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Pisa/Bern Meeting on Probability and Statistics (June 22-24)
by francesco.triggiano＠sns.it 09 Jun '26

09 Jun '26

Dear Colleagues, We are pleased to invite you to the Pisa/Bern (PiBe) Meeting on Probability and Statistics, jointly organized by the Statistics and Probability groups of the University of Bern and the University of Pisa. The workshop will take place in Pisa from June 22 to 24, 2026. For further details, please visit our website: https://sites.google.com/view/pibeworkshop/home We look forward to welcoming you to Pisa. On behalf of the organizers, F. Triggiano

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METRON call for papers: "Modern biostatistics and health data science"
by Umberto P 09 Jun '26

09 Jun '26

Cari colleghi, porto alla vostra attenzione la special issue di METRON su "Modern biostatistics and health data science". Info sono riportate di sotto e nel documento allegato. Saluti, Umberto Picchini ****************************************** The journal METRON is welcoming submissions for the Special Issue "Modern Biostatistics and Health Data Science" https://link.springer.com/journal/40300 This Special Issue is associated with the 21st International Conference on Computational Intelligence Methods for Bioinformatics and Biostatistics — CIBB 2026 <https://cibb2026.teralab.ai/> (Rome, Italy, September 2–4, 2026). *Submissions are open not only to CIBB 2026 participants, but also to researchers who are not attending the conference*. The Special Issue welcomes original research and review articles on recent theoretical, methodological, and applied advances in modern biostatistics and health data science. Topics include, among others, Bayesian inference, causal inference, clinical trials, epidemiology, health data science, machine learning, longitudinal data analysis, public health, statistical modelling, and survival analysis.* More details are in the document attached.* All manuscripts will undergo METRON’s standard double-blind peer-review process. When submitting through the METRON online submission system, authors should select "CIBB2026" as the article type and follow the journal's guidelines <https://link.springer.com/journal/40300/submission-guidelines>. *Submission deadline: January 31, 2027* Expected acceptance deadline: August 31, 2027 Expected publication: September–October 2027 For questions and information please contact any of the Editors: Shirin Golchi (*shirin.golchi(a)mcgill.ca* <shirin.golchi(a)mcgill.ca>), Umberto Picchini (*picchini(a)chalmers.se* <picchini(a)chalmers.se>) and Alessandra Spagnoli (*alessandra.spagnoli(a)uniroma1.it* <alessandra.spagnoli(a)uniroma1.it>). -- _________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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PhD: Computational Sciences & TechnologICAL Innovation
by Enea Bongiorno 09 Jun '26

09 Jun '26

Buongiorno, Segnalo bando di dottorato presso l'Università del piemonte Orientale dal titolo: *Computational Sciences & TechnologICAL Innovation* Sito del dottorato per maggiori informazioni: https://sites.google.com/uniupo.it/phd-ctsi/ Bando di dottorato: https://uniupo.it/it/corsi/dottorato-di-ricerca/il-dottorato-upo/bando-dott… *Scadenza 10 luglio.* Cordialmente, Enea -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Re: IMPMS 2026
by GIUSEPPE SANFILIPPO 08 Jun '26

08 Jun '26

<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> teams.microsoft.com<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> [X]<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> new link ~~~~~~~~~~~~~~~~~~~~~~~~~ Giuseppe Sanfilippo Department of Mathematics and Computer Science, University of Palermo, Italy https://sites.unipa.it/sanfilippo giuseppe.sanfilippo(a)unipa.it ~~~~~~~~~~~~~~~~~~~~~~~~~ On 8 Jun 2026, at 15:12, Lucia Caramellino <caramell(a)mat.uniroma2.it> wrote: Confermo Il giorno 8 giu 2026, alle ore 15:09, Stefano Marmi via Random <random(a)lists.dm.unipi.it> ha scritto: FYI: the Teams link you sent (after registration) for following Micali's colloquium does not work. It says that "l'evento è terminato, grazie per la partecipazione" Peccato, Stefano Il giorno dom 7 giu 2026 alle ore 10:10 GIUSEPPE SANFILIPPO via Random <random(a)lists.dm.unipi.it<mailto:random@lists.dm.unipi.it>> ha scritto: Dear all, Tomorrow, the 5th Italian Meeting on Probability and Mathematical Statistics (IMPMS 2026) will begin in Palermo. We would like to inform you that we will try to share the plenary talks via Microsoft Teams for colleagues who are unable to attend in person but would like to follow the conference remotely. The Teams links will be published on the conference website under the "Plenary Speakers" section: https://probabilitypalermo2026.unipa.it/invited-speakers/ At the moment, the link for the first plenary lecture is already available. The speaker will be Silvio Micali, and the talk is scheduled for tomorrow, Monday, June 8, at 15:00 (Central European Time). https://events.teams.microsoft.com/event/c355ac68-306c-4702-858b-4209d1393f… On behalf of the Organizing Committee of IMPMS 2026, Giuseppe Sanfilippo _______________________________________________ Random mailing list -- random(a)lists.dm.unipi.it<mailto:random@lists.dm.unipi.it> To unsubscribe send an email to random-leave(a)lists.dm.unipi.it<mailto:random-leave@lists.dm.unipi.it> _______________________________________________ Random mailing list -- random(a)lists.dm.unipi.it To unsubscribe send an email to random-leave(a)lists.dm.unipi.it

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IMPMS 2026
by GIUSEPPE SANFILIPPO 08 Jun '26

08 Jun '26

Dear all, Tomorrow, the 5th Italian Meeting on Probability and Mathematical Statistics (IMPMS 2026) will begin in Palermo. We would like to inform you that we will try to share the plenary talks via Microsoft Teams for colleagues who are unable to attend in person but would like to follow the conference remotely. The Teams links will be published on the conference website under the "Plenary Speakers" section: https://probabilitypalermo2026.unipa.it/invited-speakers/ At the moment, the link for the first plenary lecture is already available. The speaker will be Silvio Micali, and the talk is scheduled for tomorrow, Monday, June 8, at 15:00 (Central European Time). https://events.teams.microsoft.com/event/c355ac68-306c-4702-858b-4209d1393f… On behalf of the Organizing Committee of IMPMS 2026, Giuseppe Sanfilippo

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Summer School on "Nonlinear and Structured Optimization: Theory and Algorithms", 7-11 September 2026, San Miniato, Italy.
by Giulio Bottazzi 04 Jun '26

04 Jun '26

Dear Colleagues, The deadline for applying to the XIII edition of the "Summer School of Mathematics for Economic and Social Sciences" jointly organized by the Centro de Giorgi, Scuola Normale Superiore, and the PhD Program in Economics of the Scuola Superiore Sant'Anna, is approaching. The topic of this year is "Nonlinear and Structured Optimization: Theory and Algorithms," and the invited lecturers are Riccardo Cambini of Università di Pisa and Puya Latafat of IMT Lucca. The school is aimed at graduate students and senior master's students in Economics, Finance, and related disciplines. Full financial support is available. For information and application, please check https://crmdegiorgi.sns.it/evento/summer-school-on-nonlinear-and-structured… 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 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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Seminario di Gustavo Posta a Roma Tre il 03/06/2026 alle 13
by Pietro Caputo 03 Jun '26

03 Jun '26

Mercoledì *3 giugno *alle ore* 13.00*, Gustavo Posta (La Sapienza, Roma) terrà il seminario di Probabilità e Fisica Matematica dal titolo *"A perturbative criterion for ergodicity of quantum lattice systems".* Abstract: We analyze a class of quantum Feller semigroups describing the evolution of quantum interacting systems on a lattice. By regarding this evolution as a perturbation of a non-interacting dissipative dynamics, we obtain a purely dynamical quantitative criterion that implies uniqueness of the stationary state and exponential convergence of local observables. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica, Largo San Leonardo Murialdo - 1, aula* B308*. -- Pietro Caputo Dipartimento di Matematica e Fisica Universita Roma Tre www.mat.uniroma3.it/users/caputo

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REMINDER: ISBA-BNP June 2026 special interview webinar: Eugenio Regazzini
by Tommaso Rigon 02 Jun '26

02 Jun '26

Dear all, Apologies for cross-posting. This is a reminder of the upcoming special interview webinar in the ISBA-BNP webinar series, organized by the Bayesian Nonparametric Section of ISBA. Details about upcoming webinars, including the Zoom Registration link for this event, can be found at https://bnp-isba.github.io/webinars.html DATE & TIME: 15:00 UTC on Thursday June 4th, 2026. Note that 15:00 UTC corresponds to 11:00 US Eastern (EDT) and 17:00 Central European (CEST). SPEAKER: Eugenio Regazzini (University of Pavia) DESCRIPTION: This special interview webinar features a recorded interview with Prof. Eugenio Regazzini, conducted by Antonio Lijoi and Igor Prünster. Regazzini retraces his scientific itinerary from his student years at Bocconi in the late 1960s, when his thesis on hypothesis testing was assigned in an Italian landscape still dominated by Gini's descriptive tradition. He describes the state of probability and statistics in Italy in the late '60s and '70s, recalling the small network of probability chairs of the time and the "return" of de Finetti's ideas to Italy after Savage had championed them in the United States. He then recounts his long-standing collaboration with Donato Michele Cifarelli and the spark that led them into Bayesian nonparametrics — a 1935 abstract by de Finetti on "perequazione", combined with Ferguson's work on the Dirichlet process — which gave rise to their study of the distribution of the mean of a Dirichlet random measure (the Cifarelli–Regazzini identity). The interview closes with a reflection on what it means to be a subjectivist in the spirit of de Finetti, and with reading recommendations for young Bayesians. The interview is in Italian, with carefully curated English subtitles. Following the recording, there will be a live discussion with Prof. Regazzini. Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Associate Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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[SURE-AI@STAR Midsummer on Reinforcement Learning] June 23-25 - Xin Guo
by Leonardo Tarquini 02 Jun '26

02 Jun '26

Dear all, Join us for our upcoming workshop SURE-AI@STAR Midsummer on Reinforcement Learning. The event will take place on three different days in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom (see link next to each talk). The lecturer is Xin Guo (UC Berkeley). Title: A control-theoretical perspective of continuous-time reinforcement learning Abstract: Reinforcement Learning (RL) is a cornerstone of modern machine learning, enabling agents to learn optimal decision-making through interaction with complex environments and other agents. While RL was traditionally developed for discrete-time settings, many real-world physical and financial systems are intrinsically continuous. This series of lectures provides a comprehensive overview of recent advancements in continuous-time RL, analyzed through the rigorous lens of stochastic control theory. It consists of three parts. Registration<https://nettskjema.no/a/630234> is free, but mandatory for both in-person and online attendees to ensure the best logistics. The seminar link will be shared with all registered participants before the event starts. Part I. Foundations: Q-Functions and Dynamic Programming (23/06/2026, 13:00-16:00) We begin by establishing a bridge between RL and classical control theory. By leveraging the Dynamic Programming Principle (DPP) and the Feyman-Kac formula, we explore the similarities between these fields, specifically through the lens of continuous-time Q-functions, and martingale characterization. References [1] Gu, Guo, Wei, Xu (2020). Dynamic programming principle for mean field controls with learning. Operations Research, 2023. Arxiv: 1911.07314. [2] Gu, X. Guo, Wei, Xu (2021) Mean-Field controls with Q-learning for cooperative MARL: convergence and complexity analysis. SIAM Journal on Mathematics of Data Science. ArXiv:2002.04131. [3] Cheng, Guo, Zhang (2025). Bridging discrete and continuous RL: stable deterministic policy gradient with martingale characterization. arXiv:2509.23711. Part II. The Theoretical Divide: Regret Analysis and BSDEs (24/06/2026, 13:00-16:00) To distinguish RL from classical control, we analyze ``the cost of learning'' through regret analysis. This section delves into the mathematical tools required to quantify performance gaps when the system model is unknown. We show how the regularity of Hamilton-Jacobi-Bellman (HJB) equations and Backward Stochastic Differential Equations (BSDEs) enables establishing regret bounds. In the particular case of Linear-Quadratic (LQ) Models: we present proofs for logarithmic regret in episodic finite-horizon RL via regularities of the Riccati equation. References [4] Basei, Guo, Hu, Zhang (2020). Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon. Journal of Machine Learning Research. Arxiv.org/abs/2006.15316<http://arxiv.org/abs/2006.15316>. [5] Guo, Hu, Zhang (2021). Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls. SIAM J. on Control Optimization (SICON). Arxiv.org/abs/2104.09311<http://arxiv.org/abs/2104.09311>. Part III. Modern Frontiers: Transfer Learning and Rough Paths (25/06/2026, 13:00-16:00) Finally, we explore how cutting-edge developments from Large Language Models (LLMs), such as transfer learning, can be integrated into RL to significantly boost algorithmic performance. We discuss fast policy learning for LQ control using entropy techniques to balance exploration and exploitation. We will also uncover how the regularity of rough paths provides a framework for analyzing policy transfer in continuous-time RL, offering a robust mathematical foundation for cross-domain adaptation. References [6] Guo, Li, Xu (2025). Fast policy learning for linear quadratic control with entropy regularization. SICON. ArXiv:2311.14168. [7] Cao, Gu., Guo, and Rosenbaum (2024). Transfer learning for portfolio optimization. arXiv:2307.13546. [8] Guo. and Lyu (2025). Policy transfer for continuous-time reinforcement learning: a (rough) differential equation approach, arxiv2510.15165. The seminar is in the interest of SURE-AI - Sustainable, Risk-Averse and Ethical AI<https://www.sure-ai.no/>. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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PhD position at WIAS Berlin - deadline 18 June
by Alexander Zass 02 Jun '26

02 Jun '26

Buongiorno, ricevo e con piacere inoltro l’annuncio di una posizione di dottorato al Weierstrass Institute di Berlino. Cordialmente, Alexander Zass ----- Von: Willem van Zuijlen <vanzuijlen(a)wias-berlin.de <mailto:vanzuijlen@wias-berlin.de>> ----- Dear all, I am looking for a motivated candidate with a background in mathematical probability and/or analysis for a PhD student position at WIAS Berlin. The key task is to study the behaviour of stochastic processes in random environments, for example those that describe the evolution of stochastic partial differential equations. The application deadline is June 18, 2026. For more information, see https://wias-berlin.softgarden.io/job/64846351?l=de Best wishes, Willem van Zuijlen

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Expression of Interest for Future Recruitment at the Department of Mathematics of the University of Turin
by Federico Polito 01 Jun '26

01 Jun '26

Dear colleagues, We are pleased to share that our Department has opened a call for expressions of interest for an Associate Professor position in Probability, which is included below. Interested junior researchers in Probability, for whom a tenure-track position (RTT) may be more appropriate, are also invited to express their interest via this separate form. <https://docs.google.com/forms/d/e/1FAIpQLScBtSQm1buMOvNqZviCapRL_qAhDwaONxS…> Please feel free to contact me for further information. Best regards, Federico Polito *%%%%%%%%%%%%%%%%%%%%%%%%* *Expression of Interest for Future Recruitment at the Department of Mathematics of the University of Turin* The Department of Mathematics “G. Peano” of the University of Turin invites expressions of interest from scholars who may be interested in future recruitment opportunities at the rank of *Associate Professor * over the next three years. The Department is particularly interested in candidates currently working in Italy or abroad in the areas of *Probability* or *Numerical Analysis*. However, applications from outstanding candidates in all fields of Mathematics will be carefully considered. Expressions of interest regarding other type of positions are also welcome. The call for applications will remain open for the next three years, and a first deadline is *30 June 2026*. As to associate positions, eligible candidates should not have held academic positions at the University of Turin during the last three years. Interested scholars are invited to send: - a brief expression of interest, - a current curriculum vitae, and - a research statement to the Director of the Department of Mathematics at the following email address: direzione.matematica(a)unito.it stating the words ‘expression of interest’ and their name in the subject line. These expressions of interest are intended solely to help the Department identify potential candidates for future recruitment opportunities and do not constitute a commitment to recruit. Positions will be opened in accordance with the strategic recruiting plan of the University of Turin. We encourage interested colleagues to contact us and to circulate this notice within the mathematical community. ================================== °°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°° Susanna Terracini Direttrice Dipartimento di Matematica "Giuseppe Peano" Università di Torino https://sites.google.com/site/susannaterracini/ susanna.terracini(a)unito.it susanna.terracini(a)gmail.com -- 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 6702919 Web: 0fpl.github.io

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6+2 PhD positions at Tor Vergata (one in probability/math physics)
by Michele Salvi 29 May '26

29 May '26

Dear all, I am pleased to inform you that the call for applications for the 42nd cycle of the PhD Program in Mathematics at the University of Rome Tor Vergata, for the academic year 2026/2027, has been published. The deadline for applications is June 09, 2026, at 12:00 PM (Italian time). We are advertising 8 PhD positions in Mathematics, distributed as follows: -- 6 full scholarships in all areas of mathematics; -- 1 full scholarship in Probability/Mathematical Physics, supervised by Giorgio Cipolloni (https://giorgiocipolloni.github.io <https://giorgiocipolloni.github.io/>); -- 1 full scholarship in Geometry, supervised by Eleonora Di Nezza (https://perso.pages.math.cnrs.fr/users/eleonora.di-nezza/) Please do not hesitate to contact Giorgio or Eleonora if you are interested in one of these two specific positions. For more information: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx (PhD call) https://phd.uniroma2.it/web/concorso42.aspx?s=&i=1012&m=&l=&p=&a= (Description of Math PhDs) Best, Michele

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Contratti di ricerca e incarico post doc Dipartimento di Scienze Statistiche Università di Padova
by Livia Mian 29 May '26

29 May '26

Gentilissime/i, segnaliamo l’apertura delle seguenti posizioni presso il Dipartimento di Scienze Statistiche dell’Università di Padova: - *Contratto di ricerca durata 24 mesi,* referente: Prof.ssa Maria Sironi, finanziato dal Progetto: Living Alone, Loneliness, and Social Isolation Over Time and Across Space (SOLO), Bando FIS 3 SH7 Advanced Grant. Link al bando: https://www.stat.unipd.it/news/termine/99 <https://www.stat.unipd.it/news/termine/99> - *Contratto di ricerca durata 24 mesi*, referente: Prof. Marco Tosi, finanziato dal Progetto: Kin matter: Exploring the impact of kinship networks on health and social inequalities (Kin matter), Bando FIS 3 SH7 Consolidator Grant. Link al bando: https://www.stat.unipd.it/news/termine/99 - *Incarico postdoc durata 12 mesi,* referente: Dott.ssa Margherita Silan, finanziato dal progetto: Data Integration Approaches for a Multidimensional hOlistic representation Neighbourhood Deprivation (DIAMOND), Bando FIS 3 SH7 Starting Grant. Link al bando: https://www.stat.unipd.it/news/termine/102 La scadenza per tutte tre le posizioni è fissata all’8 giugno 2026, ore 13:00 Cordiali saluti, Il Dipartimento di Scienze Statistiche *** Dear all, We inform you that the following positions are open at the Department of Statistical Sciences of the University of Padova: - *Research contract for 24 months,* scientific responsible: Prof.ssa Maria Sironi, funded by the Project “Living Alone, Loneliness, and Social Isolation Over Time and Across Space (SOLO)”. Bando FIS 3 SH7 Advanced Grant. Link: https://www.stat.unipd.it/news/termine/99 - *Research contract for 24 months,* scientific responsible: Prof. Marco Tosi, funded by the project Kin matter: Exploring the impact of kinship networks on health and social inequalities (Kin matter), Bando FIS 3 SH7 Consolidator Grant. Link: https://www.stat.unipd.it/news/termine/99 - *Post doc position for 12 months*, scientific responsible: Dott.ssa Margherita Silan, funded by the project Data Integration Approaches for a Multidimensional hOlistic representation Neighbourhood Deprivation (DIAMOND), Bando FIS 3 SH7 Starting Grant. Link: https://www.stat.unipd.it/news/termine/102 The deadline for the three positions is scheduled for 8 June 2026, 1:00 pm. Best regards, The Department of Statistical Sciences

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Seminars in Statistics at Collegio Carlo Alberto - Sara WADE (UNIVERSITY OF EDINBURGH)
by Matteo Giordano 29 May '26

29 May '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/06/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Sara WADE (UNIVERSITY OF EDINBURGH) Title: Explainable Bayesian learning Abstract: The Bayesian approach is widely valued for its principled treatment of uncertainty and its ability to propagate this uncertainty to predictions. However, advances in modeling and data acquisition have led to posterior distributions defined over increasingly complicated parameter spaces, making them difficult to interpret and summarize. This challenge extends to predictive distributions, which in modern applications may reside on non‑standard spaces such as partitions, sequences, or graphs. In this work, we develop tools for explaining and summarizing non‑standard posterior and predictive distributions arising in Bayesian learning. We illustrate the core ideas in context of clustering, utilizing the Wasserstein distance to obtain a succint, discrete summary of posterior distributions on the space of partitions. We further outline extensions to clustering with clutter and variable selection, and demonstrate how the proposed tools remain useful beyond the Bayesian setting when data itself is uncertain. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email 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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PhD call in Mathematics UniTn-UniVr
by Luca Di Persio 29 May '26

29 May '26

Dear all, I am writing to inform you about the publication of the call for applications for the PhD Program in Mathematics, 42nd cycle (academic year 2026/2027), jointly steered by the University of Trento and the University of Verona, expiring on June 20, 2026, at 4:00 PM (Italian time). For more information: * PhD Course Mathematics<https://www.unitn.it/en/phd/mathematics> [general information on the School and how to apply] * PhD Organization and Impact<https://phd.unitn.it/drmath/4/doctoral-programme-mathematics-agreement-univ…> [with a dedicated section on Regulations and School Organization]. An online Open Day meeting<https://sites.google.com/unitn.it/opendayphdmath/#h.u71vp6xgkckf> among professors, researchers, PhD students, and potential candidates, is also planned for June 10, 2026, starting at 2 pm (Italian time). Students potentially interested in research topics that are related to stochastic analysis and its applications are more than welcome. Do not hesitate to contact me at luca.dipersio(a)univr.it<mailto:luca.dipersio@univr.it> for any further informations 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

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Post-doc announcement
by Mario Maurelli 28 May '26

28 May '26

Dear colleagues, Below you find the following announcement from Julian Tugaut, for a post-doc under his supervision, on the framework of Marie Curie program: https://euraxess.ec.europa.eu/jobs/435626 Deadline June 1st. For any enquiries you can contact: Julian Tugaut Professeur des Universités Institut Camille Jordan (UMR 5208) Les Forges II, 20 rue du Dr Annino 42000 SAINT-ÉTIENNE CEDEX 2 FRANCE (0033)(0) 469 663 204 julian.tugaut(a)univ-st-etienne.fr http://tugaut.perso.math.cnrs.fr https://www.univ-st-etienne.fr/fr/icj.html Best regards Mario Maurelli

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Seminario Syed Ejaz Ahmed | "Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective" (08.06.2026)
by Eventi Stat 28 May '26

28 May '26

Buongiorno, *lunedì 8 giugno alle 10.30* il Prof. *Syed Ejaz Ahmed* (Brock University) terrà il seminario di ricerca "*Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective*". Il seminario si svolgerà in presenza nell'Aula Benvenuti del Dipartimento di Scienze Statistiche, Università di Padova. Tutti gli interessati sono invitati a partecipare. ******** *Thursday 8 Jun at 10.30 a.m.*, *Syed Ejaz Ahmed* (Brock University) will hold a seminar entitled "*Bridging Weak Signals and Sparsity: A Post-Shrinkage Perspective*". The seminar will be held in the Benvenuti room of the Department of Statistical Sciences, University of Padova. L'elenco dei seminari in programma è disponibile qui: www.stat.unipd.it/ricerca/academic-year-20252026. Per ulteriori informazioni, si prega di contattare il referente dei seminari del Dipartimento (Emanuele Aliverti, emanuele.aliverti(a)unipd.it)

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

26 May '26

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

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

26 May '26

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

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

25 May '26

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

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

22 May '26

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

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

20 May '26

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

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

20 May '26

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

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

19 May '26

Dear Colleagues, I would like to draw your attention to the open call for applications for the 42nd cycle of the PhD Program in *Models for Economics, Territory and Finance* at Sapienza University of Rome (Academic Year 2026/2027). The official call is available here <https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato> . The PhD program includes the curriculum: *“Mathematical and Statistical Models and Methods for Economics and Finance.”* aimed at students interested in advanced quantitative methods and applications in finance, insurance, and economics. Further information can be found on the program web page here <https://phd.uniroma1.it/web/MODELLI-PER-L%27ECONOMIA,-IL-TERRITORIO-E-LA-FI…> . Please note that the deadline for submitting applications and paying the participation fee is strictly set for: *17 June 2026, at 14:00 CET.* All students who will obtain their Master’s degree by October 31, 2026, are eligible to participate. Please feel free to share this opportunity with interested students! Best Regards, Claudia Ceci Prof. Claudia Ceci Coordinator of the PhD Program in Models for Economics, Territory and Finance *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC
by Bertini, Lorenzo 19 May '26

19 May '26

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

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

19 May '26

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

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

19 May '26

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

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Fwd: PhD Program Call for Applications
by Irene Crimaldi 19 May '26

19 May '26

FYI ---------- Forwarded message --------- From: Silvio VISMARA <silvio.vismara(a)unibg.it> Dear all The call for applications for our PhD program in Intelligence Systems for Business Administration (ISBA) is now online and will remain open for one month. Please find the link here: https://www.unibg.it/node/19538 Here, the link to the PhD program webpage: https://phd-isba.unibg.it/en I would be very grateful if you could share it within your network. We hope to attract a strong pool of applicants! Have a great weekend. Silvio

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Seminario presso Politecnico di Milano - M. Fontana - Royal Holloway University of London
by Laura Maria Sangalli 19 May '26

19 May '26

Cari Colleghi, A seguire annuncio di un seminario MOX organizzato dal gruppo di Statistica: Matteo Fontana, Royal Holloway - University of London 04.06.26 ore 12:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Distribution-Free Inference for Multivariate Outputs and Time-Dependent Observations Abstract: Conformal prediction delivers finite-sample, distribution-free coverage guarantees, but its classical formulation is largely confined to univariate outputs and exchangeable observations. In this seminar I present two contributions that extend the framework along these axes. The first concerns multi-output conformal regression. I introduce a unified comparative study of nine methods - marginal, density-based, and sample-based - that clarifies their theoretical relationships and reveals that several sample-based methods are special cases of density-based ones. Within this framework I propose two novel classes of conformity scores: CDF-based scores, yielding a method (C-PCP) that achieves asymptotic conditional coverage using only samples from a generative model; and latent-based scores, yielding a computationally efficient method (L-CP) for invertible generative models. A large-scale empirical study across thirteen datasets confirms the predicted ordering of methods on conditional coverage, region size, and computational cost. The second contribution addresses multi-step forecasting under temporal dependence. I introduce JANET, which extends generalised conformal prediction from the transductive to the inductive setting and constructs joint prediction regions controlling the K-familywise error rate - a more flexible criterion than FWER for long horizons. The framework provides exact validity for independent series and approximate validity for single series under weak ergodicity, matching bootstrap alternatives at a fraction of the cost. Un caro saluto, Laura —— 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 https://sangalli.faculty.polimi.it

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PhD in Probability in Sapienza - application deadline June 17
by Lorenzo Taggi 19 May '26

19 May '26

Dear colleagues, We would like to announce the publication of the call for applications for the PhD program in Mathematics at Sapienza University of Rome: - Sapienza PhD admissions <https://www.uniroma1.it/en/pagina/admissions-2026-2027-phd-programmes> The call includes 8 PhD scholarships covering different areas of mathematics, with the possibility of pursuing a research project in Probability on one of the research topics of the department: - Some resarch lines of the Phd Program <https://phd.uniroma1.it/web/Research_nK139_EN.aspx> - Probability and Mathematical Physics in Sapienza <https://www.mat.uniroma1.it/it/research-group-stochastic-models-mathematica…> The PhD program will start in November 2026. Candidates are required to have completed a Master’s degree by the starting date of the program. For further information or assistance with the application, please contact lorenzo.taggi(a)uniroma1.it. or faggiona(a)mat.uniroma1.it The deadline for applications and payment of the application fee is June 17, 2:00 PM (CET). Best regards, Lorenzo Taggi

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Seminario alla Sapienza Università di Roma - Diederik van Engelenburg (TU Wien)
by Lorenzo Taggi 18 May '26

18 May '26

Care colleghe, cari colleghi, vi segnalo per martedì *26 maggio *alle* ore 14:00 *il seminario di Diederik van Engelenburg (TU Wien), che si terrà presso il dipartimento "Guido Castelnuovo" della Sapienza, dal titolo: *One-arm exponents of the high-dimensional Ising model* Riporto sotto i dettagli. Saluti, Lorenzo Taggi *Luogo:* Sala di Consiglio, Dipartimento "Guido Castelnuovo", Sapienza Università di Roma. *Speaker:* Diederik van Engelenburg <https://sites.google.com/view/diederik-van-engelenburg/homepage> (TU Wien) *Title*: One-arm exponents of the high-dimensional Ising model *Abstract: * In this talk, I will focus on behavior of the Ising model in high dimensions (d ≥ 4). Widom proposed that thermodynamic quantities follow power laws governed by critical exponents, and above the *upper critical dimension d_c = 4*, these exponents reduce to the mean-field values (matching those on trees or complete graphs). I will talk about a recent work about the so-called *one-arm event *(the origin connects to distance n) in the FK-Ising model, We observe that this exponent depends on the boundary condition: for wired boundary conditions, we prove that this probability decays up to constants as n^(-1) for d ≥ 4, whereas in infinite volume we prove that it decays as n^(-2) for d ≥ 6, but *not* for d = 4, 5.

