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

11 Mar '25

(ENGLISH BELOW) Care colleghe e colleghi, Siamo felici di annunciarvi che venerdì 11 Aprile si terrà la quindicesima giornata di seminari del ciclo “Days in Probability and Statistical Physics”. A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS Università degli Studi di Firenze Venerdì 11 Aprile 2025 Lecturers: Clara Stegehuis (Twente University) e David Belius (UniDistance Suisse) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata per un pubblico non esperto, seguita da un seminario di approfondimento sul tema, della stessa durata (vedi programma). Maggiori informazioni, compresi gli abstract, sono reperibili alla pagina web dell’evento (qui<https://sites.google.com/unifi.it/florence-probability-group/probability-da…>). Note pratiche: a coloro che fossero interessati a partecipare chiediamo di compilare il seguente Google Form entro il 6 Aprile: https://forms.gle/zYv2BFAmMy42cf8y8 Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessato/a, in particolare giovani ricercatrici e ricercatori! Luca Avena, Luisa Andreis, Gianmarco Bet e Elia Bisi Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Clara Stegehuis (Twente University) Title: Detecting geometry in scale free networks Prof. David Belius (UniDistance Suisse) Title (Introductory lecture): The story of mean-field spin glasses Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Stegehuis 11.45-12.15 Break 12.15-13.00 Seminar: Stegehuis 13.00-14.30 Pranzo 14.30-15.15 Introductory lecture: Belius 15.15-15.45 Break 15.45-16.30 Seminar: Belius Trovate qui<https://drive.google.com/file/d/17o2Lj3hq4REcMMS788jd0Fe_4403Ikp1/view?usp=…> il poster dell’evento. —--------------------------------------------------- Dear colleagues, We are happy to announce that on Friday, April 11th, the fifteenth seminar day in the “Days in Probability and Statistical Physics” will take place. A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday, April 11th, 2025 Lecturers: Clara Stegehuis (Twente University) e David Belius (UniDistance Suisse) Location: Tricerri room, Department of Mathematics and Computer Science Ulisse Dini, Viale Morgagni 67/a, Florence, Florence Each speaker will give a 45 minutes introductory lecture tailored for non-experts, followed by another 45 minutes of seminar-style presentation (see program). More information, including the abstracts, can be found on the event’s webpage<https://sites.google.com/unifi.it/florence-probability-group/probability-da…>. Practical notes: for organization purposes, we kindly ask those who plan to attend to fill out the following Google Form by April 6: https://forms.gle/zYv2BFAmMy42cf8y8 We look forward to seeing many of you and please feel free to share the announcement with those you think may be interested, particularly to young researchers! Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAM Prof. Clara Stegehuis (Twente University) Title: Detecting geometry in scale free networks Prof. David Belius (UniDistance Suisse) Title (Introductory lecture): The story of mean-field spin glasses Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Stegehuis 11:45-12:15 Break 12:15-13:00 Seminar: Stegehuis 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Belius 15:15-15:45 Break 15:45-16:30 Seminar: Belius You can find here<https://drive.google.com/file/d/17o2Lj3hq4REcMMS788jd0Fe_4403Ikp1/view?usp=…> the poster of the event. Luisa Andreis ------------------------------------------------------- Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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

11 Mar '25

Dear all, It is our pleasure to announce that registration to the second edition of the *Preference Statistics summer school* (PrefStat 2025 <https://www.prefstat.org/>) is now open at this link: https://nettskjema.no/a/494018#/page/1 *Early bird registration is open until 15 April* (late registration until 2 June) The school will be held at the *University of Oslo (Norway), from June 30th to July 4th, 2025.* Focus of the 2025 event will be on *Bayesian Methods in Preference Learning.* The PrefStat summer school is a 5-day event aimed at introducing young researchers to the highly active field of Preference Learning (PL), with a strong focus on applications and case studies. The key elements of the summer school are lectures by distinguished keynote speakers in the field, accompanied by computational sessions guiding the participants in the analysis of real-world datasets. The overall aim of the school is to educate a young generation of researchers to work at the interface of machine learning and theoretically advanced statistical methods, to unveil all potentialities of PL. The main target group for the school is master & PhD students, postdocs and interested senior researchers in statistics, data science, math, computer science, or related subjects with a strong interest in PL. Further information can be found on the University of Oslo event page: https://www.integreat.no/events/public-events/workshops/prefstat-summer-sch… We are looking forward to an inspiring event! Best regards, Valeria Vitelli On behalf of the scientific & organizing committees -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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

11 Mar '25

Dear all, We remind you about the registration deadline for the 1st Workshop on Data Science for Health and Biology (DS4HB), jointly organized by Politecnico di Milano and Human Technopole, which will take place at Politecnico di Milano from April 7-9, 2025. With the registration deadline approaching on March 20, 2025, we invite you to secure your participation and contribute to this exciting event. DS4HB will bring together leading researchers, industry professionals, and clinicians to foster dialogue, collaboration, and innovation in applying data science to health and biology. This is a great opportunity to showcase to and discuss your work with a diverse audience of researchers, practitioners, and clinicians from across Europe. The workshop is organized across three thematic days: Day 1 – Data Science for Omics data Day 2 – Data Science for Medical Imaging Day 3 – Data Science for Electronic Health Records (EHR) Each day will feature keynote talks by internationally renowned speakers, roundtable discussions, hands-on tutorials, and poster sessions to stimulate networking and the exchange of ideas. Key Dates to Remember: * Registration Closes: March 20, 2025 * Conference start: April 7th, 2025 Discover more and register at www.ds4hb.polimi.it<https://www.ds4hb.polimi.it/>. Follow us on Linkedin<https://www.linkedin.com/company/ds4hb-workshop/?viewAsMember=true> and X<https://x.com/ds4hb> (@ds4hb) for the latest updates, news, and announcements Politecnico di Milano and Human Technopole are two leading institutions at the forefront of data science applications in biology, precision medicine, and health-related research. DS4HB is promoted by the Health Analytics<https://mox.polimi.it/research-areas/health-analytics/> and Statistical Learning<https://mox.polimi.it/research-areas/statistics/> groups of the MOX laboratory<https://mox.polimi.it/> within the Mathematical Department of Politecnico<https://www.mate.polimi.it/>, and the Health Data Science Center<https://humantechnopole.it/en/research-centres/health-data-science/> of Human Technopole<https://humantechnopole.it/en/>. We look forward to welcoming you to Milan next April for this unique event! Best regards, Francesca Ieva (Chair) On behalf of the Scientific and Organizing Committees of DS4HB -- Francesca Ieva Associate Professor of Statistics MOX - Department of Mathematics Politecnico di Milano, Milan 20133, Italy [url] https://sites.google.com/view/francesca-ieva/home Associate Head HDS - Health Data Science Center Human Technopole, Milan, Italy [url] https://humantechnopole.it/it/centri-di-ricerca/health-data-science/

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

11 Mar '25

Dear friends of Stochastics and Statistics, the registration for the 43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025 is open ! Please check the website 43rd Finnish Summer School on Probability and Statistics | FDNSS<https://fdnss.fi/43rd-finnish-summer-school-on-probability-and-statistics/> Poster<https://fdnss.wordpress.com/wp-content/uploads/2025/03/fdnss-school_poster-…> Minicourses: * Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Long range dependent noise in Stochastic Differential Equations and Stochastic Partial Differential Equations * Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) McKean-Vlasov type SDEs and related PDEs: kinetic models and low-regularity coefficients * Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) Graphical Models and Algebraic Statistics See you in Lammi ! Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland

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

11 Mar '25

Vienna Congress on Mathematical Finance (VCMF 2025) Wednesday, July 9 - Friday, July 11, 2025 https://fam.tuwien.ac.at/vcmf2025/ ----------------------------------------------------- The call for contributed talks & posters is open until March 16, 2025. https://fam.tuwien.ac.at/vcmf2025/registration.php ----------------------------------------------------- Dear colleagues, the third Vienna Congress on Mathematical Finance (VCMF 2025) will be held from July 9-11, 2025, once again at the WU campus. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Financial Economics - Green and Sustainable Finance (Electricity, Energy,...) - Insurance (Climate Risk, Cyber Risk, ...) - Statistics for Financial Markets and Large Language Models - Mean Field Games and Stochastic Control - New Technologies in Finance and Insurance (Computational Methods and Machine Learning, Cryptocurrencies, Limit Order Book and High Frequency Trading, Algorithmic Trading) - Optimal Transport (Robust Finance) - Portfolio Optimisation - Risk Management (Risk Allocation, Risk Aggregation, Credit Risk and Systemic Risk) - Rough Analysis in Finance and Insurance (Rough and Stochastic Volatility) The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. In the framework of a Panel Discussion on the theme "AI in Finance and Insurance" we offer the conference participants a platform for discussions with a number of renowned experts. The VCMF 2025 follows the successful previous editions VCMF 2019 and VCMF 2016. For further information including details on plenary and invited speakers see the conference homepage at: https://fam.tuwien.ac.at/vcmf2025/ We are looking forward to meeting you in July! With kind regards from the VCMF 2025 organizers, Christa Cuchiero, Julia Eisenberg, Zehra Eksi-Altay, Rüdiger Frey, Stefan Gerhold, Paul Krühner, Uwe Schmock, Josef Teichmann ----------------------------------------------------- Venue: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna, Austria Jointly organized by: TU Wien University of Vienna WU Vienna - Vienna University of Economics & Business WPI - Wolfgang Pauli Institute Gold Sponsors: Bank Austria IQAM Invest Raiffeisen Bank International Silver Sponsors: Deloitte Meyerthole Siems Kohlruss (further sponsors are welcome) Plenary Speakers: - Eduardo Abi Jaber (Ecole Polytechnique, FR) - René Aïd (Université Paris-Dauphine, FR) - Caroline Hillairet (ENSAE-Paris, CREST, FR) - Marcel Nutz (Columbia University, US) - Aaditya Ramdas (Carnegie Mellon University, US) - Sara Svaluto-Ferro (University of Verona, IT) - Renyuan Xu (University of Southern California, US) - Stefan Zohren (University of Oxford, UK) Invited Speakers: - Hansjoerg Albrecher (University of Lausanne, CH) - Ofelia Bonesini (London School of Economics, UK) - Katia Colaneri (University of Rome Tor Vergata, IT) - Damir Filipovic (EPFL and Swiss Finance Institute, CH) - Ruimeng Hu (University of California, US) - Grégoire Loeper (BNP Paribas CIB, FR) - Yuri F. Saporito (Fundação Getulio Vargas, BR) - Konstantinos Spiliopoulos (Boston University, US) Additionally on the first day of the congress there will be a panel discussion with the title: "AI in Finance and Insurance" Moderator: - Josef Teichmann (ETH Zurich, CH) For further details see the schedule overview: https://fam.tuwien.ac.at/vcmf2025/speakers.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until March 16, 2025. Acceptance/rejection letters will be sent until April 15, 2025 at the latest. Registration: Early registration is possible until April 30, 2025. Registration is possible until June 15, 2025. Submission and Registration: https://fam.tuwien.ac.at/vcmf2025/registration.php CPD - Continuing Professional Development for actuaries: VCMF 2025 is accredited by the Actuarial Association of Austria (AVÖ). Actuaries can earn up to 17 CPD points. For any requests, do not hesitate to write an e-mail to the conference managers Katrin Artner and Sandra Trenovatz <vcmf2025(a)fam.tuwien.ac.at> ----------------------------------------------------- "Le congrès danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815) https://en.wikipedia.org/wiki/Congress_of_Vienna -----------------------------------------------------

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

10 Mar '25

Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Mon, 10 Mar 2025 at 17:07 Subject: Fwd: Seminario di Matematica, Scienza & Società %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Avviso di seminario di Matematica, Scienza & Società Lunedì 17 marzo 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Michela Procesi* (Università di Roma Tre) *Moti ricorsivi e stabilità nei sistemi dinamici* Sommario Uno dei problemi fondamentali della meccanica è descrivere matematicamente i moti, per esempio il moto planetario o delle particelle in un fluido. A parte esempi specialissimi però, non ci si può aspettare di poter dare una descrizione esatta del comportamento in ciascun istante. In effetti in generale le evoluzioni temporali possono essere molto imprevedibili, ad esempio, in assenza di attrito, ci si aspetta la coesistenza di dinamiche ricorrenti e caotiche. In questo seminario discuterò principalmente modelli semplificati che sono piccole perturbazioni di sistemi di molle e mostrerò che già in questo caso si osservano vari fenomeni matematicamente interessanti e fisicamente significativi. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… F. Dell'Isola, M. Pulvirenti, E. Rogora, B. Scoppola, A. Teta %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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

10 Mar '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (14 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Macrina (UCL London) <https://amacrina.wixsite.com/macrina> https://amacrina.wixsite.com/macrina Title: Continuous-Time Quantile Processes with Applications in Finance and Insurance Date: March 14, 2025, at 16:30, room 2BC30 Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a dynamic random quantile level that allows for direct interpretation of the resulting quantile process characteristics such as location, scale, skewness, and kurtosis, in terms of the model parameters. The second type are function--valued quantile diffusions and are driven by stochastic parameter processes, which determine the entire quantile function at each point in time. By the proposed construction method, quantile processes are obtained by transforming the marginals of a diffusion process under a composite map consisting of a distribution and a quantile function. Sub-classes of quantile diffusions are explored, with emphasis placed on the Tukey family of models whereby skewness and kurtosis are directly parameterised and thus the composite map is explicable with respect to such statistical behaviours. As an example of an application of quantile diffusions, we show how probability measure distortions, a form of dynamic tilting, can be induced. Though particularly useful in financial mathematics and actuarial science, examples of which are given in this work, measure distortions feature across multiple research areas. For instance, dynamic distributional approximations (statistics), non-parametric and asymptotic analysis (mathematical statistics), dynamic risk measures (econometrics), behavioural economics, decision making (operations research), signal processing (information theory), and not least in general risk theory including applications thereof. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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

08 Mar '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 14/03/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario: ------------------------------------------------ 11.00-12.00 Speaker: Sahani PATHIRAJA (UNSW SYDNEY) Title: ON CONNECTIONS BETWEEN SEQUENTIAL BAYESIAN INFERENCE AND EVOLUTIONARY DYNAMICS Abstract: It has long been posited that there is a connection between the dynamical equations describing birth-death & evolutionary processes in biology (so-called ``replicator-mutator’’ dynamics) and sequential Bayesian learning methods. This talk describes new research in which this precise connection is rigorously established in the continuous time setting. Here we focus on a class of interacting particle methods for solving the sequential Bayesian inference problem which are characterised by a McKean-Vlasov Stochastic differential equation. Of particular importance is a piecewise smooth approximation of the observation path from which the discrete time filtering equations are shown to converge to a Stratonovich interpretation of the Kushner equation. This smooth formulation will then be used to draw precise connections between nonlinear filtering and replicator-mutator dynamics. Additionally, gradient flow formulations will be investigated as well as a particular form of replicator-mutator dynamics which is shown to be beneficial for filtering with misspecified models. It is hoped this work will spur further research into exchanges between sequential learning and evolutionary biology and to inspire new algorithms in filtering and sampling. 12.00-13.00 Speaker: Quan ZHOU (TEXAS AMU) Title: GENERATIVE MODELING USING SOFT-CONSTRAINED SCHRODINGER BRIDGE Abstract: Schrodinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We propose to generalize this problem by allowing the terminal distribution to differ from the target but penalizing the Kullback-Leibler divergence between the two distributions. We call this new control problem soft-constrained Schrodinger bridge (SSB). The main contribution of this work is a theoretical derivation of the solution to SSB, which shows that the terminal distribution of the optimally controlled process is a geometric mixture of the target and some other distribution. This result is further extended to a time series setting. One application is the development of robust generative diffusion models. We propose a score matching-based algorithm for sampling from geometric mixtures and showcase its use via a numerical example for the MNIST data set. Joint work with J. Garg and X. Zhang. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 12/03/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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StatPhys29 Satellite Conference: "Non-equilibrium statistical physics: mathematical and physical advances", Florence 21-25 July 2025:
by luca.avena＠unifi.it 07 Mar '25

07 Mar '25

Dear colleagues, We are pleased to announce the upcoming StatPhys29 Satellite Conference: "Non-equilibrium statistical physics: mathematical and physical advances", Florence 21-25 July 2025: https://sites.google.com/view/nesp-2025 Research on non-equilibrium statistical physics has been developing rapidly and today represents a theme of growing interest worldwide. Fundamental ideas, methods and techniques have gradually made their way from statistical physics into probability theory and mathematical physics, where they lead to new problems and new solutions. This crossroad has developed into a very active research area over the past 10 years. In the proposed workshop the focus is on common concepts and tools and on the surprising new connections that have become available recently. Key topics that will be addressed at the conference are: (1) Non-equilibrium steady states of classical, quantum, and stochastic systems; (2) KPZ universality; (3) integrable quantum dynamics; (4) hydrodynamic limit and large deviations; (5) anomalous transport. The satellite meeting aims at gathering major experts in these fields, with the goal of exchanging ideas and setting the stage for further progress. Registration Details: This Satellite Conference is open to everybody. There is the possibility of a few contributed talks. • Deadline: April 30, 2025. • Please register via https://sites.google.com/view/nesp-2025 • There is no registration fee. Feel free to share this invitation with anyone who may be interested. Best regards, L. Avena, F. Colomo, C. Giardina', P. Goncalvez, F. Essler, T. Sasamoto, H. Spohn.

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R: Seminario Padova - Marc Hoffman - zoom
by alekos.cecchin＠unipd.it 06 Mar '25

06 Mar '25

Buongiorno, Segnaliamo che il seminario di Marc Hoffman di domani (di seguito titolo e abstract) si potrà seguire anche su zoom. Di seguito il link Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Argomento: Zoom meeting invitation - Riunione Zoom di Alekos Cecchin Ora: 7 mar 2025 02:30 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna Entra nella riunione in Zoom https://unipd.zoom.us/j/85199623921?pwd=tEaW5MtO9cYnFp6cA4ZnHC6pgbZiCd.1 ID riunione: 851 9962 3921 Codice d’accesso: 292730 --- Un tocco su dispositivo mobile +17193594580,,85199623921# Stati Uniti +12532050468,,85199623921# Stati Uniti --- Componi in base alla tua posizione • +1 719 359 4580 Stati Uniti • +1 253 205 0468 Stati Uniti • +1 253 215 8782 Stati Uniti (Tacoma) • +1 301 715 8592 Stati Uniti (Washington DC) • +1 305 224 1968 Stati Uniti • +1 309 205 3325 Stati Uniti • +1 312 626 6799 Stati Uniti (Chicago) • +1 346 248 7799 Stati Uniti (Houston) • +1 360 209 5623 Stati Uniti • +1 386 347 5053 Stati Uniti • +1 408 638 0968 Stati Uniti (San Jose) • +1 507 473 4847 Stati Uniti • +1 564 217 2000 Stati Uniti • +1 646 876 9923 Stati Uniti (New York) • +1 646 931 3860 Stati Uniti • +1 669 444 9171 Stati Uniti • +1 669 900 6833 Stati Uniti (San Jose) • +1 689 278 1000 Stati Uniti ID riunione: 851 9962 3921 Trova il tuo numero locale: https://unipd.zoom.us/u/km68cLJ8a --- Partecipa tramite SIP • 85199623921(a)zoomcrc.com --- Entra tramite H.323 • 144.195.19.161 (Stati Uniti Occidentali) • 206.247.11.121 (Stati Uniti Orientali) • 115.114.131.7 (Mumbai - India) • 115.114.115.7 (Hyderabad - India) • 159.124.15.191 (Amsterdam Paesi Bassi) • 159.124.47.249 (Germania) • 159.124.104.213 (Australia Sydney) • 159.124.74.212 (Australia Melbourne) • 170.114.180.219 (Singapore) • 64.211.144.160 (Brasile) • 159.124.132.243 (Messico) • 159.124.168.213 (Canada Toronto) • 159.124.196.25 (Canada Vancouver) • 170.114.194.163 (Giappone Tokyo) • 147.124.100.25 (Giappone Osaka) ID riunione: 851 9962 3921 Codice d’accesso: 292730 Da: alekos.cecchin(a)unipd.it <alekos.cecchin(a)unipd.it> Inviato: sabato 1 marzo 2025 20:31 A: random(a)mail.dm.unipi.it Cc: 'MARC HOFFMANN' <hoffmann(a)ceremade.dauphine.fr> Oggetto: Seminario Padova - Marc Hoffman Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marc Hoffman (Université Paris-Dauphine) <https://www.ceremade.dauphine.fr/~hoffmann/> https://www.ceremade.dauphine.fr/~hoffmann/ Title: Some questions in mathematical statistics linked to evolution PDEs Date: March 7, 2025, at 14:30, room 2BC30 Abstract: Evolution models in applications are often analysed via PDEs, interpreted as a macroscopic decription of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires a underlying stochastic model. This is usullay treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasise the interest of our approach. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Call for interest: postdoc position at USI, Lugano, Switzerland
by Mira Antonietta 06 Mar '25

06 Mar '25

Antonietta Mira invites expression of interest for a Research Associate (not tenure track) / Postdoc position in Statistics / Data Science (ideally 100%, maximum duration 1.5 years) at Università della Svizzera italiana (USI), Lugano, Switzerland. The Position. The candidate will work with Prof. Mira (http://usi.to/exz) in a dynamic research team and in a multidisciplinary and international scientific environment. Information about ongoing projects is available upon request. The candidate is expected to present papers at scientific conferences and produce publications in high-ranking journals. Candidates’ profile Ideal candidates should satisfy the following requirements: • PhD in Statistics, Computer Science, or similar • Programming knowledge in Python and/or R • Fluent in English Contract terms. Workplace is USI Università della Svizzera italiana, located in Lugano, Switzerland. Starting date is as soon as possible, applications received before end of February 2025 will be given priority. However, the position will be kept open until a suitable candidate has been found. Long distance cooperation for part of the time can be discussed, as well as part time positions. The salary levels correspond to those set by the Swiss National Science Foundation for postdoctoral researchers (80.000 CHF per year, full time). The Application. Please send your expression of interest or requests for further information to Antonietta Mira (antonietta.mira(a)usi.ch). The Application procedure is quite easy. We will request (1) a letter in which the applicants describe their research interests, (2) a complete CV, (3) full transcript of records (does not need to be an official transcript), (4) a complete list of publications (5) contact information of 2 or 3 scientific references. The University. USI is a young and lively university, a hub of opportunity open to the world where students are offered a quality interdisciplinary education in which they can be fully engaged and take center stage, and where our researchers can count on having the space to freely pursue their initiative. Established in 1996, USI is in constant evolution, always taking on new challenges while remaining true to its three guiding principles: quality, openness and responsibility. USI strives to be an equal opportunity and family friendly employer and is further responsive to the needs of dual career couples. We guarantee that the selection process will give equal opportunities to female and male researchers. As an institution that values diversity, USI particularly encourages applications from women and from all individuals from underrepresented groups.

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Concorso da lecturer o professore associato in financial computing a UCL
by Germano, Guido 06 Mar '25

06 Mar '25

https://www.ucl.ac.uk/work-at-ucl/search-ucl-jobs/details?nPostingId=13253&… Lecturer/ Associate Professor in Financial Computing (Grade 8/9) Ref Number B04-05906 Professional Expertise Academic DepartmentUCL BEAMS (B04) Location London Working Pattern Full time Salary £66,711–£72,370 Contract Type Permanent Working Type On site Available for Secondment No Closing Date 28-Mar-2025 About us UCL’s Department of Computer Science (CS) is a top-ranked Computer Science Department in the UK. In the 2021 Research Excellence Framework (REF) evaluation, UCL Computer Science was ranked second in the UK for research power and first in England. The Financial Computing & Analytics Group is a leading research hub at the intersection of finance, data science, and technology. The group specialises in quantitative finance, machine learning, blockchain, and complex economic systems modelling, with strong ties to academia, industry, and policymakers. It also leads the UCL Centre for Blockchain Technologies and plays a key role in interdisciplinary collaborations across UCL and beyond. About the role The post holders will teach at undergraduate and graduate levels in areas allocated by the Head of Department or Director of Studies and carry out research and produce publications and other research outputs, in line with personal objectives agreed in the staff review process. They will also supervise or assist with supervision of undergraduate, taught graduate (Masters) or research graduate (MPhil/MRes/PhD/EngD) students. They will contribute to the development, planning and implementation of a high-quality curriculum, and to the development of learning materials. Additionally, they will be expected to secure research funding and actively engage in departmental, faculty and UCL-wide initiatives, working groups or committees. The post is advertised at Grade 8/9 with salary: Grade 8 (£52,487-£61,534), Grade 9 (£66,711- £72,370) inclusive of London Allowance per annum. Appointment at Grade 9 is dependent on evidence of a strong and sustained academic and research record. About you The successful candidate must hold a PhD in a relevant field (e.g., Computer Science, Physics, Mathematics, Economics) and demonstrate expertise in financial computing, quantitative finance, machine learning, complex systems modelling, or blockchain technologies. They should have a strong research track record, evidenced by high-quality publications and research outputs, as well as the ability to secure external research funding. The role requires excellent teaching skills, with experience in curriculum development, student supervision, and course delivery at undergraduate and postgraduate levels. Strong interpersonal, oral, and written communication skills are essential, along with the ability to work collaboratively in an interdisciplinary environment. A commitment to academic research, high-quality teaching, and fostering an inclusive learning environment is key. What we offer As well as the exciting opportunities this role presents, we also offer some great benefits some of which are below: • 41 Days holiday (27 days annual leave 8bank holiday and 6 closure days) • Additional 5 days’ annual leave purchase scheme • Defined benefit career average revalued earnings pension scheme (CARE) • Cycle to work scheme and season ticket loan • Immigration loan • Relocation scheme for certain posts • On-Site nursery • On-site gym • Enhanced maternity, paternity and adoption pay • Employee assistance programme: Staff Support Service • Discounted medical insurance Visit https://www.ucl.ac.uk/work-at-ucl/reward-and-benefitsto find out more. A job description and person specification can be accessed at the bottom of this page. To apply for the vacancy please click on the ‘Apply Now’ button below. If you have any queries regarding the vacancy or the application process, please contact Aste, Tomaso t.aste(a)ucl.ac.uk <mailto:t.aste@ucl.ac.uk> Our commitment to Equality, Diversity and Inclusion As London’s Global University, we know diversity fosters creativity and innovation, and we want our community to represent the diversity of the world’s talent. We are committed to equality of opportunity, to being fair and inclusive, and to being a place where we all belong. We therefore particularly encourage applications from candidates who are likely to be underrepresented in UCL’s workforce. These include people from Black, Asian and ethnic minority backgrounds; disabled people; LGBTQI+ people; and for our Grade 9 and 10 roles, women. Our department holds an Athena SWAN Bronze award, in recognition of our commitment to advancing gender equality. Available documents

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Fwd: International Seminar on SDEs and Related Topics: Laurent Denis - March14
by Gianmario Tessitore - UNIMIB 06 Mar '25

06 Mar '25

Diffondo con piacere Mario ============================================================================ Dear Colleague, *on Friday, March 14,* (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 8:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Laurent Denis* (Université du Maine, France) will speak about */BSDE with singular terminal condition: the continuity up to terminal time problem/ * Abstract: We study the limit behavior of the solution of a backward stochastic differential equation when the terminal condition is singular, that is it can be equal to infinity with a positive probability. In the Markovian setting and in the case where the equation is driven by a Brownian motion, Malliavin's calculus enables us to prove continuity if a balance condition between the growth w.r.t. /y/ and the growth w.r.t. /z/ of the generator is satisfied. We apply our result to liquidity problem in finance and to the solution of some semi-linear partial differential equation ; the imposed assumption is also new in the literature on PDE. Finally, we prove that if there are jumps (i.e. the operator of the PDE is non local), we observe a propagation of the singularity, contrary to the continuous case (local operator). This talk is based on several joint works with D. Cacitti-Holland and A. Popier. References: Cacitti-Holland D., Denis L., Popier A. Continuity problem for BSDE and IPDE with singular terminal condition,/Journal of Mathematical Analysis and Applications/, Vol. 543, issue 1 (2025). Cacitti-Holland D., Denis L., Popier A. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time, to appear in /Stochastic Processes and their Applications/ (2025). ABOUT THE SPEAKER: Laurent Denis is professor at the mathematical laboratory, LMM, of "Le Mans Université" in France, since 2013. Formerly, he was professor at "Université d’Evry » from 2005 to 2013.He received a PhD in Mathematics from University Paris VI in 1994 under the supervision of F. Hirsch and his habilitation from Le Mans University in 2012. From 2012 to 2023 he was also teaching at Ecole Polytechnique. His research interests are centered around uncertain models in finance, non-linear expectation, Stochastic Partial Differential Equations, Malliavin calculus for jump processes, Dirichlet forms and more recently Backward Stochastic Differential equations.. Besides numerous publications, he is the co-author with N. Bouleau of the monograph "Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes » published in 2017. Welcome in the name of all the organizers Hannah Geiss For the dates and the list of the upcoming speakers go to http://users.jyu.fi/~chgeiss/seminar-on-sdes.html -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Reminder to register for SPDEvent 2025
by Umberto PAPPALETTERA 05 Mar '25

05 Mar '25

Dear colleagues, This is a friendly reminder that the deadline for registrations to the SPDEvent 2025 is approaching. If you wish to participate and you haven't already registered and/or applied for funding, please do it now to secure your participation. We look forward to seeing you in Bielefeld! The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange Eliseo Luongo Umberto Pappalettera

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OWPS is back next week!
by Luisa Andreis 05 Mar '25

05 Mar '25

Dear colleagues, We are delighted to announce that the One World Probability Seminar is returning for the Spring 2025 semester with a refreshed schedule! The seminar will be held every other Wednesday at 14:00 UTC. The season will kick off on Wednesday, March 12 at 14:00 UTC via Zoom (link<https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1>). We are thrilled to welcome our first two speakers: Shankar Bhamidi (University of North Carolina) and David J. Aldous (UC Berkeley) Please find titles and abstracts of their talks below and on our website<https://www.owprobability.org/about>, which also contains future speakers for the semester. Originally launched during the early days of the pandemic to keep the probability community connected, our seminar has since hosted over 100 research talks from around the globe. It remains open to anyone eager to learn about the latest developments in probability theory. We encourage you to share this announcement as we embark on this new chapter. If you want updates on future OWP seminars, consider joining our mailing list: here<https://www.owprobability.org/mailing-list> the instructions. We look forward to seeing many of you online! Best wishes, Luisa Andreis and Roger Van Peski Aldous’s fringe convergence of random trees and its applications Shankar Bhamidi (UNC Chapel Hill) Local weak convergence starting with the work of Aldous and Benjamini and Schramm has turned out to be one of the standard work horses in modern probabilistic combinatorics, to understand asymptotics of large discrete random structures and dynamics of processes such as random walks on such processes. The goal of this talk is to describe the impact of one of the less well known “OG” (original great) papers in this area: Aldous’s work on fringe convergence of random trees developed in a paper in the mid 90s. This technique, coupled with stochastic approximation techniques allows one to relatively easily prove local weak convergence of a number of modern random tree models proposed by domain scientists, including network evolution with limited choice, network dynamics where new individuals have access to only a partial temporal snapshot of the network and network evolution models where individuals have different attributes. Obscure results and open problems: some of my favorites David J. Aldous (UC Berkeley) These are some problems that I would like some smart young person to work on! (1) What probability distributions on $[0,\infty)$ arise as the distance between two i.i.d. points in some complete separable metric space? (2) Probability distributions on routed planar networks. (3) Combinatorics of fringe trees in a phylogenetic model. (4) Nearest neighbor of nearest neighbor, on the complete network -- Are you smarter than an AI? (5) Find a qualitatively realistic model for a generic subway network. (6) Percolation of empires.

