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YEPXX | 23-27 June | final announcement
by Simone Baldassarri 11 May '25

11 May '25

Dear colleagues, This is the final announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology. Please visit the website of the event YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…> for further information about the list of the speakers, the schedule and the abstract of the talks. Young researchers are encouraged to participate and contribute with a short talk or a poster by submitting their proposals through the registration form. They can also apply for financial support. If you want to apply for this, please send an email to *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl> *with a brief motivation. The deadline for both contributions and financial support applications is *May 25.* We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe

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Avviso di Seminario: Prof. Kei Kobayashi
by luigia.caputo 10 May '25

10 May '25

Il giorno 13 maggio 2025, alle ore 11:30, in SP2L, aula S. Rionero, del Dipartimento di Matematica e Applicazioni R. Caccioppoli dell'Università degli Studi di Napoli Federico II, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "_Numerical approximation of stochastic di__ﬀ__erential equations modeling subdi__ﬀ__usion"_ Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 09 May '25

09 May '25

Cari colleghi, The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, ~2200 EUR net salary per month) for 3 years starting October 1st, 2025. The IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. DEADLINE FOR APPLICATIONS IS MAY 25, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/193504 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Cordiali saluti, Fabio Bugini

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Cancellazione seminario//12 maggio//Andrea Rinaldo
by Faggionato, Alessandra 09 May '25

09 May '25

Buongiorno purtroppo il seminario di Andrea Rinaldo per Matematica, Scienza e Società previsto per lunedì 12 maggio presso il Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma è stato annullato. Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario di Zongchen Chen a Roma Tre il 15 maggio alle 14:30
by Pietro Caputo 08 May '25

08 May '25

Giovedì 15 maggio alle ore 14.30 Zongchen Chen (Georgia Institute of Technology) terrà il seminario Title: *Counting Random k-SAT Near the Satisfiability Threshold*. Abstract: We present efficient counting and sampling algorithms for random k-SAT when the clause density is at most 2^k/poly(k). In particular, the exponential term 2^k matches the satisfiability threshold O(2^k) for the existence of a solution and the (conjectured) algorithmic threshold 2^k (\ln k)/k for efficiently finding a solution. At the heart of our approach is a refined analysis of the recent novel coupling procedure introduced by Wang and Yin. Our new analysis utilizes the structural properties of random constraint satisfaction problems (CSPs). It provides a universal framework for efficient counting and sampling for random atomic CSPs, including, for example, random hypergraph colorings. At the same time, we obtain as immediate corollaries several important probabilistic properties of random CSPs that have been widely studied but rarely justified, including replica symmetry and non-reconstruction. Joint work with Aditya Lonkar, Chunyang Wang, Kuan Yang, and Yitong Yin. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Via della Vasca Navale 84, Aula A. -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo

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Call for Papers: Special Issue on "Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making" - Mathematics
by Marta Pittavino 08 May '25

08 May '25

*Call for Papers* *Special Issue on “Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making”* *A special issue of Mathematics (ISSN 2227-7390), Section D1: Probability and Statistics* *Guest Editor:* Dr. Marta Pittavino (Ca’ Foscari University of Venice, Venice School of Management, Italy) Dear Colleagues, I am delighted to invite you to contribute to this Special Issue of *Mathematics*, dedicated to *“Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making.”* This issue aims to showcase cutting-edge research and methodological innovations in the increasingly relevant domain of Bayesian Networks, with a particular focus on parameter learning, model fitting, and real-world decision-making applications. We welcome contributions on a wide range of topics, including (but not limited to) additive and dynamic Bayesian Networks, prior distribution choices for parameter estimation, score functions, and the factorization of joint probabilities. Special emphasis will be placed on empirical applications and case studies that demonstrate the impact of Bayesian approaches on practical decision-making. Our goal is to foster a vibrant interdisciplinary dialogue, bringing together researchers from academia and industry to explore new challenges and solutions in this evolving field. We warmly encourage you to submit your latest findings and insights, helping to expand the frontiers of knowledge in Bayesian modeling and decision sciences. We hope this Special Issue will become a valuable reference point for scholars and practitioners alike. Looking forward to your contributions and to a stimulating exchange of ideas! Warm regards, Dr. Marta Pittavino *Guest Editor* *Keywords* - Additive Bayesian networks - Dynamic Bayesian networks - Decision sciences - Choice of the prior distribution - Factorization of the joint probability - Score functions Information on how to submit the paper is available here <https://www.mdpi.com/si/mathematics/1LH93RZ1T1>. *Deadline for the submissions: **10 September 2025*! -- *Marta Pittavino* *Tenure-Track **Assistant Professor of Statistics (RTD-B)* Campus Economico San Giobbe Cannaregio 873 30121 Venezia T. +39 041 234 8755 W. www.veniceschoolofmanagement.it *Last publication: Kinlessness at older ages: Prevalence and heterogeneity in 27 countries <https://dx.doi.org/10.1093/geronb/gbae180>* LinkedIn page <https://www.linkedin.com/in/marta-pittavino-8668863a/>

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Announcement PhD course@UniPD - Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers, by Prof. Yuliia Mishura
by Tiziano Vargiolu 07 May '25

