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Conference in Pisa
by Marco Romito 09 Jun '25

09 Jun '25

Dear colleagues, We are pleased to announce the two-day conference /Stochastic Bridges: From Avon to Arno/ taking place in Pisa from June 25th to 26th. The registration is now open for the workshop, and you can find more information at the website: https://sites.google.com/unipi.it/stochasticfata The conference brings together researchers in stochastic analysis and aims to highlight recent developments in stochastic PDEs and related areas. The program will feature a series of talks from experts and early-career researchers. The event is open to researchers in stochastic analysis. Best, Marco, Mario, Sotiris

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IMT Honors Program
by Irene Crimaldi 09 Jun '25

09 Jun '25

Dear All, we are pleased to announce the opening of the call for the selection of talented Master’s students from all over the world to join the *IMT Honors Program*, funded by the Educating Future Citizens (EFC) project. This Program is a novel initiative of the School designed to guide *outstanding Master's students* with excellent academic profiles and a strong interest in the School’s Multidisciplinary Scientific Areas (MSAs) towards research. *IMT faculty members* will play a key role as scientific tutors, providing guidance and supervision throughout the training path. At the same time, current *IMT PhD students* will have the opportunity to act as mentors, supporting their junior peers and fostering a collaborative learning environment. *Key information:* • Duration of funded activities: September 15, 2025 – June 14, 2026 • Mode of participation: blended (in-person and online) • Scholarships available: up to 16 • Scholarship amount: €10,000 each • Additional benefits: travel reimbursement up to €3,000, free accommodation and meals during stays in Lucca, full exemption from tuition fees • Program completion: July 2027 • Final recognition: the “IMT Honors” certificate will be awarded in July 2027, upon successful completion of the Master’s degree with a final grade of 110/110 cum laude. Please find the dedicated leaflet attached. For detailed information, please visit the relevant page on our website: https://www.imtlucca.it/en/education/honors-program For any questions or further information, please contact the Careers Service at career.service(a)imtlucca.it. Best wishes, Irene Crimaldi

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Save the date: OWABI live from BayesComp - 19th June 1pm UK time
by Massimiliano Tamborrino 09 Jun '25

09 Jun '25

Dear all, the next OWABI seminar https://www.warwick.ac.uk/owabi, the last of this Season, is also going to be a special one, featuring two selected talks live from BayesComp https://bayescomp2025.sg/! The two talks are scheduled on Thursday the 19th June at 1pm UK time (note the different date and time!), given by * Filippo Pagani (University of Warwick): Approximate Bayesian Fusion * Maurizio Filippone (KAUST): GANs Secretly Perform Approximate Bayesian Model Selection with abstracts reported below. The talks will be streamed on Zoom at the link: https://monash.zoom.us/j/81050994376?pwd=aF52Ab2oUlNYPO251d4nDw0jXRemia.1<https://www.google.com/url?q=https%3A%2F%2Fmonash.zoom.us%2Fj%2F81050994376…> Meeting ID: 810 5099 4376 Passcode: 137607 1st OWABI Talk: 1-1.30pm Uk time Speaker: Filippo Pagani<https://filippopagani.github.io/> (University of Warwick) Title: Approximate Bayesian Fusion Abstract: Bayesian Fusion is a powerful approach that enables distributed inference while maintaining exactness. However, the approach is computationally expensive. In this work, we propose a novel method that incorporates numerical approximations to alleviate the most computationally expensive steps, thereby achieving substantial reductions in runtime. Our approach retains the flexibility to approximate the target posterior distribution to an arbitrary degree of accuracy, and is scalable with respect to both the size of the dataset and the number of computational cores. Our method offers a practical and efficient alternative for large-scale Bayesian inference in distributed environments. 2nd OWABI Talk: 1.30-2pm Uk time Speaker: Maurizio Filippone<https://www.kaust.edu.sa/en/study/faculty/maurizio-filippone> (KAUST) Title: Approximate Bayesian Fusion Abstract: Generative Adversarial Networks (GANs) are popular models achieving impressive performance in various generative modeling tasks. In this work, we aim at explaining the undeniable success of GANs by interpreting them as probabilistic generative models. In this view, GANs transform a distribution over latent variables Z into a distribution over inputs X through a function parameterized by a neural network, which is usually referred to as the generator. This probabilistic interpretation enables us to cast the GAN adversarial-style optimization as a proxy for marginal likelihood optimization. More specifically, it is possible to show that marginal likelihood maximization with respect to model parameters is equivalent to the minimization of the Kullback-Leibler (KL) divergence between the true data generating distribution and the one modeled by the GAN. By replacing the KL divergence with other divergences and integral probability metrics we obtain popular variants of GANs such as f-GANs, Wasserstein-GANs, and Maximum Mean Discrepancy (MMD)-GANs. This connection has profound implications because of the desirable properties associated with marginal likelihood optimization, such as (i) lack of overfitting, which explains the success of GANs, and (ii) allowing for model selection, which opens to the possibility of obtaining parsimonious generators through architecture search. 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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Fwd: 1 year postdoc in Probability at Warwick (deadline 19/06/25)
by Bruno Toaldo 08 Jun '25

08 Jun '25

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YEPXX | 23-27 June | final announcement
by Simone Baldassarri 06 Jun '25

06 Jun '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.We inform you that the registration closes on *Sunday 15 June 2025.* Young researchers are encouraged to participate and contribute with a poster presentation by submitting their proposals through the registration form. 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. 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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course prof. Z. Brzeniak - Pavia - 11-27 june
by Enrico Priola 06 Jun '25

06 Jun '25

Dear colleagues, we are glad to announce the following course by prof. Zdzislaw Brzezniak at the Department of Mathematics in Pavia (period: june 11-27) - STOCHASTIC DIFFERENTIAL EQUATIONS - (https://unipv.unifind.cineca.it/resource/af/495318) Lectures in Sezione Laureati of Collegio Nuovo (Via Abbiategrasso 404, Pavia): 1. Wednesday 11 June, 9-11 and 14-15 2. Thursday 12 June, 12-13 and 14-16 3. Friday 13 June, 9-11 and 14-15 4. Thursday 19 June, 9-11 and 14-15 5. Friday 20 June, 12-13 and 14-16 6. Wednesday 25 June, 9-11 and 14-15 7. Thursday 26 June, 9-11 and 14-15 8. Friday 27 June, 9-11 and 14-15 All the best Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Seminario PRISMA venerdì 6 giugno 2025 - S. Mazzonetto & P. Pigato
by Sonia Mazzucchi 06 Jun '25

06 Jun '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per oggi *venerdì 6 giugno* 2025. I relatori saranno *Sara Mazzonetto* (Université de Lorraine) e *Paolo Pigato* (Università di Roma 2 “Tor Vergata”) che parleranno di: *Diffusioni a soglia e il ruolo del tempo locale* 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://unitn.zoom.us/j/82271416480 ID riunione: 822 7141 6480 Codice d’accesso: 130382 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sara Mazzonetto (Université de Lorraine) e Paolo Pigato (Università di Roma 2 “Tor Vergata”) TITOLO: Diffusioni a soglia e il ruolo del tempo locale RIASSUNTO: Le diffusioni a soglia sono soluzioni di equazioni differenziali stocastiche i cui coefficienti cambiano in modo discontinuo a seconda della posizione del processo rispetto a delle barriere (soglie). Sono usate nella modellizzazione di vari fenomeni, in finanza/economia, ingegneria e altre scienze. In questo seminario, daremo un’introduzione a questi processi dal punto di vista matematico e parleremo delle loro applicazioni. Considereremo poi alcuni problemi di inferenza dei parametri, discutendo risultati asintotici sotto diverse ipotesi e sottolineando le difficoltà tecniche provenienti in particolare dalla connessione tra discontinuità, moto browniano skew e tempi locali. .%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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QFinLab Seminar - Marco Tolotti (Università Ca’ Foscari Venezia) - 9/6/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 05 Jun '25

05 Jun '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 9 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Marco Tolotti (Università Ca’ Foscari Venezia) Title: Market Dynamics, Learning, and the Equity Premium Puzzle in an Agent-Based Model of Information Acquisition. Abstract: We analyze a financial market with a large number of investors who use an imitation-based learning mechanism to choose among various strategies that differ in the amount and quality of information they incorporate. Agents’ strategies evolve through a straightforward learning mechanism in which traders occasionally imitate more successful strategies adopted by peers they encounter. In this context, equilibrium is defined as a state where investors, on average, win half the time and lose in the remaining periods. Through an agent-based model, we show that at equilibrium, most investors rely on a limited number of strategies. In most scenarios, two strategies dominate: overly cautious traders, who hold little equity and capture the largest market share, and informed traders, who achieve higher average profits. Our model can help to justify the existence of an equity premium puzzle: in equilibrium, the higher mean profit of informed investors is associated with a median profit that is equal to that of more prudent or misinformed investors. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Announcement for upcoming StatPhys29 Satellite Conference
by Anna Gallo 05 Jun '25

05 Jun '25

Dear all, On behalf of the organizers, I am pleased to announce the upcoming StatPhys29 Satellite Conference: *Perspectives in Nonlinear Dynamics 2025:* *from Dynamical Systems to Artificial Intelligence,* which will be held from July 21 to 25, 2025, at the IMT School in Lucca. Click HERE <https://pnld2025.imtlucca.it/registration> to apply: *deadline June 15, 2025!* For more information, visit the website https://pnld2025.imtlucca.it/ or contact the organizers. Young researchers and PhD students are encouraged to apply for a short talk! Don’t hesitate to forward this invitation to anyone who could be interested. Best regards, PNLD Committee

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Conference in Parma
by Davide ADDONA 05 Jun '25

05 Jun '25

Dear colleagues, It is a great pleasure for me to announce the upcoming conference Evolution Equations & Functional and Analytical Methods for PDEs which will be held in Parma, Italy, from September 1 to September 5, 2025, at the Santa Elisabetta Conference Center on the campus of the University of Parma. During the conference, expert researchers in the field of evolution equations, approached from both deterministic and stochastic perspectives, will present recent results in the study of evolutionary problems. Participation is free of charge, but registration is mandatory. Young researchers are encouraged to apply for a short talk (15 minutes) by registering on the website of the conference and filling out the registration form no later than July 15th, 2025. For more information, visit the web site https://sites.google.com/unisa.it/ee-fam-for-pdes/home or contact the organizers at the email address ee2025parma(a)gmail.com The organizers

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Intensive short PhD courses in Mathematical Finance
by Athena Picarelli 05 Jun '25

05 Jun '25

Dear colleagues, We are pleased to announce that, in conjunction with the 12th General AMaMeF Conference that will take place at the Department of Economics of the University of Verona, on the 23-27 of June, we will host a series of special seminars led by some of the distinguished plenary speakers. These seminars, taking place during the weeks immediately preceding and following the Conference, are specifically designed for PhD students and offer an exceptional opportunity to engage with advanced topics in mathematical finance and to interact closely with leading experts in the field. All the seminars will take place in aula Vaona (Polo Santa Marta, Via Cantarane 24, 1st floor). Here the program: - *XUNYU ZHOU (Columbia University)* "Continuous Time Reinforcement Learning" Tuesday 17 June, h. 9.30-11.30 Wednesday 18 June, h. 9.30-11.30 Thursday 19 June, h. 9.30-11.30 - *SAMUEL COHEN (University of Oxford)* "Deep Galerkin method for PDEs": Monday 30 June, h. 10.00-12.00 Tuesday 1 July, h. 10.00-12.00 Wednesday 2 July, h. 10.00-12.00 - *AGOSTINO CAPPONI (Columbia University)* "Advances in Mathematics and Machine Learning for Finance" : Monday 30 June, h. 14.00-16.00: Microstructure of automated market makers. Introduction of the main properties and conceptual innovation of AMMs, and draw parallel with limit order books (CLOB). It will be shown how the convexity of the AMM pricing curve and depth of liquidity pools relates to price impact. It will be highlighted how mathematical control techniques can be used to decide on the best execution venues (AMMs vs CLOBs), and show what data can be used to validate model predictions Tuesday 1 July, h. 14.00-16.00: Machine Learning in Finance. State-of-art ML techniques, and how they can be used to solve financial mathematics problems. Introduction of diffusion maps, graph machine learning methods, and causal investing. Wednesday 2 July, h. 14.00-16.00: Goal-Based Wealth Management. A new framework to solve dynamic portfolio optimization problems in finance will be discussed. Rather than postulating risk-averse utility functions, the investor will specify deadlines and amounts of liabilities to be matched by an investment strategy. The basic framework, as well as future extensions and avenues of research, including the inclusion of insurance funds, stochastic deadlines, and connections to multiple optimal stopping will be presented. Best wishes, Athena Picarelli -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Seminario Anderson Melchor Hernandez - Politecnico di Milano - 12 Giugno 2025
by Luca Scarpa 04 Jun '25

04 Jun '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 12 Giugno 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Anderson Melchor Hernandez, Università di Bologna. Title: Convergence of quantum neural networks at infinite width Abstract: Quantum neural networks constitute the quantum version of deep neural models. These new models are based on quantum circuits and generate functions given by the expectation values of a quantum observable measured on the output of a quantum circuit made by parametric one-qubit and two-qubit gates. The parameters of the circuit encode both the input data and the parameters of the model itself. These parameters are typically optimized by gradient descent, which involves iterative adjustment to minimize a cost function and improve the performance of the quantum circuit in the processing and analysis of data. Significant progress has been made in addressing the question of whether training can perfectly fit the training examples while simultaneously avoiding overfitting. A fundamental breakthrough has been the proof that, in the limit of infinite width, the probability distribution of the function generated by a deep neural network trained on a supervised learning problem converges to a Gaussian process. Recent developments have inspired renewed interest in quantum machine learning, raising the question of whether quantum neural networks exhibit analogous properties. In this presentation, I will explore some of the recent advancements in this area, highlighting key insights and findings. This talk is based on joint collaborations with Giacomo de Palma, Filippo Girardi, and Davide Pastorello. Link Zoom: https://polimi-it.zoom.us/j/95413417796?pwd=DzfocIrWXSq96LbS0fjekatHjSSyOe.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2602&sezione_di_ricerca=&stringa=&sub… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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next OWPS: Makiko Sasada and Hayate Suda
by Luisa Andreis 04 Jun '25

04 Jun '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 date: June 18). We hope to see many of you online! Luisa and Roger On Wed, May 28, 2025 at 5:49 PM One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> wrote: The next OWPS will be on Wednesday, June 4, from 13:00 to 15:00 UTC time. 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<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- Scaling limits of a tagged soliton in the randomized box-ball system Hayate Suda (Tokyo Institute of Technology) The box-ball system (BBS) is a cellular automaton that exhibits the solitonic behavior. In recent years, with the rapid progress in the study of the hydrodynamics of integrable systems, there has been a growing interest in BBS with random initial distribution. In this talk, we consider the scaling limits for a tagged soliton in the BBS starting from certain stationary distribution. This talk is based on a joint work with Stefano Olla and Makiko Sasada. Probabilistic aspects of integrable systems Makiko Sasada (University of Tokyo) The KdV equation and the Toda lattice are classical integrable systems, with the box-ball system (BBS) as their ultra-discrete analogue. The BBS has been studied from various viewpoints such as tropical geometry, combinatorics, and cellular-automaton. Recently, probabilistic approaches to the BBS—such as the Pitman transform and analysis of i.i.d.-type invariant measures—have advanced rapidly and are also applicable to discrete KdV and Toda systems. Connections to Yang-Baxter maps have further deepened this research topic. In this talk, I will provide an overview of these developments. This talk is based on joint works with David Croydon, Tsuyoshi Kato, Satoshi Tsujimoto, Ryosuke Uozumi, Hiroki Kondo and Sachiko Nakajima. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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CLADAG 2025: extended deadlines and call for special issues
by Marta Nai Ruscone 03 Jun '25

03 Jun '25

Apologies for cross-posting ******************************** Dear all, the abstracts submission deadline (https://easychair.org/conferences/?conf=cladag2025 <https://equinocs.springernature.com/service/cladag-voc2025> ) has been extended to July 1, 2025, https://cladag2025.unina.it/call/ <https://cladag2025.unina.it/call-2/> The deadline for the PhD Student/Young Researcher Paper Award has been extended to JUNE 21, 2025 (https://cladag2025.unina.it/awards/). Moreover, we are pleased to announce that authors of papers presented at CLADAG 2025 may submit a full paper for possible publication in Special Issues of Advances in Data Analysis and Classification (ADAC) and METRON. More information on special issues topics, guest editors, opening of submissions and deadlines will be announced soon on this page <https://cladag2025.unina.it/si/> and the web pages of the respective journals. CLADAG 20205 <https://cladag2025.unina.it/> Key Dates: July 1st : Abstract submission deadline June 21, 2025: Nomination deadline for the PhD Student/Young Researcher Paper Award; July 15, 2025: Regular registration deadline. Best wishes, Antonio D'Ambrosio

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School on Machine Learning of Dynamic Processes and Time Series Analysis, Pisa, Sep 24-26
by Fabrizio Lillo 03 Jun '25

03 Jun '25

We are pleased to announce the 3rd edition of the School *Machine Learning of Dynamic Processes and Time Series Analysis* that will be held at the Scuola Normale Superiore in Pisa (Italy) on September 24-26, 2025. This edition of the School is dedicated to the mathematical and computational aspects of dynamic factor models, as well as the probabilistic modeling of time series, including change point detection methods, and random machine learning models for learning dynamic processes. The School provides minicourses delivered by six keynote speakers - *Matteo Barigozzi*, University of Bologna, *Dynamic Factor Models for High-Dimensional Time Series* - *Lukas Gonon*, University of St. Gallen, *Random neural network architectures for learning dynamic processes* - *Anastasis **Kratsios*, McMaster University, *TBA* - *Francesco Ravazzolo*, Free University of Bozen-Bolzano, *Probabilistic Forecasting of Commodity Markets* - *Mirco Rubin*, EDHEC Business School, *Latent factor models in finance: from the start till now* - *Tengyao Wang*, London School of Economics, *Timely Decisions: Sequential and High-Dimensional Changepoint Detection* For young researchers, there will also be a poster session to present their works. Detailed information on the School and instructions for application can be found at: https://mldyn2025.wordpress.com/ The application deadline is *June 30, 2025*. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi Giorgio Rizzini ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Research School Announcement: “Random Walks: Applications and Interactions” at CIRM — January 19–23, 2026
by Francesca Cottini 03 Jun '25

03 Jun '25

Dear all, We are pleased to announce the upcoming research school “Random Walks: Applications and Interaction”. It will take place at CIRM (Marseille) during the week of January 19–23, 2026. The program will include: - 3 mini-courses by Alessandra Faggionato* (Università La Sapienza), Irina Ignatouk-Robert (University of Cergy), and Daniel Kious (University of Bath); - 6 research talks by Amine Asselah (Université Paris-Est Créteil), Oriane Blondel (Université Claude Bernard Lyon 1), Satya Majumdar (Université Paris-Saclay), Leonardo Rolla (University of São Paulo), Perla Sousi (Cambridge), and Dalia Terhesiu (University of Leiden); - Short presentations by participants. The goal of this research school is to provide an overview of recent advances in the study of random walks and their applications, in particular in relation to potential theory, statistical mechanics, and processes with reinforcement. We wish to bring together communities from different fields to foster interdisciplinary exchange. The mini-courses and research talks will cover a wide range of topics and will be primarily aimed towards young researchers. We warmly invite interested participants to apply (pre-register) on the conference website before *September 30, 2025*: 👉 https://conferences.cirm-math.fr/3451.html Accommodation costs will likely be covered by the conference organization (subject to availability). Please feel free to share this announcement, especially among PhD students, postdoctoral researchers, and other early-career scientists in your network. Best regards, Quentin Berger, Francesca Cottini, Cécile Mailler, Kilian Raschel *to be confirmed

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Fwd: International Seminar on SDEs and Related Topics: Rainer Buckdahn June 06
by Gianmario Tessitore - UNIMIB 02 Jun '25

02 Jun '25

Diffondo volentieri Mario ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: lun 2 giu 2025 alle ore 07:58 Subject: Fwd: International Seminar on SDEs and Related Topics: Rainer Buckdahn June 06 To: <gianmario.tessitore(a)unimib.it> Dear Mario, we got the info for next week's talk. Best wishes Stefan ------------------------------------------------ Friday, June 06, (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Rainer Buckdahn* (Université de Bretagne Occidentale, Brest, France, Shandong University Qingdao, China) will speak about *Optimal control problems with generalized mean-field dynamics* *and viscosity solutions to a Master Bellman equation* Abstract: We study an optimal control problem with generalized mean-field dynamics with open-loop controls, where the coefficients depend not only on the state processes and controls, but also on the joint law of them. The value function V which is defined in a classical way, does not satisfy the Dynamic Programming Principle (DPP for short). Indeed, we show that V solely satisfies the one-sided DPP. For this reason we introduce subtly a novel value function ϑ, which is closely related to the original value function V, so that a characterisation of ϑ as a solution of a partial differential equation (PDE) also characterises V. We establish the DPP for ϑ. By using an intrinsic notion of viscosity solution, initially introduced in Burzoni, Ignazio, Reppen and Soner and specifically tailored to our framework, we show that the value function ϑ is a viscosity solution to a Master Bellman equation on a subset of the Wasserstein space of probability measures with second order moment. The uniqueness of the viscosity solution is proved for coefficients which depend on the time and the joint law of the control process and the controlled process. The talk is based on joint work with Juan Li (SDU, Qingdao and Weihai) and Zhanxin Li (SDU, Weihai). ==== about the speaker ==== Rainer Buckdahn studied Mathematics at the Friedrich Schiller University Jena (Germany) and obtained his doctoral degree, directed by H.-J. Engelbert, in 1985. After that he held a position at the Humboldt University Berlin and completed his habilitation in 1992. In 1994 he became a professor at the University of Western Brittany (Brest, France). Rainer Buckdahn is a leading specialist in stochastic process theory with an emphasis on stochastic control and differential games, stochastic differential equations, various types of backward stochastic differential equations, and stochastic partial differential equations. Rainer Buckdahn was awarded a fellowship by the French Ministry of Research and Technology and a Heisenberg grant by the German "Deutsche Forschungsgesellschaft". He is also a member of the Academic Faculty of the "Research Centre for Mathematics and Interdisciplinary Sciences Centre" at Shandong University (China). Finally, he acts as executive editor of the journal "Probability, Uncertainty and Quantitative Risk". -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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QFinLab Seminar - Olimpia Carradori (University of Zurich) - 5/6/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 May '25

30 May '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Thursday, 5 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Olimpia Carradori (University of Zurich) Title: Insurers' carbon underwriting policies Abstract: Insurance companies can influence the net-zero transition by limiting coverage for carbon-intensive projects. We study the adoption, structure, and effects of carbon underwriting policies among the world’s largest insurance groups. Using novel mine-level insurance data, we show that insurers with coal policies reduce the number of insured mines by approximately 16%, insured coal volumes by 56%, and make continued coverage significantly less likely. Implementation is often incomplete, and some insurers expand coverage despite commitments. Affected mines tend to reduce output, cut the number of employees, and are more likely to be idled in subsequent periods. Joint work with Felix von Meyerinck and Zacharias Sautner. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. Next seminar: Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15.

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PhD & postdoc position in biostatistics at the University of Oslo, Norway
by Valeria Vitelli 30 May '25

30 May '25

Dear colleagues, I am pleased to share that two fully funded positions in statistics are available in my group, one for a *PhD candidate* and one for a *3-years postdoc researcher*, at the Department of Biostatistics, which is part of the Oslo Centre for Biostatistics and Epidemiology <https://www.med.uio.no/imb/english/research/centres/ocbe/>, *University of Oslo* (UiO), Norway. Both positions are linked to a project recently funded by the Research Council of Norway concerning Bayesian models for unsupervised learning when multiple data sources are available, mostly tailored to the case of molecular data in cancer genomics. They will also be involved in the broader activities of my larger research group on Statistical models for high-dimensional and functional data <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> *Application deadline:* 13th June 2025 *More info and how to apply* 👉 PhD position: https://www.jobbnorge.no/en/available-jobs/job/281023/phd-candidate-in-stat… Postdoc position: https://www.jobbnorge.no/en/available-jobs/job/280960/three-year-postdoc-po… I would be very grateful if you could share the vacancies with talented candidates who might be interested in the positions. Contact person / supervisor: Valeria Vitelli (valeria.vitelli(a)medisin.uio.no ) All the best, Valeria -- 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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cambio data - seminari a Pavia, 4 giugno
by Benedetta Ferrario 29 May '25

29 May '25

CAMBIO DATA: mercoledì 4 giugno (e non più 3 giugno) per i seguenti due seminari presso il Dipartimento di Scienze Economiche e Aziendali (aula E, piano terra) dell'Università di Pavia. *ore 13:30 *Hakima Bessaih (Florida International University) *titolo*: Dynamical systems with noisy data *abstract*: Reconstructing the state of a dynamical system from noisy observations is particularly challenging when the initial conditions are unknown. This talk focuses on synchronization-based and feedback control methods for data assimilation, which dynamically align model trajectories with observed data. Techniques such as nudging, observer-based schemes, and coupling strategies will be discussed, highlighting how they correct for uncertainty and stabilize the system in real time. Applications include chaotic systems and models governed by stochastic dynamics. *ore 14:30: *Sam Power (University of Bristol) *titolo*: Gradient Flow Methods for Statistical Computation - Trends and Trajectories *abstract*: When conducting statistical estimation and inference, it is relatively commonplace that the dominant computational burden takes the form of an optimisation task. This has long been recognised for tasks of parameter estimation, though there is an increasing recognition that other tasks of interest can be fruitfully interpreted as optimisation tasks over a space of probability measures, or even over some 'hybrid' space involving both parameters and measures. In this talk, I will survey some trends in this area, focusing on how this high-level perspective finds use in both analysis of popular existing algorithms and synthesis of novel algorithms. I will also highlight opportunities for future contributions in this fast-growing area. Tutti gli interessati sono invitati a partecipare.

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Last call: Ph D students in Probability and Statistics Meet Companies
by Cristina Zucca 29 May '25

29 May '25

Carissime/i, facendo seguito alla prima call, inviata a Marzo, confermiamo l’incontro di 3 giorni tra dottorandi in Probabilità e Statistica e rappresentanti di tre aziende: *Ph D Students in Probability and Statistics meet Companies* organizzato per i giorni 16-18 settembre 2025 dal gruppo UMI-PRISMA, dall Dipartimento di Matematica “G. Peano” dell’Università di Torino e il Dipartimento di Scienze Matematiche “J.L. Lagrange” del Politecnico di Torino.Le aziende che hanno accettato l'invito sono : Novartis, Toolgroups e Fondaco Group. Informazioni più complete sono disponibili alla pagina: https://sites.google.com/view/phd-companies/home La partecipazione al gruppo di studio/lavoro è gratuita per dottorandi e dottorande, ed eventuali post doc interessati, che stanno svolgendo o hanno svolto una tesi di probabilità e/o statistica matematica. Potremo finanziare il pernottamento di alcuni partecipanti presso le residenze universitarie e l'organizzazione comprende i pranzi per i partecipanti. Il numero di posti è limitato e si accetteranno iscrizioni fino al loro esaurimento*. * *La registrazione è obbligatoria e deve avvenire entro il 20 giugno utilizzando il form* *iscrizione* <https://docs.google.com/forms/d/e/1FAIpQLSeJnl8hdCp6UgMesAAn3rgZOHp3zj3CrqQ…> Il comitato organizzatore: Gianluca Guadagni, Franco Pellerey, Laura Lea Sacerdote, Enrico Scalas, Serena Spina, Barbara Trivellato e Cristina Zucca ------ Following the initial call sent out in March, we confirm the *three-day meeting* between PhD students in *Probability and Statistics* and representatives from three companies: *PhD Students in Probability and Statistics Meet Companies* The event will take place on *September 16–18, 2025*, and is organized by the UMI-PRISMA group, the Department of Mathematics "G. Peano" at the University of Turin, and the Department of Mathematical Sciences "J.L. Lagrange" at the Polytechnic University of Turin. The companies that have accepted the invitation are: *Novartis*, *Toolgroups*, and *Fondaco Group*. More information is available at: https://sites.google.com/view/phd-companies/home Participation in the study/work group is *free of charge* for PhD students and interested postdoctoral researchers who are currently working on, or have completed, a thesis in probability and/or mathematical statistics. We will be able to *cover accommodation costs* for some participants at university residences, and *lunches will be provided* for all attendees. The number of available spots is limited, and registrations will be accepted *until all places are filled*. *Registration is mandatory* and must be completed *by June 20* using the registration form. *iscrizione* <https://docs.google.com/forms/d/e/1FAIpQLSeJnl8hdCp6UgMesAAn3rgZOHp3zj3CrqQ…> *Organizing Committee:* Gianluca Guadagni, Franco Pellerey, Laura Lea Sacerdote, Enrico Scalas, Serena Spina, Barbara Trivellato, and Cristina Zucca ------------------------------ -- -- Prof. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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[IFIP Performance 2025] Deadline Extended
by Zocca, A. (Alessandro) 29 May '25

29 May '25

Dear colleagues, We would like to inform you that the submission deadlines for the IFIP Performance 2025 conference have been extended by two weeks to allow authors additional time to prepare their contributions. Updated Deadlines: * Abstract registration: now due June 8, 2025 * Paper submission: now due June 15, 2025 We encourage you to take advantage of this extension and submit your latest research to the conference. Submission platform: https://performance2025.hotcrp.com/ Best regards, Alessandro Zocca On behalf of the IFIP Performance 2025 Organizing Committee

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OWABI@BioInference2025 - today at * 10.30am * UK time
by Massimiliano Tamborrino 29 May '25

29 May '25

Dear all, due to the conference running late, the OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminars will start today at 10.30am UK time instead of 10am, as previously announced. The talks will be 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: 10.30-11am 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: 11-11.30am 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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Seminario di Sam Power - Pavia, 3 giugno 2025 ore 15
by Carlo Orrieri 28 May '25

28 May '25

Martedì 3 giugno alle ore 15 presso il Dipartimento di Scienze Economiche e Aziendali (aula E, piano terra) dell'Università di Pavia, Sam Power (University of Bristol) terrà un seminario: titolo: Gradient Flow Methods for Statistical Computation - Trends and Trajectories abstract: When conducting statistical estimation and inference, it is relatively commonplace that the dominant computational burden takes the form of an optimisation task. This has long been recognised for tasks of parameter estimation, though there is an increasing recognition that other tasks of interest can be fruitfully interpreted as optimisation tasks over a space of probability measures, or even over some 'hybrid' space involving both parameters and measures. In this talk, I will survey some trends in this area, focusing on how this high-level perspective finds use in both analysis of popular existing algorithms and synthesis of novel algorithms. I will also highlight opportunities for future contributions in this fast-growing area. Tutti gli interessati sono invitati a partecipare. Un caro saluto Carlo Orrieri

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Seminario di Giorgio Cipolloni alla Sapienza
by Faggionato, Alessandra 28 May '25

28 May '25

Buongiorno Martedi' 3 Giugno alle ore 14:00 in Sala di Consiglio Giorgio Cipolloni (University of Arizona) terra' il seguente seminario Title: Logarithmically correlated fields from non-Hermitian random matrices Abstract: We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to a 2 dimensional log-correlated field. Our result, previously not known even in the Gaussian case, holds out of equilibrium for general matrices with i.i.d. entries. We also study the extremal values of these fields and demonstrate their logarithmic dependence on the matrix dimension. Grazie dell'attenzione Buona giornata 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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Bando di Dottorato MODELLI E METODI MATEMATICI E STATISTICI PER L’ECONOMIA E LA FINANZA, MEMOTEF SAPIENZA
by Claudia Ceci 28 May '25

