decision making. However, it is not directly applicable to Reinforcement Learning (RL) due to the inaccessibility of explicit action-value functions. We address this challenge by introducing a novel approach based on learning a world model of the environment using conditional mean embeddings. Leveraging tools from operator theory we derive a closed-form expression of the action-value function in terms of the world model via simple matrix operations. Combining these estimators with PMD leads to POWR, a new RL algorithm for which we prove convergence rates to the global optimum. Preliminary experiments in finite and infinite state settings support the effectiveness of our method. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminar is part of the Excellence Project MatMod@TOV.

1 0

BAYSM 2025: Abstract submission
by filippo ascolani 26 Nov '24

26 Nov '24

The junior section of the International Society for Bayesian Analysis (j-ISBA) is thrilled to announce that the Bayesian Young Statisticians Meeting (BAYSM) 2025 will be held online from 7-11 April 2025. BAYSM is the official conference of j-ISBA and provides a platform for early career researchers in Bayesian statistics to present their work and engage with the Bayesian community as a whole. We are especially excited about our lineup of keynote speakers: Samuel Livingstone (UCL), Julia Palacios (Stanford), Fernando Quintana (UC Chile), Surya Tokdar (Duke), and Stéphanie van der Pas (Amsterdam UMC). We invite contributions from early career researchers on a wide range of topics related to Bayesian theory, methods, and applications. Abstract submissions are now open and will close on January 15, 2025. Don't miss this opportunity to showcase your research, network with peers and senior members of our community, and receive valuable feedback on your work. All details for abstract submission can be found on the conference website: https://baysm2025.github.io/. We look forward to your participation and contributions to BAYSM 2025! For any questions, please write to baysm2025(a)gmail.com. Best regards, the BAYSM 2025 Organizing Committee Filippo Ascolani Jordan Bryan Beatrice Franzolini Matteo Giordano Beniamino Hadj-Amar

1 0

Workshop Volterra Processes and their Application, Padova, 16-17 Dicembre 2024
by Stefania Ottaviano 23 Nov '24

23 Nov '24

Dear all, It is our pleasure to announce the following workshop: *Volterra Processes and their Applications* that will be hosted by the Department of Mathematics "Tullio Levi-Civita" of the University of *Padova*, on *December 16 - 17, 2024*. The workshop aims to provide an exploration of recent advances and possible developments in stochastic Volterra processes and their diverse applications across fields. The workshop also aims to motivate discussion among participants, both leading experts in the field and young researchers, to outline new research directions in this topic. Please use the following link for more information on the (tentative) scientific program and to register for the event https://events.math.unipd.it/Volterra/home There is the possibility of attending the workshop *remotely via Zoom*. Registration is not mandatory, but it is kindly requested for organizational reasons. *Speakers:* * Fabio ANTONELLI (University of L'Aquila) * Giacomo ASCIONE (University of Napoli Federico II, Scuola Superiore Meridionale) * Giorgia CALLEGARO (University of Padova) * Marco MASTROGIOVANNI (University of L'Aquila) * Yuliya MISHURA (Kyiv National University, Ukraine & Mälerdalen University, Sweden) * Beatrice ONGARATO (University of Padova) * Tiziano VARGIOLU (University of Padova) Thank you for your consideration. The organizers, Stefania Ottaviano and Tiziano Vargiolu -- ------------------------------------- Ph.D. Stefania Ottaviano Dipartimento di Matematica Università di Padova E-mail: stefania.ottaviano(a)unipd.it

1 0

Call for Papers: IFIP Performance 2025 (Amsterdam, Nov 11-14, 2025)
by Zocca, A. (Alessandro) 22 Nov '24

22 Nov '24

Dear colleagues, We are excited to announce the call for papers for the IFIP Performance 2025 conference, which will take place at Centrum Wiskunde & Informatica (CWI)<https://www.cwi.nl/en/> in Amsterdam from November 11 to 14, 2025. This conference aims to bring together researchers interested in understanding and improving the performance of communication systems through state-of-the-art quantitative models and solution techniques. The conference website is now live at https://performance2025.sciencesconf.org/. Over the coming weeks, we will update it with detailed information on keynotes, tutorials, workshops, and logistical arrangements. Paper format and topics of interest We invite submissions of research papers that focus on performance-oriented methodologies and their application to various domains. We accept the submission of original and unpublished work in two categories: * Regular papers: Up to 20 pages (excluding references). * Short papers: Up to 10 pages (excluding references). Key areas of interest include, but are not limited to: * Methodologies: Analytical modeling, resource allocation, optimization, machine learning, statistical analysis, simulation, anomaly detection, sustainability analysis, and system performance monitoring. * Application areas: Artificial intelligence and machine learning platforms, blockchain technologies, cloud and edge computing, high-performance computing, cyber-physical systems, IoT, smart grids, social networks, data centers, quantum computing, wireless networks, and privacy and security systems. For a comprehensive list of topics and submission guidelines, please refer to the online call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>. Important dates * Submission site opens: May 1, 2025 * Abstract submission deadline: May 25, 2025 * Full paper submission deadline: June 1, 2025 * Notification to authors: July 30, 2025 Publication options Accepted regular papers will be published in a special Performance Evaluation (PEVA) issue by default, with an extended abstract included in ACM Performance Evaluation Review (PER). Alternatively, authors may opt out of PEVA and choose an expedited review in ACM Transactions on Modeling and Performance Evaluation of Computer Systems (ToMPECS), Queueing Systems: Theory and Applications (QUESTA), or Stochastic Models. We look forward to your submissions and contributions! Best regards, Alessandro Zocca (on behalf of the IFIP Performance 2025 organizers)

1 0

Fwd: assegno di ricerca - Unina e Intesa Sanpaolo Vita e Assicura, PNRR Ecoscoring
by Elvira Di Nardo 22 Nov '24

22 Nov '24

Ricevo ed inoltro. Elvira ************************************************************ Carissim*, vi annuncio che è uscito il bando per un assegno di ricerca post-laurea in area Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie presso il Dipartimento di Scienze Politiche della Federico II, destinati a laureati in una delle classi LM16, LM40, LM56, LM77, LM82, LM83. Il termine per la presentazione delle domande è il 12 Dicembre; le attività dovrebbero partire subito (colloquio il 18 Dicembre, per cominciare dal primo Gennaio 2025) http://www.unina.it/documents/11958/63671196/SPOL_AR_PNRR-172024-STAT-01A_B… Aggiungo che l'assegno è finanziato nell'ambito del PNRR - Spoke 9 dal Centro Nazionale sull'High performance computing, ed è inerente ad un progetto con Intesa Sanpaolo Vita e Assicura sull'Ecoscoring. Vi prego di segnalare questa opportunità a potenziali interessati. Grazie in anticipo per la collaborazione e buon lavoro. Rosaria Simone -- Associate Professor in Statistics Department of Political Science University of Naples Federico II - Italy rosaria.simone(a)unina.it https://www.docenti.unina.it/rosaria.simone -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it *https://sites.google.com/view/elviradinardo <https://sites.google.com/view/elviradinardo>* %-------------------------------------------------------

1 0

Workshop On Randomness and Discrete Structures (Groningen, April 7-9, 2025)
by Réka Szabó 22 Nov '24

22 Nov '24

Dear Colleagues, We are pleased to announce the Workshop On Randomness and Discrete Structures (WORDS 2025) 7-9 April 2025 University of Groningen, the Netherlands The workshop will explore various topics related to discrete structures and randomness, including but not limited to percolation, random graphs, and stochastic geometry. The program will feature presentations from the 9 keynote speakers below, as well as contributed talks. - Timothy Budd (Radboud University) - Nicolas Curien (Université Paris-Sud) - Daniel Dadush (Utrecht University) - Zakhar Kabluchko (University of Münster) - Júlia Komjáthy (Delft University of Technology) - Irène Marcovici (Université de Rouen Normandie) - Giovanni Peccati (University of Luxembourg) - Wioletta Ruszel (Utrecht University) - Clara Stegehuis (Twente University) For more information and registration, please visit our website: https://sites.google.com/rug.nl/words2025/home The registration deadline is February 28, 2025. We encourage junior researchers to propose a contributed talk. We look forward to seeing you in Groningen! Best regards, Tobias Müller, Réka Szabó and Gilles Bonnet

1 0

Workshop a Piacenza - Managing meteorological risk: crossroads between insurance, statistics, and finance - 17 e 18 dicembre 2024
by Enrico Moretto 22 Nov '24

22 Nov '24

Nei giorni 17 (pomeriggio) e 18 (mattino) dicembre 2024 si terrà presso la sede di Piacenza dell'Università Cattolica del Sacro Cuore il workshop Managing meteorological risk: crossroads between insurance, statistics, and finance Il workshop ha lo scopo di mettere in contatto ricercatori e practitioners il cui ambito di lavoro e ricerca è la gestione del rischio meteorologico. Gli invited speaker sono: Silvana Stefani - Università Cattolica del Sacro Cuore and Silkway Network - The Silkway Network: a virtual framework to exchange real knowledge Fred Espen Benth - University of Oslo – Recent advances on weather risk and weather derivatives Guglielmo D’Amico - Università di Chieti e Pescara - Spatial distribution of a risk, premium principles and inequalities Luigi Mariani - Università di Brescia - Meteorology - Methods of observation, networks and data sources Giuliano Piovesan - Revo Insurance - Parametric policies: from product design to actuarial pricing in the context of climate change Sono previste ulteriori sessioni. Per partecipare e/o per poter presentare un proprio lavoro si prega di inviare una mail all'indirizzo email crossroadsworkshop2024(a)gmail.com La partecipazione è gratuita. La lista completa degli speaker sarà pubblicata nel sito: https://sites.google.com/view/cross-roads-2024-workshop/ Si allega la call for contribution. Gli organizzatori Alessandra Mainini, Enrico Moretto e Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

1 0

BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by ELISA VARINI 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers include Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), and SIS (Italian Statistical Society). BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19 November 2024: Start of registration and abstracts' submission (details on the website) – 1 February 2025: Start of payments (details sent to registered persons) – 2 February 2025: Deadline for abstracts' submission – 16 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) For information, please leave your contacts clicking on the KEEP ME INFORMED button in the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

1 0

BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by Elisa Varini 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May26-28, 2025 CNR-IMATI (Institute of Applied Mathematicsand Information Technologies of the ItalianNational ResearchCouncil) isorganisingBISP14 atthe CNR ResearchAreain Via Alfonso Corti 12, Milano,Italy. The webpageof BISP14 ishttps://bisp14.imati.cnr.it/ The invitedspeakers includeNicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato,Bernardo Nipoti,and ElizavetaSemenova. Thereare twospecial invitedsessions: one organisedby Beatrice Franzolini onbehalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference”organisedby StefanoFavaro. The series of BISP workshops started in 1998 and it has been held every otheryearsince2001. The workshop willprovidean opportunityto review, discussand exploredirectionsof developmentof BayesianInferencein StochasticProcesses.Theoreticaland appliedcontributionsare bothwelcome. BISP14 isendorsedby ISBA (International Society for BayesianAnalysis), ISI(International Statistical Institute),and SIS(ItalianStatistical Society). BISP14 willbe followed(May28 (afternoon) – 30) by the Eighthworkshopon Games and Decisionsin Reliability and Risk (GDRR) to be heldin MilanoatBocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19November 2024:Start of registrationand abstracts' submission(detailsonthe website) – 1February2025: Start of payments (detailssentto registeredpersons) – 2February2025: Deadline for abstracts' submission – 16February2025: Decisionon acceptance – 6April 2025: Deadline for earlyregistrationfee(compulsoryfor presenters) For information, pleaseleaveyourcontactsclickingon the KEEP ME INFORMED buttonin the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini /Chairs, Scientific and OrganisingCommittees/

1 0

Fwd: ICORS 2025 First announcement and call for papers
by Francesca Greselin 21 Nov '24

21 Nov '24

Apologies for cross-posting **************************************************************** * ICORS 2025 First announcement and call for papers * **************************************************************** We are excited to announce that the ICORS 2025 - 24th International Conference on Robust Statistics (ICORS) will be held at the Hotel La Palma, Stresa (VA), Italy from Monday, May 19, to Friday, May 23, 2025. The International Conference on Robust Statistics (ICORS) is the premier international event to bring together researchers and practitioners interested in the interplay of robust statistics, data analysis, computer science, and visualization, and to build bridges between these fields for interdisciplinary research. The conference welcomes contributions to applied statistics as well as theoretical statistics, in particular new problems related to robust statistics, machine learning and statistical learning, outlier detection, visualization and verbalization of data, data analysis and other important themes. Given the recent revolution in AI and on large language models, ICORS 2025 encourages contributions on the interplay between robustness issues in these new fields. *Keynote speakers:* - Prof. Genevera Allen (Department of Statistics, Center for Theoretical Neuroscience, Zuckerman Institute, Irving Institute, Columbia University, New York, NY USA) - Prof. Luis Angel García-Escudero (Departamento de Estadìstica e I.O. and IMUVA, University of Valladolid) - Prof. Marc Hallin (Université libre de Bruxelles) - Prof. Johannes Lederer (Department of Mathematics, University of Hamburg) *Papers submission:* Authors wishing to present a paper are invited to submit an abstract from 1 December 2024 to 10 February 2025 *Notification of acceptance* before 12 February 2025 *Website:* For further information and updates, please visit the conference website http://datascience.maths.unitn.it/icors2025/index.html *Organizing committee:* icors.math(a)unitn.it Bring your contribution to ICORS2025! The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

1 0

2-year postdoc in probability at TU Vienna
by Prof. Fabio Toninelli 21 Nov '24

21 Nov '24

Dear friends and colleagues, a 2-year postdoc position is announced at the Technical University of Vienna, in the probability group <https://www.tuwien.at/en/mg/proba>, with starting date March 2025 or later (upon mutual agreement). Link to the announcement: https://jobs.tuwien.ac.at/Job/243265 <https://jobs.tuwien.ac.at/Job/243265> Deadline for application: 26.12.2024. Teaching load: 4*45 minutes/week (lectures/exercises classes in probability or statistics). Gross salary: 66528 euros/year. Please forward the announcement to potentially interested candidates. Best wishes Fabio Toninelli and Marcin Lis -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

1 0

Leuven school: Basics of nonequilibrium statistical mechanics
by Faezeh Khodabandehlou 20 Nov '24

20 Nov '24

We are pleased to announce the upcoming Leuven school: Basics of nonequilibrium statistical mechanics, from 19 to 23 May 2025. The school will feature two lecture series, presented by Christian Maes and Wojciech De Roeck, along with participant presentations. Together, it makes an intensive course exploring constructive aspects of dissipation, fluctuation-response relations, relaxation to nonequilibrium, nonequilibrium phases of quantum matter, prethermalization, time-crystals, quantum scars, many-body localization.... The school is open to everybody (no registration fee). Details and applications on the website: https://indico.fys.kuleuven.be/e/muphi.noneq Deadline: March 1st, 2025. The number of participants is restricted to a maximum of about 40. Feel free to share this invitation with anyone who may be interested. The organizers. contact: faezeh.khodabandehlou(a)kuleuven.be; bruno.oliveira(a)kuleuven.be

1 0

Nov 20 LSE Public Lecture “Data Visualisation: alive visual words”
by Panero,F 19 Nov '24

19 Nov '24

Dear all, On Wednesday November 20 the London School of Economics and Political Science is pleased to host the Public Lecture “Data Visualisation: alive visual words”<https://www.lse.ac.uk/Events/2024/11/202411201830/Data-visualisation-alive-…> with the internationally renowned information designer Federica Fragapane. The event will start at 6:30pm GMT in the LSE Auditorium (Centre Building) and will be followed by a panel discussion. You can follow remotely by registering to this link<https://lselive.eckoenterprise.net/events/20241120/login>. Best wishes, Francesca Panero ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Website: https://francescapanero.github.io<https://francescapanero.github.io/>

1 0

Seminario PRISMA mar 3 dic 2024
by Francesco Caravenna 19 Nov '24

19 Nov '24

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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 3 dicembre 2024. I relatori saranno Sonia Mazzucchi e Stefano Bonaccorsi (Università di Trento) che ci parleranno di Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sonia Mazzucchi (Università di Trento) e Stefano Bonaccorsi (Università di Trento) TITOLO: Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo RIASSUNTO: La celebre formula di Feynman-Kac, che fornisce una rappresentazione della soluzione dell'equazione del calore in termini di un integrale rispetto alla misura di Wiener, non può essere generalizzata al caso in cui il laplaciano, o più in generale l'operatore ellittico del secondo ordine, è sostituito da un operatore di ordine superiore a 2. In altre parole per tale classe di equazioni differenziali di ordine elevato non è possibile costruire un processo stocastico che svolga lo stesso ruolo giocato dal moto Browniano per l'equazione del calore. Nella prima parte del seminario si illustreranno dapprima le ragioni di questo risultato no-go per poi descrivere un possibile metodo per aggirarlo tramite la costruzione di opportune successioni di passeggiate casuali nel piano complesso. Nella seconda parte del seminario si descriveranno ulteriori applicazioni e generalizzazioni di tale tecnica. In particolare si illustrerà la costruzione di un calcolo stocastico associato alla successione di passeggiate casuali e la dimostrazione di formule di Feynman-Kac per PDE di ordine elevato, anche nel caso di derivate di tipo frazionario. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Reminder: Bertram Duering in Sapienza
by Enrico Scalas 18 Nov '24

18 Nov '24

Car* collegh*, mi permetto di ricordare il seguente annuncio inviato più di un mese fa. Il seminario si terrà domani. -- Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it -- Cordiali saluti, Enrico Scalas

1 0

Call for applications: research grant/assegno di ricerca, Math Department, UniPD
by giambattista giacomin 18 Nov '24