07 May '25

We are pleased to announce the PhD course "Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers", held by Prof. Yuliia Mishura (Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv) The course is organized by the Doctoral Program in Mathematical Sciences of the University of Padova --------------------- Aim: To introduce PhD students to the most interesting and modern models of stochastic pro- cesses, which, firstly, have various and quite deep analytical, wise-trajectory and asymptotic properties, and secondly, serve as adequate models in financial mathematics, physics, cellular communications, biology, etc. We will consider stochastic differential equations with both the Wiener process and the fractional Brownian process and its generalizations. Course contents: Standard Cox-Ingersoll-Ross and Bessel processes: local and global be- haviour of the trajectories as the functionals of coefficients. Fractional Cox-Ingersoll-Ross and Bessel processes and their main properties in dependence of the value of Hurst index. Drift parameters estimation in the standard and fractional Cox-Ingersoll-Ross models. Exact and ap- proximate option pricing under stochastic volatility modeled by fractional Ornstein-Uhlenbeck process. Functional limit theorems for financial markets driven by fractional long-range de- pendent processes. Fractional Gaussian noise: entropy and alternative entropy functionals, an- alytical and computational problems related to predictors. Gaussian-Volterra processes as the generalization of fractional Brownian motion. Tempered fractional processes. A more detailed description of the course can be found here: https://www.math.unipd.it/~dottmath/corsi2025/Mishura.pdf --------------------------- The course will consist of 16 hours, beginning on May 14, 2025 with the following calendar: 14/5 h. 14.30-16.30 16/5 h. 10.00-12.00 20/5 h. 14.30-16.30 21/5 h. 14.30-16.30 27/5 h. 14.30-16.30 30/5 h. 10.00-12.00 3/6 h. 14.30-16.30 6/6 h. 10.00-12.00 The course is free, but for organizing reasons we kindly ask all interested people to enroll the course here: https://servizi-esterno.math.unipd.it/userlist/lista/view?id=119 ------------------ Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Next OWPS today
by Luisa Andreis 07 May '25

07 May '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars> (next dates: May 14, May 21). We hope to see many of you online! Luisa and Roger ---------- Forwarded message --------- From: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> Date: Sun, May 4, 2025 at 9:58 PM Subject: Next OWPS this Wednesday To: <owps(a)lists.bath.ac.uk<mailto:owps@lists.bath.ac.uk>> The next OWPS will be on Wednesday, May 7, from 13:00 to 15:00 UTC time Speakers: Matthew Kahle<https://matthewkahle.org/> (Ohio State University), András Mészáros<https://users.renyi.hu/~meszaros/> (Alfréd Rényi Institute of Mathematics) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. Upcoming seminars<https://www.owprobability.org/one-world-probability-seminar/future-seminars>: May 14: Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) May 21: Eleanor Archer (Dauphine-PSL Paris), Anita Winter (Duisburg-Essen University) ----------------------- Introduction to determinantal random hypertrees Matthew Kahle (Ohio State University) Abstract: A hypertree is a simplicial complex that serves as a higher-dimensional analogue of a tree. We will discuss a natural model of random hypertree, inspired by enumerative work of Kalai and probabilistic work of Lyons. This model is a higher-dimensional analogue of a uniform spanning tree on a complete graph. In this talk, we will take some time to carefully motivate and define the model, and then to discuss some of its probabilistic properties. Finally, we will overview some results of Andrew Newman's and mine about the basic properties of 2-dimensional determinantal random hypertrees. In particular, we will discuss torsion in homology and hyperbolicity of the fundamental group. I will not assume any topological prerequisites, and will aim to make the talk as self contained as possible. Determinantal hypertrees and graph limits András Mészáros (Alfréd Rényi Institute of Mathematics) Abstract: We discuss how graph limit theory can provide us with useful tools to understand random simplicial complexes. Extendending the result of Grimmett on the local weak limit of uniform random spanning trees of complete graphs, we describe the local weak limit of determinantal hypertrees. Relying on the large deviation principle for the Erdős–Rényi random graph by Chatterjee and Varadhan, we give an upper bound on the mod 2 homology of 2-dimensional determinantal hypertrees. If time permits, we discuss conjectures on the distribution of the p-torsion of the first integral homology group of 2-dimensional determinantal hypertrees. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Save the date: OWABI@BioInference2025 - 29th May 10am UK time
by Massimiliano Tamborrino 07 May '25

07 May '25

Dear all, the next OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is going to be quite special, consisting of two selected talks livestreamed from BioInference 2025 (https://bioinference.github.io/2025/) a conference on mathematical modelling and inference on (broadly speaking) biological system. The seminars will be on Thursday the 29th May, at 10am UK time (note the different time with respect to previous seminars), given by * Andrew Golightly (Durham University), Accelerating Bayesian inference for stochastic epidemic models using incidence data * Henrik Häggström (Chalmers University), Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology with abstracts reported below. The talks will be streamed on the OWABI MS Team Channel<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> , at the link https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 323 917 219 730 3 Passcode: Fk9JG3eB 1st OWABI Talk: 10-10.30am UK time Speaker: Andrew Golightly<https://www.durham.ac.uk/staff/andrew-golightly/> (Durham University) Title: Accelerating Bayesian inference for stochastic epidemic models using incidence data Abstract: This work considers the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. The most natural Markov jump process representation of the model is eschewed for reasons of computational efficiency, and replaced by a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. Unlike previous approaches that use the LNA in this setting, two approaches for marginalising over the latent process are considered: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the noise model. These approaches are compared using synthetic data with the best performing method applied to real data consisting of removal incidence of Oak Processionary moth nests in Richmond Park, London. 2nd Seminar: 10.30-11am UK time Speaker: Henrik Häggström<https://research.chalmers.se/en/person/henhagg> (Chalmers University) Title: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology Abstract: We propose a novel methodology for Bayesian inference in hierarchical mixed-effects models. By building on our work [1], we construct a simulation-based inference (SBI) framework that is highly scalable, where amortized approximations to the likelihood and the parameters posterior are first obtained, and these are rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. Unlike the current state-of-art SBI methods, which use neural networks, our approximations are expressed via Gaussian mixture models, leading to easily trainable, parsimonious yet expressive surrogate models of both the likelihood function and the posterior distribution. The methodology is exemplified via stochastic differential equation mixed-effects models to describe translation kinetics after mRNA transfection, however the methodology is general and can accommodate other types of stochastic and deterministic models. We compare our approximate inference with exact pseudomarginal inference and show that our methodology is fast and competitive. We are looking forward to seeing you at the next OWABI seminar(s), best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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5th ZiF Summer School Randomness in Physics and Mathematics
by Manuela Girotti 06 May '25

