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Workshop Climate Change and Insurance, Vienna, Sept. 2024
by Fabio Colpo 08 Apr '24

08 Apr '24

Dear collegues and friends, "Climate Change and Insurance": the abstract submission and registration are now open https://fam.tuwien.ac.at/cci2024 The workshop "Climate Change and Insurance" will take place 4th-6th of September 2024 at the TU Wien, Vienna, Austria. The main aim is to enhance understanding of climate change impacts on the insurance sector. The three-day event "Climate Change and Insurance" is designed to encourage collaborations between actuaries and academics. The workshop participants can present their research focused on climate change in actuarial sciences, enjoy the plenary talks and participate in the panel discussion "Climate Change and Insurance: Past, Present and Future" 1) Plenary speakers: * Carmen Boado-Penas: "Climate emergency: Understanding the risks" * Jose Garrido: "Actuarial climate indexes : International comparative study and insurance applications" * Robert Holzmann: "Damages by extreme weather and the case of insurance" * Chris Kenyon: "Climate-economy scenario/probability construction for financial markets" * Ralf Korn: "Optimal investment with sustainable assets - Aspects for a life insurer" * Frank Schiller: "Climate Change might not only impact the insurance risks – The whole business model needs a thorough review" 2) Important Dates: * Workshop: September 4th-6th, 2024. * Abstract submission deadline: May 15th, 2024. * Notification of acceptance: May 31st, 2024. 3) Special Issue "Climate Change and Insurance" in European Actuarial Journal: https://link.springer.com/journal/13385/updates 4) We will run an exciting mini-workshop on AI in Climate Risk. Website: https://fam.tuwien.ac.at/cci2024 Questions: jeisenbe(a)fam.tuwien.ac.at or cci2024(a)fam.tuwien.ac.at Subscribe to get oven-fresh updates: https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at We look forward to welcoming you in Vienna! Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg

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An afternoon on the spectral theory of pseudo-differential operators
by Enrico Scalas 08 Apr '24

08 Apr '24

Dear Colleagues, On 9 april 2024 starting from 14:00 in room 34, 4th floor of the Department of Statistical Sciences, Sapienza University of Rome, (building CU002), two seminars on non-local operators will take place. Here is the program. Please feel free to inform interested people. Best regards, Enrico Scalas -- 14:00 - 15:00 Atsuhide Ishida (Tokyo University of Science, Tokyo, Japan) Mourre inequality for non-local Schrödinger operators We consider the Mourre inequality for the following self-adjoint operator $H=\Psi(-\Delta/2)+V$ acting on $L^2(\mathbb{R}^d)$, where $\Psi: [0,\infty)\rightarrow\mathbb{R}$ is an increasing function, $\Delta$ is the Laplacian and $V: \mathbb{R}^d\rightarrow\mathbb{R}$ is an interaction potential. Mourre inequality immediately yields the discreteness and finite multiplicity of the eigenvalues. Moreover, the Mourre inequality together with the limiting absorption principle can be used to show absence of the singular continuous spectrum. In addition, Mourre inequality is also used for the proof of the minimal velocity estimate that plays an important role in scattering theory. In this talk, we report that Mourre inequality holds under a general $\Psi$ and $V$ by choosing the conjugate operator $A=(p \cdot x + x \cdot p)/2$ with $p= - i \nabla$, and that the discreteness and finite multiplicity of the eigenvalues hold. This talk is a joint work with J. Lőrinczi (Alfred Rényi Institute) and I. Sasaki (Shinshu University). 15:00 - 15:30 Coffee break 15:30 - 16:30 József Lőrinczi (Alfred Rényi Institute, Budapest, Hungary) Embedded eigenvalues for a class of non-local Schrödinger operators Generally, the spectrum of a non-local Schrödinger operator may be rather intricate, even when they are self-adjoint operators. In this talk I plan to discuss some explicit cases when positive or zero eigenvalues occur, and also address the problem more generally, aiming to describe potentials which can give rise to zero eigenvalues for massive or massless (fractional) relativistic Schrodinger operators. If time permits, I intend to explain how random processes with jumps can be used to analyse such properties. 16:30 - 18:00 Discussion time

