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Reminder: OWABI - Kate Lee - May 28, 10am UK time
by Massimiliano Tamborrino 26 May '26

26 May '26

Dear all, a kind reminder that the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the Season is on Thursday the 28th May at 10am UK time (a wrong date was circulated before, apologies for that!), when Kate Lee<https://profiles.auckland.ac.nz/kate-lee> <https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) will talk about "Towards Robust and Scalable Bayesian Learning". The talk will be streamed on the OWABI MS Teams Channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at this link https://teams.microsoft.com/meet/382746871856192?p=U7SJQ144q6hLNVFGdS Meeting ID: 382 746 871 856 192 Passcode: FZ2gn73K Speaker: Kate Lee<https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) Title: Towards Robust and Scalable Bayesian Learning Abstract: My talk consists of two parts. The first focuses on Generalised Bayesian Inference (GBI), where the loss hyperparameters are critical under model misspecification yet difficult to determine in a principled way. We introduce a Bayesian framework for hyperparameter inference using held-out data, enabling coherent estimation and uncertainty quantification, together with amortized generalized-posterior approximations that avoid repeated costly sampling across datasets and hyperparameter values. The second addresses scalability in simulation-based inference through data reduction, developing methods that learn informative low-dimensional summaries to enable efficient inference in complex settings, with applications to gravitational wave analysis. Keywords: GBI, SBI, amortized learning We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Seminario di Yuval Peres a Roma Tre il 27/05/2026 ore 13:00
by Pietro Caputo 26 May '26

26 May '26

Seminario di Probabilità e Fisica Matematica a Roma Tre 27/05/2026 Mercoledì 27 Maggio alle ore 13.00, Yuval Peres (BIMSA Beijing) terrà il seminario di Probabilità e Fisica Matematica dal titolo "Random walk on dynamical percolation: separating critical and supercritical regimes". Abstract: In Dynamical Percolation each edge is open with probability p, refreshing its status at rate 𝜇 > 0. This process was introduced in the 1990s by Haggstrom, Steif and the speaker, motivated by a question of Malliavin. Remarkable results on exceptional times in two dimensions were obtained by Schramm, Steif, Garban and Pete. We study random walk on dynamical percolation in the lattice ℤ^d, where the walk moves along open edges at rate 1. Let p_c = p_c(d) denote the critical value for static percolation. For p < p_c and 𝜇 < 1, joint work with Stauﬀer and Steiﬀ (PTRF, 2015) showed the mean squared displacement is of order t𝜇. For p > p_c, we prove that the mean squared displacement is of order t, uniformly in 0 < 𝜇 < 1, refining results obtained with Sousi and Steif (PTRF, 2020). In the critical regime p= p_c, we prove that if d= 2 or d > 10, then the mean squared displacement is at most O(t𝜇^a) where a = a(d) > 0. We will show simulations to illustrate the process. (Joint work with Chenlin Gu, Jianping Jiang, Zhan Shi, Hao Wu and Fan Yang.) Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica, Lungotevere Dante, 376 - aula B308.

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PhD in Economics and Finance @Tor Vergata
by Katia Colaneri 25 May '26