28 May '25

Buongiorno, si avvisa che è stato pubblicato il bando per l’ammissione al corso di Dottorato di Ricerca (41° ciclo) in MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (Scuola di Dottorato in Economia), presso il Dipartimento MEMOTEF, Università di Roma "Sapienza" https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato Il Dottorato si articola in due curricula, di cui uno dal titolo *MODELLI E METODI MATEMATICI E STATISTICI PER L’ECONOMIA E LA FINANZA. * Tutte le informazioni utili sono reperibili alla pagina: https://phd.uniroma1.it/web/concorso41.aspx?i=4045&l=IT *La scadenza per la presentazione delle domande è fissata inderogabilmente al * *19 giugno 2025, ore 23:59.* Si prega di darne massima diffusione tra i potenziali interessati. Grazie, Claudia Ceci *************************************************************************************************** Claudia Ceci Prof. I fascia STAT-04/A Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Email: claudia.ceci(a)uniroma1.it

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2nd Dolomites Winter School on Mean-field systems in finance, neurosciences and AI
by Andrea Pascucci 28 May '25

28 May '25

It is our pleasure to announce the *2nd Dolomites Winter School on Mean-field systems in finance, neurosciences and AI <https://sites.google.com/view/dolomitesws26>* * * which will take place in*Folgarida* on*January 11-16, 2026*. _Mission:_ The winter school is designed for Ph.D. students as well as early career researchers in the areas of probability, stochastic analysis, machine learning, mathematical finance. However, any researcher in these areas is encouraged to partecipate. It will take place in Folgarida, in the heart of the Dolomites, a world-renowned alpine destination and a World Heritage site since 2009, thanks to their beauty and unique landscapes. _Courses:_ * *Noufel Frikha* (Université Paris 1 - Panthéon Sorbonne), "McKean-Vlasov SDEs, Related PDEs on the Wasserstein Space, and Applications" * *Eva Löcherbach* (Université Paris 1 - Panthéon Sorbonne), "Modeling spiking neurons by interacting systems of point processes with variable memory" _Highlights:_ * *Free participation* (registration is compulsory) * Discounted accommodation rates available for reservations made *by September 15* (see the website)* * * *Contributed and poster sessions* for the participants _Further information available at_ https://sites.google.com/view/dolomitesws26 For special queries, please contact the organizers at:dolomitesws@gmail.com <mailto:ws25unibomi@gmail.com> -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 ---------------------------------------------------------------

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PhD Open Day – Mathematics at Sapienza University of Rome
by Lorenzo Taggi 27 May '25

27 May '25

We are pleased to announce that the *PhD Open Day for the Doctoral Program in Mathematics* at *Sapienza University of Rome* will take place on *Thursday, May 29th, 2025*. The event will include a presentation of the PhD program structure and research areas, including *PhD positions in Probability*. All students interested in pursuing a PhD in Mathematics, particularly in *Probability*, are warmly invited to attend. Please find the schedule at this link. <https://phd.uniroma1.it/web/presentazione-del-concorso-per-il-41-mo-ciclo_n…>

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Seminario Padova - Vanessa Jacquier
by Alberto Chiarini 27 May '25

27 May '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (30 Maggio) alle ore 14:30 in aula 2AB30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Vanessa Jacquier (Università di Padova) Title: Discrete Nonlocal Isoperimetric Inequality and Analysis of the Long-Range Bi-Axial Ising Model Date: May 30, 2025, at 14:30, 2BC30 Abstract: We consider a generalization of the classical perimeter, referred to as the nonlocal bi-axial discrete perimeter, in which not only the external boundary of a polyomino contributes to the perimeter, but all its internal and external components. In particular, this nonlocal bi-axial perimeter is a fractional function that depends on the shape of the given geometrical figure and on a parameter λ>1, which accounts for the long-range effect. We tackle the nonlocal discrete isoperimetric problem analyzing and characterizing the minimizers within the class of polyominoes with a fixed area. The solution of this isoperimetric problem provides a rigorous foundation for studying the metastable behavior of the long-range bi-axial Ising model. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Call for applications PhD in Mathematics UniTn-UniVr
by Luca Di Persio 27 May '25

27 May '25

Dear all, We are happy to announce the new call for applications to the 41st cycle of the PhD course in Mathematics<https://www.unitn.it/en/phd/mathematics> jointly conducted by the Department of Mathematics of the University of Trento<https://www.maths.unitn.it/en> and the College of Mathematics<https://www.univr.it/en/university/-/organo/mathematics-teaching-committee> of the Department of Computer Science of the University of Verona<https://www.di.univr.it/?lang=en>. Here you can find all the details https://www.unitn.it/sites/default/files/2025-05/MATHS_41_ENG_0.pdf Deadline: June 20th, 2025, at 16:00 (Italian time) Please feel free to forward this announcement to any students you think might be interested. All the best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai<http://www.hpa.ai/>

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Bando RTT Università di Pisa
by Mario Maurelli 27 May '25

27 May '25

Gentili colleghi, (English below) è aperta una procedura di selezione per l’assunzione di 1 Ricercatore a tempo determinato in tenure track (RTT) presso il Dipartimento di Matematica dell'Università di Pisa. Settore scientifico disciplinare (SSD): MATH-03/B - Probabilità e Statistica Matematica Accesso riservato: La selezione è aperta a coloro che: sono o sono stati, per una durata non inferiore a un anno, titolari di contratti da ricercatore “junior” (RTD-A), oppure sono o sono stati, per una durata complessiva non inferiore a tre anni, titolari di uno o più assegni di ricerca. Scadenza per la presentazione delle domande: ore 13:00 del 9 giugno 2025 Per ulteriori dettagli sulla procedura e i requisiti, vi invitiamo a consultare il bando completo disponibile sul sito dell'Università: https://bandi.unipi.it/public/Bandi/Detail/7adfad3c-c8be-46ac-b6dc-bc4b2a4c… English version: A call is open for a Researcher in Tenure Track (RTT) position at the Mathematics Department of the University of Pisa. Scientific disciplinary sector (SSD): Math-03/B - Mathematical probability and statistics Reserved access: the selection is open to those who have or have been, for a duration of not less than one year, holders of contracts as a researcher "Junior" (RTD-A) , or holders of post-doc positions for a total duration of not less than three years. Deadline for applications: 1PM, 9 June 2025 For further details on the procedure and requirements, we invite you to consult the complete announcement available on the university website: https://bandi.unipi.it/public/bandi/detail/7adfad3c-c8be-46ac-b6dc-bc4b2a4c… Cordiali saluti Mario Maurelli

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PhD/Postdoc position - Ruhr University Bochum
by Nicola Turchi 27 May '25

27 May '25

Dear colleagues, I am pleased to share the following call for applications: __________ *PhD or Postdoctoral Position in Probability Theory* *Ruhr University Bochum – Faculty of Mathematics* *Application deadline: June 27, 2026* The Faculty of Mathematics at Ruhr University Bochum invites applications for a *PhD* or *Postdoctoral* position in *Probability Theory*, with a flexible start date (no later than January 2026). The position is part of the research group of *Prof. Christoph Thäle*, which focuses on *stochastic geometry* and *geometric probability*. The group's research centers on the asymptotic behavior of random spatial structures – ranging from discrete to high-dimensional models – using tools from probability theory and geometric analysis. We are looking for a highly motivated candidate conducting independent research in a modern area of probability theory, ideally with a focus on stochastic geometry. Applicants should hold an excellent *Master’s degree* (for the PhD position) or *PhD* (for the PostDoc position) in mathematics, preferably in one of the following areas: - Probability theory - Geometry - Combinatorics *Position details:* - *PhD position*: 75% TV-L E13 (German public sector pay scale) - *PostDoc position*: 100% TV-L E13 *Application process:* Please submit your application *electronically* as a single PDF file, including: - a cover letter - a curriculum vitae (CV) - academic transcripts Send your application to: tanja.schiffmann(a)rub.de. For further information or inquiries, please contact *Christoph Thäle* ( https://sites.google.com/view/christophthaele/start). We look forward to receiving your application by *June 27, 2026*. __________ Best wishes, -- Nicola Turchi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Seminario di Amichai Painsky presso l'università Bicocca, Mercoledì 4 giugno
by Mario Beraha 27 May '25

27 May '25

Buongiorno a tutti, Vi segnalo il seguente seminario in presenza presso l’università di Milano-Bicocca. 4 giugno 2025, ore 12:00, Aula Seminario 2104, Edificio U7, Via Bicocca degli Arcimboldi, 8, Milano. Speaker: Amichai Painsky, Tel Aviv University Title: Large Alphabet Inference Abstract: Consider a finite sample from an unknown distribution over a large alphabet. Making inference in a large alphabet regime is a fundamental problem in statistics and related fields, which entails several basic challenges. For example, how accurately can we infer the parameters of events that do not appear in the sample? What can we say about the most frequent events in the sample? The entire underlying distribution? In this talk we introduce a novel inference scheme that tackles these challenging problems. Our proposed framework applies selective inference, as we construct confidence intervals (CIs) for the desired set of parameters. Interestingly, we show that obtained CIs are dimension-free, as they do not grow with the alphabet size. Further, we show that our CIs are (almost) tight, in the sense that they cannot be further improved without violating the prescribed coverage rate. Contatto: riccardo.corradini(a)unimib.it<mailto:riccardo.corradini@unimib.it> Buona giornata, Mario Beraha

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Short courses in GSSI trimester
by Lu Xu 27 May '25

27 May '25

Dear colleagues and friends, we are glad to announce the forthcoming short courses and seminar in GSSI in June: June 3-5 (short cours) & June 6 (seminar): Prof. Gian Michele Graf (ETH Zurich) June 10-12: Prof. Lenya Ryzhik (Stanford) Please see at the end of the email for the detailed information. Registration is free through the web form: https://indico.gssi.it/event/745/. Other courses hosted by the trimester can be found here: https://trimester2025.math.gssi.it/all_courses/. We would be grateful if you could circulate the announcement among potentially interested students and researchers. For any information do not hesitate to contact us (patterns(a)gssi.it<mailto:patterns@gssi.it>). ———————————————— Venue: Main Lecture Hall, Gran Sasso Science Institute (Viale F. Crispi 7, L’Aquila) ———————————————— Matter and topology: an overview Gian Michele Graf (ETH Zurich) 3/6 (Tue) 14:15-15:45 5/6 (Thu) 14:15-15:45 6/6 (Fri) 09:00-10:45 Topological insulators are materials that are conducting at their edge, though not in the bulk. Their essential physical properties are encoded by an index. After reviewing the historical origins, and the Quantum Hall effect in particular, the appropriate indices will be discussed (Chern numbers, index of a pair of projections), as well as bulk-edge correspondence. Thereafter symmetry protected topological insulators will be addressed. The focus will be on symmetries like time-reversal and particle-hole conjugation and, correspondingly, on the Quantum Spin Hall effect and Majorana zero modes in superconductors, in physical dimensions d=2 and 1, respectively. More broadly, the Kitaev table describes the kind of indices that occur in relation to many more symmetries, in any dimension d, and its derivation will be treated. Special topics beyond the above framework, such as time-dependent systems (Floquet or quantum pumps) or classical systems (hydrodynamics) may occur too, as time permits. ———————————————— SMAQ Seminar: Adiabatic charge pumps and Galilei covariance Gian Michele Graf (ETH Zurich) 6/6 (Fri) 14:00-15:30 The Thouless theory of quantum pumps establishes quantized transport per cycle and determines the necessary conditions. When the description is shifted to a moving reference frame, as suggested by recent experiments on ultracold gases, transported and residing charges mix. That transformation is encoded in Galilean space and time, but underlying it is one of vector bundles that may be described in a number of ways, that may or may not rely on Bloch theory. In one of them, the transformation mixes strong and weak indices of a bundle on a 2-torus; in another one, a 3-torus is at center stage; in yet another one, and somewhat informal way, the transformation is related to a paradox that astonished seafarers of centuries past. Joint work with T. Esslinger and F. Santi. ———————————————— Branching Brownian motion and knowledge diffusion: from Fisher-KPP to MFG Lenya Ryzhik (Stanford) 10/6 (Tue) 16:15-17:45 11/6 (Wed) 10:45-12:15 & 16:15-17:45 12/6 (Thu) 16:15-17:45 We will first discuss the general connection, via the voting models, between the branching Brownian motion (BBM) and the Fisher-KPP and other semilinear parabolic equations. This connection, together with the long time asymptotics of the solutions, allows, in particular, to deduce some fine properties of BBM, such as the law of large numbers and fluctuations of the limiting process near the maximum of BBM. In the second half of the lectures, we will discuss some knowledge diffusion models that arise in macroeconomics and lead to mean-field game type of problems that are also related to non-local Fisher-KPP equations. ———————————————— With our best wishes, Lu Xu Assistant Professor (RTDb) Gran Sasso Science Institute

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Seminario di Hakima Bessaih - Pavia, 3 giugno 2025 ore 14
by Benedetta Ferrario 27 May '25

27 May '25

Martedì *3 giugno alle ore 14* presso il Dipartimento di Scienze Economiche e Aziendali (aula E, piano terra) dell'Università di Pavia, la prof.ssa Hakima Bessaih terrà un seminario: *titolo*: Dynamical systems with noisy data *abstract*: Reconstructing the state of a dynamical system from noisy observations is particularly challenging when the initial conditions are unknown. This talk focuses on synchronization-based and feedback control methods for data assimilation, which dynamically align model trajectories with observed data. Techniques such as nudging, observer-based schemes, and coupling strategies will be discussed, highlighting how they correct for uncertainty and stabilize the system in real time. Applications include chaotic systems and models governed by stochastic dynamics. Tutti gli interessati sono invitati a partecipare. Un cordiale saluto Benedetta Ferrario

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PhD in Mathematics at University of Torino, Italy
by Riccardo Maffucci 26 May '25

26 May '25

Dear Colleagues, I would like to draw your attention to the open call for positions in the PhD program in Mathematics at the University of Torino, Italy. See here<https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html> for the call and information on how to apply. Deadline: June 15th. There are 10 positions with scholarship, with one reserved for candidates with a foreign master degree. See here<https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=strh;field=file…> for a description of the 10 positions, some of which involve a joint supervision with a foreign partner. See also this link<https://www.mathphd.unito.it/do/home.pl/View?doc=supervisors.html> for a list of research topics with corresponding possible supervisors. I would like to draw your attention specifically to the possibility of a PhD on Planar Graphs and Polyhedra, co-supervised by me in Torino, and with frequent visits to the University of Warwick, UK, working with Prof. Agelos Georgakopoulos. There is also the possibility of a PhD supervised by me on topics relating to graph theory, number theory, geometry of numbers, discrete mathematics, probability. Candidates are very welcome to contact me for further details if they are interested. The interviews for the selection of candidates will take place in July, and can be carried out online. The outcome of the selection will be published at the beginning of August; admitted candidates have 7 days to accept the position. Candidates can obtain their Master degree by October 31st, 2025 (and not by the expiry date of the call). The starting date of the PhD program is November 1st, 2025. Please forward this email to anyone who might be interested. Best regards, Riccardo Maffucci University of Torino

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Upcoming PhD Course on Tail Dependence Risk at Roma Tre University
by Francesco Cesarone 26 May '25

26 May '25

Dear All, I am pleased to announce a new series of PhD courses organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Below are the details for the first course in this series: * Tail Dependence Risk Davide Lauria - Researcher in Financial Mathematics, Applied Probability, and Stochastic Programming at the University of Bergamo, Department of Managerial Science. Date: Tuesday, 27 May, h: 11:00 - 14:00; Wednesday, 28 May, h: 11:00 - 14:00; Thursday, 29 May, h: 11:00-13:00; Thursday, 29 May, h: 15:00-17:00. Participants can attend the seminars either in person at the Computer Lab (small room) located on the ground floor of the Department of Business Studies, Roma Tre University (Via Silvio D'Amico, 77, 00145 Rome, Italy), or online. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Seminario Hakima Bessaih - Politecnico di Milano - 30 Maggio 2025
by Luca Scarpa 26 May '25

26 May '25

Si segnala il seguente seminario a tutti gli interessati. Venerdì 30 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Hakima Bessaih, Florida International University. Title: Synchronization in Stochastic Systems: Models and Applications Abstract: Synchronization phenomena describe the long-time behavior of systems composed of interacting particles or agents that eventually reach a common state. In this talk, we will present several stochastic models and investigate their synchronization properties under both additive and multiplicative noise. We will also explore an application to networked systems, modeled by stochastic reaction-diffusion equations on a graph. Link Zoom: https://polimi-it.zoom.us/j/97744268266?pwd=JinYaL7ZNixmf5IcNgWHkNFVwFhfXI.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2596#single ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Errata corrige: The Mathematics of Subjective Probability - MSP2025
by Pietro Rigo 26 May '25

26 May '25

Chiedo scusa a tutti: a causa di un mio errore materiale, la versione precedente di questo annuncio conteneva alcune inesattezze Quella che trovate sotto e' la versione giusta Pietro ................................................ Dear all, we are happy to announce the forthcoming fourth edition of the conference: The Mathematics of Subjective Probability - MSP2025 that will be hosted by the University of Milano-Bicocca on the days 8, 9 and 10 September 2025. The workshop, jointly organized by the three Departments of Economics, Statistics and Mathematics of Milano-Bicocca, is divided into three thematic areas, one for each day: Theory of decisions, Bayesian nonparametrics and Stochastic analysis. Keynote speakers will be: Florian BRANDL Simone CERREIA-VIOGLIO Eugenio REGAZZINI Antonio LIJOI Iliya CHEVIREV Giuseppe CANIZZARO Participation is free but registration is mandatory. Further details are available at the conference website: https://msp.campus.unimib.it/program [https://lh5.googleusercontent.com/R_QoYr9mkASLV83FNd82KweMNaImVE_2UQkb9NLOu…]<https://msp.campus.unimib.it/program> MSP 2025 - Program<https://msp.campus.unimib.it/program> final program . Monday, September 8 th 9:30 - 10:00, Registration; 10:00 - 10:15, Welcome address, prof. Leo Ferraris, (Head of the Department of Economics); 10:15 - 11:15, Florian Brandl (University of Bonn), (keynote speaker): TBA; 11:30 - 12:30, Simone Cerreia-Vioglio (Università "L. msp.campus.unimib.it . We look forward to seeing you in Milan. ------------------------------------- The Organizing Committee Stergios Athanasoglou Francesco Caravenna Gianluca Cassese Andrea Ongaro Pietro Rigo Gianmario Tessitore Barbara Vantaggi -------------------------------------

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OWABI@BioInference2025 - 29th May 10am UK time
by Massimiliano Tamborrino 26 May '25

26 May '25

Dear all, the next OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar is quickly approaching, with two talks live from BioInference 2025 (https://bioinference.github.io/2025/). 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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The Mathematics of Subjective Probability - MSP2025
by Pietro Rigo 25 May '25

25 May '25

Dear all, we are happy to announce the forthcoming fourth edition of the conference: The Mathematics of Subjective Probability - MSP2025 that will be hosted by the University of Milano-Bicocca on the days 8, 9 and 10 September 2025. The workshop, jointly organized by the three Departments of Economics, Statistics and Mathematics of Milano-Bicocca, is divided into three thematic areas, one for each day: Theory of decisions, Bayesian nonparametrics and Stochastic analysis. Keynote speakers will be: Florian BRANDL Simone CERREIA-VIOGLIO Eugenio REGAZZINI Antonio LIJOI Iliya CHEVIREV Giuseppe CANIZZARO Participation is free but registration is mandatory. Further details are available at the conference website: https://msp.campus.unimib.it/program. We look forward to seeing you in Milan. ------------------------------------- The Organizing Committee Stergios Athanasoglou Francesco Caravenna Gianluca Cassese Andrea Ongaro Pietro Rigo Barbara Vantaggi -------------------------------------

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PhD positions in Complex Networks at IMT Lucca
by Anna Gallo 23 May '25

23 May '25

Dear all, I'm happy to share that applications are now open for the PhD programme in Complex Networks at IMT Lucca! On behalf of Prof. Diego Garlaschelli, Director of the Research Unit Networks, I invite you to check out the details below if you are interested. All the best, Anna Gallo _______________________________________________ Are you a strong candidate interested in a PhD trajectory in complex systems, complex networks, entropy and information? There are openings in the NETWORKS Unit <https://networks.imtlucca.it/> at IMT Lucca! Please see the two calls below. Both allow for applications before the MSc degree is obtained, conditionally of obtaining it before the end of October 2025. - PhD in Systems Science <https://sys.imtlucca.it/> | deadline May 30, 2025 | IMT School of Advanced Studies Lucca, Italy (here, the relevant track is "Complex Systems and Networks") - PhD in Artificial Intelligence for Society <https://phd-ai-society.di.unipi.it/applications/> | planned to open on 18 June 2025 | University of Pisa, Italy (here, in the application you can express preference for the PhD fellowship sponsored by IMT School Lucca). -- Diego Garlaschelli Professor of Theoretical Physics NETWORKS Unit <https://networks.imtlucca.it/> (director) Rector's Delegate for Internationalization IMT School for Advanced Studies Piazza S. Francesco 19, 55100 Lucca (Italy) Econophysics and Network Theory group <https://www.universiteitleiden.nl/en/science/physics/biological-matter/dieg…> (PI) Lorentz Institute for Theoretical Physics, University of Leiden Niels Bohrweg 2, 2333 CA Leiden (The Netherlands) Maximum-Entropy Networks <https://link.springer.com/book/10.1007%2F978-3-319-69438-2>: Pattern Detection, Network Reconstruction and Graph Combinatorics

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Seminari DSS - Sapienza 26 maggio
by Luisa Beghin 23 May '25

23 May '25

Buongiorno, segnalo che *lunedì 26 maggio a partire dalle ore 15, in aula 34, *quarto piano, si terranno presso il *Dipartimento di Scienze Statistiche* i seguenti talks di giovani ricercatori: *Anastasiìa Kovtun* (PhD student - Università di Cardiff, UK) "Dickman-type Ornstein-Uhlenbeck processes and their higher-order spectral densities" *Lorenzo Facciaroni *(PhD student, Sapienza Università di Roma) "Para-Markov chains and related non-local equations" *Jacob Butt *(PostDoc researcher, Sapienza Università di Roma) "Random walk models with discrete Mittag-Leffler waiting times" Tutti gli interessati sono invitati a partecipare. Si potrà assistere anche da remoto collegandosi al seguente link: https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09 Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Seminar Alfred Galichon Thu 29 May 14:30
by Marta Catalano 22 May '25

22 May '25

Dear all, we are pleased to announce the following seminar at Luiss University. ——— Speaker: Alfred Galichon, New York University Title: Optimal Transport for Economics: Applications and Extensions When: Thu May 29, 14:30 Where: Via Lisbona 7, 00198 Roma Room: S03A Abstract: Optimal transport theory has emerged as a unifying geometric framework for a wide range of economic questions that hinge on allocating heterogeneous agents or goods in a cost-efficient way. This talk surveys recent methodological advances and shows how they sharpen three core empirical tools: - Discrete choice models – I will show how viewing demand estimation through the lens of optimal transport delivers transparent identification of taste heterogeneity and suggests computationally efficient estimation algorithms that scale to high-dimensional product spaces. - Matching models – Building on the Monge–Kantorovich formulation, I will discuss equilibrium assignments in labor and marriage markets, highlighting new existence and uniqueness results when complementarities are non-transferable. Optimal transport duality provides constructive characterizations of wage/transfer schedules and illuminates comparative-statics of policy interventions. - Quantile regression and distributional methods – Re-casting quantile regression as an optimal transport problem links conditional quantiles to integral probability metrics. This perspective leads to robust, dependence-aware estimators and facilitates inference on counterfactual distributions, with applications to wage inequality and treatment-effect heterogeneity. Throughout, I will emphasize common geometric intuition, outline open computational challenges, and sketch extensions to dynamic settings and strategic interaction. The overarching goal is to demonstrate how optimal transport offers economists a versatile, tractable, and conceptually coherent toolkit for modeling heterogeneity and market frictions across disparate empirical domains. ——— More info can be found at this link: https://economiaefinanza.luiss.it/research-seminar/optimal-transport-for-ec… The seminar will be in presence only. Please send me an email if you are interested in participating. Best wishes, Marta Catalano ----- Marta Catalano Luiss University https://martacatalano.github.io/ La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Reminder: Workshop Through the threshold
by Federico Polito 21 May '25

21 May '25

Dear all, This is a reminder for the workshop titled “Through the threshold: first passage times and beyond”, which will take place at the University of Torino on June 9 and 10, 2025. This event will also provide an opportunity to celebrate the career of Laura Sacerdote on the occasion of her retirement. Speakers: - Madalina Deaconu (Inria & Institut Élie Cartan de Lorraine) - Priscilla (Cindy) Greenwood (University of British Columbia) - Sonja Grün (Jülich Research Centre - RWTH Aachen University) - Samuel Herrmann (Université de Bourgogne) - Lubomir Kostal (Czech Academy of Sciences) - Isaac Meilijson (Tel Aviv University) - Goran Peskir (The University of Manchester) - Shigeru Shinomoto (ATR Institute International) - Tatyana Turova (Lund University) More information at the webpage https://sites.google.com/view/fpt-torino Registration is free and welcome, but mandatory. We are looking forward to seeing you in Turin! Best regards. The organizers. -- Federico Polito Professor of Probability Coordinator of M.Sc. in Stochastics and Data Science *Department of MathematicsUniversity of Torino* Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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SNIPS 2025
by Andreas Petersson 21 May '25

21 May '25

Dear colleagues, We are organizing SNIPS 2025 – Stochastic Numerics and Inverse Problems in Sweden, at Linnaeus University in Växjö, August 25-29, 2025. We aim to bring together researchers from diverse fields to discuss advances in areas like numerics for stochastic differential equations, Monte Carlo methods, stochastic optimization, filtering, and parameter estimation. We would be grateful if you could forward this information within your department. We are still accepting submissions for contributed talks. This is a good opportunity for researchers, including PhD students and younger colleagues, to present their work and connect with participants from across Europe. The registration deadline is June 19, 2025. More details, including speakers and a link to registration, are on our website: https://lnu.se/en/snips2025 Thank you for your support. Best wishes, Andreas Petersson and Monika Eisenmann Local Organizers, SNIPS 2025

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PhD positions in Mathematics at Rome La Sapienza
by Silvestri, Vittoria 21 May '25

21 May '25

Dear colleagues, This is to advertise the opening of *16 PhD positions in Mathematics at the University of Rome La Sapienza*, divided into: *-* 8 full scholarships (all areas of Mathematics) - 2 full scholarships in Geometry (supervisor: Lorenzo Foscolo) - 2 full scholarships in Probability (supervisor: Vittoria Silvestri) - 1 full scholarship in Mathematical Physics (supervisor: Sergio Simonella) - 3 PhD positions without scholarship. Contrary to what was done in the last two years, for the PhD admission *there will be no written exam*. I include some useful info below: *Link to the call*: - (ITA) https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato - (ENG) https://www.uniroma1.it/en/pagina/admissions-2025-2026-phd-programmes *Deadline for applications*: 19th of June 2025 (until 23:59) *Duration of PhD*: 3 years *Amount of scholarship*: 1550€ per month *Selection procedure*: based on titles (CV, motivation letter etc) and an interview (which can be held on zoom). In particular I would like to flag that *2 PhD positions will be funded by my grant **FIS 2 -* *Understanding pattern formation in nature via complex analysis*, and on these positions PhD *students will have access to a generous amount of funds*, on top of a full scholarship, to use for their research activities. *Students interested in working in probability are encouraged to apply to both* the 8 PhD scholarships in Mathematics and to the 2 PhD scholarships in Probability funded by my grant. Should they have queries on the research topics and/or the application process, they are welcome to contact me at silvestri(a)mat.uniroma1.it. Best wishes, Vittoria Silvestri ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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PhD positions in Florence
by Elia Bisi 21 May '25

21 May '25

Dear colleagues, We are happy to announce the opening of applications for the PhD programme in Mathematics, Statistics, and Computer Science at the University of Florence. Applications in Probability are very welcome. See here for the general call: https://www.unifi.it/en/study-us/after-graduation/phd-programmes/phd-course… and here for more specific information about the PhD application in Maths: https://www.unifi.it/en/study-us/after-graduation/phd-programmes/phd-courses A Master’s degree is required, but those who do not hold it yet can be admitted, as long as they get their degree by October. A brief 1-2 page research project is also required during the application; this is usually written in collaboration with a potential supervisor. There are 8 positions not linked to a specific research topic (so any research topic in Mathematics, Statistics and Computer Science is welcome), of which 6 with scholarship and 2 without. Interested people are encouraged to get in touch with one of us. Best wishes, Luca Avena, Gianmarco Bet, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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I: [owps] Today OWPS: Eleanor Archer and Anita Winter
by Luisa Andreis 21 May '25

21 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: June 4, June 18). We hope to see many of you online! Luisa and Roger ________________________________ Da: owps-request(a)lists.bath.ac.uk <owps-request(a)lists.bath.ac.uk> per conto di One World Probability <ow.probability(a)gmail.com> Inviato: venerdì 16 maggio 2025 22:36 A: owps(a)lists.bath.ac.uk <owps(a)lists.bath.ac.uk> Oggetto: [owps] next OWPS: Eleanor Archer and Anita Winter The next OWPS will be on Wednesday, May 21, from 13:00 to 15:00 UTC time. 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<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- The GHP scaling limit of uniform spanning trees in high dimensions. Eleanor Archer (Dauphine-PSL Paris) A spanning tree of a finite connected graph G is a connected subgraph of G that contains every vertex and no cycles. A well-known result of Aldous states that the scaling limit of the uniform spanning tree (UST) of the complete graph is the Brownian continuum random tree. We will discuss a recent result that shows that this is a universal phenomenon, in that the GHP scaling limit of the UST of any appropriate sequence of high dimensional graphs is the CRT. In particular, this holds for the torus in dimensions five and higher. Based on joint work with Asaf Nachmias and Matan Shalev. Scaling limit of the Aldous-Broder chain on regular graphs: the transient regime. Anita Winter (Duisburg-Essen University) A spanning tree of a finite connected graph G is a connected subgraph of G that contains every vertex and no cycles. A well-known way to generate a uniform spanning tree (UST) is the Aldous-Broder algorithm. This is a stochastic process with values in rooted trees that is driven by a random walk on G and converges as time goes to infinity towards the Brownian Continuum Tree (CRT). On the complete graph it is known that this process has a GH-scaling limit which is referred to as Root Growth with Regrafting dynamics (RGRG). We will show that this is again a universal phenomenon, i.e., it holds for the Alous-Broder chain on any appropriate sequence of regular graphs in the transient regime. In particular, this holds for the torus in dimensions five and higher. This is joint work with Osvaldo Angtuncio Hernandez and Gabriel Berzunza Ojeda. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Fwd: 2026 Paul Lévy Prize
by Dario Trevisan 20 May '25

20 May '25

Salve, inoltro questo messaggio relativo al premio Paul Lévy 2026, le candidature sono aperte fino al 31 agosto. Dario TRevisan > >> Begin forwarded message: >> >> *From: *Martin Hairer <martin.hairer(a)epfl.ch> >> *Subject: **2026 Paul Lévy Prize* >> *Date: *17 May 2025 at 09:08:00 BST >> *To: *Martin Hairer <martin.hairer(a)epfl.ch> >> >> Dear friends and colleagues, >> >> I just wanted to draw your attention on the 2026 Paul Lévy prize >> in Probability Theory, see >> >> https://euromathsoc.org/news/call-for-nominations:-paul-levy-prize-2026-in-… >> >> The purpose of the prize is to recognize senior (but still >> research active) top researchers in probability. Please send >> nominations to ems-office(a)helsinki.fi before the 31st of August. >> Thank you very much! Best wishes, >> >> Martin >> >> -- >> Prof. Martin Hairer >> EPFL, Dept of Mathematics >> http://www.hairer.org/ >> >

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PhD course "Statistical mechanics and disordered systems"
by Michele Salvi 20 May '25

20 May '25

Dear all, This is the first announcement for the PhD course Statistical mechanics and disordered systems that will be held by Professor Quentin Berger (Université Sorbonne Paris Nord) at the Mathematics Department of the University of Rome, Tor Vergata, from May 26th until June 19th. Researchers, professors and advanced master students are all welcome to attend. Don't hesitate to reach out to us if you need the CFU validation. Synopsis The course will start with a broad introduction on Statistical Mechanics models and the problem of disorder relevance. In the second part, it will focus on the Directed Polymer model and discuss recent results about its phase transition and scaling limit. A full abstract can be found at https://www.mat.uniroma2.it/~rds/events.php . Schedule The lectures will take place in Aula Dal Passo from 13:30 until 16h00 on the following dates May 26 (Mon) June 3 (Tue) June 5 (Thu) June 9 (Mon) June 12 (Thu) June 16 (Mon) June 19 (Thu) (total about 20 hours) We strongly encourage in-person participation, especially for PhD students. Should you be unable to attend one or more lectures, you can follow the streaming at https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6”} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The course is part of the Excellence Project MatMod@TOV.