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Seminario presso Politecnico di Milano - Caterina Gregorio, Karolinska Institutet
by Laura Maria Sangalli 18 May '26

18 May '26

Cari Colleghi, A seguire annuncio di un seminario MOX organizzato dal gruppo di Statistica: 21.05.26 ore 15:45 – Aula Saleri Caterina Gregorio, Karolinska Institutet Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Statistical methods for health trajectories in aging and chronic Illness Abstract: Aging is a complex, lifelong process characterized by the accumulation of chronic conditions, functional decline, and increasing heterogeneity in health trajectories. Improving our understanding of aging is essential for identifying critical windows for prevention and intervention in older populations. However, longitudinal aging studies pose substantial statistical challenges due to intermittent observation, partial observability of health trajectories, and the presence of multiple biological processes evolving continuously over time. In this seminar, I will present my current research on the development and application of statistical methodologies to address etiological questions in aging research and to construct longitudinal aging metrics that support inference, individualized prediction, and data-driven evaluation of preventive interventions for healthy aging. The focus will be on extensions of classical multistate models that address interval censoring and hidden states, as well as on multivariate mixed latent formulations motivated by research questions in dementia, multimorbidity, and biological aging. Simulation studies and applications to population-based aging cohorts are used to evaluate model performance and to illustrate the practical implementation of these methods. Un caro saluto, Laura —— 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 https://sangalli.faculty.polimi.it

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Call of interest – Position in Mathematics at University of Bologna
by Andrea Pascucci 18 May '26

18 May '26

The Department of Mathematics of the University of Bologna has opened a call of interest for a position in Mathematics at the level of either: * Tenure Track Researcher (RTT) * Associate Professor The call is aimed at researchers currently employed outside Italy with strong expertise and an outstanding research profile in any area of Mathematics. Deadline for expressions of interest: June 5, 2026. Applications should be sent to: mat.direzione(a)unibo.it Required documents: * updated CV (signed and dated) * up to 3 reference letters (sent directly by referees) * certificate of current employment Shortlisted candidates may be invited to give a seminar on June 17, 2026 at 2:00 pm. More information: https://matematica.unibo.it/it/notizie/call-of-interest-position-in-mathema… -- --------------------------------------------------------------- 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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Jodi Dianetti's Seminar on Thursday, May 21 at 11am Dip Matematica UNIBO Aula Arzelà
by Cristina Di Girolami 18 May '26

18 May '26

Dear colleagues, next Thursday, May 21 at 11:00 a.m. in Arzelà (5th floor, Department of Mathematics, Piazza di Porta San Donato, Bologna), there will be a seminar by Jodi Dianetti, University of Rome Tor Vergata, entitled: "REINFORCEMENT LEARNING FOR EXPLORATORY OPTIMAL STOPPING: A SINGULAR CONTROL FORMULATION" and abstract "In this talk we discuss continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is represented by the probability of stopping within a given time--specifically, a bounded, non-decreasing, càdlàg control process. To encourage exploration and facilitate learning, we introduce a regularized version of the problem by penalizing it with the cumulative residual entropy of the randomized stopping time. The regularized problem takes the form of an (n+1)-dimensional degenerate singular stochastic control with finite-fuel. We address this through the dynamic programming principle, which enables us to identify the unique optimal exploratory strategy. For the specific case of a real option problem, we derive a semi-explicit solution to the regularized problem, allowing us to assess the impact of entropy regularization and analyze the vanishing entropy limit. Finally, we propose a reinforcement learning algorithm based on policy iteration. We show policy improvement results for our proposed algorithm. This talk is based on a joint project together with Giorgio Ferrari and Renyuan Xu." It will be possible to follow online https://teams.microsoft.com/meet/363719926275962?p=aGps6f8abNyfzCedl5 https://teams.microsoft.com/meet/363719926275962?p=aGps6f8abNyfzCedl5 codice: ID riunione: 363 719 926 275 962 Passcode: yP9hT6CJ Best regards, Cristina Di Girolami

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Seminars in Statistics at Collegio Carlo Alberto - Yuqiong WANG (UNIVERSITY OF MICHIGAN)
by Matteo Giordano 18 May '26

18 May '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Martedì 26/05/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Yuqiong WANG (UNIVERSITY OF MICHIGAN) Title: Optimal match lengths in knock-out tournaments Abstract: Later-stage matches in sports tournaments, especially semifinals and finals, are often treated as more important and therefore played longer. We ask whether this intuition can be justified from a sequential testing viewpoint. We study a knock-out tournament with $2^n$ players in which each match is modeled by a Brownian motion with an unobservable drift, representing the players' relative abilities. The tournament designer chooses how long each match should be played so that the strongest player wins the tournament with a prescribed probability. We analyze two design regimes: $(i)$ deterministic designs, where all match lengths are fixed in advance, and $(ii)$ sequential designs, where match duration can adapt to the observed paths. Our main structural result shows that in both regimes, the optimal schedule makes the late-round matches longer than early-round matches, providing a formal statistical justification for common tournament practice. We also quantify the efficiency gain from allowing sequential decisions: sequential testing saves at least $36\%$ and at most $75\%$ on average. Moreover, the relative advantage of sequential methods grows as one requires higher precision. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email 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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Invitation to StatMod2026: Statistical Modeling with Applications (18–19 September 2026, Cyprus)
by Rita Giuliano 15 May '26

15 May '26

Buongiorno. Ricevo e inoltro Rita Giuliano -------- Messaggio Inoltrato -------- Oggetto: Reminder: Invitation to StatMod2026: Statistical Modeling with Applications (18–19 September 2026, Cyprus) Data: Tue, 12 May 2026 06:08:42 +0000 Mittente: Milto Hadjikyriakou <MHadjikyriakou(a)uclan.ac.uk> A: Milto Hadjikyriakou <MHadjikyriakou(a)uclan.ac.uk> CC: Bojana Milosevic <mazaupc(a)gmail.com>, Vlad Stefan Barbu <vladstefan.barbu(a)univ-rouen.fr>, Salim Bouzebda <salim.bouzebda(a)utc.fr>, Guglielmo DAmico <g.damico(a)unich.it>, alex.karagrigoriou(a)unipi.gr <alex.karagrigoriou(a)unipi.gr>, vasilepreda0(a)gmail.com <vasilepreda0(a)gmail.com>, Andreas Artemiou <artemiou(a)uol.ac.cy>, Makridis Andreas <amakridis(a)aegean.gr>, Andreas Anastasiou <anastasiou.andreas(a)ucy.ac.cy>, Costas Christofi <costas.christophi(a)cut.ac.cy>, Petroula Mavrikiou <p.mavrikiou(a)frederick.ac.cy>, Haritini Tsangari <tsangari.h(a)unic.ac.cy>, MICHAILIDOU Kyriaki <kyriakimi(a)cing.ac.cy>, Emmanouil-Nektarios Kalligeris <ekalligeres(a)gmail.com> Dear Colleagues, We are pleased to invite you to */StatMod2026: Statistical Modeling with Applications/*, which will take place on *18–19 September 2026 in Pyla, Larnaka, Cyprus.* StatMod2026 brings together researchers, academics, and practitioners working on modern statistical modeling and its applications across a wide range of fields, including data science, finance, economics, engineering, reliability, risk analysis, and applied probability. The conference places particular emphasis on the interaction between theoretical developments and real-world applications, making it highly relevant to organisations operating in data-driven environments. The conference is organised with the support of _UCLan Cyprus_ and is backed by a strong network of international scientific societies and research institutions. These include the _Cyprus Statistical Society_, the _Greek Statistical Institute_, the _Laboratory of Mathematics Raphaël Salem and the University of Rouen Normandy (France)_, the _French National Centre for Scientific Research (CNRS)_ and the _Fédération Normandie-Mathématiques_, as well as leading Romanian institutions and societies such as the _Romanian Society of Probability and Statistics_, the _Romanian Society of Applied and Industrial Mathematics_, the “_Costin C. Kirițescu” National Institute of Economic Research of the Romanian Academy_, and the “_Gheorghe Mihoc – Caius Iacob” Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy_. *Venue* UCLan Cyprus, Larnaka * * *Important Dates* * Deadline for Registration: 1 June 2026 * Deadline for Abstract Submission: 1 June 2026 * Deadline for Special Session Proposals: 1 June 2026 Further information about the conference, including registration and submission details, is available on the conference website ΣtatMod2026 <https://statmod2026.uclancyprus.ac.cy/index.html>. *Steering Committee* * Vlad Stefan Barbu, Founding Member, LMRS, Univ. of Rouen-Normandy, France & “Costin C. Kirițescu” National Institute of Economic Research of the Romanian Academy, Romania * Salim Bouzebda, Univ. of Technology of Compiègne, France * Guglielmo D'Amico, Univ. “G. d’Annunzio” of Chieti-Pescara, Italy * Milto Hadjikyriakou, Acting Chair, Univ. of Central Lancashire, UCLan Cyprus * Alex Karagrigoriou, Univ. of Piraeus, Greece * Bojana Milošević, Univ. of Belgrade, Faculty of Mathematics, Serbia * Vasile Preda, Founding Member, Honorary Chair, “Gheorghe Mihoc – Caius Iacob” Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy & “Costin C. Kirițescu” National Institute of Economic Research of the Romanian Academy, Univ. of Bucharest, Romania We would be grateful if you could circulate this invitation among colleagues and interested researchers. We look forward to welcoming you to Cyprus for what promises to be an engaging and stimulating scientific event. With kind regards, On behalf of the StatMod2026 Organising Committee *Milto Hadjikyriakou* Assistant Professor in Mathematics and Statistics ** School of Sciences *UCLan Cyprus* T. +357 24 69 4017 E. _mhadjikyriakou__(a)uclan.ac.uk_ <mailto:xxxxx@uclan.ac.uk> Where opportunity creates success University of Central Lancashire <https://www.uclancyprus.ac.cy> Please consider the environment before printing.

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3 Postdoc positions in Probability at Sapienza University of Rome
by Silvestri, Vittoria 14 May '26

14 May '26

Dear colleagues, **Apologies for the repeated message, the first announcement contained an outdated attachment** This is to advertise the opening of *3 Postdoc positions* (Contratti di Ricerca) within the FIS 2 project *Understanding pattern formation in nature via Complex Analysis <https://sites.google.com/view/fis2-pattern-formation/home-page> *at Sapienza University of Rome (details below). Please note the short application window. I would be grateful if you could share this message with anyone who might be interested. Best wishes, Vittoria Silvestri ----------------------------- 3 Postdoc positions (2 years) Link to the call: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/244870 Link to the online application: https://xup.mat.uniroma1.it/Home/CPService Deadline for applications: 7 June 2026 - strict Research topic: Probability, random growth models Duration: 2 years Monthly salary: approx 2800€ per month before taxes (Note: candidates moving to Italy after at lest 2 years abroad will not pay taxes for the duration of the postdoc. More information here <https://www.agenziaentrate.gov.it/portale/web/guest/docenti-e-ricercatori-r…> ) Selection procedure: based on CV, publications (max 5) and an interview (which can be held on zoom). Starting date: soon after the conclusion of the selection procedure (except for candidates in need of an Italian VISA). ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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3 Postdoc positions in Probability at Sapienza University of Rome
by Silvestri, Vittoria 14 May '26

14 May '26

Dear colleagues, This is to advertise the opening of *3 Postdoc positions* (Contratti di Ricerca) within the FIS 2 project *Understanding pattern formation in nature via Complex Analysis <https://sites.google.com/view/fis2-pattern-formation/home-page> *at Sapienza University of Rome (details below). Please note the short application window. I would be grateful if you could share this message with anyone who might be interested. Best wishes, Vittoria Silvestri ----------------------------- 3 Postdoc positions (2 years) Link to the call: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/244870 Link to the online application: https://xup.mat.uniroma1.it/Home/CPService Deadline for applications: 7 June 2026 - strict Research topic: Probability, random growth models Duration: 2 years Monthly salary: approx 2800€ per month before taxes (Note: candidates moving to Italy after at lest 2 years abroad will not pay taxes for the duration of the postdoc. More information here <https://www.agenziaentrate.gov.it/portale/web/guest/docenti-e-ricercatori-r…> ) Selection procedure: based on CV, publications (max 5) and an interview (which can be held on zoom). Starting date: soon after the conclusion of the selection procedure (except for candidates in need of an Italian VISA). Instructions for non-Italian speakers can be found here <https://drive.google.com/file/d/123fB5hu1lhX6t2qKvMWXyrfcN1MstWER/view?usp=…> . ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar Severo at Tor Vergata, May 18th
by Michele Salvi 14 May '26

14 May '26

Dear all, Next Monday RoMaDS will host at the Department of Mathematics of the University of Rome, Tor Vergata the seminar > Monday, 18th May Franco Severo (Sorbonne Université) "Level set percolation of smooth Gaussian fields: an overview" 14h00-15h00, Department of Mathematics, Aula Dal Passo. Abstract Consider the connected components of the level sets of a smooth Gaussian field on the d-dimensional Euclidean space. For which levels does an unbounded connected component appear? When it exists, is it unique? What is the typical size of large bounded components and how does it depend on the level? What happens at the critical level? How do the answers to these questions depend on the dimension and on the correlation decay? These natural questions lie at the heart of level-set percolation of smooth gaussian fields, a topic that has seen significant progress over the past decade. In this talk, I will give an overview of several recent results in the field and highlight a number of open problems that remain to be addressed. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/meet/324713312710924?p=fSpsvvN4aZ6M6ZjvFk The seminar is part of the Excellence Project MatMod@TOV.

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Prob@SISSA: trimester programme
by Ilya Chevyrev 14 May '26

14 May '26

Dear all, it is our pleasure to advertise the trimester programme “Probability and Stochastic Analysis” taking place at SISSA (International School for Advanced Studies), Trieste, from 14 September to 11 December 2026. Its scientific focus is probability theory and stochastic analysis, with emphasis on stochastic PDEs, random matrices, statistical mechanics, and probabilistic methods in QFT. The programme features two workshops (28 September - 2 October 2026 and 7 - 11 December 2026) and four courses delivered by Paul Bourgade, Giuseppe Cannizzaro, Thomas Leblé, and Hao Shen. ´ Participation is free and open, but spaces are limited; travel and accommodation support may be available upon request. Financial-support deadlines: 1 July 2026 (Workshop 1) and 1 October 2026 (Workshop 2). For further information and registration, please visit: https://sites.google.com/view/probsissa The organisers Ilya Chevyrev (SISSA) Gaultier Lambert (SISSA) Hao Shen (University of Wisconsin-Madison)

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PhD Economics and Finance, University of Verona - Call open
by Athena Picarelli 14 May '26

14 May '26

Dear Colleagues, We are pleased to announce the 2026 call for applications for 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 with full scholarships (about 1,300 euros net per month) are available. 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. To be admitted to the selection process, a mandatory, non-refundable fee of 10,00 euros is required, under penalty of exclusion. This fee must be paid by the application deadline. Here is the link to the application page: https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… The deadline for application is *June 9, 2026, at 12.00*. 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 or contact the program coordinator, Prof. Athena Picarelli ( athena.picarelli(a)univr.it) Best regards, 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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ISBA-BNP June 2026 special interview webinar: Eugenio Regazzini
by Tommaso Rigon 13 May '26

13 May '26

Dear all, Apologies for cross-posting. The Bayesian Nonparametric Section of ISBA is excited to announce a special interview webinar in the ISBA-BNP webinar series. Details about upcoming webinars, including the Zoom Registration link for this event, can be found at https://bnp-isba.github.io/webinars.html <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…> DATE & TIME: 15:00 UTC on Thursday June 4th, 2026. Note that 15:00 UTC corresponds to 11:00 US Eastern (EDT) and 17:00 Central European (CEST). SPEAKER: Eugenio Regazzini (University of Pavia) DESCRIPTION: This special interview webinar features a recorded interview with Prof. Eugenio Regazzini, conducted by Antonio Lijoi and Igor Prünster. Regazzini retraces his scientific itinerary from his student years at Bocconi in the late 1960s, when his thesis on hypothesis testing was assigned in an Italian landscape still dominated by Gini's descriptive tradition. He describes the state of probability and statistics in Italy in the late '60s and '70s, recalling the small network of probability chairs of the time and the "return" of de Finetti's ideas to Italy after Savage had championed them in the United States. He then recounts his long-standing collaboration with Donato Michele Cifarelli and the spark that led them into Bayesian nonparametrics — a 1935 abstract by de Finetti on "perequazione", combined with Ferguson's work on the Dirichlet process — which gave rise to their study of the distribution of the mean of a Dirichlet random measure (the Cifarelli–Regazzini identity). The interview closes with a reflection on what it means to be a subjectivist in the spirit of de Finetti, and with reading recommendations for young Bayesians. The interview is in Italian, with carefully curated English subtitles. Following the recording, there will be a live discussion with Prof. Regazzini. Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Associate Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io <https://tommasorigon.github.io/>

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SPASS seminar: Ehsan Hatefi
by Silvia MORLACCHI 13 May '26

13 May '26

Dear colleagues, We would like to invite you to the following SPASS seminar (abstract below): Mathematical Physics meet artificial intelligence and Computational Science by Dr. Ehsan Hatefi (visiting at Pisa University, Math department) The seminar will take place on Wednesday May 20th 2026 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, Università di Pisa. A link for online participants will be shared on the website: https://sites.google.com/unipi.it/spass Best regards, Silvia Morlacchi on behalf of the organizers ----------------------------------------------------- Abstract: Given the recent computational advances in Artificial intelligence, we apply various Machine learning methods as well as Neural networks for Bayesian Estimation of Black Hole solutions and their critical exponents using Quantum perturbation theory. To explore the physical applications of AI/ML, we employ these methods to the field of Gravitation that are useful for the whole community of Gravity, Mathematical and Theoretical Physicists. We then mention several applications of our methods related to Gravity, Solving highly nonlinear ODEs for Black Holes, and other related areas. Finally, we provide a broad perspective for future works. As a particular example of Quantum theory, we also talk about the Black holes, their symmetries, and their particular Geometry.

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2 Contratti di Ricerca Università di Pisa (FIS3 OTODDLE) scad. 12/06/2026
by Dario Trevisan 13 May '26

13 May '26

Buongiorno (English below), segnalo l’apertura di due bandi per il conferimento di Contratti di Ricerca presso l’Università di Pisa, nell’ambito del progetto FIS-2024-06000 OTODDLE – “Optimal TranspOrt and large Deviations for Deep LEarning theory” (Consolidator Grant). I due bandi hanno profilo scientifico parzialmente diverso: - CDR_mat2026_3 (OTODDLE A1) – taglio più statistico/numerico: metodi probabilistici e numerici per grandi deviazioni in reti neurali profonde, con attenzione a aspetti computazionali/simulativi e validazione numerica. link al bando: https://bandi.unipi.it/public/Bandi/Detail/4b77a93a-d638-4681-b543-e3e24fa9… - CDR_mat2026_4 (OTODDLE T1) – taglio più probabilistico/analitico: metodi probabilistici e analitici per grandi deviazioni in reti neurali profonde, con enfasi su risultati teorici e stime quantitative. https://bandi.unipi.it/public/Bandi/Detail/a0a9f13b-cb16-4832-abd8-b34e64e8… Le selezioni sono separate e daranno luogo a due graduatorie distinte. Le persone interessate sono invitate a valutare con attenzione a quale(i) bando(i) presentare domanda, in base al proprio profilo scientifico. Scadenza presentazione domande: 12 giugno 2026, ore 13:00 (per entrambi i bandi). Prego di far circolare per raggiungere il maggior numero di persone interessate. Cordiali saluti, Dario Trevisan --------- Dear colleagues, I would like to advertise two open calls for Research Contracts at the University of Pisa, within the framework of the FIS-2024-06000 OTODDLE project – “Optimal TranspOrt and large Deviations for Deep LEarning theory” (Consolidator Grant). The two calls target slightly different research profiles: CDR_mat2026_3 (OTODDLE A1) – more statistical/numerical in scope: probabilistic and numerical methods for large deviations in deep neural networks, with emphasis on computational/simulation aspects and numerical validation. https://bandi.unipi.it/public/Bandi/Detail/4b77a93a-d638-4681-b543-e3e24fa9… CDR_mat2026_4 (OTODDLE T1) – more probabilistic/analytical in scope: probabilistic and analytical methods for large deviations in deep neural networks, with emphasis on theoretical results and quantitative estimates. https://bandi.unipi.it/public/Bandi/Detail/a0a9f13b-cb16-4832-abd8-b34e64e8… The selections will produce two separate rankings. Interested applicants are therefore encouraged to carefully consider which call(s) best match their profile before applying. Application deadline: 12 June 2026, 13:00 (CET) (for both calls). Please feel free to circulate this announcement to reach as many interested people as possible. Best regards, Dario Trevisan -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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Reminder – Call for Papers | Special Issue on Transition Risks and Climate Challenges
by Daniele Marazzina 11 May '26

11 May '26

Dear colleagues, We would like to kindly remind you of the ongoing Call for Papers for the Special Issue: “Transition Risks and Climate Challenges: Interdisciplinary Perspectives” Decisions in Economics and Finance (Springer) This Special Issue aims to bring together contributions from economists, mathematicians, statisticians, financial analysts, and environmental scientists, focusing on quantitative and interdisciplinary approaches to climate and transition risks. Topics include (but are not limited to): * Climate-transition risk modeling * Sustainable finance and portfolio management under climate constraints * Climate–economy integrated modeling * Data science and machine learning for climate risk * Energy transition and market design * Behavioral, policy, ethical, and regulatory dimensions * Supply chain disruptions and resilience in the climate context 📅 Submission deadline: July 31, 2026 We warmly encourage you to submit your work and to share this call with colleagues who may be interested. For further details, please visit the official announcement: https://link.springer.com/journal/10203/updates/27823746 We look forward to receiving your contributions. Best regards, Daniele Marazzina (on behalf of the Guest Editors) Andrea Flori, Politecnico di Milano, Italy Gianluca Fusai, Università del Piemonte Orientale, Italy Anna Maria Gambaro, Università del Piemonte Orientale, Italy Daniele Marazzina, Politecnico di Milano, Italy Luca Regis, Università di Torino, Italy Luca Trapin, Università di Bologna, Italy

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PhD positions in Mathematics and in Modeling and Data Science at UNITO
by Bruno Toaldo 11 May '26

11 May '26

Dear Colleagues, I would like to draw your attention to the open call for positions in the PhD programs in* Mathematics *and in* Modeling and Data Science *at the* University of Torino*, Italy. See *here <https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLII_ciclo.html>* for the calls and information on how to apply. Deadline: *June 9**th*. The PhD in Mathematics offers *9 positions with scholarship*, with one *reserved for candidates with a foreign master degree*. The PhD in Modeling and Data Science offers *3** positions with scholarship*, with one *reserved for candidates with a foreign master degree*. Further positions (funded by companies) will be added to the call (see here <https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje…> forthcoming updates). See *here <https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=u4vb;field=file…> *for a description of the positions in mathematics. 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. See here <https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=bfjt;field=file…> for a description of the positions in Modeling and Data Science. See also here <https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje…> for further information on every position. The interviews for the selection of candidates will take place in the end of June / first half of July, and can be carried out online. The outcome of the selection will be published in the second half of July; admitted candidates have 7 days to accept the position. Candidates must obtain their Master degree by October 31st, 2026 (and not by the expiry date of the call). The starting date of the PhD program is November 1st, 2026. Please forward this email to anyone who might be interested. Best regards, Toaldo Bruno Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39 0116702850

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Seminario Padova - Bouchot
by alekos.cecchin＠unipd.it 08 May '26

08 May '26

Buongiorno a tutte/i, Vorremmo segnalarvi che Venerdì prossimo (6 Marzo) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Nicolas Bouchot (Universität Innsbruck) <https://www.uibk.ac.at/mathematik/personal/bouchot-nicolas/bouchotnicolas.h tml> website Title: Confined walk, interlacements and covering time Date: March 6, 2026, at 14:30, 2AB40 Abstract: Random interlacements are understood to naturally arise as a full-volume limit of random walks spending a long time inside a domain. However, this understanding is somewhat indirect, as it is often through ways of large deviations principles. In this talk, I will present a straightforward model: the random walk confined inside a domain. We obtain a precise coupling between this confined walk and some interlacements tilted by the first Laplace eigenvector on the domain. As an application, I will present asymptotics for the covering time of subdomains by the confined walk. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Rome Joint Seminars on Stochastic Dynamics, Control, and Learning – Third Meeting
by Marta Leocata 08 May '26

08 May '26

Cari colleghi, siamo felici di annunciare il terzo incontro del ciclo di seminari Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) che si terrà giovedì 14 Maggio 2026, dalle 16:00 alle 18:00 presso l’edificio condiviso EIEF–World Bank (EIEF – Einaudi Institute for Economics and Finance), Sala Conferenze, Via degli Abruzzi 10, Roma. Gli speaker di questo incontro saranno: Anna Vidotto, Sapienza University of Rome Random Fields on the Sphere: Applications to Climate Data Domenico Marinucci, University of Rome Tor Vergata Random Fields on the Sphere: Applications to neural networks Ulteriori informazioni sono disponibili al seguente link: https://sites.google.com/view/rome-sdcl/home Vi informiamo inoltre che sullo stesso sito è possibile accedere alle slides dei precedenti incontri. La partecipazione ai seminari è gratuita, ma la registrazione (non vincolante) è fortemente consigliata per accelerare l’ingresso nell’edificio condiviso EIEF–World Bank: https://docs.google.com/forms/d/e/1FAIpQLSfKuFV0b3kGaYLg2GLlaUmeAeutRDMw5dX… Speriamo di vedervi numerosi e vi invitiamo a condividere questo annuncio con chiunque possa essere interessato. A presto, Valeria Bignozzi, Sapienza University of Rome Alessandro Bondi, Luiss University Katia Colaneri, University of Rome Tor Vergata Jodi Dianetti, University of Rome Tor Vergata Marta Leocata, Luiss University

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PhD HPSC (Univ. Pisa, 42° ciclo) – borse su progetto, incl. 1 su FIS 3 OTODDLE
by Dario Trevisan 07 May '26

07 May '26

Buongiorno a tutte e a tutti, segnalo l’apertura del bando per il Dottorato in High-Performance Scientific Computing (HPSC), 42° ciclo, presso l’Università di Pisa https://www.dm.unipi.it/phd-hpsc/call-for-applications-to-the-ph-d-programm… È disponibile 1 borsa finanziata sul progetto FIS 3 OTODDLE (Optimal Transport and Large Deviations for Deep Learning), sotto la mia supervisione. Il progetto di dottorato rientra nella linea applicata di OTODDLE e riguarda inizializzazione e training di reti neurali profonde, stime quantitative, algoritmi orientati all’HPC e simulazioni su larga scala, in stretta interazione con il gruppo di ricerca. Studenti e studentesse interessati/e ad aspetti computazionali, simulazione della probabilità e ottimizzazione sono invitati/e a candidarsi. Nota: oltre alla borsa su OTODDLE, il bando prevede altre borse su progetto: sarà sufficiente che il/la candidato/a indichi durante il colloquio orale a quali borse/progetti è interessato/a. Cordiali saluti, Dario Trevisan --- Dear colleagues, I would like to advertise the opening of the call for applications to the PhD Programme in High-Performance Scientific Computing (HPSC), 42nd cycle, at the University of Pisa: https://www.dm.unipi.it/phd-hpsc/call-for-applications-to-the-ph-d-programm… There is one PhD fellowship funded by the FIS 3 project OTODDLE (Optimal Transport and Large Deviations for Deep Learning), under my supervision. The PhD project lies within the OTODDLE applied research line and will focus on initialization and training of deep neural networks, quantitative estimates, HPC-oriented algorithms, and large-scale simulations, in close interaction with the research group. Students interested in computational aspects, probability simulation, and optimization are warmly encouraged to apply. Important note. In addition to the OTODDLE-funded fellowship, the call includes other project-funded fellowships. Applicants can simply state during the oral interview which fellowships/projects they are interested in. Best regards, Dario Trevisan -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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VII Edizione del Corso Executive in Finanza Matematica
by Andrea Pascucci 06 May '26

06 May '26

*Aperte le iscrizioni alla VII edizione del Corso Executive in Finanza Matematica – Università di Bologna* L’edizione 2026-2027 del *Corso Executive in Finanza Matematica* dell’Università di Bologna inizierà nel mese di *ottobre 2026*. Tutti i dettagli sul programma sono disponibili al seguente link: 🔗 https://site.unibo.it/finanza-matematica/it/ Il *bando di ammissione*, con scadenza *1 ottobre 2026*, è consultabile alla pagina: 📄https://www.unibo.it/it/studiare/dottorati-master-specializzazioni-e-altra-formazione/corsi-alta-formazione/2026-2027/executive-in-finanza-matematica -- --------------------------------------------------------------- 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 --------------------------------------------------------------- L'inferno dei viventi non è qualcosa che sarà: se ce n'è uno, è quello che è già qui, l'inferno che abitiamo tutti i giorni, che formiamo stando insieme. Due modi ci sono per non soffrirne. Il primo riesce facile a molti: accettare l'inferno e diventarne parte fino al punto di non vederlo più. Il secondo è rischioso ed esige attenzione e apprendimento continui: cercare e saper riconoscere chi e cosa, in mezzo all'inferno, non è inferno, e farlo durare, e dargli spazio. Italo Calvino

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SEMINAR: Petros Dellaportas @Luiss - 7 may
by Matteo Iacopini 05 May '26

