(ENGLISH BELOW)
Care colleghe e colleghi,
Siamo felici di annunciarvi che venerdì 11 Aprile si terrà la quindicesima giornata di seminari del ciclo “Days in Probability and Statistical Physics”.
A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
Università degli Studi di Firenze
Venerdì 11 Aprile 2025
Lecturers: Clara Stegehuis (Twente University) e David Belius (UniDistance Suisse)
Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni
67/a, Firenze, Firenze
Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata per un pubblico non esperto, seguita da un seminario di approfondimento sul tema, della stessa durata (vedi programma). Maggiori informazioni, compresi gli abstract, sono reperibili alla pagina web dell’evento (qui<https://sites.google.com/unifi.it/florence-probability-group/probability-da…>).
Note pratiche: a coloro che fossero interessati a partecipare chiediamo di compilare il seguente Google Form entro il 6 Aprile: https://forms.gle/zYv2BFAmMy42cf8y8
Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessato/a, in particolare giovani ricercatrici e ricercatori!
Luca Avena, Luisa Andreis, Gianmarco Bet e Elia Bisi
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.
PROGRAMMA
Prof. Clara Stegehuis (Twente University)
Title: Detecting geometry in scale free networks
Prof. David Belius (UniDistance Suisse)
Title (Introductory lecture): The story of mean-field spin glasses
Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses
10:30-11:00 Welcome coffee
11.00-11.45 Introductory lecture: Stegehuis
11.45-12.15 Break
12.15-13.00 Seminar: Stegehuis
13.00-14.30 Pranzo
14.30-15.15 Introductory lecture: Belius
15.15-15.45 Break
15.45-16.30 Seminar: Belius
Trovate qui<https://drive.google.com/file/d/17o2Lj3hq4REcMMS788jd0Fe_4403Ikp1/view?usp=…> il poster dell’evento.
—---------------------------------------------------
Dear colleagues,
We are happy to announce that on Friday, April 11th, the fifteenth seminar day in the “Days in Probability and Statistical Physics” will take place.
A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
University of Florence
Friday, April 11th, 2025
Lecturers: Clara Stegehuis (Twente University) e David Belius (UniDistance Suisse)
Location: Tricerri room, Department of Mathematics and Computer Science Ulisse Dini, Viale Morgagni 67/a, Florence, Florence
Each speaker will give a 45 minutes introductory lecture tailored for non-experts, followed by another 45 minutes of seminar-style presentation (see program). More information, including the abstracts, can be found on the event’s webpage<https://sites.google.com/unifi.it/florence-probability-group/probability-da…>.
Practical notes: for organization purposes, we kindly ask those who plan to attend to fill out the following Google Form by April 6: https://forms.gle/zYv2BFAmMy42cf8y8
We look forward to seeing many of you and please feel free to share the announcement with those you think may be interested, particularly to young researchers!
Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi
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.
PROGRAM
Prof. Clara Stegehuis (Twente University)
Title: Detecting geometry in scale free networks
Prof. David Belius (UniDistance Suisse)
Title (Introductory lecture): The story of mean-field spin glasses
Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses
10:30-11:00 Welcome coffee
11:00-11:45 Introductory lecture: Stegehuis
11:45-12:15 Break
12:15-13:00 Seminar: Stegehuis
13:00-14:30 Lunch
14:30-15:15 Introductory lecture: Belius
15:15-15:45 Break
15:45-16:30 Seminar: Belius
You can find here<https://drive.google.com/file/d/17o2Lj3hq4REcMMS788jd0Fe_4403Ikp1/view?usp=…> the poster of the event.
