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YEPXX | 23-27 June | final announcement
by Simone Baldassarri 11 May '25

11 May '25

Dear colleagues, This is the final announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology. Please visit the website of the event YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…> for further information about the list of the speakers, the schedule and the abstract of the talks. Young researchers are encouraged to participate and contribute with a short talk or a poster by submitting their proposals through the registration form. They can also apply for financial support. If you want to apply for this, please send an email to *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl> *with a brief motivation. The deadline for both contributions and financial support applications is *May 25.* We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe

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Avviso di Seminario: Prof. Kei Kobayashi
by luigia.caputo 10 May '25

10 May '25

Il giorno 13 maggio 2025, alle ore 11:30, in SP2L, aula S. Rionero, del Dipartimento di Matematica e Applicazioni R. Caccioppoli dell'Università degli Studi di Napoli Federico II, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "_Numerical approximation of stochastic di__ﬀ__erential equations modeling subdi__ﬀ__usion"_ Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 09 May '25

09 May '25

Cari colleghi, The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, ~2200 EUR net salary per month) for 3 years starting October 1st, 2025. The IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. DEADLINE FOR APPLICATIONS IS MAY 25, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/193504 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Cordiali saluti, Fabio Bugini

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Cancellazione seminario//12 maggio//Andrea Rinaldo
by Faggionato, Alessandra 09 May '25

09 May '25

Buongiorno purtroppo il seminario di Andrea Rinaldo per Matematica, Scienza e Società previsto per lunedì 12 maggio presso il Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma è stato annullato. Saluti 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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Seminario di Zongchen Chen a Roma Tre il 15 maggio alle 14:30
by Pietro Caputo 08 May '25

08 May '25

Giovedì 15 maggio alle ore 14.30 Zongchen Chen (Georgia Institute of Technology) terrà il seminario Title: *Counting Random k-SAT Near the Satisfiability Threshold*. Abstract: We present efficient counting and sampling algorithms for random k-SAT when the clause density is at most 2^k/poly(k). In particular, the exponential term 2^k matches the satisfiability threshold O(2^k) for the existence of a solution and the (conjectured) algorithmic threshold 2^k (\ln k)/k for efficiently finding a solution. At the heart of our approach is a refined analysis of the recent novel coupling procedure introduced by Wang and Yin. Our new analysis utilizes the structural properties of random constraint satisfaction problems (CSPs). It provides a universal framework for efficient counting and sampling for random atomic CSPs, including, for example, random hypergraph colorings. At the same time, we obtain as immediate corollaries several important probabilistic properties of random CSPs that have been widely studied but rarely justified, including replica symmetry and non-reconstruction. Joint work with Aditya Lonkar, Chunyang Wang, Kuan Yang, and Yitong Yin. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Via della Vasca Navale 84, Aula A. -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo

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Call for Papers: Special Issue on "Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making" - Mathematics
by Marta Pittavino 08 May '25

