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QFinLab Seminar - Olimpia Carradori (University of Zurich) - 5/6/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 May '25

30 May '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Thursday, 5 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Olimpia Carradori (University of Zurich) Title: Insurers' carbon underwriting policies Abstract: Insurance companies can influence the net-zero transition by limiting coverage for carbon-intensive projects. We study the adoption, structure, and effects of carbon underwriting policies among the world’s largest insurance groups. Using novel mine-level insurance data, we show that insurers with coal policies reduce the number of insured mines by approximately 16%, insured coal volumes by 56%, and make continued coverage significantly less likely. Implementation is often incomplete, and some insurers expand coverage despite commitments. Affected mines tend to reduce output, cut the number of employees, and are more likely to be idled in subsequent periods. Joint work with Felix von Meyerinck and Zacharias Sautner. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. Next seminar: Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15.

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PhD & postdoc position in biostatistics at the University of Oslo, Norway
by Valeria Vitelli 30 May '25

30 May '25

Dear colleagues, I am pleased to share that two fully funded positions in statistics are available in my group, one for a *PhD candidate* and one for a *3-years postdoc researcher*, at the Department of Biostatistics, which is part of the Oslo Centre for Biostatistics and Epidemiology <https://www.med.uio.no/imb/english/research/centres/ocbe/>, *University of Oslo* (UiO), Norway. Both positions are linked to a project recently funded by the Research Council of Norway concerning Bayesian models for unsupervised learning when multiple data sources are available, mostly tailored to the case of molecular data in cancer genomics. They will also be involved in the broader activities of my larger research group on Statistical models for high-dimensional and functional data <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> *Application deadline:* 13th June 2025 *More info and how to apply* 👉 PhD position: https://www.jobbnorge.no/en/available-jobs/job/281023/phd-candidate-in-stat… Postdoc position: https://www.jobbnorge.no/en/available-jobs/job/280960/three-year-postdoc-po… I would be very grateful if you could share the vacancies with talented candidates who might be interested in the positions. Contact person / supervisor: Valeria Vitelli (valeria.vitelli(a)medisin.uio.no ) All the best, Valeria -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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cambio data - seminari a Pavia, 4 giugno
by Benedetta Ferrario 29 May '25

29 May '25

CAMBIO DATA: mercoledì 4 giugno (e non più 3 giugno) per i seguenti due seminari presso il Dipartimento di Scienze Economiche e Aziendali (aula E, piano terra) dell'Università di Pavia. *ore 13:30 *Hakima Bessaih (Florida International University) *titolo*: Dynamical systems with noisy data *abstract*: Reconstructing the state of a dynamical system from noisy observations is particularly challenging when the initial conditions are unknown. This talk focuses on synchronization-based and feedback control methods for data assimilation, which dynamically align model trajectories with observed data. Techniques such as nudging, observer-based schemes, and coupling strategies will be discussed, highlighting how they correct for uncertainty and stabilize the system in real time. Applications include chaotic systems and models governed by stochastic dynamics. *ore 14:30: *Sam Power (University of Bristol) *titolo*: Gradient Flow Methods for Statistical Computation - Trends and Trajectories *abstract*: When conducting statistical estimation and inference, it is relatively commonplace that the dominant computational burden takes the form of an optimisation task. This has long been recognised for tasks of parameter estimation, though there is an increasing recognition that other tasks of interest can be fruitfully interpreted as optimisation tasks over a space of probability measures, or even over some 'hybrid' space involving both parameters and measures. In this talk, I will survey some trends in this area, focusing on how this high-level perspective finds use in both analysis of popular existing algorithms and synthesis of novel algorithms. I will also highlight opportunities for future contributions in this fast-growing area. Tutti gli interessati sono invitati a partecipare.

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Last call: Ph D students in Probability and Statistics Meet Companies
by Cristina Zucca 29 May '25