Luisa Andreis
-------------------------------------------------------
Dipartimento di Matematica
Politecnico di Milano
Personal webpage: https://sites.google.com/view/luisaandreis/home
Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>
Dear all,
It is our pleasure to announce that registration to the second edition
of the *Preference Statistics summer school* (PrefStat 2025
<https://www.prefstat.org/>) is now open at this link:
https://nettskjema.no/a/494018#/page/1
*Early bird registration is open until 15 April* (late registration until 2
June)
The school will be held at the *University of Oslo (Norway), from June 30th
to July 4th, 2025.*
Focus of the 2025 event will be on *Bayesian Methods in Preference
Learning.*
The PrefStat summer school is a 5-day event aimed at introducing young
researchers to the highly active field of Preference Learning (PL), with a
strong focus on applications and case studies. The key elements of the
summer school are lectures by distinguished keynote speakers in the field,
accompanied by computational sessions guiding the participants in the
analysis of real-world datasets. The overall aim of the school is to
educate a young generation of researchers to work at the interface of
machine learning and theoretically advanced statistical methods, to unveil
all potentialities of PL.
The main target group for the school is master & PhD students, postdocs and
interested senior researchers in statistics, data science, math, computer
science, or related subjects with a strong interest in PL.
Further information can be found on the University of Oslo event page:
https://www.integreat.no/events/public-events/workshops/prefstat-summer-sch…
We are looking forward to an inspiring event!
Best regards,
Valeria Vitelli
On behalf of the scientific & organizing committees
--
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
Dear all,
We remind you about the registration deadline for 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 from April 7-9, 2025.
With the registration deadline approaching on March 20, 2025, we invite you to secure your participation and contribute to this exciting event.
DS4HB will bring together leading researchers, industry professionals, and clinicians to foster dialogue, collaboration, and innovation in applying data science to health and biology. This is a great opportunity to showcase to and discuss your work with a diverse audience of researchers, practitioners, and clinicians from across Europe.
The workshop is organized across three thematic days:
Day 1 – Data Science for Omics data
Day 2 – Data Science for Medical Imaging
Day 3 – Data Science for Electronic Health Records (EHR)
Each day will feature keynote talks by internationally renowned speakers, roundtable discussions, hands-on tutorials, and poster sessions to stimulate networking and the exchange of ideas.
Key Dates to Remember:
*
Registration Closes: March 20, 2025
*
Conference start: April 7th, 2025
Discover more and register at www.ds4hb.polimi.it<https://www.ds4hb.polimi.it/>.
Follow us on Linkedin<https://www.linkedin.com/company/ds4hb-workshop/?viewAsMember=true> and X<https://x.com/ds4hb> (@ds4hb) for the latest updates, news, and announcements
Politecnico di Milano and Human Technopole are two leading institutions at the forefront of data science applications 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 welcoming you to Milan next April for this unique event!
Best regards,
Francesca Ieva (Chair)
On behalf of the Scientific and Organizing Committees of DS4HB
--
Francesca Ieva
Associate Professor of Statistics
MOX - Department of Mathematics
Politecnico di Milano, Milan 20133, Italy
[url] https://sites.google.com/view/francesca-ieva/home
Associate Head
HDS - Health Data Science Center
Human Technopole, Milan, Italy
[url] https://humantechnopole.it/it/centri-di-ricerca/health-data-science/
Dear friends of Stochastics and Statistics, the registration for the
43rd Finnish Summer School on Probability and Statistics
in Lammi, Finland 26-30.5.2025 is open ! Please check the website
43rd Finnish Summer School on Probability and Statistics | FDNSS<https://fdnss.fi/43rd-finnish-summer-school-on-probability-and-statistics/>
Poster<https://fdnss.wordpress.com/wp-content/uploads/2025/03/fdnss-school_poster-…>
Minicourses:
*
Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Long range dependent noise in Stochastic Differential Equations and Stochastic Partial Differential Equations
*
Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) McKean-Vlasov type SDEs and related PDEs: kinetic models and low-regularity coefficients
*
Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) Graphical Models and Algebraic Statistics
See you in Lammi !
