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Seminar Prof. Kostas Kardaras on "Portfolio choice under taxation and time constraints", 02/03/2023 at 4:30pm (fwd)
by Tiziano Vargiolu 01 Mar '23

01 Mar '23

****************************** WHEN? Thursday 2 March 2023 at 4:30pm WHERE? Room: 2BC60 - TORRE ARCHIMEDE, via Trieste 63, 35121 Padova (only in presence) WHO? Prof. Kostas Kardaras (LSE London) WHAT? Seminar on "Portfolio choice under taxation and time constraints" Abstract: We consider the problem of choosing an investment strategy that will maximise utility over distributions, under capital gains tax and constraints on the expected liquidation date. We show that the problem can be decomposed in two separate ones. The first involves choosing an optimal target distribution, while the second involves optimally realising this distribution via an investment strategy and stopping time. For the latter step, a variant of the Azema-Yor solution to the Skorokhod embedding problem is utilised, and its description is given very precisely in terms of solutions to algebraic equations.

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Webinar PRISMA lunedì 6 marzo GUBINELLI-CALVIA
by Claudia Ceci 28 Feb '23

28 Feb '23

Buongiorno a tutt* ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html). *Lunedì 6 marzo 2023, * *ore 16-17 Alessandro Calvia* *Titolo: *Stochastic filtering in a non-Markovian framework with predictable jump times. *Abstract:* Stochastic filtering is a classic branch of applied probability. Research on this subject began with the pioneering works of N. Wiener and R. E. Kalman; since then, it has vastly expanded in numerous directions and is still ongoing. The starting point of a stochastic filtering problem is a partially observed system, i.e., a model consisting of a signal (or unobserved) process and an observed process. The main goal is to compute an equation satisfied by the filter, which is the conditional distribution of the hidden signal given the available observation. To deduce filtering equations, classic models usually feature Markovian signal-observation pairs that may only have totally inaccessible jump times. In this talk I will present a non-Markovian model, with path-dependent coefficients, that also allows for predictable jump times both in the signal and in the observed process. These two features naturally arise in various applications and require some new ideas and non-trivial technical tools to be dealt with in the context of stochastic filtering. After providing some examples, I will deduce the filtering equation and, if time permits, I will discuss some possible future research. This is joint work with Elena Bandini and Katia Colaneri. *ore 17-18 **Massimiliano Gubinelli* *Titolo:* What is stochastic quantisation? *Abstract:* Euclidean quantum fields (EQFs) are probability measures on spaces of generalized functions on R^d out of which one can construct quantum field theories via a well understood procedure. Proving the existence of non-Gaussian Euclidean quantum fields in dimensions d=2,3 has been proved quite challenging, and informed the development of new mathematical techniques (logarithmic Sobolev inequalities, phase-space expansion, cluster and polymer expansions, renormalization group). More recently, also thanks to development in the theory of singular stochastic partial differential equations, the study of these probability measures has been taken on again, from the point of view of stochastic analysis. I will try to give a broad panorama of this stochastic approach, of his results and of the many open problems. As a result I would like to motivate the idea that stochastic quantisation should be seen as a novel kind of stochastic analysis adapted to situations, like EQFs, where stochastic calculus alone is not effective due to singular nature of the objects or the lack of a useful filtration. Qui di seguito il link per la partecipazione: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Cari saluti, Claudia Ceci *************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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OWPS Tomorrow: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 28 Feb '23

28 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Alan Hammond and Tyler J. Helmuth will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Seminar by Riccardo Michielan in Florence
by Gianmarco Bet 28 Feb '23

28 Feb '23

Dear colleagues, Today at 2.30 PM Riccardo Michielan (University of Twente) will present a seminar on "Is there geometry in real networks?” at the University of Florence (Department of Statistics and Computer Science, Viale Morgagni 59, Aula 205). The Seminar will be available also online. Please register here to participate online: https://us02web.zoom.us/webinar/register/WN_O2wv8qTvRBWYKcyZw2qOrQ <https://www.google.com/url?q=https://us02web.zoom.us/webinar/register/WN_O2…> After registering, you will receive a confirmation email containing all information and the link to join the webinar. You are invited to forward the event also to your students, PhDs and colleagues who may be interested in the Seminar (you find a flyer with all the info, including abstract, attached). Kind Regards, Gianmarco Bet ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 https://unifirenze.webex.com/meet/gianmarco.bet ----------------------------------------------------------------------

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One World dynamics seminar - Friday 10th March
by Ottobre, Michela 27 Feb '23

27 Feb '23

Dear all, the next One World dynamics seminar, devoted to multiscale problems, will take place on Friday 10th of March at 3 pm Berlin time (2 pm London, 9 am Washington DC). Speakers for the next session will be Konstantinos Spiliopoulos (Boston University): Rate of homogenization for fully-coupled McKean-Vlasov SDEs - 3 pm Berlin time Pavlos Zoubouloglou (University of North Carolina): Large Deviations for Small Noise Diffusions Over Long Time - 3:45pm Berlin time Abstracts and joining instructions can be found here https://sites.google.com/view/oneworlddynamics/home All the Best, Michela, on behalf of the organisers of the OWDS -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Seminario Prof. Yuliya Mishura
by Enrica Pirozzi 24 Feb '23

24 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE Drift parameters estimation in the Cox-Ingersoll-Ross model Abstract We investigate two drift parameter estimators in the CIR and CKLS models with standard Wiener process. Strong consistency and asymptotic normality are established. Il seminario si terrà il giorno 28 Febbraio 2023 ore 13:30 nella Aula D del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminar in Statistics - Giovanni Rabitti & Thomas Berrett
by Pierpaolo De Blasi 24 Feb '23

24 Feb '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 3 Marzo 2023, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terranno i seguenti 2 seminari: ------------------------------------------------ Time: 11.00 - 12.00 Speaker: *Giovanni Rabitti* (Heriot Watt University, Edinburgh) Title: *Fantastic sensitivity measures and where to find them* Abstract: Data science and scientific modeling are extensively used to provide predictions for policy-making purposes. However, resulting communications need to be supported by a proper uncertainty quantification to assess variability in model predictions, by the identification of the key-uncertainty drivers. This information can be provided by statisticians with sensitivity analysis methods. Knowing the drivers of uncertainty supports effective policy-making. This talk is a guided tour in sensitivity analysis techniques and some recent results. In the first part of the talk, starting from the basics, local and global methods will be introduced. When the model is large (i.e. with many input variables), screening techniques are typically used to reduce the dimensionality of the scientific model and will be presented in the talk. In the second part of the talk, I will introduce cooperative games techniques to assess variable importance. I will present recent results on the computation on these importance measures, as well as their application to GAM models, to extreme value problems and to two actuarial pricing models. If there is time, I will introduce a game-theoretic interaction index for discovering subjects at higher identification risk. ------------------------------------------------ Time: 12.00 - 13.00 Speaker: *Thomas Berrett* (University of Warwick) Title: *Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility* Abstract: Given a set of incomplete observations, we study the nonparametric problem of testing whether data are Missing Completely At Random (MCAR). Our first contribution is to characterise precisely the set of alternatives that can be distinguished from the MCAR null hypothesis. This reveals interesting and novel links to the theory of Frechet classes (in particular, compatible distributions) and linear programming, that allow us to propose MCAR tests that are consistent against all detectable alternatives. We define an incompatibility index as a natural measure of ease of detectability, establish its key properties, and show how it can be computed exactly in some cases and bounded in others. Moreover, we prove that our tests can attain the minimax separation rate according to this measure, up to logarithmic factors. Our methodology does not require any complete cases to be effective, and is available in the R package MCARtest. ------------------------------------------------ Sarà possibile seguire entrambi i seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88246009718?pwd=UnVxL2R5RThwQllDbWVnbTdRNGVMUT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar by Dr. Piero Mazzarisi.
by Giorgio Rizzini 24 Feb '23

24 Feb '23

Dear all, we are glad to announce the following seminar by Dr. Piero Mazzarisi (University of Siena) on Tuesday, February 28th 2023 starting from 11:00 in room 4026 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *Realized Random Graphs, with an application to the Interbank Network* *Piero Mazzarisi* Department of Economics and Statistics University of Siena *Abstract:* This work introduces a new econometric methodology to infer dynamic network models driven by latent state variables. The main idea is to obtain a noisy representation of the state variables dynamics by computing a sequence of cross-sectional estimates of the network model at each point in time. The dynamic modeling of these cross-sectional estimates, that we name realized random graphs, transforms the original nonlinear state-space network model into a linear time-series model that can easily be estimated. Under the assumption that the network is dense, and of a mixed-membership blockmodel structure, we show that the model parameters and the unobservable state variables can be estimated at a super-consistent rate of convergence for large cross sections. By allowing for an extremely rich parameterization of the model in high dimensions, the proposed methodology describes the heterogeneous topology of real-world networks. We corroborate our findings by using this novel framework to estimate and forecast the dynamic common factors driving the evolution of the Italian electronic market of interbank deposits. *February 28th, 2023, 11:00 a.m.* *Department of Statistics and Quantitative Methods* Aula Seminari 4026 - Building U7 (Fourth floor*)* *Bicocca degli Arcimboldi street, 8 – 20126 Milan* For further information, please write to *rosanna.grassi(a)unimib.it <rosanna.grassi(a)unimib.it>*

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Associate professorship Mathematical Physics Bologna
by giacomo.depalma＠sns.it 23 Feb '23

23 Feb '23

Dear all, The Department of Mathematics of the University of Bologna has opened an Associate Professor position in Mathematical Physics. IMPORTANT: Applicants should already hold an equivalent position or have the Italian National Scientific Qualification for Associate Professorship in Mathematics. We are looking for top-level researchers in the fields of Classical Mechanics, Quantum Mechanics or Statistical Mechanics. The Mathematical Physics Group is active in the main areas of the discipline and the Department has a wide spectrum of research interests in all the fields of mathematics and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. The University of Bologna is renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. Link to the call: https://bandi.unibo.it/s/apos4/d-r-n-75-del-25-gennaio-2023-bando-per-la-cop ertura-di-posti-di-professore-di-ii-fascia-ai-sensi-dell-art-18-comma-4-dell a-legge-240-2010 Deadline for applications: March 23, 2023 For further information you are welcome to contact me (giacomo.depalma(a)unibo.it <mailto:giacomo.depalma@unibo.it> ), Prof. Emanuela Caliceti (emanuela.caliceti(a)unibo.it <mailto:emanuela.caliceti@unibo.it> ) or Prof. Daniele Tantari (daniele.tantari(a)unibo.it <mailto:daniele.tantari@unibo.it> ). You are welcome to forward this email to potentially interested candidates. Best, Giacomo

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PhD ECOSTATDATA - Call for applications
by Alessia Caponera 23 Feb '23

23 Feb '23

Dear colleagues, We are glad to announce that five fully funded Ph.D. fellowships in STATISTICS are available within the Ph.D. programme ECOSTATDATA at the University of Milano-Bicocca for the 39th cycle. The Ph.D. program extends over four years (Nov 2023 - October 2027) The first public call for applications will be out from March 21 to April 19, 2023, and the final ranking of candidates will be published in May 2023. Please find attached the pdf file with the call for applications. Best regards, Alessia Caponera

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SPASS Seminars: M. Aleandri and M. Rehmeier
by Francesco Grotto 21 Feb '23

21 Feb '23

Dear Colleagues, We would like to invite you to the following SPASS seminar by Marco Rehmeier (U. Bielefeld) and Michele Aleandri (Sapienza), jointly organized by UniPi, SNS, UniFi and UniSi. The seminars will take place on TUE, 28.2.2023 starting at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa. The seminars will also be broadcasted on Google Meet, follow the link below for the streaming. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass Marco Rehmeier (Bielefeld University), 14:00 Title: On nonlinear Markov Processes in the sense of McKean Abstract: We study nonlinear Markov processes in the sense of McKean and present a large new class of examples. Our notion of nonlinear Markov property is in McKean's spirit, but more general in order to include examples of such processes whose one-dimensional time marginals solve a nonlinear parabolic PDE, such as Burgers' equation, the porous media equation, or variants of the latter with transport-type drift. We show that the associated nonlinear Markov process is given by path laws of weak solutions to a corresponding distribution-dependent stochastic differential equation whose coefficients depend singularly (i.e. Nemytskii-type) on its one-dimensional time marginals. Moreover, we show that also for general nonlinear Markov processes, their path laws are uniquely determined by one-dimensional time marginals of suitable associated conditional path laws. Furthermore, we characterize the extremality of the curves of the one-dimensional time marginals of our nonlinear Markov Processes in the class of all solutions to the associated linearized PDE and, this way, obtain new interesting results also for the classical linear case. This is joint work with Michael Röckner. Michele Aleandri (Università di Roma La Sapienza), 15:00 Title: Opinion dynamics with Lotka-Volterra type interactions Abstract: We investigate a class of models for opinion dynamics in a population with two interacting families of individuals. Each family has an intrinsic mean field “Voter-like” dynamics which is influenced by interaction with the other family. The interaction terms describe a cooperative/conformist or competitive/nonconformist attitude of one family with respect to the other. We prove chaos propagation, i.e., we show that on any time interval [0; T], as the size of the system goes to infinity, each individual behaves independently of the others with transition rates driven by a macroscopic equation. We focus in particular on models with Lotka-Volterra type interactions, i.e., models with cooperative vs. competitive families. For these models, although the microscopic system is driven a.s. to consensus within each family, a periodic behaviour arises in the macroscopic scale. In order to describe fluctuations between the limiting periodic orbits, we identify a slow variable in the microscopic system and, through an averaging principle, we find a diffusion which describes the macroscopic dynamics of such variable on a larger time scale.

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Seminar by Paolo Di Tella in Padova
by Giorgia Callegaro 20 Feb '23

20 Feb '23

Dear all, you're invited to the next seminar in Probability and Finance that will take place this Friday, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Paolo Di Tella (TU Dresda) * *Date and time*: 24th February 2023, 2.30pm * *Room (Torre Archimede)*: 2BC60 * *Zoom link*: please find it here *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> * *Title*: *On the compensator of step processes in progressively enlarged filtrations and related control problems* * *Abstract*: please check the webpage *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> See you there! The organisers A. Bianchi, G. Callegaro, M. Formentin -- 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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avviso di seminario
by Barbara Martinucci 20 Feb '23

20 Feb '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Venerdì 24 febbraio 2023, alle ore 12:30, nella la Sala del Consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terrà il seguente seminario in presenza e online (su Teams): *Statistical estimation in the models with memory* Prof.ssa *Yuliya Mishura* Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) Gli interessati sono cordialmente invitati a partecipare, * Antonio Di Crescenzo* * Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* We consider mixed fractional Brownian motion with trend and propose the estimators of all parameters. However, the estimators are constructed in different ways for different parameters. Then we consider the numerical estimation of the drift parameter in the linear model with two fBms with different Hurst indices. Numerical construction of MLE is reduced to the numerical solution of the Fredholm integral equation of the 2nd kind with a singular kernel.

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Next OWPS on March 1st: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 20 Feb '23

20 Feb '23

OWPS's next session will be on Wednesday the 1s of March of from 15:00 to 17:00 UTC. Our next speakers are: Alan Hammond (Berkeley) and Tyler J. Helmuth (Durham University) 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. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Mi presento
by Marco Zamparo 20 Feb '23

20 Feb '23

Buongiorno a tutti, da qualche ora sono parte di questa vostra lista. Questo breve messaggio è per presentarmi a quelli di voi che ancora non mi conoscono. Mi chiamo Marco Zamparo e sono un fisico teorico "pentito" che da qualche anno si occupa di probabilità e fisica statistica rigorosa. Allego un CV aggiornato per i curiosi. Sto lavorando al modello di pinning dei polimeri con Giambattista Giacomin (Université Paris Cité) e ai processi di rinnovo in ambiente random con Frank den Hollander (Universiteit Leiden). Sono inoltre interessato allo studio del gas di Lévy-Lorentz, del quale ho parzialmente caratterizzato le proprietà di trasporto. Ho un RTDA in fisica teorica e sono in cerca di una posizione in probabilità o fisica matematica per poter completare la "trasformazione". Dati i vincoli Gelmini sugli anni di precariato, sono costretto a considerare solo RTDB o nuovi RTT. Sono in possesso dell'abilitazione scientifica nazionale in fisica matematica (MAT/07) e a maggio chiederò quella in probabilità (MAT/06). Se qualcuno avesse piacere di conoscermi, sarei lieto di fare una presentazione o un seminario. Non vi rubo altro tempo. Grazie per l'attenzione! Buona settimana, Marco

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Fixed term research position (RTDa) in Pisa
by Marco Romito 20 Feb '23

20 Feb '23

dear all I would like to announce a fixed term three years research position (RTD-A) on probabilistic models for the mathematics of machine learning at the Maths Department of University of Pisa. The official call can be found here https://bandi.unipi.it/public/Bandi/Detail/4ad9b281-2731-4170-b0a6-1c2863b0… The position is funded by the PNRR - M4C2 - Investimento 1.3, Partenariato Esteso PE00000013 - "FAIR - Future Artificial Intelligence Research" - Spoke 1 "Human-centered AI", funded by the European Commission under the NextGeneration EU programme. Please contact me in case of further information m.

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Fwd: I: Corso di Analisi in Dimensione Infinita
by DAVIDE AUGUSTO BIGNAMINI 17 Feb '23

17 Feb '23

Buongiorno, inoltro l'annuncio di un corso di dottorato offerto dall'università di Parma. Cordialmente, Davide ---------- Forwarded message --------- Da: Paolo DE FAZIO <paolo.defazio(a)unipr.it> Date: ven 17 feb 2023 alle ore 14:47 Subject: I: Corso di Analisi in Dimensione Infinita To: davideaugusto.bignamini(a)unipv.it <davideaugusto.bignamini(a)unipv.it> ------------------------------ Mercoledì 22 febbraio dalle ore 14.00 alle ore 16.00, si terrà presso il plesso di Matematica dell'Università degli Studi di Parma la prima lezione del Corso di Analisi in Dimensione Infinita tenuto della prof.ssa Alessandra Lunardi. Syllabus: *This is an introductory course about analysis in separable Hilbert spaces endowed with non-degenerate Gaussian measures. Sobolev spaces and spaces of continuous functions* *from X to R **will be considered. The basic differential operators (gradient and divergence) will be studied, as well **as** Ornstein-Uhlenbeck operator**s** and Ornstein-Uhlenbeck semigroup**s**, that are the Gaussian analogues of the Laplacian and the heat semigroup. The most important functional inequalities in this context, such as Poincaré and logarithmic Sobolev inequalities, will be proved. Hermite polynomials and the Wiener chaos* * decomposition ** will be described. * The reference books are "Gaussian Measures" by V. Bogachev (Mathematical Surveys and Monographs 62, AMS 1998); "Second Order Partial Differential Equations in Hilbert Spaces" by G. Da Prato and J. Zabczyk (Cambridge Univ. Press 2002); “An introduction to Infinite Dimensional Analysis” by G. Da Prato (Springer 2006). Il corso consiste di 12 incontri da due ore e sarà possibile assistere da remoto. Per essere aggiunti al Team di Teams scrivere all'indirizzo paolo.defazio(a)unipr.it.

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BioInference 2023 - Oxford - 8-9 June 2023
by Massimiliano Tamborrino 17 Feb '23

17 Feb '23

Dear all, We are delighted to announce the 2nd BioInference conference (https://bioinference.github.io/2023<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fbioinfer…>), taking place at the Doctoral Training Centre at the University of Oxford on the 8th-9th June 2023. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. The talks from the 1st BioInference conference are available via our public YouTube channel (shorturl.at/ekmqT<https://emea01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fshorturl.…>). The conference will combine contributed talks and poster sessions. We invite abstracts for oral / poster presentations on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems. We are especially interested in presentations on biological problems where an inference solution has yet to be found (i.e. unsolved inference problems). Abstracts can be submitted via a Google form (shorturl.at/dfo68<https://emea01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fshorturl.…>) and the deadline is midday on the 16th March 2023. The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Kind regards, The BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey) ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>

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Call for expression of interest
by Marco Romito 16 Feb '23

16 Feb '23

*Call for expression of interest* The Department of Mathematics of the University of Pisa, within the "Department of Excellence" funding framework, launches a call for expression of interest to identify candidates at all levels with outstanding scientific expertise in the fields of * mathematics of machine learning and data science, high dimensional statistics; * mathematics and modeling of complex phenomena in physical and life sciences. Interested candidates can write to segamm(a)dm.unipi.it, including a letter of motivation and a CV, with a description of current research and teaching activities. All expressions will be kept strictly confidential. Knowledge of the Italian language is not required. Tax benefits may apply according to Italian law for scholars that worked outside Italy for at least two years. The Department is committed to increasing diversity in research and welcomes applications from underrepresented groups.

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SPDEvent Bielefeld
by flo bec 15 Feb '23

15 Feb '23

Dear colleagues, We are happy to announce the second installment of the SpdePostdocDocEvent (SPDEvent II) that will be held in presence at the University of Bielefeld, Germany, July 17-19, 2023. The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Please register for the event using the form provided on the above website before May 5th. To those requiring it, financial support will be provided in the form of the hotel stay. In exceptional cases additional travel costs can be reimbursed. We explicitly encourage female researchers to register. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange

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PhD position in Insurance Mathematics at Bielefeld University
by Ferrari, Giorgio 15 Feb '23

15 Feb '23

Dear All, I forward the following message relative to a PhD position at Bielefeld University. Best wishes, Giorgio Ferrari Am 15.02.2023 um 20:33 schrieb Schmeck, Maren Diane: > > > Dear Colleagues, > > I would like to draw to your attention a 3-year PhD position (salary > level 66% TVL-13) in Insurance Mathematics at the Center for > Mathematical Economics, Bielefeld University. For more information, > please refer to: > > https://uni-bielefeld.hr4you.org/job/view/2215/research-associate?page_lang… > <https://uni-bielefeld.hr4you.org/job/view/2215/research-associate?page_lang…> > > Application deadline: 03.03.2023. > > I would be grateful if you could forward the announcement to suitable > candidates. > > Best regards, > > Maren Schmeck > >

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Locandine Introduzione a Python e Web App con Python
by Enea Bongiorno 15 Feb '23

15 Feb '23

Buongiorno, segnalo due corsi Electives presso la LM in Management e Finanza del Piemonte Orientale. Introduzione a Python (a cura di Annamaria Gambaro) e Web App con Python (a cura di Elisa Rasca e Alessandro Rognoni) Chi fosse interessato può scrivere per maggiori informazioni e per i costi a manfin(a)uniupo.it (è previsto anche collegamento in remoto) Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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PostDoc position on Physics-Informed Machine Learning at IDSIA USI-SUPSI
by Azzimonti Laura 15 Feb '23

15 Feb '23

The "Dalle Molle" Institute for Artificial Intelligence (IDSIA) in Lugano, Switzerland is looking for a PosDoc Researcher in physics-informed machine learning. The position is framed within the EU-funded project PRAESIIDIUM, in collaboration with an outstanding team of academic, medical and industrial partners from all over Europe. We will develop a prototype tool for real-time prediction of the pre-diabetic risk based on the integration of patient-specific mathematical models and a rich dataset of real-life data. The approach will rely on novel physics-informed machine learning (ML) techniques in order to overcome the limits of standard “black-box” ML practice, while reducing the computational time for simulating heavy numerical models and improving their prediction performances. *** About the position *** We look for candidates with a Ph.D. in mathematics, physics, engineering, computer science, or related areas. The ideal candidate should have a solid background in mathematical modelling, ordinary and partial differential equations, dynamical systems, machine learning and/or related fields, good programming skills in R and/or Python and a strong commitment to fulfill research objectives. We offer a fixed-term position (initially for two years, with intent of prolongation) with an attractive salary, in line with Swiss standards and the candidate’s experience. *** About the application *** The instructions for the application, and other details of the call, can be found at the following link: https://www.supsi.ch/home_en/supsi/lavora-con-noi/2023-04-02-bando1850 Deadline: 2nd April 2023 *** About IDSIA *** IDSIA is a world-class research institute on AI founded in 1988, affiliated with both Università della Svizzera Italiana (USI) and Scuola Universitaria Professionale della Svizzera Italiana (SUPSI). It counts more than 100 staff researchers and more than 40 Ph.D. students, active in the research areas of machine learning, optimisation and control, autonomous robotics, intelligent networked systems, geometric computing and vision, natural language processing and information retrieval. IDSIA is based in the beautiful city of Lugano (Canton Ticino, Switzerland), located at the new USI-SUPSI Campus Est of Viganello-Lugano, a few hundred meters from the city center and the lake of Lugano. ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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OWPS Tomorrow: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 14 Feb '23

14 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Frank den Hollander and Elena Pulvirenti will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask for your help to share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ---------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934Time: 15:00 - 17:00 UTC If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Second announcement "61 Probability Encounters, In honour of Sergey Bobkov", Toulouse, May 29th - June 2nd, 2023 (fwd)
by Michele Gianfelice 14 Feb '23

14 Feb '23

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 14 Feb 2023 13:17:46 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Subject: Second announcement "61 Probability Encounters, In honour of Sergey Bobkov", Toulouse, May 29th - June 2nd, 2023 Dear Colleagues, You are cordially invited to participate in the conference "61 Probability Encounters, In honour of Sergey Bobkov" to be held in Toulouse, May 29th - June 2nd, 2023. A tentative list of speakers can be found below and on the dedicated webpage https://indico.math.cnrs.fr/event/8783/ Inscription is fre but mandatory. Looking very much forward to seeing you in Toulouse, With all best wishes, The organizers (Alexander Koldobsky, Michel Ledoux, Pascal Maillard, Cyril Roberto, Boguslaw Zegarlinski) P.S.: Please bring this conference to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message. List of speakers: Speakers Tentative list of speakers: Fanny Augeri (Toulouse) * Esther Bou Dagher (Imperial College of London) Pietro Caputo (Roma 3) Patrick Cattiaux (Toulouse) Andrea Colesanti (Firenze) Dario Cordero-Erausquin (Paris) Eskenazis, Alexandros (Paris) Max Fathi (Paris) Fradelizi, Matthieu (Marne la Vallée) Friedrich Götze (Bielefeld) Michael Goldman (Paris) Nathael Gozlan (Paris Descartes) Diana Halikias (Cornell) Alderic Joulin (Toulouse) Gil Kalai* Klartag Boaz (Weizmann) Rafal Latala (Warsaw) Galina Livshyts (Georgia Tec) Mokshay Madiman (Delaware, USA) James Melbourne (CIMAT, Guanajuato, Mexico) Emanuel Milman (Technion) Mario Milman (Florida) Oleszkiewicz, Krzysztof (Warsaw) Marta Strzelecka (Warsaw) Liran Rotem (Technion) Ramon van Handel ( Princeton) Volberg, Alexander Feng-Yu Wang Artem Zvavitch (Kent) * = To be confirmed.