29 May '25

Carissime/i, facendo seguito alla prima call, inviata a Marzo, confermiamo l’incontro di 3 giorni tra dottorandi in Probabilità e Statistica e rappresentanti di tre aziende: *Ph D Students in Probability and Statistics meet Companies* organizzato per i giorni 16-18 settembre 2025 dal gruppo UMI-PRISMA, dall Dipartimento di Matematica “G. Peano” dell’Università di Torino e il Dipartimento di Scienze Matematiche “J.L. Lagrange” del Politecnico di Torino.Le aziende che hanno accettato l'invito sono : Novartis, Toolgroups e Fondaco Group. Informazioni più complete sono disponibili alla pagina: https://sites.google.com/view/phd-companies/home La partecipazione al gruppo di studio/lavoro è gratuita per dottorandi e dottorande, ed eventuali post doc interessati, che stanno svolgendo o hanno svolto una tesi di probabilità e/o statistica matematica. Potremo finanziare il pernottamento di alcuni partecipanti presso le residenze universitarie e l'organizzazione comprende i pranzi per i partecipanti. Il numero di posti è limitato e si accetteranno iscrizioni fino al loro esaurimento*. * *La registrazione è obbligatoria e deve avvenire entro il 20 giugno utilizzando il form* *iscrizione* <https://docs.google.com/forms/d/e/1FAIpQLSeJnl8hdCp6UgMesAAn3rgZOHp3zj3CrqQ…> Il comitato organizzatore: Gianluca Guadagni, Franco Pellerey, Laura Lea Sacerdote, Enrico Scalas, Serena Spina, Barbara Trivellato e Cristina Zucca ------ Following the initial call sent out in March, we confirm the *three-day meeting* between PhD students in *Probability and Statistics* and representatives from three companies: *PhD Students in Probability and Statistics Meet Companies* The event will take place on *September 16–18, 2025*, and is organized by the UMI-PRISMA group, the Department of Mathematics "G. Peano" at the University of Turin, and the Department of Mathematical Sciences "J.L. Lagrange" at the Polytechnic University of Turin. The companies that have accepted the invitation are: *Novartis*, *Toolgroups*, and *Fondaco Group*. More information is available at: https://sites.google.com/view/phd-companies/home Participation in the study/work group is *free of charge* for PhD students and interested postdoctoral researchers who are currently working on, or have completed, a thesis in probability and/or mathematical statistics. We will be able to *cover accommodation costs* for some participants at university residences, and *lunches will be provided* for all attendees. The number of available spots is limited, and registrations will be accepted *until all places are filled*. *Registration is mandatory* and must be completed *by June 20* using the registration form. *iscrizione* <https://docs.google.com/forms/d/e/1FAIpQLSeJnl8hdCp6UgMesAAn3rgZOHp3zj3CrqQ…> *Organizing Committee:* Gianluca Guadagni, Franco Pellerey, Laura Lea Sacerdote, Enrico Scalas, Serena Spina, Barbara Trivellato, and Cristina Zucca ------------------------------ -- -- Prof. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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[IFIP Performance 2025] Deadline Extended
by Zocca, A. (Alessandro) 29 May '25

29 May '25

Dear colleagues, We would like to inform you that the submission deadlines for the IFIP Performance 2025 conference have been extended by two weeks to allow authors additional time to prepare their contributions. Updated Deadlines: * Abstract registration: now due June 8, 2025 * Paper submission: now due June 15, 2025 We encourage you to take advantage of this extension and submit your latest research to the conference. Submission platform: https://performance2025.hotcrp.com/ Best regards, Alessandro Zocca On behalf of the IFIP Performance 2025 Organizing Committee

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OWABI@BioInference2025 - today at * 10.30am * UK time
by Massimiliano Tamborrino 29 May '25

29 May '25

Dear all, due to the conference running late, the OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminars will start today at 10.30am UK time instead of 10am, as previously announced. The talks will be given by * Andrew Golightly (Durham University), Accelerating Bayesian inference for stochastic epidemic models using incidence data * Henrik Häggström (Chalmers University), Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology with abstracts reported below. The talks will be streamed on the OWABI MS Team Channel<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> , at the link https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 323 917 219 730 3 Passcode: Fk9JG3eB 1st OWABI Talk: 10.30-11am UK time Speaker: Andrew Golightly<https://www.durham.ac.uk/staff/andrew-golightly/> (Durham University) Title: Accelerating Bayesian inference for stochastic epidemic models using incidence data Abstract: This work considers the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. The most natural Markov jump process representation of the model is eschewed for reasons of computational efficiency, and replaced by a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. Unlike previous approaches that use the LNA in this setting, two approaches for marginalising over the latent process are considered: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the noise model. These approaches are compared using synthetic data with the best performing method applied to real data consisting of removal incidence of Oak Processionary moth nests in Richmond Park, London. 2nd Seminar: 11-11.30am UK time Speaker: Henrik Häggström<https://research.chalmers.se/en/person/henhagg> (Chalmers University) Title: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology Abstract: We propose a novel methodology for Bayesian inference in hierarchical mixed-effects models. By building on our work [1], we construct a simulation-based inference (SBI) framework that is highly scalable, where amortized approximations to the likelihood and the parameters posterior are first obtained, and these are rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. Unlike the current state-of-art SBI methods, which use neural networks, our approximations are expressed via Gaussian mixture models, leading to easily trainable, parsimonious yet expressive surrogate models of both the likelihood function and the posterior distribution. The methodology is exemplified via stochastic differential equation mixed-effects models to describe translation kinetics after mRNA transfection, however the methodology is general and can accommodate other types of stochastic and deterministic models. We compare our approximate inference with exact pseudomarginal inference and show that our methodology is fast and competitive. We are looking forward to seeing you at the next OWABI seminar(s), 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