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Dottorato in Scienze Statistiche @Sapienza, Roma
by Enrico Scalas 20 May '25

20 May '25

Buongiorno, scrivo per segnalare che è stato pubblicato il bando di ammissione del XLI ciclo del Dottorato in Sapienza, con preghiera di diffusione alle persone interessate. Per la Scuola di Scienze Statistiche sono disponibili 6 borse di Ateneo, 2 posti senza borsa e 4 borse esterne. Maggiori dettagli sono disponibili a questi link: https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato https://phd.uniroma1.it/web/concorso41.aspx?i=3544&l=IT Cordiali saluti, Enrico Scalas

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Seminario PRISMA venerdì 6 giugno 2025 - S. Mazzonetto & P. Pigato
by Sonia Mazzucchi 20 May '25

20 May '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *venerdì 6 giugno* 2025. I relatori saranno *Sara Mazzonetto* (Université de Lorraine) e *Paolo Pigato* (Università di Roma 2 “Tor Vergata”) che parleranno di: *Diffusioni a soglia e il ruolo del tempo locale* 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://unitn.zoom.us/j/82271416480 ID riunione: 822 7141 6480 Codice d’accesso: 130382 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sara Mazzonetto (Université de Lorraine) e Paolo Pigato (Università di Roma 2 “Tor Vergata”) TITOLO: Diffusioni a soglia e il ruolo del tempo locale RIASSUNTO: Le diffusioni a soglia sono soluzioni di equazioni differenziali stocastiche i cui coefficienti cambiano in modo discontinuo a seconda della posizione del processo rispetto a delle barriere (soglie). Sono usate nella modellizzazione di vari fenomeni, in finanza/economia, ingegneria e altre scienze. In questo seminario, daremo un’introduzione a questi processi dal punto di vista matematico e parleremo delle loro applicazioni. Considereremo poi alcuni problemi di inferenza dei parametri, discutendo risultati asintotici sotto diverse ipotesi e sottolineando le difficoltà tecniche provenienti in particolare dalla connessione tra discontinuità, moto browniano skew e tempi locali. .%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminari online su applicazioni della probabilità in economia (Save the dates)
by Enrico Scalas 20 May '25

20 May '25

Il gruppo UMI PRISMA organizza una serie di tre seminari online, in inglese, sulle "Applicazioni della Probabilità all’Economia". La serie di seminari è specificamente organizzata da: - Giulio Bottazzi (Scuola Superiore Sant'Anna) - Alessandro Calvia (Politecnico di Milano) - Marco Capaldo (RWTH Aachen) - Enrico Scalas (Sapienza Università di Roma) I seminari sono in preparazione alla Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview I dettagli sui link saranno diffusi in prossimità degli eventi sul sito web del gruppo UMI PRISMA: https://umi-prisma.polito.it/ e su questa lista. I seminari saranno i seguenti: 26 giugno 2025 ore 14 Speaker: Marta Leocata, LUISS Guido Carli, Department of AI, Data and Decision Sciences Title: Two applications of multi-agent models in economic and social systems Abstract: In this talk, we present an overview of mathematical models that capture the behavior of myopic agents—who rely on short-term, local information in their decision-making—and strategic agents, who consider the long-term consequences of their actions within interactive environments. These concepts will be illustrated through two applications in economic and social contexts: a multi-agent model for the co-evolution of preferences and actions in the emergence of social norms (joint work with Michele Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to the Emission Trading System (joint work with Giulia Livieri, LSE, and Gianmarco Del Sarto, TU Darmstadt). -- 10 luglio 2025 ore 14 Speaker: Annamaria Olivieri, University of Parma (Italy), Department of Economics and Management Title: Modelling Stochastic Mortality for Life Insurance Applications Abstract: In the closing decade of the last century, a generalized decrease in mortality rates has been reported in many countries, especially at adult and old ages, which was highly unanticipated. Until then, the modelling of mortality for insurance applications was mainly deterministic since, according to the classical insurance paradigm, in sufficiently large and homogeneous pools there is a high probability to achieve an outcome in line with what expected. Uncertain mortality trends are against such an argument. Net of the effect of the pandemic, the decreasing trend in mortality has persisted to current times, at a pace that remains random. Mortality has a clear impact on the liabilities of the life insurance (and pension) industry and an adequate mortality forecasting is among the key elements of an effective risk management design for a life insurer (or a pension fund), especially when longevity benefits are involved. Starting from the end of the last century, stochastic mortality modelling has become a core topic of actuarial science and many studies have greatly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular regard to the Italian population. Then, mortality and longevity risks are defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided. -- 17 luglio 2025 ore 14 Speaker: Sara Merino Aceituno, Faculty of Mathematics, University of Vienna (Austria) Title: Large particle limit for jump processes Abstract: In this short course, we will study interacting particle systems whose dynamics are governed either by continuous-time Markov processes (such as coagulation models) or piecewise deterministic Markov processes (such as run-and-tumble dynamics). Our starting point will be the martingale formulation of these systems. The primary objective is to derive equations that approximate the behavior of the system as the number of particles becomes large.

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PhD positions in Mathematics - University of Turin – Probability projects
by Bruno Toaldo 19 May '25

19 May '25

A call is open for 9 fully funded PhD scholarships (one of which is reserved for candidates holding an international degree) within the PhD program in Mathematics at the University of Turin, coordinator Prof. Cinzia Casagrande. Among the 9 funded positions (see this link <https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=strh;field=file…> for the full list), there are two projects in Probability that include a cotutelle arrangement with a foreign partner: 1) Controlled and singular interacting particle systems. Supervisor at UNITO: Elena Issoglio. Co-supervisor and cotutelle institution: Francesco Russo, École nationale supérieure de techniques avancées (ENSTA), Paris. 2) Mathematics of anomalous diffusion: from non-local PDEs to generative models. Supervisor at UNITO: Bruno Toaldo. Co-supervisor and cotutelle institution: Aleksandar Mijatovic, University of Warwick. The scholarship has a duration of three years and will start on November 1st, 2025. The selection interviews will take place in July and may be conducted online. The results of the selection process will be published at the beginning of August; admitted candidates will have 7 days to accept the position. Candidates must obtain their master’s degree by October 31, 2025 (and not necessarily by the application deadline). The deadline for applications is on June 16th, 2025. Website of the PhD: https://www.mathphd.unito.it/do/home.pl Call and link for applications: call link <https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html> For further information, please do not hesitate to contact us Kind regards Bruno Toaldo (bruno.toaldo(a)unito.it) Elena Issoglio (elena.issoglio(a)unito.it)

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Seminario Padova - Matteo Sfragara
by alekos.cecchin＠unipd.it 19 May '25

19 May '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (23 Maggio) in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Matteo Sfragara (Università di Padova) Title: Welcome seminar on random growth models Date: May 23, 2025, at 14:30, 2AB45 Abstract: In this talk I will give an overview of my recent research activity on random growth models, mostly carried during my postdoc time at Stockholm University. We will first talk about the connection between chaos and concentration in models like first-passage percolation (FPP) and last-passage percolation (LPP), and we prove that they exhibit a chaotic behavior. This extends previous work on the topic, and illustrates that this is a phenomenon that can be expected more widely. The notion of ‘chaos' refers to the sensitivity of the optimal path (geodesic) when exposed to a slight perturbation. We will then shift our focus on competing first passage percolation on random graphs generated by the configuration model, where two infection types compete to invade the vertices in the graph spreading via nearest neighbors. Assuming that the degrees follow a power-law distribution with exponent τ, we present results in the case of finite variance (τ>3), in the case of finite mean but infinite variance (2<τ<3) and in the case of infinite mean (1<τ<2): is it possible for the two infection types to coexist as the number of vertices n tends to infinity? I will conclude with a brief mention to some ongoing research projects. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Fully funded PhD positions in Modeling and Data Science - University of Turin
by Elvira Di Nardo 19 May '25

19 May '25

Fully funded PhD positions in Modeling and Data Science -University of Turin There are 3+1 fully funded PhD scholarships 4 fully funded PhD scholarships (1 of which is reserved for candidates holding an international degree) within the PhD program in Modeling and Data Science <https://dottorato-mds.campusnet.unito.it/do/home.pl> at the University of Turin (Italy), coordinator Prof. Rosa Meo. The scholarship has a duration of three years and will start on 1st November 2025. The PhD program is interdisciplinary and spans several fields, including mathematics, computer science, economics, statistics, and physics. Website of the PhD: https://dottorato-mds.campusnet.unito.it/do/home.pl The official language is English. The call is now open. All interested candidates must submit their application online at https://pica.cineca.it/unito/2025-dott/ <https://pica.cineca.it/unito/2023-dott/> The required documents may be submitted in either English or Italian. The deadline for applications is *16th June 2025*, at 12:00 noon (CEST). The positions are assigned to specific research projects, which will be discussed during the interview along with the relevant scientific skills. Candidates are required to submit a written statement (maximum of 3 pages, with a legible font size) outlining how their previously acquired background knowledge is applicable to the selected project. This statement should also include any specific research directions and techniques the applicant believes could be pursued within that project. The relevance of the proposed topics to the selected project will be a key part of the evaluation process. The list of the available projects can be found at the following link https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje… For more information, including the official call and all relevant deadlines, please visit the following link https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html where any additional updates, which may arise after the publication of the call, will also be announced. Please feel free to share this message with anyone who may be interested. Kind regards EDN -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it *https://sites.google.com/view/elviradinardo <https://sites.google.com/view/elviradinardo>* %-------------------------------------------------------

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PhD (Verona/Bonn)
by Ruth Davis 16 May '25

16 May '25

Dear all The ID-CARE team at the University of Verona (https://www.id-care.net/) is looking for PhD candidates for a multidisciplinary research project led jointly by the Infectious Diseases Section of the University of Verona and the Bonn Center for Mathematical Life Sciences & Life and Medical Science Institute, of the University of Bonn. Funded by GARDP (https://gardp.org/), the project aims to develop and pilot a robust and adaptable cost-effectiveness mathematical model to evaluate the public health impact and economic value of the introduction of Reserve antibiotics in treating severe infections caused by multidrug-resistant Gram-negatives in countries with different epidemiological and economic scenarios. See here for the call https://docs.univr.it/documenti/Albo/allegatialbo/allegatialbo308116.pdf FAIR: Pag. 38 Deadline: May 20th 2025 For further information, please contact: ruthjoanna.davis(a)univr.it Kind regards

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5 PhD positions at University of Rome Tor Vergata
by Michele Salvi 15 May '25

15 May '25

Dear all, The call for 5 PhD positions for the doctoral program in Mathematics at the Mathematics Department of University of Rome, Tor Vergata, is now open. The deadline for applications is the 6th of June at 12:00. You can find the official announcement, including an English translation, at https://dottorati.uniroma2.it/41-ciclo_p10297.aspx. Further details, including the date for the entrance exams, will be made available on the webpage of the PhD program https://www.mat.uniroma2.it/dottorato/. The starting date for the PhD positions is November the 1st, 2025. >> Please note that the annual amount of the scholarships is increased by 50% for the positions in Mathematics, thanks to the Excellence Program MatMod@Tov. << We would be glad if you could forward the announcement to potential candidates. In particular, students interested in Probability theory could interact with several members of the Mathematics Department, with interests including theoretical machine learning, stochastic geometry, finance, random graphs, random fields, large deviations and much more: Lucia Caramellino <http://www.mat.uniroma2.it/~caramell> Lorenzo Dello Schiavo <https://lzdsmath.github.io/> Claudio Macci <http://www.mat.uniroma2.it/~macci> Domenico Marinucci <http://www.mat.uniroma2.it/~marinucc> Barbara Pacchiarotti <http://www.mat.uniroma2.it/~pacchiar> Michele Salvi <http://www.mat.uniroma2.it/~salvi> Barbara Torti <https://www.mat.uniroma2.it/~torti/> Stefano Vigogna <https://www.mat.uniroma2.it/~vigogna/> Should you have further questions, please do not hesitate to contact the PhD program director, Prof. Martina Lanini lanini(a)mat.uniroma2.it <mailto:lanini@mat.uniroma2.it> or myself. Best regards, Michele

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[IFIP Performance 2025] Call for tutorials
by Zocca, A. (Alessandro) 15 May '25

15 May '25

Dear colleague, The IFIP Performance 2025 conference<https://performance2025.sciencesconf.org/> will be held at the Centrum Wiskunde & Informatica (CWI) in Amsterdam (NL) on November 11-14, 2025. Next to the regular program, which features presentations of peer-reviewed research papers (see the call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>), one conference day (November 13) will be dedicated to tutorials, and we warmly invite you to contribute! We are looking for tutorial proposals on both new methodological developments relevant to the Performance community and applications in emerging domains. Tutorials typically consist of a coherent series of three 45-minute lectures for a half-day session, or six to seven 45-minute lectures for a full-day session. Proposal submission Please submit your proposal via email to all three TPC Co-Chairs (see emails below). Your proposal should contain: * Title * Organizers (names and affiliations) * Abstract (150-300 words summarizing the technical content) * Preferred duration (half day, full day) * Motivation (why is this topic timely and important?) * Target audience (PhD students, academic researchers, industry professionals, etc.) * Lecturers (names and affiliations) * Structure (a proposed schedule with lecture titles and speakers) * Bibliography (key publications by organizers/lecturers relevant to the topic) The TPC Co-Chairs will evaluate tutorial proposals based on technical content, relevance and timeliness, novelty, and overall quality and potential impact. As a token of appreciation, tutorial lecturers are offered a free conference registration (up to 2 per tutorial). Important dates Submission deadline: July 1, 2025 Notification to proposers: July 31, 2025 Tutorial day: November 13, 2025 Contact Please direct your tutorial proposals and any questions to the TPC Co-Chairs: * Konstantin Avrachenkov konstantin.avratchenkov(a)inria.fr<mailto:konstantin.avratchenkov@inria.fr> * Hans van den Berg j.l.vandenberg(a)utwente.nl<mailto:j.l.vandenberg@utwente.nl> * Cathy Xia xia.52(a)osu.edu<mailto:xia.52@osu.edu> We look forward to your contributions! Best, Alessandro Zocca (on behalf of the IFIP Performance 2025 TPC Co-Chairs)

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Concorso da Ricercatore IAC-CNR
by GIOVANNI LUCA TORRISI 15 May '25

15 May '25

È stato bandito il seguente concorso: CONCORSO PUBBLICO, PER TITOLI ED ESAMI, PER L'ASSUNZIONE CON CONTRATTO DI LAVORO A TEMPO PIENO E INDETERMINATO DI UNA UNITÀ DI PERSONALE PROFILO RICERCATORE III LIVELLO PROFESSIONALE - PRESSO L'ISTITUTO PER LE APPLICAZIONI DEL CALCOLO (IAC) DEL CONSIGLIO NAZIONALE DELLE RICERCHE (CNR) – SEDE ROMA https://selezionionline.cnr.it/jconon/call-detail?callCode=367.481%20RIC%20… Scadenza: 11/06/2025 ore: 18:00 Tutti gli interessati sono invitati a fare domanda. Cordialmente, Giovanni Luca Torrisi, Dirigente di Ricerca presso IAC-CNR - Sede di Roma

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Minicorso di Prosen alla Sapienza
by Faggionato, Alessandra 14 May '25

14 May '25

Buongiorno, nell'ambito del Progetto di Eccellenza del Dipartimento di Matematica G. Castelnuovo (La Sapienza) avremo ospite del Dipartimento il Prof. Tomaz Prosen che terra' un minicorso. Sotto trovate i dettagli. Saluti Alessandra ---------- Forwarded message --------- From: Carlo Presilla <carlo.presilla(a)uniroma1.it> Date: Wed, 14 May 2025 at 18:12 Subject: Visita e minicorso Prof. Prosen Il Prof. Tomaz Prosen sarà da noi come Professore Visitatore Eccellenza nella prima metà di giugno. Terrà il seguente minicorso di 8 ore di interesse anche in ambito probabilistico: Title: Chaos and integrability in open and driven quantum many-body systems Abstract: The course will be on recent developments in open quantum many-body systems and dynamics od driven (Floquet) lattice systems. It will be divided into four lectures. In the first lecture, I will discuss empirical diagnostics of quantum chaos of open quantum systems and present tenfold way of symmetry classification of the corresponding Liouvillians. In the second lecture, I will discuss Yang-Baxter integrability of open quantum systems and present some simple examples. In the third lecture, I will focus on exactly solvable steady states of boundary driven open spin chains and algebraic aspects of the underlying matrix product states. In the fourth lecture, I will introduce integrable spin lattice models in discrete space-time (integrable quantum circuits) with the corresponding unitary integrability structures in discrete time domain, and present some interesting conjectures on anomalous transport and anomalous fluctuations in these systems. Martedi 3 giugno ore 11-13 in Sala di Consiglio Mercoledi 4 giugno ore 11-13 in Sala di Consiglio Giovedi 5 giugno ore 11-13 in Sala di Consiglio Venerdi 6 giugno ore 11-13 in Sala di Consiglio -- ************************************************* 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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call for the PhD program in Economics, Analytics and Decision Sciences
by Irene Crimaldi 14 May '25

14 May '25

Dear all, The call for applications to the IMT PhD program in *Economics, Analytics and Decision Sciences *(EADS) is out. We have at least *7 fully funded positions for up to 4 years*. *Please, share the call and prompt potentially interested students to apply. * Here you can find the *EADS* *website*: https://eads.imtlucca.it/ Here you can find the *information on the application procedure*: https://eads.imtlucca.it/how-to-apply_1 Best regards, Irene Crimaldi

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PhD positions in Mathematics (second round) at GSSI - A.Y. 2025/2026
by alessia.nota＠univaq.it 14 May '25

14 May '25

Dear colleagues and friends, We would like to draw your attention to the open call for 6 Ph.D. positions for the doctoral program in "Mathematics in Natural, Social and Life Sciences" at the Gran Sasso Science Institute (GSSI) in L’Aquila (Italy). Please find further details in the official call, available on https://applications.gssi.it/applications/index.php?op=login&type=phd or the related MathJobs post (https://www.mathjobs.org/jobs/list/26572). The application deadline is June 9, 2025 (at 3 pm CET). Applications are submitted through the GSSI application portal (https://applications.gssi.it/applications/index.php?op=login&type=phd). The start date of the Ph.D. program is November 1, 2025. We would be grateful if you could circulate this announcement among potentially interested candidates. Please also find attached a printable version of our program flyer. For questions and general inquiries, please contact us at applications(a)gssi.it. Best regards, Alessia Nota

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Fwd: [owps] Today OWPS: Matteo Quattropani and Federico Sau
by Luisa Andreis 14 May '25

14 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 21, June 4, June 18). We hope to see many of you online! Luisa and Roger Begin forwarded message: From: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> Subject: [owps] next OWPS: Matteo Quattropani and Federico Sau Date: 7. May 2025 at 18:37:32 CEST To: owps(a)lists.bath.ac.uk<mailto:owps@lists.bath.ac.uk> Reply-To: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> The next OWPS will be in one week, on Wednesday, May 14, from 13:00 to 15:00 UTC time. 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<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- Quantitative Convergence to Equilibrium of Stochastic Exchange Models Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) In this talk, we present an overview of some quantitative aspects of convergence to equilibrium for a class of interacting particle systems that we refer to as Stochastic Exchange Models (SEM). In these models, particles interact via binary updates, exchanging a conserved quantity that can be interpreted as mass, energy, or momentum. Examples in this class include, among others, Kac’s walk, the Kipnis–Marchioro–Presutti model, and the Averaging process. Although these processes are Markovian, many standard techniques for analyzing finite-state Markov chains are not directly applicable due to the continuum nature of the configuration space, the presence of conservation laws, or singular constraints. We will provide an overview of the models in this class, with particular emphasis on spectral gaps and mixing times. The talk is based on a series of joint works with Pietro Caputo (Rome) and Seonwoo Kim (Seoul). https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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PhD positions - (Berlin-Oxford)
by Giorgia Callegaro 14 May '25

14 May '25

Dear all, the excellent and competitive Berlin-Oxford Stochastic Analysis Graduate Training group is looking for Phd candidates. Please check: https://www3.math.tu-berlin.de/stoch/IRTG/call-for-applications/ <https://www3.math.tu-berlin.de/stoch/IRTG/call-for-applications/> Deadline: May 25, 2025. Good luck! -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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VI Edizione del Corso Executive in Finanza Matematica
by Andrea Pascucci 13 May '25

13 May '25

*Aperte le iscrizioni alla VI edizione del Corso Executive in Finanza Matematica – Università di Bologna* L’edizione 2025-2026 del *Corso Executive in Finanza Matematica* dell’Università di Bologna inizierà nel mese di *ottobre 2025*. Tutti i dettagli sul programma sono disponibili al seguente link: 🔗 https://site.unibo.it/finanza-matematica/it/ Il *bando di ammissione*, con scadenza *2 ottobre 2025*, è consultabile alla pagina: 📄 https://www.unibo.it/it/studiare/dottorati-master-specializzazioni-e-altra-… -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 ---------------------------------------------------------------

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Call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026
by GIUSEPPE SANFILIPPO 13 May '25

13 May '25

========================================= Conference announcement ========================================= The 5th Italian Meeting on Probability and Mathematical Statistics will be held in Palermo, Italy, from June 8-12, 2026. See: https://probabilitypalermo2026.unipa.it ============= Description ============= Established in 2017, the Italian Meeting on Probability and Mathematical Statistics aims to bring together Italian and international researchers with shared interests in any field of probability and mathematical statistics, promoting the dissemination of recent scientific results and fostering academic exchange. The first meeting was held in Turin in 2017. Since then, the meetings have taken place in Vietri sul Mare (2019), Bologna (2022), and Rome (2024). The 5th edition, promoted by the PRISMA group (https://umi-prisma.polito.it/) of UMI (Italian Mathematical Union), will be held in Palermo from June 8 to 12, 2026. The official website of the event is: https://probabilitypalermo2026.unipa.it/ The conference will take place on the Campus of the University of Palermo, Viale delle Scienze, Palermo, Italy. The plenary speakers who have already confirmed their participation are: Francesca Biagini (LMU, Munich, Germany), Stefano Favaro (University of Turin, Italy), Franco Flandoli (Scuola Normale Superiore di Pisa, Italy), and Giuseppe Savaré (Bocconi University, Italy). One more invited speaker will be announced soon. We invite all researchers interested in contributing to the event to submit proposals for a Contributed Session. The participation of young researchers and PhD students working both in Italy and abroad is strongly encouraged. Poster session proposals will be welcome at a later stage. ================================ Submission Guidelines for a CS ================================ Submission for a Contributed Session (CS) is now open. A contributed session consists of 4 presentations given by speakers invited by one or two organizers (organizers may also be speakers). To submit a Contributed Session please visit: https://probabilitypalermo2026.unipa.it/contributed-sessions/ ======================== Key Dates ======================== Submission of Contributed Sessions (CS): September 30, 2025 Notification of acceptance: November 15, 2025 Abstract submission for accepted CS: December 31, 2025 Early registration deadline: February 28, 2026 ======================== Steering Committee ======================== Giacomo Ascione, Scuola Superiore Meridionale, Naples Claudia Ceci, Sapienza University of Rome Paolo Dai Pra, University of Verona Antonio Di Crescenzo, University of Salerno Marco Fuhrman, University of Milan Domenico Marinucci, University of Rome “Tor Vergata” Laura Sacerdote, University of Turin Giuseppe Sanfilippo, University of Palermo Enrico Scalas, Sapienza University of Rome Barbara Trivellato, Polytechnic University of Turin ======================== Local Committee ======================== https://probabilitypalermo2026.unipa.it/committees/

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Doctoral Colloquium on Risk Analytics: applications for 2nd session deadline June, 7th
by Maria Elvira Mancino 13 May '25

13 May '25

Applications are open for the 2nd Session of the *Doctoral Colloquium on Risk Analytics, Ca' Foscari U. Venice <https://landing.cafoscarichallengeschool.it/docra/>* *Session 2 (27 July - 9 August): New challenges on long-run risks * 28 July - 1 August: *Max Croce* (U. Bocconi),* Macro FinTech* 1 August: Guest Lecture by *Giulia di Nunno* (U. Oslo), *Horizon risk, what is it and how to tackle it in a dynamic way* 4-8 August: *Fabio Trojani* (U. Geneva, U. Torino and SFI), *Model free pricing and estimation of ﬁnancial risks* *About DoCRA* *A joint initiative of Collegio Internazionale Ca’ Foscari CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitaria Di Toppo Wassermann in Udine* *Aims and scope* The Colloquium is an *honours course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. The course is organized into four sessions. *Target* Students are *PhD candidates from Italian or foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for one session at a time, but need to attend the whole session. They may get credits for the courses taken within the Colloquium. The maximum number of students per session is 25. *A group of up to 20 students will be oﬀered full refund for travel and lodging expenses*. Five additional students, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, can be admitted at their own expenses. *Where* San Servolo Island <https://servizimetropolitani.ve.it/en/san-servolo-island/where-we-are>, Venice *Applications* Apply through the link at the bottom of the webpage DoCRA <https://landing.cafoscarichallengeschool.it/docra/> Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *The organizers*: Elisa Luciano (chair), Mavira Mancino, Marco Corazza, Marco Li Calzi -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Summer School on "Combinatorial stochastic models and mean field games", 8-12 September 2025, San Miniato, Italy.
by Giulio Bottazzi 13 May '25

13 May '25

Dear Colleagues, the Centro de Giorgi, Scuola Normale Superiore, and the PhD Programme in Economics of the Scuola Superiore Sant'Anna, are jointly organizing the Ph.D.Summer School on "Combinatorial stochastic models and mean field games". This year, the burden of lecturing will fall on the shoulders of Daria Ghilli, University of Pavia, and Enrico Scalas, La Sapienza, Rome. The school is aimed at graduate students in Economics, Finance and related disciplines. For information and application please check https://indico.sns.it/event/105/ Best Regards, Giulio Bottazzi -- Giulio Bottazzi PGP Key ID:BAB0A33F Professor of Economics Faculty of Social Sciences Advanced Calculus for Economics and Finance Theory and Methods https://link.springer.com/book/10.1007/978-3-031-30316-6 Scuola Superiore Sant'Anna 56127 - Pisa, Italy Phone:(+39)-050-883365 email:bottazzi@santannapisa.it Fax: (+39)-050-883344 http://www.sssup.it/~bottazzi The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review of, re-transmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient, is prohibited. If you received this in error, please inform the sender by e-mail and delete the content. Il contenuto e gli allegati di questo messaggio sono strettamente confidenziali e ad uso esclusivo del destinatario. Ne sono vietati la diffusione, l'inoltro e l'uso non autorizzato da parte di utenti diversi dal destinatario. Qualora il presente messaggio Le fosse pervenuto per errore, La preghiamo di distruggerlo e darcene comunicazione a mezzo e-mail.

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Nicos Georgiou in Rome: The tree-TASEP on Galton-Watson trees
by Enrico Scalas 12 May '25

12 May '25

Buonasera, ricordo il seminario di probabilità di Nicos Georgiou che si terrà giovedì prossimo al Dipartimento di Scienze Statistiche di Sapienza alle ore 15:00. Riporto l'annuncio completo qui sotto. Grazie per l'attenzione e cordiali saluti, Enrico Scalas -- AVVISO DI SEMINARIO Il 15 maggio 2024 dalle ore 15, in aula 34 del Dipartimento di Scienze Statistiche (DSS), Sapienza Università di Roma, nell'ambito dei Seminari di Probabilità del DSS, il Prof. Nicos Georgiou, University of Sussex, Regno Unito, terrà un seminario dal titolo -- The tree-TASEP on Galton-Watson trees Abstract: We define a totally asymmetric simple exclusion process on trees, where the particles enter the tree from a reservoir attached to the root. Particles can only jump following edges on the tree and only if they are jumping away from the root, to a non-occupied vertex. We are interested in two different aspects of this particle system. First we want to investigate the current of particles across a given generation at a specific time, when we start from an initially empty initial condition. Second, we would like to obtain some information about the current across a given ray. Both answers depend heavily on our choice of jump rates for the particles and the tree geometry and different regimes of behaviour will be presented during the talk. Our results rely on a crucial estimate of the time it takes for the trajectories of the first N particles to decouple in the tree. This is joint work with N. Gantert (TUM) and D. Schmid (Columbia) -- Tutte le persone interessate sono invitate a partecipare. Enrico Scalas

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Seminar Announcement at Sapienza University of Rome (Max Sauerbrey)
by Antonio Agresti 12 May '25

12 May '25

Dear Colleagues, With this, I would like to advertise the following talk by Max Sauerbrey (MPI Leipzig), which will be held at Sapienza University of Rome in "Sala di Consiglio" at *14:00* on *Tuesday*, *May 20th*. Kind regards, Antonio Agresti *Max Sauerbrey* (Max Planck Institute, Leipzig) *Title:* Solution theory for the stochastic thin film equation with spatially colored noise *Abstract:* We present recent results on the local in time well-posedness of stochastic thin-film equations driven by Gaussian noise, which is white in time and colored in space, with strictly positive initial data. After introducing the underlying model, we state the local well-posedness and instantaneous regularization result in any space dimension, including corresponding blow-up criteria. Then we comment on the one-dimensional situation in which global in time well-posedness can be obtained under consideration of intermolecular van der Waals forces between the fluid and the substrate. The talk is based on joint work with Antonio Agresti: https://arxiv.org/abs/2403.12652.