25 May '26

*Italian at the bottom* Dear Colleagues, We would like to inform you that applications for the 42nd cycle of the *PhD Program in Economics and Finance* at the Department of Economics and Finance of the University of Rome Tor Vergata are now open. The *deadline is 9 June 2026* at 12:00. The PhD program is suitable for students with a solid mathematical background who are interested in applications to finance and economics, and it offers the opportunity to work in stochastic control/game theory, mathematical finance, and machine learning methods. Interested students are encouraged to contact us for more information: Katia Colaneri, katia.colaneri(a)uniroma2.it Jodi Dianetti, jodi.dianetti(a)uniroma2.it All useful links can be found below. Best wishes, Katia Colaneri and Jodi Dianetti LINKS: PhD program in Economics and Finance: https://economia.uniroma2.it/phd/ef/ <https://dottorati.uniroma2.it/42-ciclo_p10363.aspx> Call for applications: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx Applications may be submitted from today until the deadline of 9 June 2026 at 12:00. The following webpage contains links to the mini-sites of the PhD programs, where candidates can find information about access requirements, as well as the number and type of available positions: https://dottorati.uniroma2.it/corsi-di-dottorato-xlii_p10365.aspx Candidates can access the application platform through the following link: https://dottorati.delphi.uniroma2.it/piattaformaDottorati/jsp/welcome.jsp?l… --------------------------------- Gentili Colleghi, desideriamo informarvi che sono aperte le candidature per il 42° ciclo del *Dottorato di Ricerca in Economics and Finance* presso il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma Tor Vergata. La scadenza per la presentazione delle domande è fissata al *9 giugno 2026 alle ore 12:00*. Il programma di dottorato è rivolto a studenti con una solida preparazione matematica, interessati alle applicazioni in ambito economico e finanziario, e offre l’opportunità di svolgere attività di ricerca in stochastic control/game theory, finanza matematica e metodi di machine learning. Gli studenti interessati sono invitati a contattarci per ulteriori informazioni: Katia Colaneri, katia.colaneri(a)uniroma2.it Jodi Dianetti, jodi.dianetti(a)uniroma2.it Tutti i link utili sono riportati di seguito. Cordiali saluti, Katia Colaneri e Jodi Dianetti LINK: Programma di Dottorato in Economics and Finance: https://economia.uniroma2.it/phd/ef/ Bando di concorso: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx Le candidature possono essere presentate da oggi fino alla scadenza del 9 giugno 2026 alle ore 12:00. La seguente pagina contiene i link ai mini-siti dei corsi di dottorato, dove i candidati possono trovare informazioni sui requisiti di accesso, nonché sul numero e la tipologia delle posizioni disponibili: https://dottorati.uniroma2.it/corsi-di-dottorato-xlii_p10365.aspx I candidati possono accedere alla piattaforma per la presentazione della domanda tramite il seguente link: https://dottorati.delphi.uniroma2.it/piattaformaDottorati/jsp/welcome.jsp?l…

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OWABI - Kate Lee - 29th May, 10am UK time
by Massimiliano Tamborrino 22 May '26

22 May '26

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the Season is quickly approaching! We are glad to inform you that our next speaker is Kate Lee<https://profiles.auckland.ac.nz/kate-lee>(University of Auckland), who will talk about "Towards Robust and Scalable Bayesian Learning" on the 29th May at 10am UK time (note the different time!), with an abstract reported below. The talk will be streamed on the OWABI MS Teams Channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at this link https://teams.microsoft.com/meet/382746871856192?p=U7SJQ144q6hLNVFGdS Meeting ID: 382 746 871 856 192 Passcode: FZ2gn73K Speaker: Kate Lee<https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) Title: Towards Robust and Scalable Bayesian Learning Abstract: My talk consists of two parts. The first focuses on Generalised Bayesian Inference (GBI), where the loss hyperparameters are critical under model misspecification yet difficult to determine in a principled way. We introduce a Bayesian framework for hyperparameter inference using held-out data, enabling coherent estimation and uncertainty quantification, together with amortized generalized-posterior approximations that avoid repeated costly sampling across datasets and hyperparameter values. The second addresses scalability in simulation-based inference through data reduction, developing methods that learn informative low-dimensional summaries to enable efficient inference in complex settings, with applications to gravitational wave analysis. Keywords: GBI, SBI, amortized learning We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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[STAR Seminars] Thursday May 28 - Olivier Menoukeu Pamen
by Leonardo Tarquini 20 May '26