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Seminar Luciano CAMPI
by Antonello Pesce 05 Mar '25

05 Mar '25

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

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ABS25 (Applied Bayesian Statistics) summer school in Genova, Italy, 3-6/6/2025
by Elisa Varini 05 Mar '25

05 Mar '25

We are pleased to inform you that registration and fee payment are now possible for the next Applied Bayesian Statistics summer school - ABS25 to be held from 3 to 6 June 2025 in the beautiful historic city of Genova, overlooking the Ligurian Sea in Italy. Website: https://abs25.imati.cnr.it/ <https://abs25.imati.cnr.it/> The school is organized by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with the Department of Mathematics of the University of Genova. The topic will be SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY The lecturer will be Prof. ALEXANDRA SCHMIDT (McGill University, Department of Epidemiology, Biostatistics and Occupational Health, Canada), with the support of Dr. CARLO ZACCARDI (University G. d'Annunzio Chieti-Pescara, Department of Economics, Italy). As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: This course aims to explore the interface between environmental epidemiology (EE) and spatio-temporal modelling (ST). The aim of EE is to understand the adverse health effects of environmental hazards and to estimate the risks associated with those hazards. Such risks have traditionally been assessed either over time at a fixed point in space or over space at a fixed point in time. ST modelling characterizes the distribution of those hazards and associated risks over both geographical locations and time. Understanding variation and exploiting dependencies over both space and time greatly increases the power to assess those relationships. The course will cover a wide range of topics from an introduction to spatio-temporal and epidemiological principles along with the foundations of ST modeling, with specific focus on their application, to new directions for research. Topics to be covered: - Types of epidemiological studies: cohort, case–control, ecological - Measures of risk: relative risks, odds ratios, absolute risk, sources of bias, assessing uncertainty - Bayesian statistics and computational techniques: Markov Chain Monte Carlo (MCMC) - Regression models in epidemiology: Logistic and Poisson generalized linear models, hierarchical models - Dynamic linear models, temporal autocorrelation - Spatial models: area and point referenced methods, mapping, geostatistical methods, spatial regression - Spatial-temporal models: separable models, non-separable models, modelling exposures in space and time. Reference: Shaddick, G., Zidek, J.V., & Schmidt, A.M. (2023). Spatio–Temporal Methods in Environmental Epidemiology with R (2nd ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9781003352655 <https://doi.org/10.1201/9781003352655> We hope you will be interested in the school, and we would like to meet you in Genova. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS25

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Seminario Matteo Brachetta - Politecnico di Milano - 13 Marzo 2025
by Luca Scarpa 04 Mar '25

04 Mar '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 13 Marzo 2025, ore 11:45. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Matteo Brachetta, Università di Genova. Title: Risk measures and optimal reinsurance: finding a connection via BSDEs. Abstract: The aim of this talk is to connect utiility maximization problems and the optimization of dynamic risk measures, which are usually considered as two different branches or approaches to financial problems. A reinsurance contract allows an insurance company to transfer part of the risk to another company, namely the reinsurer, in order to reduce the future losses, which are usually modeled as a marked point process. Finding the optimal reinsurance agreement translates into a stochastic control problem for the insurer. Recently, some authors showed that the optimal value process for the utility maximization problem can be characterized as the solution of a BSDE with jumps. In other works, it is proved that some BSDEs induce dynamic risk measures, which can be financially interpreted as a default time and an associated mark. In this talk we aim to explore the properties of the risk measure induced by the optimal reinsurance policy under dierent risk models with jumps. The talk is based on a work in progress with Fulvia Confortola (Politecnico of Milan). Link Zoom: <https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> [zoom.ico]<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Seminario Elena Montanaro - Politecnico di Milano - 13 Marzo 2025
by Luca Scarpa 04 Mar '25

04 Mar '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 13 Marzo 2025, ore 11:00. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Elena Montanaro, Università La Sapienza. Title: An epidemic model using GW trees and coupon collectors. Abstract: We describe a model for information or viral transmission on the complete graph $\mathbb{K}_n$. Each node is an individual which may be susceptible, infected or recovered. This model has been introduced by Comets et al. with the main goal of studying the asymptotic behavior, as $n$ goes to infinity, of the duration of the infection and of the proportion of infected individuals in the population. The results rely on two interesting stochastic processes: the GW process and the coupon collector process. We discuss some extensions of this problem Link Zoom: <https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> [zoom.ico]<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Seminario PRISMA lunedì 3 marzo 2025 - G. Cannizzaro & F. Toninelli
by Sonia Mazzucchi 03 Mar '25

03 Mar '25

Buongiorno, ricordiamo che *oggi lunedì 3 marzo dalle 16:30 alle 17:45* si terrà il seminario on-line del gruppo UMI - PRISMA ( http://www.umi-prisma.polito.it/). I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi saranno *Giuseppe Cannizzaro* (University of Warwick) e *Fabio Toninelli* (Technical University of Vienna) che parleranno di: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica. con il seguente orario: 16:30 Primo seminario 17:00 Pausa e discussione 17:15 Secondo seminario 17:45 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unipd.zoom.us/j/81175434050?pwd=hCozT8gqnlu49Io6LawZWAwLDrnaJ7.1 Meeting ID: 811 7543 4050 Passcode: 871716 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giuseppe Cannizzaro (University of Warwick) e Fabio Toninelli (Technical University of Vienna) TITOLO: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica RIASSUNTO: L'equazione di Burgers Stocastica (EBS) è stata introdotta da van Beijren, Kutner and Spohn per modellizzare sistemi diffusivi asimmetrici con una singola quantità conservata (e.g. il modello di esclusione semplice asimmetrico). Nella dimensione sub-critica d=1, EBS coincide con la derivata dell'equazione KPZ il cui comportamento a grandi scale è superdiffusivo con crescita polinomiale e le cui fluttuazioni coincidono con il KPZ Fixed Point, mentre nelle dimensioni super-critiche d>2, è diffusivo e converge a un'equazione del calore stocastica anisotropica. Alla dimensione critica, è stato congetturato che la EBS sia superdiffusiva con crescita logaritmica con un esponente preciso ma ciò è stato mostrato solo modulo correzioni di ordine inferiore. Il presente seminario è basato su un lavoro assieme a Quentin Moulard https://arxiv.org/abs/2501.00344, in cui indentifichiamo la superdiffusività e deriviamo le asintotiche della matrice di diffusione in modo esatto. Inoltre, dimostriamo che nel limite di scala corretto, ovvero che tiene presente della crescita logaritmiche alla diffusività, la soluzione di EBS soddisfa un teorema del limite centrale. Il nostro è il primo limite di scala superdiffusivo per un'equazione alle derivate parziali stocastica critica, al di là dell'ambito di applicabilità della teoria delle strutture di regolarità di Hairer. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario Padova - Marc Hoffman
by alekos.cecchin＠unipd.it 01 Mar '25

01 Mar '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marc Hoffman (Université Paris-Dauphine) <https://www.ceremade.dauphine.fr/~hoffmann/> https://www.ceremade.dauphine.fr/~hoffmann/ Title: Some questions in mathematical statistics linked to evolution PDEs Date: March 7, 2025, at 14:30, room 2BC30 Abstract: Evolution models in applications are often analysed via PDEs, interpreted as a macroscopic decription of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires a underlying stochastic model. This is usullay treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasise the interest of our approach. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Ait-Sahalia seminar in Verona, 14/3/2025
by Cecilia Mancini 28 Feb '25

28 Feb '25

Professor Yacine Ait-Sahalia will give the seminar So Many Jumps, So Little News At the Department of Economics of the University of Verona, on Friday, March 14, 2025, at noon (12 pm) Via Cantarane 24, Vaona Room, 1st floor It will be possible also to attend on Zoom here https://univr.zoom.us/j/93150650381 All the interested people are warmly invited to attend Abstract This paper relates jumps in high frequency stock prices to firm-level, industry and macroeconomic news, in the form of machine-readable releases from Thomson Reuters News Analytics. We find that most relevant news, both idiosyncratic and systematic, lead quickly to price jumps, as market efficiency suggests they should. However, in the reverse direction, the vast majority of price jumps do not have identifiable public news that can explain them, in a departure from the ideal of a fair, orderly and efficient market. We show that jumps without news do not correlate with observable proxies for asymmetric or private information, and that microstructure-driven variables have only limited power to help predict the occurrence of jumps without news.

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PhD Positions in Mathematics – University of Bologna
by Andrea Pascucci 28 Feb '25

28 Feb '25

*PhD Positions in Mathematics – University of Bologna* The call for applications for *six PhD positions* in Mathematics is now open https://unibo.it/en/study/phd-professional-masters-specialisation-schools-a… *Deadline: April 3rd, 2025.* -- --------------------------------------------------------------- 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 Brunero Liseo @Luiss
by Alessia Caponera 28 Feb '25

28 Feb '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Brunero Liseo, Sapienza University of Rome *Title*: A Multivariate Copula-Based Conformal Bayesian Framework for Doping Detection *When*: March 6th, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: Doping control is an essential component of anti-doping organizations for protecting sports competitions. Since 2009, this mission has been complemented worldwide by the Athlete Biological Passport (ABP), which monitors athletes’ profiles over time. The practical implementation of the ABP is based on a Bayesian framework, called ADAPTIVE, intended to identify individual reference ranges outside of which an observation may indicate doping abuse. Currently, this method follows a univariate approach, relying on simultaneous analysis of different markers. This work extends the ADAPTIVE method to a multivariate testing framework, making use of copula models to couple the marginal distribution of biomarkers with their dependence structure. After introducing the proposed copula-based hierarchical model, we discuss our approach to inference, grounded in a Bayesian spirit, and present an extension to multidimensional predictive reference regions. We guarantee exact coverage of the regions through the use of a conformal prediction approach. Focusing on the hematological module of the ABP, we evaluate the proposed framework in both data-driven simulations and real data. Based on joint work with Nina Deliu. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/a-multivariate-copula-ba… *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING - Limerick
by Laura Maria Sangalli 27 Feb '25

27 Feb '25

Gentili Colleghi, mi è stato chiesto di inoltrare l’annuncio del 39TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING. Ho appena accettato di tenere il corso di 1 giorno associato al workshop, in sostituzione del corso precedentemente pianificato, che è stato cancellato per via di un problema del docente. Un caro saluto, Laura Sangalli ************************************************************* Hi all, We have some exciting announcements in relation to IWSM 2025, to be held in Limerick, 13th - 18th July (https://iwsm2025.ie/). * The submission portal for poster submissions is now open, with a deadline of Friday 28th March, 2025. * We are delighted to announce that Laura Sangalli will deliver the Short Course (Sunday July 13th) on the very interesting topic of "Physics-Informed Statistical Learning". * Finally, registration is now open! Note that the Early Bird closes on Friday 25th April, 2025. More information and relevant links can be found below. Our call for papers as poster presentations is now open! We are seeking novel and original contributions to the wider field of Statistical Modelling. Papers providing advances in the development of statistical models that are well motivated by a contemporary data scenario or application problem are particularly welcome. This includes contributions to estimation, inference, and computation for such modelling problems. Papers focusing on applications with important substantive implications as well as methodological issues are welcome, including new developments in Data Science and Machine Learning. Submissions by students and young researchers are particularly encouraged. Poster presentation submission deadline: Friday 28th March, 2025. Invited speakers / short course We have an excellent lineup of top-class invited speakers covering a range of diverse topics in statistical modelling. Speakers and provisional talk titles provided below. * Brendan Murphy | University College Dublin, Ireland Unsupervised record linkage * Ruth King | University of Edinburgh, UK Heterogeneous ecological modelling * Sonja Greven | Humboldt University of Berlin, Germany Additive density-on-scalar regression * Daniele Durante | Bocconi University, Italy Bayesian criminal network modelling * Cynthia Rudin | Duke University, USA Simpler machine learning models * Laura Sangalli | Politecnico di Milano, Italy Physics-informed statistical learning More information can be found here: https://iwsm2025.ie/programme/invited-speakers/ Registration Registration is now open! You can register here: https://iwsm2025.ie/registration/ Note that Early Bird registration closes on 25th April 2025. We are looking forward to seeing you in Limerick this July! Best wishes Kevin Burke on behalf of IWSM 2025 Organising Committee —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Reminder: Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 27 Feb '25

27 Feb '25

Dear Colleagues, We would like to remind you that the Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry, will take place at Como Lake, from June 16 to June 20, 2025. There are a few spots left, so we decided to postpone the application deadline to *March 9, 2025*. At this page https://sites.google.com/view/predictcomolake/registration you can find all the information about registration. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. The school includes foundational mini-courses as well as advanced courses on recent research results. Due to the novelty of the topic, the school is designed for Master and Ph.D. students, and of course also for more established researchers. Please see the following page https://sites.google.com/view/predictcomolake/program for the detailed program. For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

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seminar Irene Gijbels @ CNR Naples
by Daniela De Canditiis 27 Feb '25

27 Feb '25

Cari tutti per il ciclo *"Seminari Generali IAC 2025"* *martedì 4 marzo 2025 *alle ore *14:30* Irène Gijbels, Department of Mathematics, University of Leuven (KU Leuven), Belgium, terrà il seminario: *Measures of asymmetry for multivariate distributions* *Abstract* - In univariate settings the notion of measuring skewness of a distribution is well established. Extending this to measuring skewness (or asymmetry) in a multivariate setting is less obvious. In this talk we start by briefly reviewing some notions of asymmetry measures. We next propose a novel functional asymmetry measure (index) which is based on the natural idea of reflective symmetry around the mode. The proposed index is extended to the multivariate setting and a summarizing scalar (or vector based index in multivariate settings) is derived from it. Some illustrative examples are provided, and estimation of the proposed asymmetry index is discussed in parametric and nonparametric (multivariate) settings. Il seminario si svolgerà presso la sede *CNR-IAC di Napoli*, *sala conferenze “Vaccaro”*, in modalità mista: in presenza e in streaming al link *https://www.youtube.com/watch?v=eEPimm1_aww <https://www.youtube.com/watch?v=eEPimm1_aww>* Si ricorda che i seminari del ciclo si terranno di *martedì alle 14:30*, *a settimane alterne*, *salvo eccezioni* a partire da martedì 14 gennaio 2025. *Qui la pagina web dei seminari*: *https://www.iac.cnr.it/seminari-generali-iac-2025* <https://www.iac.cnr.it/seminari-generali-iac-2025> *VI ASPETTIAMO!* (organizzatori: Nicola Apollonio, Roberta Bianchini, Claudia Capone, Giuliana Ramella) -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Network Econometrics Summer School (30 June - 4 July, 2025, Venice)
by Roberto CASARIN 27 Feb '25

27 Feb '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/), in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 30 June - 4 July, 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2025 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. *Participation*: Online or in presence *Application Deadline*: 4th May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, LUISS University Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Registration Now Open – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 27 Feb '25

27 Feb '25

Dear Colleagues, We are pleased to announce that registration for the XXVI Workshop on Quantitative Finance is now open. There is no registration fee to attend the workshop, but registration is mandatory. You can complete your registration at the following link: Register Here<https://qfw2025.community.unipa.it/registration-and-submission> We look forward to your participation! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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Early-bird registration deadline approaching - 12th General AMaMeF Conference
by Athena Picarelli 26 Feb '25

26 Feb '25

Dear Colleagues, This is a reminder that the deadline for the early-bird registration to the 12th General AMaMeF Conference in Verona is February 28th. Here the link to the registration page: https://sites.google.com/view/amamef2025/registration Homepage of the event: https://sites.google.com/view/amamef2025/ 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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QFinLab Seminar - Katia Colaneri (Università di Roma Tor Vergata) - 5/3/2025, 12:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 26 Feb '25

26 Feb '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 5 March 2025, 12.00-13.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Katia Colaneri (Università di Roma Tor Vergata) Title: Expect the worst! Optimal emission abatement under tax policy uncertainty and stochastic differential games. Abstract: We study the problem of a profit maximizing electricity producer who has to pay carbon taxes and who decides on investments into technologies for the abatement of CO emissions in an environment where carbon tax policy is random and where the investment in the abatement technology is divisible, irreversible and subject to transaction costs. We consider two approaches for modelling the randomness in taxes. First we assume a precise probabilistic model for the tax process, namely a pure jump Markov process (so-called tax risk); this leads to a stochastic control problem for the investment strategy. Second, we analyze the case of an uncertainty-averse producer who uses a differential game to decide on optimal production and investment. We carry out a rigorous mathematical analysis of the producer's optimization problem and of the associated nonlinear PDEs in both cases. Numerical methods are used to study quantitative properties of the optimal investment strategy. We find that in the tax risk case the investment in abatement technologies is typically lower than in a benchmark scenario with deterministic taxes. However, there are a couple of interesting new twists related to production technology, divisibility of the investment, tax rebates and investor expectations. In the stochastic differential game on the other hand an increase in uncertainty might stipulate more investment. Next seminar: Claudio Fontana (Università di Padova), 2 April 12.00. 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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2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning
by Francesca Crucinio 26 Feb '25

26 Feb '25

Dear all, We are happy to announce the *2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning *which will take place at the Alan Turing Institute in London on 24 March 2025. This one day event is sponsored by the Royal Statistical Society through its Computational Statistics and Machine Learning Section and The Alan Turing Institute, and will cover a wide range of topics connected to gradient flows including talks by Sahani Pathiraja (UNSW Sydney) Rocco Caprio (University of Warwick) Anna Korba (ENSAE/CREST) Paula Cordero Encinar (Imperial College London) Arthur Gretton (University College London/DeepMind) Jonas Latz (University of Manchester) For more info check https://rss.org.uk/training-events/events/events-2025/section-groups/2nd-rs… We look forward to seeing you there! The organising committee: Deniz Akyildiz, Francesca Crucinio and Andrew Duncan

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Special issue of "Mathematical Finance" on "Climate and Nature Risk in Mathematical Finance" (fwd)
by Tiziano Vargiolu 25 Feb '25

25 Feb '25

Apologies for cross-postings. ----------------------- Special Issue on Climate and Nature Risk in Mathematical Finance Guest Editors: Andrea Macrina & Peter Tankov New extended deadline for submissions: 30 April 2025 The urgency and complexity of the climate crisis call for contributions from many scientific domains. In finance, modelling challenges posed by the environmental transition and by the climate change and nature-related risks call for inter- and transdisciplinary approaches, based on a multitude of data sources and long-term projections taking into account deep uncertainty. The mathematical finance community, which has developed robust systematic approaches to financial modelling and risk management, is well placed to address these challenges and has already made numerous quantitative contributions to the field of green finance. Mathematical Finance will dedicate a Special Issue to Mathematical Finance for Climate and Nature to further emphasise this area of research. Submissions to the Special Issue should develop and apply novel mathematical and statistical methods to financial and economic problems arising in the field of green finance and meet the editorial standards of Mathematical Finance as detailed in the aims and scope statement of the journal. Submissions with a policy or industry perspective are encouraged. We invite in particular the submission of original research articles on the following topics: * Assessment of climate and nature-related risks and uncertainties in financial systems; climate stress testing. * Study of transmission channels of physical risks, transition risk and nature-related risks to asset prices, portfolios and the stability of the financial system. * Optimal policies and incentives for environmental transition and adaptation of the economy, from the central planner perspective and in decentralised systems. * Optimal design and study of financial and insurance products, including derivative products, for managing climate and nature-related risks and for financing the environmental transition and adaptation. * Design and study of transition scenarios; quantification of scenario uncertainty * Net zero investment: quantitative methodologies for constructing net-zero-aligned portfolios and portfolios with positive impact on nature and biodiversity. * Study of innovative datasets and numerical methods, including AI-based methods, in support of the above topics. * Design of medium and long-term risk management methods accounting for potential policy changes and systemic alterations of market structures and stability. * Impact of climate and nature risks on emerging markets and developing economies. Please submit your contributions through the journal’s web submission portal before 30 April 2025. Please indicate in your submission that it is intended for the ‘Special Issue on Climate and Nature Risk in Mathematical Finance’. All submissions will undergo the usual review process for the journal. -- Peter Tankov Professor of quantitative finance, ENSAE, IP Paris Phone: +33 1 70 26 68 73 Email: peter.tankov(a)ensae.fr https://sites.google.com/site/petertankov https://www.parc-research.org/ https://pladifes.institutlouisbachelier.org/

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Seminar Ziyi Song @ Unimib
by Federico Camerlenghi 25 Feb '25

25 Feb '25

Dear all, we are glad to announce the next DEMS seminar in Statistics: *Wednesday, 5th March 2025* *Time 12.00*, Seminar room 2104, Department of Economics, Management and Statistics (DEMS) Building U7, second floor, University of Milano - Bicocca The speaker is Ziyi Song (University of California, Irvine). *TITLE:* Clustering computer-mouse tracking data with informed hierarchical shrinkage partition priors *ABSTRACT:* Mouse-tracking data, which record computer mouse trajectories while participants perform an experimental task, provide valuable insights into subjects’ underlying cognitive processes. Neuroscientists are interested in clustering the subjects’ responses during computer mouse-tracking tasks to reveal patterns of individual decision-making behaviors and identify population subgroups with similar neurobehavioral responses.These data can be combined with neuroimaging data to provide additional information for personalized interventions. In this article, we develop a novel hierarchical shrinkage partition (HSP) prior for clustering summary statistics derived from the trajectories of mouse-tracking data. The HSP model defines a subjects’ cluster as a set of subjects that gives rise to more similar (rather than identical) nested partitions of the conditions. The proposed model can incorporate prior information about the partitioning of either subjects or conditions to facilitate clustering, and it allows for deviations of the nested partitions within each subject group. These features distinguish the HSP model from other bi-clustering methods that typically create identical nested partitions of conditions within a subject group. Furthermore, it differs from existing nested clustering methods, which define clusters based on common parameters in the sampling model and identify subject groups by different distributions. We illustrate the unique features of the HSP model on a mouse tracking dataset from a pilot study and in simulation studies. Our results show the ability and effectiveness of the proposed exploratory framework in clustering and revealing possible different behavioral patterns across subject groups. The paper has been published on Biometrics. <https://academic.oup.com/biometrics/article/80/4/ujae124/7850951?login=true> Best wishes, Federico Camerlenghi

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Scholarships Available: Greening Energy Market and Finance Erasmus Mundus Joint Master
by Paolo Guasoni 24 Feb '25

24 Feb '25

*Greening** Energy Market and Finance Erasmus Mundus Joint Master* <https://site.unibo.it/grenfin-emjm/en> An “*Erasmus+ Erasmus Mundus Joint Master*” programme *ABOUT GRENFIN-EMJM* Greening Energy Market and Finance - GrEnFIn is a* 24-month Erasmus Mundus Joint Master* offering *120 ECTS*, culminating in *a multiple degree* issued by *three partner universities:* *1. **UNIBO, Alma Mater Studiorum Università di Bologna* <https://www.unibo.it/en/homepage>*, Italy, programme coordinator * *2. **LMU, Ludwig-Maximilians-Universität München* <https://www.lmu.de/en/about-lmu/>*, Germany, full partner * *3. **UPD, Université Paris Dauphine* <https://dauphine.psl.eu/en/>*, France, full partner* The best students selected, coming from all over the world, will have the opportunity to join an exciting international environment and will be trained to become *Sustainable Energy Experts*, *professionals able to face the energy transition and the environmental challenges* capable of addressing evolving challenges in the energy sector with a comprehensive global perspective. *APPLICATION DEADLINE FOR THE ACADEMIC YEAR 2025-2026* *March 3, 2025, *for EU and NON-EU candidates*. * *SCHOLARSHIPS AND FINANCIAL SUPPORT* Prestigious Erasmus Mundus scholarships are available for the best qualified applicants, covering fees and an allowance of €1400 monthly. *ASSOCIATED PARTNERS* Associated partners will support the Programme in various ways, playing an active role offering research opportunities to students, e.g. for internship/RAship and Master thesis, delivering lectures at the annual GrEnFIn Summer/Winter school or as guest lecturers at the three partner universities. *ADMISSION REQUIREMENTS* - A *good level first-cycle degree* in the field of Mathematics, Physics, Economics, Statistical Sciences, Information Technology, Engineering. - A *certified level of proficiency* *in English* (minimum level *B2*). - An *adequate personal training* assessed on the basis of the academic merit, the curriculum vitae and an online assessment test. We would be very grateful if you could disseminate the information about the opportunity offered by GrEnFIn-EMJM to interested students and institutions as much as possible. Should you need any further details or information, please do not hesitate to contact us at the following address: grenfin.emjm(a)unibo.it https://site.unibo.it/grenfin-emjm/en -- * *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. Is féidir tuilleadh a léamh anseo. * *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here.* * -- <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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SPASS Seminar: Francesca Pieroni
by Gianmarco Bet 24 Feb '25

24 Feb '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *The Random Euclidean Matching for Gaussian densities* by *Francesca Pieroni *(*Sapienza*) The seminar will take place on TUE, 04.03.2025 at 14:00 CET in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/njf-mxow-mjj>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: The Random Euclidean Matching is the problem of finding the optimal matching between two sets of independent random variables X1,…,Xn and Y1,…,Yn distributed in R^d with a probability density ρ. The main problem is first to minimize the quantity Cn(π):=\sum_{i=1}^n|Xi-Yπi|^p with respect to the permutations π of the indexes {1,…,n}, and then to study the expectation of the minimum of Cn(π) with respect to the probability distribution of the variables, for fixed p and d and for large n.The object of this talk is the case of Gaussian random variables, that is, when the variables are independent and distributed in R^d with the Gaussian probability density.*

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Cancellation OWABI - Ayush Bharti - Feb 27
by Massimiliano Tamborrino 24 Feb '25

24 Feb '25

Dear all, unfortunately, the next OWABI seminar, initially scheduled on February 27, has been cancelled due to unforeseen circumstances. Ayush Bharti's talk will be rescheduled on the 24th April. Our next OWABI talk will be given by Meïli Baragatti<https://www.vinifera-euromaster.eu/team/meili-baragatti/> (Assistant Professor Institut Agro Montpellier) on Approximate Bayesian Computation with Deep Learning and Conformal prediction on Thursday the 27th March 2025. More info will follow. Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ________________________________ From: Tamborrino, Massimiliano Sent: 13 February 2025 12:37 To: abc_world_seminar(a)listserv.csv.warwick.ac.uk <abc_world_seminar(a)listserv.csv.warwick.ac.uk> Subject: OWABI - Ayush Bharti - Feb 27 Dear all, the next OWABI seminar<http://www.warwick.ac.uk/oneworldabc> is scheduled on Thursday the 27th February at 11am. I am pleased to inform you that our next speaker is Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be streamed on MS Teams on the OWABI Ms Teams channel OWABI Seminar: One World Approximate Bayesian Inference Seminar | General | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> You could join the meeting with the link and details below Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 311 178 293 223 Passcode: zg3E8kw3 Important: The virtual lobby has been removed, so everyone should now be able to join the seminar without any authorisation. Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 23 Feb '25

23 Feb '25

24th INTERNATIONAL CONFERENCE CREDIT 2025 *Emerging Global Financial Systems: Exploring Polarization, Systemic Risks, Innovation, and Sustainable Solutions *Venice, Italy 25 –26 September 2025 * * *GRETA Associati* (Venice, Italy),*European Datawarehouse* (Frankfurt, Germany), and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 25-26, 2025. The CREDIT 2025 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The CREDIT 2025 is the *twenty-fourth* in a series of events dedicated to various aspects of risk and organised under the auspices of: the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice*, *Joint Research Center European Commission*, and *ABI - Italian Banking Association*. Sustainability necessitates a global perspective, requiring the adaptation of contemporary business and societal models to navigate the dynamic landscape of the future. Policymakers and society must ensure that resources, particularly technology, are utilized responsibly and efficiently to enhance the well-being of both present and future generations while cultivating a harmonious relationship with the environment. This strategy is vital in addressing sustainability issues such as poverty, environmental degradation, pollution, and inequality. Effective global risk management is vital for bridging divisions and fragmentation through innovation. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: *Framing Global Challenges* * Macroeconomic Polarization and Financial Fragmentation o Economic bifurcation between advanced and emerging markets. o Trade conflicts and their financial spillovers. o Policy responses to maintain global economic stability. * Geopolitical Risks and Global Financial Stability o Implications of geopolitical tensions on global financial markets: capital flows and volatility. o Risk management strategies for financial institutions navigating geopolitical uncertainty. o The role of national and international economic policies: shaping a new geopolitical and economic order. * Technological Innovation in Finance and Insurance o Digital transformation in the insurance sector: a driver of resilience or disruption? o Financing Deep Tech. o Regulating innovation to balance opportunity and risk. *Risk Management and Resilience* * Climate Change as a Systemic Risk o Impact of climate-induced events on financial and insurance markets. o Climate risk modeling and its implications for global governance. o Financing the green transition: opportunities for insurers and institutional investors. * Addressing Socioeconomic Disparities o Polarization in wealth distribution and its implications for insurance coverage. o Designing inclusive financial products to address underinsurance in vulnerable populations. o The role of insurance in enhancing societal resilience to systemic shocks. *Towards a Sustainable Future* * Innovating Governance for Future Risks o Cross-border cooperation for risk regulation and mitigation. o Addressing new risks in cyber security, health crises, and technological disruptions. o Innovative governance models in finance and insurance. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Andrew Lo *(MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Andrew Lo* (MIT Sloan School of Management, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Lucia Alessi *(Joint Research Center, European Commission) *Marie Brière *(AMUNDI & Université Libre de Bruxelles) *Mila Getmansky Sherman *(Isenberg School of Management, UMass Amherst) *Marcin Kacperczyk* (Imperial College London) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE) *Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer *(London Business School) *Marti Subrahmanyam* (NYU Stern Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2025 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2025*. The final version of accepted papers must be received by August 31, 2025. Please send papers to: GRETA, Dorsoduro 3707, 30123, Venice, Italy Phone : +39 349 060 3656 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2025 <https://www.greta.it/index.php/it/credit-2025>

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[CfP] - International Workshop on Trustworthiness and Reliability in Neurosymbolic AI - IJCNN2025
by Lorenzo Di Rocco 21 Feb '25

21 Feb '25

[Apologies if you receive multiple copies of this CFP] Call for Papers - International Workshop on Trustworthiness and Reliability in Neurosymbolic AI @ IJCNN2025 July 5th, 2025, Rome, Italy https://sites.google.com/view/trns-ai ABOUT Neurosymbolic AI is a new growing trend that has been able to merge the recent advances in AI through deep learning with logic and rule-based methods. The application of neurosymbolic AI seems to be spreading across many contexts, from image classification to Visual Question Answering. It has an expressive and semantic power that is not usually provided by classical deep learning. In addition, it has great potential in explainability, due to the logic-based methodologies that are a strong component of this context. These capabilities are only a starting point in XAI, they need to be explored in detail to facilitate the interpretability of whole models, in any part of them and not only in terms of the natural relationships that can be discovered. This workshop will focus on two main aspects: 1. Gives the possibility to extend the exploration of the explainability in multiple contexts, developing and adapting techniques that can be useful to relate classical deep learning approaches to their symbolic extensions. 2. Opens to the possibility to extend the understanding of neurosymbolic models to deep aspects of AI. These two concepts lead to the trustworthiness and reliability of the new trend of Neurosymbolic AI, increasing the confidence of end-users in choosing and believing in these methodologies for computer-aided applications. Topics of interest include, but are not limited to: * Soft Computing methodologies * Symbolic and Neurosymbolic AI * Logic and Rule-based methods * AI methods for explainability, interpretrability and reliability * Resilient AI models * From wide to task-specific methodologies * Machine Learning and Deep Learning based AI methodologies * Data-driven decision-making * Multimodal Learning strategies * Scalability and optimization of intelligent systems * Generative AI and applications GREAT EVENT! XAI CHALLENGE FOR PASSIONATE! The workshop is growing fast and organizers are happy to announce that a challenge has been launched for all passionate students and researchers! The topic is Explainable AI for Educational Question-Answering. All details can be found in the website challenge page. IMPORTANT DATES - Submission due: March 20, 2025 - Notification to authors: April 15, 2025 - Camera-ready and early registration due: May 1st, 2025 SUBMISSION INSTRUCTIONS Submissions must follow the IJCNN2025 rules (https://2025.ijcnn.org/authors/initial-author-instructions). Authors are invited to submit: - Full papers, up to 8 pages - Short papers, up to 4 pages Short papers may also be presented in the poster session. Full and short papers will be published in the conference proceedings. Submission must be made on CMT using the following link: https://cmt3.research.microsoft.com/IJCNN2025/Track/3/Submission/Create COMMITTEES AND CHAIRS General Chairs - Prof. Angelo Ciaramella - University of Naples Parthenope, Italy - Prof. Le Hoang Son - Vietnam National University, Hanoi, Vietnam - Prof. Emanuel Di Nardo - University of Naples Parthenope, Italy Program Chairs - Prof. Alessio Ferone - University of Naples Parthenope, Italy - Prof. Antonio Maratea - University of Naples Parthenope, Italy - Prof. Ihsan Ullah - Insight SFI Research Center for Data Analytics, University of Galway, Galway, Ireland Technical Program Chairs - Prof. Paola Barra - University of Naples Parthenope, Italy - Dr. Lorenzo Di Rocco - Sapienza University of Rome, Italy Challenge Chairs - Prof. Tho Quan - Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, Vietnam - Prof. Anh Nguyen - Department of IT and Economics, University of South Eastern Norway, Norway - Prof. Fabien Baldacci - Université de Bordeaux, France The call for papers and additional information about the workshop and challenge can be found at https://sites.google.com/view/trns-ai

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Posizione RTT a Milano-Bicocca
by Francesco Caravenna 21 Feb '25

21 Feb '25

È aperto il bando con scadenza 6 marzo 2025 per una posizione di ricercatore a tempo determinato in tenure-track (RTT) in Probabilità e Statistica Matematica (g.s.d. 01/MATH-03 - s.s.d. MATH-03/B) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca: https://www.unimib.it/ateneo/gare-e-concorsi/2025-rtt-010 Si prega di condividere con potenziali candidati/e interessati/e. Cordiali saluti, FC -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Ph.D. Mini-Course@Sapienza | An introduction to changepoint detection
by Pierpaolo Brutti 21 Feb '25