06 May '25

Deal all, I am forwarding the following exciting Summer School opportunity for young researchers (PhDs and postdocs). << Dear Colleague, Below please find the second circular on the 5th ZiF Summer School Randomness in Physics and Mathematics: From Thermalisation in Quantum systems to Random Matrices, Aug. 25 - Sept. 6, 2025, ZiF Bielefeld, Germany Please feel free to forward this to potential junior participants. The goal of this two-week event is to bring together PhD or MSc students and postdocs from various areas in mathematics, mathematical and theoretical physics. Topics include the eigenstate thermalisation hypothesis, two-dimensional Coulomb gases, multiplicative chaos and deep learning, with methods coming from free probability, spin glasses, integrable systems, and statistics. The interdisciplinary lecture series will be given by Benoit Collins (Kyoto), Laszlo Erdös (Klosterneuburg), Laura Foini (Saclay), Silvio Franz (Paris), Tamara Grava (Bristol), Gaultier Lambert (Stockholm), Andrea Montanari (Standford) and Ofer Zeitouni (Rehovot), see https://indico.physik.uni-bielefeld.de/event/220/ for further details. The school will kick off the 4 month programme "The Lush World of Random Matrices" at the Centre for Interdisciplinary Research ZiF, organised by Jean-Philippe Bouchaud and Valentina Ros. For further information including the 3 workshops held in this period see https://www.uni-bielefeld.de/einrichtungen/zif/groups/ongoing/matrices/ May 18 2025 is the deadline for applications to participate in the 5th ZiF Summer School, see https://indico.physik.uni-bielefeld.de/event/220/page/38-registration-form For further information about the school please contact one of the organisers: akemann(a)physik.uni-bielefeld.de or goetze(a)math.uni-bielefeld.de With best regards, Gernot Akemann and Friedrich Goetze >>

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

06 May '25

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

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

06 May '25

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

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

05 May '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Mon, 5 May 2025 at 17:17 Subject: Seminario di Matematica, Scienza & Società To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Avviso di seminario di Matematica, Scienza & Società Lunedì 12 maggio 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Andrea Rinaldo (École Polytechnique Fédérale Lausanne & Università di Padova)Clima, acqua, malattie e solidarietá nel mondo che cambia* Sommario Il clima sta cambiando rapidamente. Dobbiamo farlo anche noi, non considerando scontati privilegi consolidati dal tempo, usi e tradizioni dei luoghi, organizzazioni politiche e sociali, e le espressioni della sensibilità collettiva. Serviranno letture attente del governo dell’acqua, riflettendo su Ambiente naturale e costruito intorno a noi, e ripensamenti del rapporto fra risorse e solidarietà, e sui modi e i tempi della giustizia distributiva nella gestione delle risorse idriche. La mia tesi: i grandi temi di salvaguardia legati al governo dell’acqua, e dunque alla metastoria, riguardano sia il Nord che del Sud del mondo, e ci obbligano a riflettere sulla relazione fra trasformazioni del paesaggio, usi del suolo e dinamica delle risorse naturali, ma anche su un’etica dello sviluppo che tenga conto di un’equa distribuzione dei privilegi e delle risorse. Il seminario si propone in particolare di evidenziare il filo rosso che lega la descrizione matematica di processi idrologici ed epidemiologici, e della geometria della natura nel paesaggio fluviale, a temi centrali nella valutazione della ricchezza e della povertà delle nazioni e nella economia ambientale contemporanea. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… I seminari di Matematica, Scienza e Società sono dedicati all'approfondimento storico e critico di aspetti della matematica e dei suoi rapporti con la scienza e con la società. I seminari hanno carattere interdisciplinare e sono rivolti a studenti, dottorandi, docenti universitari e docenti della scuola secondaria di secondo grado. F. Dell'Isola, M. Pulvirenti, E. Rogora, B. Scoppola, A. Teta %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario Emanuele Dolera - Politecnico di Milano - 9 Maggio 2025
by Luca Scarpa 05 May '25

05 May '25

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

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

05 May '25

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

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

05 May '25

Buongiorno, ricordiamo a tutti gli interessati che oggi lunedì 5 maggio dalle 16 alle 17:17 si svolgerà il periodico seminario online del gruppo UMI-PRISMA. I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi pomeriggio saranno Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) che parleranno di: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88514293418 <https://www.google.com/url?q=https://unitn.zoom.us/j/88514293418&sa=D&sourc…> ID riunione: 885 1429 3418 Codice d’accesso: 236100 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) TITOLO: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore RIASSUNTO: Nella prima parte del seminario verranno introdotte alcune classi di equazioni di evoluzione in relazione alla modellizzazione di problemi di transizione di fase. Dal punto di vista matematico tali equazioni sono caratterizzate da una dinamica doppiamente nonlineare che tipicamente non ne assicura la buona positura. In particolare, l’unicità delle soluzioni viene a mancare. Questo motiva l’introduzione e l'analisi di opportune formulazioni stocastiche per tali modelli, nell’ottica di ottenere effetti di regolarizzazione per rumore. Nella seconda parte il problema di regolarizzazione per rumore verrà inquadrato nel contesto più generale di equazioni di evoluzione stocastiche con drift singolare e verranno presentati alcuni risultati di unicità. L'applicabilità di tali tecniche identificherà naturalmente un concetto di criticità che porrà le equazioni doppiamente nonlineari in un regime supercritico. Per queste verrà fornito infine un risultato parziale di stabilità per rumore. I risultati presentati nei seminari sono stati ottenuti in collaborazione con F. Bertacco (Imperial College London) e U. Stefanelli (Università di Vienna). %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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