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IFCS 2026: International Federation of Classification Societies Conference - First announcement
by Francesca Greselin 12 May '25

12 May '25

Dear All, We are delighted to announce that the *International Federation of Classification Societies (IFCS) Conference 2026* will take place in *Milan* , *Italy*, from *July 14 to 16, 2026*. The conference will be hosted by the *Department of Statistics and Quantitative Methods *at the* University of Milano-Bicocca*. The conference will feature plenary, invited, contributed, and poster sessions, tutorials, a data challenge, and vibrant social activities. *IFCS 2026* will offer a dynamic interdisciplinary environment for scholars and professionals across statistics, computer science, mathematics, data science, social sciences, and related fields. The conference will place special emphasis on topics including: - Analysis of complex and non-standard data (e.g., spatio-temporal, symbolic, compositional, network, and functional data). - Machine learning and deep learning approaches to classification and clustering. - Real-world applications across diverse scientific disciplines. Special issues in international journals and conference proceedings will be announced soon. We look forward to welcoming you to *Milan *- a city where rich history meets modern innovation at the crossroads of science, culture, and creativity! Best regards, Francesca Greselin On behalf of the Local Organizing Committee of IFCS 2026

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International Conference in Venice - CALL FOR PAPERS - Deadline May 31, 2025
by Monica Billio 11 May '25

11 May '25

24^th INTERNATIONAL CONFERENCE *C**.r.e.d.i.t.**202**5* ** */Emerging Global Financial Systems:/* */Exploring Polarization, Systemic Risks, Innovation, and Sustainable Solutions/* Venice, Italy 25–26September2025 * * *GRETA Associati* (Venice, Italy), *European Datawarehouse* (Frankfurt, Germany),and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 25-26, 2025. The *CREDIT 2025* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research.. The CREDIT 2025 is the *twenty-fourth* in a series of events dedicated to various aspects of risk and organised under the auspices of: the *Department of Economics* and *VERA *- *Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, Joint Research Center European Commission*, and *ABI - Italian Banking Association*. /Sustainability necessitates a global perspective, requiring the adaptation of contemporary business and societal models to navigate the dynamic landscape of the future. Policymakers and society must ensure that resources, particularly technology, are utilized responsibly and efficiently to enhance the well-being of both present and future generations while cultivating a harmonious relationship with the environment. This strategy is vital in addressing sustainability issues such as poverty, environmental degradation, pollution, and inequality. Effective global risk management is vital for bridging divisions and fragmentation through innovation./ The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: *Framing Global Challenges* * *Macroeconomic Polarization and Financial Fragmentation* o Economic bifurcation between advanced and emerging markets. o Trade conflicts and their financial spillovers. o Policy responses to maintain global economic stability. * *Geopolitical Risks and Global Financial Stability* o Implications of geopolitical tensions on global financial markets: capital flows and volatility. o Risk management strategies for financial institutions navigating geopolitical uncertainty. o The role of national and international economic policies: shaping a new geopolitical and economic order. * *Technological Innovation in Finance and Insurance* o Digital transformation in the insurance sector: a driver of resilience or disruption? o Financing Deep Tech. o Regulating innovation to balance opportunity and risk. *Risk Management and Resilience* * *Climate Change as a Systemic Risk* o Impact of climate-induced events on financial and insurance markets. o Climate risk modeling and its implications for global governance. o Financing the green transition: opportunities for insurers and institutional investors. * *Addressing Socioeconomic Disparities* o Polarization in wealth distribution and its implications for insurance coverage. o Designing inclusive financial products to address underinsurance in vulnerable populations. o The role of insurance in enhancing societal resilience to systemic shocks. *Towards a Sustainable Future* * *Innovating Governance for Future Risks* o Cross-border cooperation for risk regulation and mitigation. o Addressing new risks in cyber security, health crises, and technological disruptions. o Innovative governance models in finance and insurance. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Mario Greco* (Zurich Insurance Group, Zurich) and *Andrew Lo* (MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. he SCIENTIFIC COMMITTEE for the Conference consists of: *Andrew Lo* (MIT Sloan School of Management, Programme Chair)* Monica Billio* (Ca’ Foscari University of Venice & GRETA)* Lucia Alessi* (Joint Research Center, European Commission)* Marie Brière* (AMUNDI & Université Libre de Bruxelles)* Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst)* Marcin Kacperczyk* (Imperial College London)* Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School)* * *CALL FOR PAPERS* Those wishing to present a paper at the Conference should submit by *May 31, 2025* to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2025*. The final version of accepted papers must be received by August 31, 2025. Please send papers to: GRETA Associati GRETA, Dorsoduro 3707, 30123, Venice, Italy Phone : +39 349 060 3656 e-mail: credit(a)greta.it <mailto:credit@greta.it> *IMPORTANT DATES* *May 31, 2025*: Papers submission deadline *June 30, 2025*: Paper acceptance notification *August 31, 2025*: Deadline for sending final version of accepted papers More detailed information on the Conference website: https://www.greta.it/index.php/it/credit-2025 <https://www.greta.it/index.php/it/credit-2025> <https://www.greta.it/index.php/it/credit-2021> <https://www.greta.it/index.php/it/credit-2021> *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en

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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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Seminario Wojciech Górecki - Politecnico di Milano - 12 Maggio 2025
by Luca Scarpa 06 May '25

06 May '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 12 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Wojciech Górecki, Università di Pavia. Title: Fundamental bounds for the metrology of open quantum systems. Abstract. Quantum mechanics allows for enhanced measurement precision beyond classical limits by harnessing entanglement and/or long-time coherence. However, these resources are highly sensitive to noise, making their use in open quantum systems particularly challenging. At the same time, optimizing metrological protocolsกชanalytically or numericallyกชbecomes increasingly difficult as system size and measurement complexity grow. Nonetheless, for quantum systems governed by a master equation, it is possible to derive fundamental, protocol-independent bounds on achievable precision. These bounds provide an objective benchmark to assess existing strategies and identify potential for improvement. In this seminar, I will present these fundamental bounds, first introduced by A. Fujiwara and H. Imai and later extended by R. Demkowicz-Dobrzaจฝski, S. Zhou, L. Jiang, among others. I will illustrate the framework through examples involving interferometry and cavity parameter estimation under photon loss, with particular attention to critical metrology and continuous measurement in the steady-state regime. Link Zoom: https://polimi-it.zoom.us/j/98193479401?pwd=erIyNXKLNBPYszVUmps1PuI4xg1ztq.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2585&sezione_di_ricerca=&stringa=&sub… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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borsa di dottorato presso il Politecnico di Milano di statistica spaziale - scadenza iscrizioni 30 maggio 2025
by Alessandra Guglielmi 06 May '25

06 May '25

Cari colleghi, si è aperto il bando per una borsa di dottorato presso il Politecnico di Milano di argomento di statistica spaziale. Qui sotto l'annuncio, in italiano ed inglese, da fare circolare ai potenziali interessati. Grazie Cari saluti Alessandra Guglielmi #################################### È stato pubblicato il bando per una borsa di dottorato tematica di argomento statistico presso il Politecnico di Milano su metodi statistici spaziali per le disuguaglianze nell’offerta di servizi di istruzione e cura della prima infanzia (ECEC) e nell’impatto sulla partecipazione delle donne al mercato del lavoro. La scadenza per l'iscrizione è il 30 maggio alle h 14. Il bando e il link al sito per la procedura di iscrizione si trovano qui: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… La scheda della borsa, dal titolo SPATIAL ANALYSIS OF INEQUALITIES IN EARLY CHILDHOOD EDUCATION AND THEIR IMPACT ON WOMEN’S LABOUR MARKET PARTICIPATION si trova a partire da questa pagina https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… cliccando prima su MODELLI E METODI MATEMATICI PER L'INGEGNERIA<https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandoGU…>, poi su Thematic scholarships webpage e infine scaricando il pdf col titolo della borsa. La borsa è sostenuta dal progetto di ricerca #GROW - Where to grow a child? Spatial inequalities in ECEC and its impact on women’s labour market participation, finanziato dalla Fondazione Cariplo. Relatori: Alessandra Guglielmi, Dipartimento di Matematica, Polimi; Lara Maestripieri, Universitat Autonoma de Barcelona, Barcellona (Spagna). Il dottorando/la dottoranda dovrà spendere da 6 mesi a 1 anno presso l’Universitat Autonoma de Barcelona. Il dottorando/la dottoranda si occuperà di modelli bayesiani per il clustering di dati areali. Sarà coinvolto nel confronto tra l’offerta di ECEC a Milano e a Barcellona. Avrà un ruolo attivo nella disseminazione delle inferenze ottenute verso la società civile e i policymaker locali e nazionali. Borsa di studio: 1400 € netti mensili (x 36 mesi), +50% durante 6 mesi di trasferta a Barcellona. Chiusura del bando: 30/05/25, graduatoria del vincitore e degli idonei: 21/07/25. Presa di servizio: 12/09/25; è necessario essere laureati magistrali prima di quella data. Per ulteriori informazioni, contattare alessandra.guglielmi(a)polimi.it ####################################################### A call for applications has just been issued for a thematic PhD scholarship in statistics at the Politecnico di Milano. The position focuses on spatial statistical methods for analyzing inequalities in the provision of early childhood education and care (ECEC) services and their impact on women's participation in the labor market. The application deadline is 30 May at 2:00 PM. The official call, including the rules and the link to the online application portal, can be found here: https://www.dottorato.polimi.it/en/prospective-phd-candidates/calls-and-reg… For further information, click on MATHEMATICAL MODELS AND METHODS IN ENGINEERING<https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandoGU…> and then on Thematic scholarships webpage and download the description of the PhD project entitled “SPATIAL ANALYSIS OF INEQUALITIES IN EARLY CHILDHOOD EDUCATION AND THEIR IMPACT ON WOMEN’S LABOUR MARKET PARTICIPATION”. The scholarship is funded by the research project #GROW - Where to grow a child? Spatial inequalities in ECEC and its impact on women’s labour market participation. Supervisors: * Alessandra Guglielmi (Department of Mathematics, Politecnico di Milano) * Lara Maestripieri (Universitat Autònoma de Barcelona – Barcelona, Spain). The PhD student will spend from 6 to 12 months at Universitat Autònoma de Barcelona. The main research topic concerns Bayesian models for clustering areal data. The student will be involved in comparing the provision of ECEC in Milan and Barcelona. The student will also play an active role in disseminating inferences to civil society and local and national policymakers. Three-year scholarship: €1,400 net per month (for 36 months). During the 6-month stay in Barcelona, the scholarship will be increased by 50%. Call closing: 30/05/2025 Publication of the ranking list: 21/07/2025. Start date of the PhD program: 12/09/2025. To be eligible, candidates must obtain their Master’s degree by 11 September 2025. For additional information, contact alessandra.guglielmi(a)polimi.it -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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Fwd: Seminario di Matematica, Scienza & Società
by Faggionato, Alessandra 05 May '25

05 May '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Mon, 5 May 2025 at 17:17 Subject: Seminario di Matematica, Scienza & Società To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Avviso di seminario di Matematica, Scienza & Società Lunedì 12 maggio 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Andrea Rinaldo (École Polytechnique Fédérale Lausanne & Università di Padova)Clima, acqua, malattie e solidarietá nel mondo che cambia* Sommario Il clima sta cambiando rapidamente. Dobbiamo farlo anche noi, non considerando scontati privilegi consolidati dal tempo, usi e tradizioni dei luoghi, organizzazioni politiche e sociali, e le espressioni della sensibilità collettiva. Serviranno letture attente del governo dell’acqua, riflettendo su Ambiente naturale e costruito intorno a noi, e ripensamenti del rapporto fra risorse e solidarietà, e sui modi e i tempi della giustizia distributiva nella gestione delle risorse idriche. La mia tesi: i grandi temi di salvaguardia legati al governo dell’acqua, e dunque alla metastoria, riguardano sia il Nord che del Sud del mondo, e ci obbligano a riflettere sulla relazione fra trasformazioni del paesaggio, usi del suolo e dinamica delle risorse naturali, ma anche su un’etica dello sviluppo che tenga conto di un’equa distribuzione dei privilegi e delle risorse. Il seminario si propone in particolare di evidenziare il filo rosso che lega la descrizione matematica di processi idrologici ed epidemiologici, e della geometria della natura nel paesaggio fluviale, a temi centrali nella valutazione della ricchezza e della povertà delle nazioni e nella economia ambientale contemporanea. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… I seminari di Matematica, Scienza e Società sono dedicati all'approfondimento storico e critico di aspetti della matematica e dei suoi rapporti con la scienza e con la società. I seminari hanno carattere interdisciplinare e sono rivolti a studenti, dottorandi, docenti universitari e docenti della scuola secondaria di secondo grado. 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 Emanuele Dolera - Politecnico di Milano - 9 Maggio 2025
by Luca Scarpa 05 May '25

05 May '25

Si segnala il seguente seminario a tutti gli interessati. Venerdì 9 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Emanuele Dolera, Università di Pavia. Title: A new approach to Bayesian consistency rates via Wasserstein dynamics. Abstract: allegato Link Zoom: <https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> [cid:8fd49d77-1c52-4688-a3c4-5599dc0b248b@EURP251.PROD.OUTLOOK.COM] <https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> [cid:22b0865f-f3c6-4784-88a5-f6d6f20c3901@EURP251.PROD.OUTLOOK.COM] <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Bayesian Methods in Economics and Finance -- Summer School (25 - 29 August 2025, Venice)
by Roberto CASARIN 05 May '25

05 May '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/), in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Bayesian Methods in Economics and Finance, 25 - 29 August 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/bayesian-methods-economics-and-finan… The summer school aims to introduce participants to Bayesian Inference, starting with first principles and covering topics of interest to applied econometricians in economics and finance. The course is addressed to students without previous knowledge of Bayesian Statistics and Econometrics. The methods introduced in the lectures will be illustrated with hands-on applications in MATLAB and R based on reasoned statistical and economic examples. *Participation*: Online or in person *Application Deadline*: 18th May *Coordinator*Gaetano Carmeci <https://www.units.it/persone/index.php/from/abook/persona/4715>, University of Trieste *Lecturers* Gaetano Carmeci <https://www.units.it/persone/index.php/from/abook/persona/4715>, University of Trieste Roberto Casarin <https://www.unive.it/data/persone/5589863>, University of Venice, Italy Ca' Foscari Matteo Ciccarelli <https://www.ecb.europa.eu/pub/research/authors/profiles/matteo-ciccarelli.e…>, European Central Bank, DG Economics, Head of Forecasting and Policy Modelling Division Federico Bassetti <https://www4.ceda.polimi.it/manifesti/manifesti/controller/ricerche/Ricerca…>, Politecnico di Milano *Requirements* Intermediate knowledge of statistical inference (Note that preliminary knowledge of Bayesian inference is not required) Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Seminario PRISMA lunedì 5 maggio 2025 - C. Orrieri & L. Scarpa
by Sonia Mazzucchi 05 May '25

05 May '25

Buongiorno, ricordiamo a tutti gli interessati che oggi lunedì 5 maggio dalle 16 alle 17:17 si svolgerà il periodico seminario online del gruppo UMI-PRISMA. 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi pomeriggio saranno Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) che parleranno di: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore 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://unitn.zoom.us/j/88514293418 <https://www.google.com/url?q=https://unitn.zoom.us/j/88514293418&sa=D&sourc…> ID riunione: 885 1429 3418 Codice d’accesso: 236100 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) TITOLO: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore RIASSUNTO: Nella prima parte del seminario verranno introdotte alcune classi di equazioni di evoluzione in relazione alla modellizzazione di problemi di transizione di fase. Dal punto di vista matematico tali equazioni sono caratterizzate da una dinamica doppiamente nonlineare che tipicamente non ne assicura la buona positura. In particolare, l’unicità delle soluzioni viene a mancare. Questo motiva l’introduzione e l'analisi di opportune formulazioni stocastiche per tali modelli, nell’ottica di ottenere effetti di regolarizzazione per rumore. Nella seconda parte il problema di regolarizzazione per rumore verrà inquadrato nel contesto più generale di equazioni di evoluzione stocastiche con drift singolare e verranno presentati alcuni risultati di unicità. L'applicabilità di tali tecniche identificherà naturalmente un concetto di criticità che porrà le equazioni doppiamente nonlineari in un regime supercritico. Per queste verrà fornito infine un risultato parziale di stabilità per rumore. I risultati presentati nei seminari sono stati ottenuti in collaborazione con F. Bertacco (Imperial College London) e U. Stefanelli (Università di Vienna). %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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PhD course by Mathieu Rosenbaum in Verona "Recent developments in financial statistics for high frequency markets"
by Cecilia Mancini 04 May '25

04 May '25

It is an honor to announce that Professor Mathieu Rosenbaum, from the Polytechnic of Palaiseau, will teach the course Recent developments in financial statistics for high frequency markets for our doctoral students in Economics and Finance, track Mathematics and Data Analytics for Finance, at the University of Verona, campus Santa Marta, via Cantarane 24 The course is given in person, in English, and will be divided in 6 lessons of 3 hours each, from 29/4/2025 to 28/5/2025, as follows Tuesday 29/4/25: 3 pm-6 pm Wednesday 30/4/25: 9.15 am - 12:15 pm Tuesday 6/5/25: 3 pm-6 pm Wednesday 7/5/25: 9.15 am - 12:15 pm Tuesday 27/5/25: 3 pm-6 pm Wednesday 28/5/25: 9.15 am - 12:15 pm The initiative was possible thanks to the funding offered by INdAM (National Institute of Higher Mathematics, based in Rome) PROGRAM OF THE COURSE Introduction of various recent statistical tools which are nowadays essential when working on electronic markets. In particular, optimal high frequency trading and hedging, limit order book modelling, optimal tactics and statistical arbitrage were considered. We also addressed several regulation questions occurring at the microstructure level and made links with the recent literature on rough volatility. 1- Introduction to high frequency markets 2- Optimal trading 3- High frequency statistics 4- Limit order book modelling 5- Regulatory issues 6- From microstructure to market impact and rough volatility All the interested people are warmly invited to participate

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seminar - Roberto Ghiselli Ricci
by Sabrina Mulinacci 02 May '25

02 May '25

Dear all, I am glad to announce and invite you to the following seminar Statistics Seminars 2024/2025 Thursday May 8th, 2025 at 14.30 Room IV in Via Belle Arti, 41, Department of Statistics, University of Bologna or online on Microsoft Teams (here below you can find the link) “A world of copulas” Prof. Roberto Ghiselli Ricci (Università Ca‘ Foscari Venezia) Abstract A journey into the most outstanding family of aggregation functions given by the Copulas. They are particularly intriguing, because, on the one hand, they offer a theoretically fertile field of study with deep connections with different branches of mathematics such as Differential Calculus and even Group Theory, and, on the other hand, as consequence of the seminal Sklar's Theorem (1969), they are an essential tool for building refined stochastic models able to satisfy properties required by real problems. Best Regards Sabrina Mulinacci ________________________________________________________________________________ Microsoft Teams Serve aiuto?<https://aka.ms/JoinTeamsMeeting?omkt=it-IT> Partecipa alla riunione ora<https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWQyYjdiNGItOGEwMi00…> ID riunione: 396 589 226 763 9 Passcode: Wc9Nc95p

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SPASS Seminar: Theodore Drivas
by Mario Maurelli 02 May '25

02 May '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Vibrodynamics of constrained mechanical systems* by *Theodore D. Drivas* (Stony Brook University) The seminar will take place on *TUE, 06.05.2025* at *9:00 CEST *(mind unusual time) in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Vibrodynamics of constrained mechanical systems* *Abstract: We study the effect of rapid vibration of constraining surfaces of arbitrary codimension on a confined mechanical particle. The slow dynamics experience an effective potential force coming from the geometry of the vibrating surface, which can introduce new equilibria and change stability character of existing ones. A classical example is Kapitza's stabilization of the inverted pendulum with a vibrating pivot. After developing this formalism for finite dimensional systems, we generalize to infinite dimensions by analogy and study the resulting vibrogenic forces for inextensible threads and incompressible fluids. The thread effectively becomes elastic, and the fluid evolves as a variant of the incompressible inhomogeneous system. This is joint work with D. Glukhovskiy.*

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Fwd: annuncio LYSeMinar 6 maggio 2025
by Domenico Marinucci 01 May '25

01 May '25

Cari colleghi di seguito l'annuncio di un seminario organizzato nell'ambito delle attività dell'IRL LYSM INdAM-CNRS, a cui siete tutti cordialmente invitati a partecipare. ----------------------------------------------------------- LYSeMinar Martedì 6 maggio, ore 10:30, Sala di Consiglio, Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma, P.le A. Moro 5, 00185 Roma Speaker: Lucia Caramellino (Univ. Roma Tor Vergata) Title: Regularization lemmas and applications Abstract: The talk focuses on some regularization results that allow one to prove estimates in the total variation distance, typically by upgrading already known estimates holding in the Wasserstein distance. In all this, tools from Malliavin calculus will play a crucial role. Some applications will then be discussed. The talk is mainly based on the papers "Regularization lemmas and convergence in total variation", with V. Bally and G. Poly (EJP 2020), and "Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics", with G. Giorgio and M. Rossi (JFA 2024). -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09
by Gianmario Tessitore - UNIMIB 01 May '25

01 May '25

Condivido molto volentieri ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: gio 1 mag 2025 alle ore 16:16 Subject: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09 To: <gianmario.tessitore(a)unimib.it> Dear Mario, we got the info for next week's talk. Best wishes, Stefan ------------------------------------------------ Friday, May 09, (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Emmanuel Gobet* (CMAP-Ecole Polytechnique, France) https://users.jyu.fi/~chgeiss/posterofPrEGobet.jpg will speak about *Numerical approximation of ergodic BSDEs using nonlinear* *Feynman-Kac formulas* Abstract: We study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. In order to build our numerical scheme, we put forward a new representation of the PDE solution by using a classical probabilistic representation of the gradient. Then, based on this representation, we propose a fully implementable numerical scheme using a Picard iteration procedure, a grid space discretization and a Monte-Carlo approximation. Up to a limiting technical condition that guarantees the contraction of the Picard procedure, we obtain an upper bound for the numerical error. We also provide some numerical experiments that show the efficiency of this approach for small dimensions. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025
by Gasbarra, Dario 01 May '25

01 May '25

Dear friends of Stochastics and Statistics, students and supervisors, the registration for the 43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025 is still open until May 10th ! 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.fi/wp-content/uploads/2025/05/fdnss-school_poster-2025-3.pdf> , Preliminary program (PDF)<https://fdnss.fi/wp-content/uploads/2025/05/schedule_probability_summer_sch…> Lecturers: Martin Hairer<https://hairer.org/> (Imperial College London and EPFL Lausanne) Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) See you in Lammi ! (it will be also possible to attend remotely via zoom). With best greetings, Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland

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Seminars in Statistics at Collegio Carlo Alberto - Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE)
by Matteo Giordano 01 May '25

01 May '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 09/05/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE) Title: some questions in mathematical statistics linked to evolution PDEs Abstract: Evolution models in applications are often analyzed via PDEs, interpreted as a macroscopic description of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires an underlying stochastic model. This is usually treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasize the interest of our approach. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 07/05/2025* 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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Minicorso Christian Léonard
by Gustavo Posta 30 Apr '25

30 Apr '25

Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Christian Léonard (Paris Nanterre), terrà un minicorso dal titolo "Schroedinger’s problem" Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario: lunedì 5 maggio 16:00 sala di consiglio giovedì 8 maggio 14:30 aula L venerdì 9 maggio 14:30 sala di consiglio lunedì 12 maggio 16:00 sala di consiglio Gli interessati sono invitati a partecipare ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 -----------------------------------------------------------------

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QFinLab Seminar - Alessandro Sbuelz (Università Cattolica del Sacro Cuore) - 7/5/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 Apr '25

30 Apr '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 7 May 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Alessandro Sbuelz (Università Cattolica del Sacro Cuore) Title: The Zero-Theta Hedge Contract. Abstract: We examine long-dated asset valuation under systematic and idiosyncratic risk, driven by extreme trajectories. By introducing the zero-Theta hedge contract, a negative-Delta derivative security with a maturity-independent price, we study investor attitudes toward systematic long-run crashes. Declining expected payoff with maturity signal strong crash aversion. The contract aids in decomposing the stochastic discount factor, shedding light on long-run crash risk premia. Even for volatile assets whose price comes from idiosyncratic rallies, systematic long-run crashes remain central to long-run risk valuation. Based on a joint work with Anna Battauz and Marzia De Donno. Next seminars: Olimpia Carradori (University of Zurich), 5 June 12.00. Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Seminario Padova e Alumni Award - Jacopo Borga
by alekos.cecchin＠unipd.it 30 Apr '25

30 Apr '25

Buongiorno a tutti, Vorremmo segnalarvi che lunedì prossimo (5 Maggio) in aula 1BC45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Jacopo Borga (MIT) <https://www.jacopoborga.com/> https://www.jacopoborga.com Title: Lattice Yang-Mills theory in the large N limit via sums over surfaces Date: May 5, 2025, at 14:30, room 1BC45 Abstract: Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: 1. A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. 2. An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak. Segnaliamo inoltre che Jacopo Borga terrà un seminario divulgativo e riceverà l'Alumni Special Award dell’Università di Padova lunedì, 5 maggio in aula 1A150, Torre Archimede Programma: * 16:30. Saluti istituzionali (Italian) * 16:40. Borga presents to non-experts his research: A Walk through Random Combinatorial Structures <https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s…> https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s… * 17:10. Cerimonia di premiazione (Italian) Registration <https://www.cognitoforms.com/AssociazioneAlumniDellUniversit%C3%A0DegliStud…> welcome! Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Colloquium Matematico del Prof. Lorenzo Zambotti
by Sonia Mazzucchi 30 Apr '25

30 Apr '25

Segnalo a tutti i potenziali interessati che mercoledì 7 maggio alle 14:00, nell'ambito dei "Colloquia matematica" del dipartimento di matematica dell'università di Trento, il Prof. Lorenzo Zambotti (Sorbonne Université) terrà un seminario dal titolo: Products of (random) distributions in Stochastic PDEs and Quantum Field Theories. Ulteriori dettagli e informazioni sono reperibili al seguente link https://eventi.unitn.it/it/products-random-distributions-stochastic-pdes-an… Grazie per l'attenzione e un caro saluto Sonia Mazzucchi --

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RTT in Statistics (STAT-01/A) - Dept of Mathematics - Trento
by Claudio Agostinelli 29 Apr '25

29 Apr '25

The Department of Mathematics at the University of Trento is inviting applications for a new position at the level of Tenure Track Assistant Professor (RTT, ricercatore/ricercatrice a tempo determinato in tenure track) in Statistics (STAT-01/A). This opportunity is aimed at individuals with a strong mathematical background and an outstanding track record in mathematical statistics, particularly in emerging areas such as: Statistical Machine Learning, High Dimensional Statistics, Bayesian Nonparametrics, Functional Data Analysis. The successful candidate will be expected to teach in English mainly for the MSc program in Mathematics. Here the link to the application: https://lavoraconnoi.unitn.it/bando-dr-valcomp/405-2025-dmath?check_logged_… The deadline for applying is *29 May*. Best, Claudio Agostinelli

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PhD position in Nice on "Statistical inference for interacting particle systems driven by fractional Brownian motion"
by Massimiliano Tamborrino 29 Apr '25

29 Apr '25

Dear all, I received and forward this advertisement for a PhD position in Nice. Best, Massimiliano ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ________________________________ ---- Dear colleagues, We are currently inviting applications for a fully funded PhD position in the area of statistical inference for stochastic processes, with a focus on interacting particle systems driven by fractional Brownian motion and potential applications. The position will be jointly supervised by Chiara Amorino (Universitat Pompeu Fabra, Barcelona) and Mira Shevchenko (Université Côte d’Azur, Nice). The successful candidate will divide their time between the two institutions and will be affiliated with the SPECTRUM Graduate School at Université Côte d’Azur. - Starting date: No later than December 1, 2025 - Gross monthly salary: Approximately €2,500 We welcome applications from candidates who meet the following criteria: - A Master’s degree (or equivalent) in Mathematics, Applied Mathematics, or a closely related field, completed by the starting date of the PhD. - A solid background or strong interest in stochastic analysis, stochastic processes, and/or mathematical statistics. - Familiarity with stochastic differential equations and/or Malliavin calculus is considered an asset. To apply, please send the following documents to [eur-spectrum.aap(a)univ-cotedazur.fr<mailto:eur-spectrum.aap@univ-cotedazur.fr>] by May 12, 2025, with Chiara Amorino (chiara.amorino(a)upf.edu<mailto:chiara.amorino@upf.edu>) and Mira Shevchenko (radomyra.shevchenko(a)univ-cotedazur.fr<mailto:radomyra.shevchenko@univ-cotedazur.fr>) in cc: 1. CV 2. Transcripts of academic records (Master’s), including rankings if available 3. Motivation letter (max. 1 page) 4. Two recommendation letters For any preliminary inquiries, feel free to contact either Chiara or Mira via the email addresses above. If you know any motivated students, we would be grateful if you could pass this along! Best, Chiara Amorino and Mira Shevchenko

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Short course by M. Gubinelli
by Lu Xu 29 Apr '25

29 Apr '25

Dear colleagues and friends, we are glad to announce the following short course in GSSI during May 12-16: ———————————————— The stochastic quantisation of the fractional $\Phi^4$ model in the full subcritical domain Lecturer: Prof. Massimiliano Gubinelli (University of Oxford) Venue: Main Lecture Hall, Gran Sasso Science Institute (Viale F. Crispi 7, L’Aquila) 13/5 (Mon) 14:15-15:45 14/5 (Tue) 16:15-17:45 15/5 (Wed) 10:45-12:15 16/5 (Thu) 10:45-12:15 I will present a complete proof of stochastic quantisation of a family of subcritical (i.e. superrenormalizable) scalar Euclidean QFT via the flow equation method of Duch. Euclidean QFT are measures on distributional fields which should be considered natural generalisation of Markov processes in higher dimension and which play a fundamental role in the rigorous construction of relativistic quantum fields. Stochastic quantisation is a method to realise such measures as pushforward of Gaussian measures via maps obtained by solving PDEs with random sources. In the last 10 years our understanding of the stochastic quantisation method has progressed greatly giving us new methods to attach the problems of EQFTs. The aim of the minicourse is to present, in most of the details, the various aspects of the construction of a particular class of EQFTs showcasing how probabilistic arguments merge with PDE estimates and renormalization group ideas. If the time permits I will also discuss the many open problems and fundamental issues in our understanding of these and more challenging models. ———————————————— Registration is free through the website: https://indico.gssi.it/event/745/. Other courses hosted by the trimester can be found in https://trimester2025.math.gssi.it/all_courses/. We would be grateful if you could circulate the announcement among potentially interested students and researchers. For any information do not hesitate to contact us (patterns(a)gssi.it<mailto:patterns@gssi.it>). With our best wishes, Lu Xu Assistant Professor (RTDb) Gran Sasso Science Institute

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reclutamento dei revisori della Valutazione della Qualità della Ricerca / call for the recruitment of reviewers for the Evaluation of Research Quality
by Antonio DI CRESCENZO 29 Apr '25

29 Apr '25

(scusandomi nel caso di invii multipli) segnalo che è disponibile online l'avviso pubblico per il reclutamento dei revisori esterni della Valutazione della Qualità della Ricerca del sistema della ricerca in Italia: https://www.anvur.it/it/novita-ed-eventi/avviso-n-92025-selezione-di-espert… L'Avviso è rivolto a ricercatori italiani e stranieri in possesso di elevata qualificazione scientifica. Le domande per essere inclusi nell’Albo dei revisori VQR potranno essere presentate fino a *mercoledì 21 maggio*, utilizzando una piattaforma informatica dedicata. Cordiali saluti --- (sorry for multiple emails) I would like to point out the call for the recruitment of external reviewers for the Evaluation of Research Quality of the research system in Italy: https://www.anvur.it/it/novita-ed-eventi/avviso-n-92025-selezione-di-espert… The call is aimed at Italian and foreign researchers with high scientific qualifications. Applications to be included in the Register of VQR reviewers can be submitted until *Wednesday 21 May*, through a dedicated IT platform. Kind regards

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numero speciale del Bollettino UMI su Matematica per AI & Machine Learning
by Adriano Barra 28 Apr '25