21 Feb '25

Dear all, apologies for cross-posting. Quick note on an upcoming PhD course course on multiple changepoint analysis that will take place next week @Sapienza-DIAG (Rome, Via Ariosto 25). Here's the details: *Schedule*: 1. 24 Feb: 10:00-12:00 | Aula B203 @ DIAG 24 Feb: 13:45-17:00 | Aula B101 @ DIAG 2. 25 Feb: 9:30-12:00 | Aula B203 @ DIAG 25 Feb: 13:45-17:00 | Aula B203 @ DIAG 3. 26 Feb: 9:30-12:00 | Aula B203 @ DIAG 26 Feb: 13:45-17:00 | Aula B203 @ DIAG 4. 27 Feb: 9:30-11:30 | Aula B203 @ DIAG *Zoom links*: - AM: https://inrae-fr.zoom.us/j/96946255684?pwd=Gm04CV5Dw8AZ2bdcRbHHreG9hHaakH.1 - PM: https://inrae-fr.zoom.us/j/92052483887?pwd=4tuFd0TS6HAxIgYLMRmIkaYPm55LgF.1 *Abstract* In recent years, there has been a proliferation of methods for detecting changepoints (also known as breakpoints or structural breaks) in data streams. This surge has been driven by the wide range of applications where changepoint methods are needed, including genomics, neuroscience, climate science, finance, and econometrics, among others. This course serves as an introduction to multiple changepoint detection methods. This course will first address the simpler task of detecting a single changepoint in the mean of a univariate data stream. This is crucial for understanding several state-of-the-art approaches designed for detecting multiple changepoints. Subsequently, we will delve into the fundamentals of two classical approaches for multiple changepoint detection: (1) binary segmentation and (2) dynamic programming. We will review their statistical and computational properties and explain some of their recent improvements. We will illustrate the application of these approaches to genomic datasets using the Python/R programming language. *Additional teacher* Arnaud Liehrmann *Short-bio * Guillem Rigaill is a senior researcher (aka DR) at INRAE in France. He is a member of the GNet Team at the Institute of Plant Sciences Paris-Saclay and the Stat & Genome team at the Laboratoire de Mathématiques et Modélisation d'Évry. He received his PhD from AgroParisTech in 2010 for the development of algorithms and statistical methods for the analysis of breast cancer data. His research interests focus on developing efficient algorithms and appropriate statistical methodologies for analyzing high-dimensional genomic and transcriptomic data. He has been developing new models for changepoint detection and proposed inference procedures for these models that are both statistically and algorithmically efficient. He has applied those new tools in many interdisciplinary projects involving cancer and plant biologists, bioinformaticians, and statisticians. Data Science PhD Program

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Workshop "Mean Field Games, Mean Field Control and Applications to Economics and Finance"
by Marta Leocata 21 Feb '25

21 Feb '25

Dear colleagues, we are pleased to announce the upcoming Workshop "Mean Field Games, Mean Field Control and Applications to Economics and Finance" which will take place in Pavia from April 9th to April 11th. The aim of the workshop is to gather experts and young researchers in different fields related to Mean Field Games and Mean Field Control: we would like to provide an environment to share and discuss about analytical and probabilistic approaches, numerical advances, and applications in economics and finance. The link to the Conference website is: https://sites.google.com/view/workshop-mmef The website contains information about the invited speakers, program, venue and registration form and fee. We underline that registration and payment of the fee is mandatory for participants who are not invited speakers. Looking forward to meet you to Pavia! The Organizing Committee Marta Leocata, Daria Ghilli, Giulia Livieri, Daniela Tonon

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Fwd: Assistant Professor in Mathematics (Probability), University College Dublin
by Elia Bisi 20 Feb '25

20 Feb '25

Dear colleagues, There is an opening for an assistant professorship in Probability at University College Dublin. See below for details. ————————— 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: 20 Feb 2025 at 18:25 +0100 Subject: Assistant Professor in Mathematics (Probability), University College Dublin > Dear colleagues, > > [Apologies for cross-posting] > > The School of Mathematics and Statistics at University College Dublin has just advertised a permanent position in Probability, with closing date March 25. For more details, see > > https://www.jobs.ac.uk/job/DLY015/lecturer-assistant-professor-in-mathemati… > > Please forward this to anyone who you think might be interested. > > Best wishes, > Neil

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Final Reminder: Submission Deadline Approaching – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 20 Feb '25

20 Feb '25

Dear Colleagues, This is the final reminder that the extended submission deadline for the XXVI Workshop on Quantitative Finance (QFW 2025) is fast approaching. Please submit your paper or extended abstract (minimum four pages) by February 28, 2025, via email to qfw2025(a)unipa.it. For submission guidelines and further details, please visit the QFW 2025 website<https://qfw2025.community.unipa.it/>. We look forward to your contributions! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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emesso Bando Premio Bruno de Finetti 2025 – Profilo A (Edizione Straordinaria) (scadenza 13 aprile 2025)
by Antonio DI CRESCENZO 19 Feb '25

19 Feb '25

Buongiorno, segnalo che al sito web dell'UMI (https://umi.dm.unibo.it/premi/bandi-premi/ ) sono disponibili diversi bandi di premi, tra cui il Bando Premio Bruno de Finetti 2025 – Profilo A (Edizione Straordinaria) <https://umi.dm.unibo.it/wp-content/uploads/2025/02/Bando-Premio-Bruno-de-Fi…> (scadenza 13 aprile 2025). Il premio è destinato a studiose e studiosi di Calcolo delle Probabilità e delle sue applicazioni aventi cittadinanza italiana e nati a partire dal 1 gennaio 1985. Il limite anagrafico si intende aumentato di un anno sia per ogni figlio avuto (o per ogni congedo parentale di cui si è usufruito) sia per ogni congedo superiore a 6 mesi dovuto a motivi di salute. Grazie per l'attenzione -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

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Seminar Claudia CECI
by Antonello Pesce 18 Feb '25

18 Feb '25

Dear all, On February 19th, in the classroom Aula Vitali, Department of Mathematics of the University of Bologna, the following seminar will take place: 11:00-12:00: Claudia CECI “OPTIMAL SELF-PROTECTION VIA BSDES FOR RISK MODELS WITH JUMP CLUSTERS” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/3738 <https://seminari.dm.unibo.it/mat/seminars/3738> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it)

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Seminario PRISMA lunedì 3 marzo 2025 - G. Cannizzaro & F. Toninelli
by Alberto Chiarini 18 Feb '25

18 Feb '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per lunedì 3 marzo 2025. I relatori saranno Giuseppe Cannizzaro (University of Warwick) e Fabio Toninelli (Technical University of Vienna) che parleranno di: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica. con il seguente orario: 16:30 Primo seminario 17:00 Pausa e discussione 17:15 Secondo seminario 17:45 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unipd.zoom.us/j/81175434050?pwd=hCozT8gqnlu49Io6LawZWAwLDrnaJ7.1 Meeting ID: 811 7543 4050 Passcode: 871716 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giuseppe Cannizzaro (University of Warwick) e Fabio Toninelli (Technical University of Vienna) TITOLO: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica RIASSUNTO: L'equazione di Burgers Stocastica (EBS) è stata introdotta da van Beijren, Kutner and Spohn per modellizzare sistemi diffusivi asimmetrici con una singola quantità conservata (e.g. il modello di esclusione semplice asimmetrico). Nella dimensione sub-critica d=1, EBS coincide con la derivata dell'equazione KPZ il cui comportamento a grandi scale è superdiffusivo con crescita polinomiale e le cui fluttuazioni coincidono con il KPZ Fixed Point, mentre nelle dimensioni super-critiche d>2, è diffusivo e converge a un'equazione del calore stocastica anisotropica. Alla dimensione critica, è stato congetturato che la EBS sia superdiffusiva con crescita logaritmica con un esponente preciso ma ciò è stato mostrato solo modulo correzioni di ordine inferiore. Il presente seminario è basato su un lavoro assieme a Quentin Moulard https://arxiv.org/abs/2501.00344, in cui indentifichiamo la superdiffusività e deriviamo le asintotiche della matrice di diffusione in modo esatto. Inoltre, dimostriamo che nel limite di scala corretto, ovvero che tiene presente della crescita logaritmiche alla diffusività, la soluzione di EBS soddisfa un teorema del limite centrale. Il nostro è il primo limite di scala superdiffusivo per un'equazione alle derivate parziali stocastica critica, al di là dell'ambito di applicabilità della teoria delle strutture di regolarità di Hairer. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Fwd: Fw: Urgent support for colleagues at Cardiff University
by Tiziano De Angelis 18 Feb '25

18 Feb '25

Dear Colleagues, I am forwarding a petition started by the LMS to save the School of Maths at the University of Cardiff. Please consider signing it if you may. Best wishes Tiziano ---------- Forwarded message --------- Da: Amanda Turner <0001038771d4c3ec-dmarc-request(a)jiscmail.ac.uk> Date: lun 17 feb 2025 alle ore 19:24 Subject: Fw: Urgent support for colleagues at Cardiff University To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, You may have heard that the Cardiff University is threatening a significant number of compulsory redundancies within its School of Mathematics. If you would like to show support for mathematicians at Cardiff please consider signing the open letter below and forwarding it to others. Amanda [please sign this petition and forward on to your professional network] *Urgent support for colleagues at Cardiff University* Dear Colleague, I am writing to you in my role as President of the London Mathematical Society and Chair of the Campaign for the Mathematical Sciences. Cardiff University is threatening up to half of its staff in pure and applied mathematics with compulsory redundancy, despite the department returning a significant surplus to the university. As part of our campaign to avert these redundancies, we are now launching an open letter which can be viewed here: *https://tinyurl.com/2vjxurb9 <https://tinyurl.com/2vjxurb9>* If you are supportive and would like to sign, please fill in this form: *https://forms.gle/bqwZXMkajEVbucWe7 <https://forms.gle/bqwZXMkajEVbucWe7>* Your name should then automatically appear on the letter (refresh the form). Feel free to forward this message to your professional network. With many thanks for your support. Best wishes, Jens *Professor Jens Marklof FRS* Henry Overton Wills Chair, University of Bristol President, London Mathematical Society Chair, Campaign for the Mathematical Sciences ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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School on Robust Statistics: Theory and Computation - Ispra (IT) - 15-17 May 2025
by Francesca Greselin 17 Feb '25

17 Feb '25

*School on Robust Statistics: Theory and Computation* *Date:* 15-17 May 2025 *Location:* Joint Research Centre of the European Commission, Ispra (Varese), Italy The *School on Robust Statistics* <https://datascience.maths.unitn.it/icors2025/school.html> is an *educational event* tailored for students, early-career researchers, and professionals. It precedes the International Conference on Robust Statistics (ICORS 2025) <https://datascience.maths.unitn.it/icors2025/> and offers a unique opportunity to learn from leading experts in robust statistics. The school will cover a broad range of topics central to robust statistics, starting with foundational principles and concepts that underpin robustness, such as breakdown points, influence functions, and the asymptotic properties of robust estimation techniques. These foundational elements are crucial for understanding why robust methods are indispensable in real data analysis, particularly in scenarios where standard approaches fail. Whether you are a student just beginning your journey into robust statistics or an experienced researcher looking to stay at the forefront of the field, this school provides an opportunity to learn, connect, and grow in an intellectually stimulating environment. *Lectures will be delivered in English.* The school has an excellent lineup of top-class lecturers covering a range of diverse topics in Robust Statistics: - Rik Lopuhaä (TU Delft, Netherlands) - Abhik Ghosh (Indian Statistical Institute, India) - Peter Rousseeuw (KU Leuven, Belgium) - Marco Riani (University of Parma, Italy) - Valentin Todorov (UNIDO, Austria) *Registration:* - *Opening Date:* 15 January 2025 - *Fee:* Free of charge - *Link to Register:* https://web.jrc.ec.europa.eu/remjrc/screen/meeting/16640/registration-form For further details, please visit: https://datascience.maths.unitn.it/icors2025/school.html ------------------------------ We look forward to welcoming you to *Ispra!* Best regards, The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma) Francesca Greselin <https://www.unimib.it/francesca-greselin>, Associate Professor University of Milano-Bicocca Scopus <https://www.scopus.com/authid/detail.uri?authorId=25936155400> - Wos <https://www.webofscience.com/wos/author/record/A-8770-2015> - ArXiv <https://arxiv.org/search/?query=Francesca+Greselin&searchtype=all&source=he…> - Personal page <https://sites.google.com/unimib.it/francesca-greselin> - ResearchGate <https://www.researchgate.net/profile/Francesca-Greselin/research> - ‪‪Google Scholar‬ <https://scholar.google.com/citations?hl=it&user=xOOTbBAAAAAJ> https://unimib.webex.com/meet/francesca.greselin

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Lecturer Positions at Bath in Probability and Numerical Analysis
by Avi Mayorcas 14 Feb '25

14 Feb '25

The University of Bath has just opened up two permanent Lecturer (Assistant Professor) positions, one focussed in probability, the other in numerical analysis and data science. The positions are 50/50 teaching and research, adverts below. Probability: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED12448 Numerical Analysis and Data Science: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED12447 Avi

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Seminari Padova - Claudio Macci e Jonathan Tam
by alekos.cecchin＠unipd.it 14 Feb '25

14 Feb '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (21 Febbraio) in aula 1BC45 (Torre Archimede, Università di Padova) ci saranno due seminari per il ciclo di seminari in Probabilità e Finanza di: 1. Claudio Macci (Università di Roma Tor Vergata) <https://www.mat.uniroma2.it/~macci/> https://www.mat.uniroma2.it/~macci/ Title: Large and moderate deviations for Gaussian neural networks Date: February 21, 2025, at 14:30, room 1BC45 Abstract: We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. However, for deep neural networks fed by a single input, we have results even if the pre-activation is ReLU. When the network is shallow (i.e., there is exactly one hidden layer) the large and moderate principles hold for quite general pre-activations and in an infinite-dimensional setting. Joint work with Barbara Pacchiarotti (Università di Roma Tor Vergata) and Giovanni Luca Torrisi (IAC-CNR). 2. Jonathan Tam (Università di Verona) <https://sites.google.com/view/jonathanyytam/home> https://sites.google.com/view/jonathanyytam/home Title: Extended mean-field control: a finite-dimensional numerical approximation Date: February 21, 2025, at 15:30, room 1BC45 Abstract: We present a finite-dimensional numerical approximation for a class of extended mean field control problems. Our algorithm learns the value function on the whole Wasserstein domain, as opposed to a fixed initial condition. We leverage the approximation of the mean field problem by a finite-player cooperative optimization problem, due to the propagation of chaos, together with the usage of finite-dimensional solvers. This avoids the need to directly approximate functions on an infinite-dimensional domain, and allows for more efficient memory usage and faster computation times. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminars in Statistics at Collegio Carlo Alberto - Nial Friel (University College Dublin)
by Matteo Giordano 14 Feb '25

14 Feb '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 21/02/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Nial Friel (University College Dublin) Title: The clustered Mallows model Abstract: Rankings represent preferences that arise from situations where assessors arrange items, for example, in decreasing order of utility. Orderings of the item set are permutations that reflect strict preferences. However, strict preference relations can be unrealistic for real data. In large item sets, assessors might prioritise certain items, rank others low, and express indifference towards the remaining. Rank aggregation may involve decisive judgments in some parts and ambiguity in others. In this talk, we extend the famous Mallows (Mallows, 1957) model (MM) to accommodate item indifference. Grouping similar items motivates the proposed Clustered Mallows Model (CMM), a MM counterpart for tied ranks with ties learned from the data. The CMM provides the flexibility to combine strictness and indifferences, describing rank collections as ordered clusters. Bayesian inference for the CMM is a doubly-intractable problem since the normalised model is unavailable. We overcome this with a version of the exchange algorithm (Murray et al.,2006) and provide a pseudo-likelihood approximation as a computationally cheaper alternative. Analysis of two real-world ranking datasets is presented, showcasing the practical application of the CMM and highlighting scenarios where it offers advantages over alternative models. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 19/02/2025 * a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Fwd: First announcement - QFT conference in Roma, 15-17 sept 2025
by Francesco Caravenna 14 Feb '25

14 Feb '25

Ricevo e con piacere inoltro. FC > Da: Alessandro Giuliani <alessandro.giuliani(a)uniroma3.it> > Oggetto: First announcement - QFT conference in Roma, 15-17 sept 2025 > > Dear colleagues, > > it is a pleasure to announce the conference > > QFT AT THE CROSSROADS between MATHEMATICS AND PHYSICS > > which will take place on September 15-17, 2025, at the Department of Physics of Sapienza Università di Roma. > > The conference is the closing event of the PRIN project "Mathematical Interacting Quantum Fields" and it will focus on the long-standing problem of the non-perturbative foundation of Quantum Field Theory. > > Recent years have seen a revived interest both of mathematicians and physicists on this central question. New techniques and approaches are being developed by different communities. This conference aims at gathering researchers with different backgrounds and favoring a constructive dialogue about methods and future research directions. > > The list of speakers is attached below. > > The REGISTRATION is free but mandatory (deadline: March 21, 2025) and is available on the workshop website: > > https://sites.google.com/view/qft-at-the-crossroads > > For additional informations, please write at alessandro.giuliani(a)uniroma3.it <mailto:alessandro.giuliani@uniroma3.it>. > > Please feel free to circulate the announcement among colleagues and students who may be interested in the event. > > With best regards, > > Alessandro Giuliani and Vieri Mastropietro > > SPEAKERS: > > Roland Bauerschmidt (NYU) > Sourav Chatterjee (Stanford) > Jon Dimock (SUNY Buffalo) > Jürg Fröhlich (ETH Zurich) > Giovanni Gallavotti (Roma Sapienza) > Holger Gies (FSU Jena) > Alessandro Giuliani (Roma Tre) > Razvan Gurau (Heidelberg) > Clement Hongler (EPFL Lausanne) > David Kaplan (Washington) > Igor Klebanov (Princeton) > Christoph Kopper (Polytechnique Palaiseau) > Antti Kupiainen (Helsinki) > Marcos Mariño (Geneva) > Vieri Mastropietro (Roma Sapienza) > Kasia Rejzner (York) > Slava Rychkov (IHES) > Manfred Salmhofer (Heidelberg)

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Announcement PhD course@UniPD - Mathematical Climate Finance, by Prof. Andrea Macrina
by Tiziano Vargiolu 14 Feb '25

14 Feb '25

We are pleased to announce the PhD course "Mathematical Climate Finance", held by Prof. Andrea Macrina (Department of Mathematics, University College London) The course is organized by the Doctoral Program in Mathematical Sciences, under the framework "Shaping a World-Class University" of the University of Padova --------------------- Outline This is an introduction to mathematical climate finance by in-depth treatment of some of the recent advances in this burgeoning field of research in financial mathematics. The focus will be on climate transition risk that, together with physical risk, is a major source of climate change risk impacting economies and financial markets. The mathematics, especially the formulation and modelling aspects, on which climate finance is based, is at the core of this course. The aim is thus the study and development of climate finance anchored in financial mathematics. Mathematical climate finance is an active area of research, and this course aims at keeping up- to-date with new insights and ongoing research progress in academia and the industry. A taste of the topic treated in this course can be sampled from the cover story in the Fields Notes, Vol. 12:4, Spring/Summer 2024. https://www.fields.utoronto.ca/sites/default/files/uploads/01875_FI_FieldsN… A more detailed description of the course can be found here: https://www.math.unipd.it/~dottmath/corsi2025/Macrina.pdf --------------------------- The course will consist of 16 hours, beginning on February 25, 2025 with the following calendar: 25/2 h. 15-17 27/2 h. 16-18 4/3 h. 15-17 6/3 h. 16-18 11/3 h. 15-17 13/3 h. 16-18 18/3 h. 15-17 19/3 h. 15-17 The course is free, but for organizing reasons we kindly ask all interested people to enroll the course here: https://servizi-esterno.math.unipd.it/userlist/lista/view?id=118 ------------------ Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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OWABI - Ayush Bharti - Feb 27
by Massimiliano Tamborrino 13 Feb '25

13 Feb '25

Dear all, the next OWABI seminar<http://www.warwick.ac.uk/oneworldabc> is scheduled on Thursday the 27th February at 11am. I am pleased to inform you that our next speaker is Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be streamed on MS Teams on the OWABI Ms Teams channel OWABI Seminar: One World Approximate Bayesian Inference Seminar | General | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> You could join the meeting with the link and details below Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 311 178 293 223 Passcode: zg3E8kw3 Important: The virtual lobby has been removed, so everyone should now be able to join the seminar without any authorisation. Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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QFinLab Seminar - Marzia De Donno (Università Cattolica del Sacro Cuore) - 19/2/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 13 Feb '25

13 Feb '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 19 February 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Marzia De Donno (Università Cattolica del Sacro Cuore) Title: Short rate models with stochastic discontinuities: a PDE approach. Abstract: With the recent reform of interest rate benchmarks, interbank offered rates (IBORs) like LIBOR have been replaced by risk-free rates (RFRs), such as the Secured Overnight Financing Rate (SOFR) in the U.S. and the Euro Short-Term Rate (€STR) in Europe. These rates exhibit characteristics like jumps and spikes that correspond to specific market events, driven by regulatory and liquidity constraints. To capture these characteristics, this paper considers a general short-rate model that incorporates discontinuities at fixed times with random sizes. Within this framework, we introduce a PDE-based approach for pricing interest rate derivatives. For affine models, we derive (quasi) closed-form solutions, while for the general case, we develop numerical methods to solve the resulting PDEs. (Joint work with A. Calvia, C. Guardasoni, S. Sanfelici). Next seminar: Katia Colaneri (Università di Roma Tor Vergata), 5 March 12.00. 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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Procedura selettiva 2025RTT01 - Università di Padova
by Alessandra Fabbri Colabich 13 Feb '25

13 Feb '25

Si informa che è stato pubblicato il bando *2025RTT01 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 15 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 12) - uno nel *GSD 13/STAT-02*, SSD STAT-02/A (Allegato 13) Info al link: https://www.unipd.it/procedura-2025RTT01 *Scadenza: 13.03.2025 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 Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Open Day – PhD Program in Mathematics, University of Bologna
by Andrea Pascucci 13 Feb '25

13 Feb '25

The PhD School in Mathematics at the University of Bologna is pleased to invite you to the Open Day of the PhD Program in Mathematics, an event dedicated to master’s students interested in pursuing advanced studies and research. During the event, you will have the opportunity to explore the main research areas within the PhD program, meet faculty members and PhD students, gain insights into the curriculum, and receive useful information on admission procedures, scholarships, and career opportunities. At the end of the presentations, there will be a dedicated session for questions and individual discussions. 📅 Date: Wednesday, March 5th, 2025 📍 Link: https://sites.google.com/view/mathphd-openday-bologna/home Don't miss this opportunity to learn more about the PhD Program in Mathematics! -- --------------------------------------------------------------- Andrea Pascucci andrea.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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I: PhD positions in Statistics (Amsterdam)
by Francesca Collet 13 Feb '25

13 Feb '25

Ricevo ed inoltro. Cordiali saluti, Francesca Collet ________________________________ Da: Eni Musta <e.musta(a)uva.nl> Inviato: mercoledì 12 febbraio 2025 17:44 A: Francesca Collet <francesca.collet(a)univr.it> Oggetto: PhD positions in Statistics (Amsterdam) Dear Francesca, Could you please distribute the announcement below about two PhD positions in Statistics? Many thanks, Eni ________________________________ Dear all, Applications are invited for two PhD positions in Statistics: one at the Korteweg-de Vries Institute for Mathematics of the University of Amsterdam and one at the department of Econometrics and Data Science of the Vrije Universiteit Amsterdam. The positions are part of a research project on survival analysis and extreme value theory, funded by the Dutch Research Council (NWO). More details about the vacancies can be found at the links below: * UvA position https://werkenbij.uva.nl/en/vacancies/phd-position-in-statistics-on-surviva… * VU Amsterdam position https://workingat.vu.nl/vacancies/phd-position-in-extreme-value-theory-for-… We would be grateful if you could share the vacancies with interested candidates. Best wishes, Eni Musta ____________________________________ Dr. E. Musta Assistant Professor of Statistics University of Amsterdam Korteweg-de Vries Institute for Mathematics Science Park 105-107, 1098 XG Amsterdam

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last call for the International Conference on Robust Statistics (ICORS 2025) - Stresa, 19-23 May 2025
by Francesca Greselin 11 Feb '25

11 Feb '25

*** Apologies for cross-posting *** Dear Colleagues, In response to numerous requests, we are happy to inform you that a few slots remain available for contributed papers at the *International Conference on Robust Statistics (ICORS 2025)*. This event is dedicated to advancing research in *robust statistics and data science*. *Date:* 19-23 May 2025 *Location:* Hotel La Palma, Stresa (VA), Italy Since 2001, ICORS has been an annual international conference for researchers and practitioners interested in robust statistics, machine learning, visualization, and related fields. The conference provides a vibrant forum for discussing theoretical developments and practical applications. Given the recent revolution in AI and on large language models, ICORS 2025 encourages contributions on the interplay between robustness issues in these new fields. *Key Deadlines:* - *Abstract Submission**:* 1 December 2024 to *20 February 2025 (extended)* - *Notification of Acceptance:* before *22 February 2025* - *Early Registration Deadline**:* from 15 January 2025 to *28 February 2025* For more information and submission details, please visit: https://datascience.maths.unitn.it/icors2025/index.html We look forward to welcoming you in Stresa! Best regards, The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

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[Reminder] Oberwolfach seminar on SPDEs in critical spaces
by Antonio Agresti 11 Feb '25

11 Feb '25

Dear colleagues, This is a reminder for the Oberwolfach seminar *“Stochastic Partial Differential Equations in Critical Spaces”, 8-13 June 2025,* that I am co-organizing with Mark Veraar (TU Delft). The meeting takes place in Oberwolfach, and we will present several lectures on the above topic. - The meeting is only meant for PhD students and postdocs. - The deadline for applications is March 1st, 2025. - The lectures are partly based on our recent survey: https://arxiv.org/abs/2501.18561 - Information on how to apply can be found at https://www.mfo.de/scientific-program/meetings/oberwolfach-seminars - For the program and poster, see https://www.mfo.de/occasion/2524a/www_view Please forward it to people who may be interested in attending. Do not hesitate to write if you have any questions. Best regards, Antonio Agresti and Mark Veraar

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Announcement PhD course@MaLGa - Theoretical Foundations of Machine Learning
by Ernesto De Vito 11 Feb '25

11 Feb '25

We apologize for multiple postings and kindly request students and researchers who might be interested to participate. We are pleased to announce the PhD course "Theoretical Foundations of Machine Learning" ( https://tinyurl.com/2s3jtfnp). The course is organized by MaLGa - Machine Learning Genoa Center, as part of the ELLIS Genoa unit activities, and is taught by Ernesto De Vito, Lorenzo Rosasco, and Silvia Villa. The objective of the course is to introduce the mathematical framework and key foundational results in Machine Learning Theory. In particular, the course will present the statistical learning theory framework with empirical risk minimization and regularization as guiding principles for algorithm design. Linear and nonlinear models will be discussed, including neural networks and kernel methods (reproducing kernel Hilbert spaces). The course will cover optimization aspects, discussing and analyzing stochastic gradient methods and backpropagation. Additionally, it will cover the error analysis of different algorithms, considering both statistical and approximation theory aspects. Further advanced topics will be covered in a half-day workshop by Nicolò Cesa-Bianchi (UniMi) and Andrea Agazzi (UniBe). -------------------------------------------------------------------------------------------------- Format: The course will consist of 28 hours, held from June 23 to June 27, 2025, at the DIBRIS/DIMA@UNIGE building, Via Dodecaneso 35, 16146 Genoa, Italy. Lessons will be in-person only. Participants will receive a certificate of attendance upon completing the course. -------------------------------------------------------------------------------------------------- Applications: Submit your application here: https://forms.gle/FPMz4bcwzfExhud69 Application deadline: March 16, 2025. The maximum number of participants is 120. Selection will be based on CV evaluation. We encourage early applications as spaces are limited. Best regards, The organizers: Marco Rando Hippolyte Labarrière Giulia Casu

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Seminario Jacopo Borga, Martedì 11 Febbraio, Sapienza Università di Roma
by Silvestri, Vittoria 11 Feb '25

11 Feb '25

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 11 Febbraio, ore 14:00,* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Jacopo Borga (MIT) *Title: *Lattice Yang-Mills theory in the large N limit via sums over surfaces *Abstract:* Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: - A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. - An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were previously established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Fwd: I: Open Doctoral/PhD Position
by Antonio Agresti 10 Feb '25

10 Feb '25

Dear All, Below, you can find the announcement for a PhD position on "Dynamical Systems Uncertainty Quantification for Climate Systems" at TU Munich. Please forward it to possible interested candidates. Best regards, Antonio Agresti ------------------------------ *Da:* Christian Kuehn <ckuehn(a)ma.tum.de> *Inviato:* domenica 9 febbraio 2025 11:56 *A:* ckuehn(a)ma.tum.de <ckuehn(a)ma.tum.de> *Oggetto:* Open Doctoral/PhD Position Dear Colleague, Currently there is an open doctoral/PhD position in my group at Technical University of Munich for a student to start some time in 2025, more details can be found here: https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.multi… <https://www.multiscale.systems/PDF_files/job.pdf> Please feel encouraged to forward this announcement to your local lists and direct colleagues, to collaborative-projects lists, as well as to interested candidates, thank you. Best, Christian -- Christian Kuehn Lichtenberg Professor for Multiscale and Stochastic Dynamics Technical University of Munich https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.multis… <http://www.multiscale.systems/> --

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Submission Deadline Extended – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 10 Feb '25

10 Feb '25

Dear Colleagues, due to numerous requests, we are pleased to announce an extension of the submission deadline for the XXVI Workshop on Quantitative Finance (QFW 2025). The new deadline is now February 28, 2025. We encourage you to take advantage of this extension and submit your paper or extended abstract (minimum four pages) via email to qfw2025(a)unipa.it. For more details, please visit the QFW 2025 website<https://qfw2025.community.unipa.it/>. Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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Workshop On Randomness and Discrete Structures (Groningen, April 7-9, 2025)
by Réka Szabó 10 Feb '25

10 Feb '25

Dear Colleagues, We are pleased to announce the Workshop On Randomness and Discrete Structures (WORDS 2025) 7-9 April 2025 University of Groningen, the Netherlands The workshop will explore various topics related to discrete structures and randomness, including but not limited to percolation, random graphs, and stochastic geometry. The program will feature presentations from the 9 keynote speakers below, as well as contributed talks. - Timothy Budd (Radboud University) Self-overlapping lattice polygons - Nicolas Curien (Université Paris-Sud) Scaling limits of the Luczak-Winkler growth algorithm - Daniel Dadush (Utrecht University) Integrality Gaps for Random Integer Programs via Discrepancy - Zakhar Kabluchko (University of Münster) TBA - Júlia Komjáthy (Delft University of Technology) Schramm's locality conjecture for long range percolation cluster size decay and the locality conjecture - Irène Marcovici (Université de Rouen Normandie) A decentralised diagnosis method with probabilistic cellular automata - Giovanni Peccati (University of Luxembourg) On irreducible CLTs - Wioletta Ruszel (Utrecht University) Fermionic structures in random lattice models - Clara Stegehuis (Twente University) Detecting geometry in scale free networks The registration deadline is February 28, 2025. We encourage junior researchers to propose a contributed talk. For more information and registration, please visit our website: https://sites.google.com/rug.nl/words2025/home The workshop is supported by the grant "NWO Scientific Meetings and Consultations Domain Science WBO 2024-1". We look forward to seeing you in Groningen! Best regards, Tobias Müller, Réka Szabó and Gilles Bonnet

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SPASS Seminar: Olga Ariasova
by Francesco Grotto 10 Feb '25

10 Feb '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Homogenization of a multivariate diffusion with semipermeable reflecting interfaces* by Olga Ariasova (Inst. Geophys. Nat. Acad. Sciences of Ukraine, F. Schiller Univ. of Jena) The seminar will take place tomorrow TUE, 11.2.2025 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * The mathematical problem of homogenization typically involves studying the effective parameters of a system that exhibits rapid variations in its spatial characteristics. However, we focus on a stochastic multivariate homogenization problem of a different kind: the diffusion in the presence of narrowly located semipermeable interfaces. In simple words, our model reminds of a foiled composite material consisting of a media interlaced with very thin plates of different permeability. In material science such models are referred to as reinforced materials like a glass wool reinforced by aluminium foil. Usually, one is interested in the effective parameters of such a system. By combining the study of stochastic differential equations with local times and homogenization, we explore how the presence of interfaces can alter the diffusion behavior of the limit process. As a byproduct of our research, we obtain theorems for the existence and uniqueness of solutions to SDEs for multidimensional diffusion processes with membranes. Uniqueness is a problem of particular interest because it implies the strong Markov property of the solution, which is essential for the proof of convergence.