04 May '25

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

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

02 May '25

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

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

02 May '25

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

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

01 May '25

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

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

01 May '25

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

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

01 May '25

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

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

01 May '25

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

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Minicorso Christian Léonard
by Gustavo Posta 30 Apr '25

30 Apr '25

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

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

30 Apr '25

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

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

30 Apr '25

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

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

30 Apr '25

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

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

29 Apr '25

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

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

29 Apr '25

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

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

29 Apr '25

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

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

29 Apr '25

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

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

28 Apr '25

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

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

28 Apr '25

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

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Minicorso Claudio Landim
by Gustavo Posta 27 Apr '25

27 Apr '25

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

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

27 Apr '25

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

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

25 Apr '25

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

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

24 Apr '25

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

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

24 Apr '25

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

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

24 Apr '25

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

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

23 Apr '25

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

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

23 Apr '25

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

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

23 Apr '25

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

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

23 Apr '25

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

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

23 Apr '25

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

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

23 Apr '25

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

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

23 Apr '25

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

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PhD in Economics and Finance, University of Verona - Call for Applications
by Athena Picarelli 22 Apr '25

22 Apr '25

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

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

22 Apr '25

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

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

22 Apr '25

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

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

22 Apr '25

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

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

22 Apr '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 5 maggio 2025*. I relatori saranno *Carlo Orrieri* (Università di Pavia) e *Luca Scarpa* (Politecnico di Milano) che parleranno di: *Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88514293418 ID riunione: 885 1429 3418 Codice d’accesso: 236100 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) TITOLO: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore RIASSUNTO: Nella prima parte del seminario verranno introdotte alcune classi di equazioni di evoluzione in relazione alla modellizzazione di problemi di transizione di fase. Dal punto di vista matematico tali equazioni sono caratterizzate da una dinamica doppiamente nonlineare che tipicamente non ne assicura la buona positura. In particolare, l’unicità delle soluzioni viene a mancare. Questo motiva l’introduzione e l'analisi di opportune formulazioni stocastiche per tali modelli, nell’ottica di ottenere effetti di regolarizzazione per rumore. Nella seconda parte il problema di regolarizzazione per rumore verrà inquadrato nel contesto più generale di equazioni di evoluzione stocastiche con drift singolare e verranno presentati alcuni risultati di unicità. L'applicabilità di tali tecniche identificherà naturalmente un concetto di criticità che porrà le equazioni doppiamente nonlineari in un regime supercritico. Per queste verrà fornito infine un risultato parziale di stabilità per rumore. I risultati presentati nei seminari sono stati ottenuti in collaborazione con F. Bertacco (Imperial College London) e U. Stefanelli (Università di Vienna). %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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

16 Apr '25

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

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OWABI - Ayush Bharti - April 24
by Massimiliano Tamborrino 15 Apr '25

15 Apr '25

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

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Fwd: Corso su biliardi a Cortona, 29 giugno - 4 luglio 2025
by Elisabetta Candellero 14 Apr '25

14 Apr '25

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

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Kolmogorov Meets Turing 2025
by Marco Scarsini 13 Apr '25

13 Apr '25

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

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

13 Apr '25

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

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

13 Apr '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Avviso di seminario di Matematica, Scienza & Società Lunedì 14 aprile 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Riccardo Adami (Politecnico di Torino)La seconda rivoluzione quantistica: il gatto ci spia ma il collasso ci protegge* Sommario Oltre alla fisica e alla matematica, la Meccanica Quantistica ha rivoluzionato le esistenze degli uomini e delle donne, rendendo possibili dispositivi prima impensabili: le invenzioni del transistor, del laser e del led sono tre dei passaggi chiave della cosiddetta “rivoluzione tecnologica quantistica”. Oggi siamo alla vigilia della seconda rivoluzione, che sarà segnata dalla realizzazione del computer quantistico e di altre nuove tecnologie. Una novità della seconda rivoluzione è che essa si realizzerà nel segno della semplicità: invece di essere sistemi composti da molte particelle, i nuovi dispositivi sfrutteranno le caratteristiche quantistiche delle singole particelle. Siccome è proprio nei sistemi semplici che entra in gioco la stranezza del mondo quantistico, la progettazione delle nuove tecnologie sta riaprendo il dibattito sulla visione del mondo che origina dalla meccanica quantistica. Esploreremo alcune delle questioni filosofiche ritornate di attualità, anche alla luce delle applicazioni a una scienza ormai pervasiva quanto necessaria: la crittografia. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… F. Dell'Isola, M. Pulvirenti, E. Rogora, B. Scoppola, A. Teta %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario di Fraydoun Rezakhanlou a Roma1
by Faggionato, Alessandra 13 Apr '25

13 Apr '25

Seminario congiunto di Probabilità e Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Martedì 15 aprile, ore 14:00, sala di Consiglio Fraydoun Rezakhanlou (UC Berkeley) *Periodic orbits for stochastically stationary Hamiltonian ODEs* Abstract. For a stochastically stationary Hamiltonian ODE in a Euclidean space, the set of periodic orbits yields a translation invariant random process. In this talk I will discuss an ergodic theorem for the density of periodic orbits with an explicit formula for the density. Tutte le persone interessate sono invitate a partecipare. Saluti Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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2 year research contract on Stochastics, MFGs, Optimisation, ML
by Luca Di Persio 12 Apr '25