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Seminario di Luisa Andreis
by Lorenzo Taggi 14 Feb '23

14 Feb '23

Buongiorno, si trasmette il link per seguire il seminario di Luisa Andreis (Politecnico di Milano) tramite Zoom: https://uniroma1.zoom.us/j/84073069369 Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Title: *Rare events in sparse random graphs *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

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LUISS math seminar, Nizar Touzi, February 16
by Sara 13 Feb '23

13 Feb '23

Dear all, Next Thursday at 12 in Room 205 AB, Viale Romania campus, prof Nizar Touzi, Ecole Polytecnique de France, will hold a seminar on Mean field optimal stopping. Please find here below the link for online participation. Best regards, Sara. Aula 205 AB: https://luiss.webex.com/luiss-en/j.php?MTID=m06a4652aadea0b95313628c0601f89… User: w_guest(a)luiss.it Password: iA0JKPgy38 > >>

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Post-doc position at University of Amsterdam
by Chiara AMORINO 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a post-doc position to your attention: The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a three-year Postdoctoral position in Statistics with emphasis on statistical inference for stochastic processes, graphical models, computational statistics and Bayesian computation. Good programming skills and being able to connect to existing research strengths in the department are assets. The preferred starting date is 1 September 2023 or earlier. Full information on the position can be found at https://workingat.vu.nl/ad/postdoctoral-position-in-statistics/riljhf<https://urldefense.com/v3/__https://workingat.vu.nl/ad/postdoctoral-positio…> Best, Chiara

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PhD position open at University of Oslo
by Giulia Di Nunno 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a Phd position to your attention. This is at the University of Oslo with directions relevant for the areas of this network. The deadline for application is on February 28tj. More details can be read at the page linked here below. Please help us distribute this information among your contacts and students. Thank you for your kind attention. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway <https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> [0fc5336a-1434-4f84-9420-e0b6c595be5b.jpg] PhD Research Fellow in Stochastics, Differential Equations, and Risk (239395) | Universitetet i Oslo<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> jobbnorge.no<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

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Summer School "Risk and Uncertainty in Economics, Finance and Insurance" (Bielefeld, July 3-7, 2023)
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, we are happy to announce the Summer School "/Risk and Uncertainty in Economics, Insurance and Finance/", which will be held at Bielefeld University in the period *July 3-7, 2023.* The summer school will take place the week after the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) and it is part of the /Activity Month //2023/ of the CRC 1283 ( https://www.sfb1283.uni-bielefeld.de/Workshops/activitymonth/2023 ). The summer school consists of the three lectures: * /Mean Field Games with Applications in Economics/, by Fernando Alvarez (University of Chicago) * /Sharing and Managing Risk through Insurance: Markets and Models/, by Daniel Bauer (University of Wisconsin-Madison) * /Knightian Uncertainty and Statistics/, by Tommaso Denti (Cornell University) which will be then complemented by selected talks held by the participants. Further details can be found here: https://sites.google.com/view/summer-school-23/overview *The registration will open at the end of March.* All the best wishes and looking forward to welcoming you in Bielefeld in the Summer 2023, Giorgio Ferrari and Frank Riedel

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Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

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Seminario Prof.ssa Yuliya Mishura
by Enrica Pirozzi 12 Feb '23

12 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE: Cox-Ingersoll-Ross processes, their properties and statistical estimation. Abstract: We consider CIR processes driving by standard Wiener processes and study their properties depending on the number of degrees of freedom. Statistical parameter estimation is discussed. Il seminario si terrà il giorno 15 Febbraio 2023 ore 11:30 nella Aula G del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Call for expression of interest - Minisymposium proposal on “Mathematics for Machine Learning” - SIMAI 2023
by Antonella Iuliano 11 Feb '23

11 Feb '23

Dear Colleagues, this is an invitation to express your interest to participate as speaker at the minisymposium proposal on “Mathematics for Machine Learning” for the 2023 edition of the bi-annual congress of the Italian Society of Applied and Industrial Mathematics <https://www.simai.eu/> (SIMAI) that will be held in Matera from August 28th to September 1st, 2023. All interested researchers are kindly invited to send an email to antonella.iuliano(a)unibas.it by the end of February 2023. Best Regards, Antonella Iuliano Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Seminario di Luisa Andreis, Sapienza Università di Roma, 14 Febbraio
by Lorenzo Taggi 09 Feb '23

09 Feb '23

Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Luisa Andreis, Politecnico di Milano *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

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ABS23 school: Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 09 Feb '23

09 Feb '23

Dear all, we are glad to inform you that it is now possible to pay the registration fee (by bank transfer or credit card) for the Applied Bayesian Statistics ABS23 which will be held in Firenze (Italy) on June, 12-16, 2023. Website: http://www.mi.imati.cnr.it/conferences/abs23/ The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. The University of Firenze can issue a certificate stating that the course is worth 3 ECTS credits. Interested students can write to abs23(a)mi.imati.cnr.it Once you register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ you will receive an email with the link to pay by credit card as well as the information on payment by bank transfer (please note that the early registration fee is available until April, 15th, 2023). Please note that only a very limited number of seats is still available and that Firenze is a very popular tourist place, so that it is better to make arrangements as soon as possible. More details about accommodation are available in the ABS23 website. 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: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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SPASS Seminar: Lihan Wang
by Francesco Grotto 08 Feb '23

08 Feb '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Accelerate Sampling Using Birth-Death Dynamics Lihan Wang (Carnigie-Mellon University, Max Planck Institute Leipzig) The seminar will take place on TUE, 14.2.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: *In this talk, I will discuss the birth-death dynamics for sampling multimodal probability distributions, which is the spherical Hellinger gradient flow of relative entropy. The advantage of the birth-death dynamics is that, unlike any local dynamics such as Langevin dynamics, it allows global movement of mass directly from one mode to another, without the difficulty of going through low probability regions. We prove that the birth death dynamics converges to the unique invariant measure with a uniform rate under some mild conditions, showing its potential of overcoming metastability. We will also show that on torus, the kernelized dynamics, which is used for numerical simulation, Gamma-converges to the idealized dynamics as the kernel bandwidth shrinks to zero. Joint work with Yulong Lu (UMass Amherst) and Dejan Slepcev (CMU).

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Call of interest for researcher, associate or full professor at Tor Vergata University in Rome
by salvi 08 Feb '23

08 Feb '23

Dear all, The Department of Mathematics of Tor Vergata University in Rome has been selected for the second time in a row as "Department of Excellence in Mathematics" in Italy. The Department aims at hiring mathematicians with an outstanding record of high impact research, excellence and leadership, according to the career age. A call of interest for positions as tenure track Researcher (Italian rtdB/Rtt), Associate or Full Professor in any field of Mathematics (thus including Probability Theory!) can be found with all further details at https://www.mat.uniroma2.it/call.php Thanks for sharing the information with whom might be interested and do not hesitate to contact me for any related question. All the best, Michele Salvi

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Second announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 (fwd)
by Michele Gianfelice 07 Feb '23

07 Feb '23

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 7 Feb 2023 16:20:43 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: destinataires inconnus: ; Subject: Second announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros. To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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Seminario a Napoli Prof. Leonenko
by Enrica Pirozzi 07 Feb '23

07 Feb '23

AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO Multiscaling, Intermittency and large deviation in limit theorems for superpositions of Ornstein-Uhlenbeck type processes Abstract Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently [1,2]. We investigate the limiting behavior of integrated supOU processes with finite variance[3,4,6] (see also [7] for multifaced behaviour of supOU processes in the case the infinite variance). We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. supOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments[3,4,5,6,8]. The intermittency phenomenon appears also in some other models, for example, in the subclass of ambit processes[2] known as trawl processes [5]. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA) References 1. Barndorff-Nielsen, O.E. and Leonenko, N.N., (2005), Spectral properties of superpositions of Ornstein-Uhlenbeck type processes, Methodology and Computing in Applied Probability, 7, 335-352 2. Barndorff-Nielsen, O.E., Benth, F. E., Veraart, A. E.D.(2018) Ambit Stochastics, Springer. 3. Grahovac,D., Leonenko, N.,Sikorskii, A., Te?njak , I.(2016) Intermittency of superpositions of Ornstein-Uhlenbeck type processes, Journal of Statistical Physics, 165, 390-408 4. Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu.M.S. (2019) The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes, Bernoulli 25 (2019), no. 3, 2029?2050 5. Grahovac, D. and Leonenko, N and Taqqu, M.S.(2017) Intermittency of trawl processes, Statistic and Probability Letters, 137, 235 ? 242. 6. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2019) Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes, Stochastic Processes and Applications,129,N12,5113-5150 7. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2020) The multifaced behaviour of supOU processes: the infinite variance case, Journal of Theoretical Probability, 33, N4, 1801-1831 8. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2021) Intermittency and infinite variance: the case of integrated supOU processes, Electronic Journal of Probability, 26, art.n 56, 1-31 9. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2022) Intermittency and multiscaling in limit theorems, Fractals, 30, N 7, 2250137 *** Il seminario si terrà il giorno 10 Febbraio 2023 ore 11:00 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Next OWPS on February 15th: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 07 Feb '23

07 Feb '23

The One World Probability Seminar is back! This Semester it will take place every other Wednesday form 15:00 to 17:00 UTC. You can find more information on the web site: https://www.owprobability.org/one-world-probability-seminar. OWPS's next session will be on Wednesday the 15th of February from 15:00 to 17:00 UTC. Our next speakers are: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) 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. Best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Call for expressions of interest in a position of Researcher (tenured) or Associate/Full Professor of Statistics, Economic Statistics, Social Statistics, Demography
by Alessandra Fabbri Colabich 06 Feb '23

06 Feb '23

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, invites applications for one academic openings at the Researcher (Ricercatore Tenure Track), Associate Professor or Full Professor level. The applications might cover all the fields of interest for the Department, that is, the fields of Statistics (Statistica), Economic Statistics (Statistica Economica), Demography (Demografia) and Social Statistics (Statistica Sociale); a brief description of the research fields is available at https://www.stat.unipd.it/en/research/areas. Link: https://www.stat.unipd.it/en/call-expressions-interest-position-researcher-… -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Avvio di Workshop@DSS (Scienze Statistiche, Sapienza) | 16 Febbraio 2023
by Pierpaolo Brutti 06 Feb '23

06 Feb '23

Cari tutti, sono lieto di segnalare la 1ª edizione del workshop dipartimentale dal titolo “Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta”, che si terrà Giovedì 16 Febbraio 2023 a partire dalle ore 9:30am, presso l’Aula Gini del Dipartimento di Scienze Statistiche dell’Università di Roma “La Sapienza”. Il tono della giornata sarà prettamente divulgativo e potrà essere seguita anche in diretta streaming su Zoom all’indirizzo: https://uniroma1.zoom.us/j/96613351917 La partecipazione “live” è gratuita ma, per motivi organizzativi, è richiesta l’iscrizione compilando il seguente form: https://cutt.ly/WSDSSREG Infine, al termine di questa email troverete il programma dettagliato della giornata ma, per maggiori informazioni, vi invito a consultare la pagina dedicata: https://www.dss.uniroma1.it/it/wsdss1 —Pierpaolo Brutti + Il comitato organizzatore ================================================================== Dear all, I’m glad to announce the 1st edition of the departmental workshop entitled “Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta”, that will take place on Thursday February 16 from 9:30am at Aula Gini Department of Statistics, University of Rome “La Sapienza”. The workshop will mostly be non-technical and live streamed also on Zoom at the following address: https://uniroma1.zoom.us/j/96613351917 Attendance (in person!) is free, but registration is required by filling in the following form: https://cutt.ly/WSDSSREG Finally, at the end of this email you will find the detailed program of the day but, for more information, please consult the dedicated page: https://www.dss.uniroma1.it/it/wsdss1 Please spread the news! …look forward to see you in Rome! Best —Pierpaolo Brutti + The organizers ================================================================== Giovedì 16 Febbraio 2023 Aula Gini, Dip. di Scienze Statistiche, Sapienza Università di Roma (piano terra, edificio CU002) Workshop Dipartimentale - 1ª edizione Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta .: S C H E D U L E :. • 09:30 | Marco Schaerf (Preside I3S), Saluti Istituzionali • 10:00 | Giovanna Jona Lasinio (Direttrice del DSS), Apertura Lavori • 10:20 | Fulvio De Santis e Valeria Sambucini, Contributi ai metodi bayesiani per disegno e analisi di prove cliniche • 10:40 | Susanna Levantesi, Strumenti avanzati per la valutazione del rischio in ambito attuariale • 11:00 | Maurizio Vichi, Clustering e riduzione dimensionale per dati complessi e loro applicazioni • 11:20 | Fiorenza Deriu, La Network Analysis nello studio delle reti di servizi • 11:40 | coffee break • 12:00 | Paolo Dell'Olmo e Lavinia Amorosi, Avanzamenti delle tecniche di risoluzione dei problemi di ottimizzazione e applicazioni • 12:20 | Giulia Rotundo e Giacomo Morelli, Metodi quantitativi per la misurazione e la gestione dei rischi in ambito finanziario • 12:40 | Carlo D’Ippoliti, Gestire la complessità in economia • 13:00 | break (pranzo, Aula 2) • 14:30 | Luca Tardella e Cristina Mollica, Ranking data uncertainty and its use with sports data • 14:50 | Filomena Maggino, Statistica e la sfida della complessità sociale • 15:10 | Luisa Beghin, Modelli aleatori della realtà • 15:30 | coffee break • 15:50 | Elisabetta Barbi, La rivoluzione demografica • 16:10 | Bernardo Maggi, Eurosystem stability: a stochastic dynamic optimization approach to public debt • 16:30 | Paolo Franciosa, Algoritmi e metodi efficienti per l'analisi e la gestione dei dati • 16:50 | Giovanna Jona Lasinio, Dal mare alle montagne: la statistica e la natura • 17:10 | Discussione aperta Iscrizione: https://cutt.ly/WSDSSREG Webpage: https://www.dss.uniroma1.it/it/wsdss1 Zoom: https://uniroma1.zoom.us/j/96613351917 Per Informazioni: pierpaolo.brutti(a)uniroma1.it

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Annuncio Seminario Sapienza - 9 Febbraio ore 16:00
by Lorenzo Taggi 05 Feb '23

05 Feb '23

Dipartimento di Matematica, Sapienza Università di Roma, Sala di Consiglio Giovedì 9 Febbraio 2023, ore 16:00 *Speaker:* Daniel Ueltschi, University of Warwick *Title*: Quantum spin chains, loop representations, dimerisation *Abstract:* In contrast to their classical counterparts, one-dimensional quantum spin systems are interesting, they have intriguing behaviour, and they are difficult to study. I will describe a family of systems with nearest-neighbour interactions and O(n) symmetry. Its ground state phase diagram is expected to have a rich structure. For large spins it is possible to prove the occurrence of dimerisation in an open domain. The proof involves a loop representation and the method of cluster expansions. This is joint work with Jakob Bjornberg, Peter Muhlbacher, and Bruno Nachtergaele.

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Summer School: Probability and geometry on configuration spaces, Berlin July 17–21, 2023
by Dello Schiavo Lorenzo 03 Feb '23

03 Feb '23

Dear Colleagues, we would be grateful if you could advertise the following summer school to the junior members of your research groups: Summer School on Probability and geometry on configuration spaces <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/>, to be held at the Harnack-Haus <https://www.harnackhaus-berlin.mpg.de/en> in Berlin from July 17 to 21, 2023. The school will focus on configuration spaces, seen through the different lenses of analysis, geometry, and probability. Aim of the school is to bring together different communities in the theory of point processes, configuration-space analysis, and particle systems. It will consist of four mini courses by - Ronan Herry (Centre Henri Lebesgue, Rennes) - Benedikt Jahnel (TU Braunschweig, WIAS Berlin) - Alessia Nota (University of L'Aquila, to be confirmed) - Elena Pulvirenti (TU Delft). A number of talks given by young scientists will provide further insight into cutting-edge research related to the main topic. Registration is free but mandatory, and funding is available for the accommodation of young participants. Registration deadline: April 15, 2023. For further information and to register please visit the conference website https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/ <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/> Best regards, The organisers Lorenzo Dello Schiavo (ISTA) and Alexander Zass (WIAS Berlin) *********************************** Dr. Lorenzo Dello Schiavo Institute of Science & Technology Austria Am Campus 1, 3400 Klosterneuburg Austria, AT lorenzo.delloschiavo(a)ist.ac.at <mailto:lorenzo.delloschiavo@ist.ac.at> lorenzodelloschiavo.com <http://lorenzodelloschiavo.com/>

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Avviso di seminario
by Barbara Martinucci 02 Feb '23

02 Feb '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARIO Giovedì 9 febbraio 2023, alle ore 12:00, nella la Sala del Consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terrà il seguente seminario in presenza e online (su Teams): *The Fractional Non-homogeneous Poisson Process* *Prof. N. Leonenko* Cardiff University, United Kingdom Gli interessati sono cordialmente invitati a partecipare, Antonio Di Crescenzo Barbara Martinucci Alessandra Meoli Serena Spina Link su Teams: https://teams.microsoft.com/l/meetup- join/19%3a6hfHOOIVt89PyLIJDpqXis553z6pgGL9RMiVIQJWO201%40thread.tacv2/167517384 5565?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d- 097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d

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Seminar: Giovanni Conforti at Tor Vergata
by mic sal 02 Feb '23

02 Feb '23

Dear all, On Wednesday, February 1st, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Giovanni Conforti (École Polytechnique) with the seminar "A probabilistic approach to exponential convergence of Sinkhorn's algorithm" Abstract: The entropic optimal transport problem (EOT) is obtained adding an entropic regularisation term in the cost function of the Monge-Kantorovich problem and is nowadays regularly employed in machine learning applications as a more tractable and numerically more stable version of the optimal transport problem. On the other hand, E.Schrödinger asked back in 1931 the question of finding the most likely evolution of a cloud of independent Brownian particles conditionally to observations. The mathematical formulation of his question through large deviations theory is known as the Schrödinger problem and turns out to be fully equivalent to EOT. In this talk, I shall illustrate both viewpoints and then move on to sketch the ideas of a probabilistic method to show exponential convergence of Sinkhorn's algorithm, whose application the heart of the recent successful applications of EOT in statistical machine learning and beyond. In particular, we shall discuss how the proposed method opens new perspective for showing exponential convergence for marginal distribution that are non compactly supported. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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call for papers - two special issues
by Roy Cerqueti 02 Feb '23

02 Feb '23

Dear all, this message is to inform you about two calls for papers of special issues at two different journals. My warmest regards, Roy Cerqueti Some details: 1) Journal: Axioms - Title: Statistical Methods for Finance and Econophysics - Guest editors: Roy Cerqueti, Raffaele Mattera. See here: https://www.mdpi.com/journal/axioms/special_issues/2S5S0H34PA 2) Journal: Frontiers in Applied Mathematics and Statistics - Title: Theories and Applications in Network Science Volume II - Guest editors: Roy Cerqueti, Feng Bill Shi, Hsuan-wei Wayne Lee. See here: https://www.frontiersin.org/research-topics/43626/theories-and-applications…

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Monash BNP Networking Workshop 4-8 December 2023 in Melbourne, Australia
by Raffaele ARGIENTO 01 Feb '23

01 Feb '23

Dear friends and colleagues, we are pleased to announce the 2nd Bayesian Nonparametrics Networking workshop on 4-8 December 2023 to be held at Monash University ( www.monash.edu <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fddec1-0-e…>) in Melbourne, Australia. The workshop program includes 3 mini-courses delivered by Jim Griffin, Athanasios Kottas and Stephanie van der Pas, who will also deliver Keynote talks. The workshop will also feature invited talks, contributed talks and a poster session each featuring a range of different topics presented by a blend of both junior and established researchers. Those who wish to be considered for a contributed talk or poster presentation should submit their abstract by 15 April 2023. This is the same due date for travel grant applications for junior researchers. For more information, please visit the workshop event page at https://www.monash.edu/business/events/bnp2023 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fddec1-0-e…>, or contact the local organising committee via *bnpnet(a)monash.edu <bnpnet(a)monash.edu>*. Best regards, Raffaele Argiento -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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SPASS Seminar: Elia Bisi and Michele Coghi
by Gianmarco Bet 01 Feb '23

01 Feb '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): Matrix Whittaker processes Elia Bisi (TU Wien) and Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering Michele Coghi (Università di Trento) The seminars will take place on TUE, 7.2.2023 respectively at 14:00 CET and 15:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Matrix Whittaker processes Abstract: Our journey starts from interacting random walks with push-and-block dynamics. We then consider their positive temperature analogues, touching upon polymer partition functions. Finally, we arrive at matrix Whittaker processes, which are integrable models of interacting Markov dynamics on matrix spaces. Our main tools are intertwining relations and the theory of Markov functions, which we will review. This talk is based on a joint work with Jonas Arista and Neil O’Connell: https://arxiv.org/abs/2203.14868. Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering Abstract: Motivated by the challenge of incorporating data into misspecified and multiscale dynamical models, we study a McKean-Vlasov equation that contains the data stream as a common driving rough path. This setting allows us to prove well-posedness as well as continuity with respect to the driver in an appropriate rough-path topology. The latter property is key in our subsequent development of a robust data assimilation methodology: We establish propagation of chaos for the associated interacting particle system, which in turn is suggestive of a numerical scheme that can be viewed as an extension of the ensemble Kalman filter to a rough-path framework. Finally, we discuss a data-driven method based on subsampling to construct suitable rough path lifts and demonstrate the robustness of our scheme in a number of numerical experiments related to parameter estimation problems in multiscale contexts. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ---------------------------------------------------------------------- ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Fwd: Scaling limits and generalized hydrodynamics, March 27-31 2023, GSSI
by Faggionato, Alessandra 01 Feb '23

01 Feb '23

Buongiorno, vi giro l'annuncio di una scuola molto interessante che si terra' a L'Aquila (a cui si puo' partecipare sia on-site che online). Non mi e' possibile inoltrare il poster alla mailing list ma chi fosse interessato al poste lo trova a https://indico.gssi.it/event/425/attachments/756/1238/poster.pdf Saluti Alessandra Faggionato ---------- Forwarded message --------- From: Giulia Basti <giulia.basti(a)gssi.it> Date: Mon, 30 Jan 2023 at 11:33 Subject: Scaling limits and generalized hydrodynamics, March 27-31 2023, GSSI Dear colleagues and friends, this is a gentle reminder for the school *"Scaling limits and generalized hydrodynamics"* which will be held at the Gran Sasso Science Institute, in L'Aquila (Italy), from *March* *27**th (9 am) to** March* *31st** (12 pm)**, 202**3.* The school will consist of three introductory mini courses, given by - *Fraydoun Rezakhanlou*, University of California - *Chiara Saffirio*, University of Basel - *Herbert Spohn*, Technical University of Munich and invited talks by - *Thierry Bodineau*, CMAP École Polytechnique - *Eric Carlen*, Rutgers University - *Pablo Ferrari*, Universidad de Buenos Aires - *Alessia Nota*, University of L'Aquila - *Sergio Simonella*, Sapienza Università di Roma see the attached poster. The school will be complemented by contributed talk sessions by selected young participants (deadline for submission: February 5th 2023) Registration is free but mandatory (deadlines: March 12th 2023 for onsite participation, March 26th 2023 for online participation). Some financial support to a limited number of young participants will be available (deadline for requests: February 5th , 2023). The registration form and further information are available on the website: https://indico.gssi.it/e/ScalingLimits We would be grateful if you could circulate the announcement among potentially interested young researchers, and hang the poster at your Institution. We are looking forward to meeting you at GSSI! Giulia Basti, Serena Cenatiempo, Stefano Olla, Errico Presutti, Marielle Simon, Lu Xu -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: & PhD/ Postdoc advertisement
by Faggionato, Alessandra 01 Feb '23

01 Feb '23

Buongiorno ricevo e con piacere inoltro. Buona giornata Alessandra Faggionato ---------- Forwarded message --------- From: <jansen(a)math.lmu.de> Date: Fri, 27 Jan 2023 at 13:40 Subject: Re: & PhD/ Postdoc advertisement To: Faggionato, Alessandra <faggiona(a)mat.uniroma1.it> ================================== PhD-student or Postdoc vacancy on Continuum Statistical Mechanics in Augsburg / München ---------------------------------- Dear colleagues, We are looking for a talented researcher to work on a project on *Continuum Particle Systems* at Augsburg University and LMU Munich. The project focusses on the decay of correlations of continuum particle systems and combines techniques from stochastic geometry and statistical mechanics. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 May 2023 or later. We are looking for candidates with excellent background in probability theory and statistical mechanics who obtained an MSc degree in Mathematics. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (Munich/Tuebingen). Please contact Prof. Sabine Jansen (jansen(a)math.lmu.de) or Prof. Markus Heydenreich (m.heydenreich(a)lmu.de) for further information about the project. Interested candidates are invited to send letter of motivation, curriculum vitae as well as name and contact details of two academic references to m.heydenreich(a)lmu.de. Review of application begins on 01 February 2023 and shall continue until the position is filled. Best wishes, Sabine Jansen and Markus Heydenreich -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Webinar PRISMA 6 febbraio 23 : Di Crescenzo-Cappelletti
by Claudia Ceci 01 Feb '23

01 Feb '23

Buongiorno a tutte/i, ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA ( http://www.umi-prisma.polito.it/index.html) *Lunedi’ 6 febbraio 2023* *ore 16-17 Antonio Di Crescenzo* *Titolo: *You can model so many things with birth-death processes *Abstract:* Birth-death processes constitute the continuous-time analog of random walks, and are largely adopted as a tool for stochastic modeling. Indeed, the richness of the birth and death rates allows modeling a variety of phenomena, ranging from evolutionary dynamics and neuronal modeling, to queueing and reliability theory, for instance. Various methods of analysis have been developed for determining quantities of interest, such as stationary distributions and first-passage-time distributions. The talk is aimed at providing a review of some recent results on growth-evolution models characterized by time-dependent growth rates and their stochastic counterpart described by birth-death processes. The analysis focuses on generalizations of the Gompertz and logistic growth models, and on the related birth-death processes having linear and quadratic rates. A diffusion approximation leading to a time-inhomogeneous geometric Brownian motion is also treated. We also present certain generalizations involving extended birth-death processes on a star-graph defined as a lattice formed by the integers of semiaxes joined at the origin. Specifically, we deal with (i) the analysis of the transient and asymptotic behavior of a multispecies birth-death-immigration process and of a continuous-time multi-type Ehrenfest model, (ii) the construction and the study of suitable diffusion approximations for the considered models, leading to two processes belonging to the class of Pearson diffusions on the spider. *ore 17-18* *Daniele Cappelletti* *Titolo: * Solving the chemical recurrence conjecture in two dimensions *Abstract:* Stochastic reaction networks are continuous-time Markov chains typically used in biology, epidemiology, and population dynamics. The goal is to keep track of the abundance of the different reactants over time. What makes them special from a mathematical point of view is the fact that their qualitative dynamics is described by a finite set of allowed transformation rules, referred to as "reaction graph". A long-standing conjecture is that models with a reaction graph composed by a union of strongly connected components are necessarily positive recurrent, meaning that each single state is positive recurrent. In my talk I will discuss why the conjecture makes intuitive sense and why it is difficult to prove it. I will then show how my collaborators and I adapted Forster-Lyapunov techniques to prove the conjecture in two dimensions. Joint work with: Andrea Agazzi, David Anderson, Jonathan Mattingly Qui di seguito il link per la partecipazione https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Cari saluti, Claudia Ceci *********************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Distinct and well-recognizable notations for writings in Probability and Statistics
by Antonio DI CRESCENZO 30 Jan '23