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Call for Posters – Workshop on Nonparametric Statistics @Luiss University (May 15-16, 2025)
by Alessia Caponera 10 Feb '25

10 Feb '25

Dear colleagues, We invite early-career researchers (PhD students or scholars within 5 years of obtaining the PhD) to submit a poster for the *Workshop on Nonparametric Statistics*, which will be held at *Luiss University in Rome on May 15-16, 2025*. This event provides an opportunity to present research, receive feedback, and engage with peers in an informal setting. Submission details: - Deadline for submission: March 1, 2025 - Abstract length: Max 1 page - Notification: March 16, 2025 - To submit a poster, please e-mail npstats(a)luiss.it, attaching the abstract. The poster session will be held on May 16, alongside talks by distinguished invited speakers. For more details, visit our website https://sites.google.com/view/wsnpstats/home <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.goo…> or e-mail npstats(a)luiss.it. We look forward to your submissions! Best regards, Alessia Caponera On behalf of the Organising committee Alessia Caponera, Marta Catalano, Matteo Iacopini, Marco Perone Pacifico

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PhD positions at Scuola Normale Superiore, Pisa, Italy
by Fabrizio Lillo 09 Feb '25

09 Feb '25

Seven PhD fellowships are available at SNS for students interested in pursuing a PhD degree in* Computational Methods and Mathematical* *Modeling for the Sciences and Finance*. Areas of specialization include: Numerical Analysis and Scientific Computing, Quantitative Finance, Stochastic Analysis, Machine Learning, Computational Chemistry, Computational Biology and Quantum Information Theory. The application deadline is March 6, 2025; start date is November 1, 2025. For application information, see https://www.sns.it/sites/default/files/2025-01/dd_bando_phd_2025-26_sci-sig… (Please note: the English version starts on page 12 of the document.) Further information about the PhD program is available at https://www.sns.it/en/computational-methods-and-mathematical-models-science… ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Seminario Padova - Stefan Ankirchner
by alekos.cecchin＠unipd.it 08 Feb '25

08 Feb '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (14 Febbraio) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Stefan Ankirchner (Friedrich-Schiller-Universität Jena) Title: Diffusion control ranking games Date: February 14, 2025, at 11:00, room 2BC30 Abstract: The topic of the talk are stochastic differential games where each player can control the diffusion intensity of an individual state process, and the players whose final states are among the highest receive a fixed prize. We take a closer look at the 2 player case and the mean field version of the game. The talk is based on several papers written jointly with Nabil Kazi-Tani, Julian Wendt and Chao Zhou. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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PhD project in Statistical learning methods for functional data
by Marzia Angela Cremona 07 Feb '25

07 Feb '25

Dear all, I have an open PhD position in my group at Université Laval (Quebec CIty, Canada) on the topic "Statistical learning methods for functional data". Requirements and Conditions - Background in statistics, machine learning, data science, or similar - Programming experience (R, Python, Matlab or similar) - Advanced level of English - Intermediate level of French (or willingness to reach an intermediate level before the beginning of the PhD program) Funding: at least 25 000 CAD/year for 4 years (including admission and success support scholarships from the Faculty, as well as supervisor scholarships). Additional funding is available from the Faculty (progression scholarships, funding for conference participation, scholarships for publications, etc.). This amount may be increased by scholarships obtained from external organizations (e.g. FRQ, NSERC, IID, CIRRELT) to which the student must apply. More details at https://www.projets-recherche.ulaval.ca/en/project?id=473373 If interested, please send a cover letter, CV and all student transcript to marzia.cremona(a)fsa.ulaval.ca<mailto:marzia.cremona@fsa.ulaval.ca> Marzia Marzia A Cremona Department of Operations and Decision Systems Université Laval https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Seminars in Statistics at Collegio Carlo Alberto - Yufei ZHANG (IMPERIAL COLLEGE LONDON)
by Matteo Giordano 07 Feb '25

07 Feb '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 14/02/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Yufei ZHANG (IMPERIAL COLLEGE LONDON) Title: Towards sample-efficient continuous-time reinforcement learning Abstract: Recently, reinforcement learning (RL) has garnered significant research interest. However, much of this attention and success has been focused on the discrete-time setting. RL for continuous-time systems, despite its natural applicability to a wide range of control tasks in physical systems, remains largely unexplored with limited progress. In particular, characterizing the sample efficiency of continuous-time RL algorithms continues to be a challenging and open problem. In this talk, we introduce a principled framework for systematically analyzing regret bounds for continuous-time RL algorithms in episodic model-based settings. Our framework decomposes the regret analysis into two fundamental components: the finite-sample accuracy of model estimation and the performance gap of a greedy policy derived from the estimated models. The finite-sample accuracy is analyzed using filtering theory and concentration inequalities for correlated observations, while the performance gap is quantified by leveraging the robustness of the control problem. By integrating these insights, we optimize the exploration-exploitation trade-off, achieving the best-known sample complexity in the current literature. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 12/02/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it>. Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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6yrs Tenure-Track Assistant Professor in Statistics at University of Milan
by Luca Rossini 06 Feb '25

06 Feb '25

Luca Rossini <luca.rossini87(a)gmail.com> gio 27 giu 2024, 16:14 a random Dears, We are hiring a *tenure-track assistant professor (RTT) in Statistics (SECS-S/01)* at the University of Milan. The candidate should hold a Ph.D. degree in Statistics, Econometrics, or Economics or equivalent, from an Italian or foreign university. Here is the link to the detailed description of the procedure: https://www.unimi.it/en/node/51695 (*Deadline 03 March 2025*). The baseline gross salary is approximately 44.000€ per annum for 6 years. Tenure as an Associate Professor will be granted subject to holding the Italian National Qualification as an Associate Professor. Teaching load: 60 hours per year before tenure. Important tax reductions may apply for 5 or more years according to the Italian rules for candidates who have resided abroad for the last 2 years. The Department of Economics, Management, and Quantitative Methods was selected for a second consecutive five-year period (2023-2027) as one of the "Departments of Excellence" (Dip di Eccellenza) by the Italian Ministry of University and Research (MIUR). Best regards

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15 PhD positions at Maths dept in Gothenburg, Sweden
by Umberto Picchini 06 Feb '25

06 Feb '25

Join the the largest mathematics department in Sweden! We have openings for 15 PhD positions. * The PhD-positions are fully funded from the start * As a PhD student you are an employee and enjoy all employee benefits. Read more about working at Chalmers <https://www.chalmers.se/en/about-chalmers/work-with-us/chalmers-as-an-emplo…>and our benefits <https://www.chalmers.se/en/about-chalmers/work-with-us/chalmers-as-an-emplo…> for employees. * As a PhD student, you will be enrolled in a graduate program at the Department of Mathematical Sciences. Please, read more about our graduate program here <https://www.chalmers.se/en/departments/mv/research/doctoral-studies/>. * The position is limited to four years, with the possibility to teach up to 20%, which extends the position to five years. * A dynamic and inspiring working environment in the coastal city of Gothenburg. Gothenburg <https://www.goteborg.com/en/>. * A starting salary of ~*33,000 SEK per month* (~2,900 Euro/month) before taxes. Discover the positions at https://www.chalmers.se/en/departments/mv/research/doctoral-studies/mv-phd-… Deadline to apply: February 24. -- ____________________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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Call of interest - Statistics (STAT-01/A) - Dept of Mathematics - uniTrento
by Claudio Agostinelli 06 Feb '25

06 Feb '25

The Department of Mathematics at the University of Trento is inviting expressions of interest for a new position at the level of Tenure Track Assistant Professor (RTT, ricercatore/ricercatrice a tempo determinato in tenure track) or Associate Professor (professore/professoressa associato) in Statistics (STAT-01/A). This opportunity is aimed at individuals with a strong mathematical background and an outstanding track record in mathematical statistics, particularly in emerging areas such as: Statistical Machine Learning, High Dimensional Statistics, Bayesian Nonparametrics, Functional Data Analysis. The successful candidate will be expected to teach in English mainly for the MSc program in Mathematics. Interested applicants are requested to submit their expression of interest to Veronica Vinciotti at veronica.vinciotti(a)unitn.it, including a curriculum vitae and the academic level of the position they would apply for. The department encourages applications from individuals in under-represented groups. The deadline for submissions is 10 March 2025. -- ------------------------------------------- Whatever our life will bring out today We can always have spring, even on a winter's day Undo the past by sun and light Please just take these troubles off my mind -------------------------------------------

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Due Seminari a Caserta
by Enrica Pirozzi 06 Feb '25

06 Feb '25

AVVISO DI SEMINARI   Lunedì, 10 Febbraio 2025, in aula G, il Prof. Enrico Scalas (Università La Sapienza, Roma) (15:00-15:45) e la Dott.ssa Anna Vidotto (15:45-16:30) (Università di Napoli Federico II) terranno i seguenti due seminari: Contare e classificare: un programma di ricerca per la probabilità applicata e la statistica Enrico Scalas Abstract: cfr. locandina allegata The Malliavin-Stein approach and some second-order Poincaré inequalities Anna Vidotto Abstract: cfr. locandina allegata La proponente Enrica Pirozzi Team per collegamento online: cfr. locandina allegata

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AMASES Conference in Florence - September 2025
by Giacomo Scandolo 06 Feb '25

06 Feb '25

Dear All, we are pleased to announce that the XLIX edition of the AMASES Conference will take place in Florence at the Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) of the University of Florence from September 11th to September 13th 2025. As in the AMASES (Associazione per la Matematica Applicata alle Scienze Economiche e Sociali) established tradition, the purpose of the meeting is to stimulate discussion among scholars and practitioners, from Italy and all around the world, on different aspects of Mathematics applied to Economic and Social Sciences. The scientific program consists of plenary talks and presentations in parallel sessions of contributed papers on Actuarial Mathematics, Decision Theory, Dynamic Models, Financial Mathematics, Game Theory, Mathematical Economics, Numerical Methods, Optimization. The plenary speakers of this edition will be: • Christa Cuchiero (Department of Statistics and Operations Research, University of Vienna) • Christian Gollier (Toulouse School of Economics, University of Toulouse) • Daniel Kuhn (College of Management of Technology, École Polytechnique Fédérale de Lausanne) • Piotr Skowron (Faculty of Mathematics, Informatics and Mechanics, University of Warsaw) Sessions will start in the late morning on September 11th and will end in the late afternoon on September 13th. The link to the conference website is: https://sites.google.com/disei.unifi.it/amases2025/home The website contains information about submissions, venue, fees and accommodation. Please note these important dates: SPECIAL SESSIONS Special session proposal deadline: March 5, 2025 Special session notification of acceptance: March 25, 2025 REGULAR SUBMISSIONS Regular submission opening: March 1, 2025 Regular submission deadline: April 30, 2025 Regular submission notification of acceptance: May 30, 2025 Early bird registration deadline: June 30, 2025 Registration deadline for communications to be included in the program: June 30, 2025 Thanks to the contribution of the Italian Mathematical Union (UMI), five young scholars will be exempt from paying the registration fees. See the conference website for the details. Looking forward to welcoming you to Florence! The Local Organizing Committee

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Seminario Raphael Huser presso Politecnico di Milano
by Laura Maria Sangalli 06 Feb '25

06 Feb '25

Si avvisa che in data 10-02-2025, alle ore 14:30 presso il Politecnico di Milano, Edificio 16B (Via Bonardi 9), in Aula 16B.0.1 (piano terra), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Raphael Huser, KAUST - King Abdullah University of Science and Technology Titolo: Neural Inference Methods for Spatial Extremes in High Dimensions Abstract: Neural Bayes estimators are neural networks that approximate Bayes estimators. They are thus likelihood-free, extremely fast to evaluate, and amenable to rapid uncertainty quantification, while also (approximately) inheriting the appealing large-sample properties of Bayes estimators. Neural Bayes estimators are therefore ideal to use with spatial extremes models observed in high dimensions, where estimation is often a computational bottleneck. In this seminar, I will summarize our research progress in that area and explain how, for any spatial model that can be simulated from, a single neural Bayes estimator can be trained to make fast inference with new data that involve varying sample sizes, varying spatial configurations of observed locations, and varying censoring levels used in peaks-over-threshold modeling. This methodology will be illustrated by application to sea surface temperature extremes over the Red Sea, and air pollution extremes over the whole Arabic peninsula. Joint work with Jordan Richards, Matthew Sainsbury-Dale, and Andrew Zammit-Mangion. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented at the talk. Contact: alessandra.menafoglio(a)polimi.it<mailto:alessandra.menafoglio@polimi.it> Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Contatto: Prof Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it<mailto:alessandra.menafoglio@polimi.it> Tutti gli interessati sono cordialmente invitati a partecipare, Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Seminario Raphael Huser presso Politecnico di Milano
by Alessandra Menafoglio 06 Feb '25

06 Feb '25

Si avvisa che in data 10-02-2025, alle ore 14:30 presso il Politecnico di Milano, Edificio 16B (Via Bonardi 9), in Aula 16B.0.1 (piano terra), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Raphael Huser, KAUST - King Abdullah University of Science and Technology Titolo: Neural Inference Methods for Spatial Extremes in High Dimensions Abstract: Neural Bayes estimators are neural networks that approximate Bayes estimators. They are thus likelihood-free, extremely fast to evaluate, and amenable to rapid uncertainty quantification, while also (approximately) inheriting the appealing large-sample properties of Bayes estimators. Neural Bayes estimators are therefore ideal to use with spatial extremes models observed in high dimensions, where estimation is often a computational bottleneck. In this seminar, I will summarize our research progress in that area and explain how, for any spatial model that can be simulated from, a single neural Bayes estimator can be trained to make fast inference with new data that involve varying sample sizes, varying spatial configurations of observed locations, and varying censoring levels used in peaks-over-threshold modeling. This methodology will be illustrated by application to sea surface temperature extremes over the Red Sea, and air pollution extremes over the whole Arabic peninsula. Joint work with Jordan Richards, Matthew Sainsbury-Dale, and Andrew Zammit-Mangion. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented at the talk. Contact: alessandra.menafoglio(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… <https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2…> Contatto: Prof Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> Tutti gli interessati sono cordialmente invitati a partecipare, Alessandra Menafoglio — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

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Seminario Benedetta Ferrario - Politecnico di Milano - 13 Febbraio 2025
by Luca Scarpa 05 Feb '25

05 Feb '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 13 Febbraio 2025, ore 11:00. Aula Seminari MOX VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Benedetta Ferrario, Università di Pavia. Title: Soluzioni statistiche stazionarie per un'equazione di Schrödinger non lineare. Abstract: Per un'equazione deterministica di Schrödinger si mostra l'esistenza di soluzioni statistiche stazionarie ottenute come opportuno limite della soluzione della corrispondente EDP perturbata con una forzante stocastica e una dissipazione lineare. Inoltre si analizzano le proprietà di questi processi stazionari. Link Zoom: <https://polimi-it.zoom.us/j/98450130271?pwd=UzCbsGrdAEilFEwl0RQvvZ0921Z3Ba.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/98450130271?pwd=UzCbsGrdAEilFEwl0RQvvZ0921Z3Ba.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/98450130271?pwd=UzCbsGrdAEilFEwl0RQvvZ0921Z3Ba.1> [zoom.ico]<https://polimi-it.zoom.us/j/98450130271?pwd=UzCbsGrdAEilFEwl0RQvvZ0921Z3Ba.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2539&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2539&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2539&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2539&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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AMIS - mailing list per Applications of Mathematics in Industry and Society (PE1_22)
by Marco LI CALZI 05 Feb '25

05 Feb '25

Cari Random-isti/e, da pochi giorni è attiva una mailing list denominata AMIS (Applications of Mathematics in Industry and Society). Ispirandosi a quanto fa Random per la probabilità, AMIS è dedicata a comunicazioni per la comunità di matematici con interessi di ricerca, didattici o divulgativi che intersecano i temi del Panel ERC PE1_22 (Applications of Mathematics in Industry and Society). AMIS in francese sta per “amici” (matematici): la lista è aperta a tutti gli interessati e vi invitiamo a iscrivervi, seguendo le semplici istruzioni in calce. Per mitigare possibili abusi, la lista è moderata: ciascuno può inviare messaggi (in inglese o in italiano) che sono inoltrati senza modifiche dopo l’approvazione del moderatore (che è il segretario dell’Amases). Cordialmente, marco licalzi. ______________________________ Marco Li Calzi Presidente AMASES: Associazione per la Matematica Applicata alle Scienze Economiche e Sociali ______________________________ INDICAZIONI OPERATIVE 1. Iscriversi ad AMIS Inviare un’email (anche priva di testo) ad amis-subscribe(a)amases.org <mailto:amis-subscribe@amases.org> e seguire le istruzioni ricevute automaticamente via email poco dopo. 2. Inviare messaggi ad AMIS Per inviare testi è necessario essere iscritti ad AMIS; v. punto 1. Completata l’iscrizione, basta inviare una mail ad amis(a)amases.org <mailto:amis@amases.org>, con un subject acconcio (ad esempio, “seminario su […]”) e il testo della comunicazione che si intende diffondere (ad esempio, “la Prof.ssa Minerva McGonagall terrà un seminario su Theory of Transfiguration giovedì 29 febbraio 2024 alla ore 11:00 presso l’Aula 2 del Collegio di Hogwarts, etc.”). 3. Rimuoversi da AMIS Inviare un’email ad amis-unsubscribe(a)amases.org <mailto:amis-unsubscribe@amases.org> e seguire le istruzioni ricevute automaticamente via email poco dopo.

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Double seminar: Alexandre Stauffer & Jacopo Borga at Tor Vergata 10.02
by Michele Salvi 05 Feb '25

05 Feb '25

Dear all, On Monday, February 10th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host a double seminar by Alexandre Stauffer (King's College London) and Jacopo Borga (MIT). See below for titles and abstracts. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminars are part of the Excellence Project MatMod@TOV. TALK 1 Alexandre Stauffer (King's College London) “Non-monotone phase transition in interacting particle systems” In this talk we will discuss a reaction-diffusion particle system which has a non-monotone phase transition. I will explain the techniques used to analyze monotone models and how they can be refined to analyze non-monotone particle systems. Based on upcoming works with Leandro Chiarini and Tom Finn. TALK 2 Jacopo Borga (MIT) “Lattice Yang-Mills theory in the large N limit via sums over surfaces" Abstract: Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: - A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. - An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were previously established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak.

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Workshop in Rome "Random Geometric Structures and Statistical Physics"
by Lorenzo Taggi 05 Feb '25

05 Feb '25

It is a pleasure to announce that the workshop Random Geometric Structures and Statistical Physics <https://sites.google.com/view/random-geometric-structures/home> will take place at the Mathematics Department <https://www.mat.uniroma1.it/>of Sapienza Università di Roma from June 30th to July 4th, 2025. The workshop will cover various topics in Probability and Statistical Mechanics, including Percolation, Particle Systems, Spin Systems, Growth Processes, Random Walks, and Random Walk Loop Soups. Young researchers are encouraged to participate and can apply for financial support. The workshop is part of the thematic period Statistical Mechanics and Nonequilibrium Processes. <https://sites.google.com/uniroma1.it/excellence-department-mmsp/mmsp-th-per…> List of Speakers: Amine Asselah (Université Paris-Est Créteil) Luca Avena (Università di Firenze) Alberto Chiarini (Università di Padova) Alessandra Cipriani (University College London) Barbara Dembin (Univesité de Strasbourg) Nicolas Forien (Université Paris Dauphine) Davide Gabrielli (Università degli Studi dell'Aquila) Nina Gantert (Technical University of Munich) Alessandro Giuliani (Università Roma Tre) – TBC Alexander Glazman (University of Innsbruck) Markus Heydenreich (University of Augsburg) Wolfgang König (WIAS and TU Berlin) Marcin Lis (TU Wien) Sébastien Ott (EPFL Lausanne) Artem Sapozhnikov (Leipzig University) Franco Severo (Institut Camille Jordan, Lyon 1) Perla Sousi (University of Cambridge) Alexandre Stauffer (King's College London) Wei Wu (NYU Shanghai) Ariel Yadin (Ben Gurion University) The organisers, Alessandra Faggionato, Vittoria Silvestri, Lorenzo Taggi

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Spring school on "Kinetically constrained models and bootstrap percolation", Paris, June 16-20, 2025.
by Pietro Caputo 04 Feb '25

04 Feb '25

Ricevo e inoltro con piacere -------- Message transféré -------- Sujet : First announcement of Spring school on "Kinetically constrained models and bootstrap percolation", Paris, June 16-20, 2025. Date : Sun, 3 Nov 2024 13:55:39 +0100 De : Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> <cyril.roberto(a)math.cnrs.fr> Répondre à : cyril.roberto(a)math.cnrs.fr Dear Colleague, You are cordially invited to participate in the Spring (almost summer) School at the Henri Poincaré Institute, Paris, June 16-20, 2025. We are pleased to inform you that Ivailo Hartarsky (Lyon 1) and Cristina Toninelli (Dauphine) will give 10 hours lectures (each) on *Kinetically constrained models and bootstrap percolation*. To get more information about this Spring School, please go to the following web page: https://indico.math.cnrs.fr/event/13130/ Registration is free but mandatory. In order to register, go to the "registration" link. We may be able to offer financial support to a limited number of participants (specially young people). If you are interested in applying a financial support (\pm 500-600 euros) please send an email to constainedmodels2025ihp(a)gmail.com with a CV. Looking very much forward to seeing you in Paris, With all best wishes, Cyril Roberto on behalf of the organizers P.S.: Please bring this Spring School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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Procedure selettive per ricercatori di tipo A - 2025RUA01 - Università degli Studi di Padova
by Alessandra Fabbri Colabich 04 Feb '25

04 Feb '25

Si informa che è stato pubblicato il bando *2025RUA01* "*Procedure selettive per l'assunzione di n.13 ricercatori a tempo determinato, ai sensi dell'art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 - 2025RUA01"* *Scadenza* presentazione domande: *ORE 13:00 DEL 17.02.2025* -*Allegato 13*: GSD 13/STAT-03 - DEMOGRAFIA E STATISTICA SOCIALE SSD STAT-03/A - DEMOGRAFIA STAT-03/B - STATISTICA SOCIALE Dipartimento di Scienze Statistiche Bando completo con tutti gli allegati al link: https://www.unipd.it/procedura-2025RUA01 Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Fwd: Postdoc in Bath available
by Elisabetta Candellero 03 Feb '25

03 Feb '25

Ricevo e inoltro con piacere. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Mon, Feb 3, 2025 at 11:57 AM Subject: Postdoc in Bath available To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear colleagues, I have a short postdoc position available at short notice to work with me in Bath. https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED12397 Note the deadline to apply is 18th Feb, and the position must end by 28 Nov due to grant conditions. Please do share with your networks. I am happy to discuss with anyone who might be interested. Best wishes, Matt ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Fwd: Corso Elective Introduzione a Python + Realizzare Web App con Python
by Enea Bongiorno 03 Feb '25

03 Feb '25

Ricevo ed inoltro volentieri. Un caro saluto, Enea ---------- Forwarded message --------- From: Gianluca Fusai <gianluca.fusai(a)uniupo.it> Date: Mon, 3 Feb 2025 at 11:59 Subject: Corso Elective Introduzione a Python + Realizzare Web App con Python To: Enea Bongiorno <enea.bongiorno(a)uniupo.it>, Vincenzo Capizzi < vincenzo.capizzi(a)uniupo.it>, Graziano Abrate <graziano.abrate(a)uniupo.it>, Chiara Morelli <chiara.morelli(a)uniupo.it>, Martin Zagler < martin.zagler(a)uniupo.it> Cari Enea, Graziano, Chiara, Martin e Vincenzo potreste segnalare alla mailing list delle vostre Associazioni scientifiche i seguenti corsi electives. Sono corsi a livello introduttivo e quindi potenzialmente di interesse ad un vasto pubblico ********************************************************************************** potresti segnalare ai collleghi soci i seguenti corsi elective che si terranno sia in presenza sia online presso l'Università del Piemonte Orientale: - **Introduzione a Python** (a cura di Annamaria Gambaro) - **Web App con Python** (a cura di Alessandro Rognoni) In allegato le locandine dei corsi. Chi fosse interessato può scrivere a ** manfin(a)uniupo.it** per richiedere maggiori informazioni e per i costi, indicando nell'oggetto: *Richiesta informazioni corsi Python*. Nella mail si indichi anche l'associazione scientifica cui si afferisce per usufruire di eventuali sconti all'iscrizione. Il numero di posti per esterni è limitato. I corsi si terranno in italiano. Un caro saluto, ********************************************************************************** -- Gianluca Fusai - Full Professor of Financial Mathematics *Dipartimento di Studi per l'Economia e l'Impresa* *Università del Piemonte Orientale* *NEW: Stochastic Calculus Website <https://sites.google.com/uniupo.it/stochasticcalculus/home?authuser=1>* *NEW: Default Probability Calculator <https://sites.google.com/uniupo.it/by-gianluca-fusai/default-calculator>* *t *+39 <%2B39%200161%20228417>0321 375312 <%2B39%200161%20228417> *@ *gianluca.fusai(a)uniupo.it *w **https://upobook.uniupo.it/gianluca.fusai* <https://upobook.uniupo.it/gianluca.fusai>* <http://multiblog.uniupo.it/>* *ssrn* http://ssrn.com/author=741916 <http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196> *h* Via Perrone 18, 28100 Novara (Italy) <https://www.google.it/maps/place/Via+Ettore+Perrone,+18,+28100+Novara+NO/@4…> -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario PRISMA oggi
by Francesco Caravenna 03 Feb '25

03 Feb '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, lunedì 3 febbraio 2025, Giambattista Giacomin (Università di Padova) e Marco Zamparo (Università del Piemonte Orientale) ci parleranno di Transizioni di fase in modelli di pinning ed effetto del disordine con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giambattista Giacomin (Università di Padova) e Marco Zamparo (Università del Piemonte Orientale) TITOLO: Transizioni di fase in modelli di pinning ed effetto del disordine. RIASSUNTO: Il modello di pinning è un modello elementare della meccanica statistica che presenta una transizione di (de)localizzazione. Questo modello è stato molto considerato nella letteratura fisica e biofisica poiché emerge naturalmente nella modellizzazione di una varietà di fenomeni e perché, in assenza di disordine, è esattamente risolubile. In termini matematici il modello di pinning è una misura di Gibbs con potenziali a un corpo basata su un processo di rinnovo discreto. Nella prima parte del seminario introduciamo il modello e presentiamo lo stato dell’arte sull’effetto del disordine, esponendo anche alcuni progressi recenti e menzionando alcuni problemi aperti. Nella seconda parte discutiamo invece delle varianti del modello di pinning in cui la densità dell’insieme dei punti di rinnovo è imposta al sistema tramite condizionamento o tramite dei potenziali aggiunti al modello: questo tipo di modelli è stato proposto in biofisica per lo studio del DNA circolare. In questo contesto una nuova fase, intermedia tra la fase localizzata e quella delocalizzata, appare, almeno in assenza di disordine. La comparsa di questa nuova fase è una versione di un fenomeno ben noto in probabilità, dove una singola variabile è responsabile delle grandi fluttuazioni della somma di tante sue copie (« big jump phenomenon »). La presenza del disordine ha un effetto molto drastico su questa fase: spieghiamo infatti che la fase intermedia non esiste se introduciamo del disordine, anche debole. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario FOUNDATION OF DEEP LEARNING AND ITS APPLICATIONS - 6 febbraio ore 10 - in presenza e online
by Elisa Varini 03 Feb '25

03 Feb '25

Con preghiera di diffusione, si avvisa che giovedì 6 febbraio 2025, alle ore 10:00, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, il *dott. Flavio Piccoli *e il *dott. Claudio Rota*, Università degli Studi di Milano-Bicocca, terranno un seminario dal titolo *FOUNDATION OF DEEP LEARNING AND ITS APPLICATIONS* * * *Abstract* Deep learning has revolutionized artificial intelligence, enabling machines to perform tasks once considered exclusive to human intelligence. This seminar offers a comprehensive introduction to deep learning, emphasizing its foundational principles and practical applications in image analysis. The architectures and functionalities of neural networks, including convolutional neural networks (CNNs), are examined in detail. Key principles and strategies for designing robust neural networks are discussed, with a focus on architectural choices, activation functions, and loss function selection. Participants will gain valuable insights into developing models that achieve high performance and generalization. The seminar also includes illustrative examples and case studies to demonstrate real-world applications. * * Gli interessati potranno partecipare al *seminario anche da remoto* utilizzando il seguente link*: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_M2M5MjU3ZTQtODVlNC00… *

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Workshop TuBA, 28-30 April 2025
by Umberto PAPPALETTERA 31 Jan '25

31 Jan '25

Dear all, We are glad to announce the 2nd edition of the workshop "Turbulence on the Banks of the Arno", to be held at Scuola Normale Superiore in Pisa (Italy) from the 28th of April to the 30th of April 2025. The goal of the workshop is to provide a platform for early-stage researchers (ideally Ph.D. students and postdoctoral fellows) working in the field of turbulence to come together, exchange ideas, and present their own research. The workshop will also feature two lecture series, delivered by Professors Theodore D. Drivas and Alexei A. Mailybaev. More details are available at the web page: https://indico.sns.it/e/ <https://indico.sns.it/event/62/>tuba Please notice that registration to the event is free but mandatory. The deadline for registration is *February 16th 2025*. Accommodation in Pisa free of charge and additional remboursement for travel expenses may be granted upon request. Please feel free to circulate this message to anybody who might be interested. Looking forward to seeing you in Pisa, The organizers, Franco Flandoli, Federico Butori, Eliseo Luongo, Silvia Morlacchi, Umberto Pappalettera

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PhD opportunity at University of Oslo
by Giulia Di Nunno 31 Jan '25

31 Jan '25

Dear All, Exciting PhD opportunity in the group of Risk and Stochastics at the Department of Mathematics, University of Oslo. All information can be found here: https://www.jobbnorge.no/en/available-jobs/job/274312/phd-research-fellow-i… Deadline for application February 28, 2025 Please help us distribute this information widely. Best regards, Giulia Di Nunno Professor Risk and Stochastics Department of Mathematics University of Oslo, Norway

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Seminario Padova - Paul Nikolaev
by alekos.cecchin＠unipd.it 31 Jan '25

31 Jan '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Febbraio) in aula 2BC60 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Paul Nikolaev (Università di Padova) Title: Mean Field Limit for Stochastic Particle Systems With and Without Common Noise: An Analysis of Singular Interactions Date: February 7, 2025, at 14:00, room 2BC60 Abstract: We investigate systems driven by idiosyncratic noise, as well as those influenced by both idiosyncratic and common noise, the latter being particularly relevant in fields such as biology and finance. For both types of systems, we establish mean-field limit results. Our primary objective is to address interaction kernels with low regularity, thereby extending the classical Lipschitz framework. This includes applications to attractive Keller–Segel models, opinion dynamics, and general sub-Coulomb-type kernels. Our approach utilizes techniques from PDE's, such as relative entropy methods. The overarching goal is to provide a comprehensive overview of the recently developed methods that effectively address singular kernels. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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grants for master studies in Paris : deadline approaching
by CRISTINA TONINELLI 31 Jan '25

31 Jan '25

—— Dear colleagues, The international call for applications for FSMP's master scholarships program Paris Graduate School for Mathematical Sciences (PGSM), for academic year 2025-2026, is still open until Thursday February 6th 2025 (at 11:59 p.m., Paris time). Feel free to circulate this message to your contacts. Offer description: https://sciencesmaths-paris.fr/en/pgsm-master Applications only via the online form: https://applications.sciencesmaths-paris.fr/en/call-for-pgsm-master-893.htm Best regards, [cid:2ca5f34c-f952-41af-b074-b585c28ea03b]

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SPASS Seminar: Josué Knorst
by Francesco Grotto 30 Jan '25

30 Jan '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel* by Josué Knorst (ENSTA-Paris, UNICAMP) The seminar will take place TUE, 4.2.2025 at 14:00 CET in Aula Magna, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * We derive quantitative estimates for stochastic systems of particles moderately interacting via singular kernels and perturbed by both idiosyncratic and environmental noises. The moderate interaction regime is a scale introduced by Oelschläger in the 80s, and it lies between the mean field and the nearest neighbor interaction regimes. We prove that the (mollified) empirical process converges to the solution of the nonlinear stochastic Fokker-Planck equation. The proof is based on Itô’s formula for the norm of a H^1_q-valued process, commutator estimates, and some estimations for the regularization of the empirical measure. Joint work with C. Olivera and A. de Souza.

