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Bernoulli Society New Researcher Award
by Antonio Lijoi 01 Apr '26

01 Apr '26

The Bernoulli Society New Researcher Award recognizes the work of outstanding young researchers in the fields of Mathematical Statistics and Probability. The awardees of this annual prize shall give a presentation in a special session at one of our major conferences, and will receive a funding towards travel and other expenses. Bernoulli News publishes their pictures and a paragraph about their work. Eligible candidates must be within 5 years from getting the Ph.D. to the year when the assessment occurs. An extension may be given to those having had disruptions after receiving the Ph.D., such as parenthood. This prize is awarded to Bernoulli Society members only. The call for the Bernoulli Society New Researcher Award 2027 in Mathematical Statistics is now open. The Bernoulli Society welcomes applications to the New Researcher Award 2027. Each awardee shall deliver a talk at a special invited session during the Conference on 66th ISI World Statistics Congress to be held in Lusaka, Zambia, July 11-15, 2027, and will receive funding up to 1000 EUR to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Mathematical Statistics who obtained the PhD degree on or after June 30th, 2021, and who are regular members of the Bernoulli Society. An extension may be given to those having had disruptions after receiving the PhD, such as parenthood. Diversity among the awardees is one of the Society’s goals, and therefore women and members of under-represented groups are particularly encouraged to apply. For instructions on how to apply, please see https://www.bernoullisociety.org/prizes/267-bernoulli-society-new-researche… Application Deadline: June 30th, 2026

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9 apr 2026 - seminario Prof. D. La Vecchia
by Enea Bongiorno 01 Apr '26

01 Apr '26

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 9 Aprile 2024 ore 14.30 - sala riunioni primo piano, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/isi-ipsn-tpa *Title:* From Monge to Huber through a Schrödinger Bridge: Robust Optimal Transport in Large Dimensions *Prof. Davide La Vecchia*, University of Geneva *Abstract*: Optimal Transport (OT) plays an increasingly important role in modern statistics and machine learning. I will begin the talk with a gentle introduction to the OT problem, first in its classical Monge formulation andthen in the relaxed Kantorovich framework, highlighting their statistical relevance and limitations. I will then present two recent advances that address the sensitivity of classical OT to outliers and heavy-tailed distributions. The first is the Robust Optimal Transport (ROBOT) framework, which leads to the robust Wasserstein Distance , a Huberised version of . I discuss its main properties,concentration inequalities, and consequences for minimum-distance estimation,together with applications in statistics (e.g., location estimation under heavy tails) and in machine learning (e.g., Generative Adversarial Networks). I will illustrate that ROBOT is effective in handling outlying values but is still sensitive to the dimensionality of the data. Thus, in the second part of the talk I introduce E-ROBOT, which integrates ROBOT with entropic regularization through connections to the Schrödinger bridge problem. This yields the robust Sinkhorn divergence , which enjoys dimension-free sample complexity of order, where n denotes the sample size. I briefly illustrate its use in large dimensional tasks in statistics, image analysis, and machine learning (e.g., goodness-of-fit testing, barycenter computation for corrupted shapes, gradient flows, and image colour transfer). Overall, the talk provides a unified perspective on robustness and regularization in OT, together with theoretical guarantees and practical computational tools. The talk is based on: Inference via robust optimal transportation: theory and methods, Y. Ma, H. Liu, D. La Vecchia & M. Lerasle, International Statistical Review, Available online from 26 June 2025, https://doi.org/10.1111/insr.70000 E-ROBOT: a dimension-free method for robust statistics and machine learning via Schrödinger bridge, D. La Vecchia & H.Liu, 2025, https://arxiv.org/pdf/2509.11532 ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1LKDh1zL716hVIJckknL0gxf-N8rYtz6u/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/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 ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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4th Finnish Summer School on Probability and Statistics, 50 years jubilee edition, Lammi, Finland 25-29.5.2026
by Gasbarra, Dario 01 Apr '26