30 Jan '23

Upon invitation of Wolfgang Runggaldier, Professor Emeritus at the University of Padua, I am pleased to send you the attached file, which contains interesting remarks by Jordan Stoyanov, aimed at improving and unifying the use of notations and abbreviations in scientific writing in Probability and Statistics cf. https://drive.google.com/file/d/1-7lsVkmbZR1LvVmZTnIf3UAYO3K9me8e/view?usp=… -- ============================================= 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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I: [pde-seminar] PDE seminar with Filippo de Feo
by Giuseppina Guatteri 30 Jan '23

30 Jan '23

Ricevo e inoltro. Il seminario si terrà ad Atlanta il 31 gennaio alle ore (per noi) 21:00. Cordiali saluti Giuseppina. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore ________________________________ ________________________________ From: pde-seminar-request(a)lists.gatech.edu <pde-seminar-request(a)lists.gatech.edu> on behalf of Chen, Gong <gc(a)math.gatech.edu> Sent: Sunday, January 29, 2023 6:33 AM To: pde-seminar(a)lists.gatech.edu <pde-seminar(a)lists.gatech.edu> Subject: [pde-seminar] PDE seminar with Filippo de Feo Dear all, On Tuesday, Jan 31, we will have our visitor Filippo de Feo from Politecnico di Milano to speak for our PDE seminar in person in Skiles 006. Filippo’s talk information can be found here https://math.gatech.edu/seminars-colloquia/series/pde-seminar/filippo-de-fe… The talk will also be streamed on zoom: https://gatech.zoom.us/j/95574359880?pwd=cGpCa3J1MFRkY0RUeU1xVFJRV0x3dz09 Meeting ID: 955 7435 9880<tel:7435%209880> Passcode: PDE Best wishes, Gong

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SPASS Seminar: Dejun Luo
by Francesco Grotto 30 Jan '23

30 Jan '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Convergence rates and CLT for stochastic inviscid Leray-model with transport noise* *Dejun Luo* (Chinese Academy of Science) The seminar will take place on TUE, 31.1.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *The stochastic inviscid Leray- model perturbed by multiplicative transport noise is considered on the torus. Under a suitable scaling of the noise, it is shown that the weak solutions converge, in some negative Sobolev spaces, to the unique solution of the deterministic viscous Leray- model. Interpreting such limit result as a law of large numbers, we also study the underlying central limit theorem and provide an explicit convergence rate. This talk is based on a joint work with PhD Bin Tang.*

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PhD course "Concentration of probability measures" by Nicola Turchi at Milano-Bicocca
by Maurizia Rossi 26 Jan '23

26 Jan '23

Dear colleagues, I would like to inform you that *Dr. Nicola Turchi* (University of Milano-Bicocca) will deliver a PhD course entitled *"Concentration of probability measures"* from *January 30th* to April 3rd 2023* in presence* at the Department of Mathematics and its Applications, University of Milano-Bicocca, and *live streaming*. *For more information* https://drive.google.com/file/d/1pRkD4HP2vMGE_AssgQ4LR75TqzCj0wvb/view Please do not hesitate to write an email to *nicola.turchi(a)unimib.it <nicola.turchi(a)unimib.it>* should you need further information. Best regards, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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PhD course STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS, Politecnico di Milano
by Luca Scarpa 26 Jan '23

26 Jan '23

Announcement: PhD Course on STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS by Dr. Luca Scarpa Lectures: 20/02, 27/02, 06/03, 13/03, 20/03, 27/03, 03/04, 12/04, 17/04 Location: Dipartimento di Matematica (III piano), Politecnico di Milano, Via Bonardi 9, Milano Enrolment information: https://www.dottorato.polimi.it/futuri-dottorandi/corsi-singoli Course webpage: https://www11.ceda.polimi.it/schedaincarico/schedaincarico/controller/sched… Best regards, Luca Scarpa ----- Luca Scarpa, PhD Tenure-Track Assistant Professor Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it url: https://sites.google.com/view/lucascarpa

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Ph.D. positions in "Physics-Informed or Theory-Driven machine learning" at the TU Chemnitz
by Imma Curato 25 Jan '23

25 Jan '23

Dear Colleagues, The department of Mathematics at the TU Chemnitz invites applications for two 3 years Ph.D. positions to work on projects in "Physics-informed or theory-guided machine learning." The deadline for the application is 10.02. More information on the call can be found in the link below. https://www.tu-chemnitz.de/verwaltung/personal/stellen/224034_1_LH.php Don't hesitate to write to imma.curato(a)uni-ulm.de<mailto:imma.curato@uni-ulm.de> for any position inquiries. Best Regards Imma Curato

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Postdoc position in Milano
by Stefania Ugolini 25 Jan '23

25 Jan '23

We recall the approaching deadline January 30-th 2023 of the postdoc position at the Department of Mathematics of Università degli Studi (Milano) entitled: Stochastic methods in quantum system Best regards, Stefania Ugolini. https://www.unimi.it/sites/default/files/2022-12/BANDO_tipo_A_2022BIS%20eng…

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RTDA SECS/S-01 Politecnico di Milano
by Laura Maria Sangalli 24 Jan '23

24 Jan '23

Con preghiera di massima diffusione a tutti i potenziali interessati. *** Nell'ambito del Progetto di Partenariato Esteso GRINS è appena stata bandita una posizione RTD-A nel settore SECS-S/01 sul tema Statistical Learning per il progetto GRINS - Growing Resilient, INclusive and Sustainable Scadenza: 13-02-23 Dettagli della procedura: bando<https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-e-con…> L’attività di ricerca verterà sullo sviluppo di modelli statistici per la previsione ex-ante e la valutazione ex-post dell'impatto degli investimenti in infrastrutture e servizi per migliorare l'accessibilità, la resilienza e la sostenibilità dei territori e delle città (WP2 Progetto GRINS – PNRR PE9 Spoke7). Sarà necessario comprendere come i fattori tangibili (infrastrutture e infostrutture) interagiscono con quelli intangibili (coesione e inclusione sociali, mobilità,…) per definire la sostenibilità di un territorio e a) identificare gli elementi funzionali a rendere i territori accessibili; b) individuare i gap territoriali e che limitano la sostenibilità e c) definire e valutare politiche per colmare tali gap. Sono richieste competenze avanzate di Statistical Learning e Analisi Dati, e comprovata conoscenza di Data Management e programmazione (R, Python). Il ruolo prevede lo svolgimento di attività didattica. Per informazioni: Prof. Francesca Ieva – francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Seminario Prof. E. Ronchetti
by Enea Bongiorno 24 Jan '23

24 Jan '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 31 gennaio ore 16.30 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *An Introduction to Saddlepoint Approximations* *Prof. Elvezio Ronchetti* Research Center for Statistics and Geneva School of Economics and Management University of Geneva, Switzerland Elvezio.Ronchetti(a)unige.ch www.unige.ch/gsem/en/research/faculty/honorary-professors/elvezio-ronchetti/ Abstract: Classical inference in statistics is typically carried out by means of standard (first-order) asymptotic theory. However, the asymptotic distribution of estimators and test statistics can provide a poor approximation of tail areas especially when the sample size is moderate to small. This can lead to inaccurate p-values and confidence intervals. Several techniques, both parametric and nonparametric, have been devised to improve first-order asymptotic approximations, including e.g. Edgeworth expansions, Bartlett's corrections, and bootstrap methods. Here we focus on saddlepoint techniques, introduced into statistics by H. Daniels, and more generally on small sample asymptotic techniques, an expression coined by F. Hampel to express the spirit of these methods. Indeed they provide very accurate approximations of tail probabilities down to small sample sizes and /or out in the tails. Moreover, these approximations exhibit a relative error of order 1/n, an improvement with respect to other available approximations obtained by means of Edgeworth expansions and similar techniques. We will review the basic ideas, show the link with other nonparametric methods such as empirical likelihood, and outline some connections to information theory and optimal transportation. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1INut-6sD210FwZ437k3ydQA5P3xchdIr/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminar Fabio Spizzichino in Bologna
by Sabrina Mulinacci 23 Jan '23

23 Jan '23

Dear all, we are glad to announce the following hybrid seminar: Speaker: Fabio Spizzichino Title: Minima among subsets of random variables, Random permutations, and Load-sharing survival models Thursday, January 26, 2023 at 4 pm In person: Aula III - Department of Statistical Sciences, Via Belle Arti, 41, Bologna Teams Link: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTczODg3MjgtNzFkOC00…> ID riunione: 369 287 907 78 Passcode: yd7Kf2 The abstract and more details can be found here https://stat.unibo.it/it/eventi/minima-among-subsets-of-random-variables-ra… [https://stat.unibo.it/@@site-logo/logo-unibo.png]<https://stat.unibo.it/it/eventi/minima-among-subsets-of-random-variables-ra…> Minima among subsets of random variables, Random permutations, and Load-sharing survival models — Scienze Statistiche "Paolo Fortunati" - stat.unibo.it<https://stat.unibo.it/it/eventi/minima-among-subsets-of-random-variables-ra…> Relatore: Fabio Spizzichino (Università Sapienza) Tu sei qui: Home; Eventi; Minima among subsets of random variables, Random permutations, and Load-sharing survival models stat.unibo.it Please, do not hesitate to contact me for anything. Sincerely, Sabrina Mulinacci

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Seminar Klopp @Bocconi
by Giacomo Zanella 23 Jan '23

23 Jan '23

We announce the following seminar (held only in person): 26/01/2023 at 12:00 Bocconi University, Via Roentgen 1, Milan Room 3-B3-sr01, floor 3 Speaker: Olga Klopp (ESSEC and CREST). Personal webapge: http://kloppolga.perso.math.cnrs.fr/ Title: Optimality of Variational Inference for Stochastic Block Model Abstract: Variational methods are extremely popular in the analysis of network data. Statistical guarantees obtained for these methods typically provide asymptotic normality for the problem of estimation of global model parameters under the stochastic block model. In the present work, we consider the case of networks with missing links that is important in application and show that the variational approximation to the maximum likelihood estimator converges at the minimax rate. This provides the first minimax optimal and tractable estimator for the problem of parameter estimation for the stochastic block model. We complement our results with numerical studies of simulated and real networks, which confirm the advantages of this estimator over current methods. See also https://bidsa.unibocconi.eu/newsevents/bidsa-seminar-series-optimality-vari… . Best regards, Giacomo Zanella

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2nd Level Executive Master in QUANTUM MACHINE LEARNING
by Marco Corazza 23 Jan '23

23 Jan '23

*2nd LEVEL **EXECUTIVE ** MASTER in* *QUANTUM MACHINE LEARNING* (*https://www.cafoscarichallengeschool.it/.../quantum.../* <https://www.cafoscarichallengeschool.it/master/quantum-machine-learning/?fb…> ) Dear All, I'm informing you that: - the deadline for the enrollment to the *EXECUTIVE 2nd LEVEL MASTER in QUANTUM MACHINE LEARNING* is approaching: February 1, 2023, *- 5 INPS full-coverage scholarships are available for Italian civil servants (https://www.inps.it/Welfare/default.aspx?lastMenu=21556... <https://www.inps.it/Welfare/default.aspx?lastMenu=21556&iMenu=1&tb=0&fondo=…>).* for any information, you can contact lorenzo.paolini(a)unive.it. Regards, Marco Corazza P.S. - Please, give wide diffusion to this announcement. -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef

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Phd In Statistics & Computer Science - scadenza domande
by Antonio Lijoi 23 Jan '23

23 Jan '23

Care/i tutte/i, ricordo che la scadenza per la presentazione delle domande di ammissione al dottorato in Statistics and Computer Science dell’Università Bocconi, Milano, è imminente: 1 Febbraio. Vi sarei molto grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti e buona settimana, AL ******************* PhD in Statistics and Computer Science - a.y. 2023-2024 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2023 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Machine Learning, Decision Theory and Statistical Physics. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) Antonio Lijoi ----- Bocconi University http://mypage.unibocconi.eu/antoniolijoi

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Call of interest at U. Venice (open position in Statistics or Math for Social Sciences)
by Marco LI CALZI 20 Jan '23

20 Jan '23

The Department of Management at U. Ca’ Foscari Venezia is interested in receiving expressions of interest for a position in Statistics, or in Mathematics Applied to Social Sciences. The position is open (tenure-track, associate, or full). Scholars with three years’ of seniority abroad may be hired directly. Candidates should have a solid knowledge of advanced mathematical tools and their research output should have used them in at least one of the following areas: management science, economics, finance, insurance, decision theory, game theory, or social sciences. Emphasis on data science or network science is particularly appreciated. Please address questions or inquiries to Marco Li Calzi <licalzi(a)unive.it <mailto:licalzi@unive.it>>. __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy T. +39 041 234 6925 M. licalzi(a)unive.it WWW: http://mizar.unive.it/licalzi

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Ph.D. positions in Artificial intelligence at University of Pisa
by Marco Romito 20 Jan '23

20 Jan '23

Good morning I am writing to announce that a special call for the National Doctoral Program in Artificial Intelligence at the University of Pisa funded by the National PNRR has been issued. The call can be found here: in italian: https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2022-2023… in english: https://dottorato.unipi.it/index.php/en/application-process-for-the-academi… The deadline is on February 1 2023, at 1pm CET The probability & statistics group at the University: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ is part of the local funding project. Best regards m.

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IEEE MetroLivEnv 2023 - Special Session PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY
by Antonella Iuliano 20 Jan '23

20 Jan '23

Dear Colleagues, we would like to draw your attention to the upcoming 2023 IEEE INTERNATIONAL WORKSHOP ON METROLOGY FOR LIVING ENVIRONMENT that will be held at the Politecnico di Milano, (Italy), 29 - 31 May, 2023. The following Special Session is open to receive your submissions. PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY The application of metrology related to living environment plays an important role in many applicative contexts to understand and identify sources of variability and to minimise their influence. There is a lack of probabilistic and machine learning approaches in this field; therefore this session aims at covering this aspect. Probability Theory and Statistics provide powerful tools for the development of new mathematical models to describe real life phenomena. One of the most significant advantages of the probabilistic modeling is that it gives a comprehensive understanding of the uncertainty associated with a measurement result. Therefore, the goal of this session is to gather recent advancements with promising future perspectives on the application of mathematical models, in areas such as health care and environmental, to improve the quality of life. Website: https://www.metrolivenv.org/special-session-4 *Important deadlines:* *Extended Abstract Submission Deadline* January 31, 2023 *Extended Abstract Acceptance Notification* March 15, 2023 *Final Paper Submission Deadline* April 15, 2023 *Conference Dates* May 29-31, 2023 For further information and updates please visit the conference website: https://www.metrolivenv.org/ We are looking forward to Welcome you in Milan! Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Best Regards, The Session Organizers Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Seminario Prof. Leonenko
by Enrica Pirozzi 19 Jan '23

19 Jan '23

**** AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO: Limit theorems for the first Minkowski functional of Gaussian spatiotemporal random fields with long-memory Abstract The paper [1] addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local functionals of nonlinear transformation of such fields, with Hermite rank m ? 1, under general covariance structures. These results are proven to hold, in particular, for a family of non?separable covariance structures belonging to Gneiting class. For m = 1, under some general condition on covariance structure of spatiotemporal random field with long memory in time, the properly normalized first Minkowski functional converge in distribution to the normal law. For m = 2, under separability of the spatiotemporal covariance function in space and time, the properly normalized Minkowski functional, involving the modulus of a Gaussian random field, converges in distribution to the Rosenblatt type limiting distribution for a suitable range of the long memory parameter. Some other related results can be found in [2,3]. For spatiotemporal isotropic stationary fields on sphere similar results obtained in Marinucci et al. [4] This is joint results with M.D.Ruiz-Medina (Granada University, Spain). References [1] Leonenko, N.N. and Ruiz-Medina, M.D. (2023) Sojourn functionals for spatiotemporal Gaussian random fields with long-memory, Journal of Applied Probability, in press. [2] Leonenko N. and Olenko, A. (2014) Sojourn measures for Student and Fisher-Snedecor random fields, Bernoulli, 20 (3), 1454-1483 [3] Makogin, V. and Spodarev, E. (2022). Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Stochastics, 94, 111?142 [4] Marinucci, D., Rossi, M. and Vidotto, A. (2020). Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2 × R, Annals of Applied Probability, 31, 2311?2349 Il seminario si terrà il giorno 25 Gennaio 2023 ore 15:30 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Enrica Pirozzi **** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Ph.D. position on dependence modeling at TU Eindhoven (NL)
by Elisa Perrone 19 Jan '23

19 Jan '23

Dear Colleagues, The Department of Mathematics and Computer Science of TU Eindhoven has an open Ph.D. position in Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct theoretical research in the area of dependence modeling and copulas under my supervision. Application deadline: February 16, 2023. Job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-978530.html <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.tue.…> I would appreciate it if you could forward this email to any potential candidates. Thanks and best wishes, Elisa --- 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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PREMIO UMI-DE FINETTI
by Claudia Ceci 19 Jan '23

19 Jan '23

Buongiorno a tutti, segnalo che è stato pubblicato il bando del premio UMI De Finetti 2023 rivolto a giovani studiose e studiosi in Calcolo delle Probabilità ed Applicazioni: https://umi.dm.unibo.it/premi/bandi-premi/ La scadenza è il 31 marzo 2023 (in allegato il bando). Alla medesima pagina trovate anche il bando del premio Caccioppoli 2022 rivolto a giovani ricercatrici e ricercatori in tutti gli ambiti della matematica (scadenza 28 febbraio 2023). Vi prego di darne la massima diffusione. Buona giornata, Claudia Ceci *************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Padova Seminars in Probability and Finance - Athanasios Vasileiadis (Université Côte d'Azur)
by alessandra bianchi 18 Jan '23

18 Jan '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on January 27 at 14.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Athanasios Vasileiadis (Université Côte d'Azur) *Title*: Solving Stochastic Control and Mean Field Games using Deep Reinforcement Learning *Date and time*: January 27, 2023 at 14.30 *Place*: Room 2BC30 of the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83527477275 (meeting ID: 835 2747 7275) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In recent years there have been big breakthroughs in applying machine learning for the solution of control problems primarily solving the curse of dimensionality. In this talk we will lay the foundations of Reinforcement Learning and apply it to stochastic control problems first and then Mean Field Games. On the theoretical side we will see some guarantees for the convergence of the approximations, as well as how to use noise to learn the Nash Equilibria of the MFG problem. On the practical side we will use Artificial Neural Networks to look for the optimal controls in feedback form and discuss results in higher dimensions. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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(PMS)^2 talks: E. Luongo and F. Grotto [Jan 23]
by Maurizia Rossi 18 Jan '23

18 Jan '23

Dear colleagues, We are happy to announce the following *hybrid - that is, in person with online streaming - *talks: Speaker: *Eliseo Luongo* (SNS Pisa) *Title:* A stochastic particle approximation approach of the 2D Navier-Stokes equations with vorticity generation. (See Abstract below.) Speaker: *Francesco Grotto *(Univ. di Pisa) *Title:* Area Excursions and nodal Leray measures for Random Waves on hyperbolic space. (See Abstract below.) Date and Time: *Monday January 23, 14:30-16:30 (Rome time zone)* Place: *Aula 3014,* *Dip. di Matematica e Applicazioni, Univ. di Milano-Bicocca*, via R. Cozzi 55, Milano *Webex link:https://unimib.webex.com/unimib-it/j.php?MTID=m4a814f4cfe7e7a7ace5ef5e… <https://unimib.webex.com/unimib-it/j.php?MTID=m4a814f4cfe7e7a7ace5ef5e4d3f6…>* *Meeting number:* 2743 324 2093 *Password:*YPiMid9rP83 *-* *Abstract (Luongo)*: Particle approximation of 2D Navier-Stokes equations is a relevant problem in fluid dynamics with consequences also in its numerical analysis. The problem is essentially solved in the case of domains without boundary, but it remains mostly open in the case of no-slip boundary conditions, due to the difficulty of understanding and modeling generation of vorticity close to the boundary. The solution of this problem could have a deep impact in our understanding of turbulence. In this talk we present a stochastic particle approximation method which allows us to treat 2D Navier-Stokes equations in the case of prescribed vorticity generation. Our approach is almost completely functional analytic based. Moreover we obtain finer convergence results to the solution of the Navier-Stokes equations compared to propagation of chaos techniques. The talk is based on a joint work with F. Grotto and M. Maurelli. *Abstract (Grotto):* Focusing on the asymptotic behavior of a couple of relevant geometric functionals, we will discuss analogies and differences between random wave models on hyperbolic space and other geometric settings on which the related theory is by now well-established. Based on joint work with Giovanni Peccati. - These talks are part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Fwd: [MatApp-list] Seminari del Centenario UMI a Milano - Bicocca, 26 gennaio 2023
by Gianmario Tessitore - UNIMIB 18 Jan '23

18 Jan '23

---------- Forwarded message --------- Da: Veronica Felli <veronica.felli(a)unimib.it> Date: lun 16 gen 2023 alle ore 08:00 Subject: [MatApp-list] Seminari del Centenario UMI a Milano - Bicocca, 26 gennaio 2023 To: <matapp-dip-groups(a)unimib.it>, <dottormate(a)unipv.it> Gentilissime/i il 26 gennaio 2023 l’Università di Milano-Bicocca ospiterà uno dei “Seminari del Centenario” dell’Unione Matematica Italiana. L’incontro si terrà a partire dalle ore 15 presso Aula Sironi (U4-08) Edificio U4 – Piazza della Scienza 4 Milano Sono previste le due conferenze: - Francesco Caravenna (Università di Milano-Bicocca): Singolarità e Regolarità Aleatorie - Susanna Terracini (Università di Torino): TBA Per dettagli sul programma si rimanda alla locandina allegata e al link https://umi.dm.unibo.it/milano26gennaio23/ Allo stesso link è disponibile il form per l’iscrizione all’evento. Tutti gli interessati sono invitati a partecipare. Veronica Felli -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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reminder Postdoc position @ Warwick
by Giuseppe Cannizzaro 17 Jan '23

17 Jan '23

Gentili colleghi, vi ricordo la posizione di postdoc presso l'università Warwick per lavorare con me su argomenti di probabilità, analisi stocastica e meccanica statistica. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Vi prego di incoraggiare buoni candidati che stanno completando o hanno completato il dottorato a fare domanda. Cari saluti, Giuseppe Cannizzaro ************************************************************** Dear colleagues, I am writing to you to kindly ask you to circulate the Postdoc position that I opened at the University of Warwick. The successful candidate will be working with me on topics related to the UKRI FLF project “Large-scale universal behaviour of Random Interfaces and Stochastic Operators” MR/W008246/. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Please, encourage strong candidates with a background in any area of probability theory, stochastic analysis or statistical mechanics to apply. Best wishes, Giuseppe Cannizzaro

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Fwd: Phd-student or Postdoc vacancy at Augsburg University and LMU Munich
by alessandra bianchi 16 Jan '23

16 Jan '23

Buongiorno, Ricevo ed inoltro volentieri il seguente annuncio da parte di Sabine Jansen e Markus Heydenreich. Saluti, Alessandra Bianchi ------------------------------------------------------------------------------------- Dear colleagues, We are looking for a talented researcher to work on a project on *Continuum Particle Systems* at Augsburg University and LMU Munich. The project focuses on the decay of correlations of continuum particle systems and combines techniques from stochastic geometry and statistical mechanics. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 May 2023 or later. We are looking for candidates with excellent background in probability theory and statistical mechanics who obtained an MSc degree in Mathematics. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (Munich/Tuebingen). Please contact Prof. Sabine Jansen (jansen(a)math.lmu.de) or Prof. Markus Heydenreich (m.heydenreich(a)lmu.de) for further information about the project. Interested candidates are invited to send letter of motivation, curriculum vitae as well as name and contact details of two academic references to m.heydenreich(a)lmu.de. Review of application begins on 01 February 2023 and shall continue until the position is filled. Best wishes, Sabine Jansen and Markus Heydenreich -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminar in Statistics - ANGELIKA ROHDE
by Pierpaolo De Blasi 16 Jan '23

16 Jan '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 20 Gennaio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Angelika Rohde* (University of Freiburg) Title: *Estimating functionals under local differential privacy* Abstract: We study the problem of estimating a functional $\theta(\mathbb{P})$ of an unknown probability distribution $\mathbb{P} \in\mathcal{P}$ in which the original iid sample $X_1,\dots, X_n$ is kept private even from the statistician via an $\alpha$-local differential privacy constraint. Let $\omega_{TV}$ denote the modulus of continuity of the functional $\theta$ over $\mathcal{P}$ with respect to total variation distance. For a large class of loss functions $l$ and a fixed privacy level $\alpha$, we prove that the privatized minimax risk is equivalent to $l(\omega_{TV}(n^{-1/2}))$ to within constants, under regularity conditions that are satisfied, in particular, if $\theta$ is linear and $\mathcal{P}$ is convex. Our results complement the theory developed by Donoho and Liu (1991 Ann. Statist. 19 633–667) with the nowadays highly relevant case of privatized data. Somewhat surprisingly, the difficulty of the estimation problem in the private case is characterized by $\omega_{TV}$, whereas, it is characterized by the Hellinger modulus of continuity if the original data $X_1,\dots, X_n$ are available. We also find that for locally private estimation of linear functionals over a convex model a simple sample mean estimator, based on independently and binary privatized observations, always achieves the minimax rate. In particular, over the larger class of so-called sequentially interactive privacy mechanisms, a non-interactive procedure attains this rate. Next, we turn to one of the most studied non-linear functionals, the quadratic functional. Here, in contrast, we show that for estimating the integrated square of a density, sequentially interactive privacy mechanisms improve substantially over the best possible non-interactive procedure in terms of minimax rate of estimation. In particular, in the non-interactive scenario we identify an elbow in the minimax rate at $s=3/4$, whereas in the sequentially interactive scenario the elbow is at $s=1/2$. This is markedly different from both, the case of direct observations, where the elbow is well-known to be at $s=1/4$, as well as from the case where Laplace noise is added to the original data, where an elbow at $s=9/4$ is obtained. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89240989650?pwd=eVZSTUVEWHM2SnhBWXpnL21VU3gvQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Summer school: Deterministic and random features of fluids - EPFL, 2023.7.3-7
by Lucio Galeati 15 Jan '23

15 Jan '23

Dear colleagues, I'm glad to inform you about the following event that we are organizing at EPFL for this July; feel free to advertise it among potentially interested participants at your department. Below you can find a short description and the link to the official website. Participation is free but mandatory; there is (limited) funding for travel and accommodation, for which case the application deadline is March 15th 2023. All the best, Lucio (on behalf of the organising committee) ========= Summer school: Deterministic and random features of fluids Date: Monday, Jul 3, 2023 -- Friday, Jul 7, 2023 Place: EPFL, Lausanne, Switzerland The summer school focuses on the deterministic and random phenomenologies of incompressible fluids. The format consists of two lecture series (6 hours each) by Prof. Jacob Bedrossian and Prof. Thierry Gallay and of several research talks by experts in the field. The lectures address two main themes: chaotic properties of fluid models in the presence of an external random force and stability at high Reynolds number of vortex configurations. The school is intended to introduce early stage researchers (Ph.D. and postdocs) to these subjects. Support for selected young participants will be available. Organizing Commitee: M. Colombo, M. Dolce, L. Galeati, M. Sorella Website@EPFL: https://www.epfl.ch/labs/amcv/amcv/events/summer-school-deterministic-and-r…