05 May '26

Dear all, On Thursday, 7th May, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Petros Dellaportas (University College London) Title: “Gaussian Invariant Markov Chain Monte Carlo” Abstract: We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second-order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that Gaussian invariant sampling can lead to ergodic estimators with significantly improved statistical efficiency. This is due to a remarkable property of Gaussian invariance that allows us to obtain exact analytical solutions to the Poisson equation for Gaussian targets. These solutions can be used to construct efficient and easy-to-use control variates for variance reduction of estimators under any intractable target. We demonstrate the new samplers and estimators in several examples, including high-dimensional targets in latent Gaussian models, where we compare against several advanced methods and obtain state-of-the-art results. We also provide theoretical results regarding geometric ergodicity and an optimal scaling analysis that shows the dependence of the optimal acceptance rate on the Gaussianity of the target. Anyone interested in attending is welcome; just email me for logistical purposes. Hoping to meet you there! Best, Matteo Iacopini 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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Two seminars and a mini-course next week at Tor Vergata
by Michele Salvi 05 May '26

05 May '26

Dear all, Next week RoMaDS will host two seminars and a mini-course at the Department of Mathematics of the University of Rome, Tor Vergata (this is the link <https://www.mat.uniroma2.it/~rds/events.php> to RoMaDS webpage with all future events. We have some technical problems at the moment, but you can safely access the website ignoring the warning!). All abstracts can be found at the end of this email. Best, Michele > Monday, 11th May, Seminar Johannes Alt (University of Bonn) "Spectra of critical Erdős-Rényi graphs" 14h00-15h00, Department of Mathematics, Aula Dal Passo. Teams link <https://teams.microsoft.com/meet/35777624543024?p=boIC6CbJ8QfDutJzUV>. > Thursday, 14th May, Seminar Isabella Ziccardi (IRIF, Université Paris Cité) "Electing a Leader with Limited Resources" 16h00-17h00, Department of Mathematics, Aula D’Antoni. Teams link <https://teams.microsoft.com/meet/389989257555244?p=IMwo46pwx3w3fSzhOm>. > 12-13-14th May, Mini-course Cyril Letrouit (CNRS, Laboratoire de Mathématiques d'Orsay) "The Mathematics of Transformers: From Particle Systems to Control Theory" 12, 13, 14 May, 11h00-12h30, Department of Mathematics, Aula Dal Passo For all further information you can contact Prof. Caponigro at caponigro(a)mat.uniroma2.it <mailto:caponigro@mat.uniroma2.it> ABSTRACTS Abstract Alt “Spectra of critical Erdős-Rényi graphs" We consider the Erdős-Rényi graph G in its critical regime when its expected degree d scales like the logarithm of its number of vertices. On this critical scale, G undergoes a connectivity transition through the formation of isolated vertices. Moreover, localized eigenvectors emerge. The time evolution of a free quantum particle on G is governed by the adjacency matrix A of G through the Schrödinger equation. We determine the solution to this Schrödinger equation by comparison to an infinite tree. As A possesses localized and delocalized eigenvectors, the solution is in general a mixture of localized and scattering waves Abstract Ziccardi “Electing a Leader with Limited Resources” A distributed system consists of n independent entities—such as computers, servers, or even biological organisms—connected by a communication graph G. In such a system, nodes operate autonomously using their own local memory. A fundamental challenge in this setting is the Leader Election problem, where nodes must coordinate to elect a single leader. Electing a leader is fundamental because it serves as a central control, simplifying many other coordination tasks. Recently, much attention has been focused on leader election within weak communication models, like the beeping or stone age models. While many algorithms have been proposed, they typically require nodes to have large memory capacities, require knowledge of global quantities (such the total number of nodes n) or only work on specific families of graphs. In this talk, I introduce a very simple randomized algorithm that almost surely elects a leader on any network G. Our approach requires only constant memory and zero prior knowledge about G’s size or topology; nodes interact by sending only a 1-bit signal. We show that this protocol is efficient, reaching a stable leader configuration in O(D^2 log n) rounds with high probability, where D is the diameter of G. Finally, I will address the issue of resilience. Because our algorithm requires all nodes to start from the same, fixed initial state, it cannot guarantee leader election if the system starts in an arbitrary configuration reached due to local faults. I will discuss how to extend this algorithm to be self-stabilizing—meaning it can recover and converge from any initial state. Our self-stabilizing solution uses only O(log log n) bits of memory, representing an exponential improvement over previous literature that required O(log n) bits. This presentation is based on joint work with Robin Vacus [PODC 2025] and Lélia Blin and Sylvain Gay [PODC 2026] Abstract Letroiut “The Mathematics of Transformers: From Particle Systems to Control Theory” Since their introduction in 2017, Transformers have profoundly transformed large language models and, more generally, deep learning. This success largely relies on the mechanism known as "self-attention". In this course, I will introduce a mathematical framework that allows self-attention to be viewed as a system of interacting particles. I will explain certain remarkable properties of the associated dynamics in the space of probability measures, with particular emphasis on cluster formation, the preservation of Gaussian distributions, the subtleties of the associated mean-field limit, and the great "expressivity" of these neural networks, proved thanks to control theory.

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PROMEMORIA MOX COLLOQUIUM presso Politecnico di Milano - 07.05.26 ore 14:30 – Peter Bühlmann
by Laura Maria Sangalli 05 May '26

05 May '26

Cari Colleghi, vi ricordo il seguente seminario della serie dei MOX COLLOQUIA: 07.05.26 Ore 14:30 - Sala Consiglio, Edificio 14, Politecnico di Milano Speaker: Peter Bühlmann, ETH Zürich Titolo: Causality-Inspired Machine Learning: A Path to more Robust AI Systems Abstract: The pursuit of reliable and robust machine learning has become a central focus, with statistics and data science playing pivotal roles in its advancement. We explore connections between distributional robustness and causality, providing methodological insights to enhance the reliability of AI systems. We examine the broader implications of these concepts through a case study in digital health and conclude by emphasizing the importance of rigorous real-world validation of machine learning and AI algorithms. https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… <https://cassyni.com/events/Lwo25Mh9yCpmezYk7Fie8m> [NgwyDiUV254sqYXdcEuAM4.png] Causality-Inspired Machine Learning: A Path to more Robust AI Systems<https://cassyni.com/events/Lwo25Mh9yCpmezYk7Fie8m> cassyni.com<https://cassyni.com/events/Lwo25Mh9yCpmezYk7Fie8m> Per seguirlo in streaming è necessario registrarsi (gratuitamente) alla piattaforma Cassyni. Un caro saluto, 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 https://sangalli.faculty.polimi.it

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EXTENDED DEADLINE for AMASES 2026
by Francesco Cesarone 04 May '26

04 May '26

Dear Colleagues, Due to numerous requests, the Organizing Committee of the 50th Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences (AMASES 2026) https://sites.google.com/uniroma1.it/amases2026/<https://urldefense.com/v3/__https:/sites.google.com/uniroma1.it/amases2026/…> has decided to extend the deadline for abstract submissions. New Deadline for Abstract Submission: May 10, 2026 Notification of Acceptance: June 5, 2026 Deadline for Early Bird Registration: June 30, 2026 Deadline Registration for Communications to be included in the program: June 30, 2026 Francesco Cesarone On behalf of The AMASES 2026 Organizing Committee * 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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Reminder: 44th Finnish Summer School on Probability and Statistics, 50 years jubilee, Lammi, Finland 25-29.5.2026
by Gasbarra, Dario 04 May '26

04 May '26

Dear friends of Stochastics and Statistics, registration for the 44th Finnish Summer School on Probability and Statistics, 50 years jubilee edition, in Lammi, Finland 25-29.5.2026 is open until SATURDAY MAY 9th. Please check the website 44th Finnish Summer School on Probability and Statistics, 50 years jubilee | FDNSS<https://fdnss.fi/44th-finnish-summer-school-on-probability-and-statistics-5…> https://fdnss.fi/wp-content/uploads/2026/03/fdnss-school_poster-2026.pdf Minicourses: * Nils Berglund<https://www.idpoisson.fr/berglund/> (Université d’Orléans) Topics in Gaussian Wiener chaos expansion (abstract)<https://fdnss.fi/topics-in-gaussian-wiener-chaos-expansion/> * Giulia di Nunno<https://www.mn.uio.no/math/personer/vit/giulian/> (University of Oslo) BSDEs and fully-dynamic risk measures * Frank Röttger<https://sites.google.com/view/roettger/startseite> (University of Twente) Probabilistic graphical models and their application to extreme value statistics * SJS Lectures: Subhabrata Sen<https://sites.harvard.edu/sus977/> (Harvard University) Recent progress in multi-modal data analysis (abstract)<https://fdnss.fi/recent-progress-in-multi-modal-data-analysis/> See you in Lammi ! Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland dario.gasbarra(a)uwasa.fi

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Seminario Sapienza Roma - 7 Maggio 2026
by Alessandro Degregorio 04 May '26

04 May '26

Cari tutti, vorrei segnalare il seguente seminario che si terrà il *7 Maggio* *alle ore 14, aula 24,* presso il *Dipartimento di Scienze Statistiche -- Sapienza Roma * (Edificio CU002, IV piano, p.le A.Moro 5, Roma). *Speaker:* Kei Kobyashi (Fordham University - New York) *Title: *Small-time asymptotic behavior of the spectral heat content for isotropic Lévy processes *Abstract: *The spectral heat content (SHC) measures the total heat contained in a bounded domain at a given time when the initial temperature inside the domain is set to be one, and the temperature outside the domain is kept at zero. The SHC with heat particles represented by Brownian motion was intensively studied more than three decades ago, whereas the investigation of the SHC for Lévy processes started only about a decade ago. In this talk, we derive the precise small-time asymptotic behavior of the SHC for a large class of isotropic Lévy processes. The result covers the cases of Brownian motion, stable Lévy processes, and some jump diffusions, while the proof provides a unified approach to the asymptotic behavior of the SHC for all of these processes. This is joint work with Hyunchul Park. E' possibile assistere al seminario online collegandosi al seguente indirizzo: https://uniroma1.zoom.us/j/88659953902?pwd=bRglbpbc8ZyN4BBxllXPxlncAa1l6i.1 (ID riunione: 886 5995 3902) Cordiali saluti, Alessandro De Gregorio -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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SPASS seminar: Lucie Laurence - Tue 5 May at 14:00
by Marco Romito 03 May '26

03 May '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): _Speaker_: *Lucie Laurence *(University of Bern, Institute of Mathematical Statistics and Actuarial Sciences) _Title_: *Noise-induced stabilization in chemical reaction networks* _Date and time_: *Tue, May 5th* at *14:00 CET* _Place_: Auletta Riunioni, Dipartimento di Matematica, UniPi, Pisa _Join online_: https://meet.google.com/esx-pxkw-fhw On behalf of the organisers, Samuele Saviozzi ********************* _Abstract_: /Chemical reaction networks (CRNs) describe the evolution of interacting molecular species through a set of reactions. In the stochastic formulation, the system tracks discrete molecule counts and evolves as a jump process driven by reaction events. Transition rates follow mass‑action kinetics and are polynomial functions of the state. When molecule numbers are large, these stochastic dynamics are typically approximated by a deterministic ODE system. The connection between the stability of these two models is an active area of research./ /In this talk, I will present a CRN exhibiting a noise‑induced stabilization phenomenon. Deterministically, the associated ODE admits trajectories that diverge and blow up in finite time. In contrast, the stochastic model is stable: sample paths remain bounded and repeatedly return to compact regions of the state space. The proof combines a Lyapunov‑function criterion with scaling arguments that control the behavior of the stochastic trajectories./ /In the final part of the talk, I will discuss new directions for extending this stabilization result to broader classes of CRNs. Using Poincaré compactification, I will outline conditions on the deterministic dynamics that ensure stability of the corresponding stochastic system./ /This is a joint work with A. Agazzi./

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Seminario di Vanessa Jacquier in Sapienza - Giovedi' 7 Maggio
by Faggionato, Alessandra 29 Apr '26

29 Apr '26

Buongiorno, Giovedi' 7 Maggio alle ore 14:00 in Aula L (piano terra) del Dipartimento di Matematica in Sapienza *Vanessa Jacquier *(Univ. di Padova) terrà un seminario, di cui sotto trovate titolo e abstract. Buona giornata Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Title: *Minimal shapes on the hyperbolic lattices and the emergence of metastability *Abstract: *We investigate geometric and dynamical aspects of hyperbolic lattices arising from regular tilings with 1/p+1/q<1/2. We first characterize finite shapes with minimal perimeter and show that the ratio of perimeter to volume converges to the isoperimetric constant. We also construct a family of regular layered balls that achieve this constant for any fixed volume. We then study the Ising model on finite subgraphs with minus boundary conditions and a positive external field h. For a suitable range of h, we prove the presence of metastable behavior, identify the metastable state, and characterize the exit time. Finally, we describe the energy landscape and analyze the nucleation mechanism for all positive values of h, including beyond the metastable regime. -- ************************************************* 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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Network Econometrics Summer School (June, 29 - July, 3, 2026, Venice, Italy)
by Roberto CASARIN 28 Apr '26

28 Apr '26

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, Ca' Foscari University, organizes the course for PhD students in: Network Econometrics, 29 June - 3 July, 2026, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2026 The Summer School aims to provide participants with models and tools from graph theory to analyze various effects of social, economic, financial, and political interaction. The school will host leading scholars to develop relevant network modeling and inference research and its applications to various fields. *Participation*: Online or in presence *Application Deadline*: May *Coordinator* Roberto Casarin <https://sites.google.com/view/robertocasarin>, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti <https://emanuelealiverti.github.io/>, University of Padova Monica Billio <http://venus.unive.it/billio/>, Ca' Foscari University of Venice Matteo Iacopini <https://matteoiacopini.github.io/>, LUISS University Mariangela Guidolin <https://scholar.google.com/citations?user=tOh7UTUAAAAJ&hl=it>, University of Padova Luca Rossini <https://lucarossini.wixsite.com/luca-rossini>, University of Milan Ovielt Baltodano Lopez <https://sites.google.com/view/ovieltbaltodano/>, Ca' Foscari University of Venice *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards -- 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>

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Tenure track in Data Science at BI Norwegian Business School (Oslo)
by Lavagnini, Silvia 28 Apr '26

28 Apr '26

Dear all, There is a new open position at the Department of Data Science and Analytics at BI Norwegian Business School (Oslo): We are looking for an Assistant Professor (4-year tenure-track position). 𝗧𝗵𝗲 𝗥𝗼𝗹𝗲: • Focus on Machine Learning, AI, and Statistical Learning. • Low teaching load and competitive research support. • Part of the Center for Applied AI and SURE-AI. 𝗥𝗲𝗾𝘂𝗶𝗿𝗲𝗺𝗲𝗻𝘁𝘀: PhD in Computer Science, Math, Stats, or related fields. For info and application form: https://bi.easycruit.com/intranet/intranet/vacancy/3620885/195887?iso=no Deadline: 26/05/2026 Best regards, Silvia — Silvia Lavagnini Assistant Professor Department of Data Science and Analytics Nydalsveien 37, 0484 Oslo www.bi.edu/silvia-lavagnini<https://www.bi.edu/about-bi/employees/department-of-data-science-and-analyt…>

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QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 28 Apr '26

28 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 4 May 2026, 13.15-14.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with arbitrary accuracy. Abstract: We propose a unified methodology for pricing general path-dependent derivatives, such as (without sake of exhaustiveness) Asian, barrier, variance, lookback and cliquet options. The proposed approach is based on the Monte Carlo Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the new algorithm over existing literature consists in a simple and effective control of the error. A practitioner needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance, ε. Then, our proposed algorithm provides a price approximation that differs by no more than e from the true unknown option price with probability at least equal to ε. In other words, the practitioner can easily control the accuracy of the price approximation, contrarily to any other approach proposed in the literature so far. We provide explicit formulas linking the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. Leveraging such formulas, it is possible to drastically reduce computing times through variance reduction techniques, rendering the pricing methodology computationally efficient. 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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LSAA 2026, June 15–18 – registration deadline extended to May 14
by Andreas Petersson 28 Apr '26

28 Apr '26

Dear colleagues (apologies if you get multiple copies of this email), The registration deadline for the Linnaeus Workshop on Stochastic Analysis and Applications (LSAA 2026), held at Linnaeus University in Växjö, Sweden, during the Midsummer week of June 15–18, 2026, has been extended to May 14. We would be grateful if you could forward this information within your department. LSAA is an annual conference series (since 2010) and a meeting point for researchers working on stochastic processes, differential equations, and applications, with a focus on fostering collaboration across stochastics, numerics, analysis, and complex systems. We welcome contributed talks, and PhD students and early-stage researchers are especially encouraged to participate. The workshop is held in conjunction with the 3rd Young Summer School on Stochastic Analysis. Register and find details: https://lnu.se/en/lsaa2026 We look forward to welcoming you to Växjö in June! Best regards, Andreas Petersson, Wolfgang Bock, and Astrid Hilbert (Workshop organizers)

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Reminder: OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 28 Apr '26

28 Apr '26

Dear all, a kind reminder of this week's OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar on April 30, 1pm UK time, when Oksana Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) will talk about "Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems". The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm Meeting ID: 374 263 351 331 567 Passcode: B8Em6Cg9 Speaker: Oksana A. Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system. Keywords: Deep learning; likelihood-free inference; generative models. Reference: R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167 Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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SPASS seminar: Alessandro Panconesi - Wed 29 Apr at 14:00
by Alessandra Caraceni 27 Apr '26

27 Apr '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Alessandro Panconesi (Sapienza Università di Roma) Title: Probabilistic Algorithms and Methods for the Web Economy Date and time: Wed, April 29th at 14:00 CET Place: Aula Mancini, Palazzo della Carovana, Scuola Normale Superiore, Pisa Join online: https://meet.google.com/cuf-mjvp-ynv On behalf of the organisers, Alessandra Caraceni ********************* Abstract: The web economy offers a wealth of challenging problems for algorithmic research, many of which require fundamentally probabilistic techniques. In this talk, I will briefly discuss two examples from our work. First, I will consider the classic online matching problem, a central primitive in online advertising. We prove a new impossibility result: no online algorithm can achieve a competitive ratio better than 1-e^{1-e}. Second, I will turn to problems arising in discrete choice, a framework widely used in economics. In particular, within random utility models (RUMs) – introduced by Nobel laureate Daniel McFadden – we establish a striking impossibility result about the learnability of user preferences. This result shows that even with massive data and computational power, web platforms face fundamental limits in inferring user behaviour. This is joint work with Flavio Chierichetti, Mirko Giacchini, Ravi Kumar, Erasmo Tani, Andrew Tomkins and Andrea Vattani.

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ESOBE 2026 - deadline extension
by Matteo Iacopini 27 Apr '26

27 Apr '26

Dear all, This is to announce an extension to the deadline for submitting a paper (or extended abstract) for a contributed oral or poster session to the upcoming ESOBE conference (https://esobe2026.github.io/) which will take place on 27-28 August 2026 at LUISS University in Rome. The extended deadline is Wednesday, 6th May. I also remind you that: * PhD students who are members of the EFaB section within ISBA may apply for a travel support grant. * PhD students and researchers who received their PhD after August 2021 may apply to present their work in the dedicated oral “Young Researchers Session”. For further details about the call for papers, please see the conference website (https://esobe2026.github.io/) or write an email to esobe2026(a)gmail.com<mailto:esobe2026@gmail.com> Looking forward to meeting you in Rome! Kind regards, Matteo Iacopini --------------------------------------------------------- Matteo Iacopini Assistant professor (tenure) in Statistics LUISS "Guido Carli" University, Italy web: https://matteoiacopini.github.io<https://matteoiacopini.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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6-year postdoc (university assistant) position in Probability at TU Wien
by Prof. Fabio Toninelli 24 Apr '26

24 Apr '26

Dear colleagues, the probability group (https://www.tuwien.at/en/mg/proba) at TU Wien advertises a 6-year postdoc (university assistant) position. The link to the announcement is here: https://jobs.tuwien.ac.at/Job/266455 <https://jobs.tuwien.ac.at/Job/266455> Deadline for application: *May 21st, 2026* Starting date: *October 2026* (with some flexibility). Best wishes Fabio Toninelli and Marcin Lis -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Registrations open for BioInferece2026
by Massimiliano Tamborrino 22 Apr '26

22 Apr '26

Dear all, Registrations are now open for the 5th BioInference conference<https://bioinference.github.io/2026/2026-main-page/>, taking place at the University of St Andrews between 10 and 12 June 2026. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. We are excited to welcome you to a three-day conference featuring 40 invited and contributed talks (single-track, no parallel session!). In addition to the diverse programme of talks, the conference includes: * a poster session on Wednesday afternoon, * a session with industry and non-academic partners from Vici.bio, Cancer Research Horizon, Firefinch and Fios Genomics on Thursday afternoon, * optional evening social activities to explore the local culture of St Andrews, its rich golf history, and the Scottish traditions of whisky and gin tasting on Wednesday evening, * a conference dinner on Thursday evening (£30) You can register at https://www.eventsforce.net/standrews/336/home by the 17th May 2026. Tickets are limited and will be allocated on a first-come, first-served basis. The registration fee is set as £70 and it covers lunches and coffee breaks during the three days of the conference. Some of the optional social activities on Wednesday afternoon involve additional fees. You can find out more and indicate your preferences on the registration page. Registration for the conference dinner is optional and it costs £30.00. Accommodation and Travel We encourage you to book accommodation as soon as possible. You can find information about accommodation at a discounted price and travel here<https://www.eventsforce.net/standrews/frontend/reg/tOtherPage.csp?pageID=19…>. Please don't hesitate to get in touch if you have any information. We are looking forward to seeing you at BioInference 2026. Best, Massi on the behalf of the BioInference2026 Organisers ------------------------------------------------------------------------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Seminario Maria Infusino - Politecnico di Milano - 4 Maggio 2026
by Luca Scarpa 21 Apr '26

21 Apr '26

Si segnala il seguente seminario a tutti gli interessati. Lunedì 4 Maggio 2026, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Maria Infusino, Università di Cagliari. Title: A few moments with the problem of moments: from finite to infinite dimensions. Abstract: The problem of moments, also known as moment problem, is the elegant question of establishing whether there exists a probability measure having some prescribed moments. A fascinating feature of this problem is its great modeling power, which has been attracting scientists for more than a century in the most different scientific areas. This talk aims to give an introduction to the moment problem with a special focus on the connection between finite and infinite dimensional moment problem. In fact, the theory of moment problems for probabilities supported in an infinite dimensional space is not as well developed as in the finite dimensional case and is still not up to the demand of the applications. We present a general approach to the infinite dimensional moment problem based on projective limit techniques which allow us to exploit the results in the classical finite dimensional moment theory to the infinite dimensional case. We prove that under the so-called Prokhorov condition, the infinite dimensional moment problem on a unital commutative algebra A is solvable if and only if for any finitely generated subalgebra S of A the corresponding finite dimensional moment problem is solvable. Among the several applications, we point out the case when A is the tensor algebra of an infinite dimensional vector space and discuss some consequences for moment problems for random measures. This is a joint work with Salma Kuhlmann, Tobias Kuna and Patrick Michalski. Link Zoom: https://polimi-it.zoom.us/j/92717904160?pwd=pYnlbEU3lgY1fsNsUR3eILct80N9wT.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2719&sezione_di_ricerca=probstat&stri… ----- 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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14th International Conference on Statistical Seismology (StatSei14): October 13–16, 2026
by ELISA VARINI 20 Apr '26

20 Apr '26

Dear all, We are pleased to announce that the 14th International Conference on Statistical Seismology (StatSei14) will take place October 13-16, 2026 at the Universidad Andrés Bello (UNAB), Casona de Las Condes Campus, Santiago, Chile. The abstract submission period is now open, and we are ready to warmly invite researchers to submit their contributions. More information is available at: www.statsei14.cl<http://www.statsei14.cl/> Important dates * March 1 – April 30 Abstract submission period * June 1 – June 14 Notification of acceptance of contributions * June 1 – July 31 Early registration period * August 1 – September 30 Late registration period * October 13 – October 16 StatSei14 Conference We would appreciate you sharing this announcement with interested colleagues and networks. Best regards, Orietta Nicolis Professor, Andres Bello University Member of the StatSei14 Local Organizing Committee

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Promemoria workshop UMI PRISMA
by Alessandra MEOLI 20 Apr '26

20 Apr '26

Cari e care colleghi/e, desideriamo segnalarvi nuovamente il workshop “Problematiche ed iniziative sull’insegnamento della probabilità e della statistica nelle scuole secondarie”, promosso dalla Commissione Insegnamento del Gruppo UMI PRISMA. L’evento si terrà il 23 e 24 aprile 2026, in modalità mista, presso l’Università di Salerno (Campus di Fisciano) e online. La partecipazione è libera, ma è necessaria l’iscrizione. Il sito dedicato all'evento è disponibile al seguente link: https://sites.google.com/view/prisma-did-probstat/home-page Vi aspettiamo numerosi! Un cordiale saluto, Il Comitato Organizzatore: Luigi Amedeo Bianchi Paolo Dai Pra Patrizia Di Gironimo Michele Gianfelice Barbara Martinucci Alessandra Meoli Daniela Morale Franco Pellerey Serena Spina Barbara Trivellato

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Next Webinar PRISMA - May 4, 2026 - Speakers: D. Addona & F. Masiero
by Maurizia Rossi 20 Apr '26

20 Apr '26

Webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for Monday, May 4, 2026. The speakers will be *Davide Addona* (Università di Parma) and *Federica Masiero* (Università di Milano-Bicocca), who will speak on: *Pathwise uniqueness, strong existence and regularization by noise effect* according to the following schedule 16:00 1st seminar 16:30 Break and discussions 16:45 2nd seminar 17:15 Conclusions and discussions The *abstract* can be found in the attached pdf. The seminars will be streamed on *Webex* at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m423bf01b9ce7c78a1f112b95be8d… Meeting code: 2743 448 9103 Meeting password: 3ruJdwDV3Z7 We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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9 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 20, 2026 - 13:00 (CEST)
by Susi Ceron 17 Apr '26

17 Apr '26

Nine 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, 2026)*. *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 2026). 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). This corresponds to the basic scholarship of €16,243.00 (gross amount), plus €2,400 funded from the Department’s and the University’s budgets. This results in a net monthly amount of €1,372.18, compared with the basic amount of €1,195.53. The grant will be awarded for a period of three years and will be conditional upon the achievement of satisfactory results, which will be assessed on an annual basis. *How to apply* The call is published (*deadline May 20, 2026 - 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_XLII* 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 Coordinator of the PhD Course in Statistics University of Padova - Italy -- Dott.ssa Susi Ceron Dipartimento di Scienze Statistiche Universita' degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274167 fax +39 049 8271524 www.stat.unipd.it

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Seminars in Statistics at Collegio Carlo Alberto - Randolf ALTMEYER (IMPERIAL COLLEGE LONDON)
by Matteo Giordano 17 Apr '26

17 Apr '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 24/04/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Randolf ALTMEYER (IMPERIAL COLLEGE LONDON) Title: PARAMETER ESTIMATION FOR MATÉRN RANDOM FIELDS FROM LOCAL MEASUREMENTS Abstract: Gaussian random fields with Matérn covariance structure are fundamental models in spatial statistics and widely used in applications. Given discrete observations on a regular grid, we study the parametric estimation of key parameters governing variance, range, and smoothness. Our approach is based on the representation of the random field as the solution to an elliptic stochastic partial differential equation (SPDE), which provides a structural framework for inference. A key insight from this representation is that the model parameters exhibit distinct local scaling behavior, reflecting the local structure of the underlying differential operator. Building on this idea, we construct spatially localized linear combinations of the data, referred to as local measurements, which approximate localized features of the field. By analyzing how these quantities scale across resolutions, we develop a novel class of estimators based on localized quadratic functionals. This can be viewed as a multi-dimensional extension of quadratic variation techniques from time series analysis. By carefully designing test functions with prescribed moment cancellation properties, we obtain explicit estimators for the variance, range, and smoothness parameters. We establish asymptotic normality under infill asymptotics and derive explicit expressions for the estimator variances using Gaussian moment identities. The resulting methods are computationally efficient, with linear complexity in the number of observations. Numerical experiments demonstrate that the proposed estimators are competitive with existing approaches while offering substantial computational advantages. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email 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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OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 17 Apr '26

17 Apr '26

Dear all, please save the date for the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi>. We are delighted to announce that our next speaker is Oksana Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) who will talk about "Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems" on Thursday the 30th April at 1pm UK time (note the different time!) with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm Meeting ID: 374 263 351 331 567 Passcode: B8Em6Cg9 Speaker: Oksana A. Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system. Keywords: Deep learning; likelihood-free inference; generative models. Reference: R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167 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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Bando RTT STAT-04/A Università di Genova - Dipartimento di Economia
by Matteo Brachetta 17 Apr '26

17 Apr '26

Care Colleghe, Cari Colleghi, è aperta una procedura di selezione per l’assunzione di 1 Ricercatore a tempo determinato in tenure track (RTT) presso il Dipartimento di Economia dell'Università di Genova. Settore scientifico disciplinare (SSD): STAT-04/A - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Scadenza per la presentazione delle domande: 7 Maggio 2026, ore 12:00. Il bando è disponibile a questo link: https://concorsi.unige.it/home/procedure/5373 Cordiali saluti, %---------- ENGLISH VERSION ----------% Dear Colleagues, We are pleased to announce a call for applications for one tenure-track Assistant Professor (RTT) position at the Department of Economics, University of Genoa. Research Field (SSD): STAT-04/A – Mathematical methods for economics, actuarial, and financial sciences. Application Deadline: May 7, 2026, at 12:00 PM (CET). The full announcement is available at the following link: https://concorsi.unige.it/home/procedure/5373 Best regards, Matteo Brachetta Associate Professor Department of Economics - University of Genoa

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Invitation to Join the IAVCEI Commission on Statistics in Volcanology (COSIV)
by Andrea Bevilacqua 16 Apr '26