01 Apr '26

Dear friends of Stochastics and Statistics, the 44th Finnish Summer School on Probability and Statistics, 50 years jubilee edition, will take place in Lammi, Finland 25-29.5.2026 ! Please check the website 44th Finnish Summer School on Probability and Statistics, 50 years jubilee | FDNSS<https://fdnss.fi/44th-finnish-summer-school-on-probability-and-statistics-5…> https://fdnss.fi/wp-content/uploads/2026/03/fdnss-school_poster-2026.pdf Minicourses: * Nils Berglund<https://www.idpoisson.fr/berglund/> (Université d’Orléans) Topics in Gaussian Wiener chaos expansion (abstract)<https://fdnss.fi/topics-in-gaussian-wiener-chaos-expansion/> * Giulia di Nunno<https://www.mn.uio.no/math/personer/vit/giulian/> (University of Oslo) BSDEs and fully-dynamic risk measures * Frank Röttger<https://sites.google.com/view/roettger/startseite> (University of Twente) Probabilistic graphical models and their application to extreme value statistics * SJS Lectures: Subhabrata Sen<https://sites.harvard.edu/sus977/> (Harvard University) Recent progress in multi-modal data analysis (abstract)<https://fdnss.fi/recent-progress-in-multi-modal-data-analysis/> See you in Lammi ! Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland dario.gasbarra(a)uwasa.fi

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Conference in honour of Freddy Delbaen
by Sara 31 Mar '26

31 Mar '26

Dear all, Below you will find the details of the conference in honor of Professor Freddy Delbaen, on the occasion of his 80th birthday. Warm regards, ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of AI, Data and Decision Sciences *LUISS University* Address: Viale Romania, 32 00197 Roma *Web*: https://www.luiss.it/faculty/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/ ---------- Forwarded message --------- Da: Delia Coculescu <delia.coculescu(a)df.uzh.ch> Date: Mar 31 Mar 2026, 21:22 Subject: Conference in honour of Freddy Delbaen To: Sara <sara.biagini(a)gmail.com> Cc: Cheridito Patrick <patrickc(a)ethz.ch>, Damir Filipovic < damir.filipovic(a)epfl.ch> Dear Sara, We organise a conference for Freddy’s 80 birthday, 7-9 September 2026. Information is under [image: imageCarousel.imageformat.lightbox.644279698.jpg] Freddy Delbaen Conference <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> risklab.ethz.ch <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> Feel free to sent the information to people that may be interested to attend. Also, note that we have an open call for contributed talks, with deadline April 23. Best wishes, Delia

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STATISTICAL REFLECTIONS: Half-day Workshop on Statistical Methods - Ca’ Foscari University (Scientific Campus Venezia Mestre)
by Carlo Gaetan 30 Mar '26