12 Apr '25

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

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

11 Apr '25

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

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

11 Apr '25

Ricevo e con piacere inoltro. Il seminario e' tra meno di 2h Buona giornata Alessandra ---------- Forwarded message --------- From: Basile, Giada <basile(a)mat.uniroma1.it> Date: Fri, 11 Apr 2025 at 09:18 Subject: promemoria seminario Makiko Sasada Care e cari, vi ricordo che oggi alle 16:15 ci sarà il seminario di Makiko Sasada. Titolo: Discrete geometric structure of large-scale interacting systems Abstract. In this talk, we explore large-scale interacting systems that explain macroscopic phenomena through the movement of microscopic particles. These systems are modeled by discrete lattices where microscopic dynamics occur and the transitions between adjacent sites, referred to as “interactions” in our definition. We classify interactions based on conserved quantities, which reflect macroscopic properties, and introduce wedge sums and box products as methods to construct new interactions from existing ones. We also present a discrete harmonic theory for large-scale interacting systems on discrete lattices with finite local state sets. By assuming exchangeable interactions, we define the inverse harmonic period matrix, which we expect to correspond to the diffusion matrix in the hydrodynamic limit. Our result offers an interpretation of the diffusion matrix based on the geometry of the microscopic model. Founded by the European Union - Next Generation EU. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Post-doc/contratto ricerca 2 anni presso Milano-Bicocca
by Emanuela Rosazza Gianin 11 Apr '25

11 Apr '25

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

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

10 Apr '25

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

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

10 Apr '25

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

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

10 Apr '25

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

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

09 Apr '25

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

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

09 Apr '25

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

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

09 Apr '25

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

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

09 Apr '25

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

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

08 Apr '25

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

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

08 Apr '25

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

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

07 Apr '25

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

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

07 Apr '25

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

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

07 Apr '25

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

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

07 Apr '25

Apologies for cross-posting*.* ******************************************************************************************* Dear Colleagues, Dear Friends, the early bird registration deadline of the *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025) *is approaching. The conference will take place from *June 25 – 27, 2025 in Novara, Italy*. *Visit our new website at iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/> for more details!* *INVITED SPEAKERS:* - Anne van Delft, Columbia University NY, USA - Holger Dette, RUHR-University Bochum, Germany - Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain - Karel Hron, Palacký University Olomouc, Czech Republic - Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium - Alessandra Menafoglio, Politecnico di Milano, Italy - Pavlo Mozharovskyi, Telecom Paris, France - Anuj Srivastava, Florida State University, USA - Shahin Tavakoli, University of Geneva, Switzerland - Simone Vantini, Politecnico di Milano, Italy ******************************************************************************************* *Workshop Format:* The workshop will feature no parallel sessions, with approximately 30 Oral communications spread over 5 half days. Oral presentations will be selected among the accepted short papers, Poster sessions will accommodate additional contributions not selected for oral presentation. *PUBLICATIONS:* - A *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. ******************************************************************************************* Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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

07 Apr '25

Buongiorno, ricordiamo che oggi lunedì 7 aprile dalle 16 alle 17:15 si svolgerà il periodico seminario on-line del gruppo UMI - PRISMA ( http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi saranno Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) che parleranno di: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/87150580430 ID riunione: 871 5058 0430 Codice d’accesso: 591823 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) TITOLO: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie RIASSUNTO: Nella prima parte del seminario verrà introdotto il modello di Ewens-Pitman per partizioni aleatorie, presentandone una caratterizzazione in termini di sufficienza predittiva nell’ambito della classe dei modelli di campionamento di specie. Successivamente, verrà offerta una panoramica sui principali teoremi limite relativi al numero di blocchi e blocchi con molteplicità della partizione di Ewens-Pitman, con particolare attenzione alle fluttuazioni quasi-certe, ai principi di grandi deviazioni e alle fluttuazioni Gaussiane. Infine, si illustrerà un’applicazione del modello di Ewens-Pitman alla soluzione Bayesiana del problema della stima della “missing mass”, noto come problema di Good-Turing, e della stima del “unseen”, o problema di Fisher-Efron. Nella seconda parte del seminario si parlerà di allocazioni aleatorie; un’allocazione di N oggetti è un multi-insieme di sottoinsiemi non vuoti degli N oggetti che, al contrario di una partizione, possono non essere mutuamente esclusivi o esaustivi. Partendo dal modello Indian buffet di Ghahramani e Griffiths, che costituisce il naturale analogo del modello di Ewens nel caso di allocazioni, verranno presentati alcuni risultati sull’analisi Bayesiana di allocazioni aleatorie. In particolare, verranno discusse caratterizzazioni di sufficienza predittiva per allocazioni aleatorie, che generalizzano i corrispondenti risultati sui modelli di campionamento di specie. Due illustrazioni relative al problema delle “missing features” verranno descritte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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

04 Apr '25

Giovedì 10 aprile alle ore 16.30, Charles Bordenave (CNRS - Marseille) terrà il seminario Title: Cutoff for geodesic paths on hyperbolic manifolds Abstract: This is a joint work with Joffrey Mathien. We establish new instances of the cutoff phenomenon for geodesic paths and for the Brownian motion on compact hyperbolic manifolds. We prove that for any fixed compact hyperbolic manifold, the geodesic path started on a spatially localized initial condition exhibits cutoff. Our work also extends results obtained by Golubev and Kamber on hyperbolic surfaces of large volume to any dimension. More generally, we will discuss ongoing works on the cutoff phenomenon in mixing dynamical systems. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Lungotevere Dante 376 - aula M1. -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo

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Seminar Giorgia CALLEGARO
by Antonello Pesce 03 Apr '25