08 May '25

*Call for Papers* *Special Issue on “Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making”* *A special issue of Mathematics (ISSN 2227-7390), Section D1: Probability and Statistics* *Guest Editor:* Dr. Marta Pittavino (Ca’ Foscari University of Venice, Venice School of Management, Italy) Dear Colleagues, I am delighted to invite you to contribute to this Special Issue of *Mathematics*, dedicated to *“Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making.”* This issue aims to showcase cutting-edge research and methodological innovations in the increasingly relevant domain of Bayesian Networks, with a particular focus on parameter learning, model fitting, and real-world decision-making applications. We welcome contributions on a wide range of topics, including (but not limited to) additive and dynamic Bayesian Networks, prior distribution choices for parameter estimation, score functions, and the factorization of joint probabilities. Special emphasis will be placed on empirical applications and case studies that demonstrate the impact of Bayesian approaches on practical decision-making. Our goal is to foster a vibrant interdisciplinary dialogue, bringing together researchers from academia and industry to explore new challenges and solutions in this evolving field. We warmly encourage you to submit your latest findings and insights, helping to expand the frontiers of knowledge in Bayesian modeling and decision sciences. We hope this Special Issue will become a valuable reference point for scholars and practitioners alike. Looking forward to your contributions and to a stimulating exchange of ideas! Warm regards, Dr. Marta Pittavino *Guest Editor* *Keywords* - Additive Bayesian networks - Dynamic Bayesian networks - Decision sciences - Choice of the prior distribution - Factorization of the joint probability - Score functions Information on how to submit the paper is available here <https://www.mdpi.com/si/mathematics/1LH93RZ1T1>. *Deadline for the submissions: **10 September 2025*! -- *Marta Pittavino* *Tenure-Track **Assistant Professor of Statistics (RTD-B)* Campus Economico San Giobbe Cannaregio 873 30121 Venezia T. +39 041 234 8755 W. www.veniceschoolofmanagement.it *Last publication: Kinlessness at older ages: Prevalence and heterogeneity in 27 countries <https://dx.doi.org/10.1093/geronb/gbae180>* LinkedIn page <https://www.linkedin.com/in/marta-pittavino-8668863a/>

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Announcement PhD course@UniPD - Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers, by Prof. Yuliia Mishura
by Tiziano Vargiolu 07 May '25

07 May '25

We are pleased to announce the PhD course "Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers", held by Prof. Yuliia Mishura (Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv) The course is organized by the Doctoral Program in Mathematical Sciences of the University of Padova --------------------- Aim: To introduce PhD students to the most interesting and modern models of stochastic pro- cesses, which, firstly, have various and quite deep analytical, wise-trajectory and asymptotic properties, and secondly, serve as adequate models in financial mathematics, physics, cellular communications, biology, etc. We will consider stochastic differential equations with both the Wiener process and the fractional Brownian process and its generalizations. Course contents: Standard Cox-Ingersoll-Ross and Bessel processes: local and global be- haviour of the trajectories as the functionals of coefficients. Fractional Cox-Ingersoll-Ross and Bessel processes and their main properties in dependence of the value of Hurst index. Drift parameters estimation in the standard and fractional Cox-Ingersoll-Ross models. Exact and ap- proximate option pricing under stochastic volatility modeled by fractional Ornstein-Uhlenbeck process. Functional limit theorems for financial markets driven by fractional long-range de- pendent processes. Fractional Gaussian noise: entropy and alternative entropy functionals, an- alytical and computational problems related to predictors. Gaussian-Volterra processes as the generalization of fractional Brownian motion. Tempered fractional processes. A more detailed description of the course can be found here: https://www.math.unipd.it/~dottmath/corsi2025/Mishura.pdf --------------------------- The course will consist of 16 hours, beginning on May 14, 2025 with the following calendar: 14/5 h. 14.30-16.30 16/5 h. 10.00-12.00 20/5 h. 14.30-16.30 21/5 h. 14.30-16.30 27/5 h. 14.30-16.30 30/5 h. 10.00-12.00 3/6 h. 14.30-16.30 6/6 h. 10.00-12.00 The course is free, but for organizing reasons we kindly ask all interested people to enroll the course here: https://servizi-esterno.math.unipd.it/userlist/lista/view?id=119 ------------------ Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Next OWPS today
by Luisa Andreis 07 May '25