28 Apr '25

Care colleghe e cari colleghi, come gruppo UMI "AI&ML&MAT <https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>" stiamo dedicando un numero speciale del Bollettino dell'UMI alla "Matematica per l'AI ed il Machine Learning". Vi lascio i dettagli in calce, grazie per l'attenzione ed un caro saluto, Adriano Barra =============================== *Call for Papers – Collezione Tematica su “Matematica per l’Intelligenza Artificiale e il Machine Learning”* Il Bollettino dell’Unione Matematica Italiana (BUMI) annuncia l’apertura di una Collezione Tematica dedicata a “Matematica per l’Intelligenza Artificiale e il Machine Learning”. Negli ultimi anni, l’Intelligenza Artificiale (IA), trainata in particolare dai metodi di Machine Learning, ha raggiunto risultati straordinari in ambiti complessi come il riconoscimento di immagini, la diagnosi medica, la guida autonoma, la generazione del linguaggio naturale, i sistemi di raccomandazione personalizzata e molto altro. Al centro di questi progressi si trova la matematica, che fornisce modelli, strumenti e metodi fondamentali per affrontare le sfide teoriche, numeriche e applicative che l’IA pone. La Collezione Tematica accoglierà articoli di ricerca e survey ad ampio raggio sui seguenti argomenti (non esaustivi): • Sviluppi teorici negli algoritmi di machine learning • Modellistica matematica e ottimizzazione in sistemi di IA • Modellazione matematica delle reti neurali • Logica, sistemi simbolici e modelli di IA • Metodi probabilistici e statistici per applicazioni AI data-driven • Analisi numerica e metodi computazionali per modelli di IA • Studi interdisciplinari sulla sinergia tra matematica e AI Invitiamo la comunità matematica a contribuire con propri lavori originali o articoli di rassegna, per sottolineare il ruolo centrale della matematica nello sviluppo dell’IA e promuovere nuove collaborazioni e prospettive di ricerca in questo ambito in rapida evoluzione. Per maggiori informazioni e per sottomettere un contributo: https://link.springer.com/collections/aicaifdjbc

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9 PhD scholarships in Mathematics - University of Padova
by Claudio Fontana 28 Apr '25

28 Apr '25

Dear colleagues, Nine fully funded PhD scholarships in Mathematics are available at the Dept. of Mathematics "Tullio Levi-Civita" of the University of Padova. The call is open to all areas of mathematics, including probability and its applications. An overview of the Probability research group in Padova can be found here: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit… The scholarship is awarded for three years, starting on November 1st, 2025, and includes a research budget of approximately 5000 euros. The call is open to applicants of any citizenship, holding a 2nd cycle degree. Admission is decided based on CV, recommendation letters, motivational letter, research proposal and an interview (for shortlisted candidates). Top-ranking candidates may also be considered for the prestigious Galilean School of Higher Education, offering additional benefits such as free board, lodging, and generous research funding. Admitted candidates have the possibility of pursuing a joint PhD in collaboration with a foreign institution. DEADLINE: May 13, 2025 - 1 pm CEST Official call and application information: https://dottorato.math.unipd.it/prospective-students/Admissions_Coming_Year For inquiries: phd.math(a)math.unipd.it. Best regards, Claudio Fontana

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Minicorso Claudio Landim
by Gustavo Posta 27 Apr '25

27 Apr '25

Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Claudio Landim (IMPA), terrà un minicorso dal titolo “Nonequilibrium fluctuations” Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario: lunedì 28 aprile 16:00 sala di consiglio mercoledì 30 aprile 16:00 sala di consiglio martedì 13 maggio 14:00 aula L Mi scuso per il breve preavviso. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------

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Leeds workshop on Stochastic Games and Randomised Strategies, 8-10 September
by Tiziano De Angelis 27 Apr '25

27 Apr '25

Dear All, It is a pleasure to announce the upcoming workshop on Stochastic Games and Randomised Strategies, which will be held at the School of Mathematics, University of Leeds, during the period 8–10 September 2025. This biannual workshop, first established in September 2017, aims to bring together experts in stochastic control and stochastic games, particularly in the context of partial and asymmetric information. The workshop will feature a combination of invited talks, contributed presentations, and dedicated time for research discussions, providing a stimulating environment for exchange and collaboration. The conference webpage is available at https://conferences.leeds.ac.uk/games2025/ *Contributed talks and posters:* We welcome a limited number of contributions from participants in the form of contributed talks or poster presentations. Please submit an abstract for a talk or poster via the conference website by 31 May, and register by 15 July. Notifications of acceptance will be sent around 15 June. All information available here: https://conferences.leeds.ac.uk/games2025/abstract-submission-and-registrat… *Financial support:* We have some funding available (covering the conference fee and accommodation) for early career researchers (pre-PhD to 3 years after PhD). For any further information, please do not hesitate to contact me directly. Best wishes Tiziano

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Mini-courses in GSSI trimester
by Lu Xu 25 Apr '25

25 Apr '25

Dear colleagues and friends, as part of the GSSI intensive trimester “Particles, Fluids and Patterns: analytical and computational challenges”, we are glad to announce 3 short courses in April: April 14-17: Prof. Makiko Sasada (Tokyo) April 28-30: Prof. Oriane Blondel (Lyon) and Prof. Alessandro Giuliani (Rome) Please see at the end of the email for the detailed place and time, titles and abstracts. Other courses hosted by the trimester can be found in https://trimester2025.math.gssi.it/all_courses/. Registration is free through the web form: https://indico.gssi.it/event/745/. We would be grateful if you could circulate the announcement among potentially interested students and researchers. For any information do not hesitate to contact us (patterns(a)gssi.it). ———————————————— Venue for all courses: Main Lecture Hall, Gran Sasso Science Institute (Viale F. Crispi 7, L’Aquila) ———————————————— Introduction to probabilistic aspects of integrable systems Lecturer: Makiko Sasada (The University of Tokyo) 14/4 (Mon) 9:00-10:30 15/4 (Tue) 14:15-15:45 16/4 (Wed) 10:45-12:15 17/4 (Thu) 9:00-10:30 In recent years, there has been growing interest in the study of integrable systems from the perspectives of statistical mechanics and probability theory. The theory of generalized hydrodynamics, developed by mathematical physicists, suggests that the macroscopic behavior of integrable systems is highly universal. To mathematically substantiate such theories with concrete models, a type of cellular automaton called the box-ball system (BBS) has been extensively studied by probabilists in recent years. The BBS, which exhibits solitonic behavior, has been studied from various viewpoints, such as tropical geometry, combinatorics, and representation theory, over 30 years. However, research from the probabilistic perspective began only about 10 years ago. Recently, probabilistic approaches, including the application of the Pitman transform, analysis of invariant measures, and scaling limits, have rapidly expanded. These have revealed new connections between probability theory and classical integrable systems, showing that the macroscopic behavior of integrable systems exhibits a universality distinct from that of chaotic systems. In this lecture, I will introduce these new research topics, mainly focusing on the box-ball system, and present the rigorous results obtained in the past several years, starting from the basic concepts. ———————————————— Long range order in atomistic models for solids Lecturer: Alessandro Giuliani (Rome Tre) 28/4 (Mon) 16:15-17:45 29/4 (Tue) 16:15-17:45 30/4 (Wed) 10:45-12:15 & 14:15-15:45 The emergence of long range order at low temperatures in atomistic systems with continuous symmetry is a fundamental, yet poorly understood phenomenon in physics. To address this challenge I will introduce a discrete microscopic model for an elastic crystal with dislocations in three dimensions, originally proposed by Ariza and Ortiz. The model is rich enough to support some realistic features of three-dimensional dislocation theory, most notably grains and the Read-Shockley law for grain boundaries, which I will review and show how to derive microscopically in the context of the Ariza-Ortiz model, at least in a simple, explicit geometry. I will also explain how to analyze the model at positive temperatures, in terms of a Gibbs distribution with energy function given by the Ariza–Ortiz Hamiltonian plus a contribution from the dislocation cores. The main result is that the model exhibits Long Range Positional Order (LRPO) at low temperatures. Its proof is based on the tools of discrete exterior calculus, together with cluster expansion techniques. In this mini-course I will introduce these methods and explain how to combine them in order to prove existence of LRPO. Time permitting, I will discuss some perspectives about the extension of these ideas and methods to two dimensions. Based on joint work with Florian Theil. ———————————————— Fluctuations in exclusion processes Lecturer: Oriane Blondel (University of Lyon 1) 28/4 (Mon) 10:45-12:15 29/4 (Tue) 9:00-10:30 & 14:15-15:45 30/4 (Wed) 16:15-17:45 We will focus on weakly asymmetric exclusion processes on the line or half-line, and investigate their fluctuations out of equilibrium. We will review the various tools used in proving convergence to the KPZ equation in the strategy initiated in [Bertini-Giacomin ‘97] and discuss how they can be adapted to the singular initial condition that arises when one considers fluctuations of the facilitated exclusion process at the interface. ———————————————— With our best wishes, Lu Xu Assistant Professor (RTDb) Gran Sasso Science Institute

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Summer School on “Managing Uncertainty in Climate Economics“
by Ferrari, Giorgio 24 Apr '25

24 Apr '25

Dear Colleagues, this is to inform you that the Research Training Group CUDE at Bielefeld University is organizing a Summer School on “Managing Uncertainty in Climate Economics“ from July 7 to 11, 2025 with support from the Bielefeld Graduate School of Economics and Management (BIGSEM) and the IMW (Center for Mathematical Economics). The summer school consists of three courses presenting recent aspects of managing climate uncertainty: https://sites.google.com/view/summerschool2025 A selected number of short presentations held by the students are part of the scientific program: *_Applications are open until April 30_*. The acceptance of talks will be communicated until May 9. In addition, to coffee breaks, a social event and a joint social dinner, we are planning two separate events for female researchers: a female mentoring session and a dinner for female researchers. Best wishes, Giorgio Ferrari

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short announcement + link
by Marco Alessandro Fuhrman 24 Apr '25

24 Apr '25

Buongiorno. Ricevo a diffondo volentieri. Marco Fuhrman ________________________________ Da: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Inviato: giovedì 24 aprile 2025 16:37 A: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Oggetto: Fwd: short announcement + link Dear colleagues, Please find an annoucement for a PhD in mathematical biology. May I ask you to forward it to potential candidates in applied mathematics, data science, computer science, computational biology or computational physics? Best regards, Arnaud. ________________________________ The Computational Systems Biology team at LPHI (University of Montpellier, CNRS, INSERM) is seeking a highly motivated PhD candidate to work on advanced modeling of cancer treatment resistance, using probabilistic methods and deep learning. The project combines high-dimensional PDE-based modeling, stochastic differential equations and AI, to address real data applications in collaboration with Dr. J.-E. Sarry's cancer biology research team in Toulouse. Please find the full details here: PhD offers 2025 – Computational Systems Biology team at LPHI UMR5235 CNRS / U.Montpellie<https://systems-biology-lphi.cnrs.fr/phd-offers-2025/>r Applications are open now and will be accepted until May 20.

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Kinetic Limit and Probability Workshop//Rome//June9-13
by Basile, Giada 24 Apr '25

24 Apr '25

Dear Colleagues, We are happy to announce the workshop *"**Kinetic Limit and Probability"*, which will take place on June 9-13, 2025, at the Mathematics Department of Sapienza University of Rome ( https://sites.google.com/uniroma1.it/klp/home?authuser=0). This workshop gathers together prominent scientists and young researchers, promoting the exchange of ideas around the relations between small and large scales, focusing on interacting particle systems and applications of such topics of recent interest. On the occasion of the workshop, we commemorate the contribution of Oscar Lanford, coinciding with the 50th anniversary of the publication of his work on the validity of the Boltzmann equation. Registration is free but mandatory. To register, please complete the form available on the website (here <https://docs.google.com/forms/d/e/1FAIpQLSdK0DbDZDD-gwSDUNUZG3rPNsRCyXL3jQY…> the link). Limited financial support is available for young participants. Should you wish to apply for it, please contact basile(a)mat.uniroma1.it or sergio.simonella(a)uniroma1.it The workshop is part of the Eccellenza program 2025 "Statistical Mechanics and Nonequilibrium Processes <https://sites.google.com/uniroma1.it/excellence-department-mmsp/mmsp-th-per…> ". For additional information, do not hesitate to contact us. Best regards, Organizing committee Giada Basile, Amit Einav, Isabelle Gallagher, Jani Lukkarinen, Sergio Simonella.

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Workshop: Rome Workshop on Veridical Data Science, June 20th 2025.
by Arnoldo Frigessi 23 Apr '25

23 Apr '25

The veridical data science one-day workshop at University of Roma la Sapienza aims at showcasing and promoting veridical (truthful) data science towards reproducible and reliable data analysis and decisions. It intends to build a community of veridical data science researchers in Europe for trustworthy data science and machine learning. https://www.integreat.no/events/public-events/workshops/veridical-data-scie… The workshop discussions will provide opportunities for statisticians and data scientists to identify important research topics and critical applications in academia and industry. Graduate students and early career researchers will benefit from this workshop to find future research directions. Time and place: June 20, 2025 9:00 AM - 6:00 PM, Aula Acquario, MEMOTEF, University of Roma la Sapienza, Rome, Italy <https://g.co/kgs/LvBFmg2> Registration is free but required. Please follow this link<https://nettskjema.no/a/veridicaldatascienceroma>. Deadline for registration: June 10th, 2025. Call for oral contributions: We are pleased to invite researchers from all stages in academia and industry to submit abstracts for consideration to give a contributed talk in the workshop on Veridical Data Science in Rome. We encourage submissions from graduate students and early career researchers. To submit your abstract please send a pdf file with information about the authors, identifying the presenter at the workshop, and an abstract of between 1 to 4 pages. Use this email: admin(a)integreat.no<mailto:admin@integreat.no> Deadline is May 10, 2025. Acceptance will be communicated by May 20. The accepted presentation will be given orally and will be of various length, depending on the final programme. For additional information, please contact the organising committee at admin(a)integreat.no<mailto:admin@integreat.no>. The workshop is co-organized by Integreat, the Norwegian centre for knowledge-driven machine learning in Oslo, the Department of Statistics, University of California, Berkeley, the L'EMbeDS Department of Excellence at the Sant'Anna School of Advanced Studies at Pisa, and the Department of Methods and Models for Economics, Territory and Finance of the University of Roma La Sapienza and the Institute for Systems Analysis and Computer Science of the Italian National Research Council.

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Open PhD Position (Nice/Barcelona): Statistical Inference for Stochastic Processes
by AMORINO, CHIARA 23 Apr '25

23 Apr '25

Dear colleagues, We are currently inviting applications for a fully funded *PhD position* in the area of statistical inference for stochastic processes, with a focus on interacting particle systems driven by fractional Brownian motion and potential applications. The position will be jointly supervised by *Chiara Amorino* (Universitat Pompeu Fabra, Barcelona) and *Mira Shevchenko* (Université Côte d’Azur, Nice). The successful candidate will divide their time between the two institutions and will be affiliated with the *SPECTRUM Graduate School* at Université Côte d’Azur. - *Starting date*: No later than December 1, 2025 - *Gross monthly salary*: Approximately €2,500 We welcome applications from candidates who meet the following criteria: - A Master’s degree (or equivalent) in Mathematics, Applied Mathematics, or a closely related field, completed by the starting date of the PhD. - A solid background or strong interest in stochastic analysis, stochastic processes, and/or mathematical statistics. - Familiarity with stochastic differential equations and/or Malliavin calculus is considered an asset. *To apply*, please send the following documents to [ eur-spectrum.aap(a)univ-cotedazur.fr] by *May 12, 2025*, with Chiara Amorino ( chiara.amorino(a)upf.edu) and Radomyra Shevchenko ( radomyra.shevchenko(a)univ-cotedazur.fr) in cc: 1. CV 2. Transcripts of academic records (Master’s), including rankings if available 3. Motivation letter (max. 1 page) 4. Two recommendation letters For any preliminary inquiries, feel free to contact either Chiara or Mira via the email addresses above. If you know any motivated students, I’d be grateful if you could pass this along! Best, Chiara

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GSSI workshop May 5-9 (detailed schedule, special session and social events)
by Lu Xu 23 Apr '25

23 Apr '25

Dear colleagues and friends, Please find the detailed schedule, titles and abstracts of the forthcoming workshop Emergent macroscopic phenomena in non-equilibrium statistical mechanics (May 5-9 at Gran Sasso Science Institute) in the following website: https://trimester2025.math.gssi.it/workshop3/schedule/ The workshop will include a special session in memory of Professor Errico Presutti on May 6, dedicated to his profound contribution to mathematical physics and to the start of the PhD school in mathematics at GSSI. An afternoon excursion to Rocca Calascio will be held on May 7. Should weather conditions prevent the visit, the alternative destination will be the medieval churches of Bominaco. A social dinner will follow the excursion. The excursion is free for everyone. The social dinner is free for students, 40 euros/person for other participants. Registration to the workshop is free. Please indicate your participation by April 30 here: https://indico.gssi.it/event/745/ To join the excursion and/or the social dinner, please register here: https://forms.gle/A45Pbmn6ksBnvL557 We would be grateful if you could circulate the announcement among potentially interested students and researchers. With our best wishes, Serena Cenatiempo Alessia Nota Stefano Olla Marielle Simon Lu Xu

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Two Open PhD Positions – Math for Climate-Resilient Energy Networks (VU Amsterdam)
by Zocca, A. (Alessandro) 23 Apr '25

23 Apr '25

Dear colleagues, I currently have two open PhD positions at Vrije Universiteit Amsterdam as part of a new NWO-funded project at the intersection of applied probability, graph theory, and network optimization. The goal is to develop mathematical foundations for climate-resilient energy systems—a pressing challenge as extreme weather events increasingly threaten the reliability of our power infrastructure. The two positions focus on complementary but distinct aspects of the problem: PhD 1 – Modeling Weather-Driven Failures Develop parsimonious stochastic models using applied probability and graph theory to understand how spatially correlated extreme weather events cause multi-point failures across power grids. PhD 2 – Optimizing Climate-Resilient Grid Operations Design flexible, cost-effective decision-making tools using stochastic optimization and simulation to support smart planning and reconfiguration of energy networks under uncertainty. Both positions are fully funded for 4 years, with a tentative start date in September 2025. The application deadline is May 25, 2025. I’m happy to answer informal questions directly by email, but formal applications must go through the following link: https://workingat.vu.nl/vacancies/phd-positions-in-applied-probability-and-… If you know motivated students or recent graduates with a strong mathematical background and an interest in energy systems, sustainability, and uncertainty modeling, I’d be grateful if you could pass this along. Best, Alessandro Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Surveys: Have you seen proteins?
by ELISA VARINI 23 Apr '25

23 Apr '25

ColorBIO Surveys: Colors and Visual Strategies in Structural and Cellular Biology Depicting the invisible. When illustrating things that are too small to be seen, each illustrator can adopt different techniques and colors. What works and what not? Please contribute to our study by completing some or all these simple surveys on visualization of proteins and cells. The survey is completely anonymous, and will take only a few minutes to complete. COLORBIO Project: http://arm.mi.imati.cnr.it/colorbio/login_page.php Login: CBIO_1 Password: Pi01Ugr5vsFIxtw Want more info? Leave your email address to monicamaria.zoppe(a)cnr.it and we'll contact you. Thank you in advance The ColorBio team Link: http://arm.mi.imati.cnr.it/colorbio/home_page.php CNR - National Research Council of Italy, IBF and IMATI Institutes

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Scuola ABS a Genova (3-6/6/25): Spatio-temporal Methods in Environmental Epidemiology
by Fabrizio Ruggeri 23 Apr '25

23 Apr '25

The ABS (Applied Bayesian Statistics) schools have been organised by CNR-IMATI (Italian National Research Council - Institute of Applied Mathematics and Information Technologies, Milano Department) since 2004, inviting top researchers and combining lectures with practical sessions and informal discussions about participants' projects. Some seats are still available for the ABS25 summer school in Genova (Italy), 3-6 June 2025. Reduced fees are available until 11 May 2025. TOPIC: Spatio-temporal Methods in Environmental Epidemiology WEBSITE: https://abs25.imati.cnr.it/ DETAILED PROGRAMME: https://abs25.imati.cnr.it/programme.htm CONTACT: abs25(a)mi.imati.cnr.it LECTURERS: Alexandra Schmidt (McGill University, Canada) and (practical sessions) Carlo Zaccardi (Università di Chieti-Pescara, Italy) ALEXANDRA SCHMIDT (B.Sc. and M.Sc. Rio de Janeiro, Ph.D. Sheffield) is Professor of Biostatistics and helds the endowed University Chair in the Department of Epidemiology, Biostatistics and Occupational Health at McGill University. Between 2002 and 2016 she worked in the Department of Statistical Methods of the Federal University of Rio de Janeiro, Brazil, where she became Full Professor of Statistics in 2012. She is an Elected Fellow of the International Society for Bayesian Analysis (2024), the American Statistical Association (2020) and an Elected Member of the International Statistical Institute (2010). She was awarded the Distinguished Achievement Medal (2017) from the American Statistical Association’s Section on Statistics and the Environmentand the Abdel El-Shaarawi Young Investigator Award (2008) from The International Environmetrics Society. She was the President of the International Society for Bayesian Analysis in 2015. Currently, she is the Program Chair of the 2025 Joint Statistical Meetings in Nashville, USA, and Council Member of the International Statistical Institute. More details on Prof. Schmidt (including publications, mostly on the topic of the course) at https://alex-schmidt.research.mcgill.ca/ CARLO ZACCARDI got his B.Sc., M.Sc., Ph.D. Università di Chieti-Pescara, where he is currently post-doc. GENOVA: Information on what to do and see at https://www.visitgenoa.it/en Best regards, Elisa Varini and Fabrizio Ruggeri (ABS25 Executive Director and Director) ---------------------------- Fabrizio Ruggeri President-Elect (2023-2025) CNR IMATI International Statistical Institute Via Alfonso Corti 12 fabrizio(a)mi.imati.cnr.it I-20133 Milano (Italy) www.mi.imati.cnr.it/fabrizio

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Reminder: OWABI - Ayush Bharti - April 24
by Massimiliano Tamborrino 23 Apr '25

23 Apr '25

Dear all, a kind reminder of tomorrow's (Thursday the 24th April, 11am UK time) OWABI seminar<http://www.warwick.ac.uk/oneworldabc> by Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be exceptionally streamed on Zoom https://chalmers.zoom.us/j/67207457257 (password 201659), Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling 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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PhD in Economics and Finance, University of Verona - Call for Applications
by Athena Picarelli 22 Apr '25

22 Apr '25

Dear colleagues, We are pleased to announce the 2025 call for applications of the PhD Program in Economics and Finance at the University of Verona. The Program offers two dedicated tracks: “Economics” and “Mathematics and Data Analytics for Finance”. It aims at bringing brilliant students to the international research frontier, and at developing their ability to create their own research contributions. This year six positions are available: five with full scholarships (about 1,600 euros per month) and one without scholarship. We invite applications from outstanding graduates who hold or are expected to hold a master’s degree in Economics, Finance or related fields. The following material is required for an application: i) Certificate with final graduation mark or transcript with exam grades; ii) Curriculum Vitae; iii) Original research proposal of maximum 2,000 words; iv) Two reference letters; v) Further documents the candidate considers relevant for the evaluation. Here is the link to the application page: https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… *The deadline for the application is May 20, 2025.* *Description of the Program* The PhD Program in Economics and Finance of the University of Verona trains academic and professional figures able to autonomously carry out research in economics and finance at universities, research institutes, consulting firms, public and private companies. PhD graduates undertake job positions requiring critical and problem solving skills, in which to matter are the ability to identify a problem and analyze it using economic reasoning, manage and process data through a statistical approach, interpret the findings and communicate results and implications. The four-year PhD Program in Economics and Finance consists of a course-work part and a research part. During the first part of the program, students attend advanced courses (both compulsory and elective) related to their chosen track (“Economics” or “Mathematics and Data Analytics for Finance”). Students then develop an independent study and research agenda under the guidance of two supervisors. The program is completed by the final thesis containing research contributions following high-quality international standards. Our PhD Program also offers personal research funds, access to dedicated room and Department facilities, and financial support for study and research periods in foreign universities or institutions. The University of Verona is among the top hundred world universities with less than 50 years in the rankings of the Times Higher Education. In the RepEc ranking, the Department of Economics ranks in the top 10% of the Italian distribution and in the top 25% of the world distribution of research departments and institutions in Economics. It received the “Department of Excellence 2023-2027” seal by the Italian ministry of university and research. For further information please visit the official Program webpage, https://www.corsi.univr.it/?ent=cs&id=1008&menu=ilcorso&tab=presentazione lang=en <https://www.corsi.univr.it/?ent=cs&id=1008&menu=ilcorso&tab=presentazione&l…> or contact the program coordinator, Prof. Athena Picarelli ( athena.picarelli(a)univr.it). -------------------- -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Conference in CIRM, Marseille in October 2025: New trends of Stochastic nonlinear systems
by Erika Hausenblas 22 Apr '25

22 Apr '25

We would like to bring to your attention the conference in CIRM - Lumini, Marseille from 20 – 24 October, 2025: New trends of stochastic nonlinear systems: well-posedeness, dynamics and numerics Erika Hausenblas (University of Leoben) Chengcheng Ling (University of Augsburg) Stéphane Menozzi (Université d’Évry) https://conferences.cirm-math.fr/3374.html Stochastic analysis is a very dynamic field which has undergone numerous developments over the last decades: stochastic differential equations (SDE), stochastic partial differential equations (EDPS), Malliavin calculus... In order to study new singular complex models, which in particular arise from regularization/de-regulation by noise-related problems, particle systems, quantum mechanics or machine learning, new ideas have appeared, yielding numerous results concerning the well-posedness, dynamics and approximation of singular ED(P)S in numerous scientific or engineering fields. Among these ideas, we can mention: the application of convex integration techniques for stochastic equations, the sewing lemma to highlight fine regularisation properties of the underlying noise, quantum field theory to help understand quantum dynamics, or the association of classical techniques with tools such as rough paths theory to solve problems which could not be addressed independently. If you would like to participate, please contact one of the organisers or spdescirmmarseille(a)gmail.com.

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I: PhD a Singapore
by Federico Sau 22 Apr '25

22 Apr '25

Buongiorno a tutti, Ricevo e inoltro l'apertura di posizioni di dottorato a Singapore (NUS) con Matteo Mucciconi https://matteomucciconi.github.io/. I programmi partono a gennaio 2026 (deadline il 15 maggio) o ad agosto 2026 (deadline il 15 novembre). Cordiali saluti, Federico ________________________________ Da: Matteo Mucciconi Inviato: Martedì, 22 Aprile, 2025 09:21 A: Federico Sau Oggetto: PhD a Singapore Ciao Federico, spero tu stia bene. Ad Agosto dell'anno scorso ci siamo incontrati qui a Singapore e ti avevo parlato del fatto che volevo promuovere posizioni di PhD qui ad NUS. Se conosci degli studenti che potrebbero essere interessati a fare un PhD qui, potresti far girare questo pamphlet, o dare loro il mio contatto? I programmi partono da Gennaio 2026 (deadline il 15 Maggio) o Agosto 2026 (deadline il 15 Novembre). Ti ringrazio in anticipo del supporto. Matteo

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Tom Kurtz
by c.costantini＠unich.it 22 Apr '25

22 Apr '25

E' con grande tristezza che do l'annuncio della morte, sabato 19 aprile, di Tom Kurtz. Tom ha visitato l'Italia molte volte e molti probabilisti italiani l'hanno conosciuto di persona. Il libro che Tom ha scritto nel 1986 insieme a Stewart Ethier, "Markov processes: characterization and convergence", è tuttora un testo di riferimento. Tom ha scritto anche un altro libro, con Jin Feng, su "Large deviations for stochastic processes". Tom ha dato importantissimi contributi non solo sulla caratterizzazione dei processi di Markov e sui metodi per studiarne la convergenza, e sulla teoria delle grandi deviazioni, ma anche alla teoria del filtraggio, alla teoria dei processi a valori misura, allo studio delle equazioni differenziali stocastiche alle derivate parziali, allo studio dei processi di punto spaziali, alla dinamica delle popolazioni, alla teoria delle diffusioni riflettenti, alla teoria delle reti stocastiche, in particolare per le reazioni chimiche, e in altri campi ancora. Caratteristica di Tom era la sua disponibilità a parlare con tutti, da un collega a un giovanissimo studente, condividendo con grandissima generosità il suo tempo, la sua conoscenza e le sue idee. Cristina Costantini

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Seminario PRISMA lunedì 5 maggio 2025 - C. Orrieri & L. Scarpa
by Sonia Mazzucchi 22 Apr '25

22 Apr '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 5 maggio 2025*. I relatori saranno *Carlo Orrieri* (Università di Pavia) e *Luca Scarpa* (Politecnico di Milano) che parleranno di: *Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore* 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://unitn.zoom.us/j/88514293418 ID riunione: 885 1429 3418 Codice d’accesso: 236100 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) TITOLO: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore RIASSUNTO: Nella prima parte del seminario verranno introdotte alcune classi di equazioni di evoluzione in relazione alla modellizzazione di problemi di transizione di fase. Dal punto di vista matematico tali equazioni sono caratterizzate da una dinamica doppiamente nonlineare che tipicamente non ne assicura la buona positura. In particolare, l’unicità delle soluzioni viene a mancare. Questo motiva l’introduzione e l'analisi di opportune formulazioni stocastiche per tali modelli, nell’ottica di ottenere effetti di regolarizzazione per rumore. Nella seconda parte il problema di regolarizzazione per rumore verrà inquadrato nel contesto più generale di equazioni di evoluzione stocastiche con drift singolare e verranno presentati alcuni risultati di unicità. L'applicabilità di tali tecniche identificherà naturalmente un concetto di criticità che porrà le equazioni doppiamente nonlineari in un regime supercritico. Per queste verrà fornito infine un risultato parziale di stabilità per rumore. I risultati presentati nei seminari sono stati ottenuti in collaborazione con F. Bertacco (Imperial College London) e U. Stefanelli (Università di Vienna). %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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[summer school] PrefStat 2025 in Oslo: schedule announced & early-bird extended
by Valeria Vitelli 16 Apr '25

16 Apr '25

Dear all, A *tentative schedule* for the PrefStat summer school 2025 is now announced! Find out more here <https://www.prefstat.org/schedule/>. *Early-bird registration deadline* is now also postponed to **** April 30th, 2025 **** *Preference Statistics summer school* Detailed information on the website <https://www.integreat.no/events/public-events/workshops/prefstat-summer-sch…> Dates: *June 30th - July 4th, 2025* Place: Blindern, *University of Oslo*, Niels Henrik Abels building *Target audience* Researchers in the area of data science, machine learning, statistics, and related fields. Master students with basic skills in machine learning and statistics are also welcome. PrefStat aims to provide participants with a solid foundation in preference learning, and to equip them with the skills and knowledge necessary to apply these methods to real-world problems. *Course description* The PrefStat summer school is a high-level course on cutting-edge topics in the specific context of Statistical Learning from Preference Information, or Preference Learning. The course is designed to provide a comprehensive overview of preference statistics, a rapidly growing field that has gained significant attention in recent years due to the numerous application fields involving human preferences: recommender systems, Large Language Models, surveys and psychological experiments, marketing, economics, and political science. Preference learning is concerned with all data analyses involving preferences, rankings, ratings, clicking, or any kind of ordinal data. It entails modeling experiments involving a set of assessors (experts, judges, users) who express order relations about a set of items, thus being a subfield of both supervised and unsupervised statistical learning. The school provides a deep introduction to the topic and insight into more challenging tasks that are of interest in modern applications, such as handling partial, unstructured, exogenous information, individual preference prediction, and importance feature selection. PrefStat 2025 combines lectures delivered by internationally leading scholars on the specific designated topic and supervised practical tutorials. Feel free to contact us (ccied) for inquiries. We are happy to welcome you to Oslo in June! Warm regards and Happy Easter, Valeria -- 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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OWABI - Ayush Bharti - April 24
by Massimiliano Tamborrino 15 Apr '25