18 Nov '24

Dear colleagues, I am pleased to announce that the Mathematics Department of the University of Padua just published the selection notice to award one Research Grant for the research project entitled “Mathematical approach to statistical mechanics models”. The grant will last for 18 months and shall entitle the Grant Holder to a gross remuneration of 32.427 Euro per year. The submission deadline is December 16th, 2024. All information can be found here https://www.math.unipd.it/news/bando-n-28-2024-per-n-1-assegno-di-ricerca-a… and you are encouraged to contact me (giacomin(a)math.unipd.it <mailto:giacomin@math.unipd.it>) if you have any question. I would also greatly appreciate if you could forward this announcement to potentially interested candidates. Best Regards Giambattista ------------------------------------------------------------ Giambattista Giacomin Department of Mathematics Tullio Levi-Civita Torre Archimede (6CD9) Via Trieste 63, 35121 Padova, Italy https://www.math.unipd.it/~giacomin/

1 0

Seminario Davide Bignamimi - Politecnico di Milano - 27 Novembre 2024
by Luca Scarpa 18 Nov '24

18 Nov '24

Si segnala il seguente seminario a tutti gli interessati. Mercoledì 27 Novembre 2024, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Davide Bignamini, Università degli Studi dell'Insubria. Title: Strong uniqueness for SPDEs and regularity of Kolmogorov equations. Abstract: Pathwise uniqueness plays a crucial role in the investigation of the existence of strong solutions to Stochastic Differential Equations (SDEs) since the seminal result by Yamada and Watanabe in 1971, where they proved that weak existence and pathwise uniqueness imply strong existence. A few years later, Zvonkin introduced the so-called Zvonkin transformation, which allows to remove a drift term by means of a suitable change of coordinates using the Ito formula, and then applies the result of Yamada and Watanabe to construct strong solutions to a class of SDEs with rough drift coefficient. In recent years, these techniques have been extended to Stochastic Partial Differential Equations (SPDEs) . One of the main tools for proving pathwise uniqueness in infinite dimensions is the so-called Itô-Tanaka trick, which involves replacing the "bad" drift term with the solution to a suitable Kolmogorov equation. In this talk, we will examine these topics for a class of parabolic and hyperbolic SPDEs. Link Zoom: <https://polimi-it.zoom.us/j/94505074623> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/94505074623> polimi-it.zoom.us<https://polimi-it.zoom.us/j/94505074623> [zoom.ico]<https://polimi-it.zoom.us/j/94505074623> Link Seminario Polimi: <https://www.mate.polimi.it/eventi/?id=2503> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/eventi/?id=2503> mate.polimi.it<https://www.mate.polimi.it/eventi/?id=2503> [apple-touch-icon-152x152-precomposed.png]<https://www.mate.polimi.it/eventi/?id=2503> ----- 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

1 0

Call postdoc @Unisi
by Piero MAZZARISI 18 Nov '24

18 Nov '24

Dear colleagues, I want to advertise a call for a one-year (renewable) postdoc position at the University of Siena on: “Time-varying parameters models of climate change, financial stability, and systemic risk” The project is founded by PRIN 2022 PNRR n. P20229CJRS “Climate change, Uncentainty, and Financial Risk: Robust Approaches based on Time-Varying Parameters”. A synthetic description of the project topic can be found here: https://www.unisi.it/sites/default/files/albo_pretorio/bandi/concorsi_inter… Gross salary: 35000 Euro (yearly) Deadline for applications: December 3rd, 2024 The call as well as instructions for application, can be found here: https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/conferimento-di-u… Do not hesitate to contact me for any info. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

1 0

MOX COLLOQUIUM 21.11.24 ore 14:00 Politecnico di Milano - Prof Klaus-Robert Müller - Technische Universität Berlin
by Laura Maria Sangalli 18 Nov '24

18 Nov '24

Cari Colleghi, vi ricordo il seguente seminario della serie dei MOX COLLOQUIA, presso il Dipartimento di Matematica del Politecnico di Milano Seguirà rinfresco. 21.11.24, Ore 14:00 - Aula Consiglio VII piano - Dipartimento di Matematica Speaker: Klaus-Robert Müller, Technische Universität Berlin Titolo: Machine Learning and AI for the Sciences: toward understanding Abstract: In recent years, machine learning (ML) and artificial intelligence (AI) methods have begun to play a more and more enabling role in the sciences and in industry. In particular, the advent of large and/or complex data corpora has given rise to new technological challenges and possibilities. In his talk, Müller will touch upon the topic of ML applications in the sciences, in particular in chemistry and physics. He will also discuss possibilities for extracting information from machine learning models to further our understanding by explaining nonlinear ML models. Finally, Müller will briefly discuss perspectives and limitations. Il seminario verrà erogato anche in modalità on-line attraverso la piattaforma Cassyni, si vedano i seguenti link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru Per seguire il seminario è necessario iscriversi alla piattaforma Cassyni, seguendo le istruzioni indicate sotto. Tutti gli interessati sono cordialmente invitati. Un cordiale saluto, Laura --------------- Info generale: I MOX Colloquia si sono spostando sulla piattaforma Cassyni. Li trovate al link https://cassyni.com/s/mox-colloquia Tutti gli interessati possono iscriversi al canale (semplicemente cliccando il tasto blu "Subscribe" nella pagina principale). —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

Conference: Matrix-Analytic Methods in Stochastic Models, June 25-27, 2025
by Federico Poloni 18 Nov '24

18 Nov '24

Hello All, We are pleased to announce that the 12th edition of the Matrix-Analytic Methods in Stochastic Models (MAM) Conference will be held in the heart of Toronto, Canada, at the Fields Institute, from June 25th to June 27th, 2025. While the MAM 12 Conference will be held in person and all presentations will take place in person, live streaming will be available to registered attendees who are unable to attend the conference in person. You can register via the conference homepage: https://sites.google.com/ontariotechu.net/mam-12-conference/home We are excited to have four distinguished keynote speakers who will bring their valuable insights to the conference: • Dr. Amy Ward (University of Chicago) • Dr. Ivo Adan (Eindhoven University of Technology) • Dr. Mark Squillante (IBM Research) • Dr. Opher Baron (University of Toronto and CEO of SiMLQ) After the conference, speakers will have the option to submit their full papers for publication in a special issue of Performance Evaluation (PEVA). We look forward to welcoming you to Toronto for what promises to be an exceptional gathering of researchers from across engineering, mathematics, and the sciences. Warm regards, Organizing co-chairs: Dr. Amir Rastpour (Ontario Tech University) Dr. Yiqiang Zhao (Carleton University) Program co-chairs: Dr. Brian Fralix (Clemson University) Dr. Federico Poloni (University of Pisa) -- --Federico Poloni Dipartimento di Informatica, Università di Pisa https://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143

1 0

Fwd: Announcement: Workshop "Stochastic processes on random geometries” at TU Braunschweig
by Faggionato, Alessandra 18 Nov '24

18 Nov '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Andres, Sebastian <sebastian.andres(a)tu-braunschweig.de> Dear Colleagues, We kindly ask for your support in sharing the following announcement: The Institute for Mathematical Stochastics at the* Technical University Braunschweig* will host the Workshop *"Stochastic processes on random geometries”* scheduled from* February 17-21 2025.* The program will feature two mini lecture series delivered by: *Martin Barlow* (University of British Columbia) *Nina Gantert* (TU Munich) In addition, the event will include 14 invited lectures and one session dedicated to young researchers. The specific topics include random walks in random environment, static and dynamic percolation, interacting particle systems, statistical mechanics and their applications in physics, materials science and biology. Our aim is to provide a platform for the presentation of recent results, national and international scientific exchange and the education of younger scientists that are interested in the subject. For more information, including a list of invited speakers and a link for registration, see the workshop webpage https://www.tu-braunschweig.de/stochastik/aktuell/workshops The workshop is supported by the *SSP2265 "Random Geometric Systems"*. Best regards, On behalf of the Organising Committee, Sebastian Andres and Benedikt Jahnel -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Seminar of Francesco Caravenna - Thursday 21th of Nov., 16.00-17.00
by SAU FEDERICO 14 Nov '24

14 Nov '24

Dear all, this is to announce the following seminar in Probability and Mathematical Physics, jointly organized with Marcello Porta and Tamara Grava from SISSA. Speaker: Francesco Caravenna (University of Milano-Bicocca) Title: The 2d Stochastic Heat Equation and related critical models Abstract: We present recent progress in understanding a class of "critical" models, including the Stochastic Heat Equation and Kardar-Parisi-Zhang Equation (KPZ) in two space dimensions, as well as a random walk model in statistical mechanics, known as the directed polymer in random environment. We discuss in particular the construction of a non-trivial solution for the ill-posed two-dimensional Stochastic Heat Equation, which has led to a novel object named the critical 2d Stochastic Heat Flow. Venue, date and time: SISSA, Room 134, on Thursday November 21 at 16:00. With best regards, Federico (for the organizers)

1 0

Save the date: OWABI - Jeremias Knoblauch - Nov 28
by Massimiliano Tamborrino 14 Nov '24

14 Nov '24

Dear all, the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday, November 28 at 11am. Our next OWABI speaker is Jeremias Knoblauch<https://jeremiasknoblauch.github.io/> (UCL), who will talk about "Post-Bayesian machine learning ", with the following Abstract: In this talk, I provide my perspective on the machine learning community’s efforts to develop inference procedures with Bayesian characteristics that go beyond Bayes’ Rule as an epistemological principle. I will explain why these efforts are needed, as well as the forms which they take. Focusing on some of my own contributions to the field, I will trace out some of the community’s most important milestones, as well as the challenges that lie ahead. Throughout, I will provide success stories of the field, and emphasise the new opportunities that open themselves up to us once we dare to go beyond orthodox Bayesian procedures. Keywords: Generalised Bayes; robustness; Bayesian machine learning. The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 310 294 300 441 Passcode: Pmgfnq In case you missed the 1st OWABI talk by Ullriche Köthe, you can find his slides and recorded talk on the OWABI webpage<https://warwick.ac.uk/oneworldabc>. We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

SPASS Seminar: João Pedro Mangi
by Gianmarco Bet 12 Nov '24

12 Nov '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Exclusion Processes with non-reversible boundary: Hydrodynamics and Large Deviations* by *João Pedro Mangi* (*IMPA*) The seminar will take place on TUE, 19.11.2024 at *11:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: We consider a family of exclusion processes defined on the discrete interval with weak boundary interaction that allows the creation and annihilation of particles on a neighborhood of radius L of the boundary under very general rates. We prove that the hydrodynamic equation is the heat equation with non-linear Robin boundary conditions. We present a particular choice of boundary rates for which we have multiple stationary solutions but for which it still holds the uniqueness of the solution of its hydrodynamic equation. We also prove the associated dynamical large deviations principle. Joint work with Claudio Landim and Beatriz Salvador.*

1 0

Women in Mathematical Finance @Pavia
by Giacomo Bormetti 11 Nov '24

11 Nov '24

Dear Colleagues, It is a pleasure to announce the cycle "Women in Mathematical Finance" co-organized with Daria Ghilli from the Department of Economics and Management, University of Pavia, and Gabriele Cedrani, alumnus of the Collegio Ghislieri. The venue is Collegio Ghislieri, Aula Goldoniana, Piazza Ghislieri 5, Pavia. Wednesday, November 27, 2024, 6:00 - 8:00 PM CET Prof. GIULIA LIVIERI (London School of Economics) An Overview on Mean Field Games and Applications Wednesday, February 19, 2025, 6:00 - 8:00 PM CET Prof. SARA SVALUTO-FERRO (Università di Verona) Signatures in Finance: Life, Death, and Miracles Thursday, March 13, 2025, 6:00 - 8:00 PM CET Prof. GIULIA IORI (Università Ca' Foscari Venezia) Networks and Agent-Based Modelling in Finance Monday, March 17, 2025, 6:00 - 8:00 PM CET Prof. BEATRICE ACCIAIO (ETH Zurich) Beyond Models: Exploring Model-Independent Finance via Optimal Transport Monday, March 31, 2025, 6:00 - 8:00 PM CET Prof. GIORGIA CALLEGARO (Università di Padova) Stochastic control and recent applications to cybersecurity: A quick guided tour On the same days, the speakers will give a talk at the Department of Economics and Management, Via San Felice al Monastero, 5 Pavia. Giulia Livieri will give the first seminar. Wednesday, November 27, 2024, 1:30 - 2:30 PM CET, Sala del Consiglio Prof. Giulia Livieri, London School of Economics A Mean Field Game approach for pollution regulation of competitive firms Abstract: We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used cap-and-trade pollution regulation. Under this regulation, firms have the flexibility to respond by implementing pollution abatement, reducing output, and participating in emission trading, while a regulator dynamically allocates emission allowances to each firm. The resulting mean-field game is of linear quadratic type and equivalent to a mean-field type control problem, i.e., it is a potential game. We find explicit solutions to this problem through the solutions to differential equations of Riccati type. Further, we investigate the carbon emission equilibrium price that satisfies the market clearing condition and find a specific form of FBSDE of McKean-Vlasov type with common noise. The solution to this equation provides an approximate equilibrium price. Additionally, we demonstrate that the degree of competition is vital in determining the economic consequences of pollution regulation. Joint work with G. Del Sarto and M. Leocata. We look forward to meeting you in Pavia. Kind Regards, Giacomo Bormetti Giacomo Bormetti Department of Economics and Management, University of Pavia

1 0

Introduction to Monte Carlo Simulation in Finance
by Enea Bongiorno 11 Nov '24

11 Nov '24

ricevo ed inoltro. Enea ***************************************************** Carissimi segnalo il corso Introduction to Monte Carlo Simulation in Finance (7th edition) tenuto dal prof. Ioannis Kyriakou (Bayes Business School, City, University of London) c/o DISEI - UPO - Novara Il corso in inglese della durata di 16 h. si terrà nelle seguenti giornate (sia in presenza sia in remoto) Tuesday 19th of November, h. 11.00-13.00 and 14.00-16.00 Wednesday 20th of November, h. 09.00-13.00 Thursday 21th of November, h. 09.00-13.00 Friday 22nd of November, h. 09.00-13.00 Per informazioni su iscrizione e costi (tariffa agevolata per studenti, soci SIS e UMI) è possibile scrivere a: manfin(a)uniupo.it. Un caro saluto Gianluca Fusai ***************************************************** -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

Fwd: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025
by Faggionato, Alessandra 11 Nov '24

11 Nov '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <balint(a)renyi.hu> Date: Mon, 11 Nov 2024 at 13:03 Subject: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute/Erdős Center <https://erdoscenter.renyi.hu/>, in Budapest: * Workshop on Disordered Media January 27-31, 2025* The list of invited speakers (and more information) is available at the webpage of the workshop: https://erdoscenter.renyi.hu/events/workshop-disordered-media The goal of the workshop is to bring together probabilists working on subjects related to statistical physical phenomena in random and disordered media. The workshop will be held at the Rényi Institute, Budapest, Hungary. It is part of the Semester on Probability and Statistical Physics (January-June 2025) <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…> hosted by Erdős Center. *Registration is now open, with deadline: 20 December 20**24**.* Registrations will be accepted up to the capacity of the lecture hall (~ 80, including the invited speakers). In order to register you are asked to send an email to probstatphys25(a)renyi.hu, with the subject "Workshop on Disordered media registration" and containing your name and affiliation. There is no registration fee. Information about accommodation in Budapest (list of hotels near the venue) available at the web page. [Note: The workshop is a follow-up of the winter school with the same title <https://erdoscenter.renyi.hu/events/school-disordered-media> held on the previous week, 20-24 Jan 2025, meant for PhD students and early career researchers.] With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Seminar MAGGIS
by Stefano Pagliarani 11 Nov '24

11 Nov '24

Dear all, On November 19th, in the classroom Aula 1, Department of Physics of the University of Bologna, at Via Berti Pichat 6-6/2, the following seminar will take place: * 14:00-15:00: Marco MAGGIS "CONSISTENCY ISSUES IN STATE-DEPENDENT PREFERENCES" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

1 0

Seminario CLIMATH 20 Novembre
by Marta Leocata 09 Nov '24

09 Nov '24

Cari colleghi, Il gruppo UMI-Climath è lieto di invitarvi a una serie di seminari, in presenza e online, dedicati ai recenti avanzamenti teorici nello studio dei modelli matematici della variabilità climatica e dei modelli che includono gli impatti socio-economici associati. Maggiori dettagli sono disponibili sul sito del gruppo Climath: https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attività-del-g… <https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attivit%C3%A0-…> Il Prossimo seminario si terrà in data Mercoledì 20 novembre 2024, alle ore 14:30, presso l’Aula 1101 (D’Antoni), Dipartimento di Matematica, Tor Vergata, Roma, oppure online tramite Teams (richiesta registrazione al link: https://forms.gle/kuPKvHqLDP4RTLj4A) Ecco il programma: 14:30 - Valerio Lucarini (University of Leicester) Titolo: Detecting and Attributing Change in Climate and Complex Systems: Foundations, Green's Functions, and Nonlinear Fingerprints Abstract: Detection and attribution (D&A) studies are cornerstones of climate science, providing crucial evidence for policy decisions. Their goal is to link observed climate change patterns to anthropogenic and natural drivers via the optimal fingerprinting method (OFM). We show that response theory for nonequilibrium systems offers the physical and dynamical basis for OFM, including the concept of causality used for attribution. Our framework clarifies the method's assumptions, advantages, and potential weaknesses. We use our theory to perform D&A for prototypical climate change experiments performed on an energy balance model and on a low-resolution coupled climate model. We also explain the underpinnings of degenerate fingerprinting, which offers early warning indicators for tipping points. Finally, we extend the OFM to the nonlinear response regime. Our analysis shows that OFM has broad applicability across diverse stochastic systems influenced by time-dependent forcings, with potential relevance to ecosystems, quantitative social sciences, and finance, among others. 15:20 - Discussione 15:30 - Gianmarco Del Sarto (Technische Universität Darmstadt) Titolo: Some Perspective on Climate Change through Energy Balance Models Abstract: In this seminar, I will present how Energy Balance Models (EBMs) can be used to explore climate change dynamics. The first part focuses on ongoing research that investigates a fast-slow system where solar radiation acts as the fast component, while a zero-dimensional EBM describes the slow component. This model exhibits mathematical parallels with the seminal stochastic EBM inspired by Hasselmann's proposal, and we explore these similarities in terms of deterministic limits, fluctuations, and large deviations. In the second part, if time allows, I will discuss a completed research project that extends the analysis of 1D EBMs by introducing local instability effects and additive white noise. The model captures the super-greenhouse effect, a tropical feedback mechanism, and incorporates fast weather fluctuations as white noise. By studying the long-term behaviour of the model's invariant measure, we investigate the link between increased greenhouse gas concentrations and extreme weather events. 16:20 - Discussione 16:3 - Tavola Rotonda moderata da Piermarco Cannarsa Speriamo di vedervi numerosi, sia in presenza che online! Saluti, Marta Leocata (a nome del gruppo Climath)