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EXECUTIVE 2nd LEVEL MASTER in QUANTUM MACHINE LEARNING
by Marco Corazza 13 Jan '23

13 Jan '23

*EXECUTIVE 2nd LEVEL MASTER inQUANTUM MACHINE LEARNING* Dear All, I inform you that the deadline for the enrollment to the *EXECUTIVE 2nd LEVEL MASTER in QUANTUM MACHINE LEARNING* has been extended to February 1, 2023. For all details, see *https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/ <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/>* . Please, I kindly ask you to give the widest circulation to this note. Looking forward to seeing you at our Master, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef -- <<Determinare [... gli] aspetti della struttura di una ConvNet rispecchia l'arte di far funzionare queste reti complesse per un particolare compito.>> M. Mitchell, "L'intelligenza artificiale. Una guida per esseri umani pensanti", Giulio Einaudi Editore, 2022 [pag. 69]

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Fwd: January 24-25 IRS 2023 Conference Program
by Faggionato, Alessandra 13 Jan '23

13 Jan '23

Buongiorno Inoltro l'annuncio di IRS 2023 con l'orario e titoli dei seminari delle 2 giornate Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Mon, 2 Jan 2023 at 16:38 Subject: January 24-25 IRS 2023 Conference Program To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, Here is the program of the conference on: INHOMOGENEOUS RANDOM SYSTEMS Tuesday 24 and Wednesday 25 January 2023 Institut Curie Amphitheatre Curie and Institut Henri Poincare Amphitheatre Hermite 11-13 rue Pierre et Marie Curie, Paris also online Registration is important for organizational purposes: thank you for registering if you haven't done so yet, BEFORE TUESDAY, JANUARY 17, also to receive the connection link. Abstracts are available at: http://irs.math.cnrs.fr Looking forward to meeting you, in Paris or online, Giambattista Giacomin, Christian Maes, Ellen Saada. *You will find in attachment a PDF file of the program with the same informations as below which you may print and post up. -------------------------------------------------------------------- -------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 24-25, 2023 Conference Program Institut Curie Amphitheatre Curie and Institut Henri Poincare Amphitheatre Hermite 11-13 rue Pierre et Marie Curie, Paris also online Tuesday 24 January: ------------------------------------------------------------------- POINT PROCESSES AND STATISTICAL MECHANICS ------------------------------------------------------------------- Moderator: Alessandra Faggionato (Roma) 9.00- 9.10 Opening 9.10-10.00 Alessandra Faggionato (Roma): Random resistor networks on simple point processes and Mott's law. 10.00-10.50 Martin Huesmann (Muenster): Fluctuations of the displacement in the optimal matching problem. 10.50-11.15 Coffee Break 11.15-12.05 Sabine Jansen (Muenchen): Large deviations and distribution of cracks in a chain of atoms at low temperature. 12.05-13.30 Lunch 13.30-13.55 Thierry Bodineau (Bures-sur-Yvette), Giambattista Giacomin (Paris), Dasha Loukianova (Evry): A tribute to Francis Comets 14.00-14.50 Frank den Hollander (Leiden): Metastability for the Widom-Rowlinson model with grains of general shape. 14.50-15.40 Raphael Lachieze-Rey (Paris): Percolation of random fields excursions. 15.40-16.05 Coffee Break 16.05-16.55 Giovanni Peccati (Luxembourg): Functional inequalities on the Poisson space, via stopping sets and two-scale stabilization. 16.55-17.45 Antoine Gloria (Paris & Bruxelles): On Einstein's effective viscosity formula. Wednesday 25 January: ------------------------------------------------------------------- FREE PROBABILITY, BETWEEN MATHS AND PHYSICS ------------------------------------------------------------------- Moderator: Jorge Kurchan (Paris) 9.00- 9.10 Opening 9.10- 9.30 Jorge Kurchan (Paris): Introduction. 9.30-10.20 Roland Speicher (Saarbruecken): Free probability and free cumulants. 10.20-10.45 Coffee Break 10.45-11.35 Frederic Patras (Nice): Algebraic structures underlying free probability. 11.35-12.25 Alice Guionnet (Lyon): Matrix models at low temperature. 12.25-13.45 Lunch 13.45-14.35 Denis Bernard (Paris): The Quantum SSEP and the emergence of free probability in many-body mesoscopic quantum systems. 14.35-15.25 Laura Foini (Saclay): Eigenstate Thermalization Hypothesis and Free Probability. 15.25-15.50 Coffee Break 15.50-16.40 Marc Potters (Paris): Free probabilities in action: the spectral method for phase retrieval. 16.40-17.30 Jean-Philippe Bouchaud (Paris): Covariance stability & eigenvector overlaps : a (free) RMT approach. ------------------------------------------------------------------- Registration: The conference and online participation are free and open to all. To facilitate local organisation and receive your connection link, please register in advance by sending an e-mail before January 17 to "inter(a)math.cnrs.fr" with subject: IRS 2023 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ on site or online:_ _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: http://irs.math.cnrs.fr Giambattista Giacomin Christian Maes Mathematiques, LPSM Theoretische Fysica Universite Paris Cite KU Leuven, Belgium Ellen Saada Mathematiques, MAP5 CNRS & Universite Paris Cite Partially supported by CNRS, Universite Paris Cite and KU Leuven. ----------------------------------------------------------------- ----------------------------------------------------------------- -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario Paolo Dai Pra
by Enrica Pirozzi 11 Jan '23

11 Jan '23

AVVISO di SEMINARIO Prof. Paolo Dai Pra Università di Verona TITOLO Polarization and Coherence in Mean Field Games Driven by Private and Social Utility Abstract We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority (conformism) and the aspiration of sticking with the own type (stubbornness). We also consider a quadratic cost related to the rate at which a change in the state happens: changing opinion may be a costly operation. Depending on the parameters of the model, the game may have more than one Nash equilibrium, even though the corresponding N- player game does not. Moreover, it exhibits a very rich phase diagram, where polarized/unpolarized, coherent/incoherent equilibria may coexist, except for T small, where the equilibrium is always unique. We fully describe such phase diagram in closed form and provide a detailed numerical analysis of the N-player counterpart of the mean field game. Joint work with Marco Tolotti (Venezia) and Elena Sartori (Padova). Il seminario si terrà il giorno 13 Gennaio 2023 ore 11:00 nella Aula F del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link a Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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PhD/Post-doc Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Jan '23

11 Jan '23

Research position in mathematics/statistics at a private company: - For PhD/Postdoc (Master's ok) in Mathematics or equivalent - No programming or finance prerequisites. For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

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Postdoc positions at Bocconi (Milan)
by Giacomo Zanella 11 Jan '23

11 Jan '23

Three postdoc positions available at Bocconi University (Milan, Italy), under the supervision of Giacomo Zanella (link <https://sites.google.com/site/gzanellawebpage/home>) and funded by the ERC Starting Grant "Provable Scalability for high-dimensional Bayesian Learning". Details and links to apply available at https://sites.google.com/site/gzanellawebpage/postdoc-positions-available. The deadline for application is 28/02/2023 and the planned starting date is 01/05/2023 (with some flexibility). Initial contracts are for 1 year and are extendable for further years under mutual agreement. Candidates will conduct research on computational aspects of statistical and machine learning methods, with a particular focus on Bayesian methodologies. The research activity, both in terms of specific topic and research approach, can adapt to the profile and interests of the successful candidates. Beyond working with the supervisor and coauthors on topics related to the grant project (see https://sites.google.com/site/gzanellawebpage/research and https://cordis.europa.eu/project/id/101076564 for more details on the research topics of the supervisor and grant project), candidates will get the chance to interact with various faculty members, postdocs and PhD students of the Stats&ML group at Bocconi (see e.g. researchers at https://bayeslab.unibocconi.eu/people and https://dec.unibocconi.eu/people ). Interested candidates can write to giacomo.zanella(a)unibocconi.it for more information about the positions. Best regards, Giacomo Zanella

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Summer School on "Statistical Mechanics and Stochastic PDEs" (Sep 11-15, 2023)
by Francesco Caravenna 11 Jan '23

11 Jan '23

Dear friends, We would like to advertise a summer school entitled "Statistical Mechanics and Stochastic PDEs", which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME. The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their course titles is: Massimiliano Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization Antti Kupiainen (Univ. Helsinki, Finland) - Renormalisation Group and stochastic PDEs Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Stochastic growth models and anisotropic KPZ equation in dimension 2+1 We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation). Interested participants should submit their applications before Apr 30, 2023, through the school website: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…> Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…> Please feel free to circulate the information. The organisers, Francesco Caravenna, Rongfeng Sun, Nikos Zygouras

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Annuncio Seminario Sapienza // Martedì 10 Gennaio // Lorenzo Dello Schiavo
by Lorenzo Taggi 09 Jan '23

09 Jan '23

Martedì 10 Gennaio 2023, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker: *Lorenzo Dello Schiavo (ISTA, Vienna) *Titolo:* Scaling Limits of Random Walks, Harmonic Profiles, and Stationary Non-Equilibrium States in Lipschitz Domains *Abstract:* We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain Ω, with both fast and slow boundary. For the random walks on Ω dual to SEP/SIP we establish a functional-CLT-type convergence to the Brownian motion on Ω with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin (at criticality) boundary conditions. We further show the discrete-to-continuum convergence of the corresponding harmonic profiles. As a consequence, we rigorously derive the hydrodynamic and hydrostatic limits for SEP/SIP on Ω, and analyze their stationary non-equilibrium fluctuations. Based on joint work arXiv:2112.14196 with Lorenzo Portinale (IAM Bonn) and Federico Sau (ISTA)

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Workshop on Quantitative Finance 2023
by Marina DI GIACINTO 08 Jan '23

08 Jan '23

-------------------------------------- Apologies for cross-postings -------------------------------------- Dear Colleagues, This is a gentle reminder on the call for papers of the XXIV Workshop on Quantitative Finance (QFW2023), which will be held at the Angevin Castle in Gaeta (Italy) on April 20th-22nd, 2023. The deadline for submitting extended abstracts is next Sunday, January 15th, 2023. The call for papers is attached, and the poster of the conference can be downloaded here <https://drive.google.com/file/d/1aoSPNCgHk4caf_LOB4Vk61XDCmvdJG1m/view>. Attendance is free of charge, but registration is required for organizational reasons. Further information is available on the conference website https://qfw2023.unicas.it/. We are looking forward to meeting you in Gaeta! Marina Di Giacinto On behalf of the Organizing Committee

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seminar on January 11, 2023 - Giulia Di Nunno - Reminder
by Emanuela Rosazza Gianin 07 Jan '23

07 Jan '23

Dear all, you are all invited to participate to the following seminar on *Wednesday 11th of January 2023 at 16:30* in Aula Seminari 4026 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 4th floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models and hedging* Abstract: We present the Sandwiched Volterra Volatility (SVV) model and we discuss some of its characteristic properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. While the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Department of Statistics and quantitative methods University of Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano - Italy Phone (0039) 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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secondo indirizzo email
by Laura Maria Morato 07 Jan '23

07 Jan '23

carissimi desidero AGGIUNGERE a questo indirizzo email l'indirizzo morato.lauramaria(a)gmail.com cordialmente Laura Morato

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21st Informs APS, June 28-30 2023
by Sara Mazzonetto 06 Jan '23

06 Jan '23

Salve a tutti, Mi permetto d'inviare, a nome del comitato di organizzazione, l'annuncio di una conferenza in probabilità applicata che si terrà a fine giugno a Nancy. Cordiali saluti, Sara Mazzonetto %%%%%%%% Dear friends and colleagues, It is our great pleasure to announce that the 21st INFORMS Applied Probability Society conference will be held in Nancy, France, on June 28 - 30 2023. The Informs APS conference has been one of the most important international events in Applied Probability for over 4 decades. After having postponed the conference from back in 2021 due to Covid, we are all so excited to come together again as a community. The event will be an outstanding opportunity to hear (and give!) great talks and poster presentations at the cutting edge of research in Applied Probability. And the APS conference is an especially great opportunity for students and junior career scientists to meet many in the community, learn about new and interesting research directions, share their recent and ongoing work, establish new collaborations and friendships. Invited session chairs are currently in the process of inviting speakers, and there will also be many great sessions of contributed talks, as well as an excellent poster fair! Registration is now open, and all details may be found at : [ https://informs-aps2023.event.univ-lorraine.fr/ | https://informs-aps2023.event.univ-lorraine.fr/ ] The key dates are as follows: February 27th, 2023: deadline for student support applications. February 27th, 2023: submission deadline for titles and abstracts of invited sessions talks. March 6th, 2023: submission deadline for titles and abstracts of contributed talks. March 13th, 2023: submission deadline for posters. April 10th, 2023: notification of acceptance for student support grants. April 10th, 2023: notification of acceptance for contributed talks and posters. May 1st, 2023: deadline for early-bird registration. Hope to see you in Nancy this summer! Sincerely, Dave Goldberg (INFORMS APS chair), Pascal Moyal (head organizer) and the local organizing committee.

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Fwd: Juniorprofessorship in Augsburg
by Marco Romito 06 Jan '23

06 Jan '23

The University of Augsburg has an opening for Junior Professorship (W1) in the area of stochastic partial differential equations, stochastic analysis, stochastic dynamics, numerics of stochastic differential equations or related fields. Deadline: January 31, 2023 The position initially lasts three years and ends with an evaluation. If the result of the evaluation is positive, the contract is extended for another three years. For full details of this announcement see: https://www.uni-augsburg.de/en/jobs-und-karriere/stellenangebote/2022/12/19… Application packages should include a curriculum vitae, a list of publications, and a Ph.D. certificate. Applications should be submitted to the Dean of the Faculty of Mathematics, Natural Sciences, and Materials Engineering, University of Augsburg, Germany in pdf-format (as one file, maximum 8 MB) to bewerbungw1sde(a)math.uni-augsburg.de. Employment requirements are a relevant university degree, teaching skills, the ability to pursue scientific work which is generally demonstrated by a doctorate. Total employment time as researcher or research assistant, including employment in these positions while pursuing a Ph.D., should not exceed six years. The appointment procedure is performed according to Art. 18 BayHSchPG. -- Prof. Dr. Dirk Blömker, Institut für Mathematik, Universität Augsburg, 86135 Augsburg, Germany Telefon: ++49 (0821) 598 - 2156 Telefax: ++49 (0821) 598 - 2200 E-Mail: dirk.bloemker(a)math.uni-augsburg.de Skype: bloemker21

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SPASS Seminar: Antonio Agresti - TUE 10.01 at 14:00
by Andrea Agazzi 04 Jan '23

04 Jan '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *The primitive equations with transport noise* by Antonio Agresti (ISTA - Institute of Science and Technology Austria) The seminar will take place in person on *TUE, 10.01.2023 at 14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: **The primitive equations with transport noise* *Abstract: **The primitive equations are one of the fundamental models for geophysical flows used to describe oceanic and atmospheric dynamics. In this talk I will discuss some recent results on the primitive equations with noise of transport type. In addition to transport noise, we also consider non-isothermal turbulent pressure. The dependence of the turbulent pressure on the temperature is a consequence of a stochastic Boussinesq approximation. For the primitive equations with transport noise and non-isothermal turbulent pressure, we provide a physical derivation and we discuss the global well-posedness for data in the critical spaces $H^1$. The latter result gives a non-trivial extension of the celebrated work by C. Cao and E.S. Titi on the deterministic model. Our approach is based on recent developments of maximal regularity techniques in the context of stochastic parabolic PDEs. If time allows, then I will also discuss further results in presence of rough noise.* *Based on joint works with M. Hieber (TU Darmstadt), A. Hussein (TU Kaiserslautern) and M. Saal (TU Darmstadt).*

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Postdoc position Rome La Sapienza
by Giacomo Di Gesu 03 Jan '23

03 Jan '23

Dear all, I am writing to announce the opening of a one-year postdoc position (assegno di ricerca) at the Mathematics Department of Sapienza University of Rome. The call is available at the link https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/199009 The deadline is February 6th and the PhD title is not needed at the time of application. Informal inquiries are very welcome and may be sent to giacomo.digesu(a)uniroma1.it Best wishes, Giacomo Di Gesù *** Dipartimento di Matematica Università di Roma La Sapienza Piazzale Aldo Moro 5 00185 Roma, Italy https://sites.google.com/site/giacomodigesu

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Mini-course Boris Hanin
by mic sal 03 Jan '23

03 Jan '23

Dear all, This is to remind you of the mini-course Boris Hanin (Princeton University) will give at Tor Vergata next week. Here is a schedule and updated program of the course: Neural Networks and Gaussian Processes * Lecture 1. (Tue 10th, 14h00) Introduction to neural networks and open problems. * Lecture 2. (Wed 11th, 14h00) Statement and proof of Gaussian Process (GP) limit. Tuning to criticality and analysis at large depth. * Lecture 3. (Fri 12th, 10h00) Optimization in the GP limit using the Neural Tangent Kernel. More open problems. The course will be self-contained and requires no particular background on the field. All the lectures will be held in Aula Dal Passo, Department of Mathematics - Tor Vergata university, and we do encourage in-person participation. Do not hesitate to contact me for any further question (including directions!). Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The mini-course is organized by RoMaDS (https://www.mat.uniroma2.it/~rds/events.php). Best, Michele

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Two postdoc positions at Scuola Normale Superiore, Pisa
by Fabrizio Lillo 29 Dec '22

29 Dec '22

Dear colleagues, I am currently advertising 2 two-year Postdoc positions at the Scuola Normale Superiore in Pisa. PhD is not required but applicants must have carried out at least 2 years of post-graduation research activity (see the calls). 1) The first one is about DATA SCIENCE, MACHINE LEARNING AND ARTIFICIAL INTELLIGENCE FOR ECONOMICS AND FINANCE https://amministrazionetrasparente.sns.it/bando/data-science-machine-learni… and it is funded by the European Grant SoBigData++. The deadline is January 12, 2023 2) The second one is about MATHEMATICAL FINANCE ON MARKET MICROSTRUCTURE, NETWORKS AND SYSTEMIC RISK https://amministrazionetrasparente.sns.it/bando/finanza-matematica-su-micro… and is funded by the chair in Quantitative Finance at SNS. The topic of the post-doc is Quantitative Finance and there is some flexibility depending on the candidate's interests. The deadline is January 18, 2023 Please contact me (fabrizio.lillo(a)sns.it) for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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11th General AMaMeF Conference & Summer School on "Risk and Uncertainty in Economics, Insurance and Finance"
by Ferrari, Giorgio 29 Dec '22

29 Dec '22

Dear All, the /11th General AMaMeF Conference/ will take place from *26th to 30th June 2023* in Bielefeld (Germany). The list of plenary speakers, invited sessions, and further information can be found here: https://sites.google.com/view/amamef-2023/overview* * ** Following the conference, a summer school on "/Risk and Uncertainty in Economics, Insurance and Finance/" will take place in the week of *July 3-7, 2023* at Bielefeld University. Further details about this event will come soon. **We are looking forward to welcoming you to Bielefeld in the summer of 2023! All the best wishes for the end of 2022 and the beginning of 2023, Giorgio Ferrari and Frank Riedel

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Assegno di ricerca Università di L'Aquila
by Fabio Antonelli 29 Dec '22

29 Dec '22

Con preghiera di diffusione È stato bandito un assegno di ricerca presso il DISIM dell'Università di L'Aquila con scadenza 27/01/2023 dal titolo "Problemi di ottimizzazione in Economia e Finanza" https://www.univaq.it/include/utilities/blob.php?table=assegni_ricerca&id=7… Segreteria Amministrativa Contabile<https://www.univaq.it/include/utilities/blob.php?table=assegni_ricerca&id=7…> Segreteria Amministrativa Contabile DIPARTIMENTO DI INGEGNERIA E SCIENZE DELL’INORMAZIONE E MATEMATICA SEGRETERIA AMMINISTRATIVA CONTABILE E-mail: disim.sac(a)strutture.univaq.it PEC: disim(a)pec.univaq.it www.univaq.it L'assegno è di 12 mesi, possibilmente rinnovabile per altri 12. Fabio Antonelli

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Postdoctoral position at the University of Genova
by Fabio Rapallo 29 Dec '22

29 Dec '22

Buongiorno, ricevo e volentieri inoltro alla lista il seguente messaggio. Cordiali saluti e auguri di buon 2023. Fabio Rapallo --------------------------------- From: Eva Riccomagno <riccomag(a)dima.unige.it> Subject: Postdoctoral position at the University of Genova Date: 28 December 2022 at 19:34:43 CET To: Dear Colleagues, I am currently advertising a Postdoc position at the Department of Mathematics, University of Genova. Deadline for application: 23.01.2023 at 12.00 am, Italian time. The call is published at the link: https://concorsi.unige.it/home?ufficio=Assegnisti (Concorsi online - Università degli Studi di Genova) Program n. 58 Applications through: https://concorsi.unige.it/home/procedure/3751/?__language=en The PhD title is not needed at the time of application. The research is in collaboration with the Regione Liguria and is expected to design and implement a survey for rare or elusive subpopulations with particular reference to the Ligurian household spending Please contact riccomagno(a)dima.unige.it for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Best regards, Eva Riccomagno -------------- Fabio Rapallo Dipartimento di Economia Universita’ di Genova

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Bandi RTDa PNRR c/o Dipartimento di Matematica UniBa
by Michele Gianfelice 28 Dec '22

28 Dec '22

Salve, ricevo e inoltro p.c.. Si tratta di un posto etichettato MAT/06 (Probabilità Quantistica) e 2 etichettati MAT/07. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Sun, 25 Dec 2022 18:46:01 +0100 From: Gennaro Infante <gennaro.infante(a)unical.it> To: Giovanni Mascali <giovanni.mascali(a)unical.it>, Michele Gianfelice <gianfelice(a)mat.unical.it> Subject: Fwd: Bandi RTDa PNRR a Bari e auguri Cari, conoscete qualcuno interessato?Cari saluti, Gennaro ============================================ Prof. Gennaro Infante, Ph.D. Dipartimento di Matematica e Informatica Universita' della Calabria 87036 Arcavacata di Rende (Cosenza) Italy office: Cubo 31B - III piano phone: +39 0984 496474 fax: +39 0984 496410 e-mail: gennaro.infante(a)unical.it home page: http://www.mat.unical.it/~infante =========================================== Begin forwarded message: From: annamaria.candela(a)uniba.it Date: 25 December 2022 at 11:29:10 CET To: Gennaro Infante <gennaro.infante(a)unical.it> Subject: Bandi RTDa PNRR a Bari e auguri Caro Gennaro, come promesso ecco i link ai bandi per i 3 posti da RTDa presso il mio Dipartimento finanziati dai progetti PNRR: un posto MAT/07 PNRR CAMPIONI NAZIONALI (PNRR_CN) https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/44… un posto MAT/07 e uno MAT/06 PNRR PARTENARIATO ESTESO 02 (PNRR_PE_02) https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/44… I bandi scadono il prossimo 4 gennaio. Di nuovo auguri di Buon Natale e un sereno Anno Nuovo a te e ai tuoi cari. Anna Maria

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Postdoctoral position at the University of Torino
by Matteo Ruggiero 28 Dec '22

28 Dec '22

Con preghiera di diffusione ai potenziali interessati ----------------------------------------------- Postdoctoral position at the University of Torino Project title: CONSTRUCTION, CHARACTERIZATION AND INFERENCE FOR DIFFUSIONS IN STOCHASTIC POPULATION DYNAMICS Project supervisor: Matteo RUGGIERO (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <https://www.google.com/url?q=http://www.matteoruggiero.it&source=gmail-imap…> Brief description (the focus of the project can be adapted to the position holder’s background): The project aims at constructing new diffusion processes for modelling temporally evolving vectors of frequencies and to investigate appropriate inferential strategies when these are seen as hidden Markov models. These processes typically take values on multi-dimensional or infinite-dimensional simplices, and their temporal mechanisms, often related to evolutionary forces used in stochastic population dynamics, typically have commonly used prior distributions in Bayesian statistics as stationary measures. The construction of such models will be achieved by means of approximating sequences of Markov chains after appropriate rescaling, and inference will be tackled exploiting the existence of certain dual processes through particle filtering or Markov chain Monte Carlo methods. Further info: matteo.ruggiero(a)unito.it <mailto:matteo.ruggiero@unito.it> Application deadline: January 23, 2023 (PhD title possession not needed at the time of application) Call and instructions for applying available at https://www.serviziweb.unito.it/albo_ateneo/ <https://www.google.com/url?q=https://www.serviziweb.unito.it/albo_ateneo/&s…> (Numero di repertorio: 5931; selezione ESOMAS.2022.18/XXV) ----------------------------------------------- Cordiali saluti Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Metrika Special Issue on Categorical Data Analysis
by Monia Lupparelli 28 Dec '22

28 Dec '22

Dear Colleagues, We are pleased to announce a Special Issue of Metrika on Categorical Data Analysis: https://www.springer.com/journal/184/updates/23839478 The submission deadline is September 1, 2023, but early submission is encouraged. We look forward to receiving your submissions. Best wishes, Wicher Bergsma and Monia Lupparelli (Guest Editors) ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications "G. Parenti" University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751517

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4 Postdoctoral positions at the University of Granada
by Marta Leocata 28 Dec '22

28 Dec '22

Salve, Ricevo e inoltro le seguenti posizioni. Saluti, Marta Leocata -------------------------- Dear Colleagues, I would very much appreciate if you could disseminate this information among the suitable candidates: The research unit Modeling Nature (MNat) at the University of Granada requests declarations of interest in applications for 4 post-doctoral fellowships funded by an "Excelence Unit-Qualifica" grant from the Junta de Andalucía: https://www.modelingnature.org/ <https://urldefense.com/v3/__https://www.modelingnature.org/__;!!D9dNQwwGXtA…> The MNat unit emerges to make progress and educate the next generation of scientists in challenging topics at the interfaces of biology, physics, biomedicine, engineering and mathematics. These multidisciplinary collaborations are based on the construction of mathematical models with predictive capacity to address fundamental and applied problems in the following four main areas: I. Mathematical Foundation, Models, and Methods in Nature II. Modeling cell communication and tumor dynamics III. Modeling Bio-Nanotechnology. New materials and Bio-Engineering IV. Modeling complex and dynamic adaptive systems at multiple scales in Ecology and Evolution. Computational Biology The specific descriptors of these areas can be seen on the MNat website (https://www.modelingnature.org/research). We offer a stimulating, interdisciplinary, collaborative working environment with an open academic atmosphere. Positions can start from March 2023 and its duration is 1 year, with the possibility of an extension for 18 additional months. Shorter duration or different starting dates might be considered. Salary is negotiable, according to experience and cv, in a salary range of 32,000 to 42,000 euros (VAT included). Successful candidates will enjoy an allowance for travel and research expenses. Candidates should submit the following application materials CV including publications (4 pages max). Motivation letter describing your prior research experience and accomplishments and future research interests in relation to the MNat research lines (2 pages max). A minimum of two letters of recommendation or list referees to contact. to the email address mnat(a)ugr.es <mailto:mnat@ugr.es> before January 22nd, 2023. An interview will be required for short-listed candidates. Yours sincerely, Juan Soler. PI, Research Unit MNat