30 Mar '26

The STREAM group (https://www.unive.it/pag/16818/) of the Ca’ Foscari University, in collaboration with the Data-Centric Environmental Studies Centre (DESC <https://www.unive.it/web/it/15083/home>), invites you all to STATISTICAL REFLECTIONS Half-day Workshop on Statistical Methods <https://drive.google.com/file/d/1GaAmvj5l4a9qmESfDGz9Q3wuQqgD6_ym/view?usp=…> Venice April 8, 2026 Ca’ Foscari University Scientific Campus Aula Epsilon 2 Via Torino 155 Venezia Mestre Program: -14:00 Miguel de Carvalho (University of Edinburgh): On Extremal Vulnerability in Multivariate Extremes -14:45 Philippe Naveau (Laboratoire des Sciences du Climat et de l’Environnement): A Kullback--Leibler divergence test for multivariate extremes with applications to environmental data -15:45 Simone Padoan (Bocconi University): Optimal weighted pooling for inference about the tail index and extreme quantiles Speaker: Miguel de Carvalho University of Edinburgh), UK https://webhomes.maths.ed.ac.uk/~mdecarv/ <https://warwick.ac.uk/dfirth> On Extremal Vulnerability in Multivariate Extremes In many complex systems, identifying the most vulnerable component is essential for effective prevention, intervention, and risk management. In this talk, I will introduce the notion of extremal vulnerability, defined as the long run tendency of a component to be affected by extreme events occurring in other components. The proposed framework builds on the tail dependence matrix and introduces the Extremal Vulnerability Rank (XVRank) method—a PageRank-inspired algorithm designed to quantify extremal vulnerability. We establish the theoretical properties of the proposed inferences, including consistency and asymptotic normality, and validate their performance through Monte Carlo simulations. The proposed methods are illustrated using financial data to determine assets most exposed to severe market downturns. Speaker: Philippe Naveau Laboratoire des Sciences du Climat et de l’Environnement, France https://www.lsce.ipsl.fr/en/pisp/philippe-naveau/ <https://www.ikosmidis.com/> A Kullback--Leibler divergence test for multivariate extremes with applications to environmental data Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack theoretical justification and statistical guarantees. On the other hand, extreme value theory provides the theoretical foundation for constructing asymptotically justified tests. We combine this theory with Kullback--Leibler divergence, a fundamental concept in information theory and statistics, to propose a test for equality of extremal dependence structures in practically relevant directions. Under suitable assumptions, we derive the limiting distributions of the proposed statistic under null and alternative hypotheses. Importantly, our test is fast to compute and easy to interpret by practitioners, making it attractive in applications. Simulations and various environmental applications will be covered. Speaker: Simone Padoan Bocconi University, Italy https://www.unibocconi.it/en/faculty/simone-padoan <https://www.unibocconi.it/en/faculty/simone-padoan> Optimal weighted pooling for inference about the tail index and extreme quantiles We investigate pooling strategies for tail index and extreme quantile estimation from heavy-tailed data. To fully exploit the information contained in several samples, we present general weighted pooled Hill estimators of the tail index and weighted pooled Weissman estimators of extreme quantiles calculated through a nonstandard geometric averaging scheme. Our results include optimal choices of pooling weights based on asymptotic variance and MSE minimization. In the important application of distributed inference, we show that the variance-optimal distributed estimators are asymptotically equivalent to the benchmark Hill and Weissman estimators based on the unfeasible combination of subsamples, while the AMSE-optimal distributed estimators enjoy a smaller AMSE than the benchmarks in the case of large bias. Simulations confirm the statistical inferential theory of our pooled estimators. An application to real weather data is showcased. Participation is free and open to anybody interested. Best regards Caelo Gaetan -- Carlo Gaetan Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[https://www.unive.it/data/people/5591383] ID orcid:[https://orcid.org/0000-0002-1361-9959] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

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Next Webinar PRISMA - April 13, 2026 - Speakers: Jodi Dianetti & Giorgio Ferrari
by Luciano Campi 30 Mar '26

30 Mar '26

Webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for Monday, April 13, 2026. The speakers will be Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (University of Bielefeld), who will speak on: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems According to the following schedule 16:00 1st seminar 16:30 Break and discussions 16:45 2nd seminar 17:15 Conclusions and discussions The abstract can be found below. The seminars will be streamed on Teams at the following link: <https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> teams.microsoft.com<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> [X]<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi %%%%%%%%%%%%%%%%%%%%%%%%%%%% SPEAKERS: Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (Bielefeld University) TITLE: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems ABSTRACT: This talk is divided into two parts, both devoted to stochastic control problems with singular controls. In both cases, a connection with optimal stopping plays a key role, although it arises in different ways and from different perspectives. In the first part, we consider optimal stopping problems from a reinforcement learning perspective. We formulate the stopping decision through randomized stopping times, modeled by bounded, nondecreasing, càdlàg control processes, and introduce an entropy regularization that promotes exploration. The resulting problem can be rewritten as a degenerate, finite-fuel singular stochastic control problem. Using dynamic programming, we characterize the optimal exploratory policy, obtain semi-explicit solutions in a real-option setting, analyze the vanishing-entropy limit, and propose a policy-iteration reinforcement learning algorithm with convergence guarantees. In the second part, we turn to mean-field control problems with singular controls over a finite horizon, allowing for general dependence on the distribution of the state. We show that these problems can be linked to a mean-field game with singular controls, and that equilibria of this game yield optimal controls for the original problem. For a mean-field version of the classical monotone follower problem, the associated equilibrium is characterized by exploiting its connection with optimal stopping together with a Kakutani-Fan-Glicksberg fixed-point argument, leading to a complete characterization of the optimal control in terms of a moving free boundary that uniquely solves a nonlinear integral equation. The talk is based on (ongoing) joint works with Andrea Amato, Federico Cannerozzi, and Renyuan Xu. --------------------------------------------------------