16 Apr '26

Dear Colleagues, The IAVCEI Commission on Statistics in Volcanology (COSIV) is actively looking to welcome new members, especially Early Career Researchers (ECRs), to join our international group. *Who We Are & What We Do* Established in 2007, our commission focuses on fostering the statistical analysis of volcanological data. We pride ourselves on our highly multidisciplinary nature, constantly working to bridge the gap between Earth Sciences, Mathematics, Statistics, and Engineering. The COSIV was recently presented in the IAVCEI Newsletter n.1 2026: https://www.iavceivolcano.org/newsletter-1-2026/. *Upcoming Initiatives* By joining COSIV, you will have the opportunity to engage with our network and participate in our upcoming events, which currently include: - A proposed collaborative scientific session at the upcoming IUGG 2027 in Incheon, South Korea, titled "Probability Analysis of Volcanic Hazards and Implications for Risk Assessment". - A newly planned COSIV scientific workshop currently in the early stages of organization, which is slated to be based in Italy. *How to Join* We welcome all interested IAVCEI members to get involved. To become an active member, please fill out our quick subscription form: https://forms.gle/zw3BxyJSuV8w5NPS7. For more information about the COSIV, please visit our website: https://cosiv.iavceivolcano.org/. We look forward to bringing fresh perspectives into the commission! Best regards, The COSIV Leadership Board Andrea Bevilacqua (INGV, Italy) Vanesa Burgos (IGN, Spain) Susanna Jenkins (EOS, Singapore) Stuart Mead (GNS, New Zealand) Alessandro Tadini (INGV, Italy)

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A Spring Day in Probability and Statistical Physics - Florence, 8 May 2026
by Elia Bisi 16 Apr '26

16 Apr '26

Dear colleagues, We are happy to announce the 17th event in the series “Days in Probability and Statistical Physics”: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS 8 May 2026 University of Florence, Department of Mathematics and Computer Science, Viale Morgagni 67/a, Florence Speakers: Perla Sousi (University of Cambridge) will speak on: The cutoff phenomenon for random walks Laurent Miclo (Toulouse School of Economics) will speak on: On set-valued intertwining duality for Markov processes Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. Registration is free but mandatory for organization purposes. Please fill out this form by 3 May at the latest. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi *************** More information, including abstracts, can be found at this link. The poster of the event can be viewed here. PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Perla Sousi 11:45-12:15 Break 12:15-13:00 Seminar talk: Perla Sousi 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Laurent Miclo 15:15-15:45 Break 15:45-16:30 Seminar talk: Laurent Miclo ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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CALL FOR EXPRESSIONS OF INTEREST – RTT in STAT-04 @Tor Vergata
by Katia Colaneri 16 Apr '26

16 Apr '26

*Italian at the bottom. * *CALL FOR EXPRESSIONS OF INTEREST – TENURE-TRACK ASSISTANT PROFESSOR (RTT)* *Department of Economics and Finance* *University of Rome “Tor Vergata”* The Department of Economics and Finance at the University of Rome “Tor Vergata” invites expressions of interest for a *Tenure-Track Assistant Professor (RTT)* position in the area of *Mathematical Methods for Economics and Actuarial and Financial Sciences (STAT-04)*. *Position profile* We are seeking candidates with strong research potential in quantitative methods applied to economics, finance, and actuarial science. The successful candidate is expected to contribute to the Department’s research environment and teaching activities, as well as to engage with the broader academic community. *Key responsibilities* - Conduct high-quality research leading to publications in internationally recognised peer-reviewed journals; - Teach undergraduate and graduate courses (in Italian and/or English) in areas related to the STAT-04 field; - Supervise undergraduate and master’s theses; - Participate actively in departmental life and academic service; - Contribute to the development of research projects and external funding applications. *Qualifications* - PhD in Economics, Mathematics, Statistics, Finance, or a closely related field (completed); - A research agenda consistent with the STAT-04 area, with demonstrated potential for publication; - Evidence of teaching ability is desirable; - Ability to work in an international and interdisciplinary environment; - Proficiency in English. *Contract and career development* The position is a tenure-track appointment (RTT) under the Italian academic system, with the possibility of transition to a permanent position subject to the conditions, procedures, and evaluations established by the applicable legislation. *Application procedure* Interested candidates are invited to submit a detailed CV including a list of publications. Applications should be sent by *April 24* to: recruiting.def(a)gmail.com *Additional information* This call is intended to identify potential candidates and does not constitute a formal job opening. A formal recruitment procedure may follow in accordance with Italian regulations. --------------------------------------- *CALL FOR INTEREST – POSIZIONE RTT (RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK)* *Dipartimento di Economia e Finanza* *Università degli Studi di Roma “Tor Vergata”* Il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma “Tor Vergata” invita manifestazioni di interesse per una posizione di *Ricercatore a Tempo Determinato in Tenure Track (RTT)* nell’ambito del settore scientifico-disciplinare *STAT-04 – Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie*. *Profilo della posizione* Il/la candidato/a ideale svolgerà attività di ricerca e didattica nelle aree proprie del settore STAT-04, con particolare riferimento a metodi quantitativi avanzati applicati all’economia, alla finanza e alle scienze attuariali. Sarà incoraggiata la partecipazione a progetti di ricerca nazionali e internazionali, nonché la collaborazione con altri gruppi di ricerca del Dipartimento e dell’Ateneo. *Attività previste* - Svolgimento di attività di ricerca scientifica di elevato livello, con produzione di pubblicazioni su riviste internazionali peer-reviewed; - Attività didattica in corsi di laurea, laurea magistrale e dottorato, in lingua italiana e inglese; - Supervisione di tesi di laurea e laurea magistrale; - Partecipazione alla vita accademica del Dipartimento e alle attività istituzionali; - Contributo allo sviluppo di progetti di ricerca competitivi e alla terza missione. *Requisiti * - Dottorato di ricerca economia, matematica, statistica, finanza o discipline affini; - Solida produzione scientifica coerente con il settore STAT-04; - Esperienza di insegnamento a livello universitario; - Capacità di lavorare in contesti interdisciplinari e internazionali; - Ottima conoscenza della lingua inglese. *Tipologia contrattuale* La posizione è inquadrata come RTT ai sensi della normativa vigente, con prospettiva di progressione verso una posizione permanente subordinato alle condizioni, procedure e valutazioni previste dalla legislazione applicabile. *Modalità di candidatura* Gli/le interessati/e sono invitati/e a inviare un CV aggiornato comprensivo dell'elenco delle pubblicazioni. Le candidature dovranno essere inviate entro il *24 aprile* al seguente indirizzo email: recruiting.def(a)gmail.com *Note* La presente call ha natura esplorativa e non costituisce un bando ufficiale di concorso. Potrà seguire l’attivazione di una procedura selettiva formale in conformità alla normativa vigente.

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2 incarichi post-doc Dipartimento di Scienze Statistiche dell’Università di Padova
by Livia Mian 16 Apr '26

16 Apr '26

Gentilissime/i, segnaliamo l’apertura di 2 posizioni di *incarichi post-doc di durata 24 mesi presso il Dipartimento di Scienze Statistiche dell’Università di Padova. * L'attività di ricerca del candidato, nell'ambito della statistica metodologica e/o applicata, della statistica economica, della statistica sociale e della demografia, sarà definita a partire da una linea di ricerca sviluppata dal candidato sulla base del proprio background scientifico considerando gli obiettivi e le tematiche di ricerca di interesse del Dipartimento. Tutti i dettagli sulle posizioni e procedura di selezione sono disponibili a questo link: https://www.stat.unipd.it/news/termine/102 *Scadenza: 28 aprile 2026, ore 13:00* Il Dipartimento di Scienze Statistiche, Università di Padova **** Dear all, we are pleased to inform you that the Department of Statistical Sciences at the University of Padova has opened *2 vacancies for postdocs for 24-month duration.* The candidate's research activity, in the field of methodological and/or applied statistics, economic statistics, social statistics, and demography, will be defined starting from a research line developed by the candidate based on their own scientific background, considering the objectives and research themes of interest to the Department. All the details about the position and selection process are available at this link: https://www.stat.unipd.it/news/termine/102 *Deadline: April 28 2026, 1 PM CEST* Department of Statistical Sciences, University of Padova -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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QFinLab Seminar - Neofytos Rodosthenous (University College London) - 21/4/2026, 15:30 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 15 Apr '26

15 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 21 April 2026, 15.30-16.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise expected discounted profits under stochastic capital dynamics driven by idiosyncratic shocks, facing a trade-off between investment-driven growth and increased emissions. We characterise the unique mean-field equilibrium as the solution to a coupled system of forward-backward ordinary differential equations. This framework also enables the analysis of optimal regulatory instruments — such as carbon emission taxes and brown production phase-out timelines — in line with long-term climate goals. 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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FRIT2026 Workshop – Announcement and Call for Participation
by Alessandro Doldi 14 Apr '26

14 Apr '26

Dear colleagues, we are pleased to announce the workshop Frontiers in Risk and Investment Theory (FRIT 2026), which will take place at Hotel La Palma, Stresa (Lake Maggiore, Italy), on September 20–22, 2026. The aim of the workshop is to bring together researchers in several areas of Mathematical Finance to present and discuss recent developments in the field. The conference will be held in person. The program will feature invited lectures by: Beatrice Acciaio, Francesca Biagini, Jean-Pierre Fouque, Massimo Marinacci, Thilo Meyer-Brandis, Jan Obłój, Wolfgang Runggaldier, Walter Schachermayer, Martin Schweizer, Nizar Touzi. The conference will also be a special occasion to celebrate the 65th birthday of Marco Frittelli. A small number of slots are available for contributed talks. Participants interested in giving a short presentation are kindly invited to contact us at conferencefrit26(a)gmail.com<mailto:conferencefrit26@gmail.com>, including a proposed title and a brief abstract. Participation is free of charge, but registration is mandatory. The deadline for registration is June 30, 2026. Please note that the number of participants is limited. Further information is available at: https://sites.google.com/view/<https://sites.google.com/view/frit2026><https://sites.google.com/view/frit2026>frit2026<https://sites.google.com/view/frit2026> We would be grateful if you could circulate this announcement among colleagues who may be interested. We look forward to welcoming you to Stresa. Best regards, The Organizing Committee

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Procedura selettiva 2026RTT02 - Università di Padova
by Alessandra Fabbri Colabich 14 Apr '26

14 Apr '26

Si informa che è stato pubblicato il bando *2026RTT02 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 5 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022. In particolare, presso il Dipartimento di Scienze Statistiche: - uno nel *GSD 13/STAT-01*, SSD STAT-01/A STAT-01/B (Allegato 2) Info al link: https://www.unipd.it/procedura-2026RTT02 *Scadenza: 11.05.2026 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- *dott.ssa Alessandra Fabbri Colabich* Dipartimento di Scienze Statistiche Università degli Studi di Padova Complesso di Santa Caterina - Via Cesare Battisti 241 - 35121 Padova T +390498274195 unipd.it ---------------------------------------------------------- *RISPETTA L'AMBIENTE. STAMPA SOLO SE NECESSARIO*

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Tutorial on group-theoretic methods for Markov-chain mixing times
by Enrico Scalas 14 Apr '26

14 Apr '26

Dear Colleagues, On Wednesday 15 April 2026, in Room A6, via Ariosto 25, Rome, from 16:45 to 18:15, Lorenzo Facciaroni will present a seminar on: Introduction to group-theoretic methods for Markov-chain mixing times: The example of the random walk on the hypercube. The seminar is part of the course Stochastic Processes for Data Science, but external attendance is welcome. Due to limited seat numbers, if you are interested in joining, just send a message to: enrico.scalas(a)uniuroma1.it Best regards, Enrico Scalas

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Call for expressions of interest: PhD positions in Verona
by Athena Picarelli 13 Apr '26

13 Apr '26

Dear all, We are looking for PhD students for the track *"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, Lorenzo Frattarolo, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, 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* The call will officially open by the first week of May. You can find further information on the group of researchers in *Financial and Insurance Mathematics and Econometrics* of the University of Verona at the following link: https://linux2.dse.univr.it/quantlab/index.html 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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Funded PhD Opportunity in Decentralized Finance at Dublin City University
by Paolo Guasoni 13 Apr '26

13 Apr '26

Expressions of interest are invited for a funded PhD position in Decentralized Finance at Dublin City University, beginning on 1 October 2026. The position offers a stipend of EUR 25,000 per year. Candidates should have strong training in mathematics, familiarity with programming, and a strong interest in decentralized finance. Interested candidates should send a CV, transcripts (undergraduate and above), and the names and email addresses of their referees to paolo.guasoni(a)dcu.ie by 30 April 2026. Successful candidates will be invited to an online interview by 15 May 2026. Best regards, Paolo Guasoni -- Séanadh Ríomhphoist / Email Disclaimer Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Tá cosc iomlán ar scaipeadh, dháileadh nó chóipeáil neamhúdaraithe ar an teachtaireacht seo agus ar aon cheangaltán atá ag dul leis. Má tá an ríomhphost seo faighte agat trí dhearmad cuir sin in iúl le do thoil don seoltóir agus scrios an teachtaireacht. D’fhéadfadh sé gurb iad tuairimí an údair agus sin amháin atá in aon tuairimí nó dearcthaí atá curtha i láthair sa ríomhphost seo agus níor chóir glacadh leo mar thuairimí nó dhearcthaí Ollscoil Chathair Bhaile Átha Cliath. Ní ghlactar leis go bhfuil cumarsáid ríomhphoist den sórt seo saor ó víreas, in am, slán, nó saor ó earráid agus ní ghlacann Ollscoil Chathair Bhaile Átha Cliath le dliteanas in aon chás den sórt sin ná as aon iarmhairt a d’eascródh astu. This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Any unauthorised dissemination, distribution or copying of this message and any attachments is strictly prohibited. If you have received this e-mail in error, please notify the sender and delete the message. Any views or opinions presented in this e-mail may solely be the views of the author and cannot be relied upon as being those of Dublin City University. E-mail communications such as this cannot be guaranteed to be virus-free, timely, secure or error-free and Dublin City University does not accept liability for any such matters or their consequences. -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminar Keles at Tor Vergata, April 20
by Michele Salvi 13 Apr '26

13 Apr '26

Dear all, On Monday, April 20th, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Ahmet Keles (New York University), with the seminar “Fisher-Hartwig asymptotics for non-Hermitian random matrices” Abstract: In this talk, I will present the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. A key focus of the talk will be the surgery method we developed to handle these singularities and establish global asymptotics. I will also discuss applications of this result, including the convergence of the characteristic polynomial of random normal matrices to Gaussian Multiplicative Chaos measure. Based on joint work with Paul Bourgade, Guillaume Dubach, and Lisa Hartung. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar: Keles | Join meeting in Teams | Microsoft Teams <https://teams.microsoft.com/meet/350026120586403?p=39yQDfTb2SlgxQXC1W> The seminar is part of the Excellence Project MatMod@TOV.

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Sylvia Fruehwirth-Schnatter Seminar at Ca' Foscari University of Venice - 20 April 2026
by Roberto CASARIN 13 Apr '26

13 Apr '26

Dear Colleagues Professor Sylvia Fruehwirth-Schnatter (Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Austria) will give the seminar: Skew Sparse Bayesian Factor Analysis Monday, April 20 at 12:15 CEST, Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice It will be possible also to attend on Zoom here: https://unive.zoom.us/j/83783375271?pwd=va9ph6IbOQmMth9FJMCtelXv7ahUeu.1 All the interested people are warmly invited to attend! Abstract: Factor analysis is a popular method to obtain a sparse representation of the covariance matrix of multivariate observations and to uncover the unobserved driving factors behind observed correlation. A challenge for factor models is to estimate the unknown number of factors and to recover an interpretable factor loading matrix from the data. Research in the area of sparse Bayesian factor analysis successfully addresses these issues within a Bayesian framework through the help of variable selection and shrinkage priors, see Frühwirth-Schnatter, Hosszejni and Lopes, 2025 for a recent review. Most approaches to sparse Bayesian factor analysis, however, rely on the assumption that the idiosyncratic errors are Gaussian. In the present talk, this restrictive assumption is alleviated by assuming that the idiosyncratic error follow Azzalini’s multivariate skew-normal or skew-t distribution. Such a non-Gaussian factor model has a stochastic representation as a Gaussian factor model with an additional factor following a truncated standard normal distribution and the skewness parameters acting a factor loadings. This representation is exploited in the present talk to perform sparse Bayesian inference and learn the number of factors and the sparse loading matrix also for non-Gaussian factor models. Applications to financial time series will serve as an illustration. More information available here: https://www.unive.it/data/agenda/3/109034 -- 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>

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[SURE-AI @ STAR Seminars] Wed Apr 22 - Luca Galimberti
by Leonardo Tarquini 13 Apr '26

13 Apr '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Wednesday, April 22nd, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/69338752617>. The speaker is Luca Galimberti (King's College London) with the talk: Title: Deep Learning methods for Limit Order Books: an Infinite-Dimensional Perspective Abstract: Moving from the optimal liquidation problems proposed by Abi Jaber and Neuman (2024), we study operator learning in the context of linear propagator models with transient price impact à la Bouchaud et al. (2004) and Gatheral (2010). Transient price impact persists and decays over time according to some square integrable propagator kernel H. More specifically, we show that the optimal execution strategy u = u(H) depends continuously on H, therefore giving rise to a highly non-linear continuous solution operator S between suitable infinite-dimensional Banach spaces. In view of an appropriate infinite-dimensional Universal Approximation Theorem, this operator S can in turn be approximated via ad hoc neural architectures, offering a quick to evaluate surrogate of the operator S in rapidly varying market conditions. The seminar is in the interest of SURE-AI - Sustainable, Risk-Averse and Ethical AI<https://www.sure-ai.no>. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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

13 Apr '26

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

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Liuren Wu Seminar - University of Florence, DISEI, April 21
by Federico Maglione 12 Apr '26

12 Apr '26

Dear Colleagues, We are pleased to announce that Prof. Liuren Wu will be visiting the Department of Economics and Management (DISEI) at the University of Florence and will deliver a seminar on Tuesday, April 21st. Speaker: Liuren Wu (Zicklin School of Business, Baruch College, City University of New York) Title: Separate Risk from Optionality Abstract: Investors are averse to risk but love convex payoffs. This paper proposes to use a security’s delta and vega exposures to differentiate the contributions from linear risks and convex payoffs. We construct the delta and vega exposures on the stock and bond of a company through a classic structural model representation, and build a joint stock and bond return factor model linking their return variation to their delta and vega exposure estimates. The delta factor portfolio targeting linear asset return risk generates a significantly positive average excess return. The vega portfolio targeting the optionality exposure generates a significantly negative average excess return. The separation of asset return risk from optionality sheds light on several market observations, including the distress puzzle in the stock and bond markets, the bet-against-beta anomaly, and time-varying stock-bond co-movements. The seminar will be held in person at 2:45 PM at DISEI, Via delle Pandette 9, 50127 Florence, Aula Bracco (1st floor, Building D6). Best Regard, Federico Maglione, PhD Assistant Professor of Mathematical Finance Erasmus+ Delegate ¦ Degree in Sustainable Business for Societal Challenges UNIVERSITY OF FLORENCE Department of Economics and Management Via delle Pandette, 9, 50127 Firenze

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Openings in Math at Wrocław Tech
by Krzysztof Bogdan 11 Apr '26

11 Apr '26

Dear Colleagues! The Faculty of Pure and Applied Mathematics at Wrocław University of Science and Technology is one of Poland's leading centers for mathematical research. We have a few faculty openings for Assistant Professors and Associate Professor with deadlines 3 or 7 May, respectively: https://euraxess.ec.europa.eu/jobs/424923 https://euraxess.ec.europa.eu/jobs/424891 https://euraxess.ec.europa.eu/jobs/424927 https://euraxess.ec.europa.eu/jobs/425905 We also have 12 positions for PhD students (deadline 2 June): https://szd.pwr.edu.pl/en/for-candidates/admission-procedure Please forward to those interested. With best regards, Krzysztof Bogdan

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JOBS | 2 PhDs and 1 postdoc position in statistics/ML, University of Oslo (Norway)
by Valeria Vitelli 10 Apr '26

10 Apr '26

Dear all, three fully funded positions in (bio)statistics/ML are available at the Oslo Centre for Biostatistics and Epidemiology <https://www.med.uio.no/imb/english/research/centres/ocbe/>, University of Oslo (UiO), Norway. See the details below. I would be very grateful if you could share the vacancies with talented candidates who might be interested in the positions. All the best, Valeria ---------------------------------------------------------------------------------------------------------------- *PhD positions: *We are looking for two motivated PhD candidates to work at the intersection of machine learning, probabilistic modelling, and genetics. - Project 1: The goal is to develop a new class of methods for analysing tensors with complex latent dependencies, using machine learning models combined with efficient Bayesian inference (e.g., variational approximation) - Project 2: The goal is to develop a new class of generative models for discrete sequence data, combining diffusion models and coalescent theory The *3-years postdoc position *is 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 probabilistic recommender systems. *Salary & quality of life:* Norway offers competitive PhD / postdoc salaries, typically around 2,500-3000€ net per month, with a cost of living comparable to large European cities (Paris, London). Healthcare is free and Oslo is wonderful (ski slopes accessible by metro). All three positions will be connected to Integreat, the Norwegian Centre for Knowledge-driven ML <https://www.integreat.no/>, already gathering around 25 PhD students and a lively and stimulating environment for an early-career researcher; the hired candidates 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…> . *More info and how to apply* 👉 PhD position 1 (deadline *April 19th*): https://www.jobbnorge.no/en/available-jobs/job/297729/phd-position-in-stati… PhD position 2 (deadline *end of April*): link to apply shall be posted on Monday here <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> Postdoc position (deadline *April 19th*): https://www.jobbnorge.no/en/available-jobs/job/297730/postdoc-position-in-s… Contact persons / supervisors: William Denault (williade(a)uio.no) Valeria Vitelli ( valeria.vitelli(a)medisin.uio.no) -- 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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Call for application PhD in Economics Ca' Foscari University a.y. 2026-27 - spread the news!
by Antonella Basso 10 Apr '26

10 Apr '26

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 2026 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 6th 2026 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. The wide range of research interests and the international reputation of Ca’ Foscari’s faculty in economics, econometrics, finance, 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. Perspective candidates can register to a Zoom information session on Wednesday April 15th 2026 at 4:00pm <https://www.unive.it/data/agenda/3/114192> (CEST) and get to know our world-class program, faculty, placement and more. The link is: https://forms.gle/6rUiuKgXdef8LYDA9 For information on the PhD programme in Economics: http://www.unive.it/phd-economics Best regards Antonella Basso ********************************************************************************************** Cara/o Collega, Ti scrivo per segnalare l'apertura del bando per il programma di dottorato in Economics offerto dal Dipartimento di Economia dell'Università Ca’ Foscari. Quest'anno sono disponibili 5 posti con borsa quadriennale (circa 20.000 € annui per l'intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. * Il bando si chiude il 6 maggio 2026 alle 13.00.* Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni nei settori della ricerca di organizzazioni internazionali, istituzioni pubbliche, imprese private, banche centrali e istituzioni finanziarie. L'ampio spettro di interessi di ricerca e la reputazione internazionale del Dipartimento di Economia in area economica, econometrica, finanziaria, e quantitativa, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti ricevono adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Il *15 aprile alle ore 16.00* in Zoom è organizzato un incontro informativo sul dottorato. E' richiesta la registrazione: https://forms.gle/6rUiuKgXdef8LYDA9 <https://forms.gle/6rUiuKgXdef8LYDA9> Il bando è disponibile a questo link: https://www.unive.it/web/it/259/bando-annuale Informazioni dettagliate sul PhD in Economics di Ca’ Foscari: http://www.unive.it/phdeconomics Cordiali saluti 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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ABS (Applied Bayesian Statistics) school on "Interpretable Bayesian Learning,for Physical and Engineering Sciences" in Como, Italy (July 6-10, 2026)
by ELISA VARINI 10 Apr '26

10 Apr '26

Dear all, We are glad to inform you that ABS26, the next Applied Bayesian Statistics school, running since 2004, will be held in the city of Como (Italy), along the Lake Como shoreline at the beautiful Villa del Grumello, on July 6-10, 2026. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with Fondazione Alessandro Volta. The topic will be Interpretable Bayesian Learning for Physical and Engineering Sciences. The lecturer will be Prof. Simon Mak (Department of Statistical Science, Duke University), a leading expert in integrating domain knowledge (e.g., scientific theories, mechanistic models, guiding principles) as prior information for cost-efficient statistical inference, prediction, and decision-making, with the support of Yen-Chun Liu (Department of Statistical Science, Duke University), a brilliant PhD student of Prof. Mak, specializing in Bayesian optimization, Gaussian processes, and reinforcement learning. If interested, you can register on the school website: https://abs26.imati.cnr.it/ Early registration fees are available until April 30, 2026. As in the past, there will be a combination of theoretical and practical sessions, along with presentations by participants on their work (past, present, and future) related to the school's topic. OUTLINE: This course investigates the rising topic of interpretable statistical learning, motivated by timely needs from modern scientific and engineering applications. For such applications, state-of-the-art machine learning methods often yield analyses that are uninterpretable to scientists, which greatly obfuscates scientific findings and decision-making. Interpretable Bayesian learning provides an elegant and effective solution by embedding scientific principles (e.g., boundary conditions, mechanistic equations) within its prior specification. In this course, we will cover a broad spectrum of interpretable Bayesian learning methods (with theory and algorithms), providing a cohesive roadmap for this recent and rapidly-evolving area of study. This will be complemented by practical case studies from ongoing projects in particle physics, mechanical engineering, and bioengineering. Emphasis will be made on novel directions for research in this promising area. Topics will cover - Fundamentals of Gaussian process (GP) surrogate modeling: prediction, parameter inference, experimental design - Decision-making with GP surrogates: Bayesian optimization, active learning, Bayesian inverse problems - Markov Chain Monte Carlo (MCMC) methods - Boundary-informed GP modeling - Shape-constrained (e.g., monotone, isotonic, convex) GP modeling - Mechanistic GP modeling - Physics-integrated neural networks, its Bayesian variants and recent developments - Dynamical system recovery: SINDy, Bayesian SINDy, and recent developments We hope you will be interested in the school and we would like to meet you in Como. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS26

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 09 Apr '26

09 Apr '26

Dear colleagues, I am pleased to share with you the call for applications for the MAPPA program, a DOUBLE-DEGREE MASTER PROGRAM IN MATHEMATICS jointly offered by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program offers three specialized study paths: - MATHEMATICAL ANALYSIS - PROBABILITY AND FINANCE - PROBABILITY AND STATISTICAL MECHANICS Admitted students will spend their first year in Padova and their second year in Paris. Upon successful completion of the program, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2025-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 12, 2024, AT 12:00. Please share this opportunity with your bachelor students, and feel free to contact me for further information. Best Regards, Claudio Fontana

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Rome Joint Seminars on Stochastic Dynamics, Control, and Learning – Second Meeting
by Marta Leocata 09 Apr '26

09 Apr '26

Cari colleghi, siamo felici di annunciare il secondo incontro del ciclo di seminari Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) che si terrà giovedì 16 aprile 2026, dalle 16:00 alle 18:00 presso l’edificio condiviso EIEF–World Bank (EIEF – Einaudi Institute for Economics and Finance), Sala Conferenze, Via degli Abruzzi 10, Roma. Gli speaker di questo incontro saranno: Filippo Santambrogio <https://math.univ-lyon1.fr/~santambrogio/>, Université Claude Bernard - Lyon 1 Topics in the Quantization of Measures Daria Ghilli <https://unipv.unifind.cineca.it/get/person/056525>, University of Pavia Mean Field Games in Infinite Dimensions and Applications to Economics Ulteriori informazioni sono disponibili al seguente link: https://sites.google.com/view/rome-sdcl/home Vi informiamo inoltre che sullo stesso sito è possibile accedere alle slides dei precedenti incontri. La partecipazione ai seminari è gratuita, ma la registrazione (non vincolante) è fortemente consigliata per accelerare l’ingresso nell’edificio condiviso EIEF–World Bank: https://docs.google.com/forms/d/e/1FAIpQLScY_AxL3_DPe8VRdCo_M0HdG77czb8qX0x… Speriamo di vedervi numerosi e vi invitiamo a condividere questo annuncio con chiunque possa essere interessato. A presto, Valeria Bignozzi, Sapienza University of Rome Alessandro Bondi, Luiss University Katia Colaneri, University of Rome Tor Vergata Jodi Dianetti, University of Rome Tor Vergata Marta Leocata, Luiss University

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Reminder: Funding Deadline for StatMech Summer School 2026 - Padova
by Alessandra Bianchi 09 Apr '26

09 Apr '26

Dear colleagues, This is a friendly reminder that the deadline to request financial support for participation in the StatMech Summer School 2026 is approaching. If you wish to attend and have not yet registered and/or applied for funding, please do so now to secure your participation. All information is available here: https://sites.google.com/view/ris-school-26/home We look forward to seeing you in Padova. The organizers, Alessandra Bianchi Alberto Chiarini Giambattista Giacomin Vanessa Jacquier -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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SEMINAR: Gregor Kastner @Luiss - 15 Apr
by Matteo Iacopini 09 Apr '26

09 Apr '26

Dear all, On Wednesday, 15th April, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Gregor Kastner (University of Klagenfurt) Title: "Bayesian nonparametric priors for model-based (partial) clustering” Abstract: We discuss variations of prior distributions for finite and potentially infinite mixture models. First, we extend standard Bayesian nonparametric spatial priors to additionally incorporate the temporal dimension, thereby allowing for spatio-temporal clustering. Second, we show how these priors can be modified to cater for partial effects by a priori distinguishing between control and target variables. Third, we propose a novel prior for modelling the weights in mixture models. It is based on the Selberg Dirichlet distribution, an extension of the standard Dirichlet with a repulsive term, and penalises mixture weights that lie close to each other. The approaches are illustrated with applications from various fields: modelling unemployment, quantifying the effect of European agricultural subsidies, and uncovering patterns in biomedical data. Anyone interested in attending is welcome; just email me for logistical purposes. Hoping to meet you there! Best, Matteo Iacopini 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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Postdoc in Reinforcement Learning for Stochastic Optimization @ VU Amsterdam
by Zocca, A. (Alessandro) 08 Apr '26