Yours Dario Gasbarra,
Department of Mathematics and Statistics
University of Vaasa, P.O.Box 700
65101 Vaasa Finland
Vienna Congress on Mathematical Finance (VCMF 2025)
Wednesday, July 9 - Friday, July 11, 2025
https://fam.tuwien.ac.at/vcmf2025/
-----------------------------------------------------
The call for contributed talks & posters is open until March 16, 2025.
https://fam.tuwien.ac.at/vcmf2025/registration.php
-----------------------------------------------------
Dear colleagues,
the third Vienna Congress on Mathematical Finance (VCMF 2025) will be
held from July 9-11, 2025, once again at the WU campus. The conference
will bring together leading experts from various fields of Mathematical
Finance such as:
- Financial Economics
- Green and Sustainable Finance (Electricity, Energy,...)
- Insurance (Climate Risk, Cyber Risk, ...)
- Statistics for Financial Markets and Large Language Models
- Mean Field Games and Stochastic Control
- New Technologies in Finance and Insurance (Computational Methods and
Machine Learning, Cryptocurrencies, Limit Order Book and High Frequency
Trading, Algorithmic Trading)
- Optimal Transport (Robust Finance)
- Portfolio Optimisation
- Risk Management (Risk Allocation, Risk Aggregation, Credit Risk and
Systemic Risk)
- Rough Analysis in Finance and Insurance (Rough and Stochastic
Volatility)
The conference program will feature plenary lectures, parallel sessions
with invited and contributed talks as well as poster sessions. Moreover,
there will be an attractive social program.
In the framework of a Panel Discussion on the theme "AI in Finance and
Insurance" we offer the conference participants a platform for
discussions with a number of renowned experts.
The VCMF 2025 follows the successful previous editions VCMF 2019 and
VCMF 2016.
For further information including details on plenary and invited
speakers see the conference homepage at:
https://fam.tuwien.ac.at/vcmf2025/
We are looking forward to meeting you in July!
With kind regards from the VCMF 2025 organizers,
Christa Cuchiero, Julia Eisenberg, Zehra Eksi-Altay, Rüdiger Frey,
Stefan Gerhold, Paul Krühner, Uwe Schmock, Josef Teichmann
-----------------------------------------------------
Venue:
Campus of WU Wien
Welthandelsplatz 1, 1020 Vienna, Austria
Jointly organized by:
TU Wien
University of Vienna
WU Vienna - Vienna University of Economics & Business
WPI - Wolfgang Pauli Institute
Gold Sponsors:
Bank Austria
IQAM Invest
Raiffeisen Bank International
Silver Sponsors:
Deloitte
Meyerthole Siems Kohlruss
(further sponsors are welcome)
Plenary Speakers:
- Eduardo Abi Jaber (Ecole Polytechnique, FR)
- René Aïd (Université Paris-Dauphine, FR)
- Caroline Hillairet (ENSAE-Paris, CREST, FR)
- Marcel Nutz (Columbia University, US)
- Aaditya Ramdas (Carnegie Mellon University, US)
- Sara Svaluto-Ferro (University of Verona, IT)
- Renyuan Xu (University of Southern California, US)
- Stefan Zohren (University of Oxford, UK)
Invited Speakers:
- Hansjoerg Albrecher (University of Lausanne, CH)
- Ofelia Bonesini (London School of Economics, UK)
- Katia Colaneri (University of Rome Tor Vergata, IT)
- Damir Filipovic (EPFL and Swiss Finance Institute, CH)
- Ruimeng Hu (University of California, US)
- Grégoire Loeper (BNP Paribas CIB, FR)
- Yuri F. Saporito (Fundação Getulio Vargas, BR)
- Konstantinos Spiliopoulos (Boston University, US)
Additionally on the first day of the congress there will be a panel
discussion with the title:
"AI in Finance and Insurance"
Moderator:
- Josef Teichmann (ETH Zurich, CH)
For further details see the schedule overview:
https://fam.tuwien.ac.at/vcmf2025/speakers.php
Important dates and deadlines:
Submission:
The call for contributed talks & posters is open until March 16, 2025.
Acceptance/rejection letters will be sent until April 15, 2025 at the
latest.
Registration:
Early registration is possible until April 30, 2025.
Registration is possible until June 15, 2025.
Submission and Registration:
https://fam.tuwien.ac.at/vcmf2025/registration.php
CPD - Continuing Professional Development for actuaries:
VCMF 2025 is accredited by the Actuarial Association of Austria (AVÖ).