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Workshop announcement: "Spreading dynamics in random environments" at WIAS Berlin: July 06-08 2026
by Benedikt Jahnel 28 Mar '26

28 Mar '26

Dear owner, would you be so kind and allow me to send the following advertisement for a workshop. Thanks and best regards, Benedikt ====================================== Dear colleagues, as a reminder, see the advertisement below for our workshop on „Spreading dynamics in random environments" at WIAS Berlin, in July: https://wias-berlin.de/workshops/SDRE26/ https://wias-berlin.de/workshops/SDRE26/ With best regards, Benedikt ====================================== Dear colleagues, the registration is now open for the workshop „Spreading dynamics in random environments" taking place July 06-08 2026 at WIAS Berlin. Understanding how infections or information propagate through populations, or more generally, through complex networks embedded in space, is a central challenge of the modern world. This workshop brings together both established experts and early-career researchers working on mathematical approaches to information and infection spread in random environments. The program will feature a mini-course by Alexandre Stauffer, complemented by invited research talks from other participants. Speakers: Prof. Alexandre Stauffer, Kings College London (Minicourse) David Coupier (IMT-Université de Lille) Marta Dai Pra (Universität Bielefeld) John Fernley (University of Warwick) Lisa Hartung (Universität Mainz) Johannes Lengler (ETH Zurich) Laurent Ménard (Université Paris Nanterre) Cornelia Pokalyuk (Universität Lübeck) Bruno Schapira (Université Lyon 1) Marie Théret (Université Paris Nanterre) Stefanie Winkelmann (Zuse Institut Berlin) More details and registration can be found at https://wias-berlin.de/workshops/SDRE26/ Registration is free but mandatory. We look forward to seeing you in Berlin, with best regards, Jonas Köppl, Lukas Lüchtrath, and Benedikt Jahnel PS: This workshop is possible thanks to the support of the SPP2265 (through the German DFG), the Berlin Cluster of Excellence Math+, and WIAS Berlin. -- Prof. Dr. Benedikt Jahnel Head of Leibniz Group DYCOMNET Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Anton-Wilhelm-Amo-Str. 39 10117 Berlin, Germany Phone +49 30 20372-445 https://www.wias-berlin.de/people/jahnel/?lang=1 Legal Notice <https://www.wias-berlin.de/about/imprint.jsp> Legal entity: Forschungsverbund Berlin e. V. | Rudower Chaussee 17 | 12489 Berlin, Germany Registered office: Berlin – Registered at the Berlin-Charlottenburg local court – Reg. No.: VR 12174 B | VAT number: DE 136785011 Joint power of attorney: Prof. Dr. Michael Hintermüller (Director of the WIAS) and Martin Böhnke (Managing Director of the FVB)

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Premio SMF per Tesi di Dottorato
by Maurizia Rossi 27 Mar '26

27 Mar '26

Cari tutti, Vi segnalo con piacere una nuova attività del *Seminario Matematico e Fisico di Milano*: sono aperte le candidature per il *Premio Tesi di Dottorato* https://www.smf-milano.it/phd.html Possono partecipare alla selezione coloro che abbiano conseguito il titolo di Dottore di Ricerca in *Matematica*, o titolo riconosciuto equipollente, presso un’Università o istituzione scientifica *italiana* nei *18 mesi *precedenti la data di scadenza del bando (*31 maggio 2026*). Vi chiederei la cortesia di pubblicizzare il bando tra i vostri contatti e all'interno delle vostre Scuole di Dottorato. Cordiali saluti, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario di Enrico Scalas
by Lorenzo Facciaroni 26 Mar '26