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Fwd: Postdoctoral positions in Mathematics at NYU Shanghai
by Silvestri, Vittoria 30 Jan '25

30 Jan '25

Ricevo e inoltro volentieri. Vittoria ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Pierre Michel Tarres <tarres(a)nyu.edu> Date: gio 30 gen 2025 alle ore 11:07 Subject: Postdoctoral positions in Mathematics at NYU Shanghai To: Pierre Michel Tarres <tarres(a)nyu.edu> Dear friends and colleagues, The New York University at Shanghai is advertising two-year postdoctoral positions <https://shanghai.nyu.edu/about/work/fellowships> at in mathematics, potentially renewable for an additional year. The salary is very competitive, and the teaching load is rather low. Please see ad below for the detailed conditions, and in order to apply <https://apply.interfolio.com/153589.>. The main scientific themes include theories and applications of Probability, Partial Differential Equations, and Applied Mathematics, although different research interests will also be considered, especially if they fit the themes of the NYU-ECNU Institute of Mathematics at NYU Shanghai <https://research.shanghai.nyu.edu/centers-and-institutes/math/people>. Our tenured/tenure-track Faculty and regular visitors include Hong-Bin Chen <https://www.ihes.fr/~hbchen/> (starting in the Fall 25), Roberto Fernandez <https://shanghai.nyu.edu/academics/faculty/directory/roberto-fernandez>, Mac Huang <https://shanghai.nyu.edu/academics/faculty/directory/jinzi-mac-huang> , Mathieu Laurière <https://shanghai.nyu.edu/academics/faculty/directory/mathieu-lauriere>, Fanghua Lin <https://shanghai.nyu.edu/academics/faculty/directory/fanghua-lin>, Shuyang Ling <https://shanghai.nyu.edu/academics/faculty/directory/shuyang-ling>, Yuning Liu <https://shanghai.nyu.edu/academics/faculty/directory/yuning-liu>, Vahagn Nersesyan <https://shanghai.nyu.edu/academics/faculty/directory/vahagn-nersesyan>, Alejandro Ramirez <https://shanghai.nyu.edu/academics/faculty/directory/alejandro-ramirez>, Wei-Min Wang <https://shanghai.nyu.edu/academics/faculty/directory/wei-min-wang>, Wei Wu <https://shanghai.nyu.edu/academics/faculty/directory/wei-wu>, Zhuo-Cheng Xiao <https://shanghai.nyu.edu/academics/faculty/directory/zhuo-cheng-xiao> , Shengkui Ye <https://shanghai.nyu.edu/academics/faculty/directory/shengkui-ye> and Jun Zhang <https://shanghai.nyu.edu/academics/faculty/directory/jun-zhang>. We also often receive Visiting Professors for one semester or one year. Please do not hesitate to contact me if you have any questions. Best regards, Pierre ------------------------------------------------------------------------------------------------------------- NYU Shanghai is currently accepting applications for several postdoctoral fellow positions in Mathematics, with appointments starting preferably in Spring or Fall 2025 (pending budgetary approval). The fellows will be part of the Mathematics area at NYU Shanghai, which operates in collaboration with the Courant Institute and interacts with East China Normal University. The areas of expertise of possible mentors in the group are mainly Probability Theory, Partial Differential Equations, and Applied Mathematics. However, exceptional candidates with different research interests will also be considered. Successful applicants should hold a Ph.D. in Mathematics or a closely related discipline at the time of appointment. Postdoctoral positions are commonly offered for two years, and are potentially renewable for an additional year; they incur a teaching load of two recitations per semester. Terms of employment at NYU Shanghai are comparable to NYU New York and other U.S. institutions. Applicants will submit a cover letter, curriculum vitae, a statement on current/future research interests, a statement of teaching interests, and a list of their publications via Interfolio. Additionally, applicants should enter the names and email addresses of at least three referees. Each referee will be contacted to upload a reference letter through Interfolio. Review of applications will begin immediately and will continue until the positions are filled. To apply, follow this link: https://apply.interfolio.com/153589. If you have any questions, please email the NYU Shanghai NY Office of Faculty Recruitment at shanghai.faculty.recruitment(a)nyu.edu. About NYU Shanghai: NYU Shanghai is the third degree-granting campus within New York University’s Global Network. It is the first higher education joint venture in China authorized to grant degrees that are accredited in the U.S. as well as in China. All teaching is conducted in English. A research university with liberal arts and science at its core, NYU Shanghai resides in one of the world's great cities with a vibrant intellectual community. NYU Shanghai recruits scholars of the highest caliber who are committed to NYU's global vision of transformative teaching and innovative research and who embody the global society in which we live. NYU’s Global Network includes degree-granting campuses in New York, Shanghai, and Abu Dhabi, complemented by thirteen additional academic centers across the world. Faculty and students may circulate within the network in pursuit of common research interests and cross-cultural, interdisciplinary endeavors, both local and global. For people in the EU, click here for information on your privacy rights under GDPR: www.nyu.edu/it/gdpr. NYU Shanghai is an equal opportunity employer committed to equity, diversity, and social inclusion. We strongly encourage applications from under-represented individuals in the profession, across color, creed, race, ethnic and national origin, physical ability, and gender and sexual identity. NYU Shanghai affirms the value of differing perspectives on the world as we strive to build the strongest possible university with the widest reach.

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Postdoc a Brest
by lorenzo zambotti 29 Jan '25

29 Jan '25

Ricevo e inoltro %------------------------------------% I have some funding for a 2-year postdoc position (no teaching, 2.4k€ net per month), for anyone interested in working on singular SPDEs - project funded by the ANR (National Agency of Research) within the setting of the project 'Smooth <http://lmba.math.univ-brest.fr/perso/ismael.bailleul/ANRSmooth.html>', that involves as well N. Burq <https://www.imo.universite-paris-saclay.fr/~nicolas.burq/>, V. Dang <https://webusers.imj-prg.fr/~nguyen-viet.dang/>, A. Deya <https://iecl.univ-lorraine.fr/membre-iecl/deya-aurelien/>, C. Labbe <https://perso.lpsm.paris/~clabbe>, T. Robert <https://iecl.univ-lorraine.fr/membre-iecl/robert-tristan/>, L. Thomann <https://iecl.univ-lorraine.fr/membre-iecl/thomann-laurent/>, N. Tzvetkov <https://tzvetkov.perso.math.cnrs.fr/>, C. Sun <https://sites.google.com/view/chenminsun/> L. Zambotti <https://www.lpsm.paris/users/zambotti/index>. The application process is simple: send (CV + cover letter) to Nikolay Tzvetkov (nikolay.tzvetkov(a)ens-lyon.fr) and myself. Can you please forward this information to anyone you think may be interested by this opportunity? Thanks Best regards Ismaël Bailleul <ismael.bailleul(a)univ-brest.fr> %------------------------------------% -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/index

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Stefano Favaro at Tor Vergata 05.02
by Michele Salvi 29 Jan '25

29 Jan '25

Dear all, On Wednesday, February 5th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host Stefano Favaro (Università di Torino) with the seminar “A smoothed-Bayesian approach to frequency recovery from sketched data” Abstract: We introduce a novel statistical perspective on a classical problem at the intersection of computer science and information theory: recovering the empirical frequency of a symbol in a large discrete dataset using only a compressed representation, or sketch, obtained via random hashing. Departing from traditional algorithmic approaches, recent works have proposed Bayesian nonparametric (BNP) methods that can provide more informative frequency estimates by leveraging modeling assumptions on the distribution of the sketched data. In this paper, we propose a smoothed-Bayesian method, inspired by existing BNP approaches but designed in a frequentist framework to overcome the computational limitations of the BNP approaches when dealing with large-scale data from realistic distributions, including those with power-law tail behaviors. For sketches obtained with a single hash function, our approach is supported by frequentist guarantees, including unbiasedness and optimality under a squared error loss function within a class of linear estimators. For sketches with multiple hash functions, we introduce an approach based on multi-view learning to construct computationally efficient frequency estimators. We validate our method on synthetic and real data, comparing its performance to that of existing alternatives. Joint work with Mario Beraha (Politecnico di Milano) and Matteo Sesia (University of Southern California) We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminar is part of the Excellence Project MatMod@TOV.

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Seminario PRISMA lun 3 feb 2025
by Francesco Caravenna 28 Jan '25

28 Jan '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per lunedì 3 febbraio 2025. I relatori saranno Giambattista Giacomin (Università di Padova) e Marco Zamparo (Università del Piemonte Orientale) che parleranno di Transizioni di fase in modelli di pinning ed effetto del disordine con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giambattista Giacomin (Università di Padova) e Marco Zamparo (Università del Piemonte Orientale) TITOLO: Transizioni di fase in modelli di pinning ed effetto del disordine. RIASSUNTO: Il modello di pinning è un modello elementare della meccanica statistica che presenta una transizione di (de)localizzazione. Questo modello è stato molto considerato nella letteratura fisica e biofisica poiché emerge naturalmente nella modellizzazione di una varietà di fenomeni e perché, in assenza di disordine, è esattamente risolubile. In termini matematici il modello di pinning è una misura di Gibbs con potenziali a un corpo basata su un processo di rinnovo discreto. Nella prima parte del seminario introduciamo il modello e presentiamo lo stato dell’arte sull’effetto del disordine, esponendo anche alcuni progressi recenti e menzionando alcuni problemi aperti. Nella seconda parte discutiamo invece delle varianti del modello di pinning in cui la densità dell’insieme dei punti di rinnovo è imposta al sistema tramite condizionamento o tramite dei potenziali aggiunti al modello: questo tipo di modelli è stato proposto in biofisica per lo studio del DNA circolare. In questo contesto una nuova fase, intermedia tra la fase localizzata e quella delocalizzata, appare, almeno in assenza di disordine. La comparsa di questa nuova fase è una versione di un fenomeno ben noto in probabilità, dove una singola variabile è responsabile delle grandi fluttuazioni della somma di tante sue copie (« big jump phenomenon »). La presenza del disordine ha un effetto molto drastico su questa fase: spieghiamo infatti che la fase intermedia non esiste se introduciamo del disordine, anche debole. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Fwd: DoCRA first deadline approaching
by Maria Elvira Mancino 28 Jan '25

28 Jan '25

This is a kind reminder that the deadline for applications to the first session is approaching. *Doctoral Colloquium on Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ *A joint initiative of Collegio Internazionale Ca’ Foscari CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine* * Aims and scope* The Colloquium is an *honor course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. *The course is organized into four sessions.* *Target* Students are *PhD candidates from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for a session at a time but need to attend the whole session. They may get credits for the courses taken within the Colloquium. The maximum number of students per session is 25. *A group of up to 20 students will be oﬀered full refund for travel and lodging expenses*. 5 additional students, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, can be admitted at their own expenses. *Where* San Servolo Island, Venice < https://servizimetropolitani.ve.it/en/san-servolo-island/where-we-are> *When and on what *(see also below) Four two-weeks sessions on: 1) February, 23 - March, 8, 2025, *Modern risk measurement*; 2) July, 26 - August, 9, 2025, *New challenges on long-run risks*; 3) September, 14 - 27, 2025, *AI for Risk*; 4) January, 18 - 31, 2026, *Networks and risk propagation*. *How* *Each session oﬀers two courses*. Each course is delivered over 20 hours over one week (10 days if more), combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. *Applications* Students can apply for the first session starting from *December 20th, 2024* through the site https://landing.cafoscarichallengeschool.it/docra/ Each PhD student will be asked to have a recommendation letter sent from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *Applications for the second, third and fourth session will open one week after the closing of the previous session.* *Sessions and Lecturers* *Session 1: Modern risk measurement * Week 1: Alfred Muller, U. Siegen, *Measuring and Comparing risks* Week 2: Hansjorg Albrecher, University of Lausanne, *Emerging Risks for Actuaries: NatCat Insurance and Climate Change* *Session 2: New challenges on long-run risks * Week 1: Max Croce, U. Bocconi,* Macro FinTech* Week 2: Fabio Trojani, Swiss Finance Institute and U. Torino, *Model free pricing and estimation of ﬁnancial risks * *Session 3: AI for Risk * Week 1: Stefano Favaro, U. Torino and CCA, *Predictive uncertainty in Machine Learning with conformal inference* Week 2: Christa Cuchiero, U. Vienna, *Concepts of Deep Learning and Applications to Finance and Risk Management* *Session 4: Networks and risk propagation * Week 1: Remco Hofstad, Eindhoven U. of Technology, *Title* *TBD* Week 2: Alireza Tazbah-Salehi, Northwestern University, *Title TBD* *The organizers*: Elisa Luciano (U. Torino), Mavira Mancino (U. Firenze), Marco Corazza (U. Ca’ Foscari Venezia), Marco Li Calzi (Collegio Internazionale Ca’ Foscari Venezia)

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Bioinference 2025 - Bardonecchia 28-30 maggio
by Enrico Bibbona 27 Jan '25

27 Jan '25

Gentili colleghi, Un promemoria per ricordare che la scadenza per sottoporre un abstract alla conferenza Bioinference 2025 si sta avvicinando (entro il 31 gennaio). Se siete interessati a presentare un contributo potete farlo al seguente link https://bioinference.github.io/2025/ Cordiali saluti, il comitato organizzatore Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

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(PMS)^2 talk - C. DURASTANTI - February 4 at 14:00
by Nicola Turchi 27 Jan '25

27 Jan '25

Dear colleagues, we are happy to announce the following talk *Claudio Durastanti* (Univ. Roma La Sapienza) *Aliasing effects for random fields over the sphere* *Abstract:** This talk explores aliasing effects that arise during the reconstruction from discrete samples of spin spherical random fields defined on the sphere, with a brief discussion of the scalar case. With a fixed sampling method for obtaining field samples, we identify the location and intensity of aliases in the frequency domain for the harmonic coefficients in the Fourier decomposition of the random field and assess the impact of aliasing errors on the angular power spectrum. Finally, we show that band-limited spin random fields can be free from aliasing if a sufficiently large number of samples is taken.* Date and time: Tuesday* February 4, 14:00-15:00 (Rome time zone)* Place: *Aula 3014, Dip. Matematica e Applicazioni, Univ. Milano-Bicocca, Via R. Cozzi 55, Milano* Webex meeting link: *https://unimib.webex.com/unimib-it/j.php?MTID=m043184e9df27521cc217c37e64d56b9e <https://unimib.webex.com/unimib-it/j.php?MTID=m043184e9df27521cc217c37e64d5…>* Meeting number: 2741 907 8097 Password: wSZNHJFa923 *This talk is part of the* *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* *organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico.* -- Nicola Turchi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Bando assegno di ricerca Luiss 2 anni e 7 mesi, scadenza 14 febbraio 2025
by Fausto Gozzi 26 Jan '25

26 Jan '25

(English version below) Si comunica a tutti gli interessati che è aperto, presso la Luiss University - Roma, un bando di assegno di ricerca di 2 anni e 7 mesi di matematica applicata all'economia. Il titolo dell'assegno è Impact of the Human Activities on the Environment and Economic/Financial Decision Making: Mathematical Models through Stochastic Si invitano tutti gli interessati a presentare domanda Alcuni dati e link: - Il bando è stato emanato con DR n. 416 del 16 dicembre 2024. -Il bando è pubblico sul sito Luiss alle pagine di seguito indicate e sul sito MIUR-Euraxess. <https://economiaefinanza.luiss.it/page/recruiting>https://economiaefinanza.luiss.it/page/recruiting sezione Post-Doc - Le candidature potranno essere inviate fino alle ore 14 del 14 febbraio 2025 (CET). - Il link per la presentazione della candidatura è: <http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4243>http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4243; English: We hereby inform all interested parties that a call for a 2-year and 7-month research grant in mathematics applied to economics is open at Luiss University - Rome. The title of the grant is Impact of the Human Activities on the Environment and Economic/Financial Decision Making: Mathematical Models through Stochastic All interested parties are invited to apply. Some data and links: - The call was issued with DR n. 416 of 16 December 2024. -The call is public on the Luiss website at the pages indicated below and on the MIUR-Euraxess website. https://economiaefinanza.luiss.it/page/recruiting Post-Doc section - Applications may be submitted until 2:00 p.m. on 14 February 2025 (CET). - The link for submitting the application is: http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4243; Cordiali saluti and all the best Fausto Gozzi > > >c. > > > > > >Claudio Esposito > >Personale docente > > > >Luiss >Libera Università Internazionale >degli Studi Sociali Guido Carli > > >Viale Pola, 12 - 00198 Roma >T +39 06 85225291 F +39 06 8543672 M +39 328 2157106 > ><mailto:cesposito@luiss.it>cesposito(a)luiss.it ><mailto:personaledocente@luiss.it>personaledocente(a)luiss.it ><http://www.luiss.it/>www.luiss.it > >Il tuo 5x1000 alla Luiss: C.F. 02508710585 > > > > > > > >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 >Content-Type: application/pdf; > name="2024 416 Bando Assegno Impact of the Human Activities on the" > Environment - Prof. Gozzi - Vir-Luiss - D.R. n. 416 del 16-12-2024.pdf" >Content-Description: 2024 416 Bando Assegno Impact of the Human Activities on > the Environment - Prof. Gozzi - Vir-Luiss - D.R. n. 416 del 16-12-2024.pdf >Content-Disposition: attachment; > filename="2024 416 Bando Assegno Impact > of the Human Activities on the" > Environment - Prof. Gozzi - Vir-Luiss - D.R. n. 416 del 16-12-2024.pdf"; > size=267069; creation-date="Mon, 16 Dec 2024 13:58:18 GMT"; > modification-date="Mon, 16 Dec 2024 13:59:03 GMT" Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/

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Submission Deadline Approaching – 12th General AMaMeF Conference
by Alessandro Gnoatto 25 Jan '25

25 Jan '25

Dear Colleagues, This is a reminder that the submission deadline for the 12th General AMaMeF Conference in Verona is approaching. Abstract submissions are open until January 31st at the following link: https://sites.google.com/view/amamef2025/abstract-submission Homepage of the event: https://sites.google.com/view/amamef2025/ Best Regards, Alessandro Gnoatto -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Submission Deadline Approaching – XXVI Workshop on Quantitative Finance (QFW 2025) (fwd)
by Tiziano Vargiolu 25 Jan '25

25 Jan '25

####################################################à Dear Colleagues, This is a reminder that the submission deadline for the XXVI Workshop on Quantitative Finance (QFW 2025) is quickly approaching. Please submit your paper or extended abstract (minimum four pages) by February 11, 2025, via email to qfw2025(a)unipa.it. For full details, visit the QFW 2025 website: https://qfw2025.community.unipa.it Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it pec:andrea.consiglio@pec.it www:http://bit.ly/AndreaConsiglio

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Seminario di B. Schlein a Torino
by Dario Trevisan 24 Jan '25

24 Jan '25

Salve, Inoltro con piacere questo messaggio di Riccardo Adami circa un seminario di B. Schlein a Torino. Saluti, Dario Trevisan ----- Care amiche, cari amici, vi segnalo l'inizio di un ciclo di seminari che avranno luogo in vari dipartimenti universitari di Torino, centrato sulla matematica della fisica contemporanea, con particolare riferimento alla Meccanica Quantistica. Giovedí 30 si terrá il primo appuntamento che, come i successivi, consterá di due parti: una lezione informale aperta da tenere al mattino ("crash course") e un seminario\colloquium al pomeriggio. Auspichiamo una partecipazione nutrita anche da parte di dottorande, dottorandi e studenti magistrali. Il primo speaker sará Benjamin Schlein, dell'Universitá di Zurigo. Informazioni in calce e locandina in allegato. Preannuncio che il secondo appuntamento sará l'11 settembre 2025 con Roberto Longo. Siamo a disposizione per ulteriori chiarimenti. Con preghiera di diffusione a tutti i potenziali interessati. Un saluto cordiale, Riccardo Dear All, We are pleased to announce the launch of the new lecture series "QuanTO - Quantum Lectures in Torino". This joint initiative is the result of the scientific cooperation among researchers from the Departments of Physics and Mathematics of Politecnico di Torino (DISMA-DISAT) and Università di Torino. The goal of this series is to bring together physicists and mathematicians interested in quantum theories through regular meetings and advanced lectures on current topics by leading experts. We are particularly committed to engaging students and young researchers with these fascinating areas. Therefore, to encourage broader participation, each conference will be preceded by one or more introductory lectures ("crash course") designed to review the ideas and techniques necessary to fully appreciate the advanced seminar. The inaugural event of this series will take place on January 30th, 2025. We are pleased to host Professor Benjamin Schlein from the University of Zürich on this occasion, who will talk about "Bogoliubov Theory for Dilute Bose Gases." The schedule is as follows - please find the event leaflet attached: - Crash course at Politecnico di Torino, Aula 1D, from 10:00 to 12:00. - Seminar at the Department of Mathematics "G. Peano" (UniTo), Aula Magna (2nd floor), from 15:00 to 16:00. Abstract: In this talk, I am going to review recent progress in the mathematical understanding of the low-energy properties of dilute quantum systems. In particular, I am going to present a rigorous version of Bogoliubov theory and I am going to show how it can be used to obtain precise estimates for the ground state energy and the low-energy excitation spectrum and also to approximate the time evolution of Bose gases in the so-called Gross-Pitaevskii regime. The seminar will be followed by a coffee break and informal discussions. No registration is required. Should you have any inquiries, please feel free to contact us at quanto.lectures(a)gmail.com. Further information can be found on the webpage of the series: https://sites.google.com/view/quantolectures. We kindly ask you to circulate this message to any potential participants. Best regards, The Organizing Committee: Riccardo Adami, Laura Andrianopoli, Andrea Cavaglià, Dario Martelli, Marco Meineri, Fabrizio Nieri, S. Ivan Trapasso, Mario Trigiante -- Prof. Dr. Riccardo Adami Professor of Mathematical Analysis DISMA G.L. Lagrange Politecnico di Torino

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I: Borse cofund
by SAU FEDERICO 24 Jan '25

24 Jan '25

Salve, Inoltro la seguente PhD call in Francia (Parigi + resto della Francia). Cordiali saluti, FS ________________________________ Da: Tamara Grava <grava(a)sissa.it> Inviato: giovedì 23 gennaio 2025 19:23 A: SAU FEDERICO <FEDERICO.SAU(a)units.it>; Chiara Franceschini <chiara.franceschini(a)unimore.it> Oggetto: Borse cofund Carissima Chiara e carissimo Federico, spero tutto bene con voi. Mattia Cafasso, che forse conoscete, mi chiede di pubblicizzare questo bando di borse di dottorato co-fund. Un caro saluto, Tamara Cofund MathPhdInFrance<https://mathphdinfrance.fr/> 24 PhD fellowships in Mathematical Sciences in France, starting in fall 2025. Deadline for application is February 14th, 2025. The main specificity of the programme is the requirement that each PhD thesis is done in co-supervision between a university in the Paris region <https://mathphdinfrance.fr/en/participating-laboratories-81.htm> (Île-de-France) and one in a French region outside Île-de-France<https://mathphdinfrance.fr/en/participating-laboratories-81.htm>. Key features of the programme Here are the main features of the programme : * Co-supervision: each fellow will have two PhD supervisors, one in the Paris region and the other elsewhere in France. The fellow will be enrolled in one of the two universities (a preference can be indicated by the fellow at the time of application at Step 2) and she/he will benefit from the doctoral school and the doctoral training institute of the university in which he/she registers. The fellow will be in close contact with the supervisor and the co-supervisor, and will visit his/her co-supervisor on a regular basis. * 3-I secondments mobility: fellows are expected to spend 2 months of mobility (during the 3 years of the PhD). * Full living allowance: fellows will receive a full living allowance slightly superior to the French normalized PhD salary (about 2300 euros gross, which is about 1850 euros per months net, including national health care) * Travel expenses: travel to the co-supervision site will be reimbursed up to 350 euros per month. In addition, each fellow will benefit from dedicated conferences and workshops, including training sessions for professional insertion, and involved in a « learning by doing » approach. A detailed presentation of the program is available in the Guide For Applicants.<https://mathphdinfrance.fr/upload/Contenu/GuideForApplicants_MPIF_Call%202.…> Timing and main information for the second call (2024-2025) The selection procedure goes in two steps, see again the guide for applicants for more details: Step 1 (deadline February 14th, 2025): Candidates will have to provide documents and fill specific information online, mainly: * Motivation letter. * Recommendation letters (maximum 3 letters). * Curriculum vitae with complete track record. * Master grade certificates (all grades available at the date of submission) and master diploma if already obtained. * A scientific document where applicants describe their research interests, and their ideas for PhD projects if they already have some (maximum 2 pages). Note that it is not necessary to be already in contact with a French university or supervisor to apply to Step 1. The main criterion is the quality of the candidate, however the personal motivation and research interests/project ideas will also be evaluated. Applications must be submitted in English

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Fwd: Reading Group on Optimal Transport
by Marco Scarsini 24 Jan '25

24 Jan '25

We are pleased to announce the following seminar: ————————————— Speaker Hugo Lavenant (Bocconi University) Title Optimal transport in the 21st century: historical highlights and insights Abstract Optimal transport has grown from a niche mathematical theory into a vibrant field impacting probability theory, analysis, and geometry, with applications in economics, machine learning, biology, and other disciplines. In this presentation, I will highlight key milestones in its development, illustrating how the addressed questions and the explored applications have evolved over the years. Time Monday February 3, 2025, 11:30-13:00 Place Luiss University Viale Romania 32 00197 Roma Aula Toti ————————————— The seminar is intended as an introduction to a new reading group on Optimal Transport, which will be held at Luiss every Wednesday 10:30-12:00 from February 12 onwards. The main reference will be the book “Optimal Transport for Applied Mathematicians” by Filippo Santambrogio. The reading group welcomes researchers and students from game theory, statistics, machine learning, probability, applied mathematics, economics, and related fields. Participation is open to all interested individuals, fostering an interdisciplinary exchange of ideas. You can obviously attend the seminar without any commitment to take part in the reading group. Whoever is interested in the reading group is kindly asked to fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSf22R8P2IKSI8fBF0XZ0bEDkGEboGHESxf…> . Participation is free, but, for logistic reasons, we need a list of participants. Marta Catalano and Marco Scarsini ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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Announcement and call for contributed talks: Workshop on Neural Dynamical Systems for Time-Series Data in Vienna
by Paul Hager 24 Jan '25

24 Jan '25

Dear colleagues and readers of the mailing list, We are happy to announce the upcoming Workshop on Neural Dynamical Systems for Time-Series Data, taking place from April 23 to April 25, 2025, at the University of Vienna and the Wolfgang Pauli Institute. This workshop will explore advancements in neural dynamical systems, focusing on topics such as neural and controlled differential equations, signature methods and reservoir computing, with applications across finance, biology, and medicine. The event will feature invited talks, two minicourse sessions, and several contributed talks. Researchers in the field, particularly PhD students and early-career scientists, are encouraged to submit their work for presentation at the workshop. To apply, please email ndstd25.statistik(a)univie.ac.at <mailto:ndstd25.statistik@univie.ac.at> with your name, affiliation, and the title and abstract of your proposed talk by February 28, 2024. Please visit our website, https://ndstd25.univie.ac.at <https://ndstd25.univie.ac.at/>, for further information and a list of confirmed invited speakers. The organizing committee — Linus Bleistein, Christa Cuchiero, Nina Drobac, Adeline Fermanian, Paul Hager, Olivier Wintenberger — is looking forward to your contribution! Best regards, The Organizers

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Statistics Seminar @ MEMOTEF Sapienza - 6 Feb - Stefano Favaro
by Panero,F 23 Jan '25

23 Jan '25

Dear all, On Thursday 6th of February at 12:30pm, the Department of Methods and Models for Economy, Territory and Finance (MEMOTEF) at Sapienza University in Rome will host a seminar by Stefano Favaro, Università degli Studi di Torino e Collegio Carlo Alberto. Title: Quasi-Bayes empirical Bayes: a sequential approach to the Poisson compound decision problem. Abstract: The Poisson compound decision problem is a classical problem in statistics, for which parametric and nonparametric empirical Bayes methodologies are available to estimate Poisson's means in static or batch domains. We study the Poisson compound decision problem in a streaming or online domain, where a timely analysis can enhance decision-making and responsiveness to new information, especially for data arriving at high-velocity. By relying on a quasi-Bayesian sequential (learning) model for the data, often referred to as Newton's algorithm, we obtain sequential Poisson's mean estimates that are of easy evaluation, computationally efficient and with a constant computational cost as data increase, which is desirable for streaming data. Large sample asymptotic properties of the proposed estimates are investigated, also providing frequentist guarantees in terms of a regret analysis. We validate empirically our methodology, both on synthetic and real data, comparing against the most popular alternatives. Joint work with Sandra Fortini (Bocconi University). When: Thursday 06/02/2025, 12:30pm Where: Via del Castro Laurenziano 9, 00161, Rome Meeting room: Aula Di Fresco, 4th Floor (Ala Ammistrazione) You are welcome to attend! Best wishes, Francesca Panero ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Website: https://francescapanero.github.io

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call for paper
by Enea Bongiorno 23 Jan '25

23 Jan '25

Carissimi, segnalo la seguente Special Issue di EcoSta (Econometrics and Statistics) con deadline posticipata al 30 Dicembre 2025. Cordiali saluti, Enea ------------------------------------- CALL FOR PAPERS Special Issue on HIGH-DIMENSIONAL AND FUNCTIONAL DATA ANALYSIS Econometrics and Statistics http://www.elsevier.com/locate/ecosta Impact Factor 2 / Quartile 1 of Statistics & Probability We are inviting submissions to the special issue of the journal Econometrics and Statistics dedicated to High-dimensional and Functional Data Analysis. Such data structures have been an important focus of methodological, theoretical and applied statistics research for over two decades, with applications areas including biostatistics, economics, finance, chemometrics, environmetrics, genetics, geophysics, and neuroimaging. The aim of this special issue is to collect research papers concerned with computational and data-analytic aspects of high-dimensional and functional data analysis. Papers in the following areas are particularly welcome, as long as they pertain to the general theme of the special issue: Classification, clustering , discrimination, prediction; Dependent data structures; Hypothesis testing and model selection; Nonparametric modeling; Statistical Learning; high-dimensional econometrics; large panels. In order to be considered for publication, a submission must have a significant novel component in either high-dimensional or functional data analysis with emphasis on methodological, computational or theoretical aspects or novel analysis of important new data sets. Authors who are uncertain about the suitability of their paper should contact the editors. Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta. *The deadline for submissions is 30 December 2025*. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EM: https://www.editorialmanager.com/ecosta/. In the EM, please choose the special issue on High-dimensional and Functional Data Analysis. The special issue Guest Editors: Frederic Ferraty, Toulouse Jean Jaures University, France Email: ferraty(a)math.univ-toulouse.fr Enea Bongiorno, University of Eastern Piedmont, Italy Email: enea.bongiorno(a)uniupo.it Erricos Kontoghiorghes, Cyprus University of Technology and Birkbeck UNiversity of London, UK Email: erricos(a)cut.ac.cy Jeng-Min Chiou, Academia Sinica, Taiwan Email: jmchiou(a)stat.sinica.edu.tw -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Conference on Mixing times, May 5-9, Trieste
by SAU FEDERICO 23 Jan '25

23 Jan '25

Dear all, This it the first announcement of the upcoming conference: "Mixing times between Probability, Computer Science and Statistical Physics", to be held in Trieste, ICTP<https://www.ictp.it/>, in the week May 5-9, 2025. Please check the dedicated website<https://indico.ictp.it/event/10831/overview> for further information, and do not hesitate to share this message with anyone who might be interested. Grants & registration. A limited number of grants are available to support the attendance of selected participants, with priority given to participants from developing countries. There is no registration fee, but registration is required. Best regards, the organizing committee

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Junior Milan Time Series Workshop at University of Milan @31/03/2025
by Luca Rossini 22 Jan '25

22 Jan '25

Dears, The University of Milan is organizing the first Junior Milan Time Series Workshop (Junior MiTSS) on *31 March 2025*. The workshop is aimed at PhD students, postdocs, and junior researchers in all the fields of time series econometrics, including panel data econometrics and macroeconometrics. The keynote speaker will be Roberto Casarin <https://sites.google.com/view/robertocasarin/home?authuser=0> (Ca' Foscari University of Venice). Interested scholars are invited to submit an extended abstract of 1-3 pages to *juniormitss(a)unimi.it <juniormitss(a)unimi.it>* by *7 February 2025*. The notification of acceptance will be on 28 February 2025; unfortunately, no travel funds are available. Best regards Luca

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Seminar Victor M. Panaretos @Luiss
by Alessia Caponera 22 Jan '25

22 Jan '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Victor M. Panaretos, École Polytechnique Fédérale de Lausanne (EPFL) *Title*: *Distributional Regression and Autoregression via Mass Transportation* *When*: February 6th, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: We present a framework for performing regression when both covariate and response are probability distributions. Our framework is based on the theory of mass transportation and links the conditional Fréchet mean of the response to the covariate via an optimal transport map. In the simplest context of distributions on the real line, we show how one can define and compute a Fréchet least squares estimator of the regression map, which attains the minimax convergence rate under minimal assumptions. We also discuss possible extensions to higher dimensional laws and to autoregressive settings, and how these seem to require additional smoothness conditions for consistent estimation. Based on joint work with Laya Ghodrati. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/distributional-regressio… *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 22 Jan '25