08 Apr '26

Dear colleagues, We have an open postdoc position in our group in the Department of Mathematics at Vrije Universiteit Amsterdam, and I'd be grateful if you could share this with anyone who might be a good fit. The position is a two-year postdoc in Reinforcement Learning for Stochastic Optimization, starting September 2026. The role is primarily research-focused (85%), with a small teaching component (15%). We're looking for someone with a PhD in applied mathematics, operations research, or computer science and a strong background in RL. The research will focus on developing new methodologies at the intersection of RL and stochastic optimization, with applications in energy systems, healthcare, and scheduling. Application deadline: 21 April 2026 Full details and the application link are here: https://workingat.vu.nl/vacancies/postdoc-in-reinforcement-learning-for-sto… Please feel free to forward this to potential candidates or post it in your networks. Don't hesitate to reach out if you have any questions. Best, Alessandro ———————————————————————————————————————————— Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Seminario Bignamini - 14 Aprile - Università di Milano-Bicocca
by Federica Masiero 07 Apr '26

07 Apr '26

Buongiorno segnalo il seguente seminario *Martedì 14 Aprile alle ore 11 * in *aula U3/5* (Edificio U3 • BIOS • Università degli Studi di Milano-Bicocca <https://www.google.com/maps/place/Edificio+U3+%E2%80%A2+BIOS+%E2%80%A2+Univ…>), Piazza della Scienza 2, Milano *Speaker*: Davide Augusto Bignamini (Università degli studi dell'Insubria.) *Titolo: *Pathwise uniqueness for stochastic PDEs with singular locally Hölder-continuous drift *Abstract: *This talk is based on the paper [1]. The main focus is pathwise uniqueness for mild solutions to stochastic PDEs with a Hölder-continuous perturbation in the drift, given in differential form. The singularity of the drift perturbation allows to achieve novel pathwise uniqueness results for several classes of examples, ranging from fluid-dynamics to phase-separation models, previously studied only in the context of weak uniqueness, see [2,3]. References: [1]D. Addona, D. A. Bignamini, C. Orrieri, L. Scarpa, Pathwise uniqueness by noise for singular stochastic PDEs, e-print arXiv:2512.17736, 2025. [2] F. Bertacco, C. Orrieri, L. Scarpa, Weak uniqueness by noise for singular stochastic PDES, Transactions of the American Mathematical Society 378, 7977-8023 (2025). [3]E. Priola, An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs, Annals of Probability 49, 1310–1346 (2021). -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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Seminars in Statistics at Collegio Carlo Alberto - Pierre LATOUCHE (Université Clermont Auvergne)
by Matteo Giordano 04 Apr '26

04 Apr '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 10/04/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Pierre LATOUCHE (Université Clermont Auvergne) Title: Importance weighted variational graph autoencoders for inference in deep latent position block models Abstract: In this presentation, I will first show how latent position models can be made compatible with block models for network analysis through the use of deep generative models. I will focus on the binary edge case and introduce a new random graph model along with a variational graph auto encoding strategy for inference. I will discuss the identifiability of the model and explain how model selection can be performed. I will then move to the sparse discrete edge case in the same deep, block compatible, modelling framework. I will show how importance weighted variational inference can strongly improve the inference procedure over the classical variational auto encoding strategy. I will give the importance weights used for sampling and show that, in the limit, the lower bound obtained converges to the integrated log likelihood of the data. Through this presentation, I will emphasise the need to rely on flexible random graph models to obtain relevant loss functions. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email 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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Berlin Summer School in Applied Stochastic Analysis (28 - 31 July 2026)
by Fabio Bugini 03 Apr '26

03 Apr '26

Care colleghe e cari colleghi, We are pleased to announce the upcoming Berlin Summer School in Applied Stochastic Analysis, which will take place from 28 to 31 July 2026 at the TU Berlin campus. The summer school is aimed at PhD students and early-career researchers working in probability theory. The programme features two mini-courses: “Neural Jump ODEs and Generative Modelling” by Josef Teichmann (ETH Zürich), and “An Introduction to Schrödinger Bridges and Sinkhorn Semigroups” by Pierre Del Moral (INRIA Bordeaux). Participation is free of charge, but registration is mandatory via the form https://www.wias-berlin.de/WCMS/registration.jsp?IRTG2026 by 19 April 2026. Participants who would like to give a talk are also encouraged to submit a title and an abstract. Limited financial support is available. To apply, please indicate this in the registration form and send a short CV to IRTG2026(a)wias-berlin.de by 19 April 2026. Further information is available at: https://www.wias-berlin.de/workshops/IRTG2026/ The summer school is jointly organised by the Berlin-Oxford International Research Training Group (IRTG) 2544 "Stochastic Analysis in Interaction", the Collaborative Research Center TRR 388 "Rough Analysis, Stochastic Dynamics & Related Fields", and the Collaborative Research Centre SFB 1294 "Data Assimilation". We would be delighted to welcome you to Berlin this summer! If you have any questions, please contact us at IRTG2026(a)wias-berlin.de. Kind regards, Peter Bank, Jannis Dause, Jakob Kellermann, Martin Nicolaus, Gemma Sedrakjan, Wilhelm Stannat, Roman Wüthrich

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scholarships for master programs in mathematics - Paris
by CRISTINA TONINELLI 03 Apr '26

03 Apr '26

Cari tutti, potreste diffondere il seguente messaggio agli studenti interessati? Grazie e buona Pasqua, Cristina ---------------- The Graduate Program in Mathematics and Applications at PSL University offers scholarships for students wishing to enroll in the PSL Master’s in Mathematics for the academic year 2026–2027. The call is open to students: * either currently in their 4th year of university (in the Italian system, this means they have completed their laurea triennale and are currently in the first year of their laurea magistrale). In this case, they will be enrolled directly in one of our three one-year master 2 programs. Master 2 MATH https://www.ceremade.dauphine.fr/~M2MATH/, which is typically followed by either a PhD or a position the research and development sector of private companies, or Master 2 MASEF https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied… oriented towards economics and finance, or in Master 2 IASD https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied… oriented towards data and artificial intelligence * or currently in their 3rd year of university (in the Italian system, this corresponds to the final year of the laurea triennale). In this case, they will be enrolled in our Master 1 https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied…, and may then proceed to one of our three Master 2 the following year (with the possibility of applying for a second year of funding). The teaching language of all tracks is English. The program is supported by leading mathematics research teams at CEREMADE (Paris Dauphine–PSL), DMA (École Normale Supérieure – PSL), École des Mines Paris–PSL, Paris Observatory–PSL, EHESS, and Collège de France. The scholarships are open to both national and international students. Selection is based on academic excellence. Application timeline: Opening date: February 27, 2026 Closing date: May 25, 2026 More details on financial support and the application process can be found here: https://psl.eu/en/graduate-programs/mathematics-and-applications Please follow the link “Excellence grants for master students 2026–27. --------------------------------------------------------------------------------------------- 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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Prof. Fabrizio Lillo's seminar at University of Milano-Bicocca.
by Giorgio Rizzini 03 Apr '26

03 Apr '26

Dear all, we are pleased to announce the following seminar by Prof. Fabrizio Lillo (Scuola Normale Superiore) on *Tuesday, April 14th, 2026,* starting at 11:00 at the U7 building, room 4057, Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan): *Why is the estimation of market impact of large trades with public market data so challenging?* *Abstract:* Estimating market impact and transaction costs of large trades (metaorders) is a very important topic in finance. However, using models of price and trade based on public market data provides average price trajectories which are qualitatively different from what is observed during real metaorder executions. We claim that this is a generic phenomenon due to the fact that even sophisticated statistical models are unable to correctly describe the origin of the autocorrelation of the order flow. In the talk (i) we propose a modified Transient Impact Model which provides more realistic trajectories by assuming that only a fraction of the metaorder trading triggers market order flow and (ii) we propose to use Bayesian online change-point detection methods to identify order flow regime shifts in real-time and enable online predictions of order flow and market impact. The seminar will be held in a hybrid format (in-person and online). If you would like to attend remotely or require any further information, please write to *giorgio.rizzini(a)unimib.it <giorgio.rizzini(a)unimib.it>* Best regards and happy Easter!

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

01 Apr '26

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

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

01 Apr '26

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 9 Aprile 2024 ore 14.30 - sala riunioni primo piano, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/isi-ipsn-tpa *Title:* From Monge to Huber through a Schrödinger Bridge: Robust Optimal Transport in Large Dimensions *Prof. Davide La Vecchia*, University of Geneva *Abstract*: Optimal Transport (OT) plays an increasingly important role in modern statistics and machine learning. I will begin the talk with a gentle introduction to the OT problem, first in its classical Monge formulation andthen in the relaxed Kantorovich framework, highlighting their statistical relevance and limitations. I will then present two recent advances that address the sensitivity of classical OT to outliers and heavy-tailed distributions. The first is the Robust Optimal Transport (ROBOT) framework, which leads to the robust Wasserstein Distance , a Huberised version of . I discuss its main properties,concentration inequalities, and consequences for minimum-distance estimation,together with applications in statistics (e.g., location estimation under heavy tails) and in machine learning (e.g., Generative Adversarial Networks). I will illustrate that ROBOT is effective in handling outlying values but is still sensitive to the dimensionality of the data. Thus, in the second part of the talk I introduce E-ROBOT, which integrates ROBOT with entropic regularization through connections to the Schrödinger bridge problem. This yields the robust Sinkhorn divergence , which enjoys dimension-free sample complexity of order, where n denotes the sample size. I briefly illustrate its use in large dimensional tasks in statistics, image analysis, and machine learning (e.g., goodness-of-fit testing, barycenter computation for corrupted shapes, gradient flows, and image colour transfer). Overall, the talk provides a unified perspective on robustness and regularization in OT, together with theoretical guarantees and practical computational tools. The talk is based on: Inference via robust optimal transportation: theory and methods, Y. Ma, H. Liu, D. La Vecchia & M. Lerasle, International Statistical Review, Available online from 26 June 2025, https://doi.org/10.1111/insr.70000 E-ROBOT: a dimension-free method for robust statistics and machine learning via Schrödinger bridge, D. La Vecchia & H.Liu, 2025, https://arxiv.org/pdf/2509.11532 ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1LKDh1zL716hVIJckknL0gxf-N8rYtz6u/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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

01 Apr '26

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

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

31 Mar '26

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

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

30 Mar '26

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

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

28 Mar '26

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

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

27 Mar '26

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

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Seminario di Enrico Scalas
by Lorenzo Facciaroni 26 Mar '26

26 Mar '26

Buonasera, Vi segnalo il seguente seminario (https://www.dss.uniroma1.it/it/node/8750) di domani 27 Marzo del prof. Enrico Scalas, che si terrà presso il Dipartimento di Scienze Statistiche (Sapienza Università di Roma, edificio CU002) in aula V, alle ore 12:00: *The Ehrenfest-Brillouin Model and its Applications* The Ehrenfest-Brillouin Model (EBM) is a framework for understanding complex systems. We begin by establishing a hierarchy of state descriptions, moving from individual descriptions to statistical descriptions before arriving at "frequencies of frequencies." This structural approach facilitates a rigorous definition of the EBM as a random dynamic process whose state space coincides with these world descriptions. The EBM is an irreducible and aperiodic Markov chain, ensuring the convergence to a unique stationary distribution regardless of the initial state. The EBM dynamics incorporates interaction parameters that allow the system to recover Maxwell-Boltzmann, Bose-Einstein, or Fermi- Dirac statistics depending on the degree of dependency between agents. The model’s stochastic rules naturally yield emergent phenomena such as power laws. Finally, we discuss the broad applicability of the EBM in physics and the social sciences, for example in modeling wealth distribution. The EBM provides a unifying bridge between the combinatorial foundations of statistical mechanics and socio-economic theory. Di seguito link per il collegamento online https://uniroma1.zoom.us/j/83625004899?pwd=bXCtz0 mp759PUh2lkqT0BUoVa0Uegg.1 Passcode: 123456 Buona serata, Lorenzo Facciaroni -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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

26 Mar '26

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

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Next POPS talk today by Andreas Klippel: Dimers, double dimers, and spatial permutations with long-range interactions
by Jonas Köppl 25 Mar '26

25 Mar '26

Dear colleagues, We are excited to announce that our speaker today will be Andreas Klippel, who will be speaking about dimers, double dimers, and spatial permutations with long-range interactions. Join us today, March 25th at 13:30 GMT, 14:30 CET, 15:30 EET on Zoom with the following link: https://wias-berlin-de.zoom-x.de/j/66747761513?pwd=nfPUbXHA8aLmyo4qESwbRxTk… The talk is scheduled for one hour, allowing time for questions. Additionally, we'll be remaining on the call for a chat afterwards if you'd like to join us. ------------------------------------------ Speaker: Andreas Klippel (TU Darmstadt) Title: Dimers, double dimers, and spatial permutations with long-range interactions Abstract: The dimer model and its associated double-dimer model are fundamental objects in probability theory, statistical mechanics, and combinatorics. While their planar behavior is by now well understood, much less is known beyond planarity. We study these models on Z^d-like graphs, d \geq 1, allowing long-range edges whose weights decay with distance. For a large class of such interactions, we show that monomer correlations in the dimer model remain uniformly positive, and that loops in the double-dimer model are macroscopic. In this talk, I will introduce the models, explain their connection to spatial permutations, and give an overview of the main proof ideas. In particular, we will take a closer look at the key method, namely reflection positivity. The project presented in this talk is joint work with Lorenzo Taggi and Wei Wu. ------------------------------------------ You can find more information about the talk on our website Postgraduate Online Probability Seminars (pg-prob-sem.github.io)<https://pg-prob-sem.github.io/>. Warm regards, The POPS Team This talk will be broadcast March 25th at 13:30 GMT, 14:30 CET, 15:30 EET on Zoom only. Meeting-ID: 667 4776 1513 Passcode: 834059

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Fwd: Colloquium Rendiconti//26 marzo//Francois Golse
by Faggionato, Alessandra 25 Mar '26

25 Mar '26

Buongiorno, Ricevo e con piacere inoltro il seguente annuncio di un Colloquium Rendiconti che si terrà presso il Dipartimento d Matematica G. Castelnuovo dell'Università di Roma La Sapienza. Saluti Alessandra --------------------------------------------------------------------------------------------------- *Colloquium Rendiconti* Giovedì 26 marzo 2026, ore 17, aula Picone, Dipartimento di Matematica, Sapienza Università di Roma Francois Golse (École Polytechnique, Paris) *An Invitation to Quantum Optimal Transport* Abstract. Optimal transport is an old branch of the calculus of variations whose origins can be traced back to an important memoir of Monge in 1781, followed by remarkable contributions due to Kantorovich in 1942, and in the last 50 years by R.L. Dobrushin, Y. Brenier, and many others. Among the by-products of optimal transport is a family of distances metrizing the weak topology of Borel probability measures on Euclidean spaces. The analogy between Borel probability measures on phase space and the notion of density operators used in quantum mechanics suggests defining a notion of « pseudometric » which can be used to compare two (quantum) density operators, or a density operator with a probability density in phase space. The talk will discuss the main properties of this pseudometric, and applications to some problems arising in quantum dynamics (such as the classical limit, or the mean-field limit of large particle systems…) This presentation is based on a series of works with E. Caglioti, C. Mouhot and T. Paul. -- ************************************************* 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 papers ''Mathematics Applied to Society: Early Scholars Meeting”(MASES Meeting).
by Roy Cerqueti 24 Mar '26

24 Mar '26

Dear all, We are pleased to announce the ''*Mathematics Applied to Society: Early Scholars Meeting” (MASES Meeting)*. *The meeting is organized by the Scientific Committee of AMASES* and will take place on *July 6–7, 2026*, at *Sapienza University of Rome*. The meeting is specifically tailored to early career scientists (born not before January 1st, 1991, and not associate or full professors) who can present not only completed studies but also research ideas and early-stage papers. We expect that the interaction of the authors with the audience will foster collaborations and discussions about open problems and possible future research lines. Senior scholars are more than welcome to participate as auditors. Contributions on the topics covered by the AMASES scientific community are welcome. The organizing committee will evaluate them for presentation as regular talks or posters. *The registration is free, but compulsory. Interested participants are invited to register by filling out the following* *form* <https://docs.google.com/forms/d/e/1FAIpQLSfo3OxrzG1XzdZJ9WUj5YmCQScR-Uo6_gG…> The same form can be used to submit an abstract. Authors are asked to specify RESEARCH IDEA / EARLY-STAGE STUDY or COMPLETE DRAFT in the submission phase. *Important deadlines:* - April 30, 2026 – Deadline for abstract submission - May 15, 2026 – Notification of acceptance - May 30, 2026 – Deadline for registration If you have any questions, feel free to send an email to early.scholars(a)amases.org. We would be grateful if you could circulate this announcement among interested researchers and doctoral students. Best regards, Roy Cerqueti -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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CEMRACS 2026: Modeling and AI for Environmental Transition
by Cecilia Mancini 24 Mar '26

24 Mar '26

From Peter Tankov: I am writing to let you know about the multidisciplinary summer school and research stay "CEMRACS 2026 - Modeling and AI for Environmental Transition", to be held at the Centre International de Rencontres Mathématiques (CIRM) in Marseille, that we are organizing with a group of colleagues. CEMRACS 2026 is aimed at PhD students, advanced master's students, and junior researchers, and will focus on mathematical and statistical modeling and artificial intelligence applied to key challenges in: environmental and energy economics, actuarial science, sustainable finance, ecology, and climatology. The event consists of: * A one-week summer school (July 13-17, 2026) * A five-week research session (July 20 - August 21, 2026) During the research session, participants will work in small groups on research projects supervised by senior researchers. Participants may attend only the summer school, or both the summer school and the research session (the latter subject to selection). Successful applicants to the research session will be fully funded for 6 weeks. ________________________________ Summer school courses * Mathematical modeling for biodiversity - M. Barbier * Mathematical modeling for climate: stochastic dynamics, extreme events, large deviations - F. Bouchet * Climate risks, insurance, insurability, and rare events - O. Lopez * Machine learning for climate change - C. Monteleoni * Computational and AI methods in climate economics - S. Scheidegger Special invited lectures * Mathematical models for carbon emission markets - R. Aïd * Mathematical bioeconomics for sustainable fisheries - L. Doyen * Mean-field game models for energy transition - R. Dumitrescu * Modeling of the water cycle at the interface between climate, hydrology, and socio-economy - J. Polcher ________________________________ For further details on the program, the list of research projects, and registration instructions, please visit the event website: https://cemracs2026.math.cnrs.fr/ Deadlines * Application to the research session: March 31, 2026 * Summer school registration: March 31, 2026 (early bird) or May 31, 2026 Please encourage your PhD students and post-docs interested in environmental topics to register/apply. The CEMRACS research stay is a uniquely rich scientific experience and a catalyst for long-term collaborations. Best wishes, Peter Tankov

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Fwd: Discrete and Continuous Random Trees
by Silvestri, Vittoria 24 Mar '26

24 Mar '26

Ricevo e inoltro con piacere. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Saraí Hernández-Torres <saraiht(a)im.unam.mx> Date: ven 20 mar 2026 alle ore 17:17 Subject: Re: Discrete and Continuous Random Trees To: Silvestri, Vittoria <silvestri(a)mat.uniroma1.it> Dear Vittoria, Louigi Addario-Berry, Omer Angel, Laura Eslava, and I are organizing the research workshop Discrete and Continuous Random Trees – Student Satellite Workshop. The workshop is aimed at graduate students and postdocs interested in random trees. The program is structured around five research projects, led by: - Serte Donderwinkel <https://www.sertedonderwinkel.com/> (University of Groningen) - Christina Goldschmidt <https://www.stats.ox.ac.uk/~goldschm/> (University of Oxford) - Bas Lodewijks <https://sites.google.com/view/bas-lodewijks/home> (University of Sheffield) - Guillem Perarnau <https://web.mat.upc.edu/guillem.perarnau/> (Universitat Politècnica de Catalunya) - Víctor Rivero <https://sites.google.com/view/victor-rivero/welcome> (CIMAT) The program includes - an initial online phase, - a workshop in Mexico City (September 28–October 2, 2026), - a workshop at Casa Matemática Oaxaca (October 4–9, 2026), and - a final online follow-up phase. Applications are now open! *Deadline: April 12, 2026* More information: https://randomtrees.matem.unam.mx/ Best wishes, Saraí Hernández-Torres

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Reminder: OWABI - Larry Wasserman - 25th March 2pm UK time
by Massimiliano Tamborrino 24 Mar '26

24 Mar '26

Dear all, a kind reminder that our next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is scheduled tomorrow, Wednesday the 25th March at 2pm Uk time, when Larry Wasserman<https://www.stat.cmu.edu/~larry/> <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) will talk about "Robust Simulation Based Inference", with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 Speaker: Larry Wasserman<https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) Title: Robust Simulation Based Inference Abstract: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. Keywords: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. Reference: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404,<https://arxiv.org/pdf/2508.02404>2025. 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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[SURE-AI@STAR Workshop] Thurs. March 26
by Leonardo Tarquini 24 Mar '26

24 Mar '26

Dear All, We are pleased to announce the upcoming SURE-AI@STAR Workshop on the Environmental Cost of AI, on March 26 from 14:00 at Realfagbiblioteket Scene. You can find all details here: https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se… On the webpage, you find a registration form. While the event is open, we need to secure good logistics. Please register as quickly as possible! We are looking forward to seeing you all there! Best regards, David, Giulia, Leonardo, Pere @ Risk and Stochastics

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Conference Particle systems and PDEs XIV - Toulouse, 22-26 June 2026
by CHIARA FRANCESCHINI 23 Mar '26

23 Mar '26

Buongiorno, Ricevo e inoltro con piacere. ------------------------------------------------ Dear colleagues, We are pleased to announce the upcoming conference "*Particle Systems and PDEs XIV*", that will take place from *June 22 to 26, 2026*, at the* Institute of Mathematics of Toulouse.* This edition will bring together experts and enthusiasts on Particle Systems to foster new interactions between the different communities in Probability, Analysis, Mathematical Physics and Kinetic Theory. The program will include not only the recent developments on classical models from Mathematical Physics, but also on models arising from modern applications in Mathematical Biology, Collective Behaviour and Population Dynamics. We expect the participation of a vast audience, including early career researchers. There will be several plenary talks, a poster session and two mini-courses by > André Schlichting (University Ulm) > Marielle Simon (Aix-Marseille Université) Further details can be found here: *https://sites.google.com/view/pspdexiv* <https://sites.google.com/view/pspdexiv> Participation is free, but registration is required by *May 15th*. Financial support is available for students and early career researchers upon selection. Application deadline for the financial support is* April 1st.* The conference will be preceded by a 1-week *Mint Summer School* on the same topic. *https://indico.math.cnrs.fr/event/14446/* <https://indico.math.cnrs.fr/event/14446/> These events are both part of the *thematic semeste**r “Interacting particles, PDEs and applications”*, held at Institut de Mathématiques de Toulouse, from April to December 2026. *https://indico.math.cnrs.fr/category/816/* <https://indico.math.cnrs.fr/category/816/> We would greatly appreciate it if you could share this message with any colleagues or students who may be interested. We hope to see you in Toulouse in June! Best wishes, the organizers: Ana Jacinta Soares, Bastien Mallein, Clément Erignoux, Marina Ferreira, Patrícia Gonçalves and Pierre Gervais _______________ Sponsorships: > Institut de Mathématiques de Toulouse (IMT) > Agence Nationale de la Recherche (ANR) through the grant Projet sur les Processus de Markov Branchant Additifs – MBAP-P > Centre National de la Recherche Scientifique (CNRS) > Université de Toulouse > Fundação para a Ciência e Tecnologia (FCT) through the projects UID/04459/2025 (CAMGSD) and UID/00013/2025 (CMAT) > Universidade de Lisboa - Center for Mathematical Analysis, Geometry and Dynamical Systems (CAMGSD) > Universidade do Minho - Centre of Mathematics (CMAT) > International Center of Mathematics and Computer Science in Toulouse (CIMI) > Institut National de Recherche en Sciences et Technologies du Numérique (INRIA) Chiara Franceschini ------------------------------------------ RTT Componente del Senato Accademico Dipartimento di Scienze Fisiche, Informatiche e Matematiche Università degli Studi di Modena e Reggio Emilia Pagina personale: https://cfrances.weebly.com

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Fractional Calculus, Probability and Non-local Operators
by Enrico Scalas 23 Mar '26

23 Mar '26

Buongiorno, le presentazioni dell'edizione 2026 di FCPNLO sono ora disponibili dal sito del RISM di Varese e sulla piattaforma YouTube: https://www.rism.it/events/fractional-calculus-probability-and-nonlocal-ope… Buona visione! Enrico Scalas

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PhD position at Stockholm University
by Martina Favero 23 Mar '26

23 Mar '26

Dear colleagues, The Department of Mathematics of Stockholm University is hiring a PhD student to work on stochastic processes and/or statistical methods in mathematical biology <https://www.su.se/download/18.6cd38b7e19c98a394c51269/1772714607827/Stochas…> For* more information and how to apply*, please see the announcement <https://su.varbi.com/en/what:job/jobID:911059/type:job/where:4/apply:1> and our information page for the PhD program <https://www.su.se/english/divisions/department-of-mathematics/education/cou…> . Students who are finishing their Master's degree are also very welcome to apply. Please note that knowledge of Swedish is NOT a requirement. *Application deadline:* April 22. Please feel free to circulate to interested students. All the best, Martina Favero

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7th Spring Colloquium on Probability and Finance - Padova - 10 April 2026
by Claudio Fontana 23 Mar '26

23 Mar '26

Dear colleagues, We are pleased to announce that the final program of the 7th Spring Colloquium on Probability and Finance is now available on the webpage https://events.math.unipd.it/SpringColloquium7. The Colloquium will be hosted by the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on April 10th, 2026. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. Attendance is free, but registration is required through the conference website. Speakers: - Hansjoerg ALBRECHER (University of Lausanne) - Albina DANILOVA (London School of Economics) - Tiziano DE ANGELIS (University of Turin) - Francesca PRIMAVERA (Ecole Polytechnique) - Simone SCOTTI (University of Pisa and Université Paris Cité) Best wishes, Giorgia Callegaro and Claudio Fontana

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Unimib - PhD in Economics, Statistics and Data Science
by Tommaso Rigon 23 Mar '26

23 Mar '26

Dear colleagues, The Department of Economics, Management and Statistics (DEMS) at the University of Milano-Bicocca is pleased to announce the call for applications to the PhD Programme in Economics, Statistics and Data Science (ECOSTATDATA) for the academic year 2026–2027 (Cycle XLII). The PhD programme has a duration of four years and will begin on November 1st, 2026, and comprises three separate curricula: "Economics," "Statistics," and "Big Data and Analytics for Business." For the 2026–2027 academic year, 6 fully-funded scholarships are available in the Statistics curriculum. The selection process is governed by the official Call for Applications (Bando di Concorso), which was published on March 18th, 2026, on the websites of both the Doctoral School and the PhD programme. The deadline for applications is April 17th, 2026. Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a MSc degree (Laurea Magistrale) from an Italian university or an equivalent qualification from other countries. Participation is also open to candidates who do not have an MSc but expect to obtain their degree before October 31st, 2026. Admission is decided on the basis of qualifications and an interview. Grant awarded The amount of the PhD scholarship is equal to € 16,243.00 per year (gross amount); the net monthly amount is about € 1,200. The grant will be awarded for four years, and it will be subject to satisfactory progress evaluated on a yearly basis. Important links PhD website: https://www.dems.unimib.it/en/programmes/post-lauream/phd-economics-statist… Official Call for Applications: https://en.unimib.it/study/doctoral-research-phd-programmes/applying-doctor… Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Assistant Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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Conference and Summer School in Quantitative Finance in Singapore
by Marko Hans Weber 23 Mar '26

23 Mar '26

Dear Colleagues, We are pleased to invite you to participate in the Quantitative Finance Conference 2026 (QF2026), organized by the Centre for Quantitative Finance (CQF) in the Department of Mathematics at the National University of Singapore (NUS), in collaboration with the Institute for Mathematical Sciences (IMS). The conference brings together leading academics and researchers to promote the latest developments in quantitative finance, foster collaboration between distinguished speakers and young researchers, and exchange ideas at the frontier of the field. For more details, visit https://nusqf2026.com/ DATE AND LOCATION: June 10–12, 2026, National University of Singapore, Singapore KEYNOTE SPEAKERS: Beatrice Acciaio (ETH Zürich) Damir Filipović (EPFL) Steven G. Kou (Boston University) Huyên Pham (École Polytechnique) Nizar Touzi (New York University) CALL FOR CONTRIBUTED TALKS AND SESSION PROPOSALS: We invite submissions of contributed talks and session proposals in all areas of quantitative finance For submission instructions, please visit the conference webpage (https://nusqf2026.com/) Session Proposals should briefly outline the session theme, motivation, and four potential speakers. Small honorarium provided to session organizers. KEY DATES: Session proposal deadline: April 5, 2026 Contributed talk deadline: April 12, 2026 Acceptance notification: Rolling basis Conference: June 10–12, 2026 CONFERENCE FEES: Standard: S$350 Student: S$150 SUMMER SCHOOL: A Summer School for PhD students and early-career researchers will take place on June 2–5, 2026. It will feature mini-courses on selected topics in quantitative finance. Further details are available at https://nusqf2026.com/summer-school Best regards, Marko Weber ________________________________ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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QFinLab Seminar - Leandro Sánchez-Betancourt (University of Oxford) - 24/3/2026, 15:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 20 Mar '26