26 Mar '26

Buonasera, Vi segnalo il seguente seminario (https://www.dss.uniroma1.it/it/node/8750) di domani 27 Marzo del prof. Enrico Scalas, che si terrà presso il Dipartimento di Scienze Statistiche (Sapienza Università di Roma, edificio CU002) in aula V, alle ore 12:00: *The Ehrenfest-Brillouin Model and its Applications* The Ehrenfest-Brillouin Model (EBM) is a framework for understanding complex systems. We begin by establishing a hierarchy of state descriptions, moving from individual descriptions to statistical descriptions before arriving at "frequencies of frequencies." This structural approach facilitates a rigorous definition of the EBM as a random dynamic process whose state space coincides with these world descriptions. The EBM is an irreducible and aperiodic Markov chain, ensuring the convergence to a unique stationary distribution regardless of the initial state. The EBM dynamics incorporates interaction parameters that allow the system to recover Maxwell-Boltzmann, Bose-Einstein, or Fermi- Dirac statistics depending on the degree of dependency between agents. The model’s stochastic rules naturally yield emergent phenomena such as power laws. Finally, we discuss the broad applicability of the EBM in physics and the social sciences, for example in modeling wealth distribution. The EBM provides a unifying bridge between the combinatorial foundations of statistical mechanics and socio-economic theory. Di seguito link per il collegamento online https://uniroma1.zoom.us/j/83625004899?pwd=bXCtz0 mp759PUh2lkqT0BUoVa0Uegg.1 Passcode: 123456 Buona serata, Lorenzo Facciaroni -- *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>*

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Reminder: spring school "Mathematical Aspects of Plasma Physics and Turbulence", May 4-8, 2026, Pisa
by Theresa Lange 26 Mar '26

26 Mar '26

Dear colleagues, With this I would like to remind you of the below event. Despite the previous announcement, there is still funding available for participants. Feel free to contact the organisers for further information. Kind regards Theresa Lange ——— Dr. Theresa Lange Research Group Leader (DFG Emmy-Noether-programme) Max Planck Institute for Mathematics in the Sciences Inselstr. 22 04103 Leipzig Germany theresalange(a)mis.mpg.de <mailto:theresalange@mis.mpg.de> >> Von: Theresa LANGE <theresa.lange(a)sns.it <mailto:theresa.lange@sns.it>> >> Betreff: Announcement of spring school "Mathematical Aspects of Plasma Physics and Turbulence", May 4-8, 2026, Pisa >> Datum: 9. Februar 2026 um 11:22:59 MEZ >> An: random(a)lists.dm.unipi.it <mailto:random@lists.dm.unipi.it> >> >> Dear colleagues, >> >> with this we would like to draw your attention to the following event: >> >> From May 4th-8th, 2026, we are organising the spring school “Mathematical Aspects of Plasma Physics and Turbulence”, to be held at Scuola Normale Superiore di Pisa. It will comprise three lecture series on mathematical models and techniques arising in plasma physics, and aims to bring together mathematicians and physicists with complementary expertise in these areas. >> >> The event shall be targeted at researchers in particular at early-career level, working in the fields of kinetic equations, scaling limits, diffusion processes, and pattern formation in partial differential equations. They will be able to share their work via presentation of a talk or a poster. Limited funding is available for accommodation. >> >> We would kindly like to ask you to forward this information to interested students and colleagues. Further information on the event can be found on the webpage https://indico.sns.it/event/139/. >> >> Registration is open until March 10th for those requiring funding, and latest until April 26th, under https://indico.sns.it/event/139/registrations/83/. >> >> Best wishes >> >> Franco Flandoli, Ciro Campolina, Federico Butori, Theresa Lange, Yassine Tahraoui >> >> — >> >> Dr. Theresa Lange >> Postdoctoral Researcher >> >> Group Prof. Franco Flandoli >> Scuola Normale Superiore >> Piazza dei Cavalieri 7 >> 56126 Pisa >> Italy

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