22 Jan '25

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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Seminario a Roma il 05/02/2025
by Pietro Caputo 21 Jan '25

21 Jan '25

Mercoledì *5 febbraio *alle ore *14.30, *Simone Baldassarri (Mathematical Institute Leiden University) terrà il seminario dal titolo “*Opinion dynamics on dense dynamic random graphs*”. Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. In the first model only coexistence is attainable, meaning that both opinions survive, but with the presence of many disagreeing edges. In the second model only consensus prevails, while in the third model polarisation is possible. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. Il seminario avrà luogo in presenza presso il Dipartimento di Matematica e Fisica di Roma Tre Aula B in Via della Vasca Navale 84, 00146 Roma -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo Tel +39 3460830076

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WiM 2025
by giuseppe.sanfilippo＠unipa.it 21 Jan '25

21 Jan '25

Carissimə, siamo lietə di annunciarvi che il 6 e 7 febbraio 2025 si terrà a Palermo, presso il Dipartimento di Matematica e Informatica, Via Archirafi 34, la seconda edizione del Workshop “Women in Mathematics” organizzato con il patrocinio dell’Unione Matematica Italiana (UMI), dell’Istituto Nazionale di Alta Matematica (INdAM), del Dipartimento di Matematica e Informatica e dell’Università degli Studi di Palermo. L’obiettivo del workshop è di pubblicizzare l'ottimo lavoro di ricerca svolto dalle ricercatrici in matematica nel mondo, accrescere la loro visibilità e incrementare la rete di contatti, promuovendo l’interazione tra discipline diverse. L’iniziativa si svolge anche in concomitanza con la Giornata Internazionale delle Donne e Ragazze nella Scienza prevista l'11 febbraio 2025. Il workshop prevedrà l’intervento delle seguenti invited speakers: Eleonora Amoroso, Università degli Studi di Messina Alessandra Bernardi, Università di Trento Lydia Castronovo, Università degli Studi di Messina Alessandra Celletti, Università di Roma, Tor Vergata Gisella Croce, Université Paris 1, Panthéon-Sorbonne Chiara Giverso, Politecnico di Torino Anna Mercaldo, Università degli Studi di Napoli Federico II Sihem Mesneger, Université Paris VIII Anamari Nakić, University of Zagreb Helena J. Nussenzveig Lopes, Universidade Federal do Rio de Janeiro, Brasile Maria Rosaria Posteraro, Università degli Studi di Napoli Federico II Laura Lea Sacerdote, Università degli Studi di Torino Mariangela Sciandra, Università degli Studi di Palermo Barbara Vantaggi, Università la Sapienza Roma La partecipazione è aperta a tutti i ricercatori interessati. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Women in Mathematics”. Per partecipare non è richiesta alcuna tassa di iscrizione, ma è gradita la registrazione. I dettagli logistici e le ulteriori informazioni sono disponibili al seguente link: https://wim.unipa.it/ Vi aspettiamo, Gilberto Bini, Barbara Brandolini, Giovanni Falcone, Gaetana Gambino, Maria Carmela Lombardo, Marco Sammartino, Giuseppe Sanfilippo, Elisabetta Tornitore

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The ABS school SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY, June 3-6, 2025, Genova, Italy
by Elisa Varini 20 Jan '25

20 Jan '25

We are pleased to inform you that the next Applied Bayesian Statistics summer school - ABS25 will be held from 3 to 6 June 2025 in the beautiful historic city of Genova, overlooking the Ligurian Sea in Italy. The school is organized by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with the Department of Mathematics of the University of Genova. The topic will be SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY The lecturer will be Prof. ALEXANDRA SCHMIDT (McGill University, Department of Epidemiology, Biostatistics and Occupational Health, Canada), with the support of Dr. CARLO ZACCARDI (University G. d'Annunzio Chieti-Pescara, Department of Economics, Italy). If interested, you can register on the school website: https://abs25.imati.cnr.it/ REGISTRATION is now open, but payments will be possible (by credit card and, possibly, by bank transfer) starting from about mid-February 2025. If you are interested in the school but unwilling to register for the moment, please send an email to abs25(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: This course aims to explore the interface between environmental epidemiology (EE) and spatio-temporal modelling (ST). The aim of EE is to understand the adverse health effects of environmental hazards and to estimate the risks associated with those hazards. Such risks have traditionally been assessed either over time at a fixed point in space or over space at a fixed point in time. ST modelling characterizes the distribution of those hazards and associated risks over both geographical locations and time. Understanding variation and exploiting dependencies over both space and time greatly increases the power to assess those relationships. The course will cover a wide range of topics from an introduction to spatio-temporal and epidemiological principles along with the foundations of ST modeling, with specific focus on their application, to new directions for research. Topics to be covered: - Types of epidemiological studies: cohort, case–control, ecological. - Measures of risk: relative risks, odds ratios, absolute risk, sources of bias, assessing uncertainty. - Bayesian statistics and computational techniques: Markov Chain Monte Carlo (MCMC). - Regression models in epidemiology: Logistic and Poisson generalized linear models, hierarchical models. - Dynamic linear models, temporal autocorrelation. - Spatial models: area and point referenced methods, mapping, geostatistical methods, spatial regression. - Spatial-temporal models: separable models, non-separable models, modelling exposures in space and time. Reference: Shaddick, G., Zidek, J.V., & Schmidt, A.M. (2023). Spatio–Temporal Methods in Environmental Epidemiology with R (2nd ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9781003352655 We hope you will be interested in the school, and we would like to meet you in Genova. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS25

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Call for papers BISP14 - 14th International Workshop on Bayesian Inference in Stochastic Processes
by Elisa Varini 20 Jan '25

20 Jan '25

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 Deadline for paper submission: February 8, 2025. CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers are Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), SIS (Italian Statistical Society), and supported by Department of Economics, Social Studies, Applied Mathematics and Statistics of the University of Turin. BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 8 February 2025: Deadline for abstracts' submission – 22 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) Best regards Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

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PhD thesis position in Geometric Statistics and Compound Climate Events
by Elena Di-Bernardino 20 Jan '25

20 Jan '25

Dear colleagues, Thomas Opitz (INRAE Avignon France) and I are looking for a motivated PhD candidate student from October 2025 to September 2028. The thesis will focus on spatial statistics, stochastic geometry and extreme value theory (see attachment for the thesis topic) with important applications to climate science. Do you know any students who might be interested on this topic? Ideal applicants have a strong background in mathematics, statistics, with interest spatiotemporal modeling of extremes. Yours sincerely Elena Di Bernardino and Thomas Opitz -- Elena Di Bernardino https://math.univ-cotedazur.fr/~elenadb/ Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

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PhD thesis, France
by Chenavier Nicolas 20 Jan '25

20 Jan '25

Dear colleagues, Bartek Błaszczyszyn and I are looking to co-supervise a PhD student from October 2025 to September 2028. The funding program we are applying for is MathPhDInFrance (see https://mathphdinfrance.fr/ for more information). To be eligible, the candidate must have spent at most one year studying in France between 2022 and 2025. The PhD thesis will focus on probability theory, specifically on stochastic geometry and extreme value theory https://www-lmpa.univ-littoral.fr//~chenavier/project_Blaszczyszyn&Chenavie…. The PhD thesis will take place at the University of Littoral (Calais) or in Paris, depending on the student’s preference. Best regards, Bartek Błaszczyszyn and Nicolas Chenavier.

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Seminario Padova - Orphée Collin
by alekos.cecchin＠unipd.it 17 Jan '25

17 Jan '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Gennaio) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Orphée Collin (LPSM Paris) Title: Two-dimensional simple random walk conditioned on avoiding 0 and two-dimendional random interlacements Date: January 24, 2025, at 14:30, room 2AB40 Abstract: In this talk, I will present joint works with Francis Comets and Serguei Popov. How can one condition the two-dimensional simple random walk (2D-SRW), which is well known to be recurrent, on not hitting the origin ? This question will be answered by defining rigorously the 2D-SRW conditioned to avoid the origin. I will then discuss some of its surprising properties and present results concerning its speed of escape towards infinity. I will also present the random interlacements model build upon the conditioned 2D-SRW, which was introduced by the aforementioned coauthors (together with Marina Vachkovskaia) in 2015. I will discuss some properties of this model : FKG inequality, 0-1 law, phase transition and behavior at criticality. During the talk, I will also evoke the continuous counterparts of these processes, namely : the two-dimensional Brownian motion conditioned to avoid the unit ball and the two-dimensional random interlacements. If time allows, I will mention some results on the Brownian random interlacements. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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Postdoc opportunities at University of Oslo
by Giulia Di Nunno 17 Jan '25

17 Jan '25

Dear All, Exciting postdoc opportunities are open at the Department of Mathematics, University of Oslo within the EU COFUND DSTrain - MSCA of dScience. You can read about the call and the projects available here: https://www.uio.no/dscience/english/dstrain/ There are up to 18 position in science. Many in Probability, Statistics, and Applications. You can read about one in the group of Risk and Stochastics on Risk Quantification, here: https://www.uio.no/dscience/english/dstrain/research-areas2025/mathematics-… Deadline for application April 6, 2025 Please help us distribute this information widely. Best regards, Giulia Di Nunno Professor Risk and Stochastics Department of Mathematics University of Oslo, Norway

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Announcement of the Second Workshop on Quantitative Methods for Green Finance
by Davide Pirino 16 Jan '25

16 Jan '25

Dear Colleagues, We are delighted to share with you the announcement of the second edition of the *Workshop on Quantitative Methods for Green Finance (GFW2025)*, which will take place on *February 6-7, 2025*, at the *Department of Economics and Finance of the University of Rome Tor Vergata*. This workshop offers a unique opportunity to connect with experts from academia and industry, fostering engaging discussions on quantitative methods in sustainable finance, insurance, banking, climate change, and ecological transition. Additional information can be found on the webpage of the event: LINK <https://gfw2025.it/> *GFW2025* is proudly supported by *Etica Sgr*, the *Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES)*, and *SUMUS Italia*. We warmly invite you to join us. If you wish to participate please register at the following link: REGISTRATION <https://gfw2025.it/c/login/>. Participation is free of charge; however, registration is mandatory for organizational purposes. Save the dates, and we look forward to seeing you in Rome! Best regards, Katia Colaneri (on behalf of the Organising Committee)

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Fwd: IWOTA 2025's session on Operator semigroups and related operators
by Davide ADDONA 16 Jan '25

16 Jan '25

Apologize for cross-posting. Davide Addona Inizio messaggio inoltrato: Da: Karsten Kruse <k.kruse(a)utwente.nl<mailto:k.kruse@utwente.nl>> Oggetto: IWOTA 2025's session on Operator semigroups and related operators Data: 16 gennaio 2025, 11:24:15 CET Cc: José Antonio Bonet Solves <jbonet(a)mat.upv.es<mailto:jbonet@mat.upv.es>>, "Kruse, Karsten (UT-EEMCS)" <k.kruse(a)utwente.nl<mailto:k.kruse@utwente.nl>> Dear colleague, We would like to put your attention to the IWOTA2025 - International Workshop on Operator Theory and its Applications, which takes place July 14-18, 2025 at the University of Twente in Enschede, the Netherlands. The preliminary homepage of the IWOTA 2025 is available at https://www.utwente.nl/en/iwota2025/. We will organise the session Operator semigroups and related operators, so please save the date. Information on how to submit an abstract for a talk in our session will follow. Please feel free to forward this e-mail to anybody that might be interested to participate. If you have any questions, please do not hesitate to contact us directly. We are looking forward to seeing you in Enschede. Best regards, José Bonet and Karsten Kruse -- Dr. rer. nat. habil. Karsten Kruse University of Twente Mathematical Systems Theory https://karsten-kruse.de<https://karsten-kruse.de/>

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QFinLab Seminar - Adrien Mathieu (Oxford University) - 27/1/2025, 16:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 16 Jan '25

16 Jan '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 27 January 2025, 16.00-17.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Adrien Mathieu (Oxford University) Title: Market Making with fads, Informed and Uninformed traders. Abstract: We characterize the solutions to a continuous-time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads -- these are short-term deviations from the fundamental value of the asset. Conditional on the value of the fad, we model how informed traders and uninformed traders arrive in the market. The market maker knows of the two groups of traders but only observes the anonymous order arrivals. We study both the complete information and the partial information versions of the control problem faced by the market maker. In such frameworks, we characterize the value of information, and we find the price of liquidity as a function of the proportion of informed traders in the market. Lastly, for the partial information setup, we explore how to go beyond the Kalman-Bucy filter to extract information about the fad from the market arrivals. Next seminar: Marzia De Donno (Università Cattolica del Sacro Cuore), 19 February 12:15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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International Master scolarships "MathInfI" in Lyon (France)
by msimon＠math.univ-lyon1.fr 15 Jan '25

15 Jan '25

Buongiorno, Inoltro un call per borse di Master a Lione (Francia) per studenti internazionali. Su questa pagina si trova la descrizione di alcuni programmi di Master che ci saranno l'anno prossimo: http://mathematiques.ens-lyon.fr/parcours-2025-2026 (http://mathematiques.ens-lyon.fr/parcours-2025-2026-396607.kjsp?RH=14036172…) ******************************************************************************** The SFRI Graduate+ program "MathInfI" offers scholarships for Master programs of 1,000 euros net/month/10 months. The scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by MathInfI (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in… (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in…. MathInfI gathers 400 researchers in Mathematics, Fundamental Computer Science and their interactions, across five research units in the Lyon-Saint-Étienne area. The 2025 call for applications is open: Deadline for applications: January 31th, 2025 Results will be communicated in march 2025. Details, eligible programs and application: https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in… (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in…) ********************************************************************************* Marielle Simon

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PhD in Statistics & CS in Bocconi - scadenza domande
by Antonio Lijoi 15 Jan '25

15 Jan '25

Cari tutti, ricordo l'imminente scadenza del 3 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2025-2026). Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti, AL *********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros per annum (year 1) 23,000 euros per annum (years 2-4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2025 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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OWABI - Paul Bürkner - January 30
by Massimiliano Tamborrino 14 Jan '25

14 Jan '25

Dear all, the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is quickly approaching, being scheduled on Thursday, the 30th January at 11am UK time. Our next speaker is Paul Bürkner<https://paulbuerkner.com/> (TU Dortmund University), who will talk about "Amortized Mixture and Multilevel Models" with an abstract reported below. Abstract: Probabilistic mixture and multilevel models are central building blocks in Bayesian data analysis. However, they remain challenging to estimate and evaluate, especially when the involved likelihoods or priors are analytically intractable. Recent developments in generative deep learning and simulation-based inference have shown promising results in scaling up Bayesian inference through amortization. Against this background, we have developed specialized neural inference frameworks for estimating Bayesian mixture and multilevel models. The involved neural architectures are closely mirroring the probabilistic symmetries and conditional (in-)dependencies assumed by these models. This not only speeds up neural network training, but also enables amortized inference for new datasets of varying number of groups and sample sizes. Keywords: Amortized Bayesian Inference; Neural Posterior Estimation; Probabilistic Factorization This and all talks are hosted on the OWABI Ms Teams Channel, which is available here https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…. The MS Teams link to join Paul Bürkner's talk is https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 361 477 079 820 Passcode: C49gr9Gx Lastly, if you missed Jeremias Knoblauch's seminar, you could now watch the recorded talk on the OWABI webpage<http://www.warwick.ac.uk/oneworldabc>. I'm looking forward to seeing you in a few weeks, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Fwd: John Maheu: Course at the Study Center
by Roberto CASARIN 13 Jan '25

13 Jan '25

Apologies for cross-posting rc -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ ---------- Forwarded message --------- From: Sylvia Kaufmann <sylvia.kaufmann(a)szgerzensee.ch> Date: Mon, 13 Jan 2025, 17:02 Subject: John Maheu: Course at the Study Center Dear colleagues, Happy new year! I would like to draw your attention to a course that John Maheu will teach at the Study Center around mid June: https://web.antragocloud.de/SZG/portal/PROD/app/seminarportal_mit_login/Cou… Please feel free to forward it to advanced PhD students that may be interested. Interested faculty or senior researchers are also eligible. Kind regards Sylvia Study Center Gerzensee Deputy director Dorfstrasse 2 <https://www.google.com/maps/search/Dorfstrasse+2?entry=gmail&source=g> 3115 Gerzensee Switzerland F +41317803112 szgerzensee.ch/kaufmann

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SPASS Seminar: Rangel Baldasso
by Gianmarco Bet 13 Jan '25

13 Jan '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *The random Markov property for random walks in random environments* by *Rangel Baldasso* (*PUC-Rio*) The seminar will take place on TUE, 21.01.2025 at *14:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: We consider random walks evolving in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. This criterion, dubbed the random Markov property, involves the construction of a random field built from the environment that has to satisfy a certain Markovian-like property along with some mixing estimates. We apply this criterion to correlated environments such as Boolean percolation and renewal chains featuring polynomial decay of correlations. Based on a joint work with Julien Allasia, Oriane Blondel, and Augusto Teixeira.*

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BioInference 2025: call for abstracts - deadline 31st January
by Massimiliano Tamborrino 13 Jan '25

13 Jan '25

Dear all, a kind reminder that the deadline for the abstract submission for contributed talks or poster at BioInference2025 (28th -30th May in Bardonecchia, a town in the Alps near Turin) is quickly approaching. If you are interested on mathematical modelling and statistical methods for (widely defined/interpreted) biological problems, then please consider submitting an abstract here https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O… by the 31st January 2025. More info are available on the website https://bioinference.github.io/2025/ and below. Best, Massimiliano on the behalf of the BioInference2025 organising committee ------ BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, to foster discussions and prompt collaborations between the two communities across all career stages. After the previous three editions hosted in the UK, the BioInference 2025 conference (https://bioinference.github.io/2025/) is now going abroad to Italy. This year’s BioInference conference will take place in Bardonecchia, a town in the Alps near Turin on the 28-30 May 2025. Differently from previous editions, this year's conference is going to be a residential 3-days event that will include more talks and networking opportunities compared to previous years. A hike activity will take place on the second day! The three-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work on mathematical modelling and/or statistical methods (either development or application) for (widely defined/interpreted) biological problems. All presentations will be in-person with no-parallel sessions. The abstract can be submitted here https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O… by the 31st January 2025. It is our pleasure to confirm that this year's invited speakers are: Davide Risso, Università di Padova<https://drisso.github.io/> Zhana Kuncheva, Bioxcelerate AI<https://bioxcelerateai.com/the-team/> Antonietta Mira, Universit`a della Svizzera italiana (USI), Lugano<https://search.usi.ch/en/people/f8960de6d60dd08a79b6c1eb20b7442b/mira-anton…> Jennifer Asimit, University of Cambridge MRC Biostatistics Unit<https://www.mrc-bsu.cam.ac.uk/staff/jennifer-asimit> Ben Swallow, University of St Andrew's <https://www.st-andrews.ac.uk/mathematics-statistics/people/bts3/> Jonasz Słomka, ETH Zurich<https://n.ethz.ch/~jslomka/> Diego di Bernardo, Telethon Institute of Genetics and Medicine<https://www.tigem.it/research/research-faculty/di-bernardo> The registration fee (covering three lunches, all coffee breaks and one dinner) is expected to be around 185€ . More information about the conference, talks and posters from previous years, as well as this year’s host town, Bardonecchia, can be found at https://bioinference.github.io/2025/ Kind regards, The 2025 BioInference 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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P@W Summer School 7-11 July Warwick
by Giuseppe Cannizzaro 10 Jan '25

10 Jan '25

Dear all, we are extremely happy to announce the *P@W Summer School <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* - <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*Recent Trends in Probability and Statistics <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* which will take place at the *University of Warwick, 7-11 July 2025*. The school aims at engaging PhD students and researchers with cutting-edge topics at the frontiers of current knowledge in Probability and Statistics. It will feature four lecture courses held by - Martin Hairer <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.haire…>, EPFL (Switzerland) and Imperial (UK) - Nina Holden <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcims.nyu.…>, NYU Courant (US) - Hubert Lacoin <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fw3.impa.b…>, IMPA (Brazil) - Richard Nickl <https://eur01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.statsl…>, Cambridge (UK) who will explore different but connected themes: stochastic PDEs, random planar maps, directed polymers and bayesian inference for time evolution PDEs (for more details please visit the website <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>). The programme will be complemented by discussion and exercise sessions so to maximise interaction among participants and speakers. Further, the participants will have the chance to present their work in short-talk sessions. To join the school, please register at https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school/registrati… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> and fill in and submit the registration form. The *registration deadline* is *18 May 2025*. For more information about the school, how to reach the University of Warwick and accommodation, please visit https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> The school is jointly funded by the Statistics (via CRiSM <https://warwick.ac.uk/fac/sci/statistics/research/crism/>) and Mathematics departments of the University of Warwick, the London Mathematical Society (via the grant 12415) and the UKRI (via the grant MR/W008246/1). We are looking forward to welcoming you in Warwick! Best wishes, The Organisers (Giuseppe Cannizzaro, Emma Horton, Yi Yu and Nikolaos Zygouras)

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PhD positions in Bielefeld
by Ferrari, Giorgio 09 Jan '25

09 Jan '25

Dear Colleagues, we have the great pleasure to share information on new doctoral positions within the research training group (RTG) „Coping with Uncertainty in Dynamic Economies“. This research training group is sponsored by the German Research Foundation (DFG) for up to 9 years, with approximately one million euro per year. We have successfully hired a first cohort of students in 2023, and we are now looking forward to the second cohort. The positions are fully funded, at competitive levels (approx 43.000 Euro gross per year). The RTG is an initiative of ten principal investigators from the Center for Mathematical Economics and the Data Science Research Group at Bielefeld University. Next to the well established core program of our doctoral school BiGSEM (www.bigsem.de <http://www.bigsem.de/>), students will thus work in an excellent research environment on topics involving uncertainty in its various aspects and their consequences for dynamic economies. The research training group holds strong ties with top international researchers who will give specialized block courses and summer schools. As a highlight of our program, the Mercator fellow Jean-Marc Tallon from the Paris School of Economics is part of our research training group. He will serve as a contact person for possible research stays in Paris. Please share the exciting news with your talented master students and encourage them to apply! More information can be found at the inomics website (https://inomics.com/program/9-phd-positions-in-the-research-training-group-…) and at Bielefeld’s official announcement (https://uni-bielefeld.hr4you.org/job/view/3881/research-positions-in-the-re…). Best wishes, Giorgio Ferrari

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PhD Course Announcement - Stochastic control and games with different information structures
by Andrea Cosso 09 Jan '25

09 Jan '25

Dear all, I am pleased to announce the PhD course “Stochastic control and games with different information structures”, taught by Luciano Campi and Giorgia Callegaro and offered by the PhD in Mathematics of the University of Milan - La Statale. The course will be held at the Department of Mathematics, via Saldini 50, Milano, from January 22 to February 14, 2025 with the following scheduling: 2 pm - 5 pm, Wednesday 22 January 2025 2 pm - 5 pm, Thursday 23 January 2025 2 pm - 5 pm, Wednesday 12 February 2025 2 pm - 5 pm, Thursday 13 February 2025 10 am - 12 pm and 2 pm - 3 pm, Friday 14 February 2025 See the poster<https://sites.unimi.it/dottoratomat/wp-content/uploads/2024/12/Corso_Campi_…> for more detailed information. Best regards, Andrea Cosso

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PhD positions in Probability at King's College London, upcoming deadline
by Alexandre Stauffer 09 Jan '25

09 Jan '25

Dear All, This is a final reminder of a PhD position in Probability at King’s College London, under my supervision. The deadline for application is 31 January 2025; after that date, applications will only be accepted if the position is still open. PhD funding will be available for 3.5-4 years, and includes tuition fees, tax free stipend set at UKRI rate plus London weighting, as well as an allowance for research-related travel. Further information may be found in the link below: https://www.kcl.ac.uk/study-legacy/funding/phd-studentship-interacting-part… See also the following link for other PhD openings in our group: https://www.findaphd.com/phds/program/kings-college-london-phd-studentships… Interested candidates are encouraged to contact me (Alexandre Stauffer, a.stauffer(a)kcl.ac.uk), Sam Johnston (samuel.g.johnston(a)kcl.ac.uk) or any other member of the Probability group via email. Thanks, Alexandre

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Fwd: Oberwolfach seminar
by Federica Masiero 08 Jan '25

08 Jan '25

Ricevo e volentieri inoltro Federica ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: mer 8 gen 2025 alle ore 10:32 Subject: Oberwolfach seminar To: Mark Veraar <M.C.Veraar(a)tudelft.nl> Dear colleagues, We are organising an Oberwolfach seminar meeting for one week: *“Stochastic Partial Differential Equations in Critical Spaces”, during 8-13 June 2025.* The meeting takes place in Oberwolfach, and we will present several lectures on the above topic. The meeting is only meant for PhD students and postdocs. Oberfolfach only allows 24 participants. The deadline for applications is March 1st, 2025. Information on how to apply can be found at https://www.mfo.de/scientific-program/meetings/oberwolfach-seminars The program and the attached poster of our seminar please can be found at https://www.mfo.de/occasion/2524a/www_view Best regards, Antonio Agresti and Mark Veraar

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1 PhD position in stochastic modelling and applied mathematics (4+ 1 years)
by Daniela Morale 07 Jan '25

07 Jan '25

Diffondo la richiesta relativa ad una posizione di dottorato tra la modellistica stocastica e PDE. Cordiali saluti **** We are looking for candidates on a PhD position in applied mathematics at the boundary between partial differential equations, stochastic modeling, computational mathematics, and (theoretical) materials science. Are you interested? If yes, then apply on the link below to join the Applied Analysis research group of Karlstad University, Sweden, as doctoral researcher for 4 years. An additional year can be added to the working contract, if the PhD student gets involved in a mild teaching or takes care of small departmental duties (up to 20% fte/year). To apply on this position, follow the instructions: https://kau.varbi.com/en/what:job/jobID:777345/ **** ______________________________________________ Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy email: Daniela.Morale(a)unimi.it<mailto:Daniela.Morale@unimi.it> URL: http://www.mat.unimi.it/users/morale/ _____________________________________________

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Tenure-track assistant professor in Statistics, Economic Statistics or Mathematical Finance and Economics at the University of Verona – Expression of interest
by Alessandro Gnoatto 07 Jan '25

07 Jan '25

The Department of Economics<https://www.dse.univr.it/?lang=en> at the University of Verona (Italy) aims to fill a position for Tenure-Track Assistant Professor in Statistics Economic Statistics Mathematical Finance and Economics. The position is a fixed-term six-year position (RTT). During the first three years, the Department will offer a salary top-up of 20.000 EUR per annum. If the researcher receives the National Scientific Habilitation (ASN), starting from the fourth year it is possible to convert the position into a tenured associate professor one. The position comes with a teaching load of up to 60 hours per annum for the first three years and up to 120 hours per annum from the fourth year. The Department offers courses taught both in Italian and in English at all academic levels. To be eligible, candidates must have at least a basic proficiency in Italian. The Department also values a strong research track record and the ability to attract research funding at both national and international levels. Interested applicants are requested to submit their expression of interest at hiring(a)dse.univr.it<mailto:hiring@dse.univr.it>, including a complete curriculum vitae and a selection of three representative publications. The deadline for submissions is February 8, 2025. The Department of Economics offers a vibrant research environment in the newly built campus of Santa Marta. We have a young faculty with a good gender balance; our recruitment policy is aimed at attracting talented scholars, both from Italy and abroad, to further enhance our dynamic and inclusive academic environment. According to the latest Italian Research Assessment Exercise (VQR), the Department ranks in the top 5% of the economics departments for the number of academics with only top publications. Moreover, the Department has received extra funding for 2023-2027 after being recognized as one of the “Departments of Excellence” by the Italian Ministry of University and Research. Please note that this expression of interest does not constitute a job vacancy advertisement. The Department reserves the right to decide whether and in which field to formally open a position during the next few months. -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Fwd: Seminario di "Matematica, Scienza e Società"
by Faggionato, Alessandra 07 Jan '25

07 Jan '25

Buongiorno, ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Tue, 7 Jan 2025 at 09:46 Subject: Seminario di "Matematica, Scienza e Società" Annuncio seminario di *MATEMATICA, SCIENZA E SOCIETA' * *MS&S* Lunedì 13 gennaio 2025, alle ore 17.00 Aula Levi-Civita del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Mirko degli Esposti* (Università di Bologna) *A.I. Fakes you: Riflessioni su entropia, irreversibilità e intelligenza artificiale* Sommario Essere o non essere? Vero o falso? Creatività o plagio? Opera originale o copia? Lo sviluppo di nuovi modelli di Intelligenza Artificiale Generativa ci pone quotidianamente di fronte a “dati sintetici” sempre più complessi e sempre più “indistinguibili” da quelli reali. Da fisico matematico mi divertirò a descrivere il loro funzionamento, il loro impatto e il loro prevedibile futuro, usando come guida due concetti fondamentali della fisica: l’entropia e l’irreversibilità. _________________ _ __________________ *I seminari di Matematica, Scienza e Società sono dedicati all'approfondimento storico e critico di aspetti della matematica e dei suoi rapporti con la scienza e con la società. I seminari hanno carattere interdisciplinare e sono rivolti a studenti, dottorandi, docenti universitari e docenti della scuola secondaria di secondo grado. **I seminari si svolgono presso il Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma.* *Gli organizzatori* *F. Dell'Isola (Università di L'Aquila), M. Pulvirenti (Sapienza Università di Roma),* *E. Rogora (Sapienza Università di Roma), B. Scoppola (Università di Roma Tor Vergata), **A. Teta (Sapienza Università di Roma)* -- ************************************************* 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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Fwd: 6-year position in probability, University of Vienna
by Silvestri, Vittoria 06 Jan '25

06 Jan '25

Ricevo e inoltro con piacere. Vittoria Silvestri ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Nathanael Berestycki <nberestycki(a)gmail.com> Date: lun 6 gen 2025 alle ore 18:28 Subject: 6-year position in probability, University of Vienna To: Ilya Chevyrev <ichevyrev(a)gmail.com> Dear friends and colleagues, The University of Vienna is advertising a 6-year university assistant (postdoc) position within the probability group. The job ad can be found here <https://jobs.univie.ac.at/job/University-Assistant-postdoctoral/1152187501/> and the deadline is January 20th, 2025. The current salary is 66532 euros per year and the position includes some light teaching duties. We would be grateful if you could pass this to any suitable candidate. Feel free to contact me or Ilya Chevyrev <https://ilyachevyrev.wordpress.com/> (who will be joining us with high probability in April, and in cc) for any questions. See also the webpage <https://sites.google.com/view/probabilityinvienna/home> of the Vienna probability community to get an idea of who is there and what is going on scientifically. We also take this chance to wish you all a happy and healthy new year! Kind regards, Ilya and Nathanael

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Reminder- talk Giulia Di Nunno
by Emanuela Rosazza Gianin 05 Jan '25

05 Jan '25

Dear all, you are all invited to participate to the following seminar on *Wednesday 8th of January 2025 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: Utility maximisation and change of variable formulas for time-changed dynamics Abstract: We target the problem of expected utility maximisation of the terminal wealth in a semimartingale setting, where the semimartingale is written in terms of a time-changed Brownian motion and a finite variation process. As for the time-change we consider a general increasing stochastic process with finitely many jumps. To tackle this problem we present change of variable formulas for stochastic integrals w.r.t. the time-changed Brownian motion and we use techniques of enlargement of filtrations. The focus is on power and logarithmic utility. The presentation is based on joint work with Hannes Haferkorn (Commerzbank), Asma Khedher (U. Amsterdam), and Michèle Vanmaele (U. Ghent). The talk can be followed also in streaming at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m668a56b421b3034262619296de85… Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Abstract Submission for the 12th General AMaMeF conference now open
by Alessandro Gnoatto 04 Jan '25

04 Jan '25

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the 12th General AMaMeF Conference ( https://sites.google.com/view/amamef2025/home ) is now open: https://sites.google.com/view/amamef2025/abstract-submission<https://sites.google.com/view/amamef2025/abstract-submission?fbclid=IwZXh0b…> *Please note that the deadline for abstracts' submissions is January 31. Acceptance will be confirmed by February 10 and the registration to the conference will open on February 11.* Details about deadlines, registration and fees are listed here: https://sites.google.com/.../participation-fees-and-dates<https://sites.google.com/view/amamef2025/participation-fees-and-dates?fbcli…> All the best wishes and looking forward to welcoming you in Verona in the Summer! Alessandro Gnoatto, Athena Picarelli and Sara Svaluto Ferro -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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29th International Conference on Statistical Physics, Florence, July 13-18,2025. Abstract submissions still open until 7/1/2025!
by luca.avena＠unifi.it 31 Dec '24