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Seminario PRISMA oggi
by Francesco Caravenna 08 Apr '24

08 Apr '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) Ricordiamo che oggi, lunedì 8 aprile 2024, Emanuela Sasso (Università di Genova) e Federico Girotti (Politecnico di Milano) ci parleranno di Semigruppi quantistici markoviani: decoerenza, ricorrenza e accessibilità con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi, Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Emanuela Sasso (Università di Genova) e Federico Girotti (Politecnico di Milano) TITOLO: Semigruppi quantistici markoviani: decoerenza, ricorrenza e accessibilità RIASSUNTO: I semigruppi markoviani quantistici sono essenzialmente semigruppi di operatori positivi su algebre di operatori con le opportune proprietà di continuità e che rafforzano la positività. Appaiono nella letteratura fisica e fisico-matematica alla fine degli anni '60 con il nome di semigruppi dinamici quantistici nella modellizzazione e nell'analisi dei sistemi aperti in meccanica quantistica. Tuttavia, dal punto di vista matematico, costituiscono la naturale generalizzazione dei semigruppi markoviani classici, infatti questi ultimi sono semigruppi di operatori definiti su un'algebra di funzioni, cioè un'algebra di operatori che commutano tra loro. Il modo più naturale per descrivere un sistema quantistico è un’algebra di Von Neumann e la sua evoluzione come una famiglia di operatori debole*-continui, che formino un semigruppo e che abbiano la proprietà di markovianità. Se il sistema è chiuso allora la sua evoluzione è reversibile, altrimenti se interagisce con l’ambiente allora ci potrebbe essere una parte diffusiva. In Fisica, si parla di “decoerenza” quando solo una parte del sistema evolve in maniera automorfica (l’algebra priva di decoerenza, appunto) e una parte “scompare” per tempi lunghi. La nostra ricerca si è focalizzata a lungo su quale definizione di decoerenza sia più adatta e se è possibile trovare condizioni necessarie e sufficienti per il suo verificarsi. Nello studio dei processi (semigruppi) di Markov classici sono fondamentali le nozioni di ricorrenza e comunicazione tra insiemi di stati; mostreremo come questi concetti siano stati generalizzati nel caso noncommutativo e discuteremo alcune delle loro proprietà e relazioni. Particolare attenzione sarà dato al caso in cui l’algebra su cui agisce il semigruppo sia l’insieme di tutti gli operatori lineari limitati che agiscono su uno spazio di Hilbert. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium", per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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De Finetti seminar: Marcel Nutz, April 16
by Marco Maggis 08 Apr '24

08 Apr '24

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Marcel Nutz Columbia University (New York) Title: Entropic Selection in Optimal Transport Abstract: The optimal transport problem can admit many solutions, for instance when the cost function is the Euclidean distance on R^d (Monge's problem). On the other hand, entropically regularized optimal transport (EOT) always has a unique optimizer. It is a longstanding open problem whether EOT selects some particular optimal transport coupling in the vanishing regularization limit, and what that coupling would look like. We provide a surprising answer for Monge's problem in dimension d > 1. (Joint work with Chenyang Zhong.) LOCATION: The seminar will be held on *April 16, *2024 at *17.30,* Sala di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Pisa Mini-Workshop 16th April
by Eliseo LUONGO 08 Apr '24