07 May '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars> (next dates: May 14, May 21). We hope to see many of you online! Luisa and Roger ---------- Forwarded message --------- From: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> Date: Sun, May 4, 2025 at 9:58 PM Subject: Next OWPS this Wednesday To: <owps(a)lists.bath.ac.uk<mailto:owps@lists.bath.ac.uk>> The next OWPS will be on Wednesday, May 7, from 13:00 to 15:00 UTC time Speakers: Matthew Kahle<https://matthewkahle.org/> (Ohio State University), András Mészáros<https://users.renyi.hu/~meszaros/> (Alfréd Rényi Institute of Mathematics) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. Upcoming seminars<https://www.owprobability.org/one-world-probability-seminar/future-seminars>: May 14: Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) May 21: Eleanor Archer (Dauphine-PSL Paris), Anita Winter (Duisburg-Essen University) ----------------------- Introduction to determinantal random hypertrees Matthew Kahle (Ohio State University) Abstract: A hypertree is a simplicial complex that serves as a higher-dimensional analogue of a tree. We will discuss a natural model of random hypertree, inspired by enumerative work of Kalai and probabilistic work of Lyons. This model is a higher-dimensional analogue of a uniform spanning tree on a complete graph. In this talk, we will take some time to carefully motivate and define the model, and then to discuss some of its probabilistic properties. Finally, we will overview some results of Andrew Newman's and mine about the basic properties of 2-dimensional determinantal random hypertrees. In particular, we will discuss torsion in homology and hyperbolicity of the fundamental group. I will not assume any topological prerequisites, and will aim to make the talk as self contained as possible. Determinantal hypertrees and graph limits András Mészáros (Alfréd Rényi Institute of Mathematics) Abstract: We discuss how graph limit theory can provide us with useful tools to understand random simplicial complexes. Extendending the result of Grimmett on the local weak limit of uniform random spanning trees of complete graphs, we describe the local weak limit of determinantal hypertrees. Relying on the large deviation principle for the Erdős–Rényi random graph by Chatterjee and Varadhan, we give an upper bound on the mod 2 homology of 2-dimensional determinantal hypertrees. If time permits, we discuss conjectures on the distribution of the p-torsion of the first integral homology group of 2-dimensional determinantal hypertrees. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Save the date: OWABI@BioInference2025 - 29th May 10am UK time
by Massimiliano Tamborrino 07 May '25

07 May '25

Dear all, the next OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is going to be quite special, consisting of two selected talks livestreamed from BioInference 2025 (https://bioinference.github.io/2025/), a conference on mathematical modelling and inference on (broadly speaking) biological system. The seminars will be on Thursday the 29th May, at 10am UK time (note the different time with respect to previous seminars), 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: 10-10.30am 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: 10.30-11am 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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5th ZiF Summer School Randomness in Physics and Mathematics
by Manuela Girotti 07 May '25

07 May '25

Deal all, I am forwarding the following exciting Summer School opportunity for young researchers (PhDs and postdocs). << Dear Colleague, Below please find the second circular on the 5th ZiF Summer School Randomness in Physics and Mathematics: From Thermalisation in Quantum systems to Random Matrices, Aug. 25 - Sept. 6, 2025, ZiF Bielefeld, Germany Please feel free to forward this to potential junior participants. The goal of this two-week event is to bring together PhD or MSc students and postdocs from various areas in mathematics, mathematical and theoretical physics. Topics include the eigenstate thermalisation hypothesis, two-dimensional Coulomb gases, multiplicative chaos and deep learning, with methods coming from free probability, spin glasses, integrable systems, and statistics. The interdisciplinary lecture series will be given by Benoit Collins (Kyoto), Laszlo Erdös (Klosterneuburg), Laura Foini (Saclay), Silvio Franz (Paris), Tamara Grava (Bristol), Gaultier Lambert (Stockholm), Andrea Montanari (Standford) and Ofer Zeitouni (Rehovot), see https://indico.physik.uni-bielefeld.de/event/220/ for further details. The school will kick off the 4 month programme "The Lush World of Random Matrices" at the Centre for Interdisciplinary Research ZiF, organised by Jean-Philippe Bouchaud and Valentina Ros. For further information including the 3 workshops held in this period see https://www.uni-bielefeld.de/einrichtungen/zif/groups/ongoing/matrices/ May 18 2025 is the deadline for applications to participate in the 5th ZiF Summer School, see https://indico.physik.uni-bielefeld.de/event/220/page/38-registration-form For further information about the school please contact one of the organisers: akemann(a)physik.uni-bielefeld.de or goetze(a)math.uni-bielefeld.de With best regards, Gernot Akemann and Friedrich Goetze >>

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