31 Dec '24

Dear Colleagues, We are glad to advertise the 29th International Conference on Statistical Physics which will be held in Florence (Firenze) in the week July 13-18, 2025. Details on programme and registration can be found at the webpage https://statphys29.org/ It is worth stressing that the submission of abstracts for short oral or poster presentations is still open until January 7, 2025, and contributions from mathematicians working in the key selected topics are more than welcome, see https://statphys29.org/abstract/ for more details. On behalf of the local committee, Luca Avena

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School on Robust Statistics: Theory and Computation Ispra (Varese), 15-17 May 2025
by Francesca Greselin 28 Dec '24

28 Dec '24

*Apologies for cross-posting* *Robust Statistics: Theory and Computation <https://datascience.maths.unitn.it/icors2025/school.html>* *Ispra (Varese), 15-17 May 2025* *Aim* The School on Robust Statistics which will precede the International Conference on Robust Statistics (ICORS 2025), is an educational event designed for students, early-career researchers, but also experienced professionals seeking to deepen their expertise in the field of robust statistics. The school will offer a unique opportunity to learn from authoritative statisticians who are shaping the future of data science. The program is structured to combine theoretical insights with practical applications, providing participants with a comprehensive understanding of robust methods and their relevance in modern data science. Whether you are a student just beginning your journey into robust statistics or an experienced researcher looking to stay at the forefront of the field, this school provides an opportunity to learn, connect, and grow in an intellectually stimulating environment. *Lectures will be delivered in English.* *Where* Joint Research Centre of the European Commission Ispra, Italy *Registrations* Registrations will open on January 15 at this link: https://web.jrc.ec.europa.eu/remjrc/screen/meeting/16640/registration-form No registration fees are to be paid. *Lecturers* *Rik Lopuhaä <https://online-learning.tudelft.nl/instructors/rik-lopuhaa/> **- Department of Mathematics, TU Delft, NL* *Abhik Ghosh <https://www.isical.ac.in/~abhik.ghosh/>* *- Indian Statistical Institute, Kolkata, India* *Peter Rousseeuw <https://www.kuleuven.be/wieiswie/en/person/00051939>* – *Statistics and Data Science, KU Leuven, BE* *Marco Riani <https://riani.unipr.it/>** - **Department of Economics and Management, University of Parma, IT* *Valentin Todorov <https://orcid.org/0000-0003-4215-0245> - **United Nations Industrial Development Organization: Vienna, AT* More information at* https://datascience.maths.unitn.it/icors2025/school.html <https://datascience.maths.unitn.it/icors2025/school.html>* The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

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bando per posti da ricercatore nell'ambito del Programma “Rita Levi Montalcini”
by Antonio DI CRESCENZO 23 Dec '24

23 Dec '24

Si segnala il bando per cinquantaquattro posti da ricercatore a tempo determinato in regime di tempo pieno nell'ambito del Programma per Giovani Ricercatori “Rita Levi Montalcini”, pubblicato in Gazzetta Ufficiale il 16 dicembre 2024. La scadenza per la compilazione e chiusura on-line delle domande è alle ore 24.00 del *15 GENNAIO 2025*. Per altre informazioni: https://bandomontalcini.mur.gov.it/ Auguri di buone festività natalizie e buon anno nuovo a tutti, Antonio Di Crescenzo

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Doctoral Colloquium on Risk Analytics in Venice
by Maria Elvira Mancino 20 Dec '24

20 Dec '24

*Doctoral Colloquium on Risk Analytics, Ca' Foscari, U. Venice <https://www.unive.it/pag/49801/>* *A joint initiative of Collegio Internazionale Ca’ Foscari CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine * * Aims and scope* The Colloquium is an *honour course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. *The course is organized into four sessions.* *Target* Students are *PhD candidates from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for a session at a time, but need to attend the whole session. They may get credits for the courses taken within the Colloquium. The maximum number of students per session is 25. *A group of up to 20 students will be oﬀered full refund for travel and lodging expenses*. 5 additional students, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, can be admitted at their own expenses. *Where* San Servolo Island, Venice San Servolo <https://servizimetropolitani.ve.it/en/san-servolo-island/where-we-are> *When and on what *(see also below) Four two-weeks sessions on: 1) February, 23 - March, 8, 2025, *Modern risk measurement*; 2) July, 26 - August, 9, 2025, *New challenges on long-run risks*; 3) September , 14 - 27, 2025, *AI for Risk*; 4) January, 18 - 31, 2026, *Networks and risk propagation*. *How* *Each session oﬀers two courses*. Each course is delivered over 20 hours over one week (10 days if more), combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. *Applications* Students can apply for the first session starting from *December 20th 2024*, through the following site DoCRA <https://www.unive.it/pag/49801/> Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *Applications for the second, third and fourth session will open one week after the closing of the previous session.* *Sessions and Lecturers* *Session 1: Modern risk measurement * Week 1: Alfred Muller, U. Siegen, *Measuring and Comparing risks* Week 2: Hansj¨org Albrecher, University of Lausanne, *Emerging Risks for Actuaries: NatCat Insurance and Climate Change* *Session 2: New challenges on long-run risks * Week 1: Max Croce, U. Bocconi,* Macro FinTech* Week 2: Fabio Trojani, Swiss Finance Institute and U. Torino, *Model free pricing and estimation of ﬁnancial risks* *Session 3: AI for Risk * Week 1: Stefano Favaro, U. Torino and CCA, *Predictive uncertainty in Machine Learning with conformal inference* Week 2: Christa Cuchiero, U. Vienna, *Concepts of Deep Learning and Applications to Finance and Risk Management* *Session 4: Networks and risk propagation * Week 1: Remco Hofstad, Eindhoven U. of Technology, *Title* *TBA* Week 2: Alireza Tazbah-Salehi, Northwestern University, *Title TBA* *The organizers*: Elisa Luciano, Mavira Mancino, Marco Corazza, Marco Li Calzi

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Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 20 Dec '24

20 Dec '24

Dear Colleagues, We are excited to announce the upcoming Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry <https://sites.google.com/view/predictcomolake/home-page?authuser=0>, taking place at *Como Lake*, from *June 16 to June 20, 2025*. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. Highlights of the Program: - Foundational Mini-Courses: - *“*Large deviation theory and selected applications*” *Frank den Hollander (Leiden), Marco Zamparo (Uniupo) - *"Kähler geometry & Monge-Ampère equations**”* Eleonora Di Nezza (Sorbonne) - Advanced Lectures: - *"**Probabilistic contruction of Kähler-Einstein metrics”*, Rolf Andreasson (Chalmers), Robert Berman (Chalmers), Jakob Hultgren (Umeå) - *"**Random holomorphic sections and their zeros”*, Alexander Drewitz (Cologne), Bingxiao Liu (Cologne), George Marinescu (Cologne) - *"**The discrete Gaussian free field on a compact manifold”*, Alessandra Cipriani (UCL) This multidisciplinary program is designed for participants with diverse backgrounds, aiming to provide a solid foundation and foster innovative approaches to understanding and applying probabilistic methods in complex geometry. Whether you are a researcher in geometry, probability, or related fields, this school offers a unique opportunity to gain insights and connect with others exploring this cutting-edge area. *Registration and Application:* - Here <https://sites.google.com/view/predictcomolake/registration?authuser=0> all the information about registration. In particular: to pre-register, please fill in this form <https://forms.gle/URhYRvBDngXKLps46> *by February 21, 2025* - For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

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SPDEvent, 21-23 May 2025
by Umberto PAPPALETTERA 20 Dec '24

20 Dec '24

Dear colleagues, We are happy to announce the fourth installment of the SpdePostdocDocEvent (SPDEvent IV) that will be held at the University of Bielefeld, Germany, May 21st-23rd 2025 The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Please register for the event using the form before March 8th. To those requiring it, financial support can be provided in the form of the hotel stay. We explicitly encourage female researchers to register. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange Eliseo Luongo Umberto Pappalettera

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Call for Papers: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld
by Ferrari, Giorgio 20 Dec '24

20 Dec '24

Call for Papers: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld The 14th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA 2025) will be held at the Bielefeld University Center for Interdisciplinary Research from Tuesday, July 15, 2025, to Friday, July 18, 2025. ISIPTA is the premier international event dedicated to the exploration of imprecise probabilities, providing a platform for both theoretical advancements and practical applications. The symposium will feature both contributed sessions and keynote talks from leading experts in the field. Keynote speakers are: • Carole Bernard (Grenoble École de Management & Vrije Universiteit Brussel) • Itzhak Gilboa (Hautes Études Commerciales de Paris & Reichman University) • Peter Grünwald (Centrum Wiskunde & Informatica & Leiden University) • Jan Obłój (University of Oxford) We invite contributions on all aspects of imprecise probabilities, a term encompassing a wide range of mathematical and statistical models that quantify uncertainty without the restriction of precise probabilities. Topics of interest include, but are not limited to, sets of probability measures, partial preference orderings, game-theoretic probability, choice functions, interval probabilities, risk measures, nonlinear expectations, belief functions, and possibility theory. All accepted contributions will be presented and discussed in two separate sessions. Presentations are short and plenary. Detailed explanations and discussions are face-to-face relying on whichever medium you prefer – but having a poster is encouraged – so as to favour interaction among participants. We accept two types of submissions: full papers and one-page abstracts. *The submission deadline is February 2nd, 2025 for full papers and April 27th, 2025 for one-page abstracts*; additional important dates like notification of paper acceptance will be communicated in due course. Submissions are made through the EasyChair platform <https://easychair.org/conferences/?conf=isipta2025> following the formatting guidelines for submissions <https://isipta25.sipta.org/submission> on the conference website. All contributions will be made available on the conference website. Accepted papers will be published in the Proceedings of Machine Learning Research <https://proceedings.mlr.press/>, although authors have the option to opt out of publication in PLMR. *Registration is free for non-tenured scholars with accepted submission* and € 200 for tenured faculty with accepted submission. The fee for scholars without accepted submission and industry participants is € 600. The registration fee includes lunch, coffee breaks, social dinner, and participation in the social event. Registration closes on June 1st, 2025, but we encourage participants to register only after a final decision on their submission has been made. For further details, please visit the conference website: https://isipta25.sipta.org/home We look forward to welcoming you to Bielefeld! The ISIPTA 2025 Steering Committee Jasper De Bock Sébastien Destercke Alexander Erreygers Max Nendel Frank Riedel Matthias Troffaes

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Opportunità di PhD e Postdoc presso il Dipartimento di Statistica, Università di Warwick
by BORDINO, ALBERTO (PGR) 20 Dec '24

20 Dec '24

Buongiorno, desidero segnalare l'apertura di due posizioni per PhD student e una posizione da Postdoc presso il Dipartimento di Statistica dell'Università di Warwick. Maggiori dettagli sono disponibili ai seguenti link: * PhD: https://www.jobs.ac.uk/job/DKH448/phd-studentships-in-statistical-theory-an… * Postdoc: https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Cordiali saluti, Alberto Bordino

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Fwd: Postdoc position in probability at Université Paris Dauphine
by Faggionato, Alessandra 20 Dec '24

20 Dec '24

Buongiorno ricevo e con piacere inoltro Saluti (e buone feste!!!) Alessandra ---------- Forwarded message --------- From: Justin SALEZ <justin.salez(a)dauphine.psl.eu> Date: Fri, 20 Dec 2024 at 09:59 Subject: Postdoc position in probability at Université Paris Dauphine To: Justin SALEZ <salez(a)ceremade.dauphine.fr> Dear colleagues, I would like to draw your attention to a postdoctoral position in probability at Université Paris Dauphine, funded by the ERC Consolidator Grant "CUTOFF". The expected starting date is *September 1st, 2025*, but this is flexible. The position is for two years, with an annual salary of approximately 36k€ and no teaching duty. The successful applicant will be expected to work on the following topics: - Mixing times of Markov chains - Random walks on graphs and groups - Interacting particle systems - Functional inequalities for Markov semi-groups - Curvature of discrete metric spaces Applications (CV + research statement + research project + two recommendation letters) should be sent by e-mail to justin.salez(a)dauphine.psl.eu before *January 31th, 2025. * I would be grateful if you could forward this message to potential candidates. Regards, Justin Salez (https://www.ceremade.dauphine.fr/~salez/) -- ************************************************* 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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Workshop in Rome, April 7-9 2025
by Bertini, Lorenzo 20 Dec '24

20 Dec '24

We would to announce the following event. Workshop: Stochastic equations and particle systems Rome April 2025, 7-9. Preliminary list of speakers: N. Berglund, B. Dagallier, A. Debussche, D. Gabrielli, B. Gess, P. Goncalves, X.-M. Li, K. Mallick, J.C. Mourrat, N. O'Connell, M. Romito, K.-T. Sturm, M. von Renesse, L. Zambotti Please visit the web site http://www.mat.uniroma1.it/people/bertini/seps/ for further information. Participation is free, due to the limited space of the lecture room registration is however mandatory. The organizers, L. Bertini L. Dello Schiavo G. Di Gesu' G. Jona-Lasinio

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Fwd: conference announcement
by Antonio Agresti 19 Dec '24

19 Dec '24

Cari tutti, di seguito trovate l'annuncio della conferenza "Analysis and Probability in Infinite Dimensions" che si terrà in Bad Herrenalb tra il 22 e il 25 Aprile 2025. Di seguito trovate ulteriori dettagli. ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: gio 19 dic 2024 alle ore 14:26 Subject: conference announcement To: Antonio Agresti (antonio.agresti92(a)gmail.com) < antonio.agresti92(a)gmail.com> Dear colleagues, We are pleased to announce that registration has opened for the conference "Analysis and Probability in Infinite Dimensions", which will be held in Bad Herrenalb (Germany) April 22-25 2025. A list of speakers is provided below. There is (limited) space for additional participants, who are invited to present a poster. The conference fee (including room and board) is 500 euros, and there is a possibility to apply for financial support. The registration deadline is December 31st. For more information and registration see the conference website: https://www.anaprob2025.com/ Kind regards, the organisers: Sonja Cox, Sjoerd Dirksen, Markus Haase, Jan Maas, and Mark Veraar. Confirmed speakers: Wolfgang Arendt Pascal Auscher Charles Batty Hakima Bessaih Zdzisław Brzeźniak Sandra Cerrai Odo Diekmann Dorothee Frey Benjamin Goldys Bernhard Haak Erika Hausenblas Tuomas Hytönen Birgit Jacob Markus Kunze Svitlana Mayboroda Pierre Portal Markus Riedle Lutz Weis Melchior Wirth

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2-year postdoctoral researcher at University of Milan in Statistics
by Luca Rossini 19 Dec '24

19 Dec '24

Dears, We are hiring a 2-year postdoctoral researcher in Statistics at the University of Milan with deadline 23 January 2025. The baseline net salary is about 27.000€ (gross salary 30.000€) per annum for 2 years and it is only RESEARCH devoted. Here is the link to the detailed description of the procedure: https://inomics.com/job/post-doctoral-position-in-statistics-any-field-1547… The candidate must fill in the application form available online at https://www.unimi.it/en/node/51270 If you have questions, feel free to email me at luca.rossini(a)unimi.it Best regards Luca Rossini -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com; luca.rossini(a)unimi.it skype: luca.rossini14 web: https://rossiniluca.github.io/web/

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Fwd: Post-doc positions at Scuola Normale Superiore
by Marco Romito 18 Dec '24

18 Dec '24

Buonasera ricevo e inoltro -------- Forwarded Message -------- Dear colleagues, Please find below two two-year postdoc positions on "Stochastic models of turbolence and their applications" at Scuola Normale Superiore, with deadline January 17, 2025: https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_25555_874_1.html Best regards, Franco Flandoli

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Fwd: Postdoc position in Lyon in probability / mathematical physics (2025-2027)
by Faggionato, Alessandra 18 Dec '24

18 Dec '24

Ricevo e con piacere inoltro Buona giornata Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Fri, 29 Nov 2024 at 09:35 Subject: Postdoc position in Lyon in probability / mathematical physics (2025-2027) Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline January, 16th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2025 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2025.pdf ) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2025, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *January 16th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on January 17th, 2025 and then on a rolling basis. *Contacts: *(all members of the ERC project Vortex). Christophe Garban (christophe.garban(a)gmail.com) Diederik van Engelenburg (diederikvanengelenburg(a)gmail.com) Romain Panis (panis(a)math.univ-lyon1.fr) Franco Severo (severo(a)math.univ-lyon1.fr) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr) -- ************************************************* 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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Fwd: bando assegno di ricerca n. 9/2024
by Bertini, Lorenzo 17 Dec '24

17 Dec '24

Vi informo che è stato pubblicato sul sito web dell'Universita' di Roma La Sapienza il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/226659 per il conferimento di n. 1 assegno annuale categoria A tip. I _ Matematica e sue applicazioni. con scadenza: 16 gennaio 2025 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://www.mat.uniroma1.it/people/bertini/ama/

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PhD opportunities at LSE
by Bonesini,O 17 Dec '24

17 Dec '24

Goodmorning everyone, Please feel free to share with your students the following PhD opportunities in London. Best, Ofelia The Financial Mathematics Research Group of the Department of Mathematics at the London School of Economics and Political Science (LSE) invites applications for PhD studies supported by fully funded PhD studentships. We are seeking exceptionally talented and motivated students with a strong mathematical background and interest in financial mathematics, stochastic optimal control, stochastic analysis, and related areas. The research group consists of Ofelia Bonesini, Christoph Czichowsky, Albina Danilova, Pavel Gapeev, Arne Lokka, Johannes Ruf, Luitgard Veraart and Mihail Zervos covering all areas of financial mathematics including optimal investment, pricing and hedging of financial derivatives, financial markets with frictions, optimal execution, systemic risk, applications of machine learning and stochastic optimal control. PhD students are enrolled at LSE and take part in the London Graduate School in Mathematical Finance (https://www.londonmathfinance.org.uk) - a consortium of financial mathematics groups including Bayes Business School, Imperial College London, King's College, LSE and UCL - and are expected to complete their studies within four years. Applicants will be considered for fully funded PhD studentships which are tenable for four years and cover full fees and an annual stipend, which for 2024 entry was £21,237. The studentships are usually tax free. The award of these studentships is competitive, based on academic performance (typically in an MSc or equivalent). To be considered for funding, you must submit your application and any supporting documents before the funding deadline which is 15 January 2025. For further details, please see https://www.lse.ac.uk/Mathematics/Prospective-Students and https://www.lse.ac.uk/study-at-lse/graduate/mphilphd-mathematics . If you have any further questions, please contact Annie Li s.m.li(a)lse.ac.uk .

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Open Day of the Executive Master in Quantum Machine Learning
by Marco Corazza 16 Dec '24

16 Dec '24

Dear All, We are are pleased to remind you about the online *Open Day of the* *Executive Master in Quantum Machine Learning* organized by the Ca’ Foscari University of Venice, Italy. The open day will take place on *December 19*, *2024*, at *3:00 pm*. Link for participation: https://unive.zoom.us/j/85991715313?pwd=xe2vcdIiIaojaCu3nSdOo4YGqHo4PV.1 Speakers: - Marco CORAZZA, Director - Ca' Foscari University of Venice - Luca CRIPPA - IBM - Andrea DROGHETTI - Ca' Foscari University of Venice - Giovanni FASANO - Ca' Foscari University of Venice - Raffaele PESENTI - Ca' Foscari University of Venice - Matteo TESTI, Vice-director - Deep Learning Italia Best regards, Marco Corazza

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Bioinference 2025 - Bardonecchia (TO) May 28-30
by Enrico Bibbona 16 Dec '24

16 Dec '24

Dear all, I'm writing to advertise BioInference2025, taking place in Bardonecchia, Turin, between the 28th and the 30th May 2025. The call for abstract is now open, as detailed below. BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, to foster discussions and prompt collaborations between the two communities across all career stages. After the previous three editions hosted in the UK, the BioInference 2025 conference (https://bioinference.github.io/2025/) is now going abroad to Italy. This year’s BioInference conference will take place in Bardonecchia, a town in the Alps near Turin on the 28-30 May 2025. Differently from previous editions, this year's conference is going to be a residential 3-days event that will include more talks and networking opportunities compared to previous years. A hike activity will take place on the second day! The three-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work on mathematical modelling and/or statistical methods (either development or application) for (widely defined/interpreted) biological problems. All presentations will be in-person with no-parallel sessions. Click here to submit your abstract.<https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O…> The deadline for abstract submissions is on the 31st of January 2025. It is our pleasure to confirm that this year's invited speakers are: Davide Risso, Università di Padova<https://drisso.github.io/> Zhana Kuncheva, Bioxcelerate AI<https://bioxcelerateai.com/the-team/> Antonietta Mira, Universit`a della Svizzera italiana (USI), Lugano<https://search.usi.ch/en/people/f8960de6d60dd08a79b6c1eb20b7442b/mira-anton…> Jennifer Asimit, University of Cambridge MRC Biostatistics Unit<https://www.mrc-bsu.cam.ac.uk/staff/jennifer-asimit> Ben Swallow, University of St Andrew's <https://www.st-andrews.ac.uk/mathematics-statistics/people/bts3/> Jonasz Słomka, ETH Zurich<https://n.ethz.ch/~jslomka/> Diego di Bernardo, Telethon Institute of Genetics and Medicine<https://www.tigem.it/research/research-faculty/di-bernardo> The registration fee (covering three lunches, all coffee breaks and one dinner) is expected to be around 185€ . More information about the conference, talks and posters from previous years, as well as this year’s host town, Bardonecchia, can be found at https://bioinference.github.io/2025/ Kind regards, The 2025 BioInference Organisers Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

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Corso di Dottorato OPTIMAL STOCHASTIC CONTROL METHODS IN MATHEMATICAL FINANCE: THEORY AND APPLICATIONS
by daniele.marazzina＠polimi.it 16 Dec '24

16 Dec '24

Cari colleghi, desideriamo informarvi del corso di dottorato in OPTIMAL STOCHASTIC CONTROL METHODS IN MATHEMATICAL FINANCE: THEORY AND APPLICATIONS che si terrà presso il Dipartimento di Matematica del Politecnico di Milano nel periodo 7 gennaio-13 febbraio 2025. Ulteriori informazioni e locandina: https://tinyurl.com/4ysntty9 Grazie Daniele Marazzina (con Fulvia Confortola e Giuseppina Guatteri)

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Reminder and Zoom link - Seminario Padova - Michele Salvi - 17 Dicembre 13:30
by Alberto Chiarini 16 Dec '24

16 Dec '24

Buongiorno a tutti, Vi scriviamo per ricordarvi che domani (17 Dicembre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di Michele Salvi. Il seminario sarà offerto anche su Zoom al seguente link: https://unipd.zoom.us/j/88514269669?pwd=UB59oHI2dFNXHty9G0adYmIaanVkSe.1 Meeting ID: 885 1426 9669 Passcode: 345302 ------------------------------------------------- Michele Salvi (Università di Roma Tor Vergata) https://www.mat.uniroma2.it/~salvi/ Title: Random spanning trees in random environment Date: December 17, 2024, at 13:30, room 2AB40 Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The Uniform Spanning Tree (UST) is obtained by choosing one of the possible spanning trees of G at random. The Minimum Spanning Tree (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of Random Spanning Trees in Random Environment (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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talk Giulia Di Nunno - January 8, 2025
by Emanuela Rosazza Gianin 16 Dec '24

16 Dec '24

Dear all, you are all invited to participate to the following seminar on *Wednesday 8th of January 2025 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: Utility maximisation and change of variable formulas for time-changed dynamics Abstract: We target the problem of expected utility maximisation of the terminal wealth in a semimartingale setting, where the semimartingale is written in terms of a time-changed Brownian motion and a finite variation process. As for the time-change we consider a general increasing stochastic process with finitely many jumps. To tackle this problem we present change of variable formulas for stochastic integrals w.r.t. the time-changed Brownian motion and we use techniques of enlargement of filtrations. The focus is on power and logarithmic utility. The presentation is based on joint work with Hannes Haferkorn (Commerzbank), Asma Khedher (U. Amsterdam), and Michèle Vanmaele (U. Ghent). Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Contributed Talks, Posters and Travel Awards for BNP 14 - June 23-27, 2025
by Alessandra Guglielmi 14 Dec '24

14 Dec '24

Gentilissimi, desidero comunicare le seguenti scadenze per il convegno BNP 14, che si terrà ad UCLA, Los Angeles (US), dal 23 al 27 giugno 2024. Cordiali saluti Alessandra Guglielmi ###################################### Dear all, The 14th International Conference on Bayesian Nonparametrics (BNP14) will be held at UCLA, Los Angeles, from June 23-27, 2025. Highlights include: * The inaugural BioPharm Section Meeting (BBP 2025) on the afternoon of June 27, dedicated to Bayesian methods in biopharmaceutical sciences. * Two pre-conference workshops on June 21-22: * 25th Anniversary of the Dependent Dirichlet Process * Advances in Bayesian Predictive Inference We are happy to communicate the following updated key deadlines: * Contributed talks submissions: January 5, 2025 (extended deadline) * Poster submissions: February 3, 2025 Submit you abstracts for talks OR posters at: https://bnp14.org/submissions/ * Junior Travel Support: We encourage junior researchers, including PhD students and early-career postdocs, to apply for travel support to attend BNP14. Eligibility details and the application form can be found at: https://bnp14.org/junior-travel-support-application/. For updates on the program, registration, and accommodations, visit: https://bnp14.org/ For details on BBP 2025, see: https://bnp14.org/bbp2025/ BNP14 is organized by the Department of Biostatistics and the Department of Statistics & Data Science, co-sponsored by IMS, and endorsed by ASA's Section on Bayesian Statistical Sciences. We thank our Gold Level sponsor (ERC grant 817257) and Silver Level sponsor (Pfizer). Sponsorship opportunities are still available; contact us at bnp14ucla(a)gmail.com. We look forward to seeing you in Los Angeles for an engaging week of discussions, ideas, and networking! On behalf of the BNP14 Organizing Committee https://bnp14.org/ Email: bnp14ucla(a)gmail.com -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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Workshop "Managing meteorological risk: crossroads between,insurance, statistics, and finance" - final schedule
by Enrico Moretto 13 Dec '24

13 Dec '24

To all the members of the RANDOM mailing list: please find attached the final schedule of the Workshop “Managing meteorological risk: crossroads between insurance, statistics, and finance” that will take place this coming Tuesday 17 and Wednesday 18 December in Piacenza, Università Cattolica del Sacro Cuore. Website: https://sites.google.com/view/crossroads2024workshop/home The organizing committee Alessandra Mainini, Enrico Moretto, Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

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Seminario Padova - Michele Salvi - 17 Dicembre 13:30
by Alberto Chiarini 13 Dec '24

13 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che martedì prossimo (17 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Michele Salvi (Università di Roma Tor Vergata) https://www.mat.uniroma2.it/~salvi/ Title: Random spanning trees in random environment Date: December 17, 2024, at 13:30, room 2AB40 Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The Uniform Spanning Tree (UST) is obtained by choosing one of the possible spanning trees of G at random. The Minimum Spanning Tree (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of Random Spanning Trees in Random Environment (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Invitation to Research Seminars on December 18-th
by Asmerilda Hitaj 13 Dec '24

13 Dec '24

Dear all, We are pleased to invite you to two research seminars organized by the Department of Economics (DIECO), University of Insubria on *Wednesday, December 18th, 2024*. Seminar Schedule *11:30 - 12:15* *Speaker*: *Anna Maria Gambaro* (Università del Piemonte Orientale) *Topic*: *The Capital-on-Capital Cost in Solvency II Risk Margin* *12:15 - 13:00* *Speaker*: *Ilaria Peri* (Birkbeck University of London) *Topic*: *Numerical Methods for Lambda Quantiles: Robust Evaluation and Portfolio Optimization* Venue The seminars will be held in *Room 1, Padiglione Seppilli*, Via Ottorino Rossi 9, Varese. For those who cannot attend in person, the seminars will also be available online via Microsoft Teams. For further details, please refer to the attached files. We look forward to your participation! Best regards, Asmerilda Hitaj

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Fwd: Inquiry about Postdoc Opportunities
by Marco Romito 13 Dec '24

13 Dec '24

Ricevo e inoltro m. -------- Forwarded Message -------- Subject: Re: Inquiry about Postdoc Opportunities Date: Wed, 11 Dec 2024 16:21:41 +0000 From: Xue-Mei Li <xue-mei.li(a)epfl.ch> I have an Swiss NSF funded postdoc position. I would be grateful if you would let it known to potential candidate. Postdoc Positions in Stochastic Analysis <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> careers.epfl.ch <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> Regards, Xue-Mei

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SPASS Seminar: Filippo Quattrocchi
by Francesco Grotto 12 Dec '24

12 Dec '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Asymptotics for quantization of probability measures * by Filippo Quattrocchi (IST Austria) The seminar will take place TUE, 17.12.2024 at 11:00 CET in Aula Riunioni, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * Quantization is the problem of approximating a given probability measure using discrete measures, supported on a prescribed number n of points. One of the fundamental questions is: At what rate does the minimal quantization error (measured in Wasserstein distance) tend to 0 as n grows? A classical answer is given by Zador's theorem. I will discuss this result along with some new findings on a variation of the problem, in which the discrete approximating measures are additionally constrained to be uniform. This talk is based on the work arXiv:2408.12924.