03 Apr '25

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

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

03 Apr '25

Please circulate among all the potential interested people. ------------------------- INdAM (Istituto Nazionale di Alta Matematica) invites applications for a two-years postdoctoral position in probability and applications (MATH-03/B). The successful candidate is expected to integrate the group of probability and mathematical finance of the Department of Mathematics of the University of Padova. The call (in Italian) is available here: https://www.altamatematica.it/progetti-pnrr/ Research topics of the group include: - Statistical mechanics: interacting particle systems, disordered systems, random matrices and graphs, percolation, Gaussian models of statistical mechanics (Gaussian free fields, spin glasses), models for life sciences. - Markov chains: ergodic behavior of Markov chains, cut-off phenomena, queueing theory and stochastic networks. - Stochastic control theory and mean-field games: Chaos propagation, infinite-dimensional Hamilton Jacobi equations, Nash equilibria, controlled McKean-Vlasov dynamics, filtering problems, Schrödinger bridges. - Stochastic algorithms and machine learning: Sinkhorn algorithm for entropic transport, score-based generative models, flow matching algorithms. - Finance: Volterra, fractional and Hawkes processes. Control problems and stochastic games in finance. Numerical probability. Applications: (rough) volatility models, interest rate models, models for energy markets and for the optimal management of renewable sources, cybersecurity, insurance problems. Please note the short deadline for applications (April 15). The gross yearly salary is 40.000 euros. Interested candidates can contact the members of the probability and math finance team in Padova: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit… Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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BioInference2025 (28-30th May, Bardonecchia, Italy) - Registration now open
by Enrico Bibbona 03 Apr '25

03 Apr '25

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

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

03 Apr '25

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

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

03 Apr '25

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

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

03 Apr '25

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

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

03 Apr '25

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

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

02 Apr '25

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

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

02 Apr '25

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

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

02 Apr '25

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

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I: Next OWPS
by Luisa Andreis 02 Apr '25

02 Apr '25

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

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

02 Apr '25

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

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

02 Apr '25

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

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

02 Apr '25

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

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

02 Apr '25

Call Talent@Unipd - ERC Scouting at the University of Padua Dear Colleagues, The University of Padua (Unipd) is looking for outstanding researchers of any age and nationality to leverage successful applications for the 2026 ERC Starting Grant call, funded by the European Commission within the Horizon Europe Framework Programme. ERC Starting Grants are open to candidates who have successfully defended their first PhD thesis within a minimum of 2 and a maximum of 7 years prior to 1st January 2026, have an outstanding scientific track-record, as well as an excellent research proposal. Through the Talent@Unipd Starting Grants scouting initiative, Unipd aims at identifying promising candidates for the forthcoming ERC Starting Grant 2026 call, whose possible deadline is in October/November 2025 Selected Talent candidates will be assisted at each stage of their proposal writing by highly qualified research support staff at Unipd. Researchers wishing to participate should fill in the application form available here https://forms.gle/KU6J9sJYD6pNxSL68 and submit it by 30 April 2025, at 1 p.m. (Italian time zone), attaching the following documents · CV and track-record (use of a dedicated template is mandatory) · Proposal in English of max. 4.000 characters (spaces included), describing the project idea · Letter of commitment, duly signed, indicating the University of Padua as host institution for the future ERC application. Templates are available at https://www.unipd.it/en/call-starting-grant-2026. Thank you for your cooperation in promoting or participating in our Talent@Unipd - Starting Grants 2026 scouting programme. Should you have questions or need any further clarification, please do not hesitate to contact the University of Padua International Research Office - individual.grants(a)unipd.it. Useful links: - pagina Talent ITA | https://www.unipd.it/call-starting-grant-2026 - page Talent ENG | https://www.unipd.it/en/call-starting-grant-2026 - why choosing Padua as Host Institution | https://www.unipd.it/en/unipd-host-institution Best regards, -- Ufficio Ricerca Internazionale | International Research Office Settore finanziamenti individuali | Individual Grants Unit Università degli Studi di Padova | University of Padova via Martiri della Libertà, 8 - 35137 Padova, Italia | Italy http://www.unipd.it/ricercainternazionale https://www.unipd.it/en/supportingresearch FB: International Research Office Twitter: Ricerca Int. UniPd@ServizioRicerc LinkedIN: Int. Research Office Unipd Moodle: International Research Office Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Gruppo di studio: Dottorato in Probabilità e Statistica e Industria
by Enrico Scalas 01 Apr '25

01 Apr '25

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

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

01 Apr '25

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

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

01 Apr '25

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

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

01 Apr '25

Dear colleagues, This is a reminder that on Friday, *April 11th*, the fifteenth seminar day in the “Days in Probability and Statistical Physics” will take place.in at the Department of Mathematics and Computer Science "Ulisse Dini", Viale Morgagni 67/a, Florence. Lecturers: Prof. *Clara Stegehuis* (Twente University) Title: Detecting geometry in scale free networks Prof.* David Belius* (UniDistance Suisse) Title (Introductory lecture): The story of mean-field spin glasses Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses Each speaker will give a 45 minutes introductory lecture tailored for non-experts, followed by another 45 minutes of seminar-style presentation (see program). More information, including the abstracts, can be found on the event’s webpage <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> . *Practical notes*: for organization purposes, we kindly ask those who plan to attend to fill out the following Google Form *by* *April 6*: https://forms.gle/zYv2BFAmMy42cf8y8 We look forward to seeing many of you and please feel free to share the announcement with those you think may be interested, particularly to young researchers! Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. *PROGRAM* 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Stegehuis 11:45-12:15 Break 12:15-13:00 Seminar: Stegehuis 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Belius 15:15-15:45 Break 15:45-16:30 Seminar: Belius You can find here <https://mail.google.com/mail/u/1/#search/probability+day+11+aprile/FMfcgzQZ…> the poster of the event.

