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OWABI - Louis Sharrock - 29th January - 11am UK time
by Massimiliano Tamborrino 20 Jan '26

20 Jan '26

Dear all, the first One World Approximate Bayesian Inference (OWABI) seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the year is quickly approaching! Our next speaker is Louis Sharrock<https://louissharrock.github.io/> <https://louissharrock.github.io/> (University College London) who will talk about "Sequential Neural Score Estimation: Likelihood-free inference with conditional score base diffusion models" on Thursday the 29th January at 11am UK time, with an abstract reported below. The talk will be streamed on the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…>, at the link below Join: https://teams.microsoft.com/meet/38899039621449?p=nCtiqu8zYnZNL2LGR8 Meeting ID: 388 990 396 214 49 Passcode: f3Dh22XL We are looking forward to seeing you at the next OWABI seminar, Best, Massimiliano on the behalf of the OWABI seminar organisers Speaker: Louis Sharrock (University College London) Title: Sequential Neural Score Estimation: Likelihood-free inference with conditional score base diffusion models Abstract: We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling, leverages conditional score-based diffusion models to generate samples from the posterior distribution of interest. The model is trained using an objective function which directly estimates the score of the posterior. We embed the model into a sequential training procedure, which guides simulations using the current approximation of the posterior at the observation of interest, thereby reducing the simulation cost. We also introduce several alternative sequential approaches, and discuss their relative merits. We then validate our method, as well as its amortised, non-sequential, variant on several numerical examples, demonstrating comparable or superior performance to existing state-of-the-art methods such as Sequential Neural Posterior Estimation (SNPE). Keywords: diffusion models, simulation based inference, sequential methods. Reference: L. Sharrock, J. Simons, S. Liu, M. Beaumont, Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models<https://proceedings.mlr.press/v235/sharrock24a.html>. PLMR, 235, 44565-44602, 2024. ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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StatMech Summer School 2026 - Random Interacting Systems, 31/08-4/09, Padova
by Alberto Chiarini 19 Jan '26

19 Jan '26

*************************** StatMech Summer School 2026 - Random Interacting Systems *************************** We are pleased to announce the StatMech Summer School 2026 to be held in Padova during the week of August 31 - September 4, 2026 https://sites.google.com/view/ris-school-26/home The theme of this school is Random Interacting Systems, which play a central role in modern probability and statistical mechanics and naturally arise in a wide range of applications at the interface of mathematics, physics, biology, and computer science. The school consists of two minicourses by Alessandra Faggionato (Sapienza University of Rome) Hubert Lacoin (IMPA) These will be complemented by selected lectures and by two sessions of short presentations by young participants, which are an important component of the school as they promote interaction among participants and provide a panorama of current research in probability. Registration is free but mandatory through the following link ("Register here!" button) https://sites.google.com/view/ris-school-26/home Some financial support to a limited number of young participants will be available. The deadline for requesting financial support is April 15th, 2026, and will be reviewed in May 2026. Contacts: ris-school26(a)math.unipd.it The organizers, Alessandra Bianchi Alberto Chiarini Giambattista Giacomin Vanessa Jacquier

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Seminario on-line PRISMA lunedì 2 febbraio 2026 - L. Zambotti & A. Bonicelli
by Sonia Mazzucchi 19 Jan '26

19 Jan '26

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per *lunedì 2 febbraio* 2026. I relatori saranno *Lorenzo Zambotti *(Sorbonne Université) e *Alberto Bonicelli* (Sorbonne Université) che parleranno di: * La rivoluzione dell’analisi stocastica « pathwise »*. con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/87499722273 ID riunione: 874 9972 2273 Codice d’accesso: 412980 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lorenzo Zambotti e Alberto Bonicelli (Sorbonne Université) TITOLO: La rivoluzione dell’analisi stocastica « pathwise ». RIASSUNTO: L’analisi stocastica, creata da Itô negli anni 40, ha dominato la teoria dei processi stocastici fino alla fine del XX secolo e oltre. Negli ultimi 25 anni una serie di nuove idee ha arricchito questa teoria e permesso dei progressi spettacolari, in particolare nello studio delle equazioni stocastiche alle derivate parziali. Le tecniche principali in questa area di ricerca sono i rough paths, il sewing lemma, le strutture di regolarità e le distribuzioni para-controllate. In questo seminario vogliamo presentare le idee principali di questo settore, in particolare la nozione di integrazione stocastica « pathwise », il teorema di ricostruzione e le espansioni di Taylor generalizzate.