08 Apr '24

Dear Colleagues, I would like to advertise a workshop held in Pisa on noise and singularity within interacting particle systems. Best regards, Eliseo Luongo. --------------------- Dear Colleagues, This is to announce that there will be a half-day, in person, informal workshop held in Pisa,* Tuesday 16th April* on the topic of *Noise and Singularity within Interacting Particle Systems,* further details are below. All are welcome to attend and no registration is necessary, however, if you are not a usual, in person, attendee of the SPASS seminar at University of Pisa then please email jacob.mayorcas(a)sns.it so that we can gauge numbers. *Title: *Noise and Singularity within Interacting Particle Systems *Date: *Tuesday 16th April *Location: *Sala Conferenze Puteano, Centro Ennio de Giorgi *Schedule:* 11:30 - 12:25: *Yoan Tardy:* Collisions of the supercritical Keller-Segel particle system 12:15 - 14:00: *Lunch* 14:00 - 14:55: *Mario Maurelli:* Existence and uniqueness by Kraichnan noise for 2D Euler equations with unbounded vorticity 14:55 - 15:30: *Coffee* 15:30 - 16:25: *Milica Tomašević:* Particle approximation of the doubly parabolic Keller-Segel equation in the plane 16:25 - 17:10: *Lucio Galeati: *Propagation of chaos for singular interacting particle systems driven by fBm Best wishes, A. Mayorcas and F. Flandoli.

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Workshop Junior Female Researchers in Probability, Berlin, July 3--5
by Alexander Zass 05 Apr '24

05 Apr '24

Care colleghe e cari colleghi, Inoltro l’annuncio per il workshop *Junior Female Researchers in Probability*, che si terrà a Berlino *dal 3 al 5 luglio*. Vi prego di diffonderlo a chiunque crediate possa interessare. Cordiali saluti, Alexander Zass ----- We're excited to announce the workshop Junior Female Researchers in Probability, taking place July 3--5, 2024 at TU Berlin. The workshop offers junior female researchers in stochastics a platform to present their research and network in an informal setting. Keynote lectures will be given by: Amandine Véber (Paris) Anita Winter (Duisburg-Essen) Additional invited talks will be given by: Julia Eisenberg (Vienna) Sophie Langer (Twente) Maud Lemercier (Oxford) Makiko Sasada (Tokyo) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP24/ The organizing team — Peter Bank, Marta Dai Pra, Ana Djurdjevac, Dörte Kreher, Gemma Lucia Sedrakjan, Janine Steck, Weile Weng, Maite Wilke Berenguer, César Zarco-Romero, and Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Mathematical Aspects of Quantum Information
by Sonia Mazzucchi 05 Apr '24

05 Apr '24

Buongiorno, vi inoltro l'annuncio di questo workshop. Buona giornata Sonia -------------------------------------------------------------------------------------------------- Dear all, we are glad to announce the workshop "*Mathematical Aspects of Quantum Information*", which will take place at *Politecnico di Torino *(Aula Buzano, DISMA) on *April 16-18, 2024*. This is the kick-off event of the GNAMPA INDAM Project 2024 "Tecniche analitiche e probabilistiche in informazione quantistica". We are pleased to host a minicourse by *Nilanjana Datta *(University of Cambridge), as well as invited lectures by: - *Marco Genovese *(INRIM) - *Davide Girolami *(Politecnico di Torino) - *Roberto Proietti *(Politecnico di Torino) - *Dario Trevisan *(University of Pisa) More details on the program can be found in the conference website: https://sites.google.com/view/mathqi24/. Registration is free of charge, but mandatory. Please circulate this message to potentially interested participants. Best regards, the organizing committee (Riccardo Adami - Ivan Gallo - Fabio Nicola - Federico Riccardi - S. Ivan Trapasso)

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Seminars in Statistics - Varun Jog & Po-Ling Loh
by Pierpaolo De Blasi 05 Apr '24