20 Mar '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 24 March 2026, 15.00-16.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Leandro Sánchez-Betancourt (University of Oxford) Title: Competition between DEXs through Dynamic Fees. Abstract: We find an approximate Nash equilibrium in a game between decentralized exchanges (DEXs) that compete for order flow by setting dynamic trading fees. We characterize the equilibrium via a coupled system of partial differential equations and derive tractable approximate closed-form expressions for the equilibrium fees. Our analysis shows that the two-regime structure found in monopoly models persists under competition: pools alternate between raising fees to deter arbitrage and lowering fees to attract noise trading and increase volatility. Under competition, however, the switching boundary shifts from the oracle price to a weighted average of the oracle and competitors' exchange rates. Our numerical experiments show that, holding total liquidity fixed, an increase in the number of competing DEXs reduces execution slippage for strategic liquidity takers and lowers fee revenue per DEX. Finally, the effect on noise traders' slippage depends on market activity: they are worse off in low-activity markets but better off in high-activity ones. 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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Invito a workshop UMI PRISMA
by Alessandra MEOLI 20 Mar '26

20 Mar '26

Cari e care colleghi/e, siamo lieti di segnalarvi il workshop “Problematiche ed iniziative sull’insegnamento della probabilità e della statistica nelle scuole secondarie”, promosso dalla Commissione Insegnamento del Gruppo UMI *Probability In Statistics, Mathematics and Applications* (PRISMA <https://umi-prisma.polito.it/index.html>). L’iniziativa si terrà il 23 e 24 aprile 2026 in modalità mista, presso l’Università di Salerno (Campus di Fisciano) e online. Il workshop nasce con l’intento di offrire uno spazio di riflessione e confronto sui temi dell’insegnamento della probabilità e della statistica nella scuola secondaria, valorizzando il contributo congiunto di docenti universitari e docenti della scuola. La partecipazione è libera, ma è necessaria l’iscrizione <https://docs.google.com/forms/d/e/1FAIpQLScOF0rDsdsvX0aim-9eznHhL9AiTjlRrSy…> . Per ulteriori informazioni, alleghiamo la locandina dell’evento; è inoltre possibile consultare il sito dedicato al seguente link: https://sites.google.com/view/prisma-did-probstat/home-page Speriamo di vedervi numerosi, sia in presenza sia online. Un cordiale saluto, Il Comitato organizzatore: Luigi Amedeo Bianchi Paolo Dai Pra Patrizia Di Gironimo Michele Gianfelice Barbara Martinucci Alessandra Meoli Daniela Morale Franco Pellerey Serena Spina Barbara Trivellato

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Seminar of Jim Gatheral @Tor Vergata
by Davide Pirino 19 Mar '26

19 Mar '26

Dear Colleagues, We are pleased to announce the seminar by *Jim Gatheral (Baruch College CUNY)* at the University of Rome Tor Vergata. *When: *Wednesday, 25 March at 1:00 pm *Where:* University of Rome Tor Vergata, Department of Economics and Finance (Via Columbia 2, Roma) *Room:* Building B, 2nd Floor, Sala del Consiglio *Title: *From Bachelier to Rough Volatility: The Complex Dynamics of Financial Prices *Abstract: *The dynamics of financial prices emerge from the interaction of thousands of trading algorithms operating across multiple time scales. From an options trader’s perspective, option prices act as experimental probes of this complex system. Starting with Bachelier and Black-Scholes, we show why constant-volatility models fail to explain empirical features such as volatility clustering, leverage, and the persistent shape of implied volatility surfaces. Stochastic volatility models capture many of these features; rough volatility is then motivated by power-law scaling in volatility dynamics. The talk concludes with quadratic rough Heston fits to SPX and VIX smiles, illustrating how rough volatility provides a coherent framework for pricing and risk management. Everyone is welcome to attend. Best regards, -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Reminder: CSAMA BIOLOGICAL DATA SCIENCE SUMMER SCHOOL (24-29 MAGGIO 2026)
by Eventi Stat 18 Mar '26

18 Mar '26

Buon pomeriggio, *CSAMA Biological Data Science*, la scuola estiva intensiva dedicata alle tecniche di analisi statistiche per dati biologici e biomedici molecolari moderni, torna con la ventiduesima edizione, in programma *da domenica 24 a venerdì 29 maggio a Bressanone (BZ)*. Le lezioni comprenderanno aspetti teorici ed esercizi in R e saranno accompagnate da sessioni di discussione più informali. *Le registrazioni sono ancora aperte*. Tutte le info e il programma sono disponibili sul sito csama2026 .bioconductor.eu. ******** *CSAMA Biological Data Science*, the intensive summer school dedicated to statistical analysis techniques for modern molecular biological and biomedical data, returns for its 22nd edition, scheduled *from Sunday, May 24th to Friday, May 29th in Bressanone (BZ)*, *Italy*. The lessons will include theoretical aspects and exercises in R, along with more informal discussion sessions. *Registration is still open*. All information and the program are available on the website csama2026 .bioconductor.eu.

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Fwd: Algebraic methods in probability
by Elia Bisi 18 Mar '26

18 Mar '26

Dear colleagues, The programme below will be of interest to people working in Markov chain mixing, KPZ, random matrices, integrable systems, etc. Best regards, Elia ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- > Dear all, > > With Alexei Borodin and Evita Nestoridi, we are organizing a three week summer program at the Simons Center for Geometry and Physics in Stony Brook NY on "Algebraic methods in probability". The program runs from July 3 - 24, 2026 (this summer) and will have a mix of mini-courses (see the website https://scgp.stonybrook.edu/archives/45985) research lectures and lots of time for discussion and collaboration. This is a relaxed setting and the Simon center is able to provide housing and have a limited budget for travel (when people do not have their own sources). We expect to have about 80 people in total, with a mix of senior and junior faculty, as well as postdocs and graduate students. > > Applications are open until April 1. If you are interested, please apply now. Participation slots will quickly be filled after the April 1 deadline. > > Best, > Ivan Corwin

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New Seminar Series: Rome Joint Seminars on Stochastic Dynamics Control and Learning
by Marta Leocata 17 Mar '26

17 Mar '26

Dear Colleagues, We are excited to announce a new cycle of Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (with the acronym RoJo-SDCL), dedicated to the latest developments in stochastic modeling at the intersection of control theory, mean field games, reinforcement learning, and mathematical statistics, with applications in economics, finance, and climate science. The goal is to create a regular meeting point for applied mathematicians (and beyond), strengthening the research network in Rome and encouraging exchanges across universities and disciplines. Alongside the scientific presentations, we hope to have informal discussions to spark new collaborations and joint projects. The seminars will be held monthly, with two speakers per meeting. They will take place from 16:00 to 18:00 in the Conference Room of the EIEF–World Bank shared building (EIEF – Einaudi Institute for Economics and Finance), Via degli Abruzzi 10, Rome The schedule for this semester is as follows: - March 26, 2026: Yufei Zhang & Rüdiger Frey - April 16, 2026: Filippo Santambrogio & Daria Ghilli - May 14, 2026: Domenico Marinucci & Anna Vidotto Further information can be found at the following link: https://sites.google.com/view/rome-sdcl/home We look forward to seeing you there, and feel free to share this invitation with anyone who might be interested! Best regards, Valeria Bignozzi, Alessandro Bondi, Katia Colaneri, Jodi Dianetti, Marta Leocata

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OWABI - Larry Wasserman - 25th March 2pm UK time
by Umberto Picchini 17 Mar '26

17 Mar '26

Dear all, the next OneWorld Approximate Bayesian Inference seminar www.warwick.ac.uk/owabi <http://www.warwick.ac.uk/owabi> is quickly approaching! We are delighted to announce that our next speaker is Larry Wasserman <https://www.stat.cmu.edu/~larry/><https://www.stat.cmu.edu/~larry/>(Carnegie Mellon University) who will talk about "/Robust Simulation Based Inference/" on *Wednesday the 25^th March at 2pm Uk time* (note the different day and time!) with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link *Join: *_https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K <https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K>_ Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 *Speaker*: Larry Wasserman <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) *Title*: Robust Simulation Based Inference *Abstract*: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. *Keywords*: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. *Reference*: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404, <https://arxiv.org/pdf/2508.02404>2025. Best, Umberto Picchini on the behalf of the OWABI Organisers -- ____________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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SEMINAR: Alessandra Luati @Luiss - 26 mar
by Matteo Iacopini 17 Mar '26

17 Mar '26

Dear all, On Thursday, 26th March, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Alessandra Luati (Imperial College London) Title: "Unobserved components, approximate filters, and dynamic adaptive mixture models” Abstract: State estimation in unobserved component models with parameter uncertainty is traditionally performed through approximate filters, where Gaussian distributions with given moments are employed to replace otherwise intractable conditional densities. This paper re-examines signal-plus-noise models where parameter uncertainty is induced by a latent variable that may assume a fixed number of states. First, it is shown that, for these models, the approximate filters commonly adopted in the literature can be obtained as linear combinations of minimum variance linear unbiased estimators. Second, it is observed that they coincide with filters implied by a novel class of dynamic adaptive mixture models, where the parameters of a mixture of distributions evolve over time following a recursion that is based on the score of the one-step-ahead predictive distribution. Focusing on a robust specification, where the mixture components are Student’s t distributions, we prove existence, stationarity, and ergodicity of the data generating process as well as invertibility of the filter, and consistency and asymptotic normality of the maximum likelihood estimator of the static parameters. An application to energy spot prices is discussed, where the novel specification is compared with, and shown to outperform, robust score-driven filters and the related class of mixture autoregressive models. Anyone interested in attending is welcome; just email me for logistical purposes Hoping to meet you there! Best, Matteo Iacopini 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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Course on "Federated Learning in Bioinformatics"
by Azzimonti Laura 17 Mar '26

17 Mar '26

Dear All, We are pleased to announce that the course on Federated Learning in Bioinformatics<https://www.sib.swiss/training/course/20260427_FEDBX> of the Swiss Institute of Bioinformatics (SIB) is open for applications. The course will be held in Lugano on 27 April 2026. This course introduces federated learning—a decentralised machine learning approach that enables multiple parties to collaboratively train a shared model using their own data sources without sharing the data itself, thereby enhancing privacy and security. In this course, you will learn the main concepts of federated learning and how to apply it to bioinformatics, which includes practicing on developing an algorithm for single‑cell data. This course is designed for life scientists and bioinformaticians from academia or industry who are curious about using machine learning while keeping sensitive data secure. Further detailed information, prerequisites and application form are available here<https://www.sib.swiss/training/course/20260427_FEDBX>. Should you have any questions, please don’t hesitate to contact us at training(a)sib.swiss<https://training@sib.swiss/>. With kind regards, Laura Azzimonti ––––––––––––––––––––––––––––––––––––––––––––– Scuola universitaria professionale della Svizzera italiana Istituto Dalle Molle di studi sull’intelligenza artificiale IDSIA USI-SUPSI Laura Azzimonti, PhD Senior Researcher and Lecturer Polo universitario Lugano Via la Santa 1 CH – 6962 Lugano-Viganello Tel. +41 (0)58 666 66 44 laura.azzimonti(a)idsia.ch www.idsia.ch

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OWABI - Larry Wasserman - 25th March 2pm UK time
by Massimiliano Tamborrino 17 Mar '26

17 Mar '26

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is quickly approaching! We are delighted to announce that our next speaker is Larry Wasserman<https://www.stat.cmu.edu/~larry/> <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) who will talk about "Robust Simulation Based Inference" on Wednesday the 25th March at 2pm Uk time (note the different day and time!) with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 Speaker: Larry Wasserman<https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) Title: Robust Simulation Based Inference Abstract: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. Keywords: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. Reference: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404,<https://arxiv.org/pdf/2508.02404>2025. 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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Call for applications 2026 (PhD at IMT Lucca)
by Irene Crimaldi 17 Mar '26

17 Mar '26

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) is out. We have at least *6 fully funded positions. * *More positions* could be added before the end of the call. *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 Here you can find the *call*: https://www.imtlucca.it/en/economics-analytics-and-decision-sciences-eads-a… *Deadline for applying: June 3 * My best regards, Irene --

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SPASS seminar: Nicos Georgiou - Wed 25 Mar at 14:00
by Elia Bisi 17 Mar '26

17 Mar '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Nicos Georgiou (University of Sussex) Title: The totally asymmetric simple exclusion process (TASEP) on Galton-Watson trees Date and time: Wed 25th March at 14:00 Place: Room 107, Centro Didattico Morgagni, University of Florence Join online: meet.google.com/esm-ijgd-wai On behalf of the organisers, Elia Bisi ********************* 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 some current estimates along a ray. Both answers depend heavily on our choice of jump rates for the particles and different regimes of behaviour will be presented during the talk. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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Postdoc position in Computational Modeling and Spatial Tumor Vasculature Analysis - Humanitas University
by Silvia MORLACCHI 16 Mar '26

16 Mar '26

Dear all, I am sharing the following postdoctoral position of behalf of Prof. Renne (salvatore.renne(a)hunimed.eu <mailto:salvatore.renne@hunimed.eu>) at Humanitas University. Best regards, Silvia Morlacchi Postdoctoral Researcher in Computational Modeling and Spatial Tumor Vasculature Analysis - Humanitas University The VISTE study is pioneering a unique interdisciplinary approach at the intersection of engineering, mathematics, and oncology. Our research integrates: Advanced mathematical modeling (Gaussian Processes, Bayesian inference, fractal geometry) to predict drug distribution in tumors High-resolution image analysis to reconstruct 3D vascular networks from histological samples Integration of spatial omics and computational pipelines to connect biological data with predictive quantitative models We are recruiting a highly motivated Postdoctoral Researcher with strong expertise in mathematics, computational modeling, and image analysis engineering to join this innovative effort in computational oncology. This position offers the opportunity to work at the frontier of cancer modeling, where engineering meets medicine and quantitative science drives clinical impact. For full details and application instructions, please see: https://jobs.humanitas.it/job/Pieve-Emanuele-Postdoctoral-Researcher-in-Com… and the project website https://spatialvesselanalysis.github.io/

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Deep Patterns: from pattern formation to pattern recognition. Eurandom, May 18-22 2026
by Adriano Barra 16 Mar '26

16 Mar '26

Dear friends and colleagues, together with Wioletta Ruszel, Cristian Spitoni and Emilio N.M. Cirillo, we are pleased to announce the workshop "Deep Patterns: from pattern formation to pattern reconstruction": the event will take place at Eurandom, from May 18 2026 to May 22 2026. All the relevant information is available at the workshop website: https://www.eurandom.tue.nl/event/deep-patterns/ Thank you for your gentle attention to this matter. With our best regards, Adriano Barra (on the behalf of all the organizers)

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Call for expressions of interest
by Enrico Scalas 16 Mar '26

16 Mar '26

Dear Colleagues, you might know people who are potentially interested in this call. Please, feel free to let them know. For informal questions, just write to enrico.scalas(a)uniroma1.it. Best wishes and thanks, Enrico -- The Department of Statistical Sciences (DSS) at Sapienza University of Rome invites expressions of interest for tenure-track assistant professor, associate professor, as well as professor positions. A first assessment of the received CV will be made by 23 March, 2026. We are looking for outstanding candidates with research interests in any field within the Department's research and teaching areas ( https://www.dss.uniroma1.it/en) Researchers with interests in Probability and/or Mathematical Statistics are encouraged to express their interest in joining our Department. The Department is currently considering both traditional open competitions and the direct appointment of individuals currently employed at a foreign academic institution. In the latter case, candidates must have held an equivalent academic position abroad for at least the past three years; a list of academic positions equivalences by country is available at this URL: https://www.mur.gov.it/sites/default/files/2023-07/Decreto%20Ministeriale%2… Interested researchers are kindly invited to submit a detailed curriculum vitae, including a complete list of publications, along with a one-page narrative CV encompassing a research statement and a teaching statement, to direzione.dss(a)uniroma1.it, with the email subject line: DSS call for interest. A favourable tax regime may apply for several years under Italian laws governing employment appointments for individuals who have been fiscally resident abroad, provided specific requirements are met. Selected applicants may be contacted with the possibility of visiting the Department and presenting a seminar. Please note that this is a call for expressions of interest only and not an official job vacancy announcement. Any formal job openings will be advertised separately. The final deadline for applications is 30 April 2026. The Department of Statistical Sciences is an equal opportunity employer, committed to promoting high-quality research, seminars, and conference activities.

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March 18th Seminar Fausto GOZZI 11h and Alessandro BONDI 12h in Bologna
by Cristina Di Girolami 16 Mar '26

16 Mar '26

Dear colleagues, I am glad to advertise that next Wednesday, March 18th, at 11h Fausto GOZZI (LUISS University, Rome) will give a talk ON MEAN-FEALD GAMES IN ECONOMICS and at 12h Alessandro BONDI (LUISS University, Rome) will give a talk BOUNDARY ATTAINMENT CONDITIONS FOR STOCHASTIC VOLTERRA EQUATIONS in Aula M1 Edificio di Mineralogia, Piazza di Porta San Donato 1, (Piano Rialzato lato Irnerio) and on-line at the following link https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Thanks for sharing with those who might be interested, Cristina Di Girolami

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[PhD course in Padua] PhD course by Prof. G. Pagès (Sorbonne Université)
by Giorgia Callegaro 16 Mar '26

16 Mar '26

Dear all, We are pleased to announce the PhD course *“Functional convex ordering of stochastic processes: a constructive approach with applications to Finance”*, taught by Prof. Gilles Pagès (Sorbonne Université, LPSM). The course will take place in *Room 2BC30* at the *Department of Mathematics*, Via Trieste 63, Padova, from *March 31 to April 16, 2026*, according to the following schedule: - *31 March:* 10:30–12:00 and 14:30–16:00 - *1 April:* 14:30–16:00 - *2 April:* 10:30–12:00 - *14 April:* 11:30–13:00 and 15:30–17:00 - *15 April:* 14:30–16:00 - *16 April:* 14:30–16:00. More detailed information about the program is available at: https://www.math.unipd.it/~dottmath/corsi2026/Pages.pdf The course can also be attended online via Zoom: https://unipd.zoom.us/j/84267723765 In case of interest, please enroll via the following link: https://dottorato.math.unipd.it/current-activity/FutureActivities Best regards, 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 Paolo Baldi - Politecnico di Milano - 24 Marzo 2026
by Luca Scarpa 16 Mar '26

16 Mar '26

Si segnala il seguente seminario a tutti gli interessati. Martedì 24 Marzo 2026, ore 14:30. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Paolo Baldi. Title: Around Large Deviations in a Gaussian world. Abstract: The investigation of Large Deviations estimates in the Gaussian setting begins with the results of Donsker and Varadhan concerning the LD behavior of a Gaussian r.v. with values in a separable Banach space when multiplied by a small parameter. In this talk, after a review of the old results I shall present some new extensions, motivated by the investigation of Gaussian processes in small time. Link Zoom: https://polimi-it.zoom.us/j/99100651823?pwd=6a48q9g4coIMbvIpPoWUiwbqMhMry6.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2698&sezione_di_ricerca=probstat&stri… ----- 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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Seminar by Prof. Michel Mandjes at IMT Lucca | March 18th, 2026
by Anna Gallo 16 Mar '26

16 Mar '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Michel Mandjes *will visit IMT Lucca and give a seminar entitled *Inference Problems in Stochastic Networks *(see abstract below). The seminar will take place on: *March 18th, 2026 – 3:00 PM*San Francesco Complex – Sagrestia Join online at imt.lu/sagrestia. All the best, Anna ------------------------------------------------ *Abstract*: The majority of the random graph literature focuses on inherently static models, in which features of the graph are considered only at a single point in time. Yet there are strong practical motivations to study stochastically evolving graphs, which capture the inherent dynamics of real-world networks. Moreover, one can even consider stochastic processes evolving on these dynamic graphs, further enriching the modeling framework. The main focus of my talk is on estimating, in the framework discussed above, model parameters from partial information. For example, in a first basic variant, we demonstrate how the underlying parameters of a dynamic random graph can be inferred from snapshots of the subgraph counts. A second model is an age-structured branching process, the most elementary instance being a setting with just juveniles and adults. Remarkably, the model parameters can be estimated just observing the total population. Next, I consider a static network of nodes represented as infinite-server queues. Our goal is to estimate key parameters — such as arrival rates, service-time distributions, and the routing matrix — using observations of the network’s population vector at Poisson-sampled time points. We propose a method-of-moments estimator and establish its consistency. Numerical experiments show that this approach provides accurate estimates even in high-dimensional settings. We present two variants: one assuming a known parametric form for the service-time distributions, and a "model-free version" that does not rely on such assumptions. Finally, we study a population process evolving on a dynamic random graph. Using time series data on the number of individuals at each node, we successfully estimate parameters governing the graph dynamics. We prove that the estimator is asymptotically normal.

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PhD position aperta - genetica di malattie epatiche
by Daniela Bertacchi 14 Mar '26

14 Mar '26

Ricevo questo annuncio da parte di un collega del dipartimento di medicina, con preghiera di diffusione a potenziali candidati interessati. ************ PhD position aperta — Genetica delle malattie epatiche (inizio novembre 2026) Il dr. Alessio Gerussi (Dipartimento di Medicina e Chirurgia, Università degli Studi di Milano-Bicocca, Monza) sta cercando candidati per una posizione di dottorato interamente finanziata (FIS 2 Starting Grant) in genetica delle malattie epatiche presso l'Università degli Studi di Milano-Bicocca, Dottorato in Medicina Molecolare e Traslazionale. Il progetto si sviluppa su tre assi: Analisi di rare variants su dati whole-exome sequencing (collaborazione con Humanitas) Population genetics su FinnGen/UK Biobank (collaborazione con FIMM Helsinki — con periodo di ricerca a Helsinki) Genetica evoluzionistica su genomi arcaici (collaborazione con Bicocca) Profilo ricercato: laureati magistrali in Bioinformatica, Matematica, Fisica, Statistica, Informatica o discipline quantitative affini. Sono richieste competenze in Python/R e familiarità con la linea di comando. Esperienza con dati genomici (WES/WGS/GWAS) è gradita ma non necessaria. Inizio: novembre 2026 | Bando in uscita il 18/03/2026 https://www.unimib.it/studiare/dottorato-ricerca/accedere-al-dottorato/band… Per informazioni o manifestazioni di interesse: Alessio Gerussi MD PhD email: alessio.gerussi(a)unimib.it

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IFCS 2026 - Extended Deadline for Abstract Submission
by Giorgia Zaccaria 13 Mar '26

13 Mar '26

***Apologies for cross-posting*** Dear All, We would like to inform you that the deadline for abstract submission for *IFCS 2026 *has been extended to March 31st, 2026. Below you can find the important dates. - Deadline for submission of single abstracts: March 15th, 2026 *March 31st, 2026* *(23:59 CET)* - Notification to authors of single abstracts: March 31st, 2026 *April 15th, 2026* - Deadline for poster submissions: *May 29th, 2026 (23:59 CET)* Please note that the *deadline* for the *IFCS 2026 awards* <https://ifcs2026.unimib.it/awards/> remains *March 15th, 2026*. We invite you to explore the list of invited and organized sessions at: https://ifcs2026.unimib.it/program/. For further information, please visit the IFCS 2026 website: https://ifcs2026.unimib.it/. We look forward to seeing you in Milan! Best regards, The Local Organizing Committee of IFCS 2026 *Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga* Dr. Giorgia Zaccaria, Ph.D. Tenure-Track Assistant Professor (RTT) University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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Posizione di Graduate Teaching Assistant in Statistica (PhD) – Johannes Kepler University Linz
by Alejandra Avalos Pacheco 12 Mar '26

12 Mar '26

Cari colleghi, segnalo l’apertura di una posizione di Graduate Teaching Assistant (30 ore/settimana, durata 4 anni) presso il Dipartimento di Data Analysis and Econometrics della Johannes Kepler University (Linz, Austria). La posizione prevede lo svolgimento di un dottorato in statistica. Salario: €3.776,10 lordi/mese (full-time, 14 mensilità); per 30 ore/settimana pari al 75% del full-time. Scadenza per la candidatura: 25 marzo 2026 Inizio previsto: 1 aprile 2026 Maggiori dettagli sulla posizione e sulle modalità di candidatura sono disponibili al seguente link: https://karriere.jku.at/hcm/jobexchange/showJobOfferDetail.do?jobOfferId=8a… [https://karriere.jku.at/hcm/jobexchange/showJobOfferDetail.do?jobOfferId=8a…] Cordiali saluti, Alejandra Avalos Pacheco

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Course "Environmental Finance" by Peter Tankov in Verona, 25 March - 16 April 2026
by Cecilia Mancini 11 Mar '26

11 Mar '26

It is an honor to announce that, as part of the PhD program in Economics and Finance, track Mathematics and Data Analytics for Finance, Peter Tankov, Professor of Quantitative Finance at ENSAE, Institut Polytechnique de Paris, will teach the course Environmental Finance at the University of Verona, campus Santa Marta, via Cantarane 24, room SMT04 Dates: March 25, 26; April 8, 9, 15, 16 from 4PM to 6PM. The course is in English. All interested people are warmly invited to participate COURSE AIMS The objective of this course is to present quantitative approaches to green investing, the measurement of environmental performance of investment portfolios, and the assessment and management of climate-related financial risks. The course aims to strike a balance between theory and practice. We will review key contributions from the recent academic literature and provide hands-on illustrations using real financial, economic, and climate data. By the end of the course, students should be able to: • Understand the main theoretical models of sustainable investing and climate finance. • Measure environmental performance and portfolio climate alignment. • Interpret climate scenarios and integrated assessment model outputs. • Quantify transition and physical climate risks for financial assets. • Critically assess empirical findings in the sustainable finance literature. PROGRAM The course is organized in two parts. The first part focuses on green investing and portfolio alignment. The second part addresses the measurement and management of climate-related financial risks. Part I: Green Investing • Introduction: Genesis and objectives of environmental and sustainable finance; recent ESG backlash and regulatory developments. • Data and Measurement: Data sources in green finance; measurement of firms’ environmental impact; ESG ratings and rating divergence. • Asset Pricing and Sustainable Investing: Strategies of green investing; equilibrium models of sustainable investing; relationship between green preferences and asset prices. • Impact Investing: Theoretical quantification of investor impact; empirical evidence; practical approaches to impact investing. • Portfolio Climate Alignment: Evaluation of portfolio alignment to climate scenarios; portfolio temperature metrics; construction of portfolios compatible with net-zero emissions. Part II: Climate-Related Financial Risks • Climate Models and Physical Risk: Introduction to climate modeling; link between CO2 concentrations and temperature dynamics; extraction of relevant risk information from state-of-the-art climatological models; uncertainty quantification. • Integrated Assessment Models and Transition Risk: Coupling climate dynamics with macroeconomic dynamics; role of the energy sector; role of the financial sector in the transition; scenario analysis and scenario uncertainty. • Climate Stress Testing: Supervisory stress testing frameworks; transmission channels of climate shocks; recent stress-testing exercises and their implications. Further information (prerequisites, references) are available here [https://res.public.onecdn.static.microsoft/assets/fluentui-resources/1.1.0/app-min/assets/item-types/24_3x/docx.png]Poster Corso.docx<https://univr-my.sharepoint.com/:w:/g/personal/cecilia_mancini_univr_it/IQC…>

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Como Lake School "Stochastic Dynamics: Foundations and Applications"
by Luca Scarpa 11 Mar '26

11 Mar '26

Dear Colleagues, this is a reminder that registrations for the PhD School Stochastic Dynamics: Foundations and Applications will close on March 15, 2026. Venue: Villa del Grumello, Como, Italy. Dates: June 29 – July 3, 2026. The school is addressed to PhD students and researchers, and will feature four mini-courses: * Prof. Francesco Caravenna (Università degli Studi di Milano Bicocca) On the 2D stochastic heat equation * Prof. Sandra Cerrai (University of Maryland) Asymptotic problems for SPDEs * Prof. Franco Flandoli (Scuola Normale Superiore di Pisa) SPDEs for random transport in turbulent fluids * Prof. Lorenzo Zambotti (Sorbonne Université) A gentle introduction to rough paths and regularity structures Please find the link to the school's webpage below: https://sdfa.lakecomoschool.org/ We look forward to meeting you in Como! Best regards, The Organisers Davide A. Bignamini, Carlo Orrieri and Luca Scarpa ----- 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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Probability Seminar by Eviatar Procaccia, 12/03/26, at Milano-Bicocca
by Tal Orenshtein 10 Mar '26

10 Mar '26

Dear all, I am pleased to announce a seminar talk by *Eviatar Procaccia* at the Department of Mathematics and Applications of the University of *Milano-Bicocca *on Thursday, March 12 at 15:30. Below you can find the details. Best regards, Tal Orenshtein ---------------------------- *Time and place: *Thursday, March 12, 2026 at 15:30, Room U9/08 (Edificio U9, viale dell'Innovazione 10) *Speaker:* *Eviatar Procaccia* (Technion – Israel Institute of Technology) *Title:* The Pool Model: a rotationally symmetric, mass-preserving MDLA variant *Abstract:* Multi-particle diffusion-limited aggregation (MDLA) describes the growth of an aggregate driven by a cloud of diffusing particles. Classic works of Kesten, Rath, Sidoravicius, Stauffer, and Sly show that in the high-intensity regime the MDLA aggregate grows linearly in time, while the low-intensity regime remains largely open. We introduce the pool model, a rotationally symmetric analogue in which particles (“droplets”) perform continuous-time random walks and are absorbed upon entering a circular pool initially centered at the origin. Each absorbed particle increases the pool’s mass, and the pool expands so that its area grows accordingly—yielding a natural mass-preserving dynamics. The imposed rotational symmetry makes the model more tractable for rigorous analysis, while retaining key features of MDLA. In this talk we focus on the critical density separating finite growth from explosive behavior, and we present rigorous bounds on the pool’s growth rate at and near criticality.