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PhD in Statistics & Computer Science @Bocconi - deadline: 5 February
by Antonio Lijoi 18 Jan '26

18 Jan '26

*********************** PhD in Statistics and Computer Science - a.y. 2026-2027 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 12 scholarships for the PhD in Statistics and Computer Science, and 2 positions 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 5, 2026 ** 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 (6 scholarships) and Computer Science (6 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 about the program can be found at www.unibocconi.eu/phdstatscompscience

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abstract submission: DSSV conference, Trento, Italy (June 29 - July 1, 2026)
by Claudio Agostinelli 18 Jan '26

18 Jan '26

Registration and abstract submission now open for Data Science, Statistics & Visualisation (DSSV 2026) Conference dates: June 29 - July 1, 2026 Location: University of Trento, Italy Conference web site:https://datascience.maths.unitn.it/dssv2026/ *Abstract submission*:https://datascience.maths.unitn.it/dssv2026/participate.html *Deadline* for submission: 25 march 2026 We invite you to contribute to methodological or applied aspects of data science, statistics and visualisation, and in particular those which are linking and integrating these subject areas. Keynote speakers: Alessandro Rinaldo, The University of Texas at Austin, USA Menna El-Assady, ETH Zurich, Switzerland Catherine Matias, Sorbonne University, France We look forward to welcoming you in Trento! Best wishes, Claudio Agostinelli (on behalf of all organizers)

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SPASS seminar: Umberto Pappalettera
by federico.butori＠sns.it 17 Jan '26

17 Jan '26

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Some results on the Kraichnan model* by Umberto Pappalettera (Universität Basel) on Tuesday 20.1.2026 at 14:00 CET in Aula Magna, Dipartimento di Matematica, UNIPI. Online participants may join the seminar at https://meet.google.com/ajh-zrxc-wds Best, F. Butori on behalf of the organizers https://sites.google.com/unipi.it/spass ------------------- Abstract: We discuss a number of properties of ``turbulent'' solutions to the Kraichnan model constructed by Le Jan and Raimond in [Ann. Probab. 30(2): 826-873, 2002]. We cover the full range of compressibility ratios giving spontaneous stochasticity of particle trajectories. More specifically, we prove generic anomalous dissipation of the mean energy and fractional Sobolev regularity of solutions, for every square-integrable initial datum. The proof of the latter is obtained as a consequence of a new sharp regularity result for the degenerate parabolic PDE satisfied by the associated two-point self-correlation function, which is of independent interest.

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Fwd: [ESOBE] MTSA 2026 - Summer School - Modern Topics in Time Series Analysis
by Roberto CASARIN 16 Jan '26

16 Jan '26

Apologies for cross-posting -- 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: QED via esobe <esobe(a)wu.ac.at> Date: Fri, 16 Jan 2026, 10:41 Subject: [ESOBE] MTSA 2026 - Summer School - Modern Topics in Time Series Analysis To: QED <QED(a)aau.at> Dear Sir or Madam, We are pleased to announce the 5th edition of the *Klagenfurt-Bielefeld * *Summer School on* *Modern Topics in Time Series Analysis* which will take place *September 7–11, 2026* in *Klagenfurt, Austria*. For key information on the *MTSA Summer School 2026 *see the attached* flyer *with more details to be found at www.aau.at/econ/mtsa2026. We would appreciate it if you could disseminate this information among any interested PhD students and researchers and post it via any channels, newsletters, mailing lists, etc. you see fit. Best regards, Christina Kopetzky [image: UNI_LOGO_positiv] Christina Kopetzky Dept. of Economics, Analytics and Operations Research Quantitative Economics Division (Prof. Martin Wagner) University of Klagenfurt Universitätsstraße 65-67 9020 Klagenfurt Austria Tel: +43 463 2700 4102 / Fax: +43 463 2700 994102 Mail: QED(a)aau.at / christina.kopetzky(a)aau.at www.aau.at/vwl - www.aau.at/econ www.aau.at/econ/kwg www.aau.at/econ/mtsa2026 _______________________________________________ ESOBE mailing list Moderated mailing list for announcements related to Bayesian econometrics. To post, write to esobe(a)wu.ac.at. To contact the admin, write to esobe-owner(a)wu.ac.at. To unsubscribe or change your settings, visit https://mailman.wu.ac.at/mailman/options/esobe.