05 Apr '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 12 Aprile 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terranno i seguenti *2 seminari*: ------------------------------------------------ *11.00-12.00* Speaker: Varun Jog (University of Cambridge, UK) Title: *The sample complexity of simple binary hypothesis testing* Abstract: The sample complexity of simple binary hypothesis testing is the smallest number of i.i.d. samples required to distinguish between two distributions p and q such that the Type-I and Type-II errors are smaller than some pre-specified thresholds α and β, respectively. Our main contribution is deriving, under mild technical conditions, a formula for the sample complexity in terms of parameters p, q, alpha, and beta, that is tight up to universal multiplicative constants. ------------------------------------------------ *12.00-13.00* Speaker: Po-Ling Loh (University of Cambridge, UK) Title: *Differentially private M-estimation via noisy optimization* Abstract: We present a noisy composite gradient descent algorithm for differentially private statistical estimation in high dimensions. We begin by providing general rates of convergence for the parameter error of successive iterates under assumptions of local restricted strong convexity and local restricted smoothness. Our analysis is local, in that it ensures a linear rate of convergence when the initial iterate lies within a constant-radius region of the true parameter. At each iterate, multivariate Gaussian noise is added to the gradient in order to guarantee that the output satisfies Gaussian differential privacy. We then derive consequences of our theory for linear regression and mean estimation. Motivated by M-estimators used in robust statistics, we study loss functions which downweight the contribution of individual data points in such a way that the sensitivity of function gradients is guaranteed to be bounded, even without the usual assumption that our data lie in a bounded domain. We prove that the objective functions thus obtained indeed satisfy the restricted convexity and restricted smoothness conditions required for our general theory. We then show how the private estimators obtained by noisy composite gradient descent may be used to obtain differentially private confidence intervals for regression coefficients, by leveraging work in Lasso debiasing proposed in high-dimensional statistics. We complement our theoretical results with simulations that illustrate the favorable finite-sample performance of our methods. ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88987605028?pwd=YXN1akl1bkN3TEFlS3QrMWFDWEF5dz09> I seminari sono organizzati dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario Padova - Stephan Eckstein
by alekos.cecchin＠unipd.it 04 Apr '24

04 Apr '24

Buongiorno, Il seminario di Stephan Eckstein di domani (titolo e abstract in basso) si potrà seguire anche su zoom: Argomento: Seminario Padova - Stephan Eckstein Ora: 5 apr 2024 02:30 PM Roma Entra Zoom Riunione https://unipd.zoom.us/j/86749461733 ID riunione: 867 4946 1733 Da: Alekos Cecchin via Random <random(a)lists.dm.unipi.it> Inviato: martedì 2 aprile 2024 21:38 A: random(a)mail.dm.unipi.it Oggetto: [Random] Seminario Padova - Stephan Eckstein Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (5 Aprile) alle ore 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Stephan Eckstein (Tübingen University) <https://sites.google.com/view/stephan-eckstein/startseite> https://sites.google.com/view/stephan-eckstein/ Title: Exponential convergence of Sinkhorn's algorithm and Hilbert's projective metric for unbounded functions Date: April 5, 2024, at 14:30, 2AB40 Abstract: Entropic regularization of optimal transport has found numerous applications in various fields recently. A major reason of this surge in applications is the popularization of Sinkhorn's algorithm to efficiently solve the entropic optimal transport problem numerically. The topic of this talk is the (rate of) convergence of Sinkhorn's algorithm. In bounded settings, it is known that Sinkhorn's algorithm converges with exponential rate, which is a consequence of applying a commonly used version of Hilbert's metric corresponding to the cone of all non-negative functions. This talk shows how to define versions of Hilbert's metric so that we can show exponential convergence of Sinkhorn's algorithm even in unbounded settings. This is done through the use of cones which are a relaxations of the cone of all non-negative functions, in the sense that they include all functions having non-negative integral values when multiplied with certain test functions. Along the way, we establish that kernel integral operators are contractions with respect to suitable versions of Hilberts metric, even if the kernel functions are not bounded away from zero. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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PhD student positions in Stockholm
by mattisfra＠gmail.com 04 Apr '24

04 Apr '24

Dear all, The Department of Mathematics at Stockholm University is advertising two PhD student positions in mathematical statistics, with a wide range of topics in probability and statistics to choose from. The application deadline is April 23. More details, including information on available projects/supervisors, can be found in the advertisement: https://www.su.se/english/about-the-university/work-at-su/available-jobs/ph… Best regards, Matteo Sfragara (on behalf of Mia Deijen, mia(a)math.su.se)

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