1 0

Seminar by Joanna Michalak, Dr.
by monte＠uniroma2.it 09 Nov '24

09 Nov '24

Dear all, Dr. Joanna Michalak (Nicolaus Copernicus University in Torun, Poland) will give a seminar entitled "Integrated Approach to Sentiment Analysis: Optimizing Short Text Analysis Efficiency in the Context of Economics and Finance" on November 14th at 09:30 am in Room 5 at Macro Teaching Hub Engineering Area., Via del Politecnico, 1, University of Roma "Tor Vergata", Roma. The seminar can also be followed online by sending an email to roberto.monte(a)uniroma2.eu Abstract: Big social data (BSD) is widely used in the social sciences, particularly in economics and finance, where it is valued both for its explanatory insights and its predictive power. Predictive analyses leveraging BSD often focus on modeling the relationship between social media activity and stock market movements. The quality of these analyses relies on two main dimensions: (1) models that capture short-term dynamics and account for observed time-series properties, and (2) sentiment analysis methods that are specifically adapted to the unique vocabulary of finance and economics. This presentation addresses these two dimensions. In the first part, we explore a case study of Apple Inc., comparing the effectiveness of VAR, GARCH, and LSTM models for describing short-term interdependencies between social media sentiment and stock market behavior. The second part of the presentation focuses on the performance of various sentiment analysis methods selected to construct sentiment-based indices. This section aims to compare the efficiency and accuracy of different sentiment analysis methods when applied to short text data. The study emphasizes optimization of analysis efficiency by evaluating widely used datasets, such as Senti140. Several research questions guide this investigation: 1. Which sentiment analysis method is most effective in terms of accuracy and processing speed in financial data analysis? 2. Do advanced methods, such as deep learning models (e.g., BERT), outperform traditional lexicon-based techniques and classical machine learning algorithms? 3. What are the differences in sentiment analysis accuracy between general datasets like Senti140 and finance-specific datasets such as FinBERT? The issue of optimizing text data analysis methods remains an open aspect of this research. The ultimate objective of this study is to construct a dataset or lexicon specifically designed and recommended for financial data analysis.

1 0

YMCN Spring School: Recent Advances in SPDEs
by Lucio Galeati 08 Nov '24

08 Nov '24

Cari tutti, Segnalo con piacere l'annuncio della seguente Spring School su SPDEs che si terrà a Münster a Marzo 2025; sotto tutti i dettagli. Saluti, Lucio -------------------------------------------------------------------------------------------------------- Dear Colleagues, We are currently organizing the YMCN Spring School: Recent Advances in SPDEs (24–28 March 2025, Münster, Germany). The Spring School aims to bring together young researchers from the fields of Probability Theory and Partial Differential Equations (PDEs), particularly those with interests in statistical physics, quantum field theory (QFT), singular SPDEs and dispersive (S)PDEs. It will feature four mini-courses and several talks by leading mathematicians in these areas, highlighting recent breakthroughs. The poster is linked to https://www.uni-muenster.de/imperia/md/content/MathematicsMuenster/ymcn_spr… , and the details and the application platform can be found on the website: https://www.uni-muenster.de/MathematicsMuenster/de/events/2025/ymcn_spring-… . Limited funding will be available for PHD students, and we are looking forward to seeing you in Münster! Thank you and best regards, Fabian, Sarah and Xiaohao

1 0

Call for applications - PhD in Statistics & Computer Science @Bocconi
by Antonio Lijoi 06 Nov '24

06 Nov '24

*********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros (year 1) 23,000 euros per annum (years 2, 3 and 4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2024 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit https://www.unibocconi.it/en/events/phd-day-2024 and sign up for participation to the presentations of both the Bocconi PhD School (3pm) and the PhD program in Statistics and Computer Science (3:45pm). For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

1 1

Terzo Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Ernesto De Vito 06 Nov '24

06 Nov '24

Carissime e carissimi, vi segnalo la terza edizione del workshop "Mathematics for Artificial Intelligence and Machine Learning" organizzato nell’ambito delle attività del gruppo UMI “Matematica per l’Intelligenza Artificiale e il Machine Learning”. Il convegno si terrà a Bari dal 29 al 31 gennaio 2025 ed è incentrato sull'interazione tra matematica, intelligenza artificiale e apprendimento automatico. L'obiettivo dell'evento è incoraggiare la ricerca matematica in queste aree, promuovendo la diffusione dei risultati e facilitando l'interazione tra discipline diverse. La partecipazione è aperta a tutti i ricercatori interessati, anche non soci UMI. Caratteristica del workshop, fin dalla sua prima edizione, è quella di riservare le comunicazioni su contributo a giovani ricercatori. Per agevolare la partecipazione non sono previste tasse di iscrizione. Il workshop prevede tre conferenze plenarie tenute da: - Claudia Angelini, CNR - IAC, Napoli - Tommaso Di Noia, Politecnico di Bari - Yurii Nesterov, University of Louvain, Belgium Sono inoltre previste comunicazioni da parte di diversi keynote speaker, comunicazioni tematiche e interventi specialistici di aziende nel settore della AI. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Mathematics in AI and ML” che costituirà uno specifico momento di confronto tra gli invited speaker, alcuni rappresentanti del mondo accademico e i rappresentanti delle aziende che supportano l'evento. La scadenza per la sottomissione degli abstract per le comunicazioni tematiche è il 1° dicembre 2024, la scadenza per la registrazione è il 23 dicembre 2024. I dettagli logistici e le ulteriori informazioni sono disponibili alla pagina https://umi-math4aiml2025.uniba.it/ -------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy

1 0

Pescara Math Workshop 2024 (PMW24)
by Alessandra Cretarola 06 Nov '24

06 Nov '24

Buongiorno a tutti, Vi segnalo il seguente workshop, che si terrà sabato 9 novembre presso il Dipartimento di Economia dell'Università degli Studi “G. d'Annunzio” di Chieti-Pescara: Pescara Math Workshop 2024 (PMW24) Abstract In this edition of the Pescara Math Workshop, seven distinguished researchers will lecture on recent advances in mathematical logic, descriptive set theory, infinite dimensional analysis and geometry, and mathematical analysis. Speakers Nicola Arcozzi (Università di Bologna) Loredana Lanzani (Università di Bologna) Paul Blain Levy (University of Birmingham) Olof Svensson (Linköping University) Daniele Tiberio (SISSA, Trieste) Tomasz Weiss (University of Cardinal Stefan Wyszyński, Warsaw) Paweł Wójcicki (Warsaw University of Technology) Per ulteriori dettagli, si prega di visitare il sito web del workshop: https://www.sci.unich.it/pmw24/#home Cordiali saluti, Il Comitato organizzativo Gianluca Amato, Flavia Antonacci, Cristina Costantini, Alessandra Cretarola, Fausto Di Biase, Maurizio Parton __________________________ Alessandra Cretarola, PhD Professore Associato MATH-03/B Dipartimento di Economia Università "G. D'Annunzio'' di Chieti-Pescara, Viale Pindaro, 42, I-65127 Pescara

1 0

Conferenza in memoria di Giuseppe Da Prato
by Lorenzo Zambotti 05 Nov '24

05 Nov '24

Care colleghe e cari colleghi dal 13 al 17 gennaio 2025 si terrà alla Scuola Normale Superiore di Pisa un convegno su « Deterministic and Stochastic Evolution Equations » in memoria di Giuseppe Da Prato. Alla pagina https://sites.google.com/sns.it/dsee2025/ troverete la lista degli/delle speakers e un link per registrarvi (entro il 15 dicembre) se siete interessati/e a partecipare. La conferenza comincerà il lunedì mattina e finirà il venerdì all’ora di pranzo. Cordiali saluti, il comitato organizzativo Piermarco Cannarsa, Sandra Cerrai, Franco Flandoli, Alessandra Lunardi, Lorenzo Zambotti -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/

1 0

Seminar by Dr. Andrea Modena.
by Giorgio Rizzini 05 Nov '24

05 Nov '24

Dear all, as part of the Quantitative Finance Seminars, Dr. Andrea Modena (University of Mannheim) will give a seminar entitled "Coordinating Dividends and Capital Regulation" (joint work with Luca Regis and Salvatore Federico) on November 11th at 11 am in Aula Fermi at Scuola Normale Superiore in Pisa.The seminar can also be followed online by sending an email to giorgio.rizzini(a)sns.it. Best regards, Giorgio Rizzini *Abstract: * We develop a tractable dynamic corporate finance model to analyze the effects of state-contingent dividend restrictions and capital requirements on firm optimal policies and value. In the model, a risk-neutral shareholder manages a firm that generates stochastic income under time-varying macroeconomic conditions. The manager maximizes shareholder value by paying dividends, holding reserves, and issuing costly equity without agency conflicts. We analytically solve the firm's stochastic control problem and derive its reserve distribution in closed form. The model predicts that restricting dividends in "bad" macroeconomic states—characterized by lower and more volatile cash flows— reduces shareholder value but can effectively sustain the firm's credit capacity. The policy, however, curtails the firm's recapitalization incentives and credit capacity in "good" states. Coordinating dividends with counter-cyclical capital regulation can mitigate value losses but negatively impacts recapitalization incentives further.

1 0

Fwd: Post-doc advert Cambridge
by Laura Maria Sangalli 05 Nov '24

05 Nov '24

Ricevo ed inoltro l’annuncio di una posizione di post-doc presso l’Università di Cambridge, sotto la supervisione del Prof Richard Samworth. 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it Inizio messaggio inoltrato: Da: Richard Samworth <rjs57(a)cam.ac.uk<mailto:rjs57@cam.ac.uk>> Oggetto: Post-doc advert Data: 3 novembre 2024, 11:11:40 CET A: Laura Maria Sangalli <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Hi Laura, Sorry for the formal message! I'm writing because I'm currently advertising for a post-doc position: https://www.jobs.cam.ac.uk/job/48646/ The closing date is 10 December. Please could you bring the advert to the attention of anyone who you think may be interested? Many thanks and best wishes Richard

1 0

Seminario PRISMA oggi
by Francesco Caravenna 05 Nov '24

05 Nov '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 5 novembre 2024, Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) ci parleranno di Il moto browniano iperbolico e le sue ramificazioni 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%% 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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Seminario Pablo Groisman, Lunedì 11 Novembre, Sapienza Università di Roma
by Silvestri, Vittoria 04 Nov '24

04 Nov '24

Segnalo il seguente seminario, che si terrà Lunedì prossimo in Sapienza. *Lunedì 11 Novembre, ore 14:00,* Aula B, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Pablo Groisman (University of Buenos Aires) *Title: *The Kuramoto Model in Random Geometric Graphs *Abstract: *The Kuramoto model is a nonlinear system of ODEs that represents the behavior of coupled oscillators. The coupling is determined by a given graph and pushes the system towards synchronization. An important question is whether there is global synchronization (the system converges to a state in which all the phases coincide from almost every initial condition) or if the system supports other patterns. We will consider the Kuramoto model on random geometric graphs in the d dimensional torus and prove a scaling limit. The limiting object is given by the heat equation. On the one hand this shows that the nonlinearities of the system disappear under this scaling and on the other hand, provides evidence that stable equilibria of the Kuramoto model on these graphs are, as n → ∞, in correspondence with those of the heat equation, which are explicit and given by twisted states. In view of this, we conjecture the existence of twisted stable equilibria with high probability as n → ∞. We'll prove this conjecture in dimension d=1. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

master / doctoral / post-doctoral scholarships in Paris
by CRISTINA TONINELLI 04 Nov '24

04 Nov '24

Ricevo e inoltro, cari saluti Cristina ----- Dear colleagues, The Fondation Sciences Mathématiques de Paris supports research and training in Mathematics and in fundamental Computer Science through its various programs: research chairs of excellence, postdoctoral positions, doctoral allowances, master scholarships. The positions are mainly located in Paris or in Paris area. For academic year 2025-2026, see schedule of deadlines below (at 11:59 p.m., Paris time). Feel free to circulate this message to your contacts. Paris Graduate School for Mathematical Sciences (master scholarships): Call (open to international students): from Monday November 4th 2024 to Thursday February 6th 2025 Offer description: https://sciencesmaths-paris.fr/en/pgsm-master FSMP Postdoctoral program: from Tuesday October 1st to Friday November 29th 2024 Offer description: https://www.sciencesmaths-paris.fr/en/postdoc-fsmp MathPhDInFrance (doctoral program): from Tuesday December 17th 2024 to Friday February 14th 2025 Offer description: https://mathphdinfrance.fr/ Research Chairs of excellence: from Tuesday October 1st to Friday November 29th 2024 Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/les-chaires-fsmp ------- --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

1 0

Research Associate in Bayesian Statistics, Newcastle University
by Fabrizio Leisen 04 Nov '24

04 Nov '24

Apologies for cross posting. Con preghiera di diffusione. Il candidato ideale deve avere della solide basi in inferenza Bayesiana da un punto di vista statistico piuttosto che Machine Learning. Cordiali Saluti, Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London ---------- Forwarded message --------- Da: Kevin Wilson <0000c562ec979ac8-dmarc-request(a)jiscmail.ac.uk> Date: mer 30 ott 2024 alle ore 14:41 Subject: JOB: Research Associate in Bayesian Statistics, Newcastle University To: <allstat(a)jiscmail.ac.uk> JOB: Research Associate in Bayesian Statistics School of Mathematics, Statistics and Physics, Newcastle University Full advert: Research Associate in Bayesian Statistics Job Details | Newcastle University< https://jobs.ncl.ac.uk/job/Newcastle-Research-Associate-in-Bayesian-Statist… > Applications are invited for a Research Associate position in Bayesian Statistics, for a period of 24 months. The project is at the forefront of Bayesian inference and aims to design a novel Bayesian methodology to implement Bayesian Additive Regression Trees (BART) models to deal with non-linear phenomena. In particular, the aim is to bridge the Loss-based methodology to the framework of BART, building on the previous works of Prof Cristiano Villa and Prof Fabrizio Leisen on model selection, linear regression models and Gaussian graphical models. The successful candidate will work on developing prior distributions to estimate the structure of the trees and the number of trees in a BART model, and building scalable and efficient computational tools to ease the implementation of the methodology. The candidate must have a solid background in computational methods for Bayesian inference to develop efficient algorithms for the new proposed modelling framework. Within the project, the candidate will also perform theoretical modelling and data analysis, as well as disseminate the outputs through publications and presentations at scientific meetings. The successful candidate will join the growing Statistics & Data Science group at Newcastle University and interact with the Statistics group at King's College London. The position is offered on a fixed term basis for two years from the start date. Generous funds are available for travel, training and other support. To apply, please complete the online application and attach a CV and covering letter. In your covering letter, please outline how you are either working towards, meet or exceed all the essential requirements for the role holder as outlined in the full advertisement, and highlight any expertise relevant to the described project. For all information enquiries about the position, please contact Prof Kevin Wilson (kevin.wilson(a)newcastle.ac.uk) Prof Cristiano Villa ( cristiano.villa(a)dukekunshan.edu.cn) or Prof Fabrizio Leisen ( fabrizio.leisen(a)kcl.ac.uk) You may leave the list at any time by sending the command SIGNOFF allstat to listserv(a)jiscmail.ac.uk, leaving the subject line blank.

1 0

2-year PostDoc Position at TU Eindhoven (NL)
by Elisa Perrone 31 Oct '24

31 Oct '24

Dear colleagues, We currently have a vacancy for a 2-year PostDoc position in the Mathematical Statistics group at TU Eindhoven. The position comes with light educational duties but it is not attached to a specific research project. Therefore, there is considerable freedom for the candidate to independently pursue their own research agenda, as long as it has a good embedding within the research activities of the group. Here is the website with the job description: link <https://jobs.tue.nl/en/vacancy/postdoc-in-mathematical-statistics-1119766.h…>. The submission deadline is December 1, 2024. I would appreciate it if you could help us circulate the announcement and forward it to potentially interested candidates. Thank you very much, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

1 0

Seminario di Stanislav Smirnov (medaglia Fields 2010) a Roma Tre
by Elisabetta Candellero 31 Oct '24

31 Oct '24

Stanislav Smirnov (medaglia Fields 2010) terra' un seminario dal titolo "Coulomb gas and lattice models" il giorno mercoledi' 6 novembre, ore 16:00. Il seminario si terra' in Aula M1, Blocco Aule Lungotevere Dante 376 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract: Even before the introduction of Conformal Field Theory by Belavin, Polyakov and Zamolodchikov, it appeared indirectly in the work of den Nijs and Nienhuis using Coulomb gas techniques. The latter postulate (unrigorously) that height functions of lattice models converge to the Gaussian Free Field, allowing to derive many exponents and dimensions of 2D lattice models. This convergence is in many ways mysterious, in particular it was never formulated in the presence of a boundary, but rather on a torus or a cylinder. We will discuss possible formulations on general domains or Riemann surfaces and their relations to CFT, SLE and conformal invariance of critical lattice models. Interestingly, new objects in complex geometry and potential theory seem to arise.