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

28 Mar '25

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

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Associate Professor in Probabilistic Machine Learning in Oslo ?
by Arnoldo Frigessi 28 Mar '25

28 Mar '25

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

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

27 Mar '25

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

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

27 Mar '25

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

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

27 Mar '25

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

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

27 Mar '25

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

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

26 Mar '25

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

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

26 Mar '25

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

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

25 Mar '25

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

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

24 Mar '25

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

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

24 Mar '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per lunedì 7 aprile 2025. I relatori saranno Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) che parleranno di: *Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/87150580430 ID riunione: 871 5058 0430 Codice d’accesso: 591823 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) TITOLO: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie RIASSUNTO: Nella prima parte del seminario verrà introdotto il modello di Ewens-Pitman per partizioni aleatorie, presentandone una caratterizzazione in termini di sufficienza predittiva nell’ambito della classe dei modelli di campionamento di specie. Successivamente, verrà offerta una panoramica sui principali teoremi limite relativi al numero di blocchi e blocchi con molteplicità della partizione di Ewens-Pitman, con particolare attenzione alle fluttuazioni quasi-certe, ai principi di grandi deviazioni e alle fluttuazioni Gaussiane. Infine, si illustrerà un’applicazione del modello di Ewens-Pitman alla soluzione Bayesiana del problema della stima della “missing mass”, noto come problema di Good-Turing, e della stima del “unseen”, o problema di Fisher-Efron. Nella seconda parte del seminario si parlerà di allocazioni aleatorie; un’allocazione di N oggetti è un multi-insieme di sottoinsiemi non vuoti degli N oggetti che, al contrario di una partizione, possono non essere mutuamente esclusivi o esaustivi. Partendo dal modello Indian buffet di Ghahramani e Griffiths, che costituisce il naturale analogo del modello di Ewens nel caso di allocazioni, verranno presentati alcuni risultati sull’analisi Bayesiana di allocazioni aleatorie. In particolare, verranno discusse caratterizzazioni di sufficienza predittiva per allocazioni aleatorie, che generalizzano i corrispondenti risultati sui modelli di campionamento di specie. Due illustrazioni relative al problema delle “missing features” verranno descritte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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

24 Mar '25

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

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

24 Mar '25

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

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Ph.D. course by Vojkan Jaksic - Dip. Matematica - La Sapienza
by Faggionato, Alessandra 22 Mar '25

22 Mar '25

Buongiorno, nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor *Vojkan Jakšic* (McGill University, Montreal & Politecnico di Milano, Milano) terrà un corso di dottorato intitolato *MODERN NON-EQUILIBRIUM STATISTICAL MECHANICS* secondo il seguente calendario: *PART I. Classical Statistical Mechanics* I.1) giovedì 3 aprile, ore 12:00-13:30, sala di Consiglio I.2) giovedì 3 aprile, ore 15:30-17:00, aula L I.3) venerdì 4 aprile, ore 12:00-13:30, sala di Consiglio I.4) venerdì 4 aprile, ore 15:00-16:30 sala di Consiglio *II. INTERLUDE: Elements of C*-algebras theory for Statistical Mechanics* (introductory material for students) Lunedì 7 aprile, ore 10-13, sala di Consiglio *III. Quantum Statistical Mechanics* Per evitare sovrapposizione con il workshop "*Stochastic Equations and Particle Systems*", questa parte del corso viene posticipata ad una successiva settimana di aprile, da concordarsi con i partecipanti alla prima parte. Tutte le attività si svolgeranno presso il Dipartimento di Matematica "G. Castelnuovo". Tutte le persone interessate sono benvenute. Si assume che i/le partecipanti abbiano una conoscenza di base dei metodi matematici della Meccanica Statistica e della Meccanica Quantistica. Il programma del corso, in allegato, è stato leggermente modificato rispetto al primo annuncio. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Keynote Lineup & Call for Papers – IFIP Performance 2025
by Zocca, A. (Alessandro) 21 Mar '25

21 Mar '25

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

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

21 Mar '25

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

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

21 Mar '25

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

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

20 Mar '25

Dear Colleagues, This is the second announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology. The workshop will be centered around interacting particle systems on and of complex systems, aiming at describing criticality, phase transitions, and finite-size corrections in problems at the interface of mathematics, physics, biology, and computer science. This workshop aims to bring together young researchers and renowned scientists to share ideas, discuss research, and enable the next generation of researchers to obtain an overview of the emerging research field on this theme. The workshop will feature 3 mini-courses by the following distinguished speakers: - Shankar Bhamidi (University of North Carolina) - Cristian Giardinà (Università degli Studi di Modena e Reggio Emilia) - Andrea Montanari (Stanford University) The workshop will also include invited talks by the following distinguished speakers: - Alessandra Bianchi (Università di Padova) - Francesca Collet (Università di Verona) - Elena Magnanini (Weierstrass Institut) - Noela Müller (TU Eindhoven) - Elena Pulvirenti (TU Delft) - Wioletta Ruszel (Utrecht University) - Mei Yin (University of Denver) - Irene Ayuso Ventura (Durham University) There will also be short talk and poster sessions for early postdocs and PhD students based on abstract proposals. Registrations are now open at *YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…>*. Subject to sufficient final resources we will consider granting additional funding for young researchers. If you want to apply for this, please send an email to: *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl>*. Further information is available on the website of the event. We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe The organizers of this workshop are committed to ensuring that scientific events are accessible to everyone, regardless of their identity, and are devoted to creating a safe and respectful environment for all participants.

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Seminario Lorenzo dello Schiavo
by Gustavo Posta 20 Mar '25

20 Mar '25

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

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Seminar Enrico Biffis
by Gabriele Stabile 20 Mar '25