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Reminder: The 1st Hybrid Workshop on Smart Ports 2024
by Marco Corazza 12 Dec '24

12 Dec '24

Dear All, We are are pleased to remind you about the *1st Hybrid Workshop on Smart Ports 2024 – From Theory to Practice: Bridging Technology, Society, and Environment,* jointly organized by the Ca’ Foscari University of Venice, Italy, the University of Tuscia, Italy, and the University of Le Havre, France. The workshopo will take pleace on December 16, 2024. The workshop is designed to be an opportunity for comparison, networking, and collaboration among Academia, Industry, and Governments. Please note that, due to limited space, only online attendance is available. Link for online participation - Topic: 1st Hybrid Workshop on Smart Ports 2024 – From Theory to Practice: Bridging Technology, Society, and Environment - Time: December 16, 2024; 09:00 CET - Link: https://unive.zoom.us/j/6495226635?pwd=RGpMQUlGemNlazg4Q2xoWnNibTQ3dz0 9&omn=82809208212 - ID: 649 522 6635 - Passcode: 04Gqzi Below is the workshop program: 09:00 - 09:30 Opening – Chair: Raffaele Pesenti ● Giacomo Pasini (Ca’ Foscari University of Venice, Head of the Department of Economics): Institutional greetings. [onsite] ● Stefano Soriani (Ca’ Foscari University of Venice, Head of the Centro Studi su Economia e Management della Portualità): Institutional greetings. [onsite] ● Enrico Maria Mosconi (University of Tuscia): Maritime activities and circular economy: Towards a new development model. [online] 09:30 - 11:15 Morning session 1 – Chair: Marco Corazza ● Daniela Ambrosino and Haoqi Xie (University of Genova): Yard management: Storage strategies in the maritime container yards. [onsite] ● Davide Giglio (University of Genova): Smart and sustainable ports. [online] ● Roy Cerqueti (Sapienza University of Rome and University of Angers): Methods for assessing the resilience of complex networks and application to airports systems. [onsite] ● Giulio Stella (Autorità di Sistema Portuale del Mare Adriatico Settentrionale): TBA. [onsite] 11:15 - 11:45 Refresh break 11:45 - 13:15 Morning session 2 – Chair: Frédéric Gannon ● Cristian Chiavetta (ENEA): Circular and regenerative approaches for the transition to sustainable port areas. [onsite/online: TBA] ● Benedetta Mantoan (Shipbreaking Platform): Shipyard as circular hubs: Boosting ethical and circular ship recycling. [online] ● Sabrina Rigo and David Stainer (Crowe Bompani): The EU Corporate Sustainability Reporting Directive and its implementation. [onsite] ● Mariarita Tarantino (University of Tuscia): Enhancing port logistics for a circular economy: A systematic literature review on the role of digital product passports and sustainable packaging in European supply chains. [onsite] 14:15 - 16:00 Afternoon session 1 – Chair: Andrea Marchioni ● Anna Maria Delussu (University of Tuscia): Toward a clear definition of Smart Ports: A systematic review and bibliometric analysis of sustainable port development Trends. [onsite] ● Antonio Di Bari (University of Campania), Giovanni Villani (University of Bari), and Marta Biancardi (University of Bari): A sequential real options game model to valuate PPP projects under non-competition right. [online] ● Frédéric Gannon and Arnauld Le Marchand (University of Le Havre): TBA. [onsite] ● Fiore Montini (University of Tuscia): Opportunities and new paths for industrial symbiosis diffusion in Italian port areas. [onsite] 16:00 - 16:30 Refresh break 16:30 - 17:45 Afternoon session 2 – Chair: Anna Maria Delussu ● Alessio Matacera (University of Tuscia): Artificial Intelligence for smart ports. [onsite] ● Carlo Alberto Magni (University of Modena), Andrea Marchioni (University of Udine), and Davide Baschieri (GRAF Spa): Impact of financing and payout policy on the economic profitability of green energy plants. [onsite] ● Marco Corazza and Raffaele Pesenti (Ca’ Foscari University of Venice): Scheduling ship movements in the Port of Venice. [onsite] 17:45 - 18:00 Closing Best regards, Marco Corazza

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Two-year postdoc position at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 10 Dec '24

10 Dec '24

Dear colleagues, I would like to advertise the call for a two-year postdoc position at the Scuola Normale Superiore on: “Mathematical Finance on Microstructure of Financial Markets - Networks and Systemic Risk” Deadline for applications: January 2nd 2025 The call, both in Italian and English, as well as instructions for application, can be found here: https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_25129_874_1.html Do not hesitate to contact me for further information. Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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affiliazione...
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno scusate il secondo messaggio. Correggo l'affiliazione: Ivailo Hartarsky e' Ricercatore CNRS presso l'Institut Camille Jordan, Université Claude Bernard Lyon 1. Grazie! Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario di Ivailo Hartarsky alla Sapienza
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno, la prossima settimana Ivailo Hartarsky (ENS, Lione) sarà ospite del Dipartimento di Matematica dell'Università La Sapienza. Lunedì 16 terrà un seminario. Sotto trovate i dettagli. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% When: Monday 16 December, 16:00. Room: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Ivailo Hartarsky (ENS, Lyon) Title: Catalan percolation Abstract: In Catalan percolation, one declares the edges {i,i+1}, for integer i, *occupied* and each edge {i,j} with j> i+1 *open* independently with probability p. For k> i+1, we recursively define {i,k} to be *occupied*, if {i,k} is open and both {i,j} and {j,k} are occupied for some j in {i+1,...,k-1}. The model was introduced by Gravner and Kolesnik in the context of polluted bootstrap percolation, but is tightly linked with Catalan structures and oriented percolation. We establish that the critical parameter of the model is strictly between the natural lower and upper bounds given by 1/4 and the critical probability of oriented site percolation on Z^2 respectively. The most challenging part of the proof is a strict inequality for the critical parameter of an oriented percolation model with non-decaying infinite range dependencies, not relying on the Aizenman--Grimmett argument for essential enhancements. The talk is based on joint work with Eleanor Archer, Brett Kolesnik, Sam Olesker-Taylor, Bruno Schapira and Daniel Valesin available at https://arxiv.org/abs/2404.19583. -- ************************************************* 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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Seminar DE ANGELIS
by Stefano Pagliarani 09 Dec '24

09 Dec '24

Dear all, On December 10th, in the classroom Aula E2, Department of Computer Science and Engineering of the University of Bologna, the following seminar will take place: * 15:00-16:00: Tiziano DE ANGELIS "A PROBABILISTIC VIEW ON FREE BOUNDARY PROBLEMS" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate 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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Seminari Padova - Pablo Lopez Rivera e Nicolas Agote
by alekos.cecchin＠unipd.it 06 Dec '24

06 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (13 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci saranno due seminari per il ciclo di seminari in Probabilità e Finanza di: 1) Pablo López Rivera (Université Paris Cité) <https://www.ljll.fr/lopezrivera/> https://www.ljll.fr/lopezrivera/ Title: Functional inequalities in the discrete setting and the Poisson-Föllmer Process Date: December 13, 2024, at 14:30, room 2BC30 Abstract: Functional inequalities are a ubiquitous tool in probability, since they help us quantify the convergence to equilibrium of ergodic Markov processes and imply good concentration properties. In the continuous setting, the Gaussian measure is a central object, since it satisfies both a Poincaré and a log-Sobolev inequality. In particular, Caffarelli's contraction theorem states that the optimal transport map pushing forward the Gaussian towards a measure which is more log-concave than it is 1-Lipschitz, a fact that allows us to extend these inequalities to those measures. Can we prove an analogous result in the discrete setting if we replace the Gaussian by the Poisson distribution? The type of measures that can arise as a pushforward of a discrete distribution is very limited; in addition, the lack of a chain rule in the discrete setting hinders the argument used in the continuous setting. In the first part of the talk, I will show how these obstacles can be overcome via a stochastic proof based on an entropy-minimizing process constructed by Klartag and Lehec, which we call the Poisson-Föllmer process. In the second part of the talk I will also use this process to give a stability result for Wu's log-Sobolev inequality, the Poissonan analog of the Gaussian one.. 2) Nicolas Agote (Universidad de Buenos Aires) Title: The potential method for community detection Date: December 13, 2024, at 15:30, room 2BC30 Abstract: The Stochastic Block Model (SBM) is a random graph model where nodes are (randomly) partitioned into classes, or communities, which share a common label, and edges are (randomly) added between each pair of nodes depending on their community membership. It is a very popular model to study the community detection problem, where the aim is to predict the communities given a sample graph. In this talk we will explore the potential estimators, which exploit information obtained via random walks, specifically expected first visit times to some subset of revealed nodes, to predict the community structure. We will show that they allow for strongly consistent and efficient estimations, particularly for small subsets of nodes. This work has been done in collaboration with Inés Armendáriz (UBA), Pablo Ferrari (UBA), and Florencia Leonardi (USP). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminars in Statistics at Collegio Carlo Alberto - S. Pulido (ENSIIE) and K. Ray (Imperial College London)
by Matteo Giordano 06 Dec '24

06 Dec '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 13/12/2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario: ------------------------------------------------ 11.00-12.00 Speaker: Sergio Pulido (ENSIIE) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. 12.00-13.00 Speaker: Kolyan Ray Title: Bayesian nonparametric inference in a McKean-Vlasov model Abstract: We study nonparametric estimation of the interaction term in a McKean-Vlasov model where noisy observations are drawn from the nonlinear parabolic PDE arising in the mean-field limit as the number particles grows to infinity. In this model, the long-time invariant state can be uninformative about the interaction potential. We therefore show that under certain regularity conditions on the initial state, the short-time behaviour of this system contains sufficient information to consistently recover the interaction potential using Gaussian process priors. This involves establishing a stability-type estimate for this PDE to solve the resulting inverse problem. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 11/12/2024 * 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, A presto, 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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Stochastic CRN Summer School and Workshop in Turin
by Daniele Cappelletti 05 Dec '24

05 Dec '24

Dear all, I am writing to you to announce a Summer School and a Workshop on Stochastic Chemical Reaction Networks that will take place in Torgnon and Turin next Summer. The two events are close in time, so to facilitate those who want to take part in both. Here are the relevant web pages with more useful information: https://constrained.polito.it/stochastic-reaction-networks-summer-school/ https://constrained.polito.it/stochastic-reaction-networks-workshop/ The registration is already open for both events and should be completed by April 11. Feel free to share this email and do not hesitate to contact me for further information! Daniele

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Postdoc position in Applied Analysis and Stochastics with Johannes Zimmer at TU Munich
by Federico Cornalba 05 Dec '24

05 Dec '24

Buongiorno, segnalo, per conto di Johannes Zimmer (TU Munich), il seguente bando per un posizione postdoc in analisi stocastica / fluctuating hydrodynamics: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathj…<https://www.mathjobs.org/jobs/list/25992> - Durata contratto: 2 anni, con possibilità d'estensione (data d’inizio flessibile, a partire da Febbraio 2025). - Domande valuate a partire dal 20 Dicembre 2024. - Contatto: Johannes Zimmer ( jz(a)tum.de ). Ringrazio e saluto, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

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[EFI] EFI10 @Viterbo, February 10-12: deadline extension (fwd)
by Tiziano Vargiolu 04 Dec '24

04 Dec '24

Dear friends and colleagues We remind you that we are pleased to invite you to submit your contribution, or simply to take part, to the 10th Workshop of Energy Finance Italia in the historic city of Viterbo, February 10-12, 2025. website: https://sites.google.com/unitus.it/efi10 email: efi10(a)unitus.it This annual event brings together Italian and international scholars from academia and industry, focused on energy markets, financial contracts, and related topics. Whether your interests are in energy commodity time series, market pricing, weather patterns, or asset optimization, this workshop promises engaging discussions and collaborations. Our format ensures valuable focused exchanges, with official discussion for each presentation and no parallel sessions. International participants are highly welcome and the official language is English. We invite contributions in all areas of interest! *********** The Deadline for Abstract Submission is extended up to December 15, 2024. *********** You can submit your abstract here: https://sites.google.com/unitus.it/efi10/abstract-submission We look forward to seeing many of you in Viterbo! Best regards The Organizing Committee of EFI 10

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Sad news
by Bertini, Lorenzo 04 Dec '24

04 Dec '24

To the probability community, with great sorrow, I would like to let you know that Errico Presutti, friend and mentor, of many of us, died last night. If you would like to know a little more about him, you can look at the special issue of Ensaios Matemáticos that has been dedicated to him, vol. 38 at the link https://ensaios.sbm.org.br/previous-volumes/ 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://www.mat.uniroma1.it/people/bertini/ama/

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PhD and professor positions at Imperial College
by Passeggeri, Riccardo 03 Dec '24

03 Dec '24

Dear all, I would like to highlight various PhD positions in Mathematics at Imperial: 1. CDT in Statistics and Machine Learning (joint with Oxford). It is a 4-year PhD programme and there are around 15 positions, apply here: https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton), also a 4-year PhD programme and there are around 15 positions, apply here: https://mfccdt.ac.uk/ 3. Usual PhD positions in the department, apply here: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. I have funding for one PhD position to fill this year (flexible starting date), please contact me: https://sites.google.com/site/riccardopasseggeri I would also highlight that there is an open position for Lecturer/Senior Lecturer (equivalent to tenured assistant/associate professor) in the Mathematical Finance group: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=216… For all these applications, I would suggest applying asap. Best Regards, Riccardo

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Seminario PRISMA oggi
by Francesco Caravenna 03 Dec '24

03 Dec '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 3 dicembre 2024, Sonia Mazzucchi e Stefano Bonaccorsi (Università di Trento) ci parleranno di Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sonia Mazzucchi (Università di Trento) e Stefano Bonaccorsi (Università di Trento) TITOLO: Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo RIASSUNTO: La celebre formula di Feynman-Kac, che fornisce una rappresentazione della soluzione dell'equazione del calore in termini di un integrale rispetto alla misura di Wiener, non può essere generalizzata al caso in cui il laplaciano, o più in generale l'operatore ellittico del secondo ordine, è sostituito da un operatore di ordine superiore a 2. In altre parole per tale classe di equazioni differenziali di ordine elevato non è possibile costruire un processo stocastico che svolga lo stesso ruolo giocato dal moto Browniano per l'equazione del calore. Nella prima parte del seminario si illustreranno dapprima le ragioni di questo risultato no-go per poi descrivere un possibile metodo per aggirarlo tramite la costruzione di opportune successioni di passeggiate casuali nel piano complesso. Nella seconda parte del seminario si descriveranno ulteriori applicazioni e generalizzazioni di tale tecnica. In particolare si illustrerà la costruzione di un calcolo stocastico associato alla successione di passeggiate casuali e la dimostrazione di formule di Feynman-Kac per PDE di ordine elevato, anche nel caso di derivate di tipo frazionario. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Algebra meets probability: workshop
by Cipriani, Alessandra 02 Dec '24

02 Dec '24

Dear colleagues, registration is now open for the workshop "Algebra meets probability" taking place between March 31 and April 2, 2025 at EURANDOM at Eindhoven University of Technology. There is a natural and well-known connection between particle physics and representation theory via Grassmannian and Lie algebras, going back to Wigner. Specific algebraic structures, such as Virasoro algebras, are used in lattice models to describe symmetries and conservation laws. These structures help in understanding the behavior of systems at a microscopic level and in deriving macroscopic properties from microscopic rules. In recent years there has been tremendous progress in connecting these two approaches and expressing observables like k-point correlation functions in interacting particle systems in terms of algebraic quantities, for example as fermionc and bosonic variables. This event aims to bring together leading experts and researchers in the field to share their knowledge, insights, and recent advancements. The workshop will provide a platform for in-depth discussions and collaborative learning, fostering an environment where participants can exchange ideas and develop new perspectives on the interplay between these two fascinating areas of study. Speakers: David Adame-Carrillo (Aalto University) Francesca Arici (Leiden University) Chiara Boccato (University of Pisa) Martijn Caspers (TU Delft) Nicholas Crawford (Technion, Haifa) Margherita Disertori (Bonn University) Tyler Helmuth (Durham University) Bas Janssens (TU Delft) Kalle Kytölä (Aalto University) Yves Le Jan (NYU Abu Dhabi) Franz Merkl (TU München) Eveliina Peltola (TBC) (Aalto University) Silke Rolles (TU München) Walter van Suijlekom (Radboud University Nijmegen) Pierre Tarrès (NYU Shanghai) More details and the registration can be found on the conference website.<https://www.eurandom.tue.nl/event/algebra-meets-probability/> There is no registration fee and the possibility to present a poster. With best regards, Alessandra Cipriani Wioletta Ruszel

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RTT Università dell'Aquila
by Fabio Antonelli 02 Dec '24

02 Dec '24

A chiunque possa interessare Presso l’Università degli Studi dell’Aquila è indetta la seguente procedura selettiva per l’assunzione di n. 1 Ricercatrici/Ricercatori con contratto di lavoro subordinato a tempo determinato e pieno di durata 6 anni presso il Dipartimento di Ingegneria Industriale e Scienze dell’Informazione e Matematica 13/STAT-01 – Statistica STAT-01/A – Statistica Bando al link https://www.univaq.it/include/utilities/blob.php?table=concorso_doc&id=386&… Scadenza 12/12/2024 -------------------------------- Fabio Antonelli

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PhD in Hamburg
by Giovanni Luca 29 Nov '24

29 Nov '24

Ricevo e volentieri inoltro. Cordialmente, Gianluca. ______________________________________________________________________________________________________________________________________________________________________________________________________________________________ PhD position at Hamburg University of Technology The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The topics of the research group include stochastic geometry, limit theorems, Stein's method, random graphs and extreme value theory. The position comes with some teaching duties (four hours per week during the semester). The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. Knowledge of German is helpful but not necessary. The position (100%, TV-L 13) is for four years. The starting date should be between March 2025 and early summer. Please apply by December 19, 2024 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/y2qm2 For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de. * *

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Tenure Track-Tenured Position at the University of Melbourne
by Marco Carfagnini 29 Nov '24

29 Nov '24

Dear all, The School of Mathematics and Statistics at the University of Melbourne has recently opened a position in Statistics and Data Science Education at the Lecturer/Senior Lecturer Level. Lecturer corresponds to a tenure-track position/RTT, while senior lecturer is a tenured assistant professorship. More information and a detailed description of the position, and how to apply, can be found here (including salary, visa sponsorship etc) https://jobs.unimelb.edu.au/caw/en/job/918680/lecturer-senior-lecturer-in-s… *The deadline for applying is December 11, 2024.* *About the Role*You will lead an innovative program of education, both in the classroom and in developing leadership in the area. You will also have a strong commitment to research and scholarship in statistics education. Your responsibilities will include: - Effective preparation and delivery of lectures at undergraduate and postgraduate level and assessment of that material, including as Subject Coordinator. - Proactive development of subject materials and delivery, including the use of modern technology and online resources as appropriate. - The contribution to knowledge through scholarship, refereed publications and presentations. - Active supervision of students. - Presentation of research to the public to elevate public awareness of educational and scientific developments and promote critical enquiry and public debate within the community. *Who We Are Looking For*- You will have demonstrated and/or growing excellence in education. You will be adept at teaching both large undergraduate classes and advanced graduate-level applied mathematics subjects, collaborating effectively with colleagues and contributing to administrative tasks. You will develop research directions and scholarship relevant to statistics education. - A PhD or equivalent research higher degree in statistics or a closely related discipline. - Demonstrated education excellence in relation to career stage. - Demonstrated potential for research and scholarship. - The ability to interact well with other academic staff and to contribute to the administration of a large school Do not hesitate to reach out to me if you have any questions about the application process or working/living in Melbourne. Best, Marco Carfagnini (he-they) | Lecturer School of Mathematics and Statistics Office 139 University of Melbourne

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Postdoc and PhD position at Heriot Watt University and Maxwell Institute, Edinburgh
by Ottobre, Michela 28 Nov '24

28 Nov '24

Dear all, I am looking to hire a Postdoc to work broadly on Multiscale Methods and Interacting Particle Systems. What I am looking for is someone with background in stochastic analysis/probability/ analysis/numerical analysis. Ideally a person interested in developing theory motivated by applications. The position is for three years and a half, starting in May 2025. The closing date for applications is January 31st. I would be grateful if you could circulate the ad below to collaborators and to potential candidates. https://www.jobs.ac.uk/job/DKV462/research-associate-ftc-42-months I am also interested in hiring a PhD student, not necessarily to work on the same project as the postdoc but still in (applied) stochastic problems. A description of the projects I offer and links to apply can be found on my homepage https://www.macs.hw.ac.uk/~mo3/ If the student has any problems navigating the links for the application process they should get in touch with me. For either positions I am more than happy to be contacted by potential applicants for an informal chat. Thanks for your time, Michela -------------------------------------- Michela Ottobre Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Short course - Kolyan RAY (Imperial)
by Matteo Ruggiero 28 Nov '24

28 Nov '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting), we are pleased to announce the following short course: ——————————————————— Kolyan RAY (Imperial College London) POSTERIOR ASYMPTOTICS IN BAYESIAN NONPARAMETRICS This mini-course will cover an introduction into the asymptotic theory for Bayesian nonparametric procedures. This provides a useful tool to understand how prior choices can affect the statistical performance of the Bayes method in high or infinite dimensional models. We will cover the notion of posterior consistency and convergence rates, using Gaussian process priors as a canonical example. At the end, we will also touch on recent extensions of such theory to variational Bayes, which provides a scalable posterior approximation algorithm. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 10, h. 9.15-11.15 - Wed Dec 11, h. 11.15-13.00 - Thu Dec 12, h. 9.15-11.15 - Thu Dec 12, h. 14.00-16.00 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Padova - Alex Delalande
by alekos.cecchin＠unipd.it 28 Nov '24

28 Nov '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (29 Novembre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Alex Delalande (EPFL Losanna) https://alex-delalande.github.io Title: Sharper Exponential Convergence Rates for Sinkhorn's Algorithm in Continuous Settings Date: November 29, 2024, at 14:30, room 2BC30 Abstract: In this talk, I will present recent results I obtained in collaboration with Lénaïc Chizat and Tomas Vaškevičius regarding the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems, in the context where at least one of the probability measures, say \mu, admits a density over \R^d. For a semi-concave cost function bounded by c∞ and a regularization parameter λ>0, we obtained exponential convergence guarantees on the dual sub-optimality gap with contraction rates that are polynomial in λ/c∞. This represents an exponential improvement over the known contraction rate 1−Θ(exp(−c∞/λ)) achievable via Hilbert's projective metric. Specifically, we proved a contraction rate value of 1−Θ(λ²/c²∞) when has a bounded log-density. In some cases, such as when is log-concave and the cost function is c(x,y)=−⟨x,y⟩, this rate improves to 1−Θ(λ/c∞). The latter rate matches the one that we derived for the transport between isotropic Gaussian measures, indicating tightness in the dependency in λ/c∞. Our results are fully non-asymptotic and explicit in all the parameters of the problem. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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PhD positions in Probability at King's College London
by Alexandre Stauffer 27 Nov '24

27 Nov '24

Dear All, There are open PhD positions in Probability at King’s College London with a (flexible) starting date of October 2025. We have fully funded PhD projects in various areas of pure and applied probability. Outstanding candidates with a UK first-class undergraduate degree or international equivalent are encouraged to apply. PhD funding will be available for 3.5-4 years, and includes tuition fees, tax free stipend set at UKRI rate plus London weighting, as well as an allowance for research-related travel. Further information may be found in the links below: https://www.kcl.ac.uk/study-legacy/funding/phd-studentship-interacting-part… https://www.findaphd.com/phds/program/kings-college-london-phd-studentships… Interested candidates are encouraged to contact Sam Johnston (samuel.g.johnston(a)kcl.ac.uk), Alexandre Stauffer (a.stauffer(a)kcl.ac.uk) or any other member of the Probability group via email. Thanks, Alexandre

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Postdoc position in Rome
by Michele Salvi 26 Nov '24

26 Nov '24

Dear All, The Department of Mathematics at the University of Rome, Tor Vergata, is advertising a postdoctoral position in Probability: https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/285852 The position is for two years, with no teaching duties. Candidates with an interest in the geometry of random fields and/or in applications to machine learning will be given priority, but we welcome applications from researchers with a strong background in any area of probability theory. The application deadline is December 27th. For further information, please do not hesitate to contact us: marinucc(a)mat.uniroma2.it <> salvi(a)mat.uniroma2.it <> vigogna(a)mat.uniroma2.it <> Best regards, Michele

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Winter School and Thematic Period on Statistical Mechanics, Nonequilibrium Processes, and Probability – Registration Deadline Extended
by Lorenzo Taggi 26 Nov '24

26 Nov '24

Dear Colleagues, This is the second announcement for the winter school *Statistical Mechanics, Nonequilibrium Processes, and Probability*, which will take place on *February 17-28, 2025*, at the Mathematics Department of Sapienza University, Rome. We are pleased to inform you that the *registration deadline for the school has been extended to December 20, 2024*, and to share the link to the school’s website: https://sites.google.com/view/winterschoolsapienza/home To register, please complete the form available on the website (here <https://sites.google.com/view/winterschoolsapienza/registration?authuser=0> the link). Participation is *free*, but registration is mandatory. The school will also include *short talk sessions* for PhD students and early postdocs. *Lecturers of the February school:* *Week 1 (Feb 17–21):* - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) *Week 2 (Feb 24–28):* - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will inaugurate the scientific *Eccellenza* program at Sapienza, titled *Statistical Mechanics and Nonequilibrium Processes*, which will conclude in July 2025. This program includes workshops, doctoral courses, and seminar series. More information about the program will be found on the following website: program <https://sites.google.com/uniroma1.it/excellence-department-mmsp/mmsp-th-per…> . Both the winter school and the *Eccellenza* program will focus on several topics, including: - kinetic theory and probability, - random growth models, - percolation, - probabilistic models for neural networks, - quantum-mechanical transport, - non-dissipative transport in topological materials, and - large-scale limits. The common thread is the rigorous mathematical investigation of equilibrium and nonequilibrium phenomena and statistical physics models. Our goal is to present current research directions at an accessible level for students and young researchers, fostering collaborative research in these areas. For additional information, do not hesitate to contact us. Best regards, The local coordinators Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

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Carlo Ciliberto at Tor Vergata 03.12
by Michele Salvi 26 Nov '24

26 Nov '24

Dear all, On Tuesday, December 3rd, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Carlo Ciliberto (University College London) with the seminar “Operator World Models for Reinforcement Learning” Abstract: Policy Mirror Descent (PMD) is a powerful and theoretically sound methodology for sequential decision making. However, it is not directly applicable to Reinforcement Learning (RL) due to the inaccessibility of explicit action-value functions. We address this challenge by introducing a novel approach based on learning a world model of the environment using conditional mean embeddings. Leveraging tools from operator theory we derive a closed-form expression of the action-value function in terms of the world model via simple matrix operations. Combining these estimators with PMD leads to POWR, a new RL algorithm for which we prove convergence rates to the global optimum. Preliminary experiments in finite and infinite state settings support the effectiveness of our method. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminar is part of the Excellence Project MatMod@TOV.

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BAYSM 2025: Abstract submission
by filippo ascolani 26 Nov '24

26 Nov '24

The junior section of the International Society for Bayesian Analysis (j-ISBA) is thrilled to announce that the Bayesian Young Statisticians Meeting (BAYSM) 2025 will be held online from 7-11 April 2025. BAYSM is the official conference of j-ISBA and provides a platform for early career researchers in Bayesian statistics to present their work and engage with the Bayesian community as a whole. We are especially excited about our lineup of keynote speakers: Samuel Livingstone (UCL), Julia Palacios (Stanford), Fernando Quintana (UC Chile), Surya Tokdar (Duke), and Stéphanie van der Pas (Amsterdam UMC). We invite contributions from early career researchers on a wide range of topics related to Bayesian theory, methods, and applications. Abstract submissions are now open and will close on January 15, 2025. Don't miss this opportunity to showcase your research, network with peers and senior members of our community, and receive valuable feedback on your work. All details for abstract submission can be found on the conference website: https://baysm2025.github.io/. We look forward to your participation and contributions to BAYSM 2025! For any questions, please write to baysm2025(a)gmail.com. Best regards, the BAYSM 2025 Organizing Committee Filippo Ascolani Jordan Bryan Beatrice Franzolini Matteo Giordano Beniamino Hadj-Amar

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Workshop Volterra Processes and their Application, Padova, 16-17 Dicembre 2024
by Stefania Ottaviano 23 Nov '24

23 Nov '24

Dear all, It is our pleasure to announce the following workshop: *Volterra Processes and their Applications* that will be hosted by the Department of Mathematics "Tullio Levi-Civita" of the University of *Padova*, on *December 16 - 17, 2024*. The workshop aims to provide an exploration of recent advances and possible developments in stochastic Volterra processes and their diverse applications across fields. The workshop also aims to motivate discussion among participants, both leading experts in the field and young researchers, to outline new research directions in this topic. Please use the following link for more information on the (tentative) scientific program and to register for the event https://events.math.unipd.it/Volterra/home There is the possibility of attending the workshop *remotely via Zoom*. Registration is not mandatory, but it is kindly requested for organizational reasons. *Speakers:* * Fabio ANTONELLI (University of L'Aquila) * Giacomo ASCIONE (University of Napoli Federico II, Scuola Superiore Meridionale) * Giorgia CALLEGARO (University of Padova) * Marco MASTROGIOVANNI (University of L'Aquila) * Yuliya MISHURA (Kyiv National University, Ukraine & Mälerdalen University, Sweden) * Beatrice ONGARATO (University of Padova) * Tiziano VARGIOLU (University of Padova) Thank you for your consideration. The organizers, Stefania Ottaviano and Tiziano Vargiolu -- ------------------------------------- Ph.D. Stefania Ottaviano Dipartimento di Matematica Università di Padova E-mail: stefania.ottaviano(a)unipd.it

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Call for Papers: IFIP Performance 2025 (Amsterdam, Nov 11-14, 2025)
by Zocca, A. (Alessandro) 22 Nov '24

22 Nov '24

Dear colleagues, We are excited to announce the call for papers for the IFIP Performance 2025 conference, which will take place at Centrum Wiskunde & Informatica (CWI)<https://www.cwi.nl/en/> in Amsterdam from November 11 to 14, 2025. This conference aims to bring together researchers interested in understanding and improving the performance of communication systems through state-of-the-art quantitative models and solution techniques. The conference website is now live at https://performance2025.sciencesconf.org/. Over the coming weeks, we will update it with detailed information on keynotes, tutorials, workshops, and logistical arrangements. Paper format and topics of interest We invite submissions of research papers that focus on performance-oriented methodologies and their application to various domains. We accept the submission of original and unpublished work in two categories: * Regular papers: Up to 20 pages (excluding references). * Short papers: Up to 10 pages (excluding references). Key areas of interest include, but are not limited to: * Methodologies: Analytical modeling, resource allocation, optimization, machine learning, statistical analysis, simulation, anomaly detection, sustainability analysis, and system performance monitoring. * Application areas: Artificial intelligence and machine learning platforms, blockchain technologies, cloud and edge computing, high-performance computing, cyber-physical systems, IoT, smart grids, social networks, data centers, quantum computing, wireless networks, and privacy and security systems. For a comprehensive list of topics and submission guidelines, please refer to the online call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>. Important dates * Submission site opens: May 1, 2025 * Abstract submission deadline: May 25, 2025 * Full paper submission deadline: June 1, 2025 * Notification to authors: July 30, 2025 Publication options Accepted regular papers will be published in a special Performance Evaluation (PEVA) issue by default, with an extended abstract included in ACM Performance Evaluation Review (PER). Alternatively, authors may opt out of PEVA and choose an expedited review in ACM Transactions on Modeling and Performance Evaluation of Computer Systems (ToMPECS), Queueing Systems: Theory and Applications (QUESTA), or Stochastic Models. We look forward to your submissions and contributions! Best regards, Alessandro Zocca (on behalf of the IFIP Performance 2025 organizers)

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Fwd: assegno di ricerca - Unina e Intesa Sanpaolo Vita e Assicura, PNRR Ecoscoring
by Elvira Di Nardo 22 Nov '24

22 Nov '24

Ricevo ed inoltro. Elvira ************************************************************ Carissim*, vi annuncio che è uscito il bando per un assegno di ricerca post-laurea in area Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie presso il Dipartimento di Scienze Politiche della Federico II, destinati a laureati in una delle classi LM16, LM40, LM56, LM77, LM82, LM83. Il termine per la presentazione delle domande è il 12 Dicembre; le attività dovrebbero partire subito (colloquio il 18 Dicembre, per cominciare dal primo Gennaio 2025) http://www.unina.it/documents/11958/63671196/SPOL_AR_PNRR-172024-STAT-01A_B… Aggiungo che l'assegno è finanziato nell'ambito del PNRR - Spoke 9 dal Centro Nazionale sull'High performance computing, ed è inerente ad un progetto con Intesa Sanpaolo Vita e Assicura sull'Ecoscoring. Vi prego di segnalare questa opportunità a potenziali interessati. Grazie in anticipo per la collaborazione e buon lavoro. Rosaria Simone -- Associate Professor in Statistics Department of Political Science University of Naples Federico II - Italy rosaria.simone(a)unina.it https://www.docenti.unina.it/rosaria.simone -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it *https://sites.google.com/view/elviradinardo <https://sites.google.com/view/elviradinardo>* %-------------------------------------------------------

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Workshop On Randomness and Discrete Structures (Groningen, April 7-9, 2025)
by Réka Szabó 22 Nov '24

22 Nov '24

Dear Colleagues, We are pleased to announce the Workshop On Randomness and Discrete Structures (WORDS 2025) 7-9 April 2025 University of Groningen, the Netherlands The workshop will explore various topics related to discrete structures and randomness, including but not limited to percolation, random graphs, and stochastic geometry. The program will feature presentations from the 9 keynote speakers below, as well as contributed talks. - Timothy Budd (Radboud University) - Nicolas Curien (Université Paris-Sud) - Daniel Dadush (Utrecht University) - Zakhar Kabluchko (University of Münster) - Júlia Komjáthy (Delft University of Technology) - Irène Marcovici (Université de Rouen Normandie) - Giovanni Peccati (University of Luxembourg) - Wioletta Ruszel (Utrecht University) - Clara Stegehuis (Twente University) For more information and registration, please visit our website: https://sites.google.com/rug.nl/words2025/home The registration deadline is February 28, 2025. We encourage junior researchers to propose a contributed talk. We look forward to seeing you in Groningen! Best regards, Tobias Müller, Réka Szabó and Gilles Bonnet

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Workshop a Piacenza - Managing meteorological risk: crossroads between insurance, statistics, and finance - 17 e 18 dicembre 2024
by Enrico Moretto 22 Nov '24

22 Nov '24

Nei giorni 17 (pomeriggio) e 18 (mattino) dicembre 2024 si terrà presso la sede di Piacenza dell'Università Cattolica del Sacro Cuore il workshop Managing meteorological risk: crossroads between insurance, statistics, and finance Il workshop ha lo scopo di mettere in contatto ricercatori e practitioners il cui ambito di lavoro e ricerca è la gestione del rischio meteorologico. Gli invited speaker sono: Silvana Stefani - Università Cattolica del Sacro Cuore and Silkway Network - The Silkway Network: a virtual framework to exchange real knowledge Fred Espen Benth - University of Oslo – Recent advances on weather risk and weather derivatives Guglielmo D’Amico - Università di Chieti e Pescara - Spatial distribution of a risk, premium principles and inequalities Luigi Mariani - Università di Brescia - Meteorology - Methods of observation, networks and data sources Giuliano Piovesan - Revo Insurance - Parametric policies: from product design to actuarial pricing in the context of climate change Sono previste ulteriori sessioni. Per partecipare e/o per poter presentare un proprio lavoro si prega di inviare una mail all'indirizzo email crossroadsworkshop2024(a)gmail.com La partecipazione è gratuita. La lista completa degli speaker sarà pubblicata nel sito: https://sites.google.com/view/cross-roads-2024-workshop/ Si allega la call for contribution. Gli organizzatori Alessandra Mainini, Enrico Moretto e Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

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BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by ELISA VARINI 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers include Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), and SIS (Italian Statistical Society). BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19 November 2024: Start of registration and abstracts' submission (details on the website) – 1 February 2025: Start of payments (details sent to registered persons) – 2 February 2025: Deadline for abstracts' submission – 16 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) For information, please leave your contacts clicking on the KEEP ME INFORMED button in the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

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