1 0

Seminario di probabilita' (Roma Tre), 6/11/2024, Amitai Linker (Santiago del Cile)
by Elisabetta Candellero 31 Oct '24

31 Oct '24

*Data e orario*: Mercoledi' 6 novembre alle ore 14:30 Via della Vasca Navale 84, Dipartimento di Matematica e Fisica, Universita' degli Studi roma Tre, AULA B *Relatore*: Amitai Linker (Universidad Andrés Bello, Santiago, Cile) *Titolo*: "The contact process on dynamic scale-free networks" *Abstract*: In this talk, I will present recent results on the contact process on two specific types of scale-free, inhomogeneous random networks that evolve either through edge resampling or by resampling entire neighborhoods of vertices. Depending on the type of graph, the selected stationary dynamic, the tail exponent of the degree distribution, and the updating rate, we identify parameter regimes that result in either fast or slow extinction. In the latter case, we determine metastable exponents that exhibit first-order phase transitions. This is joint work with Emmanuel Jacob (ENS Lyon) and Peter Mörters (Universität zu Köln).

1 0

Call for Contributed Talks at BNP 14
by Alessandra Guglielmi 31 Oct '24

31 Oct '24

Dear all, We invite the submission of contributed talks for the 14th International Conference on Bayesian Nonparametrics, to be held in person at UCLA in Los Angeles, United States, on June 23-27th, 2025. The deadline for submission is December 15, 2024. Contributed talks will be around 20 minutes long. Please note that the one-presentation-per-speaker policy is in effect: each participant of this meeting shall give at most one presentation (oral or poster). We encourage potential participants to submit their proposals, as there will be many opportunities for contributed speakers. Please submit your proposed talk using this form<https://bnp14.org/submissions/>, by December 15, 2024. Please indicate if, in the unfortunate case you were not selected for an Oral Talk, you would like to be automatically considered for a Poster Presentation. The results will be announced by the end of January 2025. A separate call for posters will be made soon. Thank you for your support of the 14th International Conference on Bayesian Nonparametrics. If you have any questions, please email bnp14ucla(a)gmail.com. For further information on the 14th International Conference on Bayesian Nonparametrics, see https://bnp14.org/ Best regards Alessandra Guglielmi, Chair of the Scientific Committee of BNP 14 https://bnp14.org/ -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

1 0

topical collection on JOTP
by Bruno Toaldo 31 Oct '24

31 Oct '24

Dear All, The *Journal of Theoretical Probability* has recently launched a topical collection titled *"Non-Markov Dynamics and Non-Local Operators"* https ://link.springer.com/collections/fhbhjheefi. This initiative responds to the growing interest in modeling anomalous phenomena, such as anomalous relaxations and diffusions. The scope of this theory encompasses various aspects of random processes, including, but not limited to, semi-Markov processes, continuous-time random walks, (generalized) fractional Brownian motions, long-range dependent processes, and non-Gaussian measures. This topical collection invites submissions on recent advances in these areas broadly, including works focused on specific classes of non-Markov processes or non-local operators with potential applications in probability theory. Submissions for publication are now open. All submitted papers will follow the journal’s standard peer-review process. The review will be managed by the Editors-in-Chief, myself, and Dr. Giacomo Ascione as guest editor. Please feel free to share this announcement: https://link.springer.com /journal/10959/updates/27709086. Thank you all, and best wishes, Giacomo and Bruno

1 0

call for paper
by Enea Bongiorno 30 Oct '24

30 Oct '24

Carissimi, segnalo la seguente Special Issue di EcoSta (Econometrics and Statistics) con deadline 30 Giugno. Cordiali saluti, Enea ------------------- Special Issue on HIGH-DIMENSIONAL AND FUNCTIONAL DATA ANALYSIS Econometrics and Statistics http://www.elsevier.com/locate/ecosta We are inviting submissions to the special issue of the journal Econometrics and Statistics dedicated to High-dimensional and Functional Data Analysis. Such data structures have been an important focus of methodological, theoretical and applied statistics research for over two decades, with applications areas including biostatistics, economics, finance, chemometrics, environmetrics, genetics, geophysics, and neuroimaging. The aim of this special issue is to collect research papers concerned with computational and data-analytic aspects of high-dimensional and functional data analysis. Papers in the following areas are particularly welcome, as long as they pertain to the general theme of the special issue: Classification, clustering , discrimination, prediction; Dependent data structures; Hypothesis testing and model selection; Nonparametric modeling; Statistical Learning; high-dimensional econometrics; large panels. In order to be considered for publication, a submission must have a significant novel component in either high-dimensional or functional data analysis with emphasis on methodological, computational or theoretical aspects or novel analysis of important new data sets. Authors who are uncertain about the suitability of their paper should contact the editors. Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta. The deadline for submissions is 30 June 2025. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EM: https://www.editorialmanager.com/ecosta/. In the EM, please choose the special issue on High-dimensional and Functional Data Analysis. The special issue Guest Editors: Enea Bongiorno, University of Eastern Piedmont, Italy Email: enea.bongiorno(a)uniupo.it Frederic Ferraty, Toulouse Jean Jaures University, France Email: ferraty(a)math.univ-toulouse.fr Erricos Kontoghiorghes, Cyprus University of Technology and Birkbeck UNiversity of London, UK Email: erricos(a)cut.ac.cy Jeng-Min Chiou, Academia Sinica, Taiwan Email: jmchiou(a)stat.sinica.edu.tw -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

Seminario 05/11 ore 11 A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries
by ANTONIO PIEVATOLO 30 Oct '24

30 Oct '24

[ENGLISH BELOW] Con preghiera di diffusione, si avvisa che in data 05-11-2024, alle ore 11:00 precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, la Dr. Alice Giampino, Università degli Studi di Milano-Bicocca, terrà un seminario dal titolo A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Gli interessati potranno partecipare al seminario da remoto, utilizzando il link indicato qui sotto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… oppure in presenza previa prenotazione via email a federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Distinti saluti, Federico P. Cortese ***ENGLISH*** Dear all, We are honoured to announce that on 11/05/2024, at 11:00 AM, in the Pentagonale Room of the CNR Research Area 1 in Milan, Via A. Corti 12, Dr. Alice Giampino from the University of Milano-Bicocca will present a seminar titled: A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Interested participants may attend the seminar remotely using the link provided below: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… or in person by reserving a spot via email at federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Best regards, Federico P. Cortese To unsubscribe from this group and stop receiving emails from it, send an email to all_ricercatori+unsubscribe(a)imati.cnr.it<mailto:all_ricercatori+unsubscribe@imati.cnr.it>.

1 0

Workshop "Random Geometric Structures and Statistical Physics", 30 June - 4 July 2025, Rome
by Faggionato, Alessandra 29 Oct '24

29 Oct '24

Dear all, This is a preliminary announcement for the workshop “Random Geometric Structures and Statistical Physics,” to be held at the Department of Mathematics, Sapienza University of Rome, from June 30 to July 4, 2025. The workshop is part of the Eccellenza scientific program at Sapienza, titled “Statistical Mechanics and Nonequilibrium Processes.” The workshop will cover topics such as random growth processes, percolation, random walks and interacting particles on random graphs, random surfaces, statistical mechanics, and more. It will gather experts from these research fields. A follow-up message will be sent with more information once the meeting website is available. The organizers, Alessandra Faggionato Vittoria Silvestri Lorenzo Taggi -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

Seminario PRISMA mar 5 nov 2024
by Francesco Caravenna 29 Oct '24

29 Oct '24

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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 5 novembre 2024. I relatori saranno Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) che ci parleranno di Il moto browniano iperbolico e le sue ramificazioni 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Budapest
by Faggionato, Alessandra 28 Oct '24

28 Oct '24

Ricevo da Marton Balasz e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Marton Balazs <m.balazs(a)bristol.ac.uk> Date: Mon, 28 Oct 2024 at 13:31 School and workshop on stochastic interacting particle systems and random matrices ===8<=== Dear Colleagues, It is our pleasure to announce the School and the Workshop on Stochastic interacting particle systems and random matrices, to be held at the Erdős Center of the Rényi Institute, Budapest. School on Stochastic interacting particle systems and random matrices: 16-20 June, 2025 Workshop on Stochastic interacting particle systems and random matrices: 23-27 June, 2025 - The School will feature minicourses from the following distinguished researchers: Charles Bordenave Ivan Corwin László Erdős Nina Gantert Alice Guionnet Bálint Virág We are also planning on short talks from interested attendees. Further details are to be found at https://erdoscenter.renyi.hu/events/school-stochastic-interacting-particle-… . Registration deadline: 15 March 2025. - The workshop will consist of numerous talks by researchers ranging from early career colleagues to top experts of interacting particle systems and of random matrix theory. There will also be opportunities for discussions during the meeting. Please see details at https://erdoscenter.renyi.hu/events/workshop-stochastic-interacting-particl… . Registration deadline: 15 May 2025. Please advertise these meetings to interested students and colleagues. With best wishes from the organisers: Márton Balázs Laure Dumaz Benedek Valkó Bálint Vető probstatphys25(a)renyi.hu ===8<=== -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

GPSD conference in Dresden
by Enrico Scalas 28 Oct '24

28 Oct '24

Dear Colleagues, On behalf of the organisers, I would like to point you to the GPSD conference in Dresden https://www.gpsd-2025.de/ As usual, apologies for cross-posting. Best wishes, Enrico Scalas

1 0

PhD Studentship in Stochastic Analysis at Bath
by Mario Maurelli 27 Oct '24

27 Oct '24

Dear colleagues, I am forwarding the following announcement from Avi Mayorcas about a PhD position at the University of Bath. Best regards Mario Maurelli Dear Colleagues, I am currently advertising for a PhD position at the University of Bath. The topic would be ideally suited to students with an interest in one or multiple areas of analysis, probability, stochastic analysis and PDE. However, mathematically strong students with a background in physics or economics would also be well-suited. Please find the advert here: https://www.findaphd.com/phds/project/stochastic-analysis-of-many-body-syst… Note: the advert currently says _UK students only_, however, due to a recent internal decision this will no longer apply, the advert will be updated in due course. Please feel free to point any interested students here to contact me here: https://researchportal.bath.ac.uk/en/persons/avi-mayorcas Many thanks and best wishes, Avi

1 0

Save the date: Avi Wigderson (Turing award + Abel prize!) at Tor Vergata 31.10
by Michele Salvi 25 Oct '24

25 Oct '24

Dear all, We are honoured to announce that on Thursday, October 31st (15h00, Aula Gismondi) RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host at Tor Vergata University Prof. Avi Wigderson (Princeton University, 2023 Turing award and 2021 Abel prize) with the seminar “The value of Errors in Proofs” The seminar is meant for a broad audience, do not hesitate to spread the word with whom might be interested, students included! All the details can be found on the website of the event: https://www.mat.uniroma2.it/~pasquale/seminars/wigderson2024/ https://www.mat.uniroma2.it/~pasquale/seminars/wigderson2024/ We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV. https://www.mat.uniroma2.it/~rds/events.php Best regards, Michele Salvi

1 1

SPASS seminar: Claudio Macci
by Andrea Agazzi 25 Oct '24

25 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Large and moderate deviations for Gaussian neural network* by *Claudio Macci* (Università di Roma Tor Vergata) The seminar will take place on *TUE, 29.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Large and moderate deviations for Gaussian neural network* *Abstract: We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. However, for deep neural networks fed by a single input, we have results even if the pre-activation is ReLU. When the network is shallow (i.e., there is exactly one hidden layer) the large and moderate principles hold for quite general pre-activations and in an infinite-dimensional setting.Joint work with Barbara Pacchiarotti (Università di Roma Tor Vergata) and Giovanni Luca Torrisi (IAC-CNR).*

1 0

post doc positions in Sao Paulo state, Brazil
by Daniela Bertacchi 23 Oct '24

23 Oct '24

The Stochastic Systems Modeling project in São Paulo state, Brazil, is recruiting three post-doctoral research fellows in the fields of Probability Theory and Stochastic Processes. The project is spread across four universities (USP, UNICAMP, UFSCar, UFABC) and includes Drs. Anatoly Yambartsev, Andressa Cerqueira, Cristian F. Coletti, Eduardo Jordão Neves, Élcio Lebensztayn, Fábio P. Machado, Florencia Leonardi, Leonardo T. Rolla, Luiz Renato G. Fontes, Miguel Abadi, Nancy L. Garcia, Pablo A. Gomes, Renato Gava, Sandro Gallo, and Vladimir Belitsky. The main lines of research include percolation and interacting random walks, population dynamics and genetic models, information propagation models, characterizers in dynamical systems and inference, and modeling and inference in complex systems. These are two-year positions, renewable for a third year, funded by the São Paulo Research Foundation through grant 23/13453-5, with the following conditions: Teaching requirements: none Start date: flexible Net salary: 144,000.00 BRL per year Research grant: 14,400.00 BRL per year Applications should be uploaded to https://forms.gle/MosUNPinEsBkQknG6 by the deadline below and include: Cover letter Short CV Research Statement Two confidential reference letters should be uploaded to https://forms.gle/EYUa1VkUQH6PYUFbA by the same deadline. Those without access to Google can send the material directly to lrenato(a)ime.usp.br Deadline: December 15, 2024 ===================================================== <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Privo di virus.www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

1 0

Precision Health Day – Call for Abstracts
by Azzimonti Laura 23 Oct '24

23 Oct '24

Dear colleagues, We are excited to announce the first Precision Health Day, organized by Scuola Universitaria Professionale della Svizzera Italiana (SUPSI) and Ente Ospedaliero Cantonale (EOC). This event will bring together experts from academia, industry, and institutions to discuss the latest advancements in precision healthcare, focusing on data science, AI, medical devices, bioinformatics, telemedicine, and more. Date: 28 March 2025 Location: Lugano, Switzerland (with remote participation available) Languages: Italian and English Submit here<https://easychair.org/cfp/phealthday2025> your research abstract by December 8, 2024. Accepted abstracts will be selected for oral or poster presentations and shared in the event proceedings. For more information and registration updates, visit our event page<https://www.supsi.ch/en/giornata-della-salute-di-precisione> or contact meditech(a)supsi.ch<mailto:meditech@supsi.ch>. We look forward to your participation! Best regards, Laura Azzimonti on behalf of the conference organization committee ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

1 0

Announcement of the YEP workshop “Interacting Particle Systems on Random Structures”
by Vanessa Jacquier 23 Oct '24

23 Oct '24

Dear Colleagues, We are glad to announce that the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures *will take place on *23-27 June, 2025* in EURANDOM at Eindhoven University of Technology. The workshop will feature 3 mini-courses by the following distinguished speakers: - Shankar Bhamidi (University of the North Carolina) - Cristian Giardinà (Università degli Studi di Modena e Reggio Emilia) - Andrea Montanari (Stanford University) The workshop will also include invited talks, and short talk sessions for early postdocs and PhD students based on abstract proposals. The workshop is free but registration will be mandatory. In a future announcement we will provide the link for the registration. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organising committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe The organizers of this workshop are committed to ensuring that scientific events are accessible to everyone, regardless of their identity, and are devoted to creating a safe and respectful environment for all participants. --------------------------------------- Vanessa Jacquier *Post-doctoral researcher * Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD *Utrecht*, The Netherlands.

1 0

OWABC evolves into OWABI - Kick off talk October 31st
by Massimiliano Tamborrino 23 Oct '24

23 Oct '24

Dear all, After 5 Seasons of the One World Approximate Bayesian Computation (ABC) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>, launched in April 2020 to gather members and disseminate results and innovation during those weeks and months under lockdown, we have now decided to launch a "new" seminar series, the One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>, to better reflect the broader interest and scope of this series, which goes beyond ABC. In particular, simulation-based inference and ML related techniques will play a crucial role. We are also please to announce that Stefan Radev<https://faculty.rpi.edu/stefan-radev> <https://faculty.rpi.edu/stefan-radev> has joined the OWABI Organiser Team. The 1st OWABI talk will be given by Ullrich Koethe<https://hci.iwr.uni-heidelberg.de/vislearn/people/ullrich-koethe/> (University of Heidelberg), who will talk about "Free-form flows for physics-informed generative modeling" on Thursday the 31st October at 11am UK time. Abstract: The talk first introduces a useful categorization of the (sometimes confusing) "generative model zoo" in terms of different change-of-variables formulas. It then shows how normalizing flows, a major architecture for generative neural networks, can be used for simulation-based Bayesian inference in the sciences. Finally, it proposes free-form flows to simplify the incorporation of physical prior knowledge, e.g. rotation and translation invariance or the restriction of the distribution to a manifold, into generative models. Keywords: normalizing flows; physical-informed neural networks; simulation-based inference The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 394 858 339 716 Passcode: qLKarj We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Sverker Lerheden fellowships for Postdoctoral studies
by Gabriele Pittarello 23 Oct '24

23 Oct '24

Buongiorno, Ricevo ed inoltro questa opportunità per un Postdoc presso la Stockholm University con il mio collaboratore Mathias Lindholm <https://www.su.se/english/profiles/matli-1.182521>, Associate Professor. Deadline: November 1, 2024 Interessi di ricerca di Mathias: Applied Probability/ Finance and Insurance Applications. Per ulteriori informazioni: lindholm(a)math.su.se Cordialità, Gabriele Pittarello =================================================================== Il giorno lun 21 ott 2024 alle ore 13:56 Mathias Millberg Lindholm < lindholm(a)math.su.se> ha scritto: This year's call for the Sverker Lerheden postdoc fellowships at the math department in Stockholm is now open and it closes on November 1. This is a call within all areas of mathematics, and focus will be on persons early on in their career. More information about the position can be found here: https://www.su.se/department-of-mathematics/news/sverker-lerheden-fellowshi… <https://lnkd.in/d6quk4FX> Don't hesitate to contact me if you have any questions about the application, projects etc. (lindholm(a)math.su.se) This is an annual call that typically opens up in October, if you'd be interested some other year. =================================================================

1 0

Fwd: [dynlist] Mini-course Prof. Michael Yampolsky (first lecture)
by Stefano Marmi 22 Oct '24

22 Oct '24

Dear all, a gentle reminder of the mini-course by Michael Yampolsky. It will be also possible to follow the lectures remotely at the link given in the message below. Kind regards Stefano Marmi Dear all, In the next few weeks Prof. Michael Yampolsky (University of Toronto Mississauga) will give a series of 4 lectures on*“Computability and Computational Complexity Questions in Dynamics”* at the Scuola Normale Superiore in Pisa. The lectures will take place on Thursdays October 24 and 31 and November 7 and 14, at* 4:30* pm in* Aula Volterra*, Piazza dei Cavalieri 7 and will be streamed online. Please find below the title and abstract of the first lecture (Thursday October 24) and the relative zoom link. *October 24:* *Computability and computational complexity in dynamics: can we trust numerical predictions of limiting behavior of orbits?* The development of the modern subject of dynamical systems went hand-in-hand with numerical modeling. However, the theoretical basis of such modeling has remained largely unexplored and offers exciting challenges. What can and cannot be computed about the behavior of a dynamical system? I will give an overview of some of the recent results and directions of study. *Zoom link* : https://us02web.zoom.us/j/87207701292?pwd=cS85dXl0WC9udDhJNmkrd3FQVDJhdz09 Below you can find titles and abstracts of the next lectures. *October 31:* *Don’t believe your lying eyes: (non)-computability of Julia sets.* The talk will be a deep dive into the question of computability and computational complexity of Julia sets. Their fractal images are among the most-computed pictures in all of mathematics. But can we trust what these computations show? The results are surprising, and involve some beautiful complex analysis. The talk will be based on my work with M. Braverman, as well as more recent results obtained with A. Dudko, C. Rojas, and others. *November 7:* *How to lose at Monte Carlo: computing statistical behavior of dynamical systems.* Introduced by Ulam and von Neumann in the 1940s, Monte Carlo technique remains the most ubiquitous tool for statistical modeling. Surprisingly, our recent work with C. Rojas shows that such modeling probably fails for some very simple dynamical systems. I will present this theorem and discuss the resulting mathematical challenges. *November 14:* *Thurston versus Turing: algorithmic hardness of classifying finite dynamical systems.* Historically, the algorithmic aspects of classification problems have motivated much of the research in geometric topology (knot theory, classification of surfaces and 3-manifolds, etc). These questions are also very fruitful in dynamics. I will discuss the joint results with N. Selinger, K. Rafi and others on algorithmic decidability of Thurston equivalence and the connection with geometrization questions in dynamics. Best wishes, Roberto -- Hai ricevuto questo messaggio perché sei iscritto al gruppo "dynlist-pisa" di Google Gruppi. Per annullare l'iscrizione a questo gruppo e non ricevere più le sue email, invia un'email a dynlist-pisa+unsubscribe(a)googlegroups.com. Per visualizzare questa discussione sul Web, visita https://groups.google.com/d/msgid/dynlist-pisa/CAKFnWE7dszS-w-YgmBpuTacFQ0t… <https://groups.google.com/d/msgid/dynlist-pisa/CAKFnWE7dszS-w-YgmBpuTacFQ0t…> .