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Due incarichi post-doc presso SNS Pisa
by Franco Flandoli 10 Mar '26

10 Mar '26

We announce two post-doc positions (one year, wth possible prolongation) at Scuola Normale Superiore in Pisa, deadline 9/4/2026: https://trasparenza.sns.it/page/51064/details/18333/selezione-pubblica-per-… See also https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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Seminario del Prof. Georgiou a Roma, Sapienza
by Enrico Scalas 10 Mar '26

10 Mar '26

Buongiorno, se avete perduto il seminario di Napoli di Nicos Georgiou, c'è la possibilità di seguirlo a Roma dopodomani. Infatti, il 12 marzo 2026, in aula 34 del Dipartimento di Scienze Statistiche, Sapienza Università di Roma, a partire dalle ore 14, il Prof. Nicos Georgiou, University of Sussex, UK, terrà un seminario dal titolo: Mean-field limit and parameter estimation for contagion dynamics on higher-order structures Classical models of contagion epidemics have graph based representations where the nodes represent the population and infections occur from an infected individual to a susceptible individual via a network link between them. At the same time, healing mechanisms try to fight the epidemic at node level. The simple descriptions of these representations also underscore their limitations, since the propagation of contagions in complex systems often involves repeated or simultaneous stimuli that individuals receive from their social contacts (such as their work or household). One may mechanistically encode these non-linear effects into contagion models by considering interactions that go beyond simple pairwise connections, by using hypergraphs rather than graphs. In this talk we will see the role higher-order interactions can play in the behaviour of the model when a rigorous mean-field can be obtained. Furthermore, we will discuss some inference techniques for the parameters of the epidemic (rates of infection) when only partial information on the type of infection is available and with only a single realisation of the epidemic curve as a datum. Tutte le persone interessate sono invitate a partecipare. Enrico Scalas

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special session at SIEDS 2026, Catania
by Luca Martino 10 Mar '26

10 Mar '26

Dear all, I am sending below the call for the special session “Automatic Machine Judgment - Rethinking Evaluation in Academic Careers” (SIEDS 2026, Catania) and would appreciate it if you could share it with potentially interested colleagues. BR, Luca Martino (luca.martino(a)unict.it) -------------------------------------------------------------- TITLE of the special session: Automatic Machine Judgment - Rethinking Evaluation in Academic Careers Conference: LXII Riunione scientifica Società Italiana di Economia Demografia e Statistica (SIEDS 2026) https://www.sieds.it/index.php/page-presentazione/ PLACE AND DATES: Catania, 27-29 maggio 2026 Paper abstracts until 10 April 2026: https://www.sieds.it/index.php/page-call-for-papers/ https://www.sieds.it/wp-content/uploads/2026/02/Istruzioni-per-sottomettere… Special session The increasing reliance on quantitative indicators - such as citation counts, h-index, journal impact factors, and composite researcher scores - has transformed how academic merit is defined, measured, and rewarded. At the same time, universities and funding agencies are progressively incorporating algorithmic tools and automated decision-support systems into processes governing hiring, promotion, tenure, and grant allocation. These developments raise fundamental questions about meritocracy, transparency, and fairness in research evaluation. High-profile ranking exercises - such as the widely circulated “2% scientists” list produced by researchers at Stanford University - illustrate how composite bibliometric indicators can shape reputations, institutional strategies, and individual career trajectories on a global scale, often without clear public understanding of their methodological assumptions or limitations We invite contributions that critically examine those points. The session is organized by Prof. Luca Martino (luca.martino(a)unict.it) in collaboration with the Association “Trasparenza e Merito” (*https://www.trasparenzaemerito.org/ <https://www.trasparenzaemerito.org/>*). By bringing together scholars in scientometrics, research policy, sociology of science, and higher-education governance, this session aims to foster interdisciplinary dialogue on how evaluation systems shape academic behavior and institutional priorities. Interested participants are invited to submit an abstract by 10 April 2026 and to send (possibly) it via email to luca.martino(a)unict.it

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Climate Change and Insurance 2026: The Abstract Submission is Open
by Fabio Colpo 10 Mar '26

10 Mar '26

Dear colleagues, "Climate Change and Insurance" 2026: the abstract submission is now open: https://cci26.climateinsure.tech/submit-abstract The third edition of the workshop "Climate Change and Insurance" will take place 2nd-4th of September 2026 in Segovia, Spain. Plenary speakers: Hansjörg Albrecher, University of Lausanne & Swiss Finance Institute Nick Jessop, MA's Insurance Solutions Reinhard Mechler, IIASA – International Institute for Applied Systems Analysis Important Dates: Workshop: September 2nd-4th, 2026, in Segovia, Spain. Abstract submission deadline: May 15th, 2026. Notification of acceptance: May 29th, 2026. Website:https://cci26.climateinsure.tech/ Questions:cci26@climateinsure.tech orc.boado@hw.ac.uk,jeisenbe@fam.tuwien.ac.at We look forward to welcoming you in Segovia! Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg

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Seminar of Maria Elvira Mancino @Tor Vergata
by Davide Pirino 09 Mar '26

09 Mar '26

Dear Colleagues, We are pleased to announce the seminar by *Maria Elvira Mancino (University of Florence)* at the University of Rome Tor Vergata. *When: *Wednesday, 11 March at 1:00 pm *Where:* University of Rome Tor Vergata, Department of Economics and Finance *Room:* Building B, 2nd Floor, Sala del Consiglio *Title: * *Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision* *Abstract: *This study investigates the impact of high-frequency climate risk, specifically temperature volatility, on honey bee production. Recognizing the crucial role of honey bees as environmental sentinels and their sensitivity to climatic variables, the research extends beyond conventional analyses of long-term average temperatures to explore the effects of short-term temperature "surprises." Using high-frequency, irregularly spaced data from thousands of Italian beehives (2019-2024), combined with external temperature data, a non-parametric estimation of weekly integrated volatility is provided. The results highlight that beehives in areas with lower biodiversity and higher pollution are more susceptible to high-frequency temperature volatility, whereas those in richer, cleaner environments show greater resilience. This underscores the critical importance of local environmental quality in mediating the impacts of climate risk on honey bee health and production. Everyone is welcome to attend. Best regards, DP -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Two seminars by D. Ahlberg in Como and Milano (18-19 March)
by Francesco Caravenna 08 Mar '26

08 Mar '26

We are pleased to announce two seminars by Daniel Ahlberg (Stockholm University) in Como and Milano. Wednesday, 18 March at 14:30 – Università dell'Insubria Title: Random perturbations of Euclidean geometry Room VS8.A (Torre di Via Valleggio 11, Como) Streaming (TEAMS): link <https://teams.microsoft.com/meet/32336493339992?p=OGABFTFErevQVUAOiT> Thursday, 19 March at 14:30 – Università di Milano-Bicocca Title: Noise sensitivity in spatial growth Room U9-08 (Building U9, Viale dell'Innovazione 10, Milano) Streaming (WEBEX): link <https://unimib.webex.com/unimib-it/j.php?MTID=mc1585e72e7593a9d9f0a3145116c…> The abstracts follow below. All interested participants are welcome. Best regards, Francesco Caravenna (with Giovanni Bazzoni and Davide Bignamini) %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract (Como). Various probabilistic models for spatial growth can be thought of as random perturbations of Euclidean geometry. These models exhibit complex phenomena which are usually associated to critical behaviour, which is of central interest in contemporary probability theory. We will in this talk describe some of these phenomena, and relate their occurrence to the nature of Euclidean geometry. Abstract (Milano). The study of noise sensitivity of Boolean functions and percolation was initiated in a seminal paper of Benjamini, Kalai and Schramm in 1999. While subsequent studies have revealed fascinating phenomena in the context of percolation, few results have so far been obtained regarding other random spatial processes. We will in this talk present the first results of noise sensitivity for a growth process associated to the KPZ universality class. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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Conferenza in onore di Mario Pulvirenti a Roma La Sapienza
by Faggionato, Alessandra 08 Mar '26

08 Mar '26

Buongiorno ricevo e con piacere inoltro Saluti Alessandra ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, We are pleased to announce the conference Kinetic Theory, Fluid Mechanics and Microscopic Systems: Mathematical Facets of the Physical World, to be held in Rome on June 3–5, 2026, at the Consiglio Nazionale delle Ricerche. The meeting is organized in honour of Mario Pulvirenti on the occasion of his 80th birthday and aims to bring together researchers working on the mathematical connections between microscopic and macroscopic scales, with a focus on interacting particle systems and kinetic and fluid equations. Speakers include: Giada Basile Alexander Bobylev Emanuele Caglioti José Antonio Carrillo Pierre Degond Laurent Desvillettes Emanuele Dolera Théophile Dolmaire Giovanni Gallavotti Lingbing He Mikaela Iacobelli Cyril Imbert Pierre-Louis Lions Tai-Ping Liu Rossana Marra Evelyne Miot Thierry Paul Benoît Perthame Laure Saint-Raymond Herbert Spohn Giuseppe Toscani Cédric Villani Tong Yang Registration is free but mandatory. Further information, including the full list of speakers and registration details, will soon be available at: https://sites.google.com/view/ktfm-mp80/home-page We look forward to welcoming you to Rome. With best regards, Organizing Committee: Dario Benedetto, Roberto Natalini, Alessia Nota, Gianluca Panati, Chiara Saffirio, Sergio Simonella Scientific Committee: Kazuo Aoki, Eric Carlen, Anna De Masi, Francesco Dell'Isola, Raffaele Esposito, François Golse, Pierangelo Marcati, Tommaso Ruggeri, Alessandro Teta, Bernt Wennberg -- ************************************************* 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 in Analisi e Probabilità a Milano-Bicocca
by Francesco Caravenna 07 Mar '26

07 Mar '26

[English below] È stata bandita una posizione post-doc in Analisi e Probabilità presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (scadenza bando 25 marzo 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Nota importante sulla durata: a causa di un disguido amministrativo, nel testo del bando è indicata una durata di 12 mesi. Tuttavia, il rinnovo per un secondo anno è già formalmente previsto e interamente finanziato dal Dipartimento. La posizione è pertanto da considerarsi biennale. %%%%%%%%%%%%%% A post-doc position in Analysis and Probability is available at the Department of Mathematics and Applications of the University of Milano-Bicocca (application deadline: March 25, 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Important note on duration: due to an administrative oversight, the official call mentions a duration of 12 months. However, a renewal for a second year is already formally planned and fully funded by the Department. The position should therefore be considered as a two-year appointment. -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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CEF 2026 conference in Venice!
by Giulia IORI 06 Mar '26

06 Mar '26

Dear Colleagues, As you may already know, this year we organise the Computing in Economics and Finance conference in Venice, 29 June – 1 July 2026. Further information can be found on the conference website<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. Please consider attending the conference and present a paper! The submission deadline is March 9, 2026 (but we plan to extend it for one more week). Full papers are not required at the time of submission; however, preference may be given to submissions that include a full paper. Extended abstracts can be submitted online HERE<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. With best regards, Giulia [A logo on a black background Description automatically generated] Professor Giulia Iori Department of Economics Office C2.120 Universita’ Ca Foscari San Giobbe, Cannaregio 873, 30121 Venezia, Italy T: +3904212349231 E: giulia.iori(a)unive.it<mailto:giulia.iori@unive.it> https<https://orcid.org/0000-0001-9443-9353>://orcid.org/0000-0001-9443-9353<https://orcid.org/0000-0001-9443-9353>

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Fwd: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis
by Enea Bongiorno 06 Mar '26

06 Mar '26

Buongiorno, inoltro per vostra conoscenza. Cordiali saluti, Enea ---------- Forwarded message --------- From: Angelina ROCHE <fdaanda(a)services.cnrs.fr> Date: Tue, 3 Mar 2026 at 16:53 Subject: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis To: fdaanda(a)services.cnrs.fr <fdaanda(a)services.cnrs.fr> Dear all, Please find an announcement for a 2 years post-doctoral position in the ENSAI near Rennes. Best regards, Valentin & Angelina. — POSTDOCTORAL POSITION IN STATISTICS Mathematical Statistics & Functional Data Analysis CREST Ensai (France) Deadline: March 31, 2026 We are inviting applications for a postdoctoral position focusing on the mathematical aspects of modeling functional data, with particular emphasis on adaptive methods for estimation and inference. The successful candidate will join the ANR FUNStatMath project team at Ensai (Rennes, France). FUNStatMath is a collaborative research initiative in Functional Data Analysis (FDA), bringing together researchers in mathematical and applied statistics. This position does not involve any teaching duties. It is available from May 2026 onwards (with some flexibility regarding the starting date) for up to 24 months. Applications (including a CV, the contact details of two, a research statement, and a cover letter) should be sent by email to funmathstat(a)ensai.fr. Further details can be found here https://ensai.fr/wp-content/uploads/2026/02/postdoctoral_position_CREST-Ens… -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Reminder [STAR Seminar] Wed March 4 - Emanuela Rosazza Gianin
by Leonardo Tarquini 03 Mar '26

03 Mar '26

Dear all, This is a gentle reminder for tomorrow's STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> Wednesday March 4th from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/63320233061>. The speaker is Emanuela Rosazza Gianin (University of Milano Bicocca) with the talk: Title: Measuring financial resilience using BSDEs Abstract: We propose the resilience rate as a measure of financial resilience that captures the rate at which a dynamic risk measure recovers, i.e., bounces back, after the risk-acceptance set is breached. We develop the associated stochastic calculus by establishing representation theorems of a suitable time-derivative of solutions to backward stochastic differential equations (BSDEs) evaluated at stopping times. These results reveal that our resilience rate can be represented as an expectation of the generator of a BSDE. We also introduce resilience-acceptance sets and study their properties in relation to both the resilience rate and the dynamic risk measure. The definition of the resilience rate is generalized from a Brownian filtration to the case of dynamic risk measures induced by BSDEs with jumps. We illustrate our results in several examples. Based on a joint work with Matteo Ferrari, Roger Laeven, and Marco Zullino. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Summer school on "Pattern Formation: Analysis and Numerics"
by Alessandro Alla 03 Mar '26

03 Mar '26

Dear Colleagues, We are pleased to announce the Summer School on "Pattern Formation: Analysis and Numerics". Topics will include e.g. biological modelling, analytical foundation and numerical methods for Reaction-Diffusion PDEs. The event is scheduled from September 14 to September 18, 2026 and will be hosted in Rome at the Department of Mathematics of Sapienza, University of Rome. For more information please visit the website https://sites.google.com/uniroma1.it/pattern-formation/home Note that the registration is open and free of charge BUT mandatory. The deadline to register is July 25, 2026. Financial support for PhD students and PostDocs will also be provided. Please click here <https://sites.google.com/uniroma1.it/pattern-formation/financial-support?au…> for more details. Alessandro Alla Giulio Galise Corrado Mascia Luca Rossi ———————————————————————————————- Alessandro Alla Associate Professor Sapienza Università di Roma Department of Mathematics Junior Research Fellow Scuola Superiore di Studi Avanzati Sapienza (SSAS) E-Mail: alessandro.alla(a)uniroma1.it www.alessandroalla.com -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of 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 Universitario Di Toppo Wassermann in Udine*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri External Posta in arrivo
by Sonia Mazzucchi 02 Mar '26

02 Mar '26

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. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per oggi, *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: *Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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MOX Colloquia: Tilmann Gneiting - Giovedì 5 Marzo ore 14:00
by Laura Maria Sangalli 02 Mar '26

02 Mar '26

Cari Colleghi, vi segnalo il seguente seminario della serie dei MOX COLLOQUIA: 05.03.26 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano Speaker: Prof. Tilmann Gneiting, Karlsruhe Institute of Technology Titolo: Assessing Monotone Dependence - with Applications to Weather Prediction Abstract: The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under strictly increasing transformations of the margins, with the extant literature being splintered. Rank correlation coefficients, such as Spearman's rho and Kendall's tau, have been studied at great length in the statistical literature, mostly under the assumption that $X$ and $Y$ are continuous. In the case of a dichotomous outcome $Y$, receiver operating characteristic (ROC) analysis and the asymmetric area under the ROC curve (AUC) measure are used to assess monotone dependence of $Y$ on a predictor $X$. In this talk I demonstrate that the two thus far disconnected strands of literature can be unified and bridged, by developing common population level theory, common estimators, and common tests that apply to all types of linearly ordered outcomes. In a case study, we assess recent progress in artificial intelligence based weather prediction (AIWP) versus traditional numerical weather prediction (NWP). The talk is based on joint work with Eva-Maria Walz and Andreas Eberl. Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/UEGpAYwVEdDSxoqc3JkK57?0kaaw Per seguire il seminario in streaming, è necessario iscriversi (gratuitamente) sulla piattaforma Cassyni. Seguirà rinfresco presso il Dipartimento di Matematica. Cordiali 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 https://sangalli.faculty.polimi.it

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Seminar by Prof. Frank den Hollander at IMT Lucca | March 4, 2026
by Anna Gallo 28 Feb '26

28 Feb '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Frank den Hollander* will visit IMT Lucca and give a seminar entitled *The Friendship Paradox for Social Networks* (see abstract below). The seminar will take place on: *March 4, 2026 – 3:00 PM* San Francesco Complex – Sagrestia IMT School for Advanced Studies Lucca Join online at: imt.lu/sagrestia . All the best, Anna ------------------------------ *Abstract: *Consider a group of individuals who form a social network. For each individual in the group compute its friendship-bias, i.e., the difference between the average number of friends of its friends and the number of its friends (all friendships are mutual), and average these numbers over all the individuals in the group. It turns out that the latter average is always non-negative, and is strictly positive as soon as not all individuals have exactly the same number of friends. This fact, which at first glance seems counterintuitive, goes under the name of friendship paradox. In this talk we model the social network as a graph and explain where the friendship paradox comes from. For sequences of random graphs that converge locally in an appropriate sense, we quantify the friendship paradox by identifying the limit of the empirical distribution of the friendship-biases of all the individuals. For two examples of random graphs, we work out the properties of this limit in detail. We further discuss variants of the model where we look at the number of friends at deeper levels and at quantities other than the number of friends. We close by offering an outlook on future challenges.

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Fwd: Assistant Professor in Mathematics (3 year position), University College Dublin
by Elia Bisi 27 Feb '26

27 Feb '26

Dear colleagues, I’m glad to circulate the announcement below. Best regards, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 27 Feb 2026 at 14:52 +0100 To: Neil O'Connell <Neil.oconnell(a)ucd.ie> Subject: Assistant Professor in Mathematics (3 year position), University College Dublin > Dear colleagues, > > The School of Mathematics and Statistics at University College Dublin is currently advertising a three-year Assistant Professor position in Mathematics, with closing date March 23. Preference will be given to applicants whose research is in the area of probability, although applicants from all areas of Mathematics are invited to apply. > > For more details, see > > https://www.jobs.ac.uk/job/DQQ295/lecturer-assistant-professor-in-mathemati… > > Please forward to anyone who you think might be interested. > > Best wishes, > Neil

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Call for applications - 2026 Bocconi Summer School on Causality and Graphical Models
by Antonio Lijoi 27 Feb '26

27 Feb '26

CALL FOR APPLICATIONS 2026 BOCCONI SUMMER SCHOOL IN STATISTICS AND PROBABILITY The 2026 edition of the Bocconi-StatML Summer School in Statistics and Probability, jointly organized by Bocconi University with the University of Oxford and Imperial College London, will take place JULY 8-17, 2026, at Villa del Grumello, Lake of Como, Italy. The topic of this year’s school is **Causality and Graphical Models** The main instructor is Aad van der Vaart (TU Delft). The summer school is open to all interested scholars and is particularly aimed at PhD students. The deadline for applications is: April 14, 2026. For more information, please visit: https://bss2026.lakecomoschool.org/ or contact BSS.statistics(a)unibocconi.it

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[Deadline extended] Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Feb '26

27 Feb '26

Care colleghe e colleghi, vogliamo ricordarvi il prossimo workshop di Junior Female Researchers in Probability, annunciato qui sotto. Il termine ultimo per registrarsi è stato posticipato al 15 marzo. Potete trovare maggiori informazioni alla pagina web: https://www.wias-berlin.de/workshops/JFRP26/. Vi prego gentilmente di diffondere questo annuncio a chiunque crediate possa interessare. Cordialmente, Alexander Zass > We're excited to announce the workshop > Junior Female Researchers in Probability, > taking place June 24–26, 2026 at TU Berlin. > > The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. > > Keynote lectures will be given by: > Patricia Alonso Ruiz (University of Jena) > Alison Etheridge (University of Oxford) > Patrícia Gonçalves (IST Lisbon) > > Additional invited talks will be given by: > Alejandra Avalos-Pacheco (JKU Linz) > Ofelia Bonesini (LSE London) > Chengcheng Ling (University of Augsburg) > > We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: > https://www.wias-berlin.de/workshops/JFRP26/ > The deadline for registration is March 1, 2026 [extended to March 15, 2026]. > > The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Random mailing list
by Marco Romito 27 Feb '26

27 Feb '26

[English below] Cari membri della lista, desideriamo informarvi che la mailing list Random è rimasta inattiva nell’ultima settimana a causa della sospensione dell’infrastruttura informatica che ospita la lista, in seguito a un tentativo non autorizzato di accesso a uno dei server. La mailing list è nuovamente operativa da questa mattina. Purtroppo l’interfaccia web https://lists.dm.unipi.it/postorius/lists/random.lists.dm.unipi.it/ non è ancora disponibile e non è quindi attualmente possibile, in particolare, inviare richieste di iscrizione e controllare gli archivi. Vi chiediamo gentilmente di inviare eventuali richieste ai nostri indirizzi email personali fino alla risoluzione dei problemi tecnici. Invieremo un ulteriore messaggio non appena il servizio sarà completamente ripristinato. Un caro saluto, Marco e Francesco %%%%%%%%%%%%%%%%%%%%%%%%%%% Dear list members, we would like to inform you that the Random mailing list has been inactive over the past week due to a shutdown of the IT infrastructure hosting the list, following an unauthorized attempt to access one of the servers. The mailing list has been operational again since this morning. Unfortunately, the web interface https://lists.dm.unipi.it/postorius/lists/random.lists.dm.unipi.it/ is still unavailable, and it is therefore not currently possible, in particular, to submit subscription requests and to access the list archives. We kindly ask you to send any such requests to our personal email addresses until the technical issues have been resolved. We will send a further message once full service has been restored.

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[DEADLINE APPROACHING SOON] PhD and Postdoc opportunities at University of Oslo
by Leonardo Tarquini 27 Feb '26

27 Feb '26

Dear All, Deadline approaching soon for some opportunities within the group of Risk and Stochastics at the Department of Mathematics, University of Oslo. Up to 2 PhD positions in stochastic analysis and computational mathematics. Connection to SURE-AI community Read here: https://www.jobbnorge.no/en/available-jobs/job/294743/phd-research-fellow-i… One Postdoc position in stochastic analysis for research lovers in a simmering group. Read here: https://www.jobbnorge.no/en/available-jobs/job/294745/postdoctoral-research… Deadline for application March 1st, 2026! Please help us distribute this information widely. Best regards, Giulia and Leonardo

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SPASS seminars: G. Cipolloni and R. Fukuizumi - Tue 3 Mar
by Elia Bisi 26 Feb '26

26 Feb '26

Dear Colleagues, We would like to invite you to the following two SPASS seminars (joint organised by UniPi, SNS, UniFi and UniSi) on Tuesday 3rd March: 14.00-15.00: Logarithmically correlated fields from large random matrices (Aula Tricerri, Dipartimento di Matematica e Informatica, Università di Firenze) by Giorgio Cipolloni (Tor Vergata). 15.00-16.00: Phi^4_d model associated with the harmonic oscillator (Aula Riunioni ex-DMA, Dipartimento di Matematica, Università di Pisa) by Reika Fukuizumi (Waseda University, Japan). Both talks will be also streamed online here: meet.google.com/ydw-gsjr-vza On behalf of the organisers, Elia Bisi ------------------- Abstract (Cipolloni): 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 the Gaussian Free Field. ------------------- Abstract (Fukuizumi): We present recent developments in the mathematical study of the stochastic Gross–Pitaevskii equation, as a mathematical model for Bose–Einstein condensates subject to thermal fluctuations, such as those occurring near the critical temperature of condensation. In this regime, interactions between the condensate and the surrounding thermal cloud of non-condensed atoms must be incorporated in a way consistent with the fluctuation–dissipation principle, ensuring relaxation toward the correct physical equilibrium. The damping and noise terms are precisely balanced so that the dynamics formally admits a Gibbs measure associated with the Gross–Pitaevskii Hamiltonian as an invariant measure. This talk, which will be on the existence of the local / global solution, construction of the Gibbs measure, and long time behaviors, is a summary of several collaborative works with A. de Bouard, A. Debussche, A. Deya, T. Iwabuchi, L. Thomann. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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OWABI- Shreya Sinha Roy - February 26 - 11am Uk time
by Umberto Picchini 26 Feb '26

26 Feb '26

Dear all, The next OWABI www.warwick.ac.uk/owabi <http://www.warwick.ac.uk/owabi> seminar is quickly approaching. Our next speaker is Shreya Sinha Roy <https://warwick.ac.uk/fac/sci/statistics/staff/research_students/sinharoy/> (University of Warwick), who will talk about "Prequential posteriors" on *Thursday the 26th February at 11am UK* time, with an abstract reported below. The talk will be streamed on the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…>, at the link below *Join: *_https://teams.microsoft.com/meet/32189045171547?p=HltIhSAIPRyOBZfj2M <https://teams.microsoft.com/meet/32189045171547?p=HltIhSAIPRyOBZfj2M>_ Meeting ID: 321 890 451 715 47 Passcode: Ek7Su3TJ We are looking forward to seeing you at the next OWABI seminar, Best, Umberto on the behalf of the OWABI seminar organisers *Speaker*: Shreya Sinha Roy <https://warwick.ac.uk/fac/sci/statistics/staff/research_students/sinharoy/> (University of Warwick) *Title*: Prequential posteriors *Abstract:* Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas, but assimilating data into such models is challenging due to their intractable likelihood functions. This limitation restricts the use of standard Bayesian data assimilation methodologies for DGFMs. To overcome this, we introduce prequential posteriors, based upon a predictive-sequential (prequential) loss function; an approach naturally suited for temporally dependent data which is the focus of forecasting tasks. Since the true data-generating process often lies outside the assumed model class, we adopt an alternative notion of consistency and prove that, under mild conditions, both the prequential loss minimizer and the prequential posterior concentrate around parameters with optimal predictive performance. For scalable inference, we employ easily parallelizable wastefree sequential Monte Carlo (SMC) samplers with preconditioned gradient-based kernels, enabling efficient exploration of high-dimensional parameter spaces such as those in DGFMs. We validate our method on both a synthetic multi-dimensional time series and a real-world meteorological dataset; highlighting its practical utility for data assimilation for complex dynamical systems. *Keywords*: diffusion models, simulation based inference, sequential methods. *Reference*: S. S. Roy, R. Everitt, C. Robert, R. Dutta. Prequential posteriors <https://arxiv.org/pdf/2511.17721v1>. Preprint at ArXiv:2511.17721, 2025. -- ____________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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Simone Padoan in Venice, Seminar at Ca' Foscari University of Venice - 2 March 2026
by Roberto CASARIN 26 Feb '26

26 Feb '26

Dear Colleagues, Prof. Simone Padoan from Bocconi University will give the seminar *Accurate Bayesian inference for tail risk extrapolation in time series* Monday, 2 March, at 12:15 CET in Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice. All the interested people are warmly invited to attend in person or online! Best regards Roberto Casarin It will also be possible to attend on Zoom here: https://unive.zoom.us/j/83496270992?pwd=Oy3eumWCbEZweVbK6aasre418l043U.1 More information available here: https://www.unive.it/data/agenda/3/109019 Title Accurate Bayesian inference for tail risk extrapolation in time series Abstract Temporal dependence is common in many applications, from financial time series to those in climate science, and it affects the behavior of extremes by inducing clustering. As a result, time series data contain less effective information than independent samples, leading to greater uncertainty in extreme value analysis. In this work, we study the Peaks-Over-Threshold (POT) framework, the most widely used method for modeling and estimating univariate extremes, within (strictly) stationary time series under weak mixing conditions. We propose a Bayesian inferential procedure based on the Generalized Pareto (GP) model, specifically tailored to time series settings, which enables extrapolation of both marginal (pertaining to the stationary distribution) and dynamic (conditional on the past) tail risks. We investigate the theoretical accuracy guarantees for our approach and to do so we derived some global properties of the underlying likelihood that had not been previously analyzed. Extensive simulations and real-data applications demonstrate the good inferential performance and practical relevance of the proposed methodology. -- 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>

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Seminar Löcherbach at Tor Vergata, March 2
by Michele Salvi 26 Feb '26

26 Feb '26

Dear all, On Monday, March 2nd, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Eva Löcherbach (Université Paris 1 - Panthéon-Sorbonne) with the seminar “Conditional propagation of chaos for mean field systems of interacting neurons” Abstract: Joint work with Dasha Loukianova and Elisa Marini We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position. When this happens, all the other particles of the system receive a small random kick which is distributed according to a random variable belonging to the domain of attraction of an alpha-stable law, suitably scaled, for some alpha in between 0 and 2. We call these jumps ''collateral jumps''. Moreover, the jumping particle itself undergoes a macroscopic, ''main'' jump. Such systems appear in the modeling of large neural networks, such as the human brain. I will discuss how the system behaves in the large population limit, and how this limiting behavior depends on the value of alpha. In particular, using a representation of the collateral jump sum as a time-changed random walk, I will explain how we obtain convergence in law, in Skorokhod space, of the system to a limit infinite-exchangeable system of SDEs driven by a common stable process (or a common Brownian motion) which arises due to the central limit theorem and constitutes a common noise term in the dynamics of all the limit particles. Finally, I will discuss how this is related to the property of ''conditional propagation of chaos’'. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Löcherbach | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/31686276169081?p=u3ZZbGzRuTvsF5IifN> The seminar is part of the Excellence Project MatMod@TOV.