15 Apr '25

Dear all, the next OWABI seminar<http://www.warwick.ac.uk/oneworldabc> is scheduled on Thursday the 24th April at 11am UK time. Our next speaker is Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be exceptionally streamed on Zoom https://chalmers.zoom.us/j/67207457257 (password 201659), Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling In the meantime, enjoy the Easter break. 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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Fwd: Corso su biliardi a Cortona, 29 giugno - 4 luglio 2025
by Elisabetta Candellero 14 Apr '25

14 Apr '25

Ricevo e inoltro volentieri: *Dal 29 giugno al 4 luglio la Scuola Matematica Interuniversitaria organizza al Palazzone di Cortona un corso su dinamica dei biliardi, tenuto da Chris Burdzy e Marco Lenci. Il termine delle iscrizioni e' a fine aprile. I candidati ammessi vengono ospitati al Palazzone.* Piu' informazioni sono reperibili al seguente link: https://www.smi-math.unipr.it/cortona/30/ . Elisabetta

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Kolmogorov Meets Turing 2025
by Marco Scarsini 13 Apr '25

13 Apr '25

The 2025 edition of the Kolmogorov Meets Turing <https://sites.google.com/view/kmt-2025/home> Workshop will take place on Wednesday May 14 at Luiss University. The goal of this workshop is offering a multidisciplinary perspective of recent research directions in different areas, including applied probability, discrete mathematics, game theory, and theoretical computer science, whose common denominator is the application of probabilistic tools to the analysis of strategic models, complex stochastic processes, and algorithms. Participation in the workshop is free, but, for logistic reasons, we need to have a list of participants. If you are interested in participating, please fill out this form <https://forms.gle/m3fQYZXWP61oqCpW7> by April 30, 2025. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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PhD position in Dresden (Institute of Mathematical Stochastics) - Paolo Di Tella
by Giorgia Callegaro 13 Apr '25

13 Apr '25

Dear all, it is my pleasure to forward the announcement of a 3-year PhD position in TU Dresden, under the supervision of Paolo Di Tella. Deadline for applications: *8th May 2025*. All the details can be found here: https://www.verw.tu-dresden.de/StellAus/stelle.asp?id=12074&lang=en&style=c… Good luck, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario di Matematica, Scienza & Società a Roma1
by Faggionato, Alessandra 13 Apr '25

13 Apr '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Avviso di seminario di Matematica, Scienza & Società Lunedì 14 aprile 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Riccardo Adami (Politecnico di Torino)La seconda rivoluzione quantistica: il gatto ci spia ma il collasso ci protegge* Sommario Oltre alla fisica e alla matematica, la Meccanica Quantistica ha rivoluzionato le esistenze degli uomini e delle donne, rendendo possibili dispositivi prima impensabili: le invenzioni del transistor, del laser e del led sono tre dei passaggi chiave della cosiddetta “rivoluzione tecnologica quantistica”. Oggi siamo alla vigilia della seconda rivoluzione, che sarà segnata dalla realizzazione del computer quantistico e di altre nuove tecnologie. Una novità della seconda rivoluzione è che essa si realizzerà nel segno della semplicità: invece di essere sistemi composti da molte particelle, i nuovi dispositivi sfrutteranno le caratteristiche quantistiche delle singole particelle. Siccome è proprio nei sistemi semplici che entra in gioco la stranezza del mondo quantistico, la progettazione delle nuove tecnologie sta riaprendo il dibattito sulla visione del mondo che origina dalla meccanica quantistica. Esploreremo alcune delle questioni filosofiche ritornate di attualità, anche alla luce delle applicazioni a una scienza ormai pervasiva quanto necessaria: la crittografia. 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 di Fraydoun Rezakhanlou a Roma1
by Faggionato, Alessandra 13 Apr '25

13 Apr '25

Seminario congiunto di Probabilità e Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Martedì 15 aprile, ore 14:00, sala di Consiglio Fraydoun Rezakhanlou (UC Berkeley) *Periodic orbits for stochastically stationary Hamiltonian ODEs* Abstract. For a stochastically stationary Hamiltonian ODE in a Euclidean space, the set of periodic orbits yields a translation invariant random process. In this talk I will discuss an ergodic theorem for the density of periodic orbits with an explicit formula for the density. Tutte le persone interessate sono invitate a partecipare. 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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2 year research contract on Stochastics, MFGs, Optimisation, ML
by Luca Di Persio 12 Apr '25

12 Apr '25

Dear colleagues, We would like to draw your attention to Call CdR03/25 for a two-year postdoctoral research contract related to the project titled: * Mean-Field Games, Transport, and Optimization in Self-Organized Systems and Machine Learning * The research project will concern: the integration of mean-field game theory, calculus of variations and collective dynamics of interacting agents, even in the presence of random perturbations. The development, through optimal transport tools and stochastic analysis, of numerical and machine learning models for the geometric analysis of high-dimensional data distributions and applications in neural networks and reinforcement learning is planned. The project is funded by the Italian Ministry for Universities and Research (MUR) under D.D. 47/2025, as part of the PNRR program: * Mission 4 "Education and Research," Component 2 "From Research to Business," Investment 1.2 (NextGenerationEU initiative) The position is labelled as MATH-03/A (Mathematical Analysis); however, the project is broad and interdisciplinary, encompassing topics such as: stochastic analysis, mathematical modelling, optimisation, complex systems, and machine learning. Therefore, researchers with expertise in probability, applied mathematics, numerical modelling, and AI, are strongly encouraged to apply. The full call text is available here: * https://docs.univr.it/documenti/Albo/allegatialbo/allegatialbo367777.pdf Decreto Rettorale BANDO DI SELEZIONE PER IL CONFERIMENTO DI CONTRATTI DI RICERCA IL RETTORE<https://docs.univr.it/documenti/Albo/allegatialbo/allegatialbo367777.pdf> Decreto Rettorale BANDO DI SELEZIONE PER IL CONFERIMENTO DI CONTRATTI DI RICERCA IL RETTORE Vista la Legge 30/12/2010 n. 240, ed in particolare l’art. 22 come modificato dal D.L. n. 36/2022, convertito con L. 79/2022; Visto il "Regolamento per il conferimento di Contratti di Ricerca, ai sensi dell’art. 22 della Legge 30/12/2010, n. 240”, emanato con Decreto Rettorale Rep. n. 3352-2025 ... docs.univr.it IMPORTANT: The application deadline is April 30, 2025 (1 pm). Please share this opportunity with potential candidates. If you have any questions, please don't hesitate to contact me. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai<http://www.hpa.ai/>

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Reminder: seminar Giorgia CALLEGARO
by Antonello Pesce 11 Apr '25

11 Apr '25

Dear all, We would like to remind you that on April 16th, at the Department of Mathematics of the University of Bologna and on Teams (LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZDIwNjRlNjMtMGYzMi00NT…>), the following seminar will take place: 11:00-12:00: Giorgia CALLEGARO “CYBER-SECURITY INVESTMENT STRATEGIES IN A STOCHASTIC GORDON-LOEB MODEL WITH ATTACKS CLUSTERING” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/04/16/giorgia-callegaro <https://seminari.dm.unibo.it/mat/seminars/2025/04/16/giorgia-callegaro> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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Fwd: promemoria seminario Makiko Sasada
by Faggionato, Alessandra 11 Apr '25

11 Apr '25

Ricevo e con piacere inoltro. Il seminario e' tra meno di 2h Buona giornata Alessandra ---------- Forwarded message --------- From: Basile, Giada <basile(a)mat.uniroma1.it> Date: Fri, 11 Apr 2025 at 09:18 Subject: promemoria seminario Makiko Sasada Care e cari, vi ricordo che oggi alle 16:15 ci sarà il seminario di Makiko Sasada. Titolo: Discrete geometric structure of large-scale interacting systems Abstract. In this talk, we explore large-scale interacting systems that explain macroscopic phenomena through the movement of microscopic particles. These systems are modeled by discrete lattices where microscopic dynamics occur and the transitions between adjacent sites, referred to as “interactions” in our definition. We classify interactions based on conserved quantities, which reflect macroscopic properties, and introduce wedge sums and box products as methods to construct new interactions from existing ones. We also present a discrete harmonic theory for large-scale interacting systems on discrete lattices with finite local state sets. By assuming exchangeable interactions, we define the inverse harmonic period matrix, which we expect to correspond to the diffusion matrix in the hydrodynamic limit. Our result offers an interpretation of the diffusion matrix based on the geometry of the microscopic model. Founded by the European Union - Next Generation EU. -- ************************************************* 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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Post-doc/contratto ricerca 2 anni presso Milano-Bicocca
by Emanuela Rosazza Gianin 11 Apr '25

11 Apr '25

Cari tutti, segnalo che è appena stata bandita una posizione di post-doc/contratto di ricerca di 2 anni presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano-Bicocca. Il settore di riferimento è STAT-04/A (Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Trovate ulteriori dettagli e il bando alla pagina web: https://www.unimib.it/ateneo/gare-e-concorsi/2025-cdr-020-selezione-conferi… *La scadenza per la presentazione delle domande è il 26 aprile. * Il colloquio si svolgerà martedì 29 aprile 2025 alle ore 15, mentre la presa di servizio dovrà avvenire entro il 15 maggio 2025. Un saluto cordiale, Emanuela Rosazza ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Call for application PhD in Economics Ca' Foscari University a.y. 2025-26 - spread the news!
by Antonella Basso 10 Apr '25

10 Apr '25

Dear colleague, The call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/web/it/259/bando-annuale [ITALIAN] https://www.unive.it/web/en/2161/annual-call <https://www.unive.it/web/en/2161/annual-call> [ENGLISH] We offer 5 positions with fully funded scholarships for 4 years starting from September 2025 and a position for a self-funded foreign candidate. The amount of a scholarship is about 20.000 euros gross/year. From the first year, PhD students can count on 1624,30 euros/year for conference participation or summer/winter schools. *Deadline to apply: May 7th 2024 at 1:00 PM (Italian time).* The PhD program aims to prepare a selected group of students for an academic career, as well as for positions in research sectors of international organizations, public institutions, private companies, central banks, and financial institutions. We particularly welcome highly motivated students with a strong background in Economics, Econometrics, Finance, Statistics, Mathematics or other quantitative fields who seek guidance to develop as researchers in Economics, Econometrics, or Finance in our Department. The wide range of research interests and the international reputation of Ca’ Foscari’s faculty in economics and quantitative fields, along with the rich program of internationally renowned seminars and workshops organized by the department, provide students with a stimulating environment throughout their PhD studies. Students receive appropriate support, including financial aid, to participate in international conferences and workshops and to compete in the international job market. Join us for an information session on Zoom on Wednesday April 16th 2024 at 4:00pm <https://www.unive.it/data/agenda/3/100423> (CEST) and get to know our world-class program, faculty, placement and more. Sign up now to register and receive access to the event: bit.ly/phdeconomics2025-form <http://bit.ly/phdeconomics2025-form> The add in INOMICS is available here: https://inomics.com/program/phd-in-economics-at-ca-foscari-university-of-ve… For information on the PhD programme in Economics: http://www.unive.it/phd-economics Information on social media: Linkedin <https://it.linkedin.com/posts/dipartimento-di-economia-universit%C3%A0-ca-f…> X <https://x.com/DipEcoUnive/status/1904887384467976548> Facebook <https://www.facebook.com/story.php?story_fbid=1303683811257691&id=100048482…> Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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FCPNLO2025 and STOMOBIA MID-TERM workshop
by Enrica Pirozzi 10 Apr '25

10 Apr '25

Dear Friends FCPNLO2025 and STOMOBIA MID-TERM workshop on Stochastic Models in Biomathematics and Applications (a PRIN-PNRR project) will be held in Caserta on May 7-9, 2025. Please, visit the website: https://sites.google.com/view/fcpnlo2025/home-page [https://lh6.googleusercontent.com/ruc79_bSVRVMiykpLe3pUM0W8bDToeygjEhceBKgA…]<https://sites.google.com/view/fcpnlo2025/home-page> FCPNLO2025 - Google Sites<https://sites.google.com/view/fcpnlo2025/home-page> May 7-9, 2025 CASERTA, ITALY Welcome to the 9th edition of Fractional Calculus, Probability and Non-Local Operators (FCPNLO)! This workshop, renowned for its interdisciplinary focus, explores the probabilistic interpretations of non-local operators, including fractional calculus, and focuses on sites.google.com Many Thanks for your interest. Enrica Pirozzi

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Save the date: Nicos Georgiou in Rome: The tree-TASEP on Galton-Watson trees
by Enrico Scalas 10 Apr '25

10 Apr '25

AVVISO DI SEMINARIO Il 15 maggio 2024 dalle ore 15, in aula 34 del Dipartimento di Scienze Statistiche (DSS), Sapienza Università di Roma, nell'ambito dei Seminari di Probabilità del DSS, il Prof. Nicos Georgiou, University of Sussex, Regno Unito, terrà un seminario dal titolo -- The tree-TASEP on Galton-Watson trees Abstract: We define a totally asymmetric simple exclusion process on trees, where the particles enter the tree from a reservoir attached to the root. Particles can only jump following edges on the tree and only if they are jumping away from the root, to a non-occupied vertex. We are interested in two different aspects of this particle system. First we want to investigate the current of particles across a given generation at a specific time, when we start from an initially empty initial condition. Second, we would like to obtain some information about the current across a given ray. Both answers depend heavily on our choice of jump rates for the particles and the tree geometry and different regimes of behaviour will be presented during the talk. Our results rely on a crucial estimate of the time it takes for the trajectories of the first N particles to decouple in the tree. This is joint work with N. Gantert (TUM) and D. Schmid (Columbia) -- Tutte le persone interessate sono invitate a partecipare. Enrico Scalas

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Conference GRAFIA - PRIN 2022
by Valentina Cammarota 10 Apr '25

10 Apr '25

Dear Colleagues, We are pleased to announce the Conference GRAFIA - Geometry of RAndom FIelds and Applications. The conference will be held at Palazzone di Cortona (Arezzo), June 16-20, 2025. The conference is funded by the project PRIN - MUR 2022 GRAFIA, and aims at bringing together experts and emerging scientists working in geometry and statistics of random fields and their applications. Speakers: Jürgen Angst (Univ. Rennes) Dmitry Belyaev (Univ. Oxford) Alessia Caponera (LUISS) Marco Carfagnini (Univ. Melbourne) Lucia Celli (Univ. Luxembourg) Lorenzo Dello Schiavo (Univ. Roma Tor Vergata) Naomi Feldheim (Bar Ilan Univ.) Louis Gass (Univ. Luxembourg) Giacomo Greco (Univ. Roma Tor Vergata) Davar Koshnevisan* (Univ. Utah) Leonardo Maini (Univ. Roma Tor Vergata) Michael McAuley (Technological Univ. Dublin) Oanh Nguyen (Brown Univ.) Ivan Nourdin (Univ. Luxembourg) Giovanni Peccati (Univ. Luxembourg) Francesca Pistolato (Univ. Luxembourg) Guillaume Poly (Univ. Rennes) Frederic Schoppert (Univ. Lübeck) Radomyra Shevchenko (Univ. Côte d'Azur) Michele Stecconi (Univ. Luxembourg) Anna Paola Todino (Univ. Piemonte Orientale) Anna Vidotto (Univ. Roma Sapienza) Yimin Xiao (Michigan State Univ.) Further information can be found on the conference website https://sites.google.com/unimib.it/prin2022grafia/conference If you are interested in attending the conference please send us an email. Participation is free, but registration is mandatory. Registration is open until 20 April. Best regards, the organizers (Valentina Cammarota, Claudio Durastanti, Domenico Marinucci, Maurizia Rossi) ************************************************************************************ Valentina Cammarota Associate Professor in Probability and Mathematical Statistics Sapienza University of Rome https://www.dss.uniroma1.it/it/dipartimento/persone/cammarota-valentina https://sites.google.com/site/valentinacammarota/ ************************************************************************************

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I: Fw: Now Accepting Applications: Numerix’s 2025 Women in Finance Scholarship
by matteo bedini 09 Apr '25

09 Apr '25

Dear all, I would like to highlight the opportunity below.Thanks and best regards, Matteo Bedini Yahoo Mail: cerca, organizza, prendi il controllo della tua casella di posta ----- Messaggio inoltrato ----- Da: "Matteo Bedini" <mbedini(a)numerix.com> A: "matteolbedini(a)yahoo.it" <matteolbedini(a)yahoo.it> Cc: Inviato: Mer, 9 Apr, 2025 alle 21:15 Oggetto: Fw: Now Accepting Applications: Numerix’s 2025 Women in Finance Scholarship #yiv7096410568 P {margin-top:0;margin-bottom:0;} From: James Jockle Sent: Wednesday, April 9, 2025 6:50 PM To: nxemployees Subject: Now Accepting Applications: Numerix’s 2025 Women in Finance Scholarship Hi, We’re proud to announce that applications are open for the 2025 Numerix Women in Finance Scholarship. 2025 marks the 11th year of the program, bringing our total scholarship funding to an incredible US$220,000 awarded to date. Numerix will award a US$20,000 scholarship to one exceptional woman enrolled in a graduate program pursuing a career in asset management, risk management, or derivatives finance. The application period begins today and will close on May 30, 2025. The winner will be announced in August. With over a decade of impact, this scholarship has helped elevate women across the global financial landscape. Initially established by FINCAD, the program became part of Numerix’s legacy following our acquisition in 2023—and we’ve proudly continued to grow and champion it ever since. We encourage you to share this opportunity within your network, especially with interns, colleagues, and students who may be eligible. - Learn more and apply here: https://www.numerix.com/women-in-finance-scholarship - Share our LinkedIn post to help us amplify our reach: https://www.linkedin.com/posts/numerix_finance-womeninfinance-numerix-activ… - Join our reviewing panel! - Help us review applications and select this year’s winner. You'll receive a quick 30-minute training, then review about 15 applications over four weeks (roughly 3–4 hours total). - Interested? Message Allison Hoff or Helen He on Teams. Let’s continue to support and inspire the next generation of women shaping the future of finance. Best,

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2nd session Doctoral Colloquium on Risk Analytics - Ca' Foscari U. Venice
by Maria Elvira Mancino 09 Apr '25

09 Apr '25

Applications are now open for the 2nd Session of *Doctoral Colloquium on Risk Analytics, Ca' Foscari U. Venice <https://landing.cafoscarichallengeschool.it/docra/>* *Session 2 (27 July - 9 August)* *New challenges on long-run risks * *28 July - 1 August: Max Croce, U. Bocconi, Macro FinTech* *4-8 August: Fabio Trojani, U. Geneva, U. Torino and SFI, Model free pricing and estimation of ﬁnancial risks* *1 August: Guest Lecture - Giulia di Nunno, U. Oslo, Horizon risk, what is it and how to tackle it in a dynamic way* *About DoCRA:* *A joint initiative of Collegio Internazionale Ca’ Foscari CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitaria Di Toppo Wassermann in Udine * * Aims and scope* The Colloquium is an *honour course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. The course is organized into four sessions. *Target* Students are *PhD candidates from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for a session at a time, but need to attend the whole session. They may get credits for the courses taken within the Colloquium. The maximum number of students per session is 25. *A group of up to 20 students will be oﬀered full refund for travel and lodging expenses*. 5 additional students, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, can be admitted at their own expenses. *Where* San Servolo Island, Venice San Servolo <https://servizimetropolitani.ve.it/en/san-servolo-island/where-we-are> *Applications* Apply through the following site DoCRA <https://www.unive.it/pag/49801/> Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *The organizers*: Elisa Luciano (chair), Mavira Mancino, Marco Corazza, Marco Li Calzi

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post doc in matematica a Torino di 2 anni - scadenza 18 Aprile h 15:00
by Elena Issoglio 09 Apr '25

09 Apr '25

Car* tutt*, segnalo una posizione post doc di 2 anni a Torino, al dipartimento di Matematica di UniTO. Da notare la scadenza molto ravvicinata: *18 APRILE 2025 alle ore 15.00.* Per mandare la propria candidatura e ulteriori dettagli si veda https://lavorainateneo.unito.it/details.html?id=47836d43-b5d4-44a9-966a-8af… Si noti che la posizione é formalmente in algebra e geometria, ma il reclutamento sará fatto in tutti i settori della matematica, inclusa la *probabilitá e statistica matematica*. Per dettagli o dubbi non esitate a contattarmi all'indirizzo elena.issoglio(a)unito.it. Cordialmente, Elena *----------------------------------------------* *Dr Elena Issoglio* *Associate Professor in Probability* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

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6 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 13, 2025 - 13:00 (CEST)
by Phd 09 Apr '25

09 Apr '25

Six PhD scholarships funded by the University of Padova and Ministry of University and Research are available at University of Padova for candidates interested in the area of *Statistical Sciences (start of activities: November 1st, 2025)*. *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2025). Admission is decided on the basis of qualifications and an interview. *Grant awarded* The annual grant will be of euros *18,643.00* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 13, 2025 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please note that the curriculum has to be written by filling the template *CV_XLI* available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori PhD Course Coordinator -- Phd in Statistics University of Padova - Italy tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Registration Open - Early-Career Workshop on Nonparametric Statistics @Luiss
by Alessia Caponera 08 Apr '25

08 Apr '25

Dear colleagues, We are pleased to announce that registration is now open for the Early-Career Workshop on Nonparametric Statistics, which will take place at Luiss University in Rome on May 15–16, 2025. A Social Dinner will also be held on May 15. We welcome all those who wish to attend the workshop and/or take part in the dinner. To register, please complete the following form by April 30, 2025: 👉 https://forms.gle/qTYspA1SpNR2QzcZ9 For more information, including the program, please visit our website: 🔗 https://sites.google.com/view/wsnpstats/home We look forward to seeing you in Rome! Best regards, Alessia Caponera On behalf of the Organising Committee Alessia Caponera, Marta Catalano, Matteo Iacopini, Marco Perone Pacifico La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Workshop in Turin: Through the threshold
by Federico Polito 08 Apr '25

08 Apr '25

Dear all, we are happy to announce the workshop titled “Through the threshold: first passage times and beyond”, which will take place at the University of Torino on June 9 and 10, 2025. This event will also provide an opportunity to celebrate the career of Laura Sacerdote on the occasion of her retirement. List of speakers: - Madalina Deaconu (Inria & Institut Élie Cartan de Lorraine) - Priscilla (Cindy) Greenwood (University of British Columbia) - Sonja Grün (Jülich Research Centre - RWTH Aachen University) - Samuel Herrmann (Université de Bourgogne) - Lubomir Kostal (Czech Academy of Sciences) - Isaac Meilijson (Tel Aviv University) - Goran Peskir (The University of Manchester) - Shigeru Shinomoto (ATR Institute International) - Tatyana Turova (Lund University) For more information, please visit the webpage https://sites.google.com/view/fpt-torino Registration is free and welcome, but mandatory. We are looking forward to seeing you in Turin! Best regards, The organizers -- Federico Polito Professor of Probability Coordinator of M.Sc. in Stochastics and Data Science *Department of MathematicsUniversity of Torino* Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Call for application - Master program in PSL Paris
by CRISTINA TONINELLI 07 Apr '25

07 Apr '25

Dear colleagues, Would you be so kind as to forward to the potential interested contact or mailing list in your institution the following call for applications and scholarships ? It is aimed at students who may wish to enroll in our Master of Mathematics in Paris PSL (M1-M2) program. The Graduate Program in Mathematics and Applications of PSL University offers scholarships for students willing to enroll in the PSL Master of Mathematics Master (M1 or M2) for 2025-2026. (It is also possible to join MAPPA, a French-Italian double Master degree program offered by PSL and the University of Padova. The M1 year is in Padova & the M2 year in Paris) . The teaching language is English and the program is based on the research team in mathematics at CEREMADE (Paris Dauphine-PSL), at DMA (Ecole Normale Supérieure - PSL), at Ecole des Mines Paris-PSL, at Paris Observatory-PSL, at the EHESS, and Collège de France. The scholarships are open to national and international students. The selection of candidates is based on academic excellence criteria. Call opening date : February 28th, 2025 - Closing date: May 26h, 2025. More details on the financial support and on how to apply may be found here https://psl.eu/en/graduate-programs/mathematics-and-applications Look for the link “Excellence grants for master students 2025-26” For more information on the double master degree MAPPA see https://mappa.math.unipd.it/ Best regards Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Workshop "Mean Field Games, Mean Field Control and Applications to Economics and Finance" - online participation
by Marta Leocata 07 Apr '25

07 Apr '25

Dear Colleagues, We would like to remind you that the Workshop ‘Mean Field Games, Mean Field Control and Applications to Economics and Finance’ will be held in Pavia from 9 to 11 April (conference website: https://sites.google.com/view/workshop-mmef ). If you are interested in participating online, this is the link to the conference: https://unipv-it.zoom.us/j/94558116065?pwd=4habA3k14lxf3ZzUoUXAsjJLFEULtb.1 Best, The organizers, Marta Leocata, Daria Ghilli, Giulia Livieri, Daniela Tonon

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Seminario Lorenzo Bertini - Politecnico di Milano - 15 Aprile 2025
by Luca Scarpa 07 Apr '25

07 Apr '25

Si segnala il seguente seminario a tutti gli interessati. Martedì 15 Aprile 2025, ore 14:30. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Lorenzo Bertini, Università di Roma La Sapienza. Title: Dissipative quantum lattice systems. Abstract. We analyze a class of quantum Feller semigroups describing the evolution of interacting quantum lattice systems. By regarding the interacting evolution as a perturbation of a non-interacting dissipative dynamics, we obtain a quantitative criterion that yields the uniqueness of the stationary state together with the exponential convergence of local observables. The analysis is based on suitable a priori bounds on the resolvent equation which yield quantitive estimates on the evolution of local observables. Link Zoom: <https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> [zoom.ico]<https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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[IWFOS2025] Early Bird registration deadline is approaching
by Enea Bongiorno 07 Apr '25

07 Apr '25

Apologies for cross-posting*.* ******************************************************************************************* Dear Colleagues, Dear Friends, the early bird registration deadline of the *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025) *is approaching. The conference will take place from *June 25 – 27, 2025 in Novara, Italy*. *Visit our new website at iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/> for more details!* *INVITED SPEAKERS:* - Anne van Delft, Columbia University NY, USA - Holger Dette, RUHR-University Bochum, Germany - Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain - Karel Hron, Palacký University Olomouc, Czech Republic - Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium - Alessandra Menafoglio, Politecnico di Milano, Italy - Pavlo Mozharovskyi, Telecom Paris, France - Anuj Srivastava, Florida State University, USA - Shahin Tavakoli, University of Geneva, Switzerland - Simone Vantini, Politecnico di Milano, Italy ******************************************************************************************* *Workshop Format:* The workshop will feature no parallel sessions, with approximately 30 Oral communications spread over 5 half days. Oral presentations will be selected among the accepted short papers, Poster sessions will accommodate additional contributions not selected for oral presentation. *PUBLICATIONS:* - A *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. ******************************************************************************************* Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková -- 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 ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario PRISMA lunedì 7 aprile 2025 - S. Favaro & M. Beraha
by Sonia Mazzucchi 07 Apr '25

07 Apr '25

Buongiorno, ricordiamo che oggi lunedì 7 aprile dalle 16 alle 17:15 si svolgerà il periodico seminario on-line del gruppo UMI - PRISMA ( http://www.umi-prisma.polito.it/) 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi saranno Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) che parleranno di: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie 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://unitn.zoom.us/j/87150580430 ID riunione: 871 5058 0430 Codice d’accesso: 591823 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) TITOLO: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie RIASSUNTO: Nella prima parte del seminario verrà introdotto il modello di Ewens-Pitman per partizioni aleatorie, presentandone una caratterizzazione in termini di sufficienza predittiva nell’ambito della classe dei modelli di campionamento di specie. Successivamente, verrà offerta una panoramica sui principali teoremi limite relativi al numero di blocchi e blocchi con molteplicità della partizione di Ewens-Pitman, con particolare attenzione alle fluttuazioni quasi-certe, ai principi di grandi deviazioni e alle fluttuazioni Gaussiane. Infine, si illustrerà un’applicazione del modello di Ewens-Pitman alla soluzione Bayesiana del problema della stima della “missing mass”, noto come problema di Good-Turing, e della stima del “unseen”, o problema di Fisher-Efron. Nella seconda parte del seminario si parlerà di allocazioni aleatorie; un’allocazione di N oggetti è un multi-insieme di sottoinsiemi non vuoti degli N oggetti che, al contrario di una partizione, possono non essere mutuamente esclusivi o esaustivi. Partendo dal modello Indian buffet di Ghahramani e Griffiths, che costituisce il naturale analogo del modello di Ewens nel caso di allocazioni, verranno presentati alcuni risultati sull’analisi Bayesiana di allocazioni aleatorie. In particolare, verranno discusse caratterizzazioni di sufficienza predittiva per allocazioni aleatorie, che generalizzano i corrispondenti risultati sui modelli di campionamento di specie. Due illustrazioni relative al problema delle “missing features” verranno descritte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario di Charles Bordenave a Roma Tre il 10 aprile alle 16:30
by Pietro Caputo 04 Apr '25

04 Apr '25

Giovedì 10 aprile alle ore 16.30, Charles Bordenave (CNRS - Marseille) terrà il seminario Title: Cutoff for geodesic paths on hyperbolic manifolds Abstract: This is a joint work with Joffrey Mathien. We establish new instances of the cutoff phenomenon for geodesic paths and for the Brownian motion on compact hyperbolic manifolds. We prove that for any fixed compact hyperbolic manifold, the geodesic path started on a spatially localized initial condition exhibits cutoff. Our work also extends results obtained by Golubev and Kamber on hyperbolic surfaces of large volume to any dimension. More generally, we will discuss ongoing works on the cutoff phenomenon in mixing dynamical systems. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Lungotevere Dante 376 - aula M1. -- 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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Seminar Giorgia CALLEGARO
by Antonello Pesce 03 Apr '25

03 Apr '25

Dear all, On APRIL 16th, at the Department of Mathematics of the University of Bologna and online at this LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZDIwNjRlNjMtMGYzMi00NT…>, the following seminar will take place: 11:00-12:00: Giorgia CALLEGARO “CYBER-SECURITY INVESTMENT STRATEGIES IN A STOCHASTIC GORDON-LOEB MODEL WITH ATTACKS CLUSTERING” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/04/16/giorgia-callegaro <https://seminari.dm.unibo.it/mat/seminars/2025/04/16/giorgia-callegaro> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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2-year postdoc position in Padova - deadline April, 15
by Tiziano Vargiolu 03 Apr '25