20 May '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Thursday, May 28th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/68221889625>. The speaker is Olivier Menoukeu Pamen (Institute for Financial and Actuarial Mathematics (IFAM), Department of Mathematical Sciences, University of Liverpool) with the talk: Title: A Stochastic Maximum Principle for Control Problems with Irregular Drift Abstract: This talk considers a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift coefficients. We study dynamics of the form b(t, x,a) = b1(t, x) +b2(x)b3(t,a), where b1 is bounded and Borel measurable, b2 is of bounded variation, and b3 is bounded and smooth. These weak regularity assumptions place the problem outside the scope of classical stochastic control theory. We establish a Pontryagin-type stochastic maximum principle under this lowregularity framework. The analysis relies on new well-posedness and regularity results for stochastic differential equations with random drifts of bounded variation, including existence, uniqueness. A central ingredient is an explicit representation of the first variation process via integration against the space–time local time of bounded variation processes. Our proof combines approximation methods with Ekeland’s variational principle, while a Garcia–Rodemich–Rumsey inequality provides the uniform estimates needed to control the first variation process. As an application, we derive an optimal corridor-type capital adjustment strategy for an insurance surplus model. This talk is based on a joint work with A. M. Bogso, D. Kuissi Kamdem and R. Likibi Pellat. We are looking forward to seeing you! Best regards, Frank, Giulia, Leonardo, Pere, and David

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Postdoctoral position at Stockholm University - LLMs and point processes
by Martina Favero 20 May '26

20 May '26

Buongiorno, Ricevo ed inoltro Saluti, Martina _______________________________________________________________________________________ Dear colleagues, I am looking for candidates for a postdoctoral position specialising in probability theory and/or statistics for a project on large language model (LLM) techniques and point processes. More information can be found at https://su.varbi.com/en/what:job/jobID:933428/type:job/where:4/apply:1 Best wishes, Mathias Lindholm … Associate professor Department of Mathematics, Div. of Mathematical Statistics Stockholm University Sweden E-mail: lindholm(a)math.su.se

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Open Call for Applications – PhD Program in Models for Economics, Territory and Finance
by Claudia Ceci 19 May '26

19 May '26

Dear Colleagues, I would like to draw your attention to the open call for applications for the 42nd cycle of the PhD Program in *Models for Economics, Territory and Finance* at Sapienza University of Rome (Academic Year 2026/2027). The official call is available here <https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato> . The PhD program includes the curriculum: *“Mathematical and Statistical Models and Methods for Economics and Finance.”* aimed at students interested in advanced quantitative methods and applications in finance, insurance, and economics. Further information can be found on the program web page here <https://phd.uniroma1.it/web/MODELLI-PER-L%27ECONOMIA,-IL-TERRITORIO-E-LA-FI…> . Please note that the deadline for submitting applications and paying the participation fee is strictly set for: *17 June 2026, at 14:00 CET.* All students who will obtain their Master’s degree by October 31, 2026, are eligible to participate. Please feel free to share this opportunity with interested students! Best Regards, Claudia Ceci Prof. Claudia Ceci Coordinator of the PhD Program in Models for Economics, Territory and Finance *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *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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Fwd: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC
by Bertini, Lorenzo 19 May '26