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Postdoc position in Torino on Bayesian community detection in networks
by Pierpaolo De Blasi 28 Dec '22

28 Dec '22

Dear colleagues, I am currently advertising a one-year Postdoc position at the ESOMAS Department, University of Torino. Deadline for application: January 23th 2023. PhD title possession not needed at the time of application. The call is published at the link: https://www.unito.it/ricerca/fare-ricerca-unito/assegni-di-ricerca (Bando assegni di ricerca - VI Tornata 2022 - numero di repertorio 5931 del 23/12/2022) Applications through: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-vi/ The research will concern Bayesian mixture modeling for community detection in networks; in particular: - Stochastic Block Model (SBM) as the most convenient generative model for communities in networks - Finite dimensional mixtures with random number of components built on species sampling models - Gibbs sampling algorithms for posterior inference on partitions Bayesian inference and network theory are at the core of this research and candidates are expected to have some previous knowledge on these fields. Experience on programming and computation are also welcome. Please contact pierpaolo.deblasi(a)unito.it for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Best wishes Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi

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2 years postdoctoral researcher at University of Milan on Econometrics methods for the analysis of transition to clean energy
by Luca Rossini 28 Dec '22

28 Dec '22

Dears, We are hiring a 2 years postdoctoral researcher at University of Milan for working with Andrea Bastianin (https://sites.google.com/view/andrea-bastianin) and myself (https://lucarossini.wixsite.com/luca-rossini) The research title is: "*Econometrics methods for the analysis of transition to clean energy*" The *baseline net salary is about 19.000€* (gross salary 21.000€) per annum for *2 years with a possible extensions of 2 further years* and it is only *RESEARCH* devoted. Moreover, *a net mobility allowance of about 6.400€* (gross allowance 7.200€) per annum for the first two years since appointment is granted to researchers of any nationality obtained their PhD from a *non-italian institution*. The research area includes econometric and statistical methods for modelling and forecasting time series data ranging from weather and climate variables to commodity prices with a focus on aspects related to transition to clean energy technologies. The research interests are in line with those of the existing research members, including energy economics, time series analysis, econometrics, Bayesian methods and forecasting. Here is the link to the *detailed description of the procedure*: https://www.unimi.it/sites/default/files/2022-12/BANDO_tipo_A_2022BIS%20eng… The candidate must fill in the *application form* available online at https://air.unimi.it/rm/public/postDocFellowship.htm (Deadline 30 January 2023). If you have questions, feel free to email me at luca.rossini(a)unimi.it Best regards Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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Fwd: A PhD and a postdoc position at TU Vienna
by Bisi, Elia 25 Dec '22

25 Dec '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Lis, Marcin <marcin.lis(a)tuwien.ac.at> Date: 23 Dec 2022, 16:16 +0100 To: Lis, Marcin <marcin.lis(a)tuwien.ac.at> Subject: A PhD and a postdoc position at TU Vienna Dear all, I apologise for the potential spam. I would be grateful if you could forward this message to potential candidates: There is a PhD student position and a 2 year postdoc position available at TU Vienna within my FWF project ``Spins, loops and fields’’. Please contact me directly for more details. Best regards and happy holidays! Marcin Lis marcin.lis(a)tuwien.ac<mailto:marcin.lis@tuwien.ac>.at

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Open call: two 3-year post-doc (RTD-A) positions open at IMT Lucca
by Valentina MACCHIATI 23 Dec '22

23 Dec '22

Dear all, the NETWORKS unit at the IMT School of Advanced Studies in Lucca, Italy, just opened two 3-year post-doc (RTD-A) positions in the topics "Complexity, resilience and sustainability of physical, biological, economic and ecological systems". The deadline is January 12th, 2023 at 13:00 CET. Applicants should be in possession of a PhD degree before the deadline. Hereby, you could find more details. Happy holidays, Valentina Macchiati Ph.D. Student in Data Science Scuola Normale Superiore, Pisa ---------- Forwarded message --------- Da: Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it> Date: mer 21 dic 2022 alle ore 01:02 Subject: Fwd: Open call: two 3-year post-doc (RTD-A) positions open at IMT Lucca To: Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it> Dear colleagues, please circulate the announcement below and note the approaching deadline (January 12th). the *NETWORKS unit* <https://networks.imtlucca.it/> at the IMT School of Advanced Studies in Lucca, Italy, just opened *two 3-year post-doc (RTD-A) positions* in the topics *"Complexity, resilience and sustainability of physical, biological, economic and ecological systems"*. The contracts will start on April 1st, 2023 at the latest. Find the call for applications *here* <https://www.imtlucca.it/it/jobopportunity/complexity-resilience-and-sustain…>. The deadline for submitting applications, which is possible only via the online system (and requires a preliminary registration) is January 12th, 2023 at 13:00 CET. Applicants should be in possession of a PhD degree before the deadline. Excellent applicants with diverse background, from pure mathematics to physics, computer science, biology, ecology, economics and social science are welcome. We are looking for young scientists to carry out research on the complexity, resilience and sustainability of physical, biological, economic and ecological systems. Possible research topics include the complexity of real-world systems and networks, the resilience of financial and economic systems, the sustainability of cities, the stability and biodiversity of ecosytems, the efficiency and metabolism of biological and technological systems. We welcome a combination of mathematical (e.g. random graph theory, statistical physics), computational and data-driven approaches. The candidate has a multidisciplinary attitude and interest in acquiring knowledge from multiple scientific fields. For more information, please contact Prof. Diego Garlaschelli <https://networks.imtlucca.it/people/diego> (diego.garlaschelli(a)imtlucca.it ). -- Diego Garlaschelli NETWORKS Unit <https://networks.imtlucca.it/> (director) IMT School for Advanced Studies Piazza S. Francesco 19, 55100 Lucca (Italy) Econophysics and Network Theory group <https://www.universiteitleiden.nl/en/science/physics/biological-matter/dieg…> Lorentz Institute for Theoretical Physics, University of Leiden Niels Bohrweg 2, 2333 CA Leiden (The Netherlands) Maximum-Entropy Networks <https://link.springer.com/book/10.1007%2F978-3-319-69438-2>: Pattern Detection, Network Reconstruction and Graph Combinatorics

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seminar on January 11, 2023 - Giulia Di Nunno
by Emanuela Rosazza Gianin 22 Dec '22

22 Dec '22

Dear all, you are all invited to participate to the following seminar on *Wednesday 11th of January 2023 at 16:30* in Aula Seminari 4026 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 4th floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models and hedging* Abstract: We present the Sandwiched Volterra Volatility (SVV) model and we discuss some of its characteristic properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. While the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Department of Statistics and quantitative methods University of Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano - Italy Phone (0039) 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Summers school and conference "Processes and heat kernel with symmetries"
by Alessandra Occelli 20 Dec '22

20 Dec '22

Cari colleghi, Vi annunciamo che, nell'ambito del semestre tematico organizzato dal Centre Henri Lebesgue, una Summer School and conference dal titolo "Processes and heat kernels with symmetries" avrà luogo presso il centro congressi Bon Pasteur di Angers dal 26 al 30 giugno 2023. Il comitato scientifico è composto da Jean-Philippe Anker (Università di Orléans), Gilles Carron (Università di Nantes) e Margit Rösler (Universität Paderborn). Il comitato organizzatore è composto da Piotr Graczyk (Università di Angers), Alessandra Occelli (Università di Angers) e Patrice Sawyer (Laurentian University, Sudbury, Canada). Il programma scientifico comprende 4 mini-corsi (4 x 50 min), 8 talk (50 min) e una poster session. Si prega di consultare la pagina web https://www.lebesgue.fr/en/heat per maggiori dettagli. Il costo dell'alloggio completo (pasti inclusi) presso il residence Bon Pasteur è di 545 euro. Il comitato organizzatore potrebbe essere in grado di aiutare alcuni giovani ricercatori a coprire i costi di alloggio. Se siete interessati a partecipare alla conferenza, si prega di contattare Patrice Sawyer (psawyer(a)laurentian.ca) entro il 31 gennaio 2023. A nome del comitato organizzatore, Alessandra Occelli %%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We inform you that, as part of the thematic semester organized by the Center Henri Lebesgue, a Summer School and conference entitled "Processes and heat kernels with symmetries" will take place at the Bon Pasteur congress center in Angers from the 26th to the 30th of June 2023. The scientific committee is composed of Jean-Philippe Anker (University of Orléans), Gilles Carron (University of Nantes) and Margit Rösler (Universität Paderborn). The organizing committee is composed of Piotr Graczyk (University of Angers), Alessandra Occelli (University of Angers) and Patrice Sawyer (Laurentian University, Sudbury, Canada). The scientific program includes 4 mini-courses (4 x 50 min), 8 talks (50 min) and a poster session. Please consult the web page https://www.lebesgue.fr/en/heat for more details. The cost of full accommodation (meals included) at Bon Pasteur is 545 euros. The organizing committee may be able to help some young researchers with the accommodation costs. If you are interested in attending the conference, please contact Patrice Sawyer (psawyer(a)laurentian.ca) by January 31, 2023. On behalf of the organizing committee, Alessandra Occelli

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Postdoc positions
by Franco Flandoli 20 Dec '22

20 Dec '22

Dear colleagues, I am currently advertising a two-year Postdoc position under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: January 18th 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/analisi-delle-grandi-scale-… Informations abount the local research group on stochastic fluids and the ERC project can be found at the page https://sites.google.com/sns.it/franco-flandoli/home-page Please contact me for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Franco Flandoli

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Save the date(s): mini-course Boris Hanin in Rome
by Michele Salvi 20 Dec '22

20 Dec '22

Dear all, In order to start the year in the best possible way, RoMaDS ( https://www.mat.uniroma2.it/~rds/events.php ) will host Boris Hanin (Princeton University) at Tor Vergata from the 10th to the 13th of January 2023. Boris will give a 6 hours mini-course about Neural networks and Gaussian processes. The course will be addressed also to non-experts of the field, it will be divided in 3 slots of 2 hours each and the tentative program is as follows: Lecture 1. (Tue 10th, 14h00) Introduction to neural networks. Statement of Gaussian Process (GP) limit. Proof of GP limit. Lecture 2. (Wed 11th, 14h00) Tuning to criticality and analysis at large depth. Lecture 3. (Fri 12th, 10h00) Optimization in the GP limit using the Neural Tangent Kernel. Open problems. All the lectures will be held in Aula Dal Passo, Department of Mathematics - Tor Vergata university, and we do encourage in-person participation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… Best, Michele

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votazioni per il consiglio scientifico del CIME
by Marco Romito 18 Dec '22

18 Dec '22

Buonasera vi segnalo che dalle ore 9:00 di domani lunedì 19 dicembre alle ore 13:00 di Mercoledì 21 dicembre avranno luogo le elezioni per il rinnovo di cinque membri del Consiglio Scientifico della Fondazione CIME (https://sites.google.com/unifi.it/cime/). Segnalo anche che tra le candidature disponibili è presente quella del probabilista Francesco Morandin, dell'Università di Parma. Trovate la sua e le altre candidature all'indirizzo https://sites.google.com/unifi.it/cime/elezioni-2022/candidature-2022. saluti m.

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2 assistant professorships (RTD-A) mathematical physics Bologna
by giacomo.depalma＠sns.it 17 Dec '22

17 Dec '22

Dear all, The Department of Mathematics of the University of Bologna has opened two 3-year RTD-A (Assistant Professor) positions in Mathematical Physics. Within the next three years the Mathematical Physics group plans to open two tenured positions. The application procedure can be found at https://bandi.unibo.it/s/apos5/rif-7960-bando-66-posti-rtd-a-pnrr-1 English version of the call: https://bandi.unibo.it/s/apos5/rif-7960-bando-66-posti-rtd-a-pnrr-1/call-for -application/rif-7960-call-66-positions-rtd-a-pnrr-4.pdf/@@download/file/Rif .%207960%20-%20CALL%2066%20POSITIONS%20RTD%20A)%20PNRR%204.pdf The application deadline is sharp at 12:00 of 30-12-2022. We are looking for top early-career researchers in the fields of Statistical Mechanics, Quantum Information Theory or Quantum Computing. These include but are not limited to areas of complex and disordered systems, spin glasses, classical and quantum neural networks and statistical inference, both from a theoretical perspective and by looking at applications, especially to machine learning and complex networks. The two successful candidates are expected to be appointed by February 1, 2023. The teaching load is 60 hours per year. The University of Bologna is the oldest University in continuous operation in the world and renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. The Mathematical Physics Group is active in Statistical Mechanics and Applications (https://math.unibo.it/en/research/research-groups/statistical-mechanics-and -applications), Quantum Information Theory (https://math.unibo.it/en/research/research-groups/quantum-information-theor y), Data Science and Artificial Intelligence (https://math.unibo.it/en/research/research-groups/data-science-and-ai) and many other areas. The Department has a wide spectrum of research interests in all the fields of mathematics: https://math.unibo.it/en/research/research-areas and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. Please feel free to forward this email to potential candidates. For further information you can contact me or Prof. Pierluigi Contucci (pierluigi.contucci(a)unibo.it <mailto:pierluigi.contucci@unibo.it> ) or Prof. Daniele Tantari (daniele.tantari(a)unibo.it <mailto:daniele.tantari@unibo.it> ). Best wishes, Giacomo

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Padova Seminars in Probability and Finance - Simone Floreani (University of Oxford)
by Alberto Chiarini 16 Dec '22

16 Dec '22

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on December 21st at 11.00 in Padova in room 2AB45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Simone Floreani (University of Oxford) Title: Hydrodynamics for the partial exclusion process in random environment via stochastic duality Date and time: Wednesday, DECEMBER 21st at 11.00 Place: room 2AB45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/88295505400 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I present a partial exclusion process in random environment, a system of random walks where the random environment is obtained by assigning a maximal occupancy to each site of the Euclidean lattice. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. After recalling some results on the Bouchaud's trap model, I will show that, when assuming that the maximal occupancies are heavy tailed and i.i.d., the hydrodynamic limit of the particle system is the fractional-kinetics equation. The strategy of the proof is based on stochastic duality, a useful tool in probability theory which allows to study a Markov process (the one that interests you) via another one, called dual process, which is hopefully simpler. In the final part of the talk, I will focus on how some duality relations can be obtained in a more general framework. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy Alberto Chiarini

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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 16 Dec '22

16 Dec '22

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/RF1781%20Postdoctoral%2… The closing date for the application is January 22nd, 2022. With best wishes of Merry Christmas and Happy New Year, Paolo Guasoni -- <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: Andrea Papini - TUE 20.12 at 14:00
by Andrea Agazzi 16 Dec '22

16 Dec '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Turbulence Enhancement in Kinetic Coagulation Equations* by Andrea Papini (Scuola Normale Superiore di Pisa) The seminar will take place in person on *TUE, 20.12.2022 at 14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: Turbulence Enhancement in Kinetic Coagulation Equations* *Abstract: A Smoluchowski type model of coagulation in a turbulent fluid is given, heuristically expressed by means of a stochastic model of a system of second-order (microscopic) coagulating particles, then in a suitable scaling limit as a deterministic model with enhanced diffusion in the velocity component. Existence, uniqueness and regularity is proven under different initial conditions in suitable weighted spaces for the spatially-homogeneous PDE. A precise link between mean intensity of the turbulent velocity field and coagulation enhancement is obtained by numerical simulations.* *Based on joint works with Franco Flandoli and Ruojun Huang.*

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Seminar by Salvatore Scognamiglio in Milano (21.12.22)
by Valeria Bignozzi 15 Dec '22

15 Dec '22

Dear all, you're invited to the seminar that will take place, in hybrid mode, at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca. More details: 21st of December 2022, h 16:30, Aula seminari 4026, Building U7, 4th floor Department of Statistics and Quantitative Methods, University of Milano-Bicocca Webex Link: https://unimib.webex.com/unimib/j.php?MTID=mcd5a40a675fd6136e8c3be8a8ead4143 Join by meeting number Meeting number (access code): 2742 148 3807 Meeting password: x3765HJJdRf (93765455 from phones) Speaker: Salvatore Scognamiglio Title: ''Deep learning models for longevity risk'' Abstract: In recent decades, the mortality rates of most developed countries have been gradually declining due to improvements in public health, medical advances, lifestyle changes and government regulation. Although longevity improvement is an obvious benefit for society, it could also represent a risk for governments and insurance companies. Indeed, they could get in financial trouble if they do not adequately consider these longevity improvements for retirement planning and life insurance product pricing. The risk that future mortality and life expectancy outcomes turn out differently than expected is typically called longevity risk, and its management requires stochastic mortality projection models. We introduce a neural network (NN) to fit the Lee-Carter models and some of its extensions on multiple populations. The NN architecture is specifically designed to calibrate each individual model using all available information instead of using a population-specific subset of data as in the traditional estimation schemes. An extensive set of numerical experiments performed on all the countries of the Human Mortality Database shows the effectiveness of our approach. In particular, the resulting parameter estimates appear smooth and less sensitive to the random fluctuations often present in the mortality rates’ data, especially for low-population countries. In addition, the forecasting performance results significantly improved as well. Best regards, Valeria ********************************************** Valeria Bignozzi Professore associato di Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie Dipartimento di Statistica e Metodi Quantitativi (DiSMeQ), Università degli Studi di Milano-Bicocca, Edificio U7

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Annuncio Seminario Sapienza - Giacomo Greco
by Lorenzo Taggi 14 Dec '22

14 Dec '22

Martedì 20 Dicembre, ore 14:00, Sapienza Università di Roma, Dipartimento di Matematica, Sala di Consiglio *Speaker: *Giacomo Greco (Eindhoven University of Technology TU/e) *Titolo:* Travelling through turnpikes in the Kinetic Schrödinger Problem *Abstract:* The Schrödinger problem consists in finding the most likely evolution of a system of i.i.d. particles, conditionally on their initial and final configurations. In the last decade this problem has become more and more popular, thanks to its connections with stochastic optimal control theory and optimal transport. In this talk we are going to introduce a Schrödinger problem where the particles follow an (underdamped) Langevin dynamics (i.e. their density satisfies the kinetic Fokker-Planck equation) and where we are given only a partial observation of the initial and final configurations. Then, we will investigate the long-time behaviour of this kinetic system, proving that its most likely evolution is exactly the one that spends most of the time exponentially close to the equilibrium configuration (this property is commonly known in stochastic control theory as the turnpike property). Based on the paper Electron. J. Probab. 27: 1-32 (2022). DOI: 10.1214/22-EJP850

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10 PhD positions at HetSys Warwick - deadline Jan 25 2023
by Massimiliano Tamborrino 14 Dec '22

14 Dec '22

Dear all, the HetSys Centre for Doctoral Training<https://warwick.ac.uk/fac/sci/hetsys> at Warwick is opening 10 fully funded PhD positions for a start in October 2023, with deadline for applying on the 25th January 2023 (more details are reported below). Among other projects, I'm supervising, together with Tim Sullivan, a project on "Probabilistic learning for time-parallel solvers of complex models", see https://warwick.ac.uk/fac/sci/hetsys/themes/continuum/hp2023-04/ The project is suitable for anyone with a background in mathematics, statistics, or computer science. It will involve both programming and theoretical analysis, although the exact balance can be tuned to the interests and skills of the successful candidate. Please get in touch if you are interested and pass the message to potentially interested candidates. Best, Massi ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino --------- 10 Fully Funded PhD Positions within HetSys Centre for Doctoral Training at Warwick for October 2023 start HetSys<https://warwick.ac.uk/fac/sci/hetsys> is an EPSRC-supported Centre for Doctoral Training (CDT) which trains people to challenge current state-of-the-art in computational modelling of heterogeneous, real-world systems across a range of research themes spanning quantum<https://warwick.ac.uk/fac/sci/hetsys/themes/quantum/availableprojects/>, atomistic<https://warwick.ac.uk/fac/sci/hetsys/themes/atomistic/availableprojects/> and continuum<https://warwick.ac.uk/fac/sci/hetsys/themes/continuum/availableprojects/> models of materials and molecules. The HetSys team are now recruiting our fifth cohort of enthusiastic students from across the physical sciences who enjoy using their mathematical skills and thinking flexibly to solve complex problems to join our EPSRC Centre for Doctoral Training in Modelling of Heterogeneous Systems at the University of Warwick, UK. Our exciting range of new PhD projects<https://warwick.ac.uk/fac/sci/hetsys/themes/projectopportunities/> for Oct 2023 can be found on our webpage<https://warwick.ac.uk/fac/sci/hetsys/>. HetSys is built around a closely knit, highly collaborative team of academics from science departments across Warwick (this year including Physics, Engineering, Chemistry, Life Sciences, Mathematics, Statistics and the Warwick Manufacturing Group) at Warwick. With its project partners HetSys is developing talented, energetic PhD students to push boundaries in this exciting field. The students will inspire new ideas, approaches and innovation and become future leaders in developing new technologies. Full funding is available for 10 candidates, including those who meet the required UK residency criteria plus a small number of international students. We require at least a 2(i) honours degree at BSc or an integrated masters degree (e.g. MPhys, MChem, MSci, MEng etc.) in a physical sciences, mathematics or engineering discipline. The studentships pay a stipend to cover maintenance as well as paying the university fees and research training support. The stipend is at the standard UKRI rate (for 2022/23 that is £17,668 per annum) The first-round deadline for all applicants is 25 January 2023. Interviews will be held shortly after this closing date. Please pass this message on to potentially interested candidates. For more details of the HetSys training programme and our current PhD Projects see the HetSys webpage at https://warwick.ac.uk/hetsys or contact us by email at hetsys(a)warwick.ac.uk<mailto:hetsys@warwick.ac.uk>.

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Seminar by A. Awerkin in Padova (Friday 16.12.2022)
by Giorgia Callegaro 13 Dec '22

13 Dec '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place on Friday 16th December, at 15.30, in hybrid mode at the Mathematics Department of the University of Padova. More details: * *Speaker*: *Almendra Awerkin* (Università di Brescia) * *Date and time*: 16th December 2022, 3.30 pm * *Room (Torre Archimede)*: room 702 * *Zoom link*: please find it at https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *Optimal investment and fair sharing rules of the incentives for renewable energy communities * * *Abstract*: In order to face climate and energy objectives, as reduction of GHG emission and energy independency, countries start to promote sustainable energy plans. In the research for solutions to achieve such goals, Renewable Energy Communities (REC) start to play an important role. A REC is defined as a cooperative, non-profit organization of final customers, which can involve different stakeholders, such as municipalities, local societies, public and private companies, with the purpose of self-producing and self-consuming energy from renewable sources. Recently, the Italian government introduced an incentive tariff for REC. The special feature of this tariff is that it rewards the shared energy from the installation of new renewable sources. Shared energy is defined as the demand of the community which is satisfied by the self-production of energy. In this context, two relevant problems have to be solved: the optimal investment in new technologies and a fair division of the incentive among the community members. In this talk we address this problem by modeling an energy community as a static leader follower problem, where the leader, which can be understood as the administrator or coordinator of the REC, decides the percentage of the incentive that correspond to each member of the community, while the followers, represented by the members of the community, decide how much initially invest in new renewable energy production. We identified the optimal division of the incentive (leader) with a Nash bargaining solution. Additionally, we supposed a competitive game between the community members (followers) and we identified the initial optimal investment solution with a Nash equilibrium. We finish the talk by presenting some extension of our model, partial results and work in progress related to the optimal investment and management of energy communities. See you soon, thanks, 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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Two open positions at BCAM - Bilbao
by Gianni Pagnini 13 Dec '22

13 Dec '22

Dear colleagues, I would like to remind you that we have open at BCAM in Bilbao two positions: one PostDoc and one Research technician. The Research technician is intended as a bridge contract after the Master and before to start a PhD. The deadline for both positions is the 16th of December 2022, with a possible extension of two weeks. Here are the corresponding links: Postdoc. Research program "Stochastic Modelling and Simulation of Anomalous Diffusion" http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff…> Research technician. Research program "Data Analysis for Anomalous Diffusion in Biological Media" http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff…> For any question, you can get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Thank you very much. Sincerely, Gianni Ps: further open positions at BCAM can be found at http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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LUISS Math Seminars: Katia Colaneri, Thursday 15 December
by Alessandro Calvia 13 Dec '22

13 Dec '22

Dear all, I am pleased to announce the next seminar in the LUISS math seminars series. Speaker: Katia Colaneri, Università di Roma Tor Vergata. Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint. Abstract: We study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time T follows a certain target distribution. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint that the surplus is Gaussian with given mean and variance. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. In this setting we only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead, e.g. to a given Value-at-Risk at some confidence level alpha. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time. This presentation is based on an joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (Univ. of Firenze) The seminar will take place on Thursday, 15 December at 12:00 PM in Room A202 - viale Romania 32, Roma. You can also attend the seminar online, at the link: https://luiss.webex.com/luiss/j.php?MTID=md2a2fee18ee7ce119c87b0babc7754c2 User: w_guest(a)luiss.it<mailto:w_guest@luiss.it> Password: iXqHekc0W7Q Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it/> https://luiss.webex.com/meet/acalvia

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Seminar in Statistics - MARTA CATALANO
by Pierpaolo De Blasi 12 Dec '22

12 Dec '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 16 Dicembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marta Catalano* (University of Warwick) Title: *Optimal transport to measure the impact of the prior in Bayesian nonparametrics* Abstract: The Dirichlet process has been pivotal to the development of Bayesian nonparametrics, allowing one to learn the law of the observations through closed-form expressions. Still, its learning mechanism is often too simplistic and many generalizations have been proposed to increase its flexibility, a popular one being the class of normalized completely random measures. Here we investigate a simple yet fundamental matter: will a different prior actually guarantee a different learning outcome? To this end, we develop a new framework for assessing the merging rate of opinions based on three leading pillars: i) the investigation of identifiability of completely random measures; ii) the measurement of their discrepancy through a novel optimal transport distance; iii) the establishment of general techniques to conduct posterior analyses, unravelling both finite-sample and asymptotic behaviour of the distance as the number of observations grows. Our findings provide neat and interpretable insights on the impact of popular Bayesian nonparametric priors, with very mild assumptions on the data-generating process. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84498069342?pwd=ZkJOcnlNalEybmlEdE1QUGFEczZmdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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PhD positions at the Maxwell Institute, Edinburgh
by Ottobre, Michela 09 Dec '22

09 Dec '22

Dear all, Heriot Watt and the Maxwell Institute, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half years. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. The deadline for applications is 23rd of January 2023. We will accept applications also after this deadline, but best chances are before January 23rd. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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postdoctoral position at Warwick
by Giuseppe Cannizzaro 09 Dec '22

09 Dec '22

Gentili colleghi, vi scrivo per comunicarvi che ho aperto una posizione di postdoc presso l'università Warwick per lavorare con me su argomenti di probabilità, analisi stocastica e meccanica statistica. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Vi prego di incoraggiare buoni candidati che stanno completando o hanno completato il dottorato a fare domanda. Cari saluti, Giuseppe

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Fw: job announcement 6-year position in Econometrics/Statistics at TU Wien
by Avalos Pacheco, Alejandra 08 Dec '22