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FSMP master scholarships in Paris - deadline February 3
by CRISTINA TONINELLI 16 Jan '26

16 Jan '26

Cari tutti, potreste per favore inoltrare il seguente messaggio a studenti interessati a svolgere una laurea magistrale a Parigi? Cari saluti, Cristina ________________________________ ________________________________ Dear colleagues, the Fondation Sciences Mathématiques de Paris offers one- or two-year scholarships for international students wishing to enrol in mathematics Master’s programmes in Paris. The application deadline is February 3, 2026. More information, as well as the online application form, can be found here: https://sciencesmaths-paris.fr/en/pgsm-master --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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ABS (Applied Bayesian Statistics) school on "Interpretable Bayesian Learning,for Physical and Engineering Sciences" in Como, Italy (July 6-10, 2026)
by Fabrizio Ruggeri 15 Jan '26

15 Jan '26

Dear all, We are glad to inform you that ABS26, the next Applied Bayesian Statistics school, running since 2004, will be held in the city of Como (Italy), along the Lake Como shoreline at the beautiful Villa del Grumello, on July 6-10, 2026. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with Fondazione Alessandro Volta. The topic will be *Interpretable Bayesian Learning for Physical and Engineering Sciences.* The lecturer will be Prof. *Simon Mak *(Department of Statistical Science, Duke University), a leading expert in integrating domain knowledge (e.g., scientific theories, mechanistic models, guiding principles) as prior information for cost-efficient statistical inference, prediction, and decision-making., with the support of* Yen-Chun Liu* (Department of Statistical Science, Duke University), a brilliant PhD student of Prof. Mak, specializing in Bayesian optimization, Gaussian processes, and reinforcement learning. If interested, you can register on the school website: *https://abs26.imati.cnr.it/* We currently only accept payments by bank transfer, but credit cards will be accepted as soon as possible. As in the past, there will be a combination of theoretical and practical sessions, along with presentations by participants on their work (past, present, and future) related to the school's topic. OUTLINE: This course investigates the rising topic of interpretable statistical learning, motivated by timely needs from modern scientific and engineering applications. For such applications, state-of-the-art machine learning methods often yield analyses that are uninterpretable to scientists, which greatly obfuscates scientific findings and decision-making. Interpretable Bayesian learning provides an elegant and effective solution by embedding scientific principles (e.g., boundary conditions, mechanistic equations) within its prior specification. In this course, we will cover a broad spectrum of interpretable Bayesian learning methods (with theory and algorithms), providing a cohesive roadmap for this recent and rapidly-evolving area of study. This will be complemented by practical case studies from ongoing projects in particle physics, mechanical engineering, and bioengineering. Emphasis will be made on novel directions for research in this promising area. Topics will cover * Fundamentals of Gaussian process (GP) surrogate modeling: prediction, parameter inference, experimental design * Decision-making with GP surrogates: Bayesian optimization, active learning, Bayesian inverse problems * Markov Chain Monte Carlo (MCMC) methods * Boundary-informed GP modeling * Shape-constrained (e.g., monotone, isotonic, convex) GP modeling * Mechanistic GP modeling * Physics-integrated neural networks, its Bayesian variants and recent developments * Dynamical system recovery: SINDy, Bayesian SINDy, and recent developments We hope you will be interested in the school and we would like to meet you in Como. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS26 -- Fabrizio Ruggeri President CNR IMATI International Statistical Institute Via Alfonso Corti 12fabrizio(a)mi.imati.cnr.it I-20133 Milano (Italy)www.mi.imati.cnr.it/fabrizio

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Seminar by H. Vanneuville at Milano-Bicocca (Thu 22 Jan, 11:00, Room U9-05)
by Francesco Caravenna 15 Jan '26

15 Jan '26

I am pleased to announce the following seminar: Hugo Vanneuville (Université Grenoble Alpes) A new proof of exponential decay in percolation Thursday 22 January at 11:00 Room U9-05 (Building U9, Viale dell'Innovazione 10, Milan) An abstract follows below. All interested participants are welcome. Best regards, Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. Bernoulli percolation of parameter p on Z^d is defined by keeping each edge of Z^d with probability p, independently of the other edges. The exponential decay theorem - proven in 1987 by Menshikov and independently by Aizenman and Barsky - can be stated as follows: If the cardinality of the cluster of 0 is a.s. finite at some parameter p, then it has an exponential moment at every parameter q<p. I like to state this theorem this way because it illustrates the fact that "decreasing p infinitesimally has a regularising effect on the clusters". The goal of this talk is to discuss this theorem and to propose a new proof. Contrary to the other proofs, we do not rely on differential inequalities but rather on stochastic comparisons. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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