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Rajarshi Guhaniyogi and Sharmistha Guha Seminars at Ca' Foscari University of Venice - 4 March 2026
by Roberto CASARIN 26 Feb '26

26 Feb '26

Dear Colleagues, I'm pleased to invite you to the Department Seminars, which will be held on Wednesday, 4th of March, 10:00-12.30 CET, in Meeting Room 1 with the following schedule: - 10:00-11:00 CET: Rajarshi Guhaniyogi (Texas A&M University), *Bridging Statistical, Scientific and Artificial Intelligence: Trustworthy Deep Neural Networks for Complex Structured Data* - 11.30- 12.30 CET: Sharmistha Guha (Texas A&M University), *Neural Network Gaussian Processes for Multiplex Networks: Joint Modeling of Dynamics and Attributes under Partial Observation* All the interested people are warmly invited to attend in person or online! Best regards Roberto Casarin (and on behalf of the Organizing Committee) More information available here: Link Zoom: bit.ly/insem-2425 ID: 880 2639 9452 Passcode: InSem-2425 https://www.unive.it/data/agenda/3/110469 https://www.unive.it/data/agenda/3/110466 Title: Bridging Statistical, Scientific and Artificial Intelligence: Trustworthy Deep Neural Networks for Complex Structured Data Abstract: The explosive expansion of large, structured datasets is radically transforming the landscape of statistical inference, unlocking unprecedented possibilities while simultaneously introducing formidable challenges. Although hierarchical Bayesian methods offer a gold standard for principled inference and rigorous uncertainty quantification, they falter in terms of scalability when confronted with the high dimensionality and sheer scale of modern data. Deep Neural Networks (DNNs) have made remarkable strides on the scalability front, yet their use in the literature remains largely as opaque, black-box that are ill-suited for inference, particularly with structured data. To overcome these barriers, we introduce DNN-based generative models, precisely engineered for two complex and impactful domains: (i) functional output regression with functional and network-valued inputs, and (ii) functional factor modeling for multivariate functional datasets. Our framework leverages the connection between variational deep Gaussian processes and DNNs, delivering transparent and interpretable inference via well-calibrated uncertainty quantification, and achieving rapid, Markov Chain Monte Carlo (MCMC)-free optimization for high-resolution, large-sample scenarios. We reveal how Bayesian nonparametric principles and cutting-edge deep learning can be seamlessly unified, positioning deep Gaussian process priors at the forefront for scalable generative modeling of object-valued data. Demonstrating the framework’s practical strength, we showcase compelling real-world applications, including image-on-image regression and large-scale remote sensing for the carbon-water cycle. This work is in collaboration with the postdoctoral scholar Dr. Yeseul Jeon, as well as scientists from the UC San Francisco Medical School. Title: Neural Network Gaussian Processes for Multiplex Networks: Joint Modeling of Dynamics and Attributes under Partial Observation Abstract: Terrorism networks are dynamic, multiplex, and often partially observed, demanding uncertainty-aware inference. This talk presents Dynamic Joint Learner, a Bayesian framework that jointly models the co-evolution of multiplex layers and node attributes using shared, time-varying latent factors. These latent trajectories are governed by neural network Gaussian processes, combining deep-network expressiveness with principled uncertainty propagation. The method supports predictive inference on hidden links, evolving organizational attributes (size, ideology, leadership, operational capacity), and emergent communities, including friend-foe structures. Simulation studies and an application to interactions among prominent terrorist organizations show improved performance over existing approaches for link prediction, attribute forecasting, and clustering, with calibrated uncertainty. The framework offers a practical toolkit for analysts working with partially observed, co-evolving networks and is broadly applicable beyond counter-terrorism. -- 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>

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Seminar Löcherbach at Tor Vergata, March 2
by Michele Salvi 26 Feb '26

26 Feb '26

Dear all, On Monday, March 2nd, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Eva Löcherbach (Université Paris 1 - Panthéon-Sorbonne) with the seminar “Conditional propagation of chaos for mean field systems of interacting neurons” Abstract: Joint work with Dasha Loukianova and Elisa Marini We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position. When this happens, all the other particles of the system receive a small random kick which is distributed according to a random variable belonging to the domain of attraction of an alpha-stable law, suitably scaled, for some alpha in between 0 and 2. We call these jumps ''collateral jumps''. Moreover, the jumping particle itself undergoes a macroscopic, ''main'' jump. Such systems appear in the modeling of large neural networks, such as the human brain. I will discuss how the system behaves in the large population limit, and how this limiting behavior depends on the value of alpha. In particular, using a representation of the collateral jump sum as a time-changed random walk, I will explain how we obtain convergence in law, in Skorokhod space, of the system to a limit infinite-exchangeable system of SDEs driven by a common stable process (or a common Brownian motion) which arises due to the central limit theorem and constitutes a common noise term in the dynamics of all the limit particles. Finally, I will discuss how this is related to the property of ''conditional propagation of chaos’'. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Löcherbach | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/31686276169081?p=u3ZZbGzRuTvsF5IifN> The seminar is part of the Excellence Project MatMod@TOV.

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Deep patterns announcement
by Emilio N.M. Cirillo 26 Feb '26

26 Feb '26

Dear Colleagues, We are pleased to announce the workshop Deep Patterns, which will take place from May 18 (10:00) to May 22 (15:00) in EURANDOM (https://www.eurandom.tue.nl/event/deep-patterns/) The workshop aims to foster the emergence of a shared scientific community, encouraging dialogue between diverse methods and viewpoints to better understand the complex nature of patterns and to support progress in an area that is rapidly gaining prominence in modern applied science. We hope many of you will join us! With best regards, Adriano Barra, Emilio Cirillo, C. Spitoni, W. Ruszel -- ************************************ Emilio N.M. Cirillo Dipartimento SBAI Sapienza Universita` di Roma via A. Scarpa 16, 00161 Roma, Italy. Tel.: +39 06 4976 6808 E_mail: emilio.cirillo(a)uniroma1.it ************************************ -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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[STAR Seminars] Wed Feb 25 - Yi Feng
by Leonardo Tarquini 18 Feb '26

18 Feb '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, February 25th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/61698784374>. The speaker is Yi Feng (Aarhus University) with the talk: Title: Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games Abstract: Since Polyak's pioneering work, heavy ball momentum has been widely studied in minimization problems. However, its role in min-max games remains largely unexplored. As a key component of practical min-max algorithms like Adam, this gap limits their eﬀectiveness. In this talk, I will present a continuous-time analysis for heavy ball momentum in min-max games. I will focus on two aspects: convergence to equilibrium and implicit gradient regularization, which describe how momentum shapes the interaction between algorithmic trajectories and the geometry of the min-max loss landscape. We will see that the behavior of heavy ball momentum in min-max games is significantly diﬀerent from that in minimization. Bio: Yi Feng is a Postdoctoral researcher at Aarhus University. His research focuses on understanding the learning dynamics in games and their applications in machine learning. His research is supported by a Danish Data Science Academy Postdoctoral Fellowship. This seminar is jointly organised in collaboration with Trung Tuyen Truong<https://www.mn.uio.no/math/english/people/aca/tuyentt/> from the Several Complex Variables, Logic and Operator algebras group<https://www.mn.uio.no/math/english/?vrtx=unit-view&areacode=151365> at UiO. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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SPASS seminar: Tianyi Li
by Mario Maurelli 18 Feb '26

18 Feb '26

Dear colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Generative Diffusion Models for Lagrangian Turbulence* by *Tianyi Li* (Università degli Studi di Roma Tor Vergata) The seminar will take place on *Tuesday, 24.02.2026* at *14:00 CET* in Saletta Riunioni, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/stc-xonf-yrx>. 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: Generative Diffusion Models for Lagrangian Turbulence* *Abstract: Lagrangian turbulence plays a central role in transport and dispersion, yet modeling the intermittent and non-Gaussian nature of particle trajectories remains a major challenge. In this talk, we present a generative framework based on diffusion models to learn and sample the probability distribution of turbulent particle motion directly from data. The model generates single-particle trajectories in three-dimensional turbulence at high Reynolds numbers and reproduces key statistical properties across scales, including heavy-tailed velocity increments, anomalous scaling, and intermittency near the dissipative range. We further extend the approach to inertial particles (tracers, heavy, and light) and to the probabilistic reconstruction of missing velocity data along trajectories, with applications to real ocean drifter observations. In all cases, the generated signals retain realistic scale-dependent and non-Gaussian features. These results suggest diffusion models as a new probabilistic tool for studying and reconstructing Lagrangian turbulence. This work was supported by the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (Grant Agreement No. 882340).*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri
by Sonia Mazzucchi 18 Feb '26

18 Feb '26

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. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: * Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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Seminar: Leonardo Maini - Mon 23 Feb at Milano-Bicocca
by Maurizia Rossi 17 Feb '26

17 Feb '26

Dear all, It is a pleasure to announce the following probability seminar Speaker:* Leonardo Maini* *(Univ. Roma Tor Vergata)* Date and place: *Monday** 23 February 2.30pm-3:30 pm -- **ATLAS building, room* *U1-04*, *Univ. Milano-Bicocca* (Piazza della Scienza 1, Milano) . Title: *Non-universal fluctuations for functionals of random neural networks* Abstract: We establish central and non-central limit theorems for sequences of functionals of the limiting Gaussian output of random neural networks on the sphere. We show that the asymptotic behaviour is determined by the fixed points of the covariance kernel and leads to three possible regimes: convergence to the same functional evaluated at a limiting Gaussian field, convergence to a Gaussian distribution, or convergence to a spherical Rosenblatt/Hermite-type distribution. More generally, we show that the transition between these behaviours is governed by the uniforme order of integrability (up to controlled errors) of the renormalized covariance function. This mechanism is closely related to what happens for Gaussian fields with regularly varying covariances at infinity in the Euclidean setting, and reveals an analogous structure on the sphere. Based on a joint work with S. Di Lillo and D. Marinucci. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Gianmarco Del Sarto 19/02 - Luiss
by Marta Leocata 17 Feb '26

17 Feb '26

Cari Colleghi, vi segnalo che giovedì 19 Febbraio alle ore 12, presso l’aula seminari 304b della sede LUISS di viale Romania 32, Gianmarco Del Sarto (TU Darmstadt ) terrà un seminario dal seguente titolo e abstract: Title: Beyond warming: how greenhouse gases emissions can amplify polar temperature fluctuations Abstract: Climate change affects not only average temperatures but also their variability. Using a simple energy-balance model for the Arctic, we explain why temperature fluctuations can increase as radiative forcing (linked to CO_2) rises. Fast random variations in incoming solar energy represent weather, while temperature evolves more slowly. Because sea ice makes sunlight absorption strongly temperature-dependent, warming and ice loss make the system more sensitive to the same weather fluctuations. This yields a stochastic temperature equation and the key message: in the ice-affected regime, stronger forcing amplifies long-term temperature variance. This is a joint work with F. Flandoli and M. Lenzi. Tutti gli interessati sono invitati a partecipare. Saluti, Marta Leocata

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Upcoming PhD Course: Python for Finance at Roma Tre University
by Francesco Cesarone 16 Feb '26

16 Feb '26

Dear All, I am pleased to announce a new PhD course, "Python for Finance," offered as part of the PhD Program in Quantitative Finance and organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Python for Finance (PhD Course) Lecturer: Kevyn Stefanelli – Professor in Finance, Università degli Studi della Tuscia (DEIM) Total workload: 24 hours (8 lectures of 3 hours each) Schedule (15:00–18:00): * Monday, 23 February * Monday, 2 March * Monday, 9 March * Monday, 16 March * Monday, 23 March * Monday, 13 April * Monday, 20 April * Monday, 27 April Location: Department of Business Studies – Roma Tre University Via Silvio D’Amico, 77, 00145 Rome, Italy This course features a hands-on sequence of lectures using Jupyter Notebooks, blending live coding, guided exercises, and interactive discussions. Applications include financial data analysis, risk measurement, and portfolio optimization. Logistics / Registration: Due to organizational constraints, interested participants are kindly requested to email Francesco Cesarone (francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it>) and Fabio Fraschetti (fabio.fraschetti(a)uniroma3.it<mailto:fabio.fraschetti@uniroma3.it>) to register. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone

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Coding Week in Crete (June 2026) – Hyperbolicity Meets Stochasticity
by Francesco Giuseppe Cordoni 16 Feb '26

16 Feb '26

Dear colleagues, I want to advertise a Coding Week that will take place in Crete, 21-26 June 2026 https://elenagaburro.it/sunhype2026.html The event is organized into six working groups, each led by a professor/researcher. The main theme of the week is hyperbolic equations. One of the proposed projects is titled "Hyperbolicity Meets Stochasticity." The project focuses on the development and implementation of numerical methods for stochastic hyperbolic conservation laws. The stochastic components are addressed using advanced Monte Carlo techniques, such as multilevel Monte Carlo. Participants are expected to have a background in numerical methods for hyperbolic problems, while only minimal prior knowledge of stochastic concepts is required (e.g., familiarity with normal distributions and expected values). A central focus of the project will be to investigate which discrete solutions of stochastic hyperbolic problems preserve key structural properties. The event is particularly aimed at PhD students and early-career researchers (up to 3–4 years after the PhD). There are currently still open spots in this group. If you know potential candidates who might be interested, I would be very grateful if you could share this opportunity. For further information or expressions of interest, please contact Prof. Elena Gaburro (University of Verona) at elena.gaburro(a)univr.it. Best regards, Francesco G. Cordoni - Ph.D. Associate professor -------------------------------------------------- Laboratory of Applied Mathematics Department of Civil, Environmental and Mechanical Engineering University of Trento Via Mesiano,77, 38123 Trento, ITALY e-mail: francesco.cordoni(a)unitn.it --------------------------------------------------

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CEMA 2026 - Paris (fwd)
by Tiziano Vargiolu 16 Feb '26

16 Feb '26

Call For Papers Commodity and Energy Markets Association (CEMA) 2026 Annual Meeting ESSEC Business School, Paris, June 15;16, 2026 www.cema2026.com The “10th Anniversary” 2026 Annual Meeting of the Commodity and Energy Markets Association (CEMA) will be held at ESSEC Business School (Paris campus) on June 15th– 16th, 2026. The conference follows a series of CEMA meetings, the first of which took place in Paris in 2016, as well as a longer sequence of events organized by Álvaro Cartea and Andrea Roncoroni devoted to Energy and Commodity Finance, beginning with a meeting in London in 2004. These include meetings in Oxford (2017), Rome (2018), Pittsburgh (2019), Madrid (2020–21, online), Chicago (2022), Budapest (2023), Boston (2024), and Houston (2025). Complete information about CEMA is available at www.cem-a.org AWARDS: 1. CEMA Best Paper Award (€500) 2. CEMA Best PhD Paper Award (€500) 3. ESSEC-Amundi Best Asset Management Paper Award (€1,000) 4. Lifetime Achievement Award IMPORTANT DATES: Dec. 1, 2025: Paper submission starts March 1, 2026: Paper submission deadline April 1, 2026: Notification of acceptance & Registration opening May 1, 2026: Registration closing May 15, 2026: Paper assignment to discussants PAPER SUBMISSIONS: Completed manuscripts or drafts can be submitted starting on December 1, 2025, through the conference website cema2026.com (Abstracts and extended abstracts will not be considered).

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Spring Probability Day 2026 in Florence
by Gianmarco Bet 16 Feb '26

16 Feb '26

Dear colleagues, Save the date! The Spring Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *8th of May* at the University of Florence. The speakers will be Perla Sousi (University of Cambridge) and Laurent Miclo (Toulouse School of Economics). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi

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Call for paper – 3rd Verona Early Career Workshop, May 12–13, 2026
by Cecilia Mancini 16 Feb '26

16 Feb '26

Dear all, we are writing to inform you about the 3rd Verona Early Career Workshop in Economics and Mathematical Finance, which we are organizing at the Department of Economics at the University of Verona and which will take place on May 12–13, 2026, in Verona. The workshop is aimed at PhD students and early-career researchers (PhD obtained no more than 2 years ago) and seeks to foster the exchange of ideas among young scholars. This year, for the first time, the workshop explicitly opens to topics in Mathematical Finance and Statistics, alongside the traditional areas of economics. The keynote speaker will be Erich Battistin (University of Maryland). The abstract submission deadline is February 28, 2026. Participation is free, and the workshop includes coffee breaks and the social dinner. You can find all the relevant information at the following links: * Workshop webpage: https://lnkd.in/dSxEE4Xj * Call for Papers: https://lnkd.in/dPrGrdaU * Submission form: https://lnkd.in/dNbpMzEN For any questions: ecwef26(a)dse.univr.it<mailto:ecwef26@dse.univr.it> We would be very grateful if you could help us promote the call, for instance by sharing it on your social media channels (LinkedIn, X) or by forwarding it to relevant contacts and academic networks, particularly among PhD students and early career researchers. Thank you very much for your support and for helping us disseminate this initiative. Best regards, Clara Fertonani Marco Scaratti Andrea Stanghellini

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Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 13 Feb '26

13 Feb '26

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (28 Novembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Lucio Galeati (Università dell'Aquila) <https://sites.google.com/view/lucio-galeati-math/home> https://sites.google.com/view/lucio-galeati-math/home Title: Anomalous dissipation and anomalous regularization in the Kraichnan model of turbulence Date: November 28, 2025, at 14:30, 2BC30 Abstract: In the 60s Kraichnan proposed a synthetic model for passive scalar turbulence, consisting of a scalar advected by a random Gaussian velocity field, white in time and -Holder continuous in space. Despite its simplicity, this SPDE displays anomalous dissipation of energy, spontaneous stochasticity and intermittency, which are also expected for more realistic turbulent fluids. At the same time, solutions to the inviscid SPDE are unique and can be recovered by vanishing viscosity and mollification schemes. In this talk I will present some recent further understandings on this model: i) solutions to the transport equation with initial data display anomalous regularisation and almost gain Sobolev regularity , but not better; ii) solutions to the continuity equation starting from Dirac deltas instantaneously gain Lebesgue integrability, due to the diffusive behaviour of Lagrangian particle splitting, and their variance at small times grows like . Based on joint works with M. Maurelli, F. Grotto, U. Pappalettera and T. Drivas. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Three-day workshop Advances in Risk Modelling at ETH Zurich
by Davide Pirino 12 Feb '26

12 Feb '26

The three-day workshop Advances in Risk Modelling at ETH Zurich on July 6-8 2026 will showcase recent advances in risk modeling and quantification. A major theme will be to identify and address challenges posed by complex data structures, rare and extreme events, and intricate forms of dependence arising in these areas. The format of the workshop is a combination of invited presentations by leading international experts, contributed flash talks together with a poster presentation and a panel discussion with panelists from industry and academia. Moreover, there will be ample time for networking and informal discussion. Young researchers are specifically encouraged to submit a flash talk. Invited speakers include *Hansjörg Albrecher*, Université de Lausanne *Valérie Chavez*, Université de Lausanne *Marie-Pier Côté*, Université Laval *Clément Dombry*, Université de Franche-Compté *Christian Genest*, McGill University *Nicola Gnecco*, Imperial College London *Marius Hofert*, The University of Hong Kong *Philippe Naveau*, CNRS *Natalia Nolde*, The University of British Columbia *Silvana Pesenti*, University of Toronto *Johan Segers*, KU Leuven *Almut Veraart*, Imperial College London *Ruodu Wang*, University of Waterloo Important *deadlines* *16 March 2026:* - Applications for contributions to poster sessions/flash talks - Application for funding for young researchers (limited amount, application via the conference webpage) *30 June 2026:* - General Registration For further information see the *conference webpage* Advances in Risk Modeling – FIM - Institute for Mathematical Research | ETH Zurich <https://math.ethz.ch/fim/activities/conferences/advances-in-risk-modeling.h…> We are looking forward to meeting you in Zurich in July. The organizers Rüdiger Frey (Wirtschaftsuniversität Wien), Johanna Neslehova (McGill University), Johanna Ziegel (ETH Zürich)

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PhD in Finance and Economics, Call of Interest
by Davide Pirino 12 Feb '26

12 Feb '26

*PhD in Economics and Finance @Tor Vergata, **Call for Interest A.Y. 2026/2027 * The Department of Economics and Finance of the University of Rome Tor Vergata is now advertising the 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, Mathematics, Statistics, 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 invited to send to admin(a)phdef.uniroma2.it all the required documents listed in the attached document. *Deadline:* *March 1, 2026* 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 for Applications issued by the University of Rome Tor Vergata, in Spring 2026. -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Workshop "Anomalous Transport and Anomalous Diffusion"
by Giacomo Ascione 11 Feb '26

11 Feb '26

Dear colleagues, We recall that the registration procedure for the workshop “Anomalous Transport and Anomalous Diffusion”, which will take place at Scuola Normale Superiore di Pisa on March 16-20, 2026, is about to end. Registrations will close on the 20th of February. This workshop is primarily intended for researchers and students in Probability, Mathematical Physics, and Statistical Mechanics. The workshop will focus on anomalous diffusion and transport phenomena, particularly addressing topics such as the emergence of superdiffusion and subdiffusion from scaling limits, as well as their connection to space/time fractional equations. The program comprises three mini-courses, each consisting of six one-hour lectures, supplemented by a series of seminars of around 45 minutes given by distinguished national and international experts in the field. To foster networking among participants, a poster session is scheduled for Tuesday afternoon. ------------------------------ Mini-Courses - Luisa Beghin (Università La Sapienza di Roma) - Zhen-Qing Chen (University of Washington) - Tomasz Komorowski (Polish Academy of Sciences) - Takashi Kumagai (Waseda University) - Stefano Olla (Université Paris Dauphine and) ------------------------------ Seminars - Giada Basile (Università La Sapienza di Roma) - Krzysztof Bogdan (Wroclaw University of Science and Technology) - Tomasz Grzywny (Wroclaw University of Science and Technology) - Jozsef Lorinczi (Renyi Institute of Mathematics) - Michal Ryznar, (Wroclaw University of Science and Technology) - Marielle Simon (Université Lyon 1) - Bruno Toaldo (Università degli Studi di Torino) - Vanja Wagner (University of Zagreb) ------------------------------ Registration Participation in the event is free of charge but registration is mandatory. The registration form is available on the workshop webpage <https://indico.sns.it/event/133/overview>, with a deadline on February 20, 2026. If you have any questions, feel free to contact us at antrandi26(a)gmail.com. For more information, see the workshop webpage <https://indico.sns.it/event/133/overview>. Thanks for sharing with those who might be interested! Best regards, The organising committee Giacomo Ascione Franco Flandoli Lorenzo Marino

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Avviso seminario di Nicos Georgiou
by Enrica Pirozzi 11 Feb '26

11 Feb '26

Si prega di leggere l'avviso di seminario in allegato e si riporta di seguito il link: Seminar of Nicos Georgiou | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/39786961397454?p=CXHrvB3TaWA6v6xsoA>

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CSAMA BIOLOGICAL DATA SCIENCE SUMMER SCHOOL (24-29 MAGGIO 2026)
by Eventi Scienze Statistiche 11 Feb '26

11 Feb '26

*CSAMA Biological Data Science*, la scuola estiva intensiva dedicata alle tecniche di analisi statistiche per dati biologici e biomedici molecolari moderni, torna nel 2026 con la ventiduesima edizione, in programma *da domenica 24 a venerdì 29 maggio a Bressanone (BZ)*. Le lezioni comprenderanno aspetti teorici ed esercizi in R e saranno accompagnate da sessioni di discussione più informali. *Le registrazioni sono aperte*. Tutte le info e il programma sono disponibili sul sito csama2026.bioconductor.eu. *CSAMA Biological Data Science*, the intensive summer school dedicated to statistical analysis techniques for modern molecular biological and biomedical data, returns in 2026 for its 22nd edition, scheduled *from Sunday, May 24th to Friday, May 29th in Bressanone (BZ), Italy*. The lessons will include theoretical aspects and exercises in R, along with more informal discussion sessions. *Registration is now open*. All information and the program are available on the website csama2026.bioconductor.eu.

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Postdoc position in Probabilistic Combinatorics or Discrete Probability
by Mihyun Kang 10 Feb '26

10 Feb '26

Postdoc position in Probabilistic Combinatorics or Discrete Probability One postdoc position is available in the Combinatorics Group at TU Graz, Austria, in cooperation with the SFB Discrete random structures: enumeration and scaling limits (https://sfbrandom.univie.ac.at/) and with the FWF-DFG international project Sparse random combinatorial structures (https://www.math.tugraz.at/comb/grants/index2.php?link=I6502) The position is a full-time research position without teaching duties. The candidate should exhibit a strong background and track record in Probabilistic Combinatorics or Discrete Probability, especially in matchings and perfect matchings in random graphs, monomer-dimer models and related topics. - Starting date of employment: between April and November 2026 (upon mutual agreement) - Contract duration: 12 months - Annual gross salary: 70.200,20 EUR Application documents: - a cover letter (including a short description of research interests) - Curriculum Vitae (including list of publications) - a list of two persons who may be contacted for reference letters All application documents in a single PDF-file should be submitted to Ms Karin Kernbichler karin.kernbichler(a)tugraz.at Applications received by 28 February 2026 will be given full consideration. Later applications will be considered until the position is filled. For more details see the announcement at https://www.math.tugraz.at/comb/index.php?link=postdoc2026

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ClaDAG school 2026: ADVANCED STATISTICAL METHODS AND MODELS applied to sports data.
by Francesca Greselin 10 Feb '26

10 Feb '26

We are glad to announce the *CLADAG School 2026*, focused on the rapidly growing field of *Statistics in Sports*. This school offers a unique opportunity for PhD students, young researchers, and practitioners *to explore ADVANCED STATISTICAL METHODS AND MODELS applied to sports data.* *Program Highlights:* The curriculum features both theoretical lectures and hands-on sessions led by international experts: · *Andreas Groll (TU Dortmund)* · *Dimitris Karlis (Athens Univ. of Economics and Business)* · *Christophe Ley (Univ. of Luxembourg)* · *Ioannis Ntzoufras (Athens Univ. of Economics and Business)* · *Marica Manisera & Paola Zuccolotto (Univ. of Brescia)* *Key Details* · *Dates:* March 16 – 20, 2026 · *Location:* University of Brescia, Dept. of Economics and Management, Italy · *Coordinators:* Marica Manisera & Paola Zuccolotto *Registration & Deadlines* Participation is strictly limited to *28 participants*. Selections are made on a *first-come, first-served basis*, subject to a CV review by the Scientific Committee. *Apply Now: *https://bodai.unibs.it/bdsports/cladag-school-2026/ NOTE: Early registration fees will apply. Given the limited capacity, we strongly encourage interested candidates to submit their application and CV as soon as possible. Best regards, *The Organizing Committee* *CLADAG School 2026*

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post doc position in Grenoble
by Francesco Caravenna 10 Feb '26

10 Feb '26

Ricevo e inoltro. > Da: HUGO VANNEUVILLE <hugo.vanneuville(a)univ-grenoble-alpes.fr> > Oggetto: post doc position in Grenoble > Data: 9 febbraio 2026 alle ore 18:20:34 CET > > Dear colleagues, > > I am opening a postdoc position next year in Grenoble. I would be grateful if you could transfer the following announcement to potential candidates. Depending on the subject, we will propose a co-supervision with Barbara Dembin (Strasbourg). > > Thank you a lot, > Best regards, > Hugo > > ------------------------------------------------------------------------------------------ > > 2 years postdoctoral position in Probability at Institut Fourier (Grenoble) starting in September 2026: > > - The postdoctoral position is funded by the ANR "Agence Nationale de la Recherche" project COCONUT "Correlations in percolation, chaos and noise sensitivity". > > - The research areas include: Percolation, First Passage Percolation, Ising model, disordered chaos, noise sensitivity, sharpness of phase transitions, planar statistical mechanics models. Depending on the subject, we will propose a co-supervision with Barbara Dembin (Strasbourg), or other members of the ANR project. > > - There will be several workshops organized every year for this ANR project. Members of the project -- in addition to Barbara Dembin and myself -- include Loren Coquille (Grenoble), Malo Hillairet (Grenoble), Franco Severo (Paris), Jean Vereecke (Grenoble) and Julien Verges (Stockholm). > > - The salary is 2 676 euros per month (between year 0 and 3 after PhD) or 3 006 euros per month (between year 3 and 7 after PhD) (net amounts before withholding tax). The postdoc would obtain financial support to attend conferences and invite collaborators. > > - The starting date is September 2026) but a slightly later date is possible if necessary. > > - The application form is not yet available online but should be soon. You will find all the information you need to apply as soon as possible on my website [ https://hugo-vanneuville.perso.math.cnrs.fr/index_en.html ]. Please feel free to contact Barbara Dembin and myself before then. > > Contacts: Barbara Dembin [ barbara.dembin(a)math.unistra.fr <mailto:barbara.dembin@math.unistra.fr> ] ; Hugo Vanneuville [ hugo.vanneuville(a)univ-grenoble-alpes.fr <mailto:hugo.vanneuville@univ-grenoble-alpes.fr> ]

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Program WMFW
by Claudia Ceci 10 Feb '26

10 Feb '26

Dear all, The *Women in Mathematical Finance Workshop* will take place on February 12-13 at the MEMOTEF Department, Sapienza University of Rome (Faculty of Economics, Via del Castro Laurenziano 9, Aula Onida, third floor). Due to a hacker attack, the webpage is currently unavailable, so we are sharing the program https://lnkd.in/dS-KUHKV *On behalf of the Organizing Committee,* Claudia Ceci *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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