Actuaries can earn up to 17 CPD points.
For any requests, do not hesitate to write an e-mail to the conference
managers
Katrin Artner and Sandra Trenovatz <vcmf2025(a)fam.tuwien.ac.at>
-----------------------------------------------------
"Le congrès danse beaucoup, mais il ne marche pas."
("The congress does not move forward, it dances.")
Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815)
https://en.wikipedia.org/wiki/Congress_of_Vienna
-----------------------------------------------------
Ricevo e con piacere inoltro
Saluti
Alessandra
---------- Forwarded message ---------
From: Teta, Alessandro <teta(a)mat.uniroma1.it>
Date: Mon, 10 Mar 2025 at 17:07
Subject: Fwd: Seminario di Matematica, Scienza & Società
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Avviso di seminario di Matematica, Scienza & Società
Lunedì 17 marzo 2025, alle ore 17.00
Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza
Università di Roma
*Michela Procesi* (Università di Roma Tre)
*Moti ricorsivi e stabilità nei sistemi dinamici*
Sommario
Uno dei problemi fondamentali della meccanica è descrivere matematicamente
i moti, per esempio il moto planetario o delle particelle in un fluido. A
parte esempi specialissimi però, non ci si può aspettare di poter dare
una descrizione esatta del comportamento in ciascun istante. In effetti in
generale le evoluzioni temporali possono essere molto imprevedibili, ad
esempio, in assenza di attrito, ci si aspetta la coesistenza di dinamiche
ricorrenti e caotiche. In questo seminario discuterò principalmente
modelli semplificati che sono piccole perturbazioni di sistemi di molle e
mostrerò che già in questo caso si osservano vari fenomeni matematicamente
interessanti e fisicamente significativi.
Per le registrazioni dei seminari già svolti e altre informazioni visita il
sito
https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?…
F. Dell'Isola, M. Pulvirenti, E. Rogora, B. Scoppola, A. Teta
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
--
*************************************************
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
*************************************************
Buongiorno a tutti,
Vorremmo segnalarvi che venerdì prossimo (14 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Andrea Macrina (UCL London)
<https://amacrina.wixsite.com/macrina> https://amacrina.wixsite.com/macrina
Title: Continuous-Time Quantile Processes with Applications in Finance and Insurance
Date: March 14, 2025, at 16:30, room 2BC30
Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a dynamic random quantile level that allows for direct interpretation of the resulting quantile process characteristics such as location, scale, skewness, and kurtosis, in terms of the model parameters. The second type are function--valued quantile diffusions and are driven by stochastic parameter processes, which determine the entire quantile function at each point in time. By the proposed construction method, quantile processes are obtained by transforming the marginals of a diffusion process under a composite map consisting of a distribution and a quantile function. Sub-classes of quantile diffusions are explored, with emphasis placed on the Tukey family of models whereby skewness and kurtosis are directly parameterised and thus the composite map is explicable with respect to such statistical behaviours. As an example of an application of quantile diffusions, we show how probability measure distortions, a form of dynamic tilting, can be induced. Though particularly useful in financial mathematics and actuarial science, examples of which are given in this work, measure distortions feature across multiple research areas. For instance, dynamic distributional approximations (statistics), non-parametric and asymptotic analysis (mathematical statistics), dynamic risk measures (econometrics), behavioural economics, decision making (operations research), signal processing (information theory), and not least in general risk theory including applications thereof.
