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"An afternoon on stochastic control" - Milano-Bicocca
by Federica Masiero 13 Mar '25

13 Mar '25

Carissime/i segnaliamo che* lunedì 24 marzo, alle ore 14 in aula 3014*, edificio U5-Ratio, Università di Milano Bicocca, terzo piano, si terrà il mini workshop *"An afternoon on stochastic control"* Di seguito il programma: ore 14 *"Mean field Games in Hilbert spaces"* Salvatore Federico - Università di Bologna ore 14.40 *"Semimartingales with jumps, weak Dirichlet processes and* *generalized martingale problems"* Elena Bandini - Università di Bologna ore 15.20 *"Stochastic control for SPDEs driven by cylindrical stable noise"* Alessandro Bondi - Università Luiss Roma ore 16.00 coffee break ore 16.30 *"Stochastic model reduction in a control problem motivated by climate models"* Giuseppina Guatteri - Politecnico di Milano ore 17.10* "On some models of biodiversity evolution and agroecology"* Fausto Gozzi - Università Luiss Roma -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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Eurandom Workshop on Dependence Modeling at TU Eindhoven (NL) - June 30 - July 2, 2025
by Elisa Perrone 13 Mar '25

13 Mar '25

Dear Colleagues, We are excited to announce the Eurandom Workshop on Dependence Modeling, that will take place at TU Eindhoven (NL) from June 30, until July 2, 2025. This event will bring together subject experts to explore the latest advancements in dependence modeling, covering both theoretical and practical aspects. There will be the opportunity for researchers in the field to present a poster. The event is sponsored by Eurandom, NWO, and 4TU.AMI. Registration is now open! For more details and to register, please visit the workshop page: Workshop Webpage <https://www.eurandom.tue.nl/event/https-www-eurandom-tue-nl-event-yes-depen…>. We look forward to your participation! Best regards, Elisa Perrone (on behalf of all the organizers, Alexis Derumigny, Irène Gijbels, and Antonis Papapantoleon) --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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A spring day in Probability and Statistical Physics: 11 aprile 2025, Firenze
by Luisa Andreis 11 Mar '25

11 Mar '25

(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>

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registration open | PrefStat SUMMER SCHOOL, 30/6 - 4/7 2025, University of Oslo (Norway)
by Valeria Vitelli 11 Mar '25

11 Mar '25

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

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DS4HB Workshop - last call for registrations!
by Francesca Ieva 11 Mar '25

11 Mar '25

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/

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43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025
by Gasbarra, Dario 11 Mar '25

11 Mar '25

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

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Vienna Congress on Mathematical Finance 2025 - Submission Deadline: March 16
by Sandra Trenovatz 11 Mar '25

11 Mar '25

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 -----------------------------------------------------

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Fwd: Seminario di Matematica, Scienza & Società
by Faggionato, Alessandra 10 Mar '25

10 Mar '25

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 *************************************************

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Seminario Padova - Andrea Macrina
by alekos.cecchin＠unipd.it 10 Mar '25

10 Mar '25

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/

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Seminars in Statistics at Collegio Carlo Alberto - Sahani PATHIRAJA (UNSW SYDNEY) and Quan ZHOU (TEXAS AMU)
by Matteo Giordano 08 Mar '25

08 Mar '25

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/>

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