08 Dec '22

Buongiorno, ricevo ed inoltro. Alejandra Avalos-Pacheco, PhD ________________________________ From: Ulrike Schneider <ulrike.schneider(a)tuwien.ac.at> Sent: 01 December 2022 09:52 Subject: job announcement 6-year position in Econometrics/Statistics at TU Wien Dear colleagues, the Econometrics group at TU Wien is announcing a job opening for a 6-year assistant professor position (non-tenure track) in Econometrics/Statistics with earliest start date in March 2023. I would be grateful if you could forward the announcement to potentially interested candidates - thank you! Best wishes from Vienna, Ulrike

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Assistant Professor in Mathematics at Dublin City University
by Paolo Guasoni 08 Dec '22

08 Dec '22

The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a permanent position, involving teaching and research. It is expected that the successful candidate will start in September 2023. Further details are at https://www.dcu.ie/sites/default/files/inline-files/BC221106%20Assistant%20… and the application form at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants The closing date for applications being* Friday 6 January 2023*. Please bring this position to the attention of any interested candidates. -- * *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. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <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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(PMS)^2 talk - Mario Maurelli - December 13 at 17.30
by Margherita Zanella 07 Dec '22

07 Dec '22

Dear colleagues, We are happy to announce the following online talk: Speaker: Mario Maurelli(Università di Pisa). Title: A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries. Abstract: We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated meanfield interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and the reflection at the boundaries; these two factors make the effect of reflection non local. We show path-wise well-posedness for the McKean-Vlasov SDE and convergence for the particle system in the limit of large particle number. Joint work with Michele Coghi, Wolfgang Dreyer, Peter K. Friz, Paul Gajewski, Clemens Guhlke. Date and time: Tuesday December 13, 17:30-18:30 (Rome time zone) Link: Entra nella riunione in Zoom https://polimi-it.zoom.us/j/92900386273?pwd=dG1xTUtsN0JpaFl2TWlzRTJ1a0lBZz09 ID riunione: 929 0038 6273 Passcode: 638099 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminario del Dott. Ascari - 14 dicembre 16.00
by Enea Bongiorno 07 Dec '22

07 Dec '22

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 14 dicembre ore 16.00 - aula 203, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Dott. Roberto Ascari Università di Milano-Bicocca Title: The flexible Latent Dirichlet Allocation Abstract: Over recent years, text modeling techniques have been employed in several applications, including the detection of latent topics in text documents. A widespread statistical tool for topic modeling is the Latent Dirichlet Allocation (LDA), which allows for a document representation in terms of topic composition. A well-known limitation of the LDA is related to the stiffness of the Dirichlet prior imposed on the topic distributions. To consider a richer dependence structure, we propose a generalization of the Dirichlet distribution as an alternative distribution, namely the flexible Dirichlet (FD). The FD is a distribution defined on the simplex space allowing for a finite mixture structure. This choice introduces additional parameters in the LDA, and ensures more flexibility, still maintaining the model interpretability, as well as conjugacy to the multinomial model. The latter property allows for a Collapsed Gibbs Sampling-based estimation procedure. The generalization of the LDA based on the FD distribution is illustrated via an application to a real dataset. ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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SPASS seminar: Milo Viviani - TUE 13.12 at 14:00
by Andrea Agazzi 07 Dec '22

07 Dec '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations* by Milo Viviani (Centro de Giorgi, Scuola Normale Superiore di Pisa) The seminar will take place in person on *TUE, 13.12.2022 at 14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: **On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations* *Abstract: **In this talk we consider a finite dimensional approximation for the 2D Euler equations on the sphere, proposed by V. Zeitlin, and show their convergence towards a solution of the Euler equations with marginals distributed as the enstrophy measure. The method relies on nontrivial computations on the structure constants of the Poisson algebra of functions on S², that appear to be new. Finally, we discuss the problem of extending our results to Gibbsian measures associated with higher Casimirs, via Zeitlin’s model.*

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Seminar Wager @Bocconi - 12Dec at 12:00
by Giacomo Zanella 06 Dec '22

06 Dec '22

We are glad to announce the following hybrid seminar: Monday, 12 of December 2022 at 12:00 In person: Room 3-E4-SR03, floor 3, Bocconi University, Via Roentgen 1, Milan Zoom link: https://unibocconi-it.zoom.us/j/95882011831; Meeting ID: 958 8201 1831 Speaker: Stefan Wager (Stanford University) Title: Learning from a Biased Sample Abstract: The empirical risk minimization approach to data-driven decision making assumes that we can learn a decision rule from training data drawn under the same conditions as the ones we want to deploy it under. However, in a number of settings, we may be concerned that our training sample is biased, and that some groups (characterized by either observable or unobservable attributes) may be under- or over-represented relative to the general population; and in this setting empirical risk minimization over the training set may fail to yield rules that perform well at deployment. Building on concepts from distributionally robust optimization and sensitivity analysis, we propose a method for learning a decision rule that minimizes the worst-case risk incurred under a family of test distributions whose conditional distributions of outcomes Y given covariates X differ from the conditional training distribution by at most a constant factor, and whose covariate distributions are absolutely continuous with respect to the covariate distribution of the training data. We apply a result of Rockafellar and Uryasev to show that this problem is equivalent to an augmented convex risk minimization problem. We give statistical guarantees for learning a robust model using the method of sieves and propose a deep learning algorithm whose loss function captures our robustness target. We empirically validate our proposed method in simulations and a case study with the MIMIC-III dataset. Best regards, Giacomo Zanella

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Corso Marta CATALANO (University of Warwick)
by Matteo Ruggiero 05 Dec '22

05 Dec '22

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (il programma completo è consultabile alla pagina https://www.master-sds.unito.it/go/visiting), con piacere annunciamo il seguente corso: -------------------------------------- MARTA CATALANO (University of Warwick) DEPENDENT NONPARAMETRIC PRIORS VIA COMPLETELY RANDOM MEASURES Bayesian nonparametrics provides a natural framework for performing flexible inference with principled quantification of uncertainty. The main ingredients are discrete random measures, whose laws act as prior distribution for infinite-dimensional parameters and, combined with the data, provide their posterior distribution. Recent works use dependent random measures to perform simultaneous inference across multiple samples. The borrowing of strength across different samples is regulated by the dependence structure of the random measures, with complete dependence corresponding to maximal sharing of information and fully exchangeable observations. In these lectures we start from the notion of completely random measure and describe several ways of introducing dependence between them. Different models may still induce the same amount of borrowing of information, measured by an index of dependence. In the two sample case, this is often achieved by second order summaries of the joint distribution through linear correlation. In the multivariate scenario, we characterise dependence in terms of distance from exchangeability by relying on optimal transport. This allows for informed prior elicitations and provides a fair ground for model comparison. -------------------------------------- Il corso si svolgerà solo in presenza secondo il seguente calendario Lez 1: mar 13/12: 14-16 - Aula 4 Lez 2: mer 14/12: 9.15-11.15 - Aula 4 Lez 3: mer 14/12: 14-16 - Aula 30 Lez 4: gio 15/12: 14-16 - Aula 11 Sede dei corsi: Corso Unione Sovietica 218/bis, 10134, Torino Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Postdoc jobs
by Matteo Ruggiero 05 Dec '22

05 Dec '22

ricevo e inoltro --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it > Inizio messaggio inoltrato: > > Da: Andreas Kyprianou <ak257(a)bath.ac.uk> > Oggetto: Postdoc jobs > Data: 5 dicembre 2022 08:42:23 CET > > A number of postdoc openings, please distribute to any potential candidates: > > https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… <https://www.google.com/url?q=https://atsv7.wcn.co.uk/search_engine/jobs.cgi…> > > (To help explain the context: I am moving to Warwick from 1st Jan). > > Queries to Andreas Kyprianou (a.e.kyprianou(a)gmail.com <mailto:a.e.kyprianou@gmail.com>)

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post-doc grant at UNIFI
by Maria Elvira Mancino 03 Dec '22

03 Dec '22

Title: Non Gaussian multivariate time series models with applications to economics and finance. Deadline: 9/1/2023 link: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/224520 -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Thematic semester 2023 at Centre Henri Lebesgue
by Alessandra OCCELLI 01 Dec '22

01 Dec '22

Dear Colleagues, The Centre Henri Lebesgue is organising a thematic semester in probability that will take place in the summer semester 2023 between Angers, Nantes, Rennes and Roscoff. The semester consists in a series of conferences and summer schools on various topics, such as * Reflected Brownian motion: [ https://www.lebesgue.fr/en/40yearsRBM | https://www.lebesgue.fr/en/40yearsRBM ] * Probability and dynamics: [ https://www.lebesgue.fr/en/prody | https://www.lebesgue.fr/en/prody ] * Branching processes: [ https://www.lebesgue.fr/en/BPAA | https://www.lebesgue.fr/en/BPAA ] * Polymers and self-avoiding walks: [ https://www.lebesgue.fr/en/polywalks | https://www.lebesgue.fr/en/polywalks ] * Random nodal domains: [ https://www.lebesgue.fr/en/nodaldomain | https://www.lebesgue.fr/en/nodaldomain ] * Mean field models: [ https://www.lebesgue.fr/en/meanfield | https://www.lebesgue.fr/en/meanfield ] * Processes and heat kernels with symmetries: [ https://www.lebesgue.fr/en/heat | https://www.lebesgue.fr/en/heat ] The complete list of events can be found on the website [ https://www.lebesgue.fr/fr/ST2023 | https://www.lebesgue.fr/en/ST2023 ] . I would appreciate if you could circulate this announcement to those who may be interested. In particular, the CHL has allocated funds to cover accommodation and participation costs of some PhD students and young researchers. I hope many of you will join the West of France next year! Best regards, Alessandra Occelli

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Families in times of accelerated societal and demographic changes workshop - 11-14 January
by Sara Pillan 01 Dec '22

01 Dec '22

Buongiorno, segnaliamo, con preghiera di diffusione, l'opportunità di partecipare al workshop "*Families in times of accelerated societal and demographic changes*" dall'11 al 14 gennaio 2023. Il workshop si terrà nel complesso dell'antico monastero Terme San Marco a Monteortone, Abano Terme (Pd, Italy). News: https://www.unipd.it/news/families-times-accelerated-societal-and-demograph… ******** Organised jointly by the University of Lausanne and Padova, the workshop “Families in times of accelerated societal and demographic changes” will take place on January 11-14 2023 in Monteortone, Abano Terme (Italy). This workshop aims to allow early career scholars and senior researchers to discuss in both formal and informal ways cutting-edge papers, suggesting new hypothesis, specific case studies and comparative studies around the themes of family changes in challenging times. *CALLS FOR PARTICIPATION:* Open to: • Up to 28 PhD students, postdocs and early career scholars • coming from either European and not European University • having an interest in family studies • willing to present a paper in this field • the call is open to researchers with different backgrounds: e.g. Sociologists, Demographers, Psychologists, Statisticians, Economists… • a good command of English as a working language is also required.

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8 PhD positions in Berlin-Oxford IRTG
by Tiziano De Angelis 01 Dec '22

01 Dec '22

The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting April 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), 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 December 9, 2022. Please see https://stellenticket.de/157323/TUB/?lang=en for the official job ad and for instructions on how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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Seminario Sapienza - Alberto Chiarini - Martedì 6 Dicembre
by Lorenzo Taggi 30 Nov '22

30 Nov '22

Titolo: On the cost of covering a fraction of a macroscopic body by a simple random walk. Abstract: In this talk we aim at establishing large deviation estimates for the probability that a simple random walk on the Euclidean lattice (d>2) covers a substantial fraction of a macroscopic body. It turns out that, when such rare event happens, the random walk is locally well approximated by random interlacements with a specific intensity, which can be used as a pivotal tool to obtain precise exponential rates. Random interlacements have been introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus, and has been since a popular object of study. In the first part of the talk we introduce random interlacements and give a brief account of some results surrounding this object. In the second part of the talk we study the event that random interlacements cover a substantial fraction of a macroscopic body. This allows to obtain an upper bound on the probability of the corresponding event for the random walk. Finally, by constructing a near-optimal strategy for the random walk to cover a macroscopic body, we discuss a matching large deviation lower bound. The talk is based on ongoing work with M. Nitzschner (NYU Courant). Martedì 6 Dicembre, ore 14:00 Dipartimento di Matematica, Sapienza Università di Roma, Sala di Consiglio Speaker: Alberto Chiarini, Università di Padova

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Avviso chiamate dirette - Call for Professorship positions
by Michele Gianfelice 29 Nov '22

29 Nov '22

Salve, ricevo e inoltro. Cordialmente, m.gianfelice Call for Manifestation of interest to fill Professorship positions, Full or Associate Professor and Tenure-Track Assistant Professor art. 24, (3) (b), law 240/2010, at the University of Calabria, through the institution of "direct call" pursuant to art. 1, c. 9 of law no. 230 of 4 November 2005. Avviso a manifestare l'interesse a ricoprire la posizione di professore di ruolo di prima o di seconda fascia e ricercatore a tempo determinato art. 24, comma 3, lett. b, legge 240/2010 presso l'Università della Calabria mediante l'istituto della "chiamata diretta" ai sensi dell'art. 1, c. 9 della legge 4 novembre 2005, n. 230.

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Seminario del Prof. Consiglio - 6 dicembre 16.00
by Enea Bongiorno 29 Nov '22

29 Nov '22

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 6 dicembre ore 16.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Prof. Andrea Consiglio Università di Palermo Title: Simulation and Optimization Models to Assess Sovereign Debt Sustainability Abstract: We model sovereign debt sustainability with optimal financing decisions under macroeconomic, financial, and fiscal uncertainty, with endogenous risk and term premia. Using a coherent risk measure we trade off debt stock and flow risks subject to sustainability constraints. We optimize static and dynamic financing strategies and demonstrate economically significant savings from optimal financing compared with simple rules and consols, and find that optimizing the trade-offs can be critical for sustainability. ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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[PRISMA] seminari di Antonio Lijoi e Federico Camerlenghi
by Domenico Marinucci 28 Nov '22

28 Nov '22

Care colleghe e colleghi il prossimo incontro del ciclo di seminari del gruppo UMI-Prisma si svolgerà come al solito il primo lunedì del mese, quindi il 5 dicembre dalle 16 alle 18 su piattaforma Teams (link alla fine del messaggio). Parleranno Antonio Lijoi e Federico Camerlenghi (cf. http://www.umi-prisma.polito.it/webinars.html); titoli ed abstract qui sotto: ------------------------------------------------------------------------------------------- Antonio Lijoi, Università Bocconi TITLE: Discrete random structures and Bayesian nonparametric modeling ABSTRACT: Discrete random structures, such as random partitions and discrete random measures, have emerged as effective tools for Bayesian modeling and have fueled exciting advances in density estimation, clustering, prediction, feature allocation and survival analysis. The Dirichlet process (DP) has undoubtedly emerged as a reference model, mostly due to its analytical tractability. Nonetheless, the DP shares also some well-known limitations that have spurred a very lively area of research aiming at the proposal and the investigation of more general and flexible discrete nonparametric priors. The talk will provide a broad overview of such classes of priors and will specifically focus on those obtained as normalization of completely random measures. Characterizations of the induced random partitions and predictive rules will be illustrated and their role in designing computational algorithms for the approximation of Bayesian inferences of interest will be highlighted, both in exchangeable and non-exchangeable settings. Federico Camerlenghi, Milano Bicocca TITLE: Normalized random measures with atoms' interaction ABSTRACT: The seminal work of Ferguson (1973), who introduced the Dirichlet process, has spurred the definition and investigation of more general classes of Bayesian nonparametric priors, with the aim at increasing flexibility while maintaining analytical tractability. Among the numerous generalizations, a fundamental class of random probability measures has been introduced by Regazzini et al. (2003): this is the class of normalized random measures with independent increments (NRMIs). NRMIs are random probability measures with almost surely discrete realizations, defined through the specifications of two ingredients: i) a sequence of unnormalized weights, which are the jumps of a Levy process on the positive real line; ii) a sequence of i.i.d. random atoms from a common base measure. The proposed construction is appealing from a mathematical standpoint, because analytical tractability is preserved, however NRMIs do not allow interaction among atoms, which are supposed to be independent and identically distributed. In some applied frameworks, the i.i.d. assumption could be too restrictive, for instance, in model-based clustering, when they are used as mixing measures in mixture models. To overcome this limitation, we propose a new class of normalized random measures with atoms' interaction. In our construction the atoms come from a finite point process, which is marked with i.i.d. positive weights. Thus, a new class of random probability measures is obtained by normalization. The desired interaction among atoms is then induced by a suitable choice of the law of the point process, which can create a repulsive or attractive behaviour. By means of Palm calculus, we are able to characterize marginal, predictive and posterior distributions for the proposed model. We specialize all our results for several choices of the finite point process, i.e., in the Determinantal, Gibbs and Shot-Noise Cox case. (Based on a joint work with Raffaele Argiento, Mario Beraha and Alessandra Guglielmi.) ------------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci Link per il collegamento: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fw: postdoc position at CEREMADE (Paris-Dauphine)
by Cristina TONINELLI 28 Nov '22

28 Nov '22

Ricevo e inoltro --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis -------------------------------------------------------------------------------------------- ________________________________ From: Alessandra IACOBUCCI <iacob(a)ceremade.dauphine.fr> Sent: Monday, November 28, 2022 2:02 PM To: Cristina TONINELLI <toninelli(a)ceremade.dauphine.fr> Subject: postdoc position at CEREMADE (Paris-Dauphine) Dear collegues, A two-year postdoc position is open at CEREMADE, Paris-Dauphine University. The position is funded by the ANR project SINEQ and focusses on stochastic processes for energy transport. The full advert can be found at the this link<https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf>. I would be very grateful if you could pass this message on to any potential applicants you might know. Best wishes, Alessandra Alessandra Iacobucci CEREMADE-CNRS Université Paris-Dauphine France

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SPASS seminar: Angelo Lucia - THU 01.12 at 14:00
by Andrea Agazzi 28 Nov '22

28 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Thermalization of 2D Quantum Memories* by Angelo Lucia (Universidad Complutense de Madrid) The seminar will take place in person on *THU, 01.12.2022 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: Thermalization of 2D Quantum Memories* *Abstract: **The aim of a quantum memory is to protect an encoded quantum state against errors for long periods of time. Quantum double models are a class of 2D quantum memories proposed by Kitaev, in which the protection from noise is due to the topological properties of the ground state degeneracy.* *Heuristic arguments have long pointed to a weakness of these models against thermal noise processes. In this talk I will present a rigorous estimate on the lifetime of these memories under a noise process modeled by Davies generators which confirms these findings. This estimate is obtained by proving that the spectral gap of the generator is lower bounded by a positive constant uniformly in the system size.*

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One year post-doc in Pisa
by Marco Romito 28 Nov '22

28 Nov '22

dear all I am writing to announce the the call for a one-year post-doctoral position at the Department of Mathematics, University of Pisa, about the general topic of ``Analytical, probabilistic and statistical models with application in natural and physical sciences'', funded by Università di Pisa. This is a unique possibility to work with the Pisa probability community: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ The call for proposals is available at https://bandi.unipi.it/public/Bandi/Detail/ed4975e8-cda2-46bf-ba28-e2b78b1d… the deadline is on Dec. 22 at 1 p.m. The interested readers can contact the writer for further information thank you m.

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Padova Seminars in Probability and Finance - Giacomo Greco (Eindhoven University of Technology)
by Alberto Chiarini 27 Nov '22

27 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on December 2nd at 11.00 in Padova. The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Giacomo Greco (Eindhoven University of Technology) Title: Entropic turnpike estimates for the kinetic Schrödinger problem Date and time: Friday, DECEMBER 2nd at 11.00 Place: room 2BC30 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/86210155315 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The kinetic Schrödinger problem consists in finding the most likely evolution of a system of i.i.d. particles driven by the underdamped Langevin dynamics, conditionally on their initial and final spatial configurations. In this model each particle is described both by its position and velocity, but there is no a priori knowledge of the velocities at the initial and final time. We will investigate the long-time behaviour of this kinetic system, proving that its most likely evolution is exactly the one that spends most of the time exponentially close to the equilibrium configuration (this property is commonly known in stochastic control theory as the turnpike property). This short talk is based on a joint work with A. Chiarini, G. Conforti, Z. Ren. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

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Colloquium by Gady Kozma at Milano-Bicocca, in presence, November 30 at 14:30
by Tal Orenshtein 25 Nov '22

25 Nov '22

Dear all, I am delighted to announce the following Colloquium of The Department of Mathematics and Applications <https://www.matapp.unimib.it/it/eventi/colloquium-del-dipartimento-matemati…>, University of Milano-Bicocca combined with the "Seminario Matematico e Fisico di Milano <https://www.mate.polimi.it/smf/>”. Speaker: Gady Kozma (Weizmann Institute of Science, Rehovot). Title: Harmonic functions on groups. Abstract: The classic Liouville theorem states that any bounded harmonic function on Euclidean space is constant. The same holds for discretely harmonic functions on a lattice. But what happens when the Euclidean lattice is replaced by other graphs, in particular Cayley graphs of groups? We will survey old and new results on relations between geometric and algebraic properties of groups, harmonic functions and probability. Based on joint work with various subsets of Itai Benjamini, Ariel Yadin, Hugo Duminil-Copin, Gidi Amir and Maria Gerasimova. The event will take place on November 30, 2022 at 14.30, in presence, Room 3014, 3rd floor of building U5, University of Milano-Bicocca, Via Roberto Cozzi 55, 20125 Milano. Light refreshments will be served after the talk. Best regards, Tal Orenshtein

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Seminar: Giovanni Pistone @University of Genova (DIMA)
by Fabio Rapallo 25 Nov '22

25 Nov '22

Dear all, we are glad to announce the following seminar: Speaker: professor Giovanni Pistone (de Castro Statistics, Collegio Carlo Alberto) Title: Affine Statistical Manifold: Finite State Space Date and time: Monday 28 november at 2 pm Place: room 508 at the Department of Mathematics, University of Genova YouTube channel: 508dima Abstract: H. Weyl defines an affine space as a triple (M, V, ->), where V is a real vector space and M is a set with a binary external operation such that the parallelogram law holds. This notion was introduced in Relativity to derive simple notions of velocity and acceleration for curves in non-flat spaces. I have extended this setup to vector bundles to discuss the relevant affine geometries of the probability simplex. This type of study was called Information Geometry by S-i Amari. Especially, Amari and Nagaoka introduced a crucial notion of duality between mixture families and exponential families. J. Aitchinson developed a similar geometrical treatment of what he calls Statistics of Compositional Data. This affine setup is compatible but different with the metric set due to CR Rao and based on the observation that the Fisher information matrix of a statistical model defines a Riemannian metric on the probability simplex. A previous lecture on similar topics is transcribed at http://www.j-npcs.org/online/vol2020/v23no2p221.pdf. The present lecture is based on the material taken from https://arxiv.org/abs/2204.00917, https://www.mdpi.com/1099-4300/20/2/139, and https://arxiv.org/abs/1502.06718.<https://arxiv.org/abs/1502.06718> The continuous case, not treated here, requires particular technical notions of differential geometry and functional analysis. See a summary at https://arxiv.org/abs/2210.07641 The seminar will be held in person and online via the YouTube channel: 508dima. Best regards, Fabio Rapallo -------------- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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PhD position in Luxembourg
by Giovanni Peccati 25 Nov '22

25 Nov '22

Dear All, I am forwarding below the announcement of an open Ph.D. position in Luxembourg, in the research group of Mark Podolskij. Kind Regards, Giovanni ------------------------ *Dear colleagues,* *I am pleased to inform you about an open Ph.D. position at the University of Luxembourg. The topic is, roughly, "Statistics for stochastic processes" with a potential focus on high-dimensional aspects.* *The successful candidate is supposed to start in the summer 2023, but no later than September 1. The application should be sent to mark.podolskij(a)uni.lu <mark.podolskij(a)uni.lu>.* *Kind regards,* *Mark Podolskij * -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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Nuovo bando 2022RUAPNRR_PE_01 relativo all'indizione di una procedura selettiva per l'assunzione di n. 29 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 24 Nov '22

24 Nov '22

Si informa che è stato pubblicato il nuovo bando *2022RUAPNRR_PE_01* relativo all'indizione di una procedura selettiva per l'assunzione di n. 29 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2022RUAPNRR_PE_01 pubblicato nella GU n. 91 del 18 novembre 2022 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DEL 5 DICEMBRE 2022*. *-Allegato 14*: (13/D2) STATISTICA ECONOMICA (SECS-S/03) STATISTICA ECONOMICA presso il Dipartimento di Scienze Statistiche - DSS *-Allegato 16:* (13/D1) STATISTICA (SECS-S/01) STATISTICA presso il Dipartimento di Medicina - DIMED Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/procedura-selettiva-2022ruapnrrpe01 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 [image: Ottocento anni di libertà e futuro]

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scomparsa Giorgio Dall'Aglio
by Brunero Liseo 23 Nov '22

23 Nov '22

Gentili colleghi, Con commozione scrivo per comunicare che oggi si è spento Giorgio Dall’Aglio, per molti anni figura centrale nello sviluppo e nella diffusione del calcolo delle probabilità e della statistica matematica nel nostro paese. I funerali avranno luogo il prossimo sabato 26 novembre, alle 11.30 nella cripta della chiesa del Cristo Re, Viale Giuseppe Mazzini, 32 Gli sia lieve la terra -- ============================================ 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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EFI8 - Deadline approaching (November, 25)! (fwd)
by Tiziano Vargiolu 23 Nov '22

23 Nov '22

Apologies for cross-postings --------------------------------------------------------------------------- Call for Papers: Energy Finance Italia 8 Conference (EFI8) Politecnico di Milano, February 8 - 10, 2023 Deadline for submission (extended abstract/paper): November 25, 2022. Web: https://www.energyfinanceitalia.it/ Contact: efi8-dmat(a)polimi.it The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speakers: Clémence Alasseur, Fred Espen Benth, Florian Ziel. Award: Best EFI8 Paper, reserved to the presenters born after January 1st, 1993 We are looking forward to welcoming you to Milan. Roberto Baviera for the Organizing Committee __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera __________________________________

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Invitation to Special Issue Advances in Fractional Order Information Measures and Applications - Axioms
by francesco.buono3＠unina.it 23 Nov '22

23 Nov '22

Dear All, I would like to invite you to submit a paper to the Special Issue titled "Advances in Fractional Order Information Measures and Applications" for Axioms (https://www.mdpi.com/journal/axioms) with Guest Editors Dr. Suchandan Kayal and Prof. Dr. Maria Longobardi. Special Issue Homepage: https://www.mdpi.com/journal/axioms/special_issues/8TK6E5G1M2 Submission deadline: 30 April 2023 It is promoted on twitter and Linkedin: https://twitter.com/Axioms_MDPI/status/1594611317423251456 https://www.linkedin.com/feed/update/urn:li:activity:7000378324854202368 I also attached the Banner and Flyer in the email. Best regards, Francesco Buono

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Postdoc position in Lyon in probability / mathematical physics
by Francesco Caravenna 23 Nov '22