1 0

Halloween Conference on Cyber Risk Measurement and Management
by Sabrina Mulinacci 21 Oct '24

21 Oct '24

Dear all, I am glad to announce that on October 31st 2024 the University of Bologna will host the Halloween Conference on the financial risk management issues raised by cyber-risk. As in the typical structure of the Halloween Conferences on Risk Management hosted within the Graduate Course in Quantitative Finance, the actual conference will be preceded by a two day tutorial to prepare the audience. Participation is free, but registration is mandatory. The complete program, including link for registration can be found at the link https://eventi.unibo.it/halloween2024 Link for on-line participation will be provided right before the conference. Best wishes, Sabrina

1 0

1st Workshop on Data Science for Health and Biology - save the date
by Anna Paganoni 21 Oct '24

21 Oct '24

Dear collegues, we are glad to announce the** *1st Workshop on Data Science for Health and Biology (DS4HB),* jointly organized by Politecnico di Milano and Human Technopole, which will take place at *Politecnico di Milano on April 7-9, 2025*. DS4HB will bring together the brightest minds in data science, healthcare, and biology for a unique event designed to inspire dialogue, collaboration, and innovation in this multidisciplinary research field. The workshop is organized in 3 thematic days - *Data Science for Omics* (Day 1), *Data Science for Imaging* (Day 2) and *Data Science for Electronic Health Records* (Day 3) - and offers a broad landscape of invited talks, panel discussions, training and networking events. Featuring a diverse blend of perspectives and internationally renowned speakers, DS4HB provides a platform for cutting-edge ideas to flourish and for the next generation of researchers to learn from the leaders shaping the future of the life sciences. Discover more at _https://www.ds4hb.polimi.it/index.html <https://www.ds4hb.polimi.it/index.html>_ Registration and poster submission will open soon. Politecnico di Milano and Human Technopole are two leading Italian institutions at the forefront of advancing data science in biology, precision medicine and health-related research. DS4HB is promoted by the _Health Analytics <https://mox.polimi.it/research-areas/health-analytics/>_ and _Statistical Learning <https://mox.polimi.it/research-areas/statistics/>_ groups of the _MOX laboratory <https://mox.polimi.it/>_ within the _Mathematical Department of Politecnico <https://www.mate.polimi.it/>_, and the _Health Data Science Center <https://humantechnopole.it/en/research-centres/health-data-science/>_ of _Human Technopole <https://humantechnopole.it/en/>_. We look forward to meeting you all in Milan next April! Best regards Francesca Ieva (chair) on behalf of the Scientific and Organizing committees of DS4HB -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail:anna.paganoni@polimi.it

1 0

SPASS Seminar: Lars Schroeder
by Gianmarco Bet 21 Oct '24

21 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Stationary distribution of node2vec random walks on household models* by *Lars Schroeder* (University of Twente) The seminar will take place on *TUE, 22.10.2024* at* 11:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", UNIFI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Stationary distribution of node2vec random walks on household models* *Abstract: node2vec random walks are tuneable random walks that come from the popular computer science algorithm node2vec which is used for feature learning on networks. The transition probabilities of the random walks depend on the previous visited node and on the triangles that contain the current and the previous node. Even though the algorithm is very popular in the field of computer science, mathematical properties of the random walks almost have not been explored. We will present results on the stationary distribution of these random walks on household models and compare it with the simple random walk.*

1 0

Seminars in Statistics - Beatrice Acciaio (ETH Zurich)
by Pierpaolo De Blasi 20 Oct '24

20 Oct '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Martedi 22 Ottobre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ *12.00-13.00* Speaker: Beatrice Acciaio (ETH Zurich) Title: *Stretched Brownian Motion and Bass local-volatility model* Abstract: The concept of stretched Brownian motion (SBM) has been introduced by Backhoff-Veraguas et al (2020) as the unique solution to a dynamic formulation of the martingale transport problem. The name originates from the characteristic of mimicking as closely as possible the movement of a Brownian particle, while fitting the prescribed marginals. Conze and Henry-Labordere (2021) suggested a fixed-point iteration scheme for the computation of the SBM. In this talk I will review fundamental results for the SMB and provide convergence results of the fixed-point iteration. This constitutes the building block for the computation of the Bass local volatility model, which is a Markov model perfectly calibrated to vanilla options for finite maturities, and an approximation of the Dupire local volatility model. [Based on a joint work with A. Marini and G. Pammer.] ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85297679121?pwd=LBx0D9qCgMil8TYPZzR6bXKyAleCgR.1> I seminari sono organizzati dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

1 0

Fwd: January 28-29 IRS 2025 Conference Announcement
by Faggionato, Alessandra 20 Oct '24

20 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Sun, 20 Oct 2024 at 16:29 Subject: January 28-29 IRS 2025 Conference Announcement To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, This is the first announcement for the two-day conference on: INHOMOGENEOUS RANDOM SYSTEMS which will be held on Tuesday 28 and Wednesday 29 January 2025 at Institut Henri Poincaré, Paris. You will find in attachment a PDF file of the announcement with the same informations as below which you may print and post up. Looking forward to meeting you in Paris, Christian Maes, Kirone Mallick, Ellen Saada. --------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 28-29, 2025 Institut Henri Poincaré 11-13, rue Pierre et Marie Curie, Paris The aim of this annual workshop is to bring together mathematicians and physicists working on disordered or random systems, and to discuss recent developments on themes of common interest. Each of the two days is devoted to a specific topic; the 2025 session is planned as follows. Tuesday 28 January: SPIN GLASSES AND RELATED TOPICS. Moderator: Jean-Christophe Mourrat (Lyon). Spin glasses are models of statistical mechanics characterized by disordered interactions and complex energy landscapes. They serve as fundamental examples of complex systems, providing insights into various scientific fields. This event will bring together different perspectives from mathematics, physics, and computer science, showcasing recent developments and promising research directions. Speakers: Leticia Cugliandolo (Paris), Brice Huang (Boston), Antoine Maillard (Paris), Remi Monasson (Paris), Guilhem Semerjian (Paris), Eliran Subag (Rehovot), Pierfrancesco Urbani (Saclay). Wednesday 29 January: ERGODICITY-BREAKING PHENOMENA IN QUANTUM MECHANICS. Moderator: Wojciech De Roeck (Leuven) Experimental marvels like cold atoms are allowing us to probe many-body Hamiltonian dynamics in a very detailed way, bringing into focus questions that might have seemed almost philosophical in earlier decades. One of the surprises from these experiments is that such systems often fail to thermalize. Phenomena like `localization', `quantum scars' and various types of glassy behaviour are ubiquitous in these simple quantum systems, whereas they do not seem so common in condensed matter platforms. This day brings together several specialists from this field. Speakers: Marin Bukov (Dresden), François Huveneers (London), Andrea De Luca (Cergy), David Luitz (Bonn), Markus Mueller (Vienna), Silvia Pappalardi (Koeln), Simone Warzel (Muenchen). --------------------- The conference is free and open to all. To facilitate local organization, please register in advance by sending an e-mail to: inter(a)math.cnrs.fr with subject: IRS 2025 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: https://irs.math.cnrs.fr Christian Maes Kirone Mallick Theoretische Fysica Physique Théorique, IPhT KU Leuven, Belgium CEA, Saclay Ellen Saada Mathématiques, MAP5 CNRS, Université Paris Cité Partially supported by CNRS, Université Paris Cité, CEA and KU Leuven. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

International Workshop on Objective Bayesian Methodology, Athens June 8-12, 2025
by Brunero Liseo 20 Oct '24

20 Oct '24

Apologies for cross-posting The 2025 Objective Bayes (O'Bayes) Methodology Conference will be held in Athens, Greece, from June 8 to 12, 2025. Information about the conference is available on the website https://obayes25.aueb.gr/ Please note that registration for the O'Bayes25 meeting is now open. Please visit the site https://obayes25.aueb.gr/registration.html and register before the end of February (for regular registration fees). The conference will feature invited presentations and discussions by several experts in Objective Bayes methodology. It will also feature contributions in the form of poster presentations. The deadline for poster proposals is February 28, 2025. Junior participants are eligible for travel grants that could provide (at least partial) support. Please have a look at the corresponding section on the webpage for instructions on submitting poster proposals. Hope to see you in Athens, next June! Brunero Liseo on behalf of the O'Bayes 2025 Scientific Committee _______________________________________________________ Merlise Clyde, Duke University, USA Anabel Forte, University of Valencia, Spain Peter Grunwald, Centrum Wiskunde & Informatica, The Netherlands Brunero Liseo (Chair), Sapienza Università di Roma, Italy Alexandra Schmidt, McGill University, Canada Abel Rodriguez, University of Washington, USA Cristiano Villa, Duke Kunshan University, China _______________________________________________________ -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

1 0

Fwd: Pre-doctoral position in Barcelona / Contracte predoctoral a Barcelona / Contrato predocotral en Barcelona
by Enea Bongiorno 17 Oct '24

17 Oct '24

ricevo ed inoltro ---------- Forwarded message --------- From: Pedro Delicado Useros <pedro.delicado(a)upc.edu> Date: Thu, 17 Oct 2024 at 19:58 Subject: Fwd: Pre-doctoral position in Barcelona / Contracte predoctoral a Barcelona / Contrato predocotral en Barcelona To: Pedro Delicado Useros <pedro.delicado(a)upc.edu> (Catalan and Spanish versions follow) ------------------------------ Dear friends, We are looking for candidates for a 4-year pre-doctoral contract to develop a PhD thesis in our research group, in Barcelona. Please find more details in the attached documents. I would be grateful if you could share this offer with potential candidates. Thanks in advance, Pedro Delicado ----------------------------- Benvolguts amics, estem buscant candidats per a un contracte predoctoral de 4 anys per desenvolupar una tesi doctoral al nostre grup de recerca, a Barcelona. Trobareu més detalls als documents adjunts. Us agrairia que compartiu aquesta oferta amb candidats potencials. Gràcies per endavant, Pedro Delicado ----------------------------- Estimados amigos, estamos buscando candidatos para un contrato predoctoral de 4 años para desarrollar una tesis doctoral en nuestro grupo de investigación, en Barcelona. Encontraréis más detalles en los documentos adjuntos. Os agradecería que compartierais esta oferta con posibles candidatos. Gracias de antemano, Pedro Delicado -- -------------------------------------------------- Pedro Delicado Departament d'Estadística i Investigació Operativa Universitat Politècnica de Catalunya Despatx 211, Edifici C5, Campus Nord C/ Jordi Girona 1-3, 08034 Barcelona (SPAIN) Tel: (34) 93 401 5698 Fax: (34) 93 401 5855 e-mail: pedro.delicado(a)upc.edu Web address: http://www-eio.upc.es/~delicado -------------------------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

post-doctoral position in Paris PSL
by Pietro Caputo 16 Oct '24

16 Oct '24

ricevo e inoltro con piacere: ========================== PSL university is awarding two Junior Research Chairs (three-year high end postdoctoral positions) as part of its research program 'Statistical Physics and Mathematics’. This program gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: *28th November 2024*. Further details about the position and the application procedure can be found here : *https://academicjobsonline.org/ajo/jobs/28737 <https://academicjobsonline.org/ajo/jobs/28737>* Further details about our project and associated activities; may be found here *https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start <https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start>* Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

1 0

Call for Papers – XXVI Workshop on Quantitative Finance (QFW 2025) (fwd)
by Tiziano Vargiolu 15 Oct '24

15 Oct '24

Dear Colleagues, We are pleased to invite submissions for the XXVI Workshop on Quantitative Finance, taking place in Palermo from April 15-17, 2025. Contributions are welcome from the fields of Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Empirical Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of Artificial Intelligence and Machine Learning, Fintech and Insurtech, Game-Theoretical Models in Finance, and other related research areas. Submission Guidelines: There will be two types of presentations: * Long Talks: 25 minutes + 5 minutes discussion * Short Talks: 15 minutes Submissions should include either a full paper or an extended abstract (minimum of four pages) and will be reviewed by the Scientific Committee. Please submit your work via the conference email: qfw2025(a)unipa.it by February 11, 2025. Important Dates: * Paper/Extended Abstract Submission Deadline: February 11, 2025 * Notification of Acceptance: March 15, 2025 * Registration Deadline: March 21, 2025 For more details, please visit QFW 2025 website. We look forward to your contributions and hope to see you in Palermo! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it pec:andrea.consiglio@pec.it www:http://bit.ly/AndreaConsiglio

1 0

LUISS Seminar, Luca Taschini -- October 17 at 12:00
by Sara 15 Oct '24

15 Oct '24

Dear all, we are happy to announce the next seminar by *Luca Taschini*, Chair of Climate Change Finance - University of Edinburgh Business School and Grantham Research Institute the LSE: *Title: Equity Returns and Firm Performance* 17 Oct 2024 - 12:00 / 13:00 Viale Romania Meeting room: TD2 AB *Abstract:* We present a statistic representing the variability of temperature anomalies and demonstrate its impact on US firms and investors. A long-short strategy that sorts firms based on spatial exposure earns a market- adjusted alpha of 39 basis points per month. The metric is related to aggregate decreases in firm profitability, with asymmetric effects across industries. These outcomes are driven by reductions in consumer demand and labor productivity coupled with changes in investor and media attention. The geographically scalable statistical framework provides a reference for assessing the quantitative effects of physical climate risks, offering a metric for improving the disclosure of material climate risks. *Online participation* link: https://luiss.webex.com/luiss/j.php?MTID=mb1bba82226a8ed98cee062b608143886 user: w_guest(a)luiss.it pw: iWM6dnD4k0Q *Ciao, Sara* La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

1 0

Junior Workshop on Mathematical Game Theory
by Marco Scarsini 14 Oct '24

14 Oct '24

We are pleased to announce the Junior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home>. It will take place on November 21-22, 2024 at Luiss University. Only invited speakers will give a talk. There will be neither contributed talks nor posters. We have some capacity (and budget) constraints, so, although attendance is free, we need participants to register by filling out this form <https://docs.google.com/forms/d/e/1FAIpQLSfmVRc8mAq-xOySVNfrrC2k3MbwYnAaVEd…> by October 31. The workshop will bring together a group of young researchers in different areas of mathematical game theory. The talks will cover, among others, the following topics: Random games Stochastic games Learning in games Matching theory Dynamic routing games Algorithmic game theory Workshop address: Viale Pola 12, <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> 00198 Rome, Italy <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> The organizers Maurizio D'Andrea Marco Scarsini Xavier Venel Junior Workshop on Mathematical Game TheoryJunior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home> ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

1 0

Seminars Stochastics and Applications: Mathis FITOUSSI
by Stefano Pagliarani 14 Oct '24

14 Oct '24

Dear all, On October 15th, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminar will take place: * 14:00-15:00: Mathis FITOUSSI "WEAK DISCRETIZATION ERROR TECHNIQUES FOR SINGULAR DRIFT SDES" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

1 0

First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld
by Ferrari, Giorgio 12 Oct '24

12 Oct '24

Dear All, I forward the following announcement which might be of interest for some of you. Best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%% First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld We are excited to announce that the 14th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA 2025) will be held at the Bielefeld University Center for Interdisciplinary Research from Tuesday, July 15, 2025, to Friday, July 18, 2025. ISIPTA is the premier international event dedicated to the exploration of imprecise probabilities, providing a platform for both theoretical advancements and practical applications. We invite contributions on all aspects of imprecise probabilities, a term encompassing a wide range of mathematical and statistical models that quantify uncertainty without the restriction of precise probabilities. Topics of interest include, but are not limited to, sets of probability measures, partial preference orderings, game-theoretic probability, choice functions, interval probabilities, risk measures, nonlinear expectations, belief functions, and possibility theory. The symposium will feature both contributed sessions and keynote talks from leading experts in the field. Keynote speakers are • Carole Bernard (Grenoble École de Management & Vrije Universiteit Brussel) • Itzhak Gilboa (Hautes Études Commerciales de Paris) • Peter Grünwald (Centrum Wiskunde & Informatica & Leiden University) • Jan Obłój (University of Oxford) For further details, please visit the conference website: https://isipta25.sipta.org/home We look forward to welcoming you to Bielefeld!