19 May '26

Ricevo ed inoltro con piacere l'annuncio delle conferenze di H. Spohn e Z. Hani, fruibili anche in streaming. Saluti Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://lorenzobertini.alwaysdata.net/ ---------- Forwarded message --------- From: Panati, Gianluca <panati(a)mat.uniroma1.it> Date: Tue, May 19, 2026 at 2:41 PM Subject: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC To: Lorenzo Bertini <bertini(a)mat.uniroma1.it> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Lectio magistralis for the international prize ''Tullio Levi-Civita'' 2025 Mer, 20/05/2026 - 14:30-15:30 Sede: Aula Piano Terra CNR IAC, via dei Taurini 19, Roma Speaker: Herbert Spohn (Technical University of Munich) Integrable Fluids, Statics and Dynamics Integrable many-body systems have been discovered in the 1960ies. Physically these are one-dimensional fine-tuned fluids, so to have an extensive number of local conservation laws. While many beautiful and surprising results should be cited, roughly a decade ago the non-equilibrium statistical mechanics of integrable fluids started to flourish. In my introductory presentation I will outline some key features, as generalized Gibbs states, quasiparticles, and hydrodynamic properties. The link for the streaming is: https://www.youtube.com/watch?v=li4Oui7-66o Lectio magistralis for the international prize ''Tullio Levi-Civita'' 2024 Mer, 20/05/2026 - 15:30-16:30 Sede: Aula Piano Terra CNR IAC, via dei Taurini 19, Roma Speaker: Zaher Hani (Department of Mathematics University of Michigan) The mathematical foundations of kinetic theory: from particles to waves Kinetic theory is a legacy of Boltzmann and Maxwell, and is one of the deepest scientific ideas ever introduced. The question of establishing its mathematical foundations was raised soon after Boltzmann introduced his physical theory, and proved to be a highly interesting and challenging direction of research over the past 120 years. In its classical particle setting, this was part of Hilbert’s sixth problem, which asked for the derivation of the equations of fluid mechanics—such as the Euler and Navier-Stokes equations—from first principles, by rigorously justifying Boltzmann’s kinetic theory as an intermediate step. This entails starting from Newton’s laws for a system of N particles and taking successive limits to first obtain Boltzmann’s kinetic equation, and then deriving the equations of fluid mechanics from it. The major landmark in the early literature is the work of Oscar Lanford (1975), who provided the first rigorous derivation of the Boltzmann equation in the so-called Boltzmann-Grad limit, albeit only for short times. The latter restriction does not allow for a passage to the fluid limit as suggested in Hilbert’s sixth problem. In recent joint work with Yu Deng (University of Chicago) and Xiao Ma (University of Michigan), we extend Lanford’s theorem to long times—specifically, for as long as the solution of the Boltzmann equation exists. This allows us to carry out the fluid limit, and derive the fluid equations in the Boltzmann–Grad limit. The underlying strategy builds on earlier joint work with Yu Deng that resolved the parallel problem in wave kinetic theory (also known as wave turbulence theory), in which colliding particles are replaced by nonlinear waves. In this talk, we will review this progress and discuss several future directions that remain unsolved, and still lie under the broad umbrella of Hilbert’s sixth problem. The link for the streaming is: https://www.youtube.com/watch?v=li4Oui7-66o Contatti/Organizzatori: roberto.natalini(a)cnr.it %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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PhD in Statistical Sciences/Dottorato in Scienze Statistiche
by Enrico Scalas 19 May '26

19 May '26

Dear Colleagues, The PhD call for Statistical Sciences in Sapienza University of Rome is out. See the following link for details: https://phd.uniroma1.it/web/concorso42.aspx?s=&i=3544&m=&l=EN&p=&a= There is a deadline on 17 June 2026 at 2pm CET. Applications from probabilists are welcome. Buongiorno, Il bando di dottorato in Scienze Statistiche di Sapienza è stato pubblicato. Si veda il link seguente per i dettagli: https://phd.uniroma1.it/web/concorso42.aspx?s=&i=3544&m=&l=IT&p=&a= La scadenza è il 17 giugno 2026 alle 14:00 Le domande di persone interessate alla probabilità sono benvenute. Best wishes/cordiali saluti, Enrico Scalas

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LiBERA winter school in Finnish Lapland
by Stefano Pagliarani 19 May '26

19 May '26

Dear colleagues, we are pleased to announce the 1st LiBERA Winter School, which will take place at Kilpisjärvi Biological Station, Finnish Lapland, on January 4-9, 2027 https://math.aalto.fi/en/research/stochastics/events/SIS2027/ within the framework of the Horizon Europe MSCA Staff Exchange project LiBERA - "Stochastic Interacting Systems: Limiting Behavior, Evaluation, Regularity and Applications" (https://site.unibo.it/libera/en) The school will feature the following 3 minicourses: Scott Armstrong (CNRS, France, and Courant Institute/NYU, USA) Coarse-graining elliptic PDEs Ana Djurdjevac (University of Oxford, UK) From particle systems to nonlinear SPDEs Lauri Viitasaari (Aalto University, Finland) Statistical aspects related to SDEs Young researchers are welcome to contribute short talks and posters. Further information, including the scientific program and practical details, is available at: https://math.aalto.fi/en/research/stochastics/events/SIS2027/ The registration, which is free but compulsory, is open until September 30th, 2026. We would be grateful if you could share this announcement with potentially interested students and colleagues. Best regards, Stefano Pagliarani University of Bologna ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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