23 Nov '22

Ricevo e inoltro. > Da: Christophe Garban <christophe.garban(a)gmail.com> > Oggetto: Postdoc position in Lyon in probability / mathematical physics > Data: 23 novembre 2022, 08:47:25 CET > Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl>, Jean-Marie Stephan <stephan(a)math.univ-lyon1.fr> > > Dear colleagues, > > I am currently advertising a two-year postdoc position (with a possible extension to a third year) in probability/mathematical physics in University of Lyon 1, deadline January, 11th. > Please transfer the announcement below to potential candidates. > > Thanks a lot! > Best wishes, > Christophe. > > ---------------------- > Postdoc position in Lyon for 2023 > Université Lyon 1 > (funded by the ERC project Vortex) > > Applications are invited for a postdoctoral fellowship in probability/mathematical physics at University Lyon 1. > The postdoc is funded by the European Research Council grant Vortex. > > Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. > > Practical informations: > (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2023.pdf <http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2023.pdf> ) > - The position is for two years (with a possible extension to a third year), with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). > - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). > - No teaching. > - A lot of activity around probability in Lyon. > - Great city :-) > - The expected starting date is September 2023, but a different date may be arranged. > > Application and deadline: > Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com <mailto:christophe.garban@gmail.com>) before January 11th, 2023. > > Contacts: (all members of the ERC project Vortex). > Christophe Garban (christophe.garban(a)gmail.com <mailto:christophe.garban@gmail.com>) > Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl <mailto:lsepulveda@dim.uchile.cl>) > Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr <mailto:stephan@math.univ-lyon1.fr>)

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SPASS seminar: Margerita Zanella - TUE 29.11 at 14:00
by Andrea Agazzi 23 Nov '22

23 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Ergodic results for the stochastic nonlinear damped Schroedinger equation* by Margherita Zanella (Politecnico di Milano) The seminar will take place in person on *TUE, 29.11.2022 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *T**itle: **Ergodic results for the stochastic nonlinear damped Schroedinger equation* *Abstract: * *We study the nonlinear stochastic Schrödinger equation with linear damping. We prove the existence of invariant measures in the case of two dimensional compact Riemannian manifolds without boundary and compact smooth domains of R^2 with either Dirichlet or Neumann boundary conditions. We prove the uniqueness of the invariant measure in R^d, d=2,3 when the damping coefficient is sufficiently large. * *The talk is based on joint works with B. Ferrario and Z. Brzeźniak.*

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Workshop "Social Network Dynamics and Impact on Financial Markets" | 26-27 January 2023
by Irene Crimaldi 22 Nov '22

22 Nov '22

Dear all, we are glad to inform you about the workshop *"Social Network Dynamics and Impact on Financial Markets"*, organized by the IMT School in collaboration with the Tor Vergata University of Rome, that will take place *on 26 and 27 January 2023*. Social media platforms provide a significant channel for people to connect, share opinions, spread and process information. How we interact with each other leads to large-scale phenomena, and recently financial markets have been repeatedly influenced by viral social media trends. These online financial coordinated operations receive massive attention from the media, financial stakeholders, and the academic community. In this workshop, you will explore the key ingredients leading the stock to go viral and how we can model and early detect online coordination that has a social and practical impact. *The call for abstract is open until December 15, 2022.* For more information, visit the website socialnetdynamics.imtlucca.it or write to workshop.socialnet.dynamics(a)gmail.com. Best regards, Communication and Events Office *Scuola IMT Alti Studi Lucca* Piazza San Ponziano, 6 - 55100 Lucca - Italia Tel: +39 0583 4326 606 - Fax: +39 0583 4326 565 www.imtlucca.it

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Neural Coding Workshop - 27 Feb - 4 March 2023
by Massimiliano Tamborrino 21 Nov '22

21 Nov '22

Dear All, I'm writing to inform you that the 15th International Neural Coding Workshop will take place in Piriápolis, Uruguay, from the 27th February to the 4th March http://neuralcoding.net/nc2023/index.html As in the tradition of previous NC workshops, this will be a single track multi-disciplinary event bringing together experimental and computational neuroscientists. Attendees of the workshop should thus be prepared to cross the borders of their own disciplines. More detailed information can be found on the workshop website http://neuralcoding.net/nc2023/index.html The abstract submission is now open and will close on the 18th December, which is also when the early registration closes. PhD students and postdoc can apply for travel awards by submitting their application by the 20th December. ► Find out about the workshop for more details and register: http://neuralcoding.net<http://neuralcoding.net/> ► You can also directly head to the submission page: https://easychair.org/cfp/nc2023 Best regards, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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riapertura assegno di ricerca su metodi di apprendimento automatico su dataset multi-tipo
by Marco Romito 21 Nov '22

21 Nov '22

Buongiorno scrivo per segnalare la riapertura del bando per un assegno di ricerca presso il Dipartimento di Matematica dell'Università di Pisa, in partnership con Miningful Studio, sul tema /Metodi di apprendimento automatico su dataset multi-tipo/, finanziato da /Regione Toscana – FSC (Fondo di Sviluppo e Coesione) – Bando per la realizzazione di progetti in collaborazione tra organismi di ricerca e MPMI per l’applicazione di 5G e tecnologie innovative/. La tematica al centro del progetto è lo studio e lo sviluppo di modelli predittivi che includano datiprovenienti da sorgenti di natura differente (sensoristica, RFID, NFC, dati esterni, sistemi di monitoraggio della produzione, etc.) allo scopo di aumentare le capacità predittive, e di razionalizzare la raccolta e la gestione dei dati. Il bando è disponibile all'indirizzo https://bandi.unipi.it/public/Bandi/Detail/9f476d7d-617b-40a4-b001-3bf803df… la scadenza è alle ore 13:00 del 16 dicembre. Per maggiori informazioni ci si può rivolgere allo scrivente grazie e a presto m. ---------------------------------------- I am writing to announce the re-opening of the call for a research grant at the Department of Mathematics, University of Pisa, in partnership with Miningful Studio, about Machine Learning Methods on Multi-Type Datasets, funded by Regione Toscana - FSC (Fondo di Sviluppo e Coesione). The main topic of the project is the study and development of predictive models that include data from sources of different nature (sensors, RFID, NFC, external data, production monitoring systems, etc.) in order to increase predictive capabilities, and to streamline data collection and management. The call for proposals is available at https://bandi.unipi.it/public/Bandi/Detail/9f476d7d-617b-40a4-b001-3bf803df… the deadline is 1 p.m. Dec. 16. More information can be obtained by contacting the writer thank you m.

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QFW2023 - Call for papers
by Marina DI GIACINTO 21 Nov '22

21 Nov '22

---------------------------------------------------------------------------------------------------- Apologies for cross-postings ---------------------------------------------------------------------------------------------------- Dear Colleagues, We are delighted to announce that the XXIV Workshop on Quantitative Finance (QFW2023) will take place at the Angevin Castle in Gaeta on April 20th-22nd, 2023. The meeting is hosted by the University of Cassino and Southern Lazio, and organized by the Department of Economics and Lazio. The call for papers can be found in the attachment and the poster is available for download here <https://drive.google.com/file/d/1aoSPNCgHk4caf_LOB4Vk61XDCmvdJG1m/view>. For further details please refer to our website: https://qfw2023.unicas.it/ Attendance is free of charge but registration through the conference website is compulsory for organizational reasons. We are looking forward to meeting you in Gaeta! Marina Di Giacinto On behalf of the Organizing Committee

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Assegno di ricerca tipo A- SECS-S/06 Pavia
by Daria Ghilli 21 Nov '22

21 Nov '22

Buongiorno, segnalo un bando per un assegno di ricerca (annuale ma rinnovabile un secondo anno) di tipo A sul s.s.d. SECS-S/06 presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia. Il bando e i dettagli del progetto si trovano al seguente link: http://www-assegni.unipv.it/bandi-ateneo-tipo-a/ codice bando: FRG2022-UNICATRANCHE-2022 codice assegno: A11 Tematica: METODI MATEMATICI PER L’ANALISI DEI MERCATI ENERGETICI Durata: 1 anno – rinnovabile Importo lordo percettore annuo: Euro 25000 La scadenza per la presentazione delle domande è fissata per il giorno* 15/12/2022 ore 12.00* Cordiali saluti Daria Ghilli Daria Ghilli Dipartimento di Scienze Economiche e Aziendali Ricercatrice a tempo determinato tipo b Via S. Felice al Monastero, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+S.+Felice+al+Monastero%2C+5+27100+Pavia+%28It…> https://sites.google.com/view/dariaghilli/home

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Fwd: 📋 Open positions: 6 PhD Fellowships in Mathematics
by Gianni Pagnini 21 Nov '22

21 Nov '22

Cari colleghi, Vorrei segnalare la possibilità di svolgere un dottorato presso il BCAM di Bilbao, Paesi Baschi - Spagna. Le posizioni disponibili sono 6 con scadenza 25 Gennaio 2023. In particolare, una posizione è disponibile nella mia linea di ricerca in diffusione anomala seguendo il percorso di Mathematical Physics - Statistical Physics http://www.bcamath.org/documentos_public/archivos/ofertas/1_La_Caixa_2022_P… <http://www.bcamath.org/documentos_public/archivos/ofertas/1_La_Caixa_2022_P…> Grazie per l’attenzione. Saluti, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde ) > Begin forwarded message: > > From: BCAM - Basque Center for Applied Mathematics <communication(a)bcamath.org> > Subject: 📋 Open positions: 6 PhD Fellowships in Mathematics > Date: 18 November 2022 at 15:51:53 CET > To: <gpagnini(a)bcamath.org> > Reply-To: BCAM - Basque Center for Applied Mathematics <communication(a)bcamath.org> > > View this email in your browser <https://mailchi.mp/bcamath/la-caixa-inphinit-13697498?e=21ee2e4495> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Dear all, > We wish to inform you that the call for the doctoral fellowship programme INPhINIT “la Caixa” <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> is now open. This programme is devoted to attracting talented Early-Stage Researchers—of any nationality—who wish to pursue doctoral studies in Spanish or Portuguese territory, and it's sponsored by ”la Caixa” Foundation. The programme is divided into two different frames: > > Doctorate INPhINIT Incoming: <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> 35 PhD fellowships. Candidates must have resided or carried out their main activity in Spain for less than 12 months in the last 3 years. > Doctorate INPhINIT Retaining: <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> 30 PhD Fellowships. Candidates must have resided or carried out their main activity in the same country, either Spain, or Portugal, more than 12 months in the last 3 years. > As a Severo Ochoa Center of Excellence, BCAM offers 6 PhD fellowships in each frame of the programme, on the following project theses: > > 1. PhD position in Analysis of PDEs <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: P. Caro and L. Roncal, R. Lucà, C. Pérez, L. Vega, A. Zarnescu. > > 2. PhD position in Computational Mathematics <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: D. Pardo, T. Teijeiro. > > 3. PhD positon in Mathematical Physics <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: G. Pagnini, M. Sanz. > > 4. PhD position in <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…>Mathematical Modeling with multidisciplinary applications <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: S. Rodrigues, M. Aguiar. > > 5. PhD Positon in Mathematics and Data Science <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisor: J.A. Lozano. > > 6. PhD position in BCAM Severo Ochao lab <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: J.A Lozano and N. Quadrianto, E. Akhmatskaya and J.A. Carrillo, L. Vega and J. Serra > > Fellows enjoy a 3-year contract in a stimulating research training environment, with access to appropriate equipment, facilities and opportunities. Among other elements, these fellowships offer a highly competitive salary and complementary opportunities for training on transferable skills. > > The schedule is the following: > 25 January 2023 —> Deadline for applications > 8 February 2023 —> Deadline to submit the language certificate > 18 april 2023 —> Announcement of preselection results and call for interviews. > 23, 24 and 25 May 2023 —> Interviews > 8 June 2023 –> Announcement of the final results > June 8 to June 30 —> Center-Student agreement > If you wish to apply for one of the positions offered at BCAM, but have doubts about the process, visit our website <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> and don't hesitate to contact us in phd(a)bcamath.org. <mailto:phd@bcamath.org> > Deadlines: > 25 January, 2022 (Incoming) | 16 February, 2022 (Retaining) > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > More info <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Application form <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <mailto:communication@bcamath.com> > Copyright © 2022 BCAM, All rights reserved. > You are receiving this email because you are part of BCAM's email distribution list. > > Our mailing address is: > BCAM > Alameda Mazarredo 14 > Bilbao, Bi 48009 > Spain > > Add us to your address book <https://bcamath.us17.list-manage.com/vcard?u=b5d6d41f1ef7d08511de461b0&id=f…> > > Want to change how you receive these emails? > You can update your preferences <https://bcamath.us17.list-manage.com/profile?u=b5d6d41f1ef7d08511de461b0&id…> or unsubscribe from this list <https://bcamath.us17.list-manage.com/unsubscribe?u=b5d6d41f1ef7d08511de461b…>. > > <http://www.mailchimp.com/email-referral/?utm_source=freemium_newsletter&utm…>

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Postdoctoral position in Verona - Extended Deadline
by Athena Picarelli 18 Nov '22

18 Nov '22

Dear colleagues, the deadline for the application to the postdoctoral position in the Department of Economics of the University of Verona has been extended to November 25, 2022. The position is open to candidates of any field in Economics and Finance, including quantitative and Mathematical Finance. For additional information or any inquiry please visit the following link: https://www.dse.univr.it/?ent=iniziativa&did=1&id=10302 or write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it> Best regards, Athena Picarelli -------- Dr. Athena Picarelli Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24, 37129, Verona

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Annuncio Seminario Sapienza
by Lorenzo Taggi 18 Nov '22

18 Nov '22

Data e ora: Martedì 22 Novembre, ore 14:00 Luogo: Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Speaker: Mauro Mariani Titolo: Long time asymptotic of action functionals Abstract: I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

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Padova Seminars in Probability and Finance - Maurizia Rossi (Università Milano Bicocca)
by alessandra bianchi 18 Nov '22

18 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on November 25 at 15.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Maurizia Rossi (Università Milano Bicocca) *Title*: Gaussian Kinematic Formulas for Random Spherical Harmonics *Date and time*: Friday, NOVEMBER 25 at 15.30 *Place*: room 2AB40 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83301000752 (meeting ID: 833 0100 0752) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In this talk we investigate the geometry of random spherical harmonics (Gaussian Laplace eigenfunctions on the round sphere). In particular we study the distribution, for large eigenvalues, of Lipschitz-Killing Curvatures (LKCs) of their excursion sets at any threshold. The main result we discuss is an asymptotic equivalence, in mean-square, between these functionals and the L2-norm of the random eigenfunction times a suitable map of the threshold (that vanishes at zero). This formula allows one to determine limiting distribution, correlation phenomena and moderate deviations for these LKCs, and generalizes - in the case of random spherical harmonics - those obtained by Adler and Taylor for their expected value. If time permits, we digress slightly to investigate the local geometry of spin spherical random fields, that is, random sections of the spin line bundles of the sphere. This talk is mainly based on a number of joint works on random spherical harmonics with V. Cammarota, D. Marinucci and I. Wigman + a recent work on spin random fields written jointly with A. Lerario, D. Marinucci and M. Stecconi. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Annuncio Seminario Sapienza
by Lorenzo Taggi 17 Nov '22

17 Nov '22

*Data e ora:* Martedì 22 Novembre, ore 14:00 *Luogo:* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Mauro Mariani *Titolo:* Long time asymptotic of action functionals *Abstract:* I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

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LUISS math seminar - Regis Chenavaz, November 24, 2022 (& link)
by Sara 17 Nov '22

17 Nov '22

Dear all, I am pleased to announce the next seminar in our series. On Thursday 24 at 12:00 in Room AT03, prof. Chenavaz - KEDGE Business School - will talk about: *The Veblen effect* The increase of demand in price, an exception to the law of demand, is known as the Veblen effect. In Luiss' seminar we present two works on the Veblen effect. In the first (published) work, we consider a profit maximizing monopoly which by means of advertising impacts the price-demand relationship. We show that advertising and goodwill play an important role in making the Veblen effect more prevalent than expected. By employing optimal control theory, we capture the evolution of the variables over time, which may exhibit the Veblen effect where price and demand move in the same direction. In the second (in progress) work, we investigate the price-demand relationship, when price is the sole control variable. We assume that a higher price (control variable) enhances brand-image (state variable) translating into more sales. Using optimal control theory, we look at the conditions for the Veblen effect to happen. Eventually, a more comprehensive understanding of firms’ decisions driving the Veblen effect has a promising impact on securing long-term profits. *Here are the credentials and the link for online participation:* Aula AT03: https://luiss.webex.com/luiss/j.php?MTID=mb27b65706219cee49db438fbecdd0f3d *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: ihPmCRdl76Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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SPASS seminar: Markus Tempelmayr - TUE 15.11 at 14:00
by Andrea Agazzi 15 Nov '22

15 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A diagram-free approach to the stochastic estimates in regularity structures* by Markus Tempelmayr (Max Planck Institute, Leipzig) The seminar will take place in person on *TUE, 15.11.2022 at 14:00* in Collegio Puteano, Scuola Normale Superiore di Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *A diagram-free approach to the stochastic estimates in regularity structures* *We present an alternative point of view on Hairer's regularity structures that is well suited, but not restricted to, quasilinear singular SPDEs. Guided by symmetries of the equation, we approach the counterterm top-down rather than bottom-up. The model, which captures the local solution behaviour, is indexed by partial derivatives w.r.t. the nonlinearity. This allows for efficient bookkeeping and automated (inductive) proofs. The main assumption on the driving noise is a spectral gap inequality, which complements well the BPHZ choice of renormalization.This is joint work with Pablo Linares, Felix Otto, and Pavlos Tsatsoulis.*

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Cluster hiring in climate research in Milan, Italy (8 Positions)
by FONTANA Matteo 15 Nov '22

15 Nov '22

The RFF-CMCC European institute on economics and the environment is expanding and looking for bright researchers working on a variety of climate change topics. We have a cluster hire of 8 job posts including data science, decision theory, and computational economics. The cluster hire is intended to strengthen the institute’s multi-disciplinarity and promote new research lines. It is mainly targeted at post-docs and junior researchers (assistant professors), though other seniorities will be considered. Info and applications: https://www.eiee.org/jobs/ Dr. MATTEO FONTANA Statistician | Data Scientist | Project Officer [cid:image001.gif@01D8F8E8.FF99A4B0] European Commission Joint Research Centre Unit A.5 – Scientific Developement Centre for Advanced Studies, Science and Art Office 46I 00/014 Via E. Fermi 2749 - 21027 Ispra (VA) – Italy +39-033278-9819 matteo.fontana(a)ec.europa.eu<mailto:matteo.fontana@ec.europa.eu>

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de Finetti Risk Seminar - November 2022
by Emanuela Rosazza Gianin 15 Nov '22

15 Nov '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Cosimo Andrea Munari University of Zurich, Switzerland Title: Market-consistent pricing with acceptable risk Abstract: We study the range of prices at which a rational agent should contemplate transacting a financial contract outside a given securities market. Trading is subject to nonproportional transaction costs and portfolio constraints and full replication by way of market instruments is not always possible. Rationality is defined in terms of consistency with market prices and acceptable risk thresholds. We obtain a direct and a dual description of market-consistent prices with acceptable risk. The dual characterization requires an appropriate extension of the classical Fundamental Theorem of Asset Pricing where the role of arbitrage opportunities is played by good deals, i.e., costless investment opportunities with acceptable risk-reward tradeoff. In particular, we highlight the importance of scalable good deals, i.e., investment opportunities that are good deals regardless of their volume. The talk is based on joint work with Maria Arduca (LUISS Rome). LOCATION: The seminar will be held on *November 30, *2022 at *18.00,* Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** 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 ****************************************** ****************************************** 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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Fwd: thesis scholarship offer at University of Luxembourg
by francesca pistolato 14 Nov '22

14 Nov '22

Buongiorno, Ricevo e inoltro volentieri. Saluti, Francesca Pistolato > Begin forwarded message: > > From: Laurent LOOSVELDT <laurent.loosveldt(a)uni.lu> > Subject: thesis scholarship offer at University of Luxembourg > Date: 9 November 2022 at 17:34:29 CET > To: Francesca PISTOLATO <francesca.pistolato(a)uni.lu> > > Dear colleagues, > > We have funding for a thesis grant which will start in September 2023 at the University of Luxembourg. The research project lies in between probability and analysis, more specifically multifractal, functional, and stochastic analysis. > > We are looking for a high-level candidate and would be very pleased if you could convey the message below to potentially interested students. You can tell them that they do not hesitate to contact us if they have any questions. > > Also, do not hesitate to forward this announcement to your colleagues. > > We thank you very much in advance! > > Laurent Loosveldt and Ivan Nourdin > > ==================================== > > Dear master students, > > With this message, we would like to invite you to apply for a thesis scholarship offer (start: Sept. 2023) funded by the University of Luxembourg (UL). > > We are looking for a candidate with high potential, interested in preparing a thesis at the interface between multifractal, functional and stochastic analysis. Research interests may include, for instance: > Regularity of stochastic processes > Wavelet representations of stochastic processes > Local times of stochastic processes > Fractal dimensions > Multifractional processes > Function spaces adapted to study these notions > Analysis on Wiener chaos > Malliavin calculus > … > > Working conditions at UL are excellent: we are located at Belval University, in brand new and very well equipped modern premises. The scientific activities are numerous: seminars, working groups, conferences. The daily atmosphere is very pleasant (many discussions and small events of all kinds punctuate the days) and multicultural (there are people of all nationalities). The salary is very competitive. > > If you would like more information, do not hesitate to contact us! > > Best regards, > > Laurent Loosveldt – laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > https://sites.google.com/view/laurentloosveldt <https://sites.google.com/view/laurentloosveldt> > Ivan Nourdin – ivan.nourdin(a)uni.lu <mailto:ivan.nourdin@uni.lu> > https://sites.google.com/site/ivannourdin/ <https://sites.google.com/site/ivannourdin/> > > > > -------------------------------------------------------------------------- > Laurent Loosveldt > > Chercheur Postdoctoral à l'Université du Luxembourg > Département de Mathématique > Maison du Nombre > 6, Avenue de la Fonte > 4364 Esch-sur-Alzette > Grand Duché du Luxembourg > Téléphone : (+352) 46 66 44 9818 > Email : laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > > --------------------------------------------------------------------------

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LUISS math seminar - Huyen Pham, November 8, 2022 (& link)
by Sara 14 Nov '22

14 Nov '22

Dear all, I am pleased to announce the next seminar in our series. *Speaker: Huyen Pham, Université Paris Cité* Abstract. With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity to companies to target the consumers/users that are potentially interested by their pro\-ducts or services. We introduce a continuous time model for the study of optimal bidding strategies associated to different types of advertising, namely, commercial advertising for triggering purchases or subscriptions, and social marketing for alerting population about unhealthy behaviours (anti-drug, vaccination, road-safety campaigns). Our framework encodes users online behaviours via their web-browsing at random times, social interactions in a large population of users, and the targeted advertising auction mechanism widely used on Internet. We address the attribution problem of how to efficiently diffuse advertising information by means of digital channels in order to generate conversion. Our main results are to provide semi-explicit formulas for the optimal value and bidding policy in various contexts of commercial advertising and social marketing. We show sensitivity properties of the solution with respect to model parameters, and analyse how the different sources of digital information accessible to users including the social interactions affect the optimal bid for advertising auctions. We also study how to efficiently combine targeted advertising and non-targeted advertising mechanisms. Finally, some classes of examples with fully explicit formulas are derived. The seminar will be held in Room 106, - viale Romania 32, Roma. The link to the room is: Aula 106 a: https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: iwU13nSCa8Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Seminar in Statistics - KONSTANTINOS DAREIOTIS
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Konstantinos Dareiotis* (Purdue University USA) Title: *Regularisation of differential equations by multiplicative fractional noises* Abstract: In this talk, we consider differential equations perturbed by multiplicative fractional Brownian noise. Depending on the value of the Hurst parameter H, the resulting equation is pathwise viewed as an ordinary (H>1), Young (H in (1/2, 1)) or rough (H in (1/3, 1/2)) differential equation. In all three regimes we show regularisation by noise phenomena by proving the strongest kind of well-posedness for equations with irregular drifts: strong existence and path-by-path uniqueness. In the Young and smooth regime H>1/2 the condition on the drift coefficient is optimal in the sense that it agrees with the one known for the additive case. In the rough regime (H in(1/3,1/2)) we assume positive but arbitrarily small drift regularity for strong well-posedness, while for distributional drift we obtain weak existence. This is a joint work with Máté Gerencsér. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - VINAYAC RAO
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Rao Vinayak* (Purdue University USA) Title: *Differential Privacy and Bayesian Computation: Two Vignettes* Abstract: Differential privacy (DP) protects privacy by introducing additional randomness into a recorded dataset. It comes with strong theoretical guarantees, and has become a state-of-the-art framework for privacy protection. In this talk, we consider two complementary challenges raised by DP. In the first part, we recognize that implementing DP mechanisms require sampling algorithms like MCMC or rejection sampling. In these instances, the algorithm runtime itself can leak privacy, so that practical implementations fail to maintain the original theoretical guarantees. To address this, we propose modifications to rejection and adaptive rejection sampling algorithms, with varying assumptions, to protect against timing attacks. In the second part, we focus on a more traditional statistics problem related to differential privacy: given access to only the privatized data, how to perform valid statistical inference on parameters underlying the confidential data. Here, the likelihood function of the privatized data requires integrating over the large space of confidential databases and is typically intractable, resulting, in Bayesian settings, in a posterior distribution that is doubly intractable. We propose a generic MCMC framework which is applicable to a wide range of statistical models and privacy mechanisms. Our MCMC algorithm is a simple wrapper that extends MCMC algorithms for the unobserved confidential data to settings where the data is privatized. Our approach translates privacy guarantees of the DP mechanism into mixing properties of the MCMC algorithm, while maintaining the same order of computational cost as the algorithm for non privatized data. We illustrate the efficacy and applicability of both our ideas on several examples. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Nov '22

11 Nov '22

Giro questa offerta di lavoro da parte di Attilio Meucci (ARPM) Research position in mathematics/statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

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The ABS school is back! Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 11 Nov '22

11 Nov '22

Dear all, we are glad to inform you that the Applied Bayesian Statistics school is back! ABS23 will be held in Firenze on June, 12-16, 2023. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. If interested, you can register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ REGISTRATION is now open but payments will be possible (by bank transfer or credit card) only after January, 30, 2023. If you are interested in the school but unwilling to register for the moment, please send an email to abs23(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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4 Assistant and Associate Positions @WarwickStats - December 12
by Massimiliano Tamborrino 11 Nov '22

11 Nov '22

Dear all, at the Department of Statistics at Warwick, we are currenly recruting * 1 Assistant Professor in Applied Statistics * 1 Associate Professor in Machine Learning * 1 Assistant Professor in Machine Learning * 1 Associate Professor in Statistics All positions are permanent. The deadline for applying is the 12th December. More information is reported below and on https://warwick.ac.uk/statjobs Best, Massi ------- Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ---------- Assistant and Associate Professor positions in Statistics and Machine Learning at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Four permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics and Machine Learning: * Assistant Professor, Applied Statistics * Associate Professor, Machine Learning * Assistant Professor, Machine Learning * Associate Professor, Statistics Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the four positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professors Jon Forster (J.J.Forster(a)warwick.ac.uk) or Adam Johansen (A.M.Johansen(a)warwick.ac.uk) or to any other senior member of the Warwick Statistics Department. Closing date: December 12, 2022. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