1 0

Fwd: [ST-NET] Postdoc in Innsbruck in probability
by Elisabetta Candellero 11 Oct '24

11 Oct '24

Ricevo e inoltro con piacere. Elisabetta --------- Postdoc opening at the University of Innsbruck, Austria. The position is for 3.5 years, starting with March 1, 2025. The area of research is probability theory, in particular random walks on graphs and groups, branching random walks, aggregation models such as internal DLA, sandpiles, or a closely related field. The position is in the research group of Ecaterina Sava-Huss (ecaterina.sava-huss(a)uibk.ac.at, https://www.uibk.ac.at/mathematik/personal/sava-huss/) The gross salary is around 4.7k eur/month, 14 times/year and there are several other benefits for university employees. Deadline for application is November 7, 2024. For more information and to apply use the link https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=14618 (legally binding announcement is in German).

1 0

Seminario Padova - Andrea Bovo
by alekos.cecchin＠unipd.it 11 Oct '24

11 Oct '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (18 Ottobre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Bovo (Università di Torino) https://sites.google.com/view/andreabovo Title: An overview on recent results on Stopper vs. Singular-controller games Date: October 18, 2024, at 14:30, 2BC30 Abstract: We study various formulations of zero-sum games between a singular-controller and a stopper over finite-time horizon in which the underlying process is a multi-dimensional controlled stochastic differential equation evolving in an unbounded domain. We prove that such games admit a value and provide an optimal strategy for the stopper. In some cases we show that the value of the game is the maximal solution, in a suitable Sobolev class, of a variational inequality of min-max type with obstacle constraint and gradient constraint. Under stricter assumptions, we provide an optimal strategy for the controller and we obtain a connection between the space derivative of the value function and the solution of an optimal stopping problem with absorption. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

Seminari presso Politecnico di Milano: Y. Sun (KAUST), M. Genton (KAUST), S. Greven (Humboldt University), Davy Paindaveine (Université Libre de Bruxelles), K. Mueller (TU Berlin)
by Laura Maria Sangalli 11 Oct '24

11 Oct '24

Cari Colleghi, vi segnalo un ricchissimo programma di seminari, previsti presso il Dipartimento di Matematica del Politecnico di Milano, nelle prossime settimane, con speakers di forte rilievo internazionale. Segnalo che per i seminari della serie MOX Colloquia occorre la registrazione (gratuita) alla piattaforma Cassyni: https://cassyni.com/s/mox-colloquia cliccando il tasto blu "Subscribe" nella pagina principale. Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli --------------- Mercoledì 16 Ottobre, ore 10:00, Aula Seminari - VI Piano Ying Sun, KAUST https://cemse.kaust.edu.sa/people/person/ying-sun Titolo: Spatio-temporal DeepKriging for large environmental data Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 17 Ottobre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Marc Genton, KAUST https://cemse.kaust.edu.sa/people/person/marc-g-genton Titolo: Exascale Geostatistics for Environmental Data Science Link: https://cassyni.com/events/T9SKSXcxcGhLiHvUUfV7aD Mercoledì 23 Ottobre, ore 10:00, Aula Seminari - VI Piano Sonja Greven, Humboldt University, Berlino https://www.wiwi.hu-berlin.de/en/Professorships/vwl/statistik/team/grevenso Titolo: Bayes spaces for sparsely sampled density functions with an application to changing temperature distributions Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Venerdì 25 Ottobre, ore 12:00, Aula Seminari - VI Piano Davy Paindaveine, Université Libre de Bruxelles https://davy.paindaveine.web.ulb.be Titolo: Rank tests for PCA under weak identifiability Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 21 Novembre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Klaus Mueller, TU Berlin https://web.ml.tu-berlin.de/author/prof.-dr.-klaus-robert-muller/ Titolo: Machine Learning and AI for the Sciences: toward understanding Link: https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

Fwd: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school
by Faggionato, Alessandra 11 Oct '24

11 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Fri, 11 Oct 2024 at 04:50 Subject: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions and summer school below to any candidates who may be interested. For all of these, we especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, racial minorities, LGBTQ+, and indigenous individuals. ==================================================================== **Tenure track in Discrete Mathematics or Probability** The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2025. Applicants should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. We are specifically looking for a new colleague working in Discrete Mathematics or Probability, though exceptional candidates in other areas of mathematics may also be considered. Apply by Nov. 20 at https://www.mathjobs.org/jobs/list/25045 ==================================================================== **Postdoctoral position**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2025. This is a 3-year positions with a relatively low teaching load. Applicants should have obtained a recent Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. Apply by Nov. 15 at https://www.mathjobs.org/jobs/list/25286 ==================================================================== The 2025 PIMS-CRM summer school in probability will take place at UBC in June 2-27. There are two long courses, to be given by Tom Hutchcroft and Mathav Murugan. There will also be three mini-courses, given by Nathanael Berestycki, Nina Holden, and Tianyi Zheng. The school is aimed primarily at graduate students and postdocs. See details at https://secure.math.ubc.ca/Links/ssprob25/index.php There is some funding available for participants. Apply by Dec 15 at https://www.mathjobs.org/jobs/list/25443 Applicant from SLMath sponsor institutions should also apply at https://www.slmath.org/summer-schools/1071 ==================================================================== omer -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

PhD positions at NTU Singapore
by Sgarabottolo, Alessandro 10 Oct '24

10 Oct '24

Dear all, I would like to inform you that Ariel Neufeld is looking for PhD students at NTU Singapore. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————— PhD Positions in Mathematical Finance and Stochastic Optimization at NTU Singapore There are PhD positions on offer within the research group of Ariel Neufeld at the Division of Mathematical Sciences at NTU Singapore. The candidate should be interested in working in one (or more) of the following research topics: * Mathematical Finance * Stochastic Analysis & Stochastic Optimal Control * Stochastic Optimization in the field of Numerical Optimal Transport, Distributionally Robust Optimization, or Machine Learning (Reinforcement Learning, Theory of Neural Networks) If you are interested in the position, please send your CV to the email address: ariel.neufeld(a)ntu.edu.sg<mailto:ariel.neufeld@ntu.edu.sg>

1 0

Procedura selettiva Prof. I fascia STAT-04/A (EX SSD SECS-S/06), Dip. Matematica - Università di Bologna
by Fabrizio Lillo 09 Oct '24

09 Oct '24

L'Università di Bologna ha bandito una procedura selettiva per la copertura di un posto di professore universitario di ruolo, I FASCIA, da coprire mediante chiamata ai sensi dell’art. 18, comma 4, Legge 240/2010 per il GSD 13/STAT-04 (EX SC 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Il Dipartimento interessato è quello di Matematica. Il bando è reperibile all'indirizzo https://bandi.unibo.it/s/apos4/d-r-n-1462-del-4-settembre-2024-bando-per-la… La scadenza per la presentazione della domanda è il 24 ottobre 2024. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

Seminar Alessandra Bianchi at Tor Vergata 16.10
by Michele Salvi 09 Oct '24

09 Oct '24

Dear all, On Wednesday, October 16th, at 14h00 in Aula D'Antoni of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Alessandra Bianchi (University of Padova) with the seminar "Mixing cutoff for simple random walks on the Chung-Lu directed graph” Abstract: In this talk, we consider a simple random walk defined on a Chung-Lu directed graph, an inhomogeneous random network that extends the Erdos Renyi random digraph by including edges independently according to given Bernoulli laws. In this non-reversible setting, we will focus on the convergence toward the equilibrium of the dynamics. In particular, under the assumption that the average degree grows logarithmically in the size n of the graph (weakly dense regime), we will establish a cutoff phenomenon at the entropic time of order log(n)/loglog(n). We will then show that on a precise window the cutoff profile converges to the Gaussian tail function. This is qualitatively similar to what was proved in a series of works by Bordenave, Caputo, Salez for the directed configuration model, where degrees are deterministically fixed. In terms of statistical ensembles, this analysis provides an extension of these cutoff results from a hard to a soft-constrained model. Joint work with G. Passuello. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

1 0

PhD position at University of Agder
by Mario Maurelli 09 Oct '24

09 Oct '24

Dear colleagues, I am forwarding the following announcement from Torstein Nilssen about a call for a PhD scholarship at the Department of Mathematical Sciences of University of Agder in Norway: https://www.jobbnorge.no/en/available-jobs/job/268182/phd-research-fellow-i… The candidate will conduct research in the intersection between stochastic analysis, fluid equations and differential geometry. More specifically, the project will explore rough path techniques applied to fluid models from geometric hydrodynamics. The project can explore topics of rough path analysis and/or geometric hydrodynamics depending on the interest of the candidate. Deadline: Nov 1st, 2024. For further information you can contact torstein.nilssen(a)uia.no . Best regards Mario Maurelli

1 0

PhD in probabilità a Warwick
by Giuseppe Cannizzaro 09 Oct '24

09 Oct '24

Cari colleghi, Il gruppo di probabilità di Warwick offre borse di studio per dottorati di ricerca. Qualora conosceste qualche bravo studente di master interessato, vi pregherei di far loro presente questa possibilità e inoltrare loro la mail. Cordiali saluti, Giuseppe Cannizzaro --------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis*, with the prestigious Chancellor scholarship has a deadline of *9th December 2024. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

1 0

SPASS seminar: Omiros Papaspiliopoulos
by Andrea Agazzi 09 Oct '24

09 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Scalable large scale variational inference * by *Omiros Papaspiliopoulos* (Università Bocconi) The seminar will take place on *TUE, 15.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Scalable large scale variational inference * *Abstract: The motivation behind this work is a computational framework for approximate statistical inference for the broad class of generalized bi-linear mixed models, special cases of which are generalized linear mixed models, factor models and probabilistic factorization models to mention a few popular examples. The objective is that the resultant inference has theoretically provable guarantees in terms of both uncertainty quantification and computational complexity. * * In this talk, I will first give some highlights of our work in using this framework for analyzing political ideology in Europe and then I will give a stand-alone short introduction to variational inference, discussing some theoretical aspects of its scalability.*

1 0

call for visiting professors
by Irene Crimaldi 09 Oct '24

09 Oct '24

Dear Colleagues, The call for visiting professors is out. Here are the links: https://www.imtlucca.it/it/jobopportunity/visiting-professor-positions-econ… https://inomics.com/job/visiting-professor-programme-in-economics-statistic… Irene Crimaldi

1 1

Seminario di Bertram Duering in Sapienza
by Enrico Scalas 08 Oct '24

08 Oct '24

Car* collegh*, Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it Cordiali saluti, Enrico Scalas

1 0

Uncertainty and Risk in Financial Mathematics, Milan Decembre 18-19
by Marco Maggis 08 Oct '24

08 Oct '24

Dear Colleagues, We are pleased to invite you to the workshop *"Uncertainty and Risk in Financial Mathematics,"* which will take place on *December 18-19, 2024* at the *Department of Mathematics, University of Milan, via C. Saldini 50*. This workshop will bring together academics and practitioners in the field to discuss the latest developments and challenges related to uncertainty and risk in financial mathematics. The confirmed speakers include: - Peter Bank - Anna Battauz - Fabio Bellini - Fulvia Confortola - Marzia De Donno - Alessandro Doldi - Sigrid Källblad - Athena Picarelli - Sergio Pulido - Nizar Touzi *Registration is free but mandatory* for organizational purposes. You can find more information and updates on the workshop website: Workshop Website <https://sites.google.com/view/unrifim24/home?authuser=0> We hope you will join us for this event, and we look forward to welcoming you to Milan. Best regards, Marco Maggis, Marco Frittelli, and Luciano Campi

1 0

post-doctoral positions in Paris - PSL
by CRISTINA TONINELLI 08 Oct '24

08 Oct '24

Dear colleagues, PSL university is awarding two Junior Research Chairs (three-year highend postdoctoral positions) as part of its research programme 'Statistical Physics and Mathematics’. This programme gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: 28th November 2024. Further details about the position and the application procedure can be found here : https://academicjobsonline.org/ajo/jobs/28737 Further details about our project and associated activities; may be found here https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

1 0

Fwd: Post-doctoral position in Paris
by Maurizia Rossi 08 Oct '24

08 Oct '24

Dear all, Please find below more information about this position. Best wishes, Maurizia - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com ---------- Messaggio inoltrato --------- Da: Nathael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> Data: mar 8 ott 2024 alle 10:37 Oggetto: Post-doctoral position in Paris A: Natael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> CC: Dear colleagues, A two years post-doctoral position is open in Université Paris Cité (Laboratoire MAP 5). It is funded by the ANR project SOCOT (Stochastic Orders and Constrained Optimal Transport). All candidates with a background in optimal transport, stochastic mass transport, convex geometry or functional inequalities are encouraged to apply. The position is expected to start in September 2025 or later. All relevant informations may be found in the pdf file attached to this email. The application deadline is January 31st. If you know young researchers who could be interested, please forward this email to them. Best regards, Nathael Gozlan

1 0

Seminario PRISMA oggi
by Francesco Caravenna 08 Oct '24

08 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 8 ottobre 2024, Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%% 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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Fwd: EPFL Statistics faculty search, and MSc
by Laura Maria Sangalli 07 Oct '24

07 Oct '24

Inoltro un avviso per posizioni e master presso EPFL. 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it Inizio messaggio inoltrato: Da: Victor Panaretos <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Oggetto: EPFL Statistics faculty search, and MSc Data: 4 ottobre 2024, 16:16:56 CEST A: "Laura M. Sangalli" <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Rispondi a: <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Dear Laura, I'm writing to ask if you might be willing to disseminate some information related to statistics @ EPFL. First and foremost, we have an open rank faculty search (deadline November 1st) and we'd be grateful if you could spread the word among possibly interested colleagues: https://www.epfl.ch/about/working/page-26457-en-html/faculty-position-in-st… We are interested in any area of core statistics, whether it is related to methods, computation, theory, or applications! Second, EPFL has launched an MSc in Statistics open to students with a good mathematical background (https://www.epfl.ch/education/master/programs/statistics/) and we'd really appreciate it if you could communicate this to suitable students interested in further study abroad. Education at EPFL is very affordable, and it's in a beautiful region, so hopefully students will find it to be an attractive proposition. We will shortly send physical copies of a poster, and would be grateful if you could display them prominently in your department; a PDF version is here<https://www.dropbox.com/scl/fi/fcijzeep827ru7k33lo9o/master_of_statistics20…>, in case it would be useful. Of course we would be happy to return the favour both by mentioning your institution to our students and by displaying any posters you care to send. With my sincere thanks and best regards on behalf of the Statistics group at EPFL! Victor

1 0

mini-course on "Computability and Computational Complexity Questions in Dynamics"
by Stefano Marmi 07 Oct '24

07 Oct '24

Prof. Michael Yampolsky (University of Toronto) will give a series of 4 lectures on "Computability and Computational Complexity Questions in Dynamics" at the Scuola Normale Superiore in Pisa. The lectures will take place on Thursday October 24 and 31 and November 7 and 14, at 2:30 pm in Aula Volterra, in Piazza dei Cavalieri 7. The titles and abstracts of each of the 4 lectures are given below. Please contact me if you have any questions. Stefano Marmi stefano.marmi(a)sns.it 1) October 24: Computability and computational complexity in dynamics: can we trust numerical predictions of limiting behavior of orbits? The development of the modern subject of dynamical systems went hand-in-hand with numerical modeling. However, the theoretical basis of such modeling has remained largely unexplored and offers exciting challenges. What can and cannot be computed about the behavior of a dynamical system? I will give an overview of some of the recent results and directions of study. 2) October 31: Don’t believe your lying eyes: (non)-computability of Julia sets The talk will be a deep dive into the question of computability and computational complexity of Julia sets. Their fractal images are among the most-computed pictures in all of mathematics. But can we trust what these computations show? The results are surprising, and involve some beautiful complex analysis. The talk will be based on my work with M. Braverman, as well as more recent results obtained with A. Dudko, C. Rojas, and others. 3) November 7: How to lose at Monte Carlo: computing statistical behavior of dynamical systems Introduced by Ulam and von Neumann in the 1940s, Monte Carlo technique remains the most ubiquitous tool for statistical modeling. Surprisingly, our recent work with C. Rojas shows that such modeling provably fails for some very simple dynamical systems. I will present this theorem and discuss the resulting mathematical challenges. 4) November 14: Thurston versus Turing: algorithmic hardness of classifying finite dynamical systems Historically, the algorithmic aspects of classification problems have motivated much of the research in geometric topology (knot theory, classification of surfaces and 3-manifolds, etc). These questions are also very fruitful in dynamics. I will discuss the joint results with N. Selinger, K. Rafi and others on algorithmic decidability of Thurston equivalence and the connection with geometrization questions in dynamics.