03 Apr '25

Please circulate among all the potential interested people. ------------------------- INdAM (Istituto Nazionale di Alta Matematica) invites applications for a two-years postdoctoral position in probability and applications (MATH-03/B). The successful candidate is expected to integrate the group of probability and mathematical finance of the Department of Mathematics of the University of Padova. The call (in Italian) is available here: https://www.altamatematica.it/progetti-pnrr/ Research topics of the group include: - Statistical mechanics: interacting particle systems, disordered systems, random matrices and graphs, percolation, Gaussian models of statistical mechanics (Gaussian free fields, spin glasses), models for life sciences. - Markov chains: ergodic behavior of Markov chains, cut-off phenomena, queueing theory and stochastic networks. - Stochastic control theory and mean-field games: Chaos propagation, infinite-dimensional Hamilton Jacobi equations, Nash equilibria, controlled McKean-Vlasov dynamics, filtering problems, Schrödinger bridges. - Stochastic algorithms and machine learning: Sinkhorn algorithm for entropic transport, score-based generative models, flow matching algorithms. - Finance: Volterra, fractional and Hawkes processes. Control problems and stochastic games in finance. Numerical probability. Applications: (rough) volatility models, interest rate models, models for energy markets and for the optimal management of renewable sources, cybersecurity, insurance problems. Please note the short deadline for applications (April 15). The gross yearly salary is 40.000 euros. Interested candidates can contact the members of the probability and math finance team in Padova: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit… 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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BioInference2025 (28-30th May, Bardonecchia, Italy) - Registration now open
by Enrico Bibbona 03 Apr '25

03 Apr '25

Dear all, registrations are now open for the 4th BioInference conference (https://bioinference.github.io/2025/), which is taking place in Bardonecchia, a town in the Alps near Turin, Italy, on the 28th-30th May 2025. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with (broadly defined/intended) biological systems, to foster discussions and prompt collaborations between the two communities at all career stages. If you would like to attend the conference, please sign up by the 14th April (tickets are limited and on a first come first served basis) at https://bioinference.github.io/registration<https://bioinference.github.io/registration/> Note that the registration is considered completed and successful only after having paid the €185 registration fee (covering three lunches, all coffee breaks and one dinner) and the accommodation fee (which is highly recommended, but not mandatory). May is the low season in Bardonecchia, so most of the hotels are closed. However, we secured single and double rooms in two partner hotels, Hotel Rivè<https://www.hotelrive.it/> and Hotel Cà Fiore<https://www.cafiore.it/>, 100m apart, to favour further networking among participants, at a discounted price of • 108€ per night (with breakfast, single occupancy) * 160€ per night (with breakfast, double occupancy). These rooms need to be booked at the time of the registration, paying the cost in advance, by specifying the number of nights you need the booking for. If you wish to look for alternative accommodation (possible but not recommended), you can then select the option "Registration only" on the registration page, being aware of the low availability. Please make sure to have your Italian “Codice Fiscale” (VAT number) or your passport number at the time of registration. The conference will consist of contributed talks and poster sessions, with more than 20 talks and 30 poster presentations. The three day schedule and the full list of poster presentations can be found at https://bioinference.github.io/2025/, while a list of confirmed talks include: * Jennifer Asimit (University of Cambridge MRC Biostatistics Unit) - TBC * Veronica Biancacci (Vrije Universiteit Brussel) - Physics-Informed model-based reinforcement learning for pandemic mitigation * Margherita Bruno (CentraleSupélec-Université Paris-Saclay) - Inferring the acquisition age of JAK2-V617F mutation in MPN patients from phylogenetic data and an ABC-SMC model selection procedure * Alberto Cassese (University of Florence) - Bison - Bi-clustering of spatial omics data with feature selection * Andrea Corbetta (Human Technopole) - Genetics helps determine differences in response to statin treatment: analysis on short and long-term low-density lipoprotein cholesterol trajectories * Diego di Bernardo (Telethon Institute of Genetics and Medicine) - TBC * 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 * Ferdinando Insalata (Imperial College London) - Mutational signatures of deterministic and noise-induced evolutionary mechanisms * Hetvi Jethwani (Imperial College London) - The role of rare somatic mtDNA mutations in proliferative tissue aging * Zhana Kuncheva (Bioxcelerate AI) - TBC * Anastasia Mantziou (University of Warwick) - Bayesian model-based clustering for populations of network data * Antonietta Mira (Universita’ della Svizzera Italiana) - TBC * Yoav Ram (Tel Aviv University) - Quantifying Cultural Evolution Using Population Genetic Methods * Hélène Ruffieux (University of Cambridge) - A Bayesian functional factor model for high-dimensional molecular curves * Davide Risso (University of Padova) - TBC * Jaromir Sant (University of Turin) - Inference of genome-wide genealogical relationships between ancient and modern individuals * Florian Schunck (Osnabrück University) - Modeling the Bigger Picture: Hierarchical Approaches for Integrating Diverse Toxicological Data in Mechanistic Models * Nicholas Steyn (University of Oxford) - SMC methods for epidemic renewal models * Ben Swallow (University of St Andrew's) - TBC * Jonasz Słomka (ETH Zurich) - TBC * Simone Tiberi (University of Bologna) - IsoBayes: a Bayesian approach for single-isoform proteomics inference More information, e.g. travel funding for early career researchers, practical information on how to get to Bardonecchia, etc. is available on the conference webpage https://bioinference.github.io/2025/ We are looking forward to seeing you at BioInference2025 in Bardonecchia. Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

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07.04--11.04: Mini-course Schmidt-Hieber at Tor Vergata
by Michele Salvi 03 Apr '25

03 Apr '25

Dear all, From the 7th until the 11th of April, RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host <https://jschmidthieber.personalweb.utwente.nl/> <https://jschmidthieber.personalweb.utwente.nl/>Johannes Schmidt-Hieber <https://jschmidthieber.personalweb.utwente.nl/> (University of Twente) with the mini-course Statistical theory of deep learning The schedule is as follows: Mon 14:00-16:30, Wed 14:00-16:30, Fri 14:00-16:30. All lectures will be held in Aula Dal Passo in the Math Department of university of Rome, Tor Vergata. Here is the program for the three lectures: Lecture 1. Intro and theory for shallow networks Perceptron convergence theorem Universal approximation theorem Approximation rates for shallow neural networks Barron spaces Lecture 2. Theory for deep networks Advantages of additional hidden layers Deep ReLU networks Misclassification error for image deformation models Lecture 3. Theory of gradient descent in machine learning Optimization in machine learning Weight balancing phenomenon Analysis of dropout Benign overfitting Grokking We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminars are part of the Excellence Project MatMod@TOV.

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[CfP] - Special Session on High Performance Computing for AI-driven Genomics - CIBB 2025
by Lorenzo Di Rocco 03 Apr '25

03 Apr '25

[Apologies if you receive multiple copies of this CfP] =================================================================== Special Session on High Performance Computing for AI-driven Genomics @ CIBB 2025 =================================================================== Call for Papers =================================================================== September 10 - 12, 2025, Milan, Italy Conference Website: https://www.bioinformatics.polimi.it/CIBB2025/#special-tracks =================================================================== Aims and Scope: ------------------------------------------------------------------------------ The growing availability of genomic data represents both a vast resource and a significant computational challenge. This enormous volume of data provides valuable insights into the DNA structure of organisms. However, processing a massive amount of genomic sequences demands substantial computational power. High-Performance Computing (HPC) infrastructures have become pivotal for efficiently exploring, analyzing, and interpreting large genomic collections, enhancing advancements across all fields of computational genomics. Moreover, GPU-accelerated computing enables highly parallelized operations, significantly improving the efficiency of deep learning models, large-scale sequence alignments, and genomic simulations. This special session aims to bring together researchers working at the intersection of deep learning, High-Performance Computing (HPC), including GPU-accelerated computing, alongside genomic data modeling and analysis. By focusing on the integration of advanced computational techniques with genomic research, the session fosters collaboration and innovation in developing new methodologies for tackling the challenges posed by large-scale genomic datasets. ------------------------------------------------------------------------------ Topics of Interest: ------------------------------------------------------------------------------ - Deep Learning for Genomic Data Modeling - Generative Models for Synthetic Genomes Generation - Computer Vision Integration in Computational Genomics - Modeling Genome and Pangenome Large-Scale Graphs with Graph Neural Networks - Leveraging Large Language Models (LLMs) in Genomic Data Science - Explainable AI in Genomics: Methods and Applications - High-Performance Computing for Scalable Genomic Workflows ------------------------------------------------------------------------------ Special Session Organizers: ------------------------------------------------------------------------------ Ilaria Billato, University of Padova, Italy Riccardo Ceccaroni, Sapienza University of Rome, Italy Emanuel Di Nardo, University of Naples Parthenope, Italy Lorenzo Di Rocco, Sapienza University of Rome, Italy Umberto Ferraro Petrillo, Sapienza University of Rome, Italy ------------------------------------------------------------------------------ Important Dates: ------------------------------------------------------------------------------ - Short paper submission: April 30, 2025 - Acceptance/rejection notification: June 23-30, 2025 - Camera-ready short paper submission: July 6, 2025 - Conference: September 10 - 12, 2025 ------------------------------------------------------------------------------ Proceedings: ------------------------------------------------------------------------------ Submitted contributions will be peer-reviewed, and all accepted papers presented at the conference will be invited to submit extended versions for publication in the Springer Lecture Notes in Bioinformatics (LNBI) or a selected top bioinformatics journal. ------------------------------------------------------------------------------ Lorenzo Di Rocco Postdoctoral Researcher Department of Statistical Sciences La Sapienza - University of Rome P.le Aldo Moro, 5 00185 - Rome, Italy e-mail: lorenzo.dirocco(a)uniroma1.it

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Workshop: Stochastic equations and particle systems
by Gustavo Posta 03 Apr '25

03 Apr '25

This is the final announcement for the Workshop STOCHASTIC EQUATIONS AND PARTICLE SYSTEMS 7–9 April 2025, Istituto Nazionale di Alta Matematica “Francesco Severi” ---- Schedule---- Monday, April 7 09:00 Registration 09:45 Xue-Mei Li – TBA 10:30 Coffee break 11:00 Neill O’Connell – Discrete Whittaker processes 11:45 Max-Konstantin von Renesse – TBA 12:30 Lunch break 14:15 Federico Cornalba – Numerical aspects for stochastic PDEs of Fluctuating Hydrodynamics 14:45 Francesco Grotto – Stochastic transport models of turbulence 15:15 Vlad Mărgărint – A bridge between Random Matrix Theory and Schramm-Loewner Evolutions Theory Tuesday, April 8 09:00 Nils Berglund – Renormalisation and sharp asymptotics for metatable transition times in stochastic Allen-Cahn equations 09:45 Benjamin Gess – Gradient flow structures and large deviations for porous media equations 10:30 Coffee break 11:00 Lorenzo Zambotti – Reflected, Skew or Bessel SPDEs and stochastic sewing 11:45 Patrícia Gonçalves – TBA 12:30 Lunch break 14:15 Kirone Mallick – An exact solution of the macroscopic fluctuation theory for symmetric exclusion 15:00 Karl-Theodor Sturm – Conformally invariant random geometry in dimensions n>2 Wednesday, April 9 09:00 Benoit Dagallier – Uniqueness of the invariant measure of the phi42 dynamics in infinite volume 09:45 Marco Romito – TBA 10:30 Coffee break 11:00 Davide Gabrielli – Solvable Stationary Non Equilibrium States 11:45 Arnaud Debussche – From correlated to white transport noise in fluid models --------- Please visit the site https://www1.mat.uniroma1.it/people/bertini/seps/ for further information. Participation is free, due to the limited space of the lecture room registration is however mandatory. The organizers, L. Bertini L. Dello Schiavo G. Di Gesu' G. Jona-Lasinio ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 -----------------------------------------------------------------

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Postdoc Opportunity: Prestigious EU funding in Financial Machine Learning
by Juho Kanniainen (TAU) 03 Apr '25

03 Apr '25

Hi, We are looking for ambitious researchers interested in applying for the highly competitive and respected Marie Skłodowska-Curie Postdoctoral Fellowship (MSCA) in the field of Financial Machine Learning / Financial Data Science. 👉 https://marie-sklodowska-curie-actions.ec.europa.eu/actions/postdoctoral-fe… Several postdocs I’ve supervised have successfully secured MSCA funding, including Dr. Anubha Goel<https://www.linkedin.com/in/anubha-goel-3255b042/> and Dr. Mateusz Wilinski<https://www.linkedin.com/in/mateusz-wilinski-b5128b51/>. ✅ Do you have PhD with a strong publication record in machine learning, statistics, applied mathematics, or financial econometrics and excellent programming skills? A background in financial market research is not required, but is considered an advantage. ✅ Are you ready to work hard for a chance to receive one of Europe’s most prestigious research fellowships under my supervision in Data Science Research Centre<https://www.tuni.fi/en/research/data-science-research-centre> at Tampere University<https://www.tuni.fi/en/about-us/tampere-university>, Finland<https://en.wikipedia.org/wiki/Finland>. If yes, I’d be happy to hear from you: 📩 juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> Please include MSCA2025 First Name Last Name in the subject line of your email. See more at: https://www.tuni.fi/en/research/research-tampere-university/msca-postdoctor… Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Quantitative Finance Tampere University Computing Sciences/Data Science Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Kalevantie 4, 33100 Tampere Mobile: +358 40 707 4532<tel:+358407074532> E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> Web: www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen> Google Scholar: https://scholar.google.fi/citations?user=xsOyQN4AAAAJ&hl=fi&oi=ao Zoom: https://tuni.zoom.us/j/7352280151

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Post-doc position in Bielefeld
by Ferrari, Giorgio 02 Apr '25

02 Apr '25

Dear Colleagues, I forward the following advertisement with pleasure. Best wishes, Giorgio Ferrari %%%%%% A postdoctoral position is available in Project B3 (Numerical Approximation of Stochastic PDEs and Stochastic Games) within the Collaborative Research Center 1283 (https://www.sfb1283.uni-bielefeld.de/) at Bielefeld University. We seek a candidate with a PhD in Mathematics and expertise in numerics, theory, or control of nonlinear (stochastic) partial differential equations. The project covers a range of research topics, making the position suitable for candidates with expertise in one or more of these areas. The initial contract will run until January 2026, with the possibility of extension for up to four years total. For further details, please contact Prof. Dr. Lubomir Banas, banas(a)math.uni-bielefeld.de

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PhD Positions at the University of Warwick
by AMORINO, CHIARA 02 Apr '25

02 Apr '25

Dear Colleagues, I am pleased to share with you the advert below for PhD positions. With kind regards, Chiara Amorino Fully-funded PhD positions to start in October 2025 are available at the University of Warwick. Successful applicants would work with Dr. Tom Berrett on ERC-funded project HeDiStat: Statistical theory and methodology for the combination of heterogeneous and distributed data. Please see the advert ( https://www.jobs.ac.uk/job/DME519/phd-studentship-in-statistical-theory-and…) for more details. There is also a separate possibility of a fully-funded PhD position joint between Warwick and Cergy, Paris, working with Dr. Tom Berrett (Warwick) and Prof. Olga Klopp (ESSEC, Paris). Successful applicants would split their time between the two institutions and benefit from increased international connections. The topic of this project is methodology and theory for causal inference and missing data problems. The application deadline is at the end of the month so please get in touch with tom.berrett(a)warwick.ac.uk or olga.klopp(a)math.cnrs.fr as soon possible for more details.

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5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 02 Apr '25

02 Apr '25

Dear all, We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on APRIL 19TH, 2024. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. The workshop will start at 10am and end at 5pm. Attendance is free but registration is required (on the conference website). Please note that, due to the small capacity of the conference room, we will be able to host only a limited number of attendees. WEBSITE: https://events.math.unipd.it/SpringColloquium5 INVITED SPEAKERS: - Eduardo ABI JABER (École Polytechnique, FR) - Huy Ngoc CHAU (University of Manchester, UK) - Giulia DI NUNNO (University of Oslo, NR) - Roxana DUMITRESCU (King's College London, UK) - David SKOVMAND (University of Copenhagen, DK) - Luca TASCHINI (University of Edinburgh, UK) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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I: Next OWPS
by Luisa Andreis 02 Apr '25

02 Apr '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. Please note the unsual time: the seminar will be held at 17:00 (italian time). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars>. We hope to see many of you online! Luisa and Roger ________________________________ Da: One World Probability <ow.probability(a)gmail.com> Inviato: mercoledì 2 aprile 2025 14:41 A: Luisa Andreis <luisa.andreis(a)polimi.it> Oggetto: Fwd: Next OWPS The next OWPS will be on Wednesday, April 2, from 15:00 to 17:00 UTC time. Note that the UTC time is shifted by one hour (to add to the confusion of those of you in countries that have changed the clock recently). 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<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- Spherical integrals in probability and beyond Colin McSwiggen (Academia Sinica) This mostly expository talk will introduce a number of types of integrals over compact Lie groups that show up constantly in probability and mathematical physics. The analysis of these so-called spherical integrals, in particular their high-dimensional ("large-N") asymptotics, has played a central role in random matrix theory and related subjects over the last 25 years. I'll outline the history of these special functions and describe a number of applications in which they arise, including some original research results with various coauthors. Finally, as a segue to the second lecture by Jon Novak, I'll discuss approaches to large-N analysis. Hypergeometric functions of huge (random) matrices Jonathan Novak (UC San Diego) Hypergeometric functions of matrix arguments are multivariate generalizations of classical hypergeometric functions, and approximating hypergeometric functions of huge matrices is one of the most exciting open problems in high-dimensional analysis. Over the course of the past decade, it has gradually become clear that hypergeometric functions of matrices are discrete analogues of random matrix partition functions. This analogy is clearest for complex matrices, where hypergeometric functions are discrete counterparts of the partition function of the Hermitian one-matrix model with an arbitrary potential, with Schur measure taking on the role of the Gaussian background. Once this is understood, a striking conjecture explicitly describing the asymptotics of all hypergeometric functions emerges. I will explain this conjecture, and outline recent progress towards its solution. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Fwd: Open PhD position at Eindhoven University of Technology, the Netherlands
by Gianmarco Bet 02 Apr '25

02 Apr '25

Ricevo e inoltro volentieri. > Dear all, > > We invite applications for a fully-funded PhD position on "Resilience of Dynamic Flow Networks" within applied probability at Eindhoven University of Technology, the Netherlands. > > More information on this position and the application procedure can be found here:https://www.tue.nl/en/working-at-tue/vacancy-overview/phd-ta-resilience-of-dynamic-flow-networks/ <https://www.google.com/url?q=https://www.tue.nl/en/working-at-tue/vacancy-o…>. > > Deadline: May 4, 2025. > > Please feel free to share this opportunity with potential candidates in your network! > > Best regards, > Fiona Sloothaak

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Call for expressions of interest: PhD positions in Verona
by Alessandro Gnoatto 02 Apr '25

02 Apr '25

Call for expressions of interest: PhD positions in Verona We are looking for PhD students for the track in "Mathematics and Data Analytics for Finance" of our PhD program in "Economics and Finance". This is a 4-year PhD program. The objective of the "Mathematics and Data Analytics for Finance" track is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Francesca Rossi, Catia Scricciolo, Sara Svaluto Ferro under the supervision of Athena Picarelli (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. To express your interest, please send your CV to athena [dot] picarelli [at] univr [dot] it -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Call for Interest PhD in Economics and Finance @Tor Vergata
by Davide Pirino 02 Apr '25

02 Apr '25

*Ph.D. program in ECONOMICS and FINANCE @ Tor Vergata* *Call For Interest 2025* The Department of Economics and Finance of the University of Rome Tor Vergata is advertising a *Call for Interest* for PhD positions for the next academic year with a full grant, which amounts to €16,243 per year (about €1,200 per month net of taxes, increased by 50% during the periods – up to one year - spent abroad for study and research). A prerequisite for participating in the program is a M.Sc. university degree in Economics or equivalent. All admissions are conditional on obtaining the MSc degree before the beginning of the program. The selection is based on the evaluation of the candidate’s profile from the documentation provided, and a personal interview. Interested candidates are kindly invited to express their interest by sending at admin(a)phdef.uniroma2.it the following documents by *April 10, 2025*: • Research statement (1-2 pages max) • Curriculum Vitae • Two reference letters (instruct your letter-writers to send letters at admin(a)phdef.uniroma2.it) • Transcript of M.Sc. courses and grades • English language proficiency certificate (Such as IELTS/TOEFL/Cambridge C2 Proficiency/Cambridge C1 Advanced. No English language certificate is required from applicants who are English native speakers, and/or have been awarded a degree from a university program entirely taught in English and have written a thesis in English in such a program.) • M.Sc. thesis (optional) • Publications (if any) • Motivational Letter (elective) • GDPR acknowledge (rif. GDPR relevant rules) Promising applicants will be invited to an interview. Due to the limited number of available positions, we strongly encourage early applications. Selected applicants will be invited to submit a formal application for the admission procedure in accordance with the official Call by Tor Vergata University of Rome, to be issued in Spring 2025. Detailed information about scholarships and the formal admission procedure can be found at https://economia.uniroma2.it/phd/ef/calls. Please do not hesitate to contact us for any questions at info(a)phdef.uniroma2.it Kind Regards Davide Pirino

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Call Talent@Unipd (deadline April 30, 2025) - Scouting candidates for ERC Starting Grants 2026 (fwd)
by Tiziano Vargiolu 02 Apr '25

02 Apr '25

Call Talent@Unipd - ERC Scouting at the University of Padua Dear Colleagues, The University of Padua (Unipd) is looking for outstanding researchers of any age and nationality to leverage successful applications for the 2026 ERC Starting Grant call, funded by the European Commission within the Horizon Europe Framework Programme. ERC Starting Grants are open to candidates who have successfully defended their first PhD thesis within a minimum of 2 and a maximum of 7 years prior to 1st January 2026, have an outstanding scientific track-record, as well as an excellent research proposal. Through the Talent@Unipd Starting Grants scouting initiative, Unipd aims at identifying promising candidates for the forthcoming ERC Starting Grant 2026 call, whose possible deadline is in October/November 2025 Selected Talent candidates will be assisted at each stage of their proposal writing by highly qualified research support staff at Unipd. Researchers wishing to participate should fill in the application form available here https://forms.gle/KU6J9sJYD6pNxSL68 and submit it by 30 April 2025, at 1 p.m. (Italian time zone), attaching the following documents · CV and track-record (use of a dedicated template is mandatory) · Proposal in English of max. 4.000 characters (spaces included), describing the project idea · Letter of commitment, duly signed, indicating the University of Padua as host institution for the future ERC application. Templates are available at https://www.unipd.it/en/call-starting-grant-2026. Thank you for your cooperation in promoting or participating in our Talent@Unipd - Starting Grants 2026 scouting programme. Should you have questions or need any further clarification, please do not hesitate to contact the University of Padua International Research Office - individual.grants(a)unipd.it. Useful links: - pagina Talent ITA | https://www.unipd.it/call-starting-grant-2026 - page Talent ENG | https://www.unipd.it/en/call-starting-grant-2026 - why choosing Padua as Host Institution | https://www.unipd.it/en/unipd-host-institution Best regards, -- Ufficio Ricerca Internazionale | International Research Office Settore finanziamenti individuali | Individual Grants Unit Università degli Studi di Padova | University of Padova via Martiri della Libertà, 8 - 35137 Padova, Italia | Italy http://www.unipd.it/ricercainternazionale https://www.unipd.it/en/supportingresearch FB: International Research Office Twitter: Ricerca Int. UniPd@ServizioRicerc LinkedIN: Int. Research Office Unipd Moodle: International Research Office 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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Gruppo di studio: Dottorato in Probabilità e Statistica e Industria
by Enrico Scalas 01 Apr '25

01 Apr '25

Gruppo di studio: Dottorato in Probabilità e Statistica e Industria (“PhD Students in Probability and Statistics meet Companies”) Il gruppo UMI-PRISMA, il Dipartimento di Scienze Matematiche "G.L. Lagrange” del Politecnico di Torino e il Dipartimento di Matematica “G. Peano” dell’Università di Torino organizzano a Torino una tre giorni dal 16 al 18 settembre 2025 usando il formato ridotto dello "Study Group Mathematics with Industry": il mattino del 16 settembre, le aziende partecipanti presentano i problemi di loro interesse. Successivamente si formano gruppi di dottorandi supportati da tutor accademici, che lavorano su tali problemi e le soluzioni proposte sono discusse nel pomeriggio del 18 settembre. Al momento hanno già accettato di partecipare le seguenti società: Novartis (https://www.novartis.com/it-it/) ToolsGroup (https://www.toolsgroup.com/) La partecipazione al gruppo di studio è gratuita per dottorandi e dottorande che stanno svolgendo una tesi di probabilità e/o statistica matematica. Inoltre sarà disponibile un piccolo supporto finanziario su richiesta. Il supporto sarà erogato con un criterio di priorità per ordine di arrivo delle richieste. Infine, sarà rilasciato un certificato di partecipazione. In questa fase chiediamo una dichiarazione di interesse a partecipare. La si può inviare a: laura.sacerdote(a)unito.it prima possibile e comunque entro il 30 maggio 2025. Il comitato organizzatore: Gianluca Guadagni, Franco Pellerey, Laura Lea Sacerdote, Enrico Scalas, Serena Spina, Barbara Trivellato e Cristina Zucca

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Seminar Alexandra Holzinger - Luiss
by Marta Leocata 01 Apr '25

01 Apr '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>) is pleased to announce the following seminar: Speaker: Alexandra Holzinger, Mathematical Institute, University of Oxford Title: Fluctuations around the mean-field limit for attractive Riesz interaction kernels in the moderate regime When: April 3, 14:30 Where: Viale Romania, 32 00197 Rome Meeting room: 405 Abstract: In this talk I will give a short introduction to moderately interacting particle systems and the general notion of fluctuations around the mean-field limit. We will see how a central limit theorem can be shown for moderately interacting particles on the whole space for certain types of interaction potentials. The interaction potential approximates singular attractive potentials of sub-Coulomb type and we can show that the fluctuations become asymptotically Gaussians. The methodology is inspired by the classical work of Oelschläger in the 1980s on fluctuations for the porous-medium equation. To allow for attractive potentials we use a new approach of quantitative mean-field convergence in probability in order to include aggregation effects. Should you be interested, please kindly send me an e-mail. Best wishes, Marta Leocata

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Announcement of the summer school "Mathematical methods for high-dimensional data", 8-12 September 2025
by Alberto Fachechi 01 Apr '25

01 Apr '25

Dear Colleagues, We are glad to announce the summer school Mathematical methods for high-dimensional data <https://sites.google.com/view/math-high-dimensional-data/home>, which will take place on September 8-12, 2025, at the Mathematics Department of Sapienza University of Rome. Lecturers of the school are Jean Barbier (International Centre for Theoretical Physics) Marylou Gabrié (École Normale Supérieure) Alessandro Ingrosso (Radboud University) Silvia Villa (University of Genova) The school will also include poster sessions for PhD students and early postdocs. To register, please complete the form available on the website (here the link <https://sites.google.com/view/math-high-dimensional-data/registration?authu…>). Participation is free, but registration is mandatory. The school will launch the Eccellenza Scientific Program dedicated to Data Science, running through January 2026. This program features workshops, doctoral courses, and seminar series, focusing on the mathematical methods underpinning data science. Participants will engage with cutting-edge methodologies in statistical physics, statistical inference, optimization, and control, alongside advanced techniques in numerical simulations and scientific computing for machine learning. By integrating these disciplines, the program provides an overview of rigorous foundations and tools for tackling real-world challenges through data-driven approaches. More about the program will be found on this page <https://sites.google.com/view/math-high-dimensional-data/home>. For additional information, do not hesitate to contact us. Best regards, The organisers of the school Elena Agliari Emanuele Caglioti Alberto Fachechi Lorenzo Taggi -- Alberto Fachechi, PhD Researcher (RTD-A) Dipartimento di Matematica G. Castelnuovo Sapienza Università di Roma

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Reminder: A Spring Day in Probability and Statistical Physics - 11 April 2025, Florence
by Gianmarco Bet 01 Apr '25

01 Apr '25

Dear colleagues, This is a reminder that on Friday, *April 11th*, the fifteenth seminar day in the “Days in Probability and Statistical Physics” will take place.in at the Department of Mathematics and Computer Science "Ulisse Dini", Viale Morgagni 67/a, Florence. Lecturers: 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 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* 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://mail.google.com/mail/u/1/#search/probability+day+11+aprile/FMfcgzQZ…> the poster of the event.

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Seminars in Statistics at Collegio Carlo Alberto - Sergios AGAPIOU (University of Cyprus)
by Matteo Giordano 28 Mar '25

28 Mar '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 04/04/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Sergios AGAPIOU (University of Cyprus) Title: HEAVY-TAILED BAYESIAN NONPARAMETRIC ADAPTATION OVER BESOV SPACES Abstract: We will consider the Bayesian recovery of an unknown function from direct observations polluted by white Gaussian noise, and we will be interested in studying the asymptotic performance of the posterior in the infinitely informative data limit, in terms of rates of contraction. We will be especially interested in priors which are adaptive to the smoothness of the unknown function. In the past decade, certain hierarchical and empirical Bayes procedures based on Gaussian process priors, have been shown to achieve adaptation to spatially homogenous smoothness. However, we have recently shown that Gaussian priors are suboptimal for spatially inhomogeneous unknowns, that is, functions which are smooth in some areas and rough or even discontinuous in other areas of their domain. Such unknowns are abundant in applications such as imaging, and can be modeled using Besov spaces, which generalize (the more widely known) Sobolev and Hölder spaces. In contrast to Gaussian priors, we have shown that (similar) hierarchical and empirical Bayes procedures based on Laplace (series) priors, achieve adaptation to both homogeneously and inhomogeneously smooth functions. All of these procedures involve the tuning of a hyperparameter of the Gaussian or Laplace prior. We will introduce Besov spaces and will recall their minimax theory developed in the mid-late 90’s and has various interesting features. After reviewing the above Bayesian results, we will present a new strategy for adaptation to smoothness based on heavy-tailed priors. Specifically, we will show that adaptive rates of contraction in the minimax sense (up to logarithmic factors) are achieved without tuning of any hyperparameters. This adaptation is achieved for both homogeneously and inhomogeneously smooth unknowns, in particular, we will show that the studied heavy-tailed priors are adaptive over all Besov spaces and for all L^p-losses, for p from 1 up to infinity. Extensive numerical simulations corroborating the theory will be presented as well. This is joint work with Masoumeh Dashti, Tapio Helin, Aimilia Savva and Sven Wang (Laplace priors), and Ismaël Castillo and Paul Egels (heavy-tailed priors) ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 02/04/2025* 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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Associate Professor in Probabilistic Machine Learning in Oslo ?
by Arnoldo Frigessi 28 Mar '25

28 Mar '25

Want to be Associate Professor in Probabilistic Machine Learning in the Oslo Centre for Biostatistics and Epidemiology and Integreat, the Norwegian centre for Knowledge-driven Machine Learning, University of Oslo, Norway? Permanent position. Application deadline: May 18, 2025 Location: University of Oslo, Oslo, Norway Start date: To be agreed upon. Join us in shaping the future of Probabilistic Machine Learning in a vibrant international research community! Find out more: https://www.jobbnorge.no/en/available-jobs/job/276924/associate-professor-a… Apply now: https://www.jobbnorge.no/en/available-jobs/job/276924/associate-professor-a… More information: Integreat: https://www.integreat.no/ Oslo Centre for Biostatistics and Epidemiology: https://www.med.uio.no/imb/english/research/centres/ocbe/ University of Oslo International Office: https://www.uio.no/english/about/vacancies/ismo/ Contact us for a chat: Arnoldo Frigessi: frigessi(a)uio.no<mailto:frigessi@uio.no> Manuela Zucknick: manuela.zucknick(a)medisin.uio.no<mailto:manuela.zucknick@medisin.uio.no> Welcome to Norway, where we build trustworthy AI together.