20 Mar '25

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

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

20 Mar '25

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

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

19 Mar '25

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

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

19 Mar '25

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

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

19 Mar '25

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

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

18 Mar '25

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

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

17 Mar '25

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

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

14 Mar '25

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

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

14 Mar '25

Buongiorno a tutti, Il seminario di Andrea Macrina di oggi pomeriggio ore 16:30 sarà trasmesso anche su zoom. Di seguito il link zoom, e titolo e abstract. Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Argomento: Seminario Andrea Macrina Ora: 14 mar 2025 04:30 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna Entra nella riunione in Zoom https://unipd.zoom.us/j/82206498450?pwd=1eDVgGamD6rEwyR5gA2VYkmGMFI6EH.1 ID riunione: 822 0649 8450 Codice d’accesso: 244411 Da: alekos.cecchin(a)unipd.it <alekos.cecchin(a)unipd.it> Inviato: lunedì 10 marzo 2025 11:30 A: random(a)mail.dm.unipi.it Cc: 'Macrina, Andrea' <a.macrina(a)ucl.ac.uk> Oggetto: Seminario Padova - Andrea Macrina Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (14 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Macrina (UCL London) <https://amacrina.wixsite.com/macrina> https://amacrina.wixsite.com/macrina Title: Continuous-Time Quantile Processes with Applications in Finance and Insurance Date: March 14, 2025, at 16:30, room 2BC30 Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a dynamic random quantile level that allows for direct interpretation of the resulting quantile process characteristics such as location, scale, skewness, and kurtosis, in terms of the model parameters. The second type are function--valued quantile diffusions and are driven by stochastic parameter processes, which determine the entire quantile function at each point in time. By the proposed construction method, quantile processes are obtained by transforming the marginals of a diffusion process under a composite map consisting of a distribution and a quantile function. Sub-classes of quantile diffusions are explored, with emphasis placed on the Tukey family of models whereby skewness and kurtosis are directly parameterised and thus the composite map is explicable with respect to such statistical behaviours. As an example of an application of quantile diffusions, we show how probability measure distortions, a form of dynamic tilting, can be induced. Though particularly useful in financial mathematics and actuarial science, examples of which are given in this work, measure distortions feature across multiple research areas. For instance, dynamic distributional approximations (statistics), non-parametric and asymptotic analysis (mathematical statistics), dynamic risk measures (econometrics), behavioural economics, decision making (operations research), signal processing (information theory), and not least in general risk theory including applications thereof. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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NDSTD25@UniVie - Registration is open
by paul.peter.hager＠univie.ac.at 14 Mar '25

14 Mar '25

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

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Open Dynamical Systems postdoc position at VU Amsterdam
by Massimiliano Tamborrino 13 Mar '25

13 Mar '25

Ricevo ed inoltro con piacere una call per un postdoc di 2 anni per lavorare con Daniele Avitabile (in Cc) a VU Amsterdam. Saluti, Massimiliano ________________________________ Dear All, Please find below the details of a posdtoctoral position open at VU Amsterdam’s Centre for Dynamics and Computation (ACDC), with deadline on Friday the 4th of April. The position is not attached to a specific project, and the candidate will ideally connect to the existing research streams in ACDC (see the message below below for a full list of researchers working in the centre). Mathematical Neuroscience, Uncertainty Quantification, Data Assimilation, Numerical Analysis, and Stochastics are amongst the themes of the call. ACDC members active in the areas above are Daniele Avitabile (d.avitabile(a)vu.nl<mailto:d.avitabile@vu.nl>) Chris Bick (c.bick(a)vu.nl<mailto:c.bick@vu.nl>) Svetlana Dubinkina (s.b.dubinkina(a)vu.nl) and candidates who would like to discuss connections to these areas can write to us jointly. General organisational enquries about the call should be sent to c.bick(a)vu.nl<mailto:c.bick@vu.nl> Please circulate this to potentially interested candidates. Daniele --- Dear colleagues, the Amsterdam Center for Dynamics and Computation (http://amsterdam-dynamics.nl<http://amsterdam-dynamics.nl/>) within the Department of Mathematics of the Vrije Universiteit Amsterdam is recruiting a 2-year postdoctoral researcher. Ideally, the candidate can connect to existing research strengths of the Center, including (but not limited to) differential equations, networks, data assimilation, systems biology, rigorous numerics, mathematical neuroscience, inverse problems, numerical analysis, and systems with multiple scales. Candidates should apply by *Fri, April 4, 2025* through the VU online system at the link below http://workingat.vu.nl/vacancies/postdoc-in-dynamical-systems-amsterdam-114… Please bring this vacancy to the attention of any suitable candidate. Best wishes, Chris on behalf of the Amsterdam Center for Dynamics and Computation Daniele Avitabile www.danieleavitabile.com ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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"An afternoon on stochastic control" - Milano-Bicocca
by Federica Masiero 13 Mar '25

13 Mar '25

Carissime/i segnaliamo che* lunedì 24 marzo, alle ore 14 in aula 3014*, edificio U5-Ratio, Università di Milano Bicocca, terzo piano, si terrà il mini workshop *"An afternoon on stochastic control"* Di seguito il programma: ore 14 *"Mean field Games in Hilbert spaces"* Salvatore Federico - Università di Bologna ore 14.40 *"Semimartingales with jumps, weak Dirichlet processes and* *generalized martingale problems"* Elena Bandini - Università di Bologna ore 15.20 *"Stochastic control for SPDEs driven by cylindrical stable noise"* Alessandro Bondi - Università Luiss Roma ore 16.00 coffee break ore 16.30 *"Stochastic model reduction in a control problem motivated by climate models"* Giuseppina Guatteri - Politecnico di Milano ore 17.10* "On some models of biodiversity evolution and agroecology"* Fausto Gozzi - Università Luiss Roma -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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Eurandom Workshop on Dependence Modeling at TU Eindhoven (NL) - June 30 - July 2, 2025
by Elisa Perrone 13 Mar '25

13 Mar '25

Dear Colleagues, We are excited to announce the Eurandom Workshop on Dependence Modeling, that will take place at TU Eindhoven (NL) from June 30, until July 2, 2025. This event will bring together subject experts to explore the latest advancements in dependence modeling, covering both theoretical and practical aspects. There will be the opportunity for researchers in the field to present a poster. The event is sponsored by Eurandom, NWO, and 4TU.AMI. Registration is now open! For more details and to register, please visit the workshop page: Workshop Webpage <https://www.eurandom.tue.nl/event/https-www-eurandom-tue-nl-event-yes-depen…>. We look forward to your participation! Best regards, Elisa Perrone (on behalf of all the organizers, Alexis Derumigny, Irène Gijbels, and Antonis Papapantoleon) --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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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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