1 0

First Lucia Workshop on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 03 Oct '24

03 Oct '24

Dear colleagues, The Lucia celebration on December 13 is one of the most important Swedish traditions. Processions of white-clad Lucias and their followers bear candles and sing songs to bring light in the Scandinavian winter. Saffron buns and mulled wine (glögg) are also part of the celebration. From December 9-December 13, 2024 we will organize the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ The main goal of the workshop is to bring together the best specialists in various fields of fractionality and fractality. The results of the workshop will be published in a special issue of MSTA. If you are inclined to participate it would be great if you can let us know until October 15. Please indicate if you want to contribute a talk (email to (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>)). The participation of the workshop will be free of charge. Though some funding is available and we are working hard to acquire more it would be very helpful for our planing if you could indicate whether you would be needing some support from our side. We can of course not guarantee a travel support at the moment. With warm regards, Wolfgang Bock, Chirstian Engström, Elmira Nabizadeh and Yuliya Mishura

1 0

Seminario Dieter Mitsche, Martedì 8 Ottobre, Sapienza Università di Roma
by Silvestri, Vittoria 02 Oct '24

02 Oct '24

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 8 Ottobre, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Dieter Mitsche (Pontificia Universidad Católica de Chile) *Title: *Component sizes in spatial random graphs *Abstract:* We consider a large class of spatially-embedded random graphs that includes among others long-range percolation, continuum scale-free percolation and the age-dependent random connection model. We assume that the parameters are such that there is an infinite component. We identify the stretch-exponent $\zeta$ of the subexponential decay of the cluster-size distribution. That is, with $|\CC(0)|$ denoting the number of vertices in the component of the vertex at $0\in \R^d$, we prove $ P (k\le |\CC(0)|<\infty)=\exp\big(-\Theta(k^{\zeta})\big), $ as $k$ tends to infinity. The value of $\zeta$ undergoes several phase transitions with respect to three main model parameters: the Euclidean dimension $d$, the power-law tail exponent $\tau$ of the degree distribution and a long-range parameter $\alpha$ governing the presence of long edges in Euclidean space. Joint work with Joost Jorritsma and Julia Komjáthy. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

Seminar Andriy Olenko at Tor Vergata 09.10
by Michele Salvi 02 Oct '24

02 Oct '24

Dear all, On Wednesday, October 9th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Andriy Olenko (La Trobe University Melbourne) with the seminar "Limit theorems for multifractal products of random fields” Abstract: We will discuss the asymptotic properties of multifractal products of random fields. The obtained limit theorems provide conditions for the convergence of cumulative fields in $L_q$ spaces. New results concerning the rate of convergence of cumulative fields will also be presented. Simple, unified conditions for the limit theorems and the calculation of the Rényi function are provided, which are even less restrictive than those found in existing one-dimensional results. The developed methodology is further applied to multidimensional multifractal measures. Finally, a new class of examples based on geometric sub-Gaussian random fields will be introduced. In this case, the general assumptions take a simple form and can be expressed solely in terms of covariance functions. This presentation is based on joint work with I. Donhauzer (La Trobe University). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

1 0

9 Oct 2024 - Seminar Anna Fiori
by Enea Bongiorno 02 Oct '24

02 Oct '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - when: 9 October 2024, at 16.15 - where: room 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/eic-tuux-rzh Title: *Compositional methods and capital allocation: a proposal * *Speaker: **Anna Fiori, Università degli Studi di Milano-Bicocca* *Abstract*: The capital allocation problem of an insurance company relates to the decomposition of an aggregate risk capital into additive contributions corresponding to different risk sources (e.g., individual agents, business units, specific guarantees included in a set of contracts). The proportions of risk capital allocated to each part can be viewed as quantitative descriptions of the components of a whole, subject to a fixed sum constraint (full allocation). This interpretation suggests interesting connections between capital allocation principles and Compositional Data (CoDa) analysis. The purpose of this work is to introduce a novel allocation framework that prioritizes the compositional perspective. In particular, we propose an optimality criterion based on a (modified) compositional distance between relative losses and capital shares allocated to them. In this way, we explicitly recognize that the relevant information associated with risks arising from –and resources assigned to– each constituent part is indeed information relative to a total. Different from previous research on compositional capital allocations, our approach is not restricted to gradient allocation rules or specific risk measures like VaR or CVaR. We propose instead a general reformulation of the optimal capital allocation problem which is inherently consistent with the relative scale of compositional variables. The resulting capital allocation solutions are compared to other proposals in recent literature and evaluated empirically on a dataset of cyber losses. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1kKe_GZFJ4rnsTJ4PlOGTxDWs6dYYModv/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

IWFOS2025 – SUBMISSION OPEN
by Enea Bongiorno 01 Oct '24

01 Oct '24

*Apologies for cross-posting.* *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025)* *iwfos2025.uniupo.it* <https://iwfos2025.uniupo.it/> *25-27 June 2025, Novara, Italy* *Dear Colleagues, Dear Friends,* *We are glad to inform you that the *Submission Tool <https://iwfos2025.uniupo.it/information-submission>* is now **open**!* You can now submit a short paper (6 to 8 pages). The LaTeX template and more detailed information are available at iwfos2025.uniupo.it/information-submission. The submission process is managed by the EquinOCS system by Springer. During the process you will be requested to indicate whether the submission is for an oral proposal or a poster by selecting the suitable paper category (talk or poster proposal). All submissions will be reviewed by experts selected by the Scientific Program Committee. *IMPORTANT DEADLINES:* · *December 31, 2024:* Submission deadline · *January 31, 2025:* Notification of the decision · *February 14, 2025:* Revised submission deadline · *February 25, 20*25: Registration for presenters who have an accepted contribution Early submissions are encouraged due to organizational requirements. No extensions will be granted after December 31, 2024. *TOPICS* The congress focuses on topics related to 'infinite-dimensional statistical problems or methods', with a special emphasis on: · Statistical modelling for functional variables · Functional Data Analysis · Operator-based Statistics · Background for Statistics in infinite-dimensional spaces · High-dimensional Statistics We also welcome contributions in Machine Learning to foster relationships between these diverse fields of modern statistics and contribute to their future development. *INVITED SPEAKERS:* · Anne van Delft, Columbia University NY, USA · Holger Dette, RUHR-University Bochum, Germany · Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain · Karel Hron, Palacký University Olomouc, Czech Republic · Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium · Alessandra Menafoglio, Politecnico di Milano, Italy · Pavlo Mozharovskyi, Telecom Paris, France · Anuj Srivastava, Florida State University, USA · Shahin Tavakoli, University of Geneva, Switzerland · Simone Vantini, Politecnico di Milano, Italy *PUBLICATIONS:* - A *book of proceedings* edited by *Springer*, containing the accepted short papers, will be available online to all participants. - Additionally, a *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, On the behalf of the Chairs, Enea Bongiorno -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

Invitation, 7th Asset Pricing Conference by LTI@UniTO | October 8, 2024
by Luca Regis 01 Oct '24

01 Oct '24

Dear Colleagues, please find here below the announcements and links to register and attend (in person or online) the 7th Asset Pricing Conference organised by LTI@UniTo, which will take place at Collegio Carlo Alberto (Torino) on October 8th. Best regards, Luca Regis ---------------------------------------------------------------------------------------------------------- <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/vkxmf…> *7th Asset Pricing Conference by* *LTI@UniTO* *8th October 2024, 10:15 - 18:30* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/6qij_…> This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is *Thu Nguyen* from the University of Amsterdam. She will receive a discussion from *Fabio Trojani* (University of Geneva, Swiss Finance Institute and University of Torino) during the conference and will be awarded a *prize of €500.* *View the full program* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/BCUPq…> *Attend in person* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/V5kf8…> *Follow online* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/b2S4s…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/-ykto…> *.* *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/3Tpc9FH…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/L-LXQ…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/w7v3q…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/zeUle…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/ktNFK…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/Cht…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/90z…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/bqm…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/vs6…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/R6W…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/_nN…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/z1WfmqA…> *© 2022 Fondazione Collegio Carlo Alberto*

1 0

Workshop "Mathematics for our Health 2024" (M4H), 7-8 Novembre 2024, Politecnico di Milano
by Laura Maria Sangalli 30 Sep '24

30 Sep '24

Care Colleghe e Colleghi, Siamo lieti di annunciare il workshop "Mathematics for our Health 2024" (M4H), che si terrà il 7 e 8 Novembre 2024 presso il Politecnico di Milano, nell’ambito delle attività del finanziamento “Dipartimento di Eccellenza” a favore del Dipartimento di Matematica. Si ricorda soprattutto che il workshop è aperto anche ai contributi di giovani ricercatori sotto forma di poster. La registrazione dei poster è aperta fino al 15 Ottobre 2024. Per maggiori informazioni e per registrarsi, è disponibile il sito web: https://www.mate.polimi.it/events/M4H24/ Cordiali saluti, Il comitato scientifico e organizzatore del workshop M4H —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

Seminar Dario Spanò @LUISS
by Alessia Caponera 30 Sep '24

30 Sep '24

Dear all, The Department of Economics and Finance at LUISS University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Dario Spanò, Warwick University *Title*: *Dualities and Intertwinings in the Two-Parameter Poisson-Dirichlet Diffusion* *When*: October 3rd, 12:00 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: TD2 AB *Abstract*: Mathematical population genetics has been an incredible culture broth for the recent developments of the modern theory of stochastic duality. Duality in genetics clarifies the intrinsic link between forward-in-time dynamics of a population’s allele frequencies evolution and backward-in-time dynamics of the same population’s ancestry. I will show that a duality with very much the same genetic ancestral structure can be established for an infinite-dimensional diffusion – the Two-parameter Poisson-Dirichlet diffusion – helping significantly the tractability of such processes for simulation and inference. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/dualities-and-intertwini… *Should you be interested, please kindly send me an email.* Best wishes, Alessia Caponera

1 0

Winter School on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 30 Sep '24

30 Sep '24

Con preghiera di diffusione Dear Colleagues, We would like to draw your attention to the Winter School on Fractional Calculus and Processes, held December 4- December 7, 2024 at the Linnæus University in Växjö, Sweden. The school is targeted at PhD-students and PostDocs. Master students are also welcome. Participation is free, but registration is mandatory via an e-mail to Wolfgang Bock (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>). Our aim is to bring together young researchers for scientific exchange, networking and discussions on career paths. Participants are encouraged to give a talk or to present a poster (please indicate this in the registration mail). There will be compact courses on Fractional Calculus by Giacomo Ascione and on Stochastic Analysis of Fractional Processes by Wolfgang Bock. We hope to spend an exciting week with you, framed by the wonderful Swedish winter landscape. Note that the winter school can easily combined with a participation of the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden the week after. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ and indicate in the registration mail, if you want to participate the conference, too. With best regards Wolfgang Bock, Andreas Petersson, Lorenzo Cristofaro, and Ihsan Arharas

1 0

Seminario Christian Hirsch - Politecnico di Milano - 10 Ottobre 2024
by Luca Scarpa 30 Sep '24

30 Sep '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 10 Ottobre 2024, ore 14:30. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Christian Hirsch, Aarhus University. Title: Large deviations of one-hidden-layer neural networks. Abstract: In this talk, I will present large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. I will explain how to derive quenched and annealed large deviation principle for the empirical weight evolution during training when letting the number of neurons and the number of training iterations simultaneously tend to infinity. The weight evolution is treated as an interacting dynamic particle system. The distinctive aspect compared to prior work on interacting particle systems lies in the discrete particle updates, simultaneously with a growing number of particles. This talk is based on joint work with Daniel Willhalm. Link Zoom: <http://polimi-it.zoom.us/j/94501257503> Join our Cloud HD Video Meeting<http://polimi-it.zoom.us/j/94501257503> polimi-it.zoom.us<http://polimi-it.zoom.us/j/94501257503> [zoom.ico]<http://polimi-it.zoom.us/j/94501257503> Link Seminario Polimi: <https://www.mate.polimi.it/eventi/?id=2487> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/eventi/?id=2487> mate.polimi.it<https://www.mate.polimi.it/eventi/?id=2487> [apple-touch-icon-152x152-precomposed.png]<https://www.mate.polimi.it/eventi/?id=2487> ----- 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

1 0

Announcement of the school "Statistical Mechanics of Spin Glasses, Neural Networks and Learning"
by Pietro Caputo 30 Sep '24

30 Sep '24

Ricevo e inoltro con piacere: ----------------- The Hausdorff School of Mathematics of the University of Bonn will host a Special Topic School on *"Statistical Mechanics of Spin Glasses, Neural Networks and Learning"* from 16-20 June 2025. The school consists of four series of lectures by Elena Agliari (Sapienza University of Rome) Gérard Ben Arous (CIMS, New York University) Aukosh Jagannath (University of Waterloo, Canada) Andrea Montanari (Stanford University) These will be complemented by selected lectures and discussions. This school will provide a unique opportunity for graduate students and post-doctoral researchers in probability theory and mathematical physics who are interested in these topics to gain in-depth knowledge from leading researchers. Applications can be submitted online (by clicking on the "Submit new application" button) at https://www.mathematics.uni-bonn.de/hsm-school/programs/schools/hsm-special… The University of Bonn and HCM are committed to diversity and equal opportunities. Applications from women are therefore strongly encouraged. Please contact me if you have any questions. On behalf of the Organising Committee Véronique Gayrard veronique.gayrard(a)math.cnrs.fr

1 0

Seminario PRISMA mar 8 ott 2024
by Francesco Caravenna 28 Sep '24

28 Sep '24

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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 8 ottobre 2024. I relatori saranno Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) che parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Seminario Alice Callegaro
by Gustavo Posta 26 Sep '24

26 Sep '24

Martedì 1 Ottobre 2024 alle 14:00 presso la Sala di Consiglio del dipartimento di Matematica "G. Castelnuovo" dell'Università degli studi di Roma "la Sapienza", Alice Callegaro (Technische Universität München) terrà il seminario dal titolo: Survival and complete convergence for a branching annihilating random walk Abstract: We study a branching annihilating random walk in which particles move on the discrete lattice in discrete generations. Each particle produces a poissonian number of offspring which independently move to a uniformly chosen site within a fixed distance from their parent's position. Whenever a site is occupied by at least two particles, all the particles at that site are annihilated. This can be thought of as a very strong form of local competition and implies that the system is not monotone. For certain ranges of the parameters of the model we show that the system dies out almost surely or, on the other hand, survives with positive probability. In an even more restricted parameter range we strengthen the survival results to complete convergence with a non-trivial invariant measure. A central tool in the proof is comparison with oriented percolation on a coarse-grained level, using carefully tuned density profiles which expand in time and are reminiscent of discrete travelling wave solutions. Based on a joint works with Matthias Birkner, Jiří Černý, Nina Gantert and Pascal Oswald. Tutti gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------ -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

School "Statistical Mechanics, Nonequilibrium Processes and Probability", Feb 17-28 2025
by Lorenzo Taggi 25 Sep '24

25 Sep '24

Dear Colleagues, We are glad to announce that the winter school Statistical Mechanics, Nonequilibrium Processes and Probability will take place on February 17-28, 2025 in Rome at the Mathematics Department of Sapienza University. The school will inaugurate the scientific Eccellenza program at Sapienza, titled Statistical Mechanics and Nonequilibrium Processes, which will end in June 2025 and will include workshops, doctoral courses and seminar series. The school and the scientific period will be devoted to several topics including kinetic theory and probability, random growth models, percolation, probabilistic models for neural networks, quantum-mechanical transport, non-dissipative transport in topological materials, large scale limits. The common substrate is the investigation of equilibrium and nonequilibrium phenomena and of statistical physics models, with rigorous mathematical methods. Our goal is to expand knowledge in these areas, by presenting current research directions at an introductory level and aimed at students and young researchers, and by fostering new lines of collaborative research. Lecturers of the February school: Week 1 (17-21 Feb) - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) Week 2 (24-28 Feb) - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will include short talk sessions for early postdocs and PhD students. Financial support will be available to a limited number of young participants. Requests for financial support will open in the fall. The school is free but registration will be mandatory. In a future announcement we will provide the link for registering to the first and/or the second week. For any information do not hesitate to contact us. The organising committee, Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

2 1

Workshop "Mathematics for Planet Earth 2024" 11-12 Novembre @ PoliMi
by Simone Vantini 25 Sep '24

25 Sep '24

Gentili Colleghe e Colleghi, Siamo lieti di annunciare il workshop "Mathematics for Planet Earth 2024" (M4E24), che si terrà l’11 e 12 Novembre 2024 presso il Politecnico di Milano, nell’ambito delle attività del finanziamento MUR “Dipartimento di Eccellenza 2023-2027” a favore del Dipartimento di Matematica del Politecnico di Milano. Questo workshop ha come scopo di evidenziare l’importanza della Matematica nella comprensione della dinamica dei diversi aspetti del nostro pianeta e nell’affrontare le sfide che il nostro pianeta dovrà affrontare nel futuro. Le presentazioni copriranno diversi aspetti: dall’analisi dei cambiamenti climatici, alla gestione delle risorse e alla conservazione del pianeta. Siamo onorati di presentare sei illustri speakers: * Denis Allard, BioSP, INRAE, Francia. Building and simulating complex geostatistical models for climate and environmental sciences * Inga Berre, Università di Bergen, Norvegia. Modeling of heat transfer, multiphase flow, and deformation in fractured geothermal systems * Didier Cloteau, Università di Paris-Saclay, Centrale Supelec, Francia. Mathematical and computational challenges in Probabilistic Seismic Hazard Assessment. * Bernd Flemisch, Università di Stoccarda, Germania. Geological Carbon Storage: Computational Models and their Validation * Taras Gerya, ETH, Svizzera. Biogeodynamics: influence of plate tectonics for life evolution and habitability * Cecilia Stanghellini, Università Wageningen, Olanda. From external climate to climate within a greenhouse: utility and complexity of models La partecipazione al workshop è gratuita ma per motivi organizzativi la registrazione è necessaria. Il workshop è aperto anche ai contributi di giovani ricercatori sotto forma di poster. La scadenza per il caricamento di titolo e abstract dei poster è il 15 ottobre 2024. Per maggiori informazioni è disponibile il sito web: www.mate.polimi.it/events/M4E24/<http://www.mate.polimi.it/events/M4E24/> Cordiali saluti, Il comitato scientifico e organizzatore del workshop M4E24 ____________ Simone Vantini Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Piazza Leonardo da Vinci 32, 20133, Milano, Italy

1 0

Seminario di J. Moller al Politecnico di Milano, Mercoledì 9 ottobre
by Mario Beraha 25 Sep '24