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Seminario di Sam Power - Pavia, 3 giugno 2025 ore 15
by Carlo Orrieri 28 May '25

28 May '25

Martedì 3 giugno alle ore 15 presso il Dipartimento di Scienze Economiche e Aziendali (aula E, piano terra) dell'Università di Pavia, Sam Power (University of Bristol) terrà un seminario: titolo: Gradient Flow Methods for Statistical Computation - Trends and Trajectories abstract: When conducting statistical estimation and inference, it is relatively commonplace that the dominant computational burden takes the form of an optimisation task. This has long been recognised for tasks of parameter estimation, though there is an increasing recognition that other tasks of interest can be fruitfully interpreted as optimisation tasks over a space of probability measures, or even over some 'hybrid' space involving both parameters and measures. In this talk, I will survey some trends in this area, focusing on how this high-level perspective finds use in both analysis of popular existing algorithms and synthesis of novel algorithms. I will also highlight opportunities for future contributions in this fast-growing area. Tutti gli interessati sono invitati a partecipare. Un caro saluto Carlo Orrieri

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Seminario di Giorgio Cipolloni alla Sapienza
by Faggionato, Alessandra 28 May '25

28 May '25

Buongiorno Martedi' 3 Giugno alle ore 14:00 in Sala di Consiglio Giorgio Cipolloni (University of Arizona) terra' il seguente seminario Title: Logarithmically correlated fields from non-Hermitian random matrices Abstract: We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to a 2 dimensional log-correlated field. Our result, previously not known even in the Gaussian case, holds out of equilibrium for general matrices with i.i.d. entries. We also study the extremal values of these fields and demonstrate their logarithmic dependence on the matrix dimension. Grazie dell'attenzione Buona giornata 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 *************************************************

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Bando di Dottorato MODELLI E METODI MATEMATICI E STATISTICI PER L’ECONOMIA E LA FINANZA, MEMOTEF SAPIENZA
by Claudia Ceci 28 May '25

28 May '25

Buongiorno, si avvisa che è stato pubblicato il bando per l’ammissione al corso di Dottorato di Ricerca (41° ciclo) in MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (Scuola di Dottorato in Economia), presso il Dipartimento MEMOTEF, Università di Roma "Sapienza" https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato Il Dottorato si articola in due curricula, di cui uno dal titolo *MODELLI E METODI MATEMATICI E STATISTICI PER L’ECONOMIA E LA FINANZA. * Tutte le informazioni utili sono reperibili alla pagina: https://phd.uniroma1.it/web/concorso41.aspx?i=4045&l=IT *La scadenza per la presentazione delle domande è fissata inderogabilmente al * *19 giugno 2025, ore 23:59.* Si prega di darne massima diffusione tra i potenziali interessati. Grazie, Claudia Ceci *************************************************************************************************** Claudia Ceci Prof. I fascia STAT-04/A Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Email: claudia.ceci(a)uniroma1.it

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2nd Dolomites Winter School on Mean-field systems in finance, neurosciences and AI
by Andrea Pascucci 28 May '25

28 May '25

It is our pleasure to announce the *2nd Dolomites Winter School on Mean-field systems in finance, neurosciences and AI <https://sites.google.com/view/dolomitesws26>* * * which will take place in*Folgarida* on*January 11-16, 2026*. _Mission:_ The winter school is designed for Ph.D. students as well as early career researchers in the areas of probability, stochastic analysis, machine learning, mathematical finance. However, any researcher in these areas is encouraged to partecipate. It will take place in Folgarida, in the heart of the Dolomites, a world-renowned alpine destination and a World Heritage site since 2009, thanks to their beauty and unique landscapes. _Courses:_ * *Noufel Frikha* (Université Paris 1 - Panthéon Sorbonne), "McKean-Vlasov SDEs, Related PDEs on the Wasserstein Space, and Applications" * *Eva Löcherbach* (Université Paris 1 - Panthéon Sorbonne), "Modeling spiking neurons by interacting systems of point processes with variable memory" _Highlights:_ * *Free participation* (registration is compulsory) * Discounted accommodation rates available for reservations made *by September 15* (see the website)* * * *Contributed and poster sessions* for the participants _Further information available at_ https://sites.google.com/view/dolomitesws26 For special queries, please contact the organizers at:dolomitesws@gmail.com <mailto:ws25unibomi@gmail.com> -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 ---------------------------------------------------------------

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