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin
Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…>
Venerdì 14/03/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario:
------------------------------------------------
11.00-12.00
Speaker: Sahani PATHIRAJA (UNSW SYDNEY)
Title: ON CONNECTIONS BETWEEN SEQUENTIAL BAYESIAN INFERENCE AND EVOLUTIONARY DYNAMICS
Abstract: It has long been posited that there is a connection between the dynamical equations describing birth-death & evolutionary processes in biology (so-called ``replicator-mutator’’ dynamics) and sequential Bayesian learning methods. This talk describes new research in which this precise connection is rigorously established in the continuous time setting. Here we focus on a class of interacting particle methods for solving the sequential Bayesian inference problem which are characterised by a McKean-Vlasov Stochastic differential equation. Of particular importance is a piecewise smooth approximation of the observation path from which the discrete time filtering equations are shown to converge to a Stratonovich interpretation of the Kushner equation. This smooth formulation will then be used to draw precise connections between nonlinear filtering and replicator-mutator dynamics. Additionally, gradient flow formulations will be investigated as well as a particular form of replicator-mutator dynamics which is shown to be beneficial for filtering with misspecified models. It is hoped this work will spur further research into exchanges between sequential learning and evolutionary biology and to inspire new algorithms in filtering and sampling.
12.00-13.00
Speaker: Quan ZHOU (TEXAS AMU)
Title: GENERATIVE MODELING USING SOFT-CONSTRAINED SCHRODINGER BRIDGE
Abstract: Schrodinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We propose to generalize this problem by allowing the terminal distribution to differ from the target but penalizing the Kullback-Leibler divergence between the two distributions. We call this new control problem soft-constrained Schrodinger bridge (SSB). The main contribution of this work is a theoretical derivation of the solution to SSB, which shows that the terminal distribution of the optimally controlled process is a geometric mixture of the target and some other distribution. This result is further extended to a time series setting. One application is the development of robust generative diffusion models. We propose a score matching-based algorithm for sampling from geometric mixtures and showcase its use via a numerical example for the MNIST data set. Joint work with J. Garg and X. Zhang.
------------------------------------------------
Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 12/03/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it>
Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto.
Cordiali saluti,
Matteo Giordano
Assistant Professor (RTDA)
Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS)
www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>
Dear colleagues,
We are pleased to announce the upcoming StatPhys29 Satellite Conference:
"Non-equilibrium statistical physics: mathematical and physical advances", Florence 21-25 July 2025:
https://sites.google.com/view/nesp-2025
Research on non-equilibrium statistical physics has been developing rapidly and today represents a theme of growing interest worldwide. Fundamental ideas, methods and techniques have gradually made their way from statistical physics into probability theory and mathematical physics, where they lead to new problems and new solutions. This crossroad has developed into a very active research area over the past 10 years. In the proposed workshop the focus is on common concepts and tools and on the surprising new connections that have become available recently. Key topics that will be addressed at the conference are: (1) Non-equilibrium steady states of classical, quantum, and stochastic systems; (2) KPZ universality; (3) integrable quantum dynamics; (4) hydrodynamic limit and large deviations; (5) anomalous transport. The satellite meeting aims at gathering major experts in these fields, with the goal of exchanging ideas and setting the stage for further progress.
Registration Details:
This Satellite Conference is open to everybody. There is the possibility of a few contributed talks.
• Deadline: April 30, 2025.
• Please register via https://sites.google.com/view/nesp-2025
• There is no registration fee.
Feel free to share this invitation with anyone who may be interested.
Best regards,
L. Avena, F. Colomo, C. Giardina', P. Goncalvez, F. Essler, T. Sasamoto, H. Spohn.
Dear all,
We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND
FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of
the University of Padova, on APRIL 19TH, 2024.
The Colloquium will bring together researchers in stochastic analysis
and mathematical finance. The workshop will start at 10am and end at
5pm. Attendance is free but registration is required (on the
conference website). Please note that, due to the small capacity of
the conference room, we will be able to host only a limited number of
attendees.
WEBSITE: https://events.math.unipd.it/SpringColloquium5
INVITED SPEAKERS:
- Eduardo ABI JABER (École Polytechnique, FR)
- Huy Ngoc CHAU (University of Manchester, UK)
- Giulia DI NUNNO (University of Oslo, NR)
- Roxana DUMITRESCU (King's College London, UK)
- David SKOVMAND (University of Copenhagen, DK)
- Luca TASCHINI (University of Edinburgh, UK)
We hope to see you in Padova! Best wishes,
Giorgia Callegaro and Claudio Fontana