25 Sep '24

Buongiorno a tutti, Vi segnalo il seguente seminario in presenza presso il Politecnico di Milano. Il seminario verrà erogato anche in modalità on-line al seguente link https://polimi-it.zoom.us/j/98526429718 9/10/2024, ore 10:00, Aula Saleri 6° Piano, Edifico 14 “La Nave”, campus Leonardo, via Edoardo Bonardi 9, 20133 Milano. Speaker: Jesper Moller, Aalborg University Titolo: The sufficient digits of continuous random variables Abstract: A general setting for nested subdivisions of a bounded real set into intervals defining the digits X_1,X_2, ... of a random variable X with a probability density function f is considered. Under the weak condition that f is almost everywhere lower semicontinuous, a coupling between X and a non-negative integer-valued random variable N is established so that X_1, ...,X_N have an interpretation as the “sufficient digits”, since the distribution of (X_{N+1}, X_{N+2}, ...) conditioned on (X_1, ...,X_N) does not depend on f. The importance of this coupling result and some suggestions and open problems for future research are discussed. Related papers are available on arXiv: arxiv.org/abs/2404.09525 <http://arxiv.org/abs/2404.09525>, arxiv.org/abs/2307.06685 <http://arxiv.org/abs/2307.06685>. Contatto: mario.beraha(a)polimi.it <mailto:mario.beraha@polimi.it> Buona giornata, Mario Beraha

1 0

Postdoctoral positions at the Department of Economics, University of Verona
by Alessandro Gnoatto 24 Sep '24

24 Sep '24

The Department of Economics<http://www.dse.univr.it/?lang=en> of the University of Verona is seeking to fill two Postdoc positions in any field of Financial Mathematics, Economics and Econometrics. Information about the financial mathematics and econometrics group can be found at http://dse.univr.it/quantlab The Department has been designated as a Department of Excellence for years 2023-2027 thanks to the outstanding track record and future vision and it offers a vibrant research environment in the newly built campus of Santa Marta next to the city center. Research conducted by the Department covers a wide range of topics, such as quantitative finance, econometrics, health economics, inequality and poverty, and statistical methods for economic analysis. As a Department of Excellence, we are leading large-scale, transdisciplinary projects and we can count on substantial funding and resources to further strengthen our research over the next 4 years. The research position is ideally meant for newly minted or close to completion PhDs. The appointment is expected to start in Autumn 2025 at the latest. The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. There are no teaching obligations and knowledge of Italian is not required. The salary is approximately € 35,000 gross per year. Generous tax breaks are available to candidates who have been residing outside of Italy. Applications should be received by October 31, 2024 and should include: * a cover letter with a clear statement of research interests and a motivation for why the candidate would like to join our department * a curriculum vitae * a job market paper * at least two reference letters The application material should be uploaded on the EconJobMarket<https://econjobmarket.org/>. Selected applicants will be interviewed via Zoom on November/December 2024. For additional information or any inquiry please write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it>. Please, if writing an email to this address, do not include links to external websites. -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

1 0

Seminario a Roma1, Mercoledì 25 Settembre
by Faggionato, Alessandra 24 Sep '24

24 Sep '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Basile, Giada <basile(a)mat.uniroma1.it> Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 25 settembre, ore 16:00, sala di Consiglio Heide Langhammer (WIAS, Berlin) *Large deviations for a spatial particle process with coagulation* Abstract. In this talk we consider a spatial version of the Marcus-Lushnikov process, which models the evolution of particles that merge pairwise in a series of coagulation events. The particles are equipped with a spatial location and an integer mass. In a coagulation event a pair of particles is merged and replaced by a new particle. The mass of the newly formed particle is the sum of the former two and its location is sampled according to a given distribution. The exponential rate of a coagulation event depends on the locations and masses of the particle pair via a coagulation kernel. For the non-spatial version of this model it is known that certain kernels exhibit a gelation phase transition, which describes the formation of one or several large particles after a finite time. In this talk we introduce a new approach for studying the process. We will provide a formula that connects its distribution to a Poisson point process and show how this can be used to derive a large deviation principle. From this we gain new insights into the limiting behavior of the process and obtain criteria for the gelation phase transition. Tutte le persone interessate sono invitate a partecipare. Il seminario si svolgerà all'interno delle attività del progetto PRIN 202277WX43 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models" finanziato dall’Unione europea – Next Generation EU. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

1 0

[Ca' Foscari University] Master in Quantum Machine Learning
by Marco Corazza 20 Sep '24

20 Sep '24

Dear Colleague, kind Professional, kind Expert, I hope this message finds you well. I am writing to you in my capacity as the Director of the *Executive Master’s Program in Quantum Machine Learning* <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/> to inform you that *applications for the program are now open*. The program delves into Quantum Computing alongside Machine Learning, with a particular focus on financial applications. Therefore, if you know any graduates, experts, or professionals who may be interested in these topics, I kindly ask you to inform them. For further information, you can visit the Master's program webpage <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/> or feel free to contact me directly (corazza(a)unive.it) I would like to conclude by highlighting that the *application deadline is November 24, 2024*. Kind regards, Marco Corazza Director of the Executive Master in Quantum Machine Learning Ca' Foscari University of Venice -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice Cannaregio 873, 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --

1 0

Fwd: Annuncio 17ma edizione del "Premio Cuozzo"
by Lucia Caramellino 20 Sep '24

20 Sep '24

Ricevo e volentieri inoltro. Buona giornata, Lucia > Inizio messaggio inoltrato: > > Da: Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it> > Oggetto: Annuncio 17ma edizione del "Premio Cuozzo" > Data: 20 settembre 2024 alle ore 09:13:21 CEST > A: undisclosed-recipients:; > > Care colleghe e cari colleghi, > > anche quest'anno, Il Dipartimento di matematica dell’Università degli Studi di Roma “Tor Vergata” ha indetto una selezione pubblica per il conferimento di un premio di studio intitolato “Michele Cuozzo” dell’importo di € 3000 destinato a candidati/e che abbiano conseguito il titolo di dottore di ricerca in matematica presso un'università italiana. Per maggiori informazioni: https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf> > > Scadenza per l'invio della domanda: le ore 12,00 del giorno 13 Ottobre 2024. > > Saremmo grati se poteste aiutarci a diffondere questo messaggio. > > Un caro saluto > Alfonso > > >

1 0

International Conference in Venice on AI, digital and sustainability transitions - CALL FOR PARTICIPATION
by Monica Billio 19 Sep '24

19 Sep '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. CREDIT 2024 is the *twenty-third* 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*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *PROGRAMME:* https://www.greta.it/index.php/it/general-information-credit24/programme-20… *REGISTRATION*: https://registration.nexave.org/it/iscrizione-evento/32/23rd-international-… For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2024 *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – Next Generation EU, Mission 4 Component 2, as part of the *GRINS project - Growing Resilient, INclusive and Sustainable* (code: PE0000018, CUP: H73C22000930001) - National Recovery and Resilience Plan (PNRR) - *ESG UPTAKE — TSI-2023-ESGRM-IBA* - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727.

1 0

An Autumn Day in Probability and Statistical Physics: Firenze, 25/10/2024 dalle 10:30
by Gianmarco Bet 18 Sep '24

18 Sep '24

Care colleghe e colleghi, Il 25 Ottobre dalle 10:30 si terrà al Dipartimento di Matematica e Informatica dell’Università di Firenze (Viale G. Morgagni 67) la quattordicesima giornata di seminari ``An Autumn Day in Probability and Statistical Physics''. SPEAKERS e PROGRAMMA DELLA GIORNATA: 10:30 Welcome coffee 11:00 - 12.45 Morning speaker: Prof. Marielle Simon (Université Lyon 1), Title: ``On exclusion processes with phase separation" 13:00 - 14:30 Lunch 14:30 - 16.15 Afternoon speaker: Prof. Michel Mandjes (Leiden University), Title: ``Dynamic random graphs: analysis and inference" Vedi in fondo al messaggio per gli abstracts. Per una migliore organizzazione, chiediamo cordialmente a coloro che fossero interessati di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: link <https://docs.google.com/forms/d/e/1FAIpQLSeqo4UjeP8hcVCzXwTk6I_zNzBq_AJ3z6x…> Maggiori informazioni, sono reperibili alla pagina web dell’evento: https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://www.google.com/url?q=https://sites.google.com/unifi.it/florence-pro…>. Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessata/o, in particolare giovani ricercatrici e ricercatori! Luisa Andreis, Luca Avena e Gianmarco Bet Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. ABSTRACTS ____________________________________________ SPEAKER: Prof. Marielle Simon (Université Lyon 1) TITLE: ``On exclusion processes with phase separation" ABSTRACT: "Stochastic lattice gases" are models of interacting particles subject to stochastic dynamics. They have been widely studied for about thirty years by both mathematicians and physicists. Their structure makes it possible to analyse them rigorously, while illustrating numerous physical phenomena: in particular, one of the main objectives is to prove rigorously the convergence of the microscopic system towards a macroscopic PDE, after rescaling in time and space (also known as the ‘hydrodynamic limit’). In the first lecture I will give several illustrations of this convergence result thanks to the most well-known example, namely the symmetric simple exclusion process. In the second lecture, I will show how to enrich these models in order to derive some phase separation at the macroscopic level, with a free boundary that moves within the system. SPEAKER: Prof. Michel Mandjes (Leiden University) TITLE: Dynamic random graphs: analysis and inference ABSTRACT: The bulk of the random graph literature concerns models that are of an inherently static nature, in that features of the random graph at a single point in time are considered. There are strong practical motivations, however, to consider random graphs that are stochastically evolving, so as to model networks’ inherent dynamics. In this talk I’ll discuss a set of dynamic random graph mechanisms and their probabilistic properties. Key results cover functional diffusion limits for subgraph counts (describing the behaviour around the mean) and a sample-path large-deviation principle (describing the rare-event behaviour, thus extending the seminal result for the static case developed by Chatterjee and Varadhan). The last part of my talk will be about estimation of the model parameters from partial information. We for instance demonstrate how the model’s underlying parameters can be estimated from just snapshots of the number of edges. We also consider settings in which particles move around on a dynamically evolving random graph, and in which the graph dynamics are inferred from the movements of the particles (i.e., not observing the graph process).

1 0

Workshop 21-23 October 2024 University of Genova
by Monia Lupparelli 17 Sep '24

17 Sep '24

Dear colleagues, the trees4cat Workshop (Trees for Categorical Data) aims to strengthen the network of researchers working on asymmetric independence and models for contingency tables. We invite contributions to the workshop. Topics of interest include, but are not limited to, contingency tables, staged trees, asymptotic theory, software implementations, and algebraic statistics. Key details about the workshop: • Workshop Title: trees4cat (Trees for Categorical Data) • Dates: 21-23 October 2024 • Location: Department of Mathematics, University of Genoa, Italy • Abstract Submission Deadline: 30 September 2024 Submit your abstract here: https://tinyurl.com/trees4catabs • Registration: https://tinyurl.com/trees4catreg (Please note: participants can register also after the abstract submission deadline.) • Financial Support: Partial financial support is available for a few participants. • Workshop Webpage: https://stagedtrees.github.io/events/trees4cat.html Confirmed Speakers: • Eliana Duarte (University of Porto) • Maria Kateri (RWTH Aachen University) • Manuele Leonelli (IE University) • Tamás Rudas (Eötvös Loránd University) • Jim Smith (University of Warwick) • Liam Solus (KTH University) There will be two tutorials on the first day of the workshop, especially for PhD students and early career researchers. Call for Journal Submissions: Participants are encouraged to submit articles on the topics of the workshop to the Algebraic Statistics journal. Articles will be handled by members of the organising committee, and accepted papers will appear in a single issue. We look forward to your participation in trees4cat. Should you have any questions, please feel free to contact us at Manuele.leonelli(a)ie.edu Best regards, The Organizing Committee https://stagedtrees.github.io/events/trees4cat.html -- Monia Lupparelli Associate Professor +(39) 055 2751517 UNIVERSITÀ DEGLI STUDI DI FIRENZE Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (DISIA) --

1 0

Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024 - Reminder
by Alessandro CALVIA 17 Sep '24

17 Sep '24

Dear colleagues, this is a gentle reminder about the upcoming workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano, Department of Mathematics, Aula Consiglio (7th floor) on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The official program is now available on the website https://www.mate.polimi.it/events/SPOCA/ The workshop begins on Thursday, September 26, at 15:30 (registration opens at 15:00) and ends on Friday, September 27, at 12:40. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please use the registration form (available until Friday, September 20) on the official website of the workshop, where you can also find some general travel information and suggestions on hotels near Politecnico di Milano. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Luciano Campi (Università degli Studi di Milano) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

1 0

Avviso di seminario
by Barbara Martinucci 16 Sep '24

16 Sep '24

*Università di SalernoDipartimento di Matematica* *AVVISO DI SEMINARIO* Il Prof. Alfonso Suárez-Llorens (Universidad de Cádiz. Dpto. Estadística e I.O.) terrà, venerdì 20 settembre, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Extreme Value Distributions and Their Shape* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di CrescenzoBarbara MartinucciAlessandra MeoliSerena Spina* *Link su Teams*: https://teams.microsoft.com/l/meetup- join/19%3ameeting_YWUzZDAyMjgtZDE3YS00NDk1LTlmZmItYmExNjc4Njg2ODE1%40thread.v2/0?context=%7 b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9- 8153-d04cb91c1edf%22%7d ID riunione: 345 585 611 215 Passcode: 9P9iwD *Abstract* This talk will cover Extreme Value Theory and its key results on convergence, focusing on the Generalized Extreme Value (GEV) family and the Generalized Pareto Distribution (GPD) family. Additionally, we will explore the concept of the shape of a distribution and how it can be used to characterize GEV and GPD distributions. This characterization can serve as the basis for developing a graphical tool to assess tail weight. The presentation will conclude with a real-world example applied to environmental data.

1 0

Mathematics for our Health, 2024, Politecnico di Milano
by Laura Maria Sangalli 16 Sep '24

16 Sep '24

Siamo molti lieti di invitarvi al workshop Mathematics for our Health, 2024, che si terrà presso il Politecnico di Milano nei giorni 7-8 Novembre https://www.mate.polimi.it/events/M4H24/ Si tratta di un’iniziativa supportata dal Progetto di Dipartimento di Eccellenza 2023-2027, del Dipartimento di Matematica del Politecnico di Milano. Tutti gli interessati sono cordialmente invitati a partecipare. Scadenza per la registrazione all’evento (gratuita ma necessaria per ragioni organizzative) e per la sottomissione di contributi: **30 Settembre**. Un caro saluto, 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

Seminars in Statistics - Arturo Kohatsu-Higa (Ritsumeikan University, Japan)
by Pierpaolo De Blasi 16 Sep '24

16 Sep '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 20 Settembre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ *12.00-13.00* Speaker: Kohatsu-Higa (Ritsumeikan University, Japan) Title: *Derivation of killed processes: Applications in Finance* Abstract: In various fields including some in finance it is useful to have the concept of derivative of a killed process or a stopping time. We have started a project where such concepts can be discussed. Presently, we are developing some theoretical results that can be later applied. We will give a brief description of the project, achieved goals and some heuristics. I will present some results that have been obtained in joint work with Dan Crisan (Imperial College) in the one dimensional case and in the half space case. The generalizations of these results to the case of a smooth domain are being developed with Fabio Antonelli (University of L’Aquila). I will also briefly describe some possible financial applications. ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89801479465?pwd=knhLbOfMHOc7L7ScTWFkPJqEO3zXRK.1> I seminari sono organizzati dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

1 0

NEW SEMINAR SERIES: econOMEtRics in Rome
by Alessia Caponera 16 Sep '24

16 Sep '24

Dear colleagues, I would like to advertise the NEW SEMINAR SERIES: *econOMEtRics in Rome* The objective of this seminar series is to bring together academics and practitioners with a shared interest in econometrics. The series is co-organized by Gianluca Cubadda (School of Economics, Tor Vergata University of Rome), Massimo Franchi (Department of Statistical Sciences, Sapienza University of Rome), Tommaso Proietti (School of Economics, Tor Vergata University of Rome), and Paolo Santucci de Magistris (Department of Economics and Finance, Luiss University). The seminars will be hosted alternately at three locations: the Department of Economics and Finance at Luiss University, the Department of Statistical Sciences at Sapienza University of Rome, and the facilities of the School of Economics at Tor Vergata University of Rome (Via Lucullo 11, 00187 Rome). Visit the seminar series webpage econOMEtRics in Rome and subscribe to the mailing list to stay informed: https://lnkd.in/dT6auwxt <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Flnkd.in%2…> Best wishes, Alessia Caponera

1 0

1st CAM-Risk conference, December 18-20, 2024 Pavia
by Giacomo Bormetti 13 Sep '24

13 Sep '24

Dear Colleagues, This is a reminder that the deadline (September 30, 2024) for paper submission to the 1st CAM-Risk conference, which will be held in Pavia in December 2024, is approaching. More information about the event is available at the following link https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, trade, and the labor market 5. Climate change and energy policies 6. European issues 7. The economic, social, and political impact of COVID-19 and the risks of future epidemics We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti Elena Molho

1 0

Jean Jacod seminar in Verona, 25/9/24 at noon
by Cecilia Mancini 13 Sep '24

13 Sep '24

Dear all, on Wednesday 25 September, at noon, Professor Jean Jacod will give the seminar High Frequency Returns Sign-Based Robust Inference, at the Department of Economics in Verona, via Cantarane 24, aula Vaona (from the main entrance of the main building in Santa Marta turn left, metal stairs, 1st floor, ring the bell on the right, staircase with 3 steps, room on the left) It is possible to follow it also on zoom at the following link: https://univr.zoom.us/j/94276571806 Abstract We derive the limit of infill asymptotic distribution for the sum of positive returns of prices or log-prices in a given period of time. The framework is multivariate and quite general: it allows for the presence of leverage effects and jumps with finite activity. In a second step, the results are used to estimate the drifts (or rather, the Sharpe ratios) of the continuous part of the processes. Joint work with Nour Meddahi All interested people are warmly invited to take part Best regards in the meantime, Cecilia

1 0