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MOX COLLOQUIUM - 10.04.25 ore 14:30 – Mihaela van der Schaar
by Laura Maria Sangalli 27 Mar '25

27 Mar '25

Cari Colleghi, vi segnalo il seguente seminario, in modalità ibrida, della serie dei MOX COLLOQUIA: 10.04.25 Ore 14:30 - Aula IV, Edificio 11, Politecnico di Milano Speaker: Mihaela van der Schaar, Faculty of Mathematics, University of Cambridge Titolo: Can we discover fundamental laws from data using AI? Abstract: Discovering fundamental laws governing systems from observational data has long been a hallmark of scientific inquiry. In this talk, I will discuss how recent advances in AI and machine learning enable the automated discovery of scientific laws and governing equations directly from data, revolutionizing the way we unravel system dynamics in numerous domains, including medicine and pharmacology. I will highlight how AI-driven methods uncover underlying principles, from classical physics to biological systems to medicine, and offer insights into future possibilities—transforming data-driven observations into interpretable and actionable scientific knowledge. Yet, can we push this boundary further—going beyond equations entirely? I will introduce direct semantic modeling, a novel paradigm where AI learns the behavior of dynamical systems directly from data without relying on closed-form equations. This semantic approach offers intuitive, human-interpretable insights into system evolution, marking a transformative leap in scientific discovery. (This talk is based on recent research with Krzysztof Kacprzyk, Tennison Liu and Sam Holt.) Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/SAFbogPTLoJ6dkTvUoNtWy Seguirà rinfresco. Cari saluti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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I: Open PhD Positions at TU Delft in Probability, Geometry, PDEs, and Optimal Transport
by Francesca Collet 27 Mar '25

27 Mar '25

Ricevo ed inoltro. Cordiali saluti, Francesca Collet ________________________________ Da: Richard Kraaij <R.C.Kraaij(a)tudelft.nl> Inviato: giovedì 27 marzo 2025 16:05 A: Francesca Collet <francesca.collet(a)univr.it> Oggetto: Open PhD Positions at TU Delft in Probability, Geometry, PDEs, and Optimal Transport Dear colleagues, The TU Delft Applied Probability section has three open PhD positions in the area where probability theory intersects with geometry, PDEs, and optimal transport. https://careers.tudelft.nl/job/Delft-PhD-Position-in-Probability-Theory-and… – Application deadline: April 6 https://careers.tudelft.nl/job/Delft-PhD-Position-in-Probabilty-Theory-and-… – Two positions available, application deadline: April 27 If you know anyone who might be interested, we would greatly appreciate it if you could share this opportunity within your networks and with potential candidates. Best regards, Rik Versendaal & Richard Kraaij

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Fwd: The 10th BSDE Conference in 2025
by Gianmario Tessitore - UNIMIB 27 Mar '25

27 Mar '25

Diffondo molto volentieri Dear Colleagues, We are pleased to announce that the website for *the 10th conference on BSDEs to be held in Shandong University, Qingdao, P.R. China, from June 26 to July 1, 2025*, is now ready: https://bsde2025.conferencesvc.com/ Here, you may find: - Key dates & submission guidelines - Registration details - Information on organizing sessions - Updates on invited speakers (The list of confirmed **invited speakers** will be updated on the website by the end of this month) **Call for Participation:** We warmly encourage you to: ✔ Submit proposals. ✔ Register early to secure your spot. Best regards, Juan Li Shandong University, Weihai & Qingdao On behalf of the local organizers. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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QFinLab Seminar - Claudio Fontana (Università di Padova) - 2/4/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 27 Mar '25

27 Mar '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 2 April 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Claudio Fontana (Università di Padova) Title: A stochastic Gordon-Loeb model for optimal security investment under clustered cyber-attacks. Abstract: We propose a continuous-time extension of the Gordon-Loeb model for optimal investment in information security under the threat of cyber-attacks. The arrival of attacks is modeled using Hawkes processes, capturing the realistic feature of clustering in cyber-attacks. Each attack may lead to a system breach, with the probability of breach depending on the system's vulnerability. We aim at determining the optimal investment in cyber-security to reduce the system's vulnerability. The problem is formulated as a two-dimensional Markovian stochastic control problem and solved via dynamic programming techniques. We perform a numerical study of the value function and the associated optimal investment strategy in cyber-security, highlighting the impact of randomly arriving clustered cyber-attacks. Based on a joint work with G. Callegaro, C. Hillairet, B. Ongarato. Next seminar: Alessandro Sbuelz (Università Cattolica del Sacro Cuore), 7 May 12.15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Stat Learning position in Luxembourg
by Giovanni Peccati 26 Mar '25

26 Mar '25

Dear Colleagues, A new position (Assistant/Associate level) in *Statistical Learning *is open at the *Department of Mathematics of Luxembourg University (DMATH)*. Deadline for applications; *June 30th, 2025* Here is a link to the official announcement: http://emea3.mrted.ly/3uk09 With kind regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ------------------------------------------ President of the Luxembourg Mathematical Society https://math.uni.lu/sml/ ------------------------------------------ homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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Fwd: International Seminar on SDEs ... : Apr 11: Arnaud Debussche
by Gianmario Tessitore - UNIMIB 26 Mar '25

26 Mar '25

Diffondo volentieri ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: Mer 26 Mar 2025, 07:15 Subject: International Seminar on SDEs ... : Apr 11: Arnaud Debussche To: <gianmario.tessitore(a)unimib.it> Best regards, Stefan Dear Colleague, tomorrow, Friday, April 11 , (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 Apr 11, 2025 *Arnaud Debussche* (ENS Rennes, France) will speak about *From correlated to white transport noise in fluid models* Abstract: Stochastic fluid models with transport noise are popular, the transport noise models unresolved small scales. The main assumption in these models is a very strong separation of scales allowing this representation of small scales by white - i.e. fully decorrelated - noise. It is therefore natural to investigate whether these models are limits of models with correlated noises. Also, an advantage of correlated noises is that they allow classical calculus. In particular, it allows to revisit the derivation of stochastic models from variational principles and allows to derive an equation for the evolution of the noise components. The advantage of having such an equation is that in most works, the noise components are considered as given and stationary with respect to time which is non realistic. Coupling stochastic fluid models with these gives more realistic systems. ===== about the speaker ==== Arnaud Debussche is a prominent French mathematician specializing in stochastic partial differential equations and their applications. Born in 1965, he attended the École Normale Supérieure de Saint-Cloud,where he pursued advanced studies in mathematics. He earned his Ph.D. from Université d'Orsay in 1989. Following a postdoctoral position at Indiana University, he joined the National Center for Scientific Research (CNRS) in 1992. In 2000, he became a full professor at the École Normale Supérieure de Rennes, where he continues to contribute significantly to the field. Throughout his career, Professor Debussche has made substantial contributions to the analysis and numerical simulation of stochastic partial differential equations, particularly in fluid dynamics. His work includes studies on the stochastic Navier–Stokes equations and the stochastic nonlinear Schrödinger equation. He has also co-edited scholarly works on stochastic partial differential equations, reflecting his active engagement in advancing mathematical understanding in this area. Professor Debussche's research has been widely recognized and cited, underscoring his influence in the mathematical community. His ongoing work continues to shape the study of stochastic processes and their applications in complex systems. ========our webpage is ======================== https://users.jyu.fi/~chgeiss/271828.html

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mini workshop a Pavia, 16 giugno
by Benedetta Ferrario 25 Mar '25

25 Mar '25

Carissime/i, segnaliamo che lunedì 16 giugno presso il Dipartimento di Matematica dell’Università di Pavia si terrà una giornata di seminari dal titolo "One-day workshop on SPDEs" La giornata è dedicata a Zdzislaw Brzezniak, che sarà ospite del Dipartimento nel mese di giugno. Ecco il link <https://sites.google.com/unipv.it/workshop-spdes-2025/home-page> al sito della conferenza, in cui trovate i dettagli. La scadenza per la registrazione - obbligatoria per motivi organizzativi - è il 2 maggio. Arrivederci a Pavia! Il comitato organizzativo Franco Flandoli, Enrico Priola, Benedetta Ferrario

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ESPIDAM - European Summer Program in Infectious Disease Analysis and Modelling
by Martina Favero 24 Mar '25

24 Mar '25

Dear all, We are happy to invite you to the second *European Summer Program in Infectious Disease Analysis and Modelling (*ESPIDAM*). * *Time*: June 23-27, 2025 *Location*: Stockholm University, Sweden *Registration Deadline*: May 31 (early birds: March 31) *Suitable participants*: PhD students, PostDocs, Public Health scientists and others interested *Structure*: The summer program consists of 7 course modules of which participants can attend one or two. *More information*: www.math.su.se/espidam *Contact: *espidam(a)math.su.se *Advisory board:* Tom Britton (chair), Simon Cauchemez, Sebastian Funk, Niel Hens, Mirjam Kretzschmar, Lorenzo Pellis Please spread to others you think might be interested. The early registration deadline is in one week. Warmly welcome! The local organising committee Tom Britton, Martina Favero and Fanny Bergrström

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Seminario PRISMA lunedì 7 aprile 2025 - S. Favaro & M. Beraha
by Sonia Mazzucchi 24 Mar '25

24 Mar '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per lunedì 7 aprile 2025. I relatori saranno Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) che parleranno di: *Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie* 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://unitn.zoom.us/j/87150580430 ID riunione: 871 5058 0430 Codice d’accesso: 591823 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) TITOLO: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie RIASSUNTO: Nella prima parte del seminario verrà introdotto il modello di Ewens-Pitman per partizioni aleatorie, presentandone una caratterizzazione in termini di sufficienza predittiva nell’ambito della classe dei modelli di campionamento di specie. Successivamente, verrà offerta una panoramica sui principali teoremi limite relativi al numero di blocchi e blocchi con molteplicità della partizione di Ewens-Pitman, con particolare attenzione alle fluttuazioni quasi-certe, ai principi di grandi deviazioni e alle fluttuazioni Gaussiane. Infine, si illustrerà un’applicazione del modello di Ewens-Pitman alla soluzione Bayesiana del problema della stima della “missing mass”, noto come problema di Good-Turing, e della stima del “unseen”, o problema di Fisher-Efron. Nella seconda parte del seminario si parlerà di allocazioni aleatorie; un’allocazione di N oggetti è un multi-insieme di sottoinsiemi non vuoti degli N oggetti che, al contrario di una partizione, possono non essere mutuamente esclusivi o esaustivi. Partendo dal modello Indian buffet di Ghahramani e Griffiths, che costituisce il naturale analogo del modello di Ewens nel caso di allocazioni, verranno presentati alcuni risultati sull’analisi Bayesiana di allocazioni aleatorie. In particolare, verranno discusse caratterizzazioni di sufficienza predittiva per allocazioni aleatorie, che generalizzano i corrispondenti risultati sui modelli di campionamento di specie. Due illustrazioni relative al problema delle “missing features” verranno descritte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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seminario Enrico Biffis presso Memotef (Sapienza)
by Gabriele Stabile 24 Mar '25

24 Mar '25

Cari Colleghi, Vi informo che *mercoledì 26 marzo 2025*, alle ore 14,00 Il Prof. *Enrico Biffis* terrà il seminario dal titolo: Robust climate risk management (abstract disponibile al link https://memotef.web.uniroma1.it/it/seminario-enrico-biffis-26-marzo-2025) Il seminario avrà luogo presso l’aula matematica (facoltà di economia, primo piano) via del Castro Laurenziano 9, Roma Link per la partecipazione da remoto: https:// <https://meet.google.com/xwz-jhni-jic>meet.google.com/goj-ibvz-fdy <https://meet.google.com/goj-ibvz-fdy?hs=122&authuser=0> Gabriele Stabile

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OWABI - Meïli Baragatti - March 27 - 11am UK time
by Massimiliano Tamborrino 24 Mar '25

24 Mar '25

Dear all, the next OWABI seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching, being scheduled on Thursday the 27th March at 11am UK time. Our next speaker is Meïli Baragatti<https://www.vinifera-euromaster.eu/team/meili-baragatti/> (Université de Montpellier), who will talk about "Approximate Bayesian Computation with Deep Learning and Conformal Prediction", with an abstract reported below. Abstract: Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms and rely on the choice of so-called summary statistics, distances between datasets and a tolerance threshold. Recently, methods combining ABC with more complex machine learning algorithms have been proposed to mitigate the impact of these "user-choices''. In this talk, I will present you the first, to our knowledge, ABC method completely free of summary statistics, distance, and tolerance threshold. Moreover, in contrast with usual generalizations of the ABC method, it associates a confidence interval (having a proper frequentist marginal coverage) with the posterior mean estimation (or other moment-type estimates). This method, named ABCD-Conformal, uses a neural network with Monte Carlo Dropout to provide an estimation of the posterior mean (or other moment type functionals), and conformal theory to obtain associated confidence sets. I will compare its performances with other ABC methods on several examples, and show you that it is efficient for estimating multidimensional parameters, while being "amortized". Keywords: Likelihood-free inference · Approximate Bayesian computation · Convolutional neural networks · Dropout · Conformal prediction Reference: M. Baragatti, B. Cloez, D. M´etivier, I. Sanchez. Approximate bayesian computation with deep learning and conformal prediction. Preprint at ArXiv: 2406.04874, 2024. This talk is hosted on the OWABI Ms Teams Channel, which is available here https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…. The MS Teams link to join Meïli Baragatti's talk is https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 328 977 159 098 Passcode: zy9vS32A We're looking forward to seeing you at the next OWABI seminar, 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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Ph.D. course by Vojkan Jaksic - Dip. Matematica - La Sapienza
by Faggionato, Alessandra 22 Mar '25

22 Mar '25

Buongiorno, nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor *Vojkan Jakšic* (McGill University, Montreal & Politecnico di Milano, Milano) terrà un corso di dottorato intitolato *MODERN NON-EQUILIBRIUM STATISTICAL MECHANICS* secondo il seguente calendario: *PART I. Classical Statistical Mechanics* I.1) giovedì 3 aprile, ore 12:00-13:30, sala di Consiglio I.2) giovedì 3 aprile, ore 15:30-17:00, aula L I.3) venerdì 4 aprile, ore 12:00-13:30, sala di Consiglio I.4) venerdì 4 aprile, ore 15:00-16:30 sala di Consiglio *II. INTERLUDE: Elements of C*-algebras theory for Statistical Mechanics* (introductory material for students) Lunedì 7 aprile, ore 10-13, sala di Consiglio *III. Quantum Statistical Mechanics* Per evitare sovrapposizione con il workshop "*Stochastic Equations and Particle Systems*", questa parte del corso viene posticipata ad una successiva settimana di aprile, da concordarsi con i partecipanti alla prima parte. Tutte le attività si svolgeranno presso il Dipartimento di Matematica "G. Castelnuovo". Tutte le persone interessate sono benvenute. Si assume che i/le partecipanti abbiano una conoscenza di base dei metodi matematici della Meccanica Statistica e della Meccanica Quantistica. Il programma del corso, in allegato, è stato leggermente modificato rispetto al primo annuncio. -- ************************************************* 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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Keynote Lineup & Call for Papers – IFIP Performance 2025
by Zocca, A. (Alessandro) 21 Mar '25

21 Mar '25

Dear colleagues, We are pleased to announce an exciting lineup of keynote speakers for the IFIP Performance 2025 conference, which will take place at Centrum Wiskunde & Informatica (CWI) in Amsterdam from November 11 to 14, 2025: * Dr. Mark Squillante (IBM Research) “At the Intersection of Applied Probability, Performance Evaluation and Quantum Computing” * Prof. Pierre Pinson (Imperial College London) “Analytics of Energy Markets and Networks” * Prof. Nelly Litvak (TU Eindhoven) “Random Walks on Complex Networks” * Dr. Remco Litjens (TNO and TU Delft) “Performance Challenges for 6G Mobile Networks” We also want to remind you about our call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>, encourage you to submit your work, and join us for an exciting conference. IFIP Performance 2025 is an excellent venue to share cutting-edge research on performance evaluation methodologies and their diverse applications. Key areas of interest include: * Methodologies: Analytical modeling, resource allocation, queueing theory, optimization, machine learning, statistical analysis, simulation, anomaly detection, sustainability analysis, and system performance monitoring. * Application areas: AI/ML platforms, blockchain, cloud and edge computing, HPC, cyber-physical systems, IoT, smart grids, social networks, data centers, quantum computing, wireless networks, and security systems. The submission platform is now online at https://performance2025.sciencesconf.org/ and will be open for submissions on May 1, 2025. Detailed submission guidelines and requirements are available here<https://performance2025.sciencesconf.org/resource/page/id/1>. Please note that the abstract submission deadline is May 25, 2025 (AoE), while the full paper submission deadline is June 1, 2025 (AoE). Accepted regular papers will be published in Performance Evaluation (PEVA), with extended abstracts in ACM Performance Evaluation Review (PER). Authors may alternatively opt for expedited review in ToMPECS, QUESTA, or Stochastic Models. We look forward to your submissions and participation! Best regards, Alessandro Zocca (on behalf of the IFIP Performance 2025 organizers)

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PhD positions in Mathematical Statistics at Stockholm University
by Martina Favero 21 Mar '25

21 Mar '25

Dear all, The Department of Mathematics at Stockholm University invites applications for 1-2 PhD student positions in mathematical statistics, with a wide range of topics in probability and statistics to choose from. The application deadline is April 22. For more details, see the advertisement: https://su.varbi.com/en/what:job/jobID:805151/ Best wishes, Martina

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Avviso di Seminario: Radu Craiu @Memotef, Sapienza7 aprile 2025
by Brunero Liseo 21 Mar '25

21 Mar '25

Il prof. Radu Craiu, Dept. of Statistical Sciences - University of Toronto, terrà un seminario dal titolo *Statistical Elucidation of Latent Structures via Copulas.* *Abstract*: Latent variable models, be they static or dynamic, are ubiquitous in statistical analyses. We present copula-based extensions of such models and discuss the inferential benefits and computational challenges that result from these extensions. The methodology is illustrated using numerical experiments and data analyses Quando: *Lunedì 7 aprile ore 12* Dove:* Aula Di Fresco*, quarto piano della Facoltà di Economia, Ala Amministrazione. *Per seguire il seminario a distanza: * 1. collegarsi alla pagina https://memotef.web.uniroma1.it/it/aule-e-laboratori-memotef-link-zoom 2. Selezionare Aula Di Fresco mediante il Link Studente BL ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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YEPXX | 23-27 June | registration is now open
by Simone Baldassarri 20 Mar '25

20 Mar '25

Dear Colleagues, This is the second 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. The workshop will be centered around interacting particle systems on and of complex systems, aiming at describing criticality, phase transitions, and finite-size corrections in problems at the interface of mathematics, physics, biology, and computer science. This workshop aims to bring together young researchers and renowned scientists to share ideas, discuss research, and enable the next generation of researchers to obtain an overview of the emerging research field on this theme. The workshop will feature 3 mini-courses by the following distinguished speakers: - Shankar Bhamidi (University of North Carolina) - Cristian Giardinà (Università degli Studi di Modena e Reggio Emilia) - Andrea Montanari (Stanford University) The workshop will also include invited talks by the following distinguished speakers: - Alessandra Bianchi (Università di Padova) - Francesca Collet (Università di Verona) - Elena Magnanini (Weierstrass Institut) - Noela Müller (TU Eindhoven) - Elena Pulvirenti (TU Delft) - Wioletta Ruszel (Utrecht University) - Mei Yin (University of Denver) - Irene Ayuso Ventura (Durham University) There will also be short talk and poster sessions for early postdocs and PhD students based on abstract proposals. Registrations are now open at *YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…>*. Subject to sufficient final resources we will consider granting additional funding for young researchers. If you want to apply for this, please send an email to: *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl>*. Further information is available on the website of the event. 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 The organizers of this workshop are committed to ensuring that scientific events are accessible to everyone, regardless of their identity, and are devoted to creating a safe and respectful environment for all participants.

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Seminario Lorenzo dello Schiavo
by Gustavo Posta 20 Mar '25

20 Mar '25

Nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor Lorenzo dello Schiavo, Dipartimento di Matematica dell'Università degli Studi di Roma Tor Vergata, terrà 2 seminari nell'aula L del Dipartimento di Matematica "G. Castelnuovo" il 2 aprile 2025 alle 16:00 e il 10 aprile 2025 alle 14:30 dal titolo Massive particle systems, Wasserstein Brownian motions, and the Dean–Kawasaki equation (Part I & II) Sunto: Let W be a conservative, ergodic Markov diffusion on some arbitrary state space M, converging exponentially fast to equilibrium. We consider: (1) Systems of up to countably many massive particles in M, with finite total mass. Each particle is subject to an independent instance of the noise W, with volatility the inverse mass carried by the particle. We prove that the corresponding infinite system of SDEs has a unique solution, for every starting configuration and every distribution of the masses in the infinite simplex. (2) Solutions to the Dean--Kawasaki SPDE with singular drift, driven by the generator L of W. We prove that the equation may be given rigorous meaning on M, and that it has a unique `distributional’ solution. This extends Konarovskyi--Lehmann--von Renesse's `ill-posedness vs. triviality' to the case of infinitely many massive particles. (3) Diffusions with values in the space P of all probability measures on M, driven by the geometry induced by L. (4) In the case when M is a manifold, differential-geometric and metric-measure Brownian motions on P induced by the geometry of optimal transportation and reversible for a normalized completely random measure. We show that all these objects coincide. The first talk will survey general aspects of the constructions, mostly focussing on (1) and (3). The second talk will focus on (2) and explain its relations with known results about the Dean–Kawasaki equation. Gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 -----------------------------------------------------------------

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Seminar Enrico Biffis
by Gabriele Stabile 20 Mar '25

20 Mar '25

Dear colleagues, you are all invited to participate in the following seminar *Enrico Biffis *(Imperial College Business School) Title: Robust climate risk management Abstract: In this talk I will review some recent problems arising in climate risk management ranging from climate model selection and climate stress testing to emissions estimation. I will then focus on emission targets and abatement incentives, presenting some empirical evidence on reported emissions and discussing a model allowing us to explore the interplay between carbon emission targets, endogenous GHG emission mix, and climate risk mitigation. The talk is based on works with Giuseppe Brandi, Kaveh Salehzadeh Nobari, Simone Cenci, and Sara Biagini. *Wednesday, 26 March 2025, 14.00-15.00* Aula Matematica (Faculty of Economics building-first floor), Via Del Castro Laurenziano 9, Roma

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New MSc in Statistics at the University of Warwick
by Massimiliano Tamborrino 20 Mar '25

20 Mar '25

Dear all, applications are now open for a new designed MSc in Statistics at the University of Warwick www.warwick.ac.uk/fac/sci/statistics/postgrad/msc/<https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/> starting on October 2025, with some available scholarships https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/fees-funding/ The new MSc comprehends four different pathways, on "General Statistics", "Data Science", "Finance" and "Probability". I would appreciate if you could circulate the announcement to any student interested in pursuing a degree in Statistics in a vibrant and exciting department. Many thanks, best, Massi ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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QuantitativeFinance@Work | University of Rome Tor Vergata - May 9, 2025
by Davide Pirino 19 Mar '25

19 Mar '25

Dear colleagues, We are pleased to announce the sixth edition of the *QFin@Work 2025*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking of the University of Rome Tor Vergata. This event connects leading experts and academics to explore future perspectives in the field and provide students with practical insights drawn from their experiences. The event takes place on *May 9, 2025 *at the Department of Economics and Finance, Building B, 2nd Floor, Sala del Consiglio from 9:30 a.m. The program is available at https://qfinatwork.com/2025/agenda/ Attendance is free, but registration is compulsory for organizational reasons. Participants are encouraged to register soon! Registration form <https://qfinatwork.com/2025/registration-2025/> Further information is available at https://qfinatwork.com/2025 Please feel free to share this event with anyone who might be interested. Looking forward to having you with us, The Scientific Committee Rocco Ciciretti, Katia Colaneri, Jodi Dianetti, Annalisa Fabretti, Stefano Herzel, Paolo Pigato, Davide Pirino, Alessandro Ramponi, Sergio Scarlatti.

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Fwd: postdoc position, stochastic control
by Alessandro Milazzo 19 Mar '25

19 Mar '25

Buongiorno, Ricevo e inoltro un'opportunità di Postdoc all'Università di Uppsala (Svezia) con il prof. Erik Ekström su tematiche di controllo stocastico. Aggiungo anche che, se interessati ad avere più dettagli, potete contattarmi privatamente in quanto io stesso ho avuto un'esperienza come Postdoc con il prof. Erik Ekström. Cordiali saluti, Alessandro Milazzo ---------- Forwarded message --------- Da: Erik Ekström <erik.ekstrom(a)math.uu.se> Date: mer 19 mar 2025 alle ore 10:56 Subject: postdoc position, stochastic control To: <ekstrom(a)math.uu.se> Dear Colleague, I hope you are well. I write this to let you know about a two-year postdoc position in stochastics control in Uppsala. If you know of any suitable candidates, please forward the advertisement to them! https://www.uu.se/en/about-uu/join-us/jobs-and-vacancies/job-details?query=… Thanks in advance! Best regards, Erik

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Fwd: Young Researchers in Stochastic Analysis and Stochastic Geometric Analysis
by Francesco Caravenna 19 Mar '25

19 Mar '25

Ricevo e volentieri inoltro. > Da: "Xue-Mei Li" <xue-mei.li(a)epfl.ch> > > I would like to bringing your attention to the following event, which is now open to registration. I would appreciate it if you could advertise it. > > --------------------------------------- > > Young Researchers in Stochastic Analysis and Stochastic Geometric Analysis > Dates: September 23–26, 2025 > Location: Bernoulli Center, EPFL, Lausanne > > This workshop provides a platform for young researchers to present their work, engage in discussions, and foster collaboration and idea-sharing in the fields of stochastic analysis and stochastic geometric analysis. > > > Web link: > https://www.epfl.ch/labs/stoan/events/future-events/young-researchers-works… > ----------------------------------------- > > > Best Regards, > Xue-Mei

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"Emergent Macroscopic Phenomena in Non-Equilibrium Statistical Mechanics" at GSSI
by Lu Xu 18 Mar '25

18 Mar '25

Dear colleagues and friends, it is a pleasure to announce the forthcoming workshop Emergent macroscopic phenomena in non-equilibrium statistical mechanics<https://trimester2025.math.gssi.it/workshop3/> which will be held at Gran Sasso Science Institute, in L'Aquila (Italy), from May 5th to 9th, 2025. The workshop aims to present the state of the art in understanding of the emergence of collective phenomena starting from particle systems, with a focus on non-equilibrium statistical mechanics. We provide a space for scientific exchanges among experts, PhD students and early-career researchers with common interests in the field of statistical mechanics. The workshop will consist of invited talks and a contributed talk session by selected young participants. Invited Speakers: * Lorenzo Bertini, Sapienza Università di Roma * Stella Brassesco, Venezuelan Institute for Scientific Research * Gioia Carinci, Università degli Studi di Modena e Reggio Emilia * Pablo A. Ferrari, University of Buenos Aires * Davide Gabrielli, Università degli Studi dell'Aquila * Cristian Giardinà, Università degli Studi di Modena e Reggio Emilia * Kohei Hayashi, RIKEN, Tokyo * Claudio Landim, IMPA, Rio de Janeiro * Frank Redig, Delft University of Technology * Senya Shlosman, Krichever Center of Advance Studies & Institute of the Information Transmission Problems, Moscow * Dimitrios Tsagkarogiannis, Università degli Studi dell'Aquila * Hayate Suda, Tokyo Institute of Technology * Maria E. Vares, Federal University of Rio De Janeiro Contributed talks: Prospective participants are welcome to apply for a contributed talk by sending the title, abstract as well as your brief CV to Lu Xu (lu.xu(a)gssi.it<mailto:lu.xu@gssi.it>) before April 15th, 2025. Registration: Registration to the workshop is free but mandatory (deadline: April 20th, 2025) through the web form: https://indico.gssi.it/event/745/ The workshop is part of the intensive thematic semester “Particles, Fluids and Patterns: Analytical and Computational Challenges” funded by the program “Pattern Analysis and Engineering” within the “Dipartimenti di Eccellenza” framework. Further information is available on the website: https://trimester2025.math.gssi.it/workshop3/. We would be grateful if you could circulate the announcement among potentially interested researchers. For any information do not hesitate to contact us at patterns(a)gssi.it<mailto:patterns@gssi.it>. With our best wishes, Serena Cenatiempo Alessia Nota Stefano Olla Marielle Simon Lu Xu

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Seminar Sirio Legramanti @Luiss
by Alessia Caponera 17 Mar '25

17 Mar '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Sirio Legramanti, University of Bergamo *Title*: Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity *When*: March 27, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: There has been an increasing interest on summary-free solutions for approximate Bayesian computation (ABC) that replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic samples generated under the proposed parameter values. The success of these strategies has motivated theoretical studies on the limiting properties of the induced posteriors. However, there is still the lack of a theoretical framework for summary-free ABC that (i) is unified, instead of discrepancy-specific, (ii) does not necessarily require to constrain the analysis to data generating processes and statistical models meeting specific regularity conditions, but rather facilitates the derivation of limiting properties that hold uniformly, and (iii) relies on verifiable assumptions that provide more explicit concentration bounds clarifying which factors govern the limiting behavior of the ABC posterior. We address this gap via a novel theoretical framework that introduces the concept of Rademacher complexity in the analysis of the limiting properties for discrepancy-based ABC posteriors, including in non-i.i.d. and misspecified settings. This yields a unified theory that relies on constructive arguments and provides more informative asymptotic results and uniform concentration bounds, even in those settings not covered by current studies. These key advancements are obtained by relating the asymptotic properties of summary-free ABC posteriors to the behavior of the Rademacher complexity associated with the chosen discrepancy within the family of integral probability semimetrics (IPS). The IPS class extends summary-based distances, and also includes the widely implemented Wasserstein distance and maximum mean discrepancy (MMD), among others. As clarified in specialized theoretical analyses of popular IPS discrepancies and via illustrative simulations, this new perspective improves the understanding of summary-free ABC. Joint work with Daniele Durante and Pierre Alquier. Main reference: https://doi.org/10.1214/24-AOS2453 *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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Reminder: seminar Luciano CAMPI
by Antonello Pesce 14 Mar '25

14 Mar '25

Dear all, We would like to remind you that on March 19th, at the Department of Mathematics of the University of Bologna and on Teams (LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZTI3YTRhYmEtZDhmYi00ZW…>), the following seminar will take place: 11:00-12:00: Luciano CAMPI “CONTINUOUS-TIME PERSUASION BY FILTERING ” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi <https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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R: Seminario Padova - Andrea Macrina - zoom link
by alekos.cecchin＠unipd.it 14 Mar '25

14 Mar '25

Buongiorno a tutti, Il seminario di Andrea Macrina di oggi pomeriggio ore 16:30 sarà trasmesso anche su zoom. Di seguito il link zoom, e titolo e abstract. Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Argomento: Seminario Andrea Macrina Ora: 14 mar 2025 04:30 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna Entra nella riunione in Zoom https://unipd.zoom.us/j/82206498450?pwd=1eDVgGamD6rEwyR5gA2VYkmGMFI6EH.1 ID riunione: 822 0649 8450 Codice d’accesso: 244411 Da: alekos.cecchin(a)unipd.it <alekos.cecchin(a)unipd.it> Inviato: lunedì 10 marzo 2025 11:30 A: random(a)mail.dm.unipi.it Cc: 'Macrina, Andrea' <a.macrina(a)ucl.ac.uk> Oggetto: Seminario Padova - Andrea Macrina 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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NDSTD25@UniVie - Registration is open
by paul.peter.hager＠univie.ac.at 14 Mar '25

14 Mar '25

Dear colleagues, Registration is now open for the upcoming on-site Workshop on Neural Dynamical Systems for Time-Series Data (April 23–25, 2025 @ University of Vienna). You can find the registration link and further details on our website: https://ndstd25.unvie.ac.at. There is no registration fee, but registration is mandatory. The deadline to register is April 2. We look forward to seeing you there! Best wishes, The Organizers

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