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Post-doc position in Statistics at University of Padua
by Sara Pillan 10 Nov '22

10 Nov '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates who have completed suitable and documented academic and professional experience. The research grant, which shall last for 24 months shall entitle the grant holder to a gross amount of Euros 24,426 per annum and aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department (SECS-S/01 - Statistics, SECS-S/03 - Economic Statistics, SECS-S/04 - Demography, SECS-S/05 - Social Statistics). The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… The call will expire on *December 7**,* 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegno-dipstat-6-2022 <https://pica.cineca.it/unipd/assegni-dipstat-4-2022/> Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Probabilmente...de Finetti - Spettacolo teatrale Ud'A Scienza, Chieti 6 dicembre 2022 ore 11
by doria＠unich.it 09 Nov '22

09 Nov '22

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Seminar: Riccardo Maffucci at Tor Vergata
by mic sal 09 Nov '22

09 Nov '22

Dear all, next Thursday, May 5th, Riccardo Maffucci (EPFL) will give a seminar about "Distribution of nodal intersections for random waves". Abstract: This work is in collaboration with Maurizia Rossi. Random waves are Gaussian Laplacian eigenfunctions on the 3D torus. We investigate the length of intersection between the zero (nodal) set, and a fixed surface. Expectation, and variance in a general scenario are prior work. In the generic setting we prove a CLT. We will discuss (smaller order) variance and (non-Gaussian) limiting distribution in the case of ’static’ surfaces (e.g. sphere). Under a certain assumption, there is asymptotic full correlation between intersection length and nodal area. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 16h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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(PMS)^2 talk - Bignamini - November 14 at 14.00
by Carlo Orrieri 09 Nov '22

09 Nov '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Davide Bignamini (Università di Pavia) Title: How the regularity properties of a transition semigroup associated to an SPDE are affected by the color of the noise Abstract: In this talk, we are interested in some regularity properties of a transition semigroup associated with a nonlinear SPDE. Moreover, we prove Schauder-type estimates for the solution of the stationary equation driven by the weak generator of the transition semigroup. Date and time: Monday November 14, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/84672566111?pwd=ZWFjR1BUaGkvd0N3OWl5OFBZQXNCdz09 <https://us02web.zoom.us/j/84672566111?pwd=ZWFjR1BUaGkvd0N3OWl5OFBZQXNCdz09> ID riunione: 846 7256 6111 Passcode: 674072 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Verona Workshop in Financial Mathematics
by Alessandro Gnoatto 09 Nov '22

09 Nov '22

Dear Colleagues, We are pleased to announce the "Verona Workshop in Financial Mathematics”, taking place at the Department of Economics (University of Verona, Italy) on Wednesday 14 December. Description: this is a one-day workshop on recent developments in finance featuring talks on stochastic methods, machine learning, computational finance, interest rate modeling, financial econometrics and risk management. Speakers: Aleksey Kolokolov (University of Manchester) Claudio Fontana (University of Padova) Cosimo Munari (University of Zurich) Christa Cuchiero (University of Vienna) Christoph Reisinger (University of Oxford) Registration: Registration is free. Please refer to http://linux2.dse.univr.it/vwfm/<http://linux2.dse.univr.it/vwfm/?fbclid=IwAR2Tkj29wOJbDjxxOrUYNBDxzypFf28Km…> for the registration form. Website/Program: See http://linux2.dse.univr.it/vwfm/<https://l.facebook.com/l.php?u=http%3A%2F%2Flinux2.dse.univr.it%2Fvwfm%2F%3…> -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 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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avviso di seminario
by malongob＠unina.it 08 Nov '22

08 Nov '22

Università di Napoli Federico II Dipartimento di Matematica e Applicazioni Avviso di Seminario Il giorno 15 novembre p.v. alle ore 16 nell'aula G al III livello, la Dott.ssa Fatemeh Hooti, assegnista di ricerca presso il Dipartimento di Matematica e applicazioni, terrà un seminario dal titolo "Optimal Extended Warranty Length With Limited Number of Repairs in The Warranty Period". Abstract: Due to the advances in the technology of complex industrial systems, the consumers of these products are always worried about the costs of purchasing and maintenance of them. Manufacturers also want to increase the number of customers for their products and profit from sales. However, the reliability of engineering systems can be affected by several factors, so the occurrence of failure and the need to repair and maintain these products after their production is inevitable. In this case, the discussion of the warranty of the manufactured products plays an important role in assuring the consumers and also reducing the damages to producers and customers. The policies introduced for the warranty of engineering systems are divided into two categories one-dimensional and two-dimensional warranty based on the number of variables that are aimed at optimizing the fixed and random costs of the project. Also, so far, several cost functions have been considered to check and reduce these costs. In the talk, a policy plan is proposed for the warranty length of a repairable system which consists of a number of minimal repairs and duration of service?. ?For this purpose?, ?two total expected costs of the manufacturer are considered as the objective of the optimization model, and the conditions for finding unique optimal solutions are investigated?. Cordialmente, Maria Longobardi Link al seminario: https://teams.microsoft.com/l/meetup-join/19%3aP4sdMtBuGUPSaONQwR0V0O6nDu1q… Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

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PhD in Statistics & Computer Science - Call for Applications
by Antonio Lijoi 08 Nov '22

08 Nov '22

******************* PhD in Statistics and Computer Science - a.y. 2023-2024 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2023 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Machine Learning, Decision Theory and Statistical Physics. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Cambio indirizzo mail
by Moro, Ornella 08 Nov '22

08 Nov '22

Buongiorno, sono iscritta alla lista con questa mail che verrà disattivata a breve, vorrei spostare l'iscrizione sulla mail personale ornella.moro17(a)gmail.com Grazie -- Ornella Moro Ph.D. <https://phd.uniroma1.it/web/ORNELLA_MORO_nP1324468_IT.aspx> Università di Roma "La Sapienza" moro(a)mat.uniroma1.it

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YEP 18th edition - "Spectra of random graphs and related combinatorial problems"
by matteo quattropani 07 Nov '22

07 Nov '22

Dear colleagues, registration is now open for the workshop "Spectra of random graphs and related combinatorial problems" taking place on March 27 - 31 2023 in EURANDOM at Eindhoven University of Technology. Since the first workshop in 2004, the Young European Probabilists (YEP) series has spawned 17 highly successful editions on a wide range of topics. The theme of its 18th edition will be spectra of random graphs, random matrices and related combinatorial problems. In this workshop, we provide a platform where young and more senior researchers from the area of random matrices, random graphs and related topics can come together and exchange their research, find new collaborations and learn about different perspectives on the topic. Mini courses taught by: Alice Guionnet - ENS de Lyon UMPA Antti Knowles - University of Geneva Justin Salez - Université Paris-Dauphine - CEREMADE Speakers: Johannes Alt - University of Geneva Luisa Andreis - University of Florence Fanny Augeri - University of Paris - LPSM Jean Barbier - ICTP Trieste Simon Coste - University of Paris Pierfrancesco Dionigi - Leiden University Luca Ganassali - INRIA Paris Johannes Heiny - Ruhr University Bochum Ivan Kryven - Utrecht University Camille Male - University of Bordeaux Jaron Sanders - Eindhoven University of Technology More details and registration can be found at https://www.eurandom.tue.nl/event/yep-xviii-spectra-of-random-graphs-and-re… <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.euran…> There is no registration fee. With best regards, Matteo Quattropani (also on behalf of the other organisers Alessandra Cipriani, Rajat Subhra Hazra, Noela Müller)

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Tenure-track Assistant Professor position at Toulouse School of Economics
by Ferrari, Giorgio 07 Nov '22

07 Nov '22

Dear Colleagues, I forward the following announcement for a tenure-track Assistant Professor position at Toulouse School of Economics. Best regards, Giorgio Ferrari %%%%%%%%%%%%%%%* * *Tenure-track Assistant Professor in Applied Mathematics / Statistics** * The Department of Mathematics and Statistics at Toulouse School of Economics (TSE) has an opening for a tenure-track Assistant Professor position beginning September 1, 2023. TSE offers an exceptional professional and scientific environment to achieve tenure such as: •reduced teaching hours, competitive salary, •high-quality scientific environment in Toulouse, •strong interaction with the prominent Department of Economics, •very pleasant working conditions in a major city in south of France,new building in the city center. Applicants must have a Ph.D. (expected completion by June 30, 2023 acceptable) and show outstanding potential and achievement in research, as wellas excellent teaching skills. For full consideration, candidates should submitby January 9, 2023 the following materials: (1) cover letter, (2) curriculumvitae, (3) statements on research (with links to the publications or preprintsand a scientific project for the coming years) and teaching, and (4) ask threereferences to send their letters by January 23, 2023. Questions, application,and reference letters should be sent to recruitment-math-junior(a)tse-fr.eu.

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Fwd: MSc Course on Montecarlo simulation for finance
by Enea Bongiorno 07 Nov '22

07 Nov '22

Ricevo e con piacere inoltro. Enea ---------- Forwarded message --------- From: Gianluca Fusai <gianluca.fusai(a)uniupo.it> Date: Mon, 7 Nov 2022 at 12:55 Subject: MSc Course on Montecarlo simulation for finance To: Enea Bongiorno <enea.bongiorno(a)uniupo.it>, Aldo Goia < aldo.goia(a)uniupo.it> Cari Enea e Aldo Potreste segnalare alla vs associazione il corso in questione? Grazie -------------------------------------------- *Introduction to Monte Carlo Simulation in Finance (5th edition)* tenuto da dr. Ioannis Kyriakou (Bayes Business School, City, University of London) c/o DISEI - UPO - Novara Il corso di 16 h. si terrà dalle 9.00 alle 13.00 nelle seguenti date Wednesday 16th of November, Friday 18th of November Wednesday 23rd of November, Friday 25th of November Per informazioni su iscrizioni e costi (tariffa agevolata per studenti con possibilità di sostenere la prova d'esame tramite due progetti di gruppo in Matlab) è possibile scrivere a: manfin(a)uniupo.it Un caro saluto Gianluca -- Gianluca Fusai - Full Professor of Financial Mathematics *Dipartimento di Studi per l'Economia e l'Impresa* *Università del Piemonte Orientale* *Presidente del corso di Laurea Magistrale* *Management & Finanza <https://www.uniupo.it/tuttostudenti/lofferta-formativa-colpo-docchio/i-cors…>* *NEW: Stochastic Calculus Website <https://sites.google.com/uniupo.it/stochasticcalculus/home?authuser=1>* *NEW: Default Probability Calculator <https://sites.google.com/uniupo.it/by-gianluca-fusai/default-calculator>* *t *+39 <%2B39%200161%20228417>0321 375312 <%2B39%200161%20228417> *@ *gianluca.fusai(a)uniupo.it *w **https://upobook.uniupo.it/gianluca.fusai* <https://upobook.uniupo.it/gianluca.fusai>* <http://multiblog.uniupo.it/>* *ssrn* http://ssrn.com/author=741916 <http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196> *h* Via Perrone 18, 28100 Novara (Italy) <https://www.google.it/maps/place/Via+Ettore+Perrone,+18,+28100+Novara+NO/@4…> -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminario Van Bever UPO - domani ore 16.00
by Enea Bongiorno 07 Nov '22

07 Nov '22

Cari colleghi, inoltro promemoria per il seguente seminario. Un cordiale saluto a tutti, Enea Bongiorno -------------------------------------- 8th of November, at 16.00: - in presence: room 201 of the campus Perrone, via Perrone, 18, Novara Università del Piemonte Orientale, Dipartimento di Studi per l’Economia e l’Impresa. - on-line at the link: meet.google.com/yvq-ccbt-pzt Prof. Germain Van Bever Université de Namur, Belgio Title: Flexible Hilbertian Additive Regression with Small Errors-in-Variables Abstract: In this talk, we present a new framework of additive regression modelling for data in very generic settings. More precisely, we tackle the problem of estimating component functions of additive models where the regressors and/or response variable belong to general Hilbert spaces and can be imperfectly observed. By this,we mean that some variables can be either measured incompletely or with errors. Smooth backﬁtting methods are used to estimate consistently the component functions and we provide explicit rates of convergence. We amply illustrate our methodology in various settings, including the functional, Riemannian and Hilbertian settings. -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminar in Statistics - MASSIMILIANO PONTIL
by Pierpaolo De Blasi 07 Nov '22

07 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 11 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Massimiliano Pontil* (Italian Institute of Technology and University College London) Title: *Learning Dynamical Systems via Koopman Operator Regression in Reproducing Kernel Hilbert Spaces* Abstract: In the last couple of years the Koopman operator framework attracted a lot of attention due to growing use of data-driven dynamical systems in science and engineering. Relevant results span fields of functional analysis, numerical algorithms, as well as machine learning. In this talk we will focus on discrete dynamical systems modelled by Markov chains and their study through the corresponding Koopman operator. While many data-driven algorithms to reconstruct such operators are well known, their relationship with statistical learning is largely unexplored. We will introduce a framework to learn the Koopman operator from a finite data sample of the dynamical system. We will limit to the important case when the Markov chain admits an invariant distribution and, relying on the theory of reproducing kernel Hilbert spaces (RKHS), introduce a notion of risk from which different estimators naturally arise. Special attention will be given to the estimation of the Koopman spectral properties, and in particular its modal decomposition (KMD) that is of paramount importance in practice. With this framework we will analyse, theoretically and empirically, some existing estimators, e.g. (extended) dynamic mode decomposition (DMD), and introduce a novel reduced-rank operator regression (RRR) estimator. We will further present learning bounds for the proposed estimator, holding for both data drawn i.i.d. from the invariant distribution and for non i.i.d. data gathered from the trajectories of the dynamical system, the latter in terms of mixing coefficients. (Joint work with V. Kostic, P. Novelli, A. Maurer, C. Ciliberto, L. Rosasco) ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83848292614?pwd=MzV0UnhBN1RScTN0aWMvZ3lZdkpwQT09> Meeting ID: 838 4829 2614 Passcode: 771221 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Bruti Liberati Prize - call for applications (fwd)
by Tiziano Vargiolu 07 Nov '22

07 Nov '22

Bruti Liberati Prize CALL FOR APPLICATIONS Dear Tiziano Vargiolu We are happy to announce the Bruti Liberati Prize 2022. Theses defended in 2020 and 2021 can be submitted this time. Application deadline is January 31st, 2023, 12:00 (UTC +1). You find all the necessary information on the website https://www.bachelierfinance.org/nicola-bruti-liberati-prize?mc_cid=36910c7… With best regards, Denise Denise Künzli Administrative Director of BFS ***************************************** ETH Zurich Denise Künzli Department of Mathematics HG G 32.3 Rämistrasse 101 8092 Zurich Switzerland Tel +41 44 632 64 65 Fax +41 44 632 14 74 email denise.kuenzli(a)math.ethz.ch Copyright © 2022 Bachelier Finance Society, All rights reserved. You were subscribed to the newsletter from Bachelier Finance Society Our mailing address is: Bachelier Finance SocietyRaemistrasse 101 Zürich 8092 Switzerland Add us to your address book Want to change how you receive these emails? You can update your preferences or unsubscribe from this list. Email Marketing Powered by Mailchimp [open.php?u=702156a1168de89843425f38f&id=36910c77a9&e=70b34a9999]

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Seminario Sapienza Martedì 8 Novembre
by Lorenzo Taggi 07 Nov '22

07 Nov '22

Cari colleghi, riporto l'annuncio del seminario di Matteo Quattropani presso il dipartimento di Matematica di Sapienza Università di Roma. Cordiali saluti, Lorenzo Taggi *Data e ora: *Martedì 8 Novembre, ore 14.15, Sala di Consiglio, Dipartimento di Matematica di Sapienza Università di Roma *Title: *Mixing of the Averaging process on graphs *Speaker:* Matteo Quattropani, Sapienza Università di Roma *Abstract:* The Averaging process (a.k.a. repeated averages) is a mass redistribution model over the vertex set of a graph. Given a graph G, the process starts with a non-negative mass associated to each vertex. The edges of G are equipped with Poissonian clocks: when an edge rings, the masses at the two extremes of the edge are equally redistributed on these two vertices. Clearly, as time grows to infinity the state of the system will converge (in some sense) to a flat configuration in which all the vertices have the same mass. The process has been introduced to the probabilistic community by Aldous and Lanoue [1] in 2012, and recently received some attention thanks to the work of Chatterjee, Diaconis, Sly and Zhang [2], where the authors show an abrupt convergence to equilibrium (measured in L^1 distance) in the case in which the underlying graph is complete (and of diverging size). In this talk, I will present some recent results obtained in collaboration with F. Sau (IST Austria) [3,4] and P. Caputo (Roma Tre) [4]. In [3] we show that if the underlying graph is “finite dimensional” (e.g., a finite box of Z^d), then the convergence to equilibrium is smooth (i.e., without cutoff) when measured in L^p with p \in [1,2]. On the other hand, in [4] we show that a cutoff phenomenon (for the L^1 and L^2 distance to equilibrium) takes place when the underlying graph is the hypercube or the complete bipartite graph. [1] David Aldous, and Daniel Lanoue. A lecture on the averaging process. Probab. Surv., 9:90–102, 2012. [2] Sourav Chatterjee, Persi Diaconis, Allan Sly, and Lingfu Zhang. A phase transition for repeated averages. Ann. Probab. 50(1):1–17, 2022. [3] Matteo Quattropani and Federico Sau. Mixing of the Averaging process and its discrete dual on finite-dimensional geometries. Ann. Appl. Probab. (to appear). [4] Pietro Caputo, Matteo Quattropani and Federico Sau. Cutoff for the Averaging process on the hypercube and complete bipartite graphs. (to appear).

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SPASS seminars: Giulia Livieri & Robin Stephenson - TUE 08.11 at 14:00
by Andrea Agazzi 06 Nov '22

06 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminars, jointly organized by UniPi, SNS, UniFi and UniSi: - *N-player Games and Mean Field Games of Moderate Interaction* Giulia Livieri (Scuola Normale Superiore di Pisa) - *Scaling Limits of Multi-Type Markov Branching Trees* Robin Stephenson (University of Sheffield) The seminars will take place in person on *TUE, 08.11.2022 at 14:00* (the second talk starting at 15:00) in Sala Seminari, Dipartimento di Matematica, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstracts: *N-player Games and Mean Field Games of Moderate Interaction* *We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player games. This proof depends upon the derivation of a law of large numbers for the empirical processes in the limit as the number of players tends to infinity. Because it is of independent interest, we prove this result in full detail. We characterize the solutions of the limiting game via a verification argument.* *Scaling Limits of Multi-Type Markov Branching Trees* *Consider a population where individuals have two characteristics: a size, which is a positive integer, and a type, which is a member of a finite set. This population reproduces in a Galton-Watson fashion, with one additional condition: given that an individual has size n, the sum of the sizes of its children is less than or equal to n. We call multi-type Markov branching tree the family tree of such a population.*

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Seminars: Mirko D'Ovidio and Mario Maurelli at Trento 8-9/11/2022
by Luigi Amedeo Bianchi 04 Nov '22

04 Nov '22

Dear all, we announce two seminars being held next week in Trento, as well as online on Zoom in the Trento Probability Seminar. On Tuesday, November 8th at 2.30 pm (CET) in "Aula 7" - PovoZero Mirko D'Ovidio (Università di Roma Sapienza) On the non-local boundary value problem from the probabilistic viewpoint On Wednesday, November 9th at 2.30 pm (CET) in "Aula B110" - Povo2 Mario Maurelli (Università di Pisa) A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries The posters of the two talks (with the abstracts and the Zoom links and passwords), as well as a schedule of the upcoming events of the Trento Probability Seminar can be found in the following page: https://sites.google.com/unitn.it/unitn-ps/home The organisers Luigi Amedeo Bianchi, Stefano Bonaccorsi, Michele Coghi

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Postdoc positions at Milano-Bicocca
by Maurizia Rossi 04 Nov '22

04 Nov '22

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 24, 2022). https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates working in Probability Theory, Mathematical Statistics and related fields to submit their application. Please, do not hesitate to contact me or bandi.assegni_borse(a)unimib.it if you have any questions. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Assegno di Ricerca SNS
by Marta Leocata 03 Nov '22

03 Nov '22

Cari tutti, è stato aperto un assegno di ricerca di 12 mesi presso la Scuola Normale Superiore di Pisa. Il tema dell'assegno è "Modelli Matematici per la transizione energetica" e la scadenza è il 23 Novembre 2022 alle ore 16:00. Tutte le informazioni ed il bando sono reperibili al sito: https://amministrazionetrasparente.sns.it/scuola/opportunità-offerte-dalla-… <https://amministrazionetrasparente.sns.it/scuola/opportunit%C3%A0-offerte-d…> Cordiali Saluti Marta Leocata

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[PRISMA] seminari di Paolo Dai Pra e Alberto Chiarini
by Domenico Marinucci 03 Nov '22

03 Nov '22

Cari colleghi i seminari del gruppo UMI Prisma riprenderanno a partire da Novembre con il calendario consueto (primo lunedì del mese, ore 16-18, online su piattaforma Teams). Qui sotto i dettagli del prossimo incontro (Paolo Dai Pra e Alberto Chiarini), grazie per l'attenzione, Domenico Marinucci * November 7, 2022, 16:00-17:00 (CET): Paolo Dai Pra TITLE: Noise-induced periodicity in stochastic dynamics: some examples ABSTRACT: The emergence of periodic behavior in the dynamics of several interacting components is a common pattern of self-organisation in living systems. Rigorous mathematical treatments are still limited to few examples. In this talk we review some of these examples, emphasizing the essential role of the noise in the appearance of regular rhythms. * November 7, 2022, 17:00-18:00 (CET): Alberto Chiarini TITLE: How costly is it for a simple random walk to cover a fraction of amacroscopic body? ABSTRACT: In this talk we aim at establishing large deviation estimates for the probability that a simple random walk on the Euclidean lattice (d>2) covers a substantial fraction of a macroscopic body. It turns out that, when such rare event happens, the random walk is locally well approximated by random interlacements with a specific intensity, which can be used as a pivotal tool to obtain precise exponential rates. Random interlacements have been introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus, and has been since a popular object of study. In the first part of the talk we introduce random interlacements and give a brief account of some results surrounding this object. In the second part of the talk we study the event that random interlacements cover a substantial fraction of a macroscopic body. This allows to obtain an upper bound on the probability of the corresponding event for the random walk. Finally, by constructing a near-optimal strategy for the random walk to cover a macroscopic body, we discuss a matching large deviation lower bound. The talk is based on ongoing work with M. Nitzschner (NYU Courant). Link dei seminari: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: position at IST Lisbon
by Faggionato, Alessandra 03 Nov '22

03 Nov '22

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Patricia Gonçalves <pgoncalves(a)tecnico.ulisboa.pt> Date: Wed, 2 Nov 2022 at 23:47 Subject: position at IST Lisbon To: PATRICIA <pgoncalves(a)tecnico.ulisboa.pt> Dear colleagues I am writing to you because a position in *Probability and Statistics* just opened in my department. Here is the announcement: https://drh.tecnico.ulisboa.pt/assistant-professor-dm-probability-and-stati… Please forward this email to those that you think that might be interested. The position is for assistant professor, but the candidate can be promoted to associate or even full professor in a short time depending on the CV. The teaching at IST runs in 4 quarters per year and it is possible to accumulate all the teaching in two quarters. Typically we have to teach 6h /week and an average of 2/3 courses per year. IST is a great place to work and our students are very strong. Lisbon is a very nice city. If you need any additional information please contact me. Many thanks. Patricia Patrícia Gonçalves Mathematics Department Instituto Superior Técnico University of Lisbon Portugal -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Conference announcement : A tribute to Francis Comets
by Faggionato, Alessandra 31 Oct '22

31 Oct '22

Buongiorno ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Thierry Bodineau <bodineau(a)ihes.fr> Date: Mon, 31 Oct 2022 at 10:31 Subject: Conference announcement : A tribute to Francis Comets Dear Colleagues, In honour of Francis Comets, who passed away on the 6th of June 2022, the conference "Mathematics of disordered systems: a tribute to Francis Comets” will take place from 5-7 June 2023 in Paris at the Université Paris Cité and Collège de France : https://www.lpsm.paris/users/giacomin/hommage-a-francis The conference will be devoted to mathematical topics that Francis loved and in which he made outstanding scientific achievements. Further details regarding registration will be sent out later. In the meantime, please save the dates of 5-7 June in your calendars. We hope very much that you will able to participate in this conference, Thierry Bodineau, Bernard Derrida, Giambattista Giacomin, Dasha Loukianova ——————————————————————————————————————————————————————— Chers collègues, La conférence "Mathematics of disordered systems: a tribute to Francis Comets”, en l'honneur de Francis Comets qui est décédé le 6 juin 2022, aura lieu du 5 au 7 juin 2023 à Paris (Université Paris Cité et Collège de France) : https://www.lpsm.paris/users/giacomin/hommage-a-francis Cette conférence sera consacrée aux thèmes mathématiques que Francis aimait et pour lesquels il a obtenu des résultats remarquables. Des informations complémentaires concernant l'inscription vous seront envoyées ultérieurement. D’ici là, merci de réserver les dates du 5 au 7 juin dans vos agendas. En espérant que vous pourrez participer à cette conférence. Thierry Bodineau, Bernard Derrida, Giambattista Giacomin, Dasha Loukianova -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Researcher at private company - Advanced applied statistics
by Maria Elvira Mancino 31 Oct '22

31 Oct '22

---------- Forwarded message --------- Da: Attilio Meucci <attilio.meucci(a)arpm.co> Date: lun 31 ott 2022 alle ore 03:03 Subject: Researcher at private company - Advanced applied statistics To: Maria Elvira Mancino <mariaelvira.mancino(a)unifi.it> Research position in advanced applied statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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EFI8 - Second Call for Papers
by Roberto Baviera 31 Oct '22

31 Oct '22

Apologies for cross-posting ---------------------------------------------------------------------------- Second Call for Papers: Energy Finance Italia 8 Conference (EFI8) Politecnico di Milano, 8-10 Feb 23 Deadline for submission (extended abstract/paper): 25 Nov 22. Web: https://www.energyfinanceitalia.it/ Contact: efi8-dmat(a)polimi.it<mailto:efi8-dmat@polimi.it> The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speakers: Clémence Alasseur, Fred Espen Benth, Florian Ziel. Award: Best EFI8 Paper, reserved to the presenters born after January 1st, 1993 We are looking forward to welcoming you to Milan. Roberto Baviera for the Organizing Committee __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera<https://www.qfinlab.polimi.it/peoples/roberto-baviera/> __________________________________

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Postdoctoral position at the Department of Economics, University of Verona
by Athena Picarelli 30 Oct '22

30 Oct '22

Dear colleagues, the Department of Economics of the University of Verona (http://www.dse.univr.it/?lang=en) is seeking to fill one Postdoc position in any field of Economics and Finance. The research position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for two years but may be extended based on performance and availability of resources. It is expected to start in Spring/Summer 2023. The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. There is no teaching obligations and knowledge of Italian is not required. The salary is approximately € 30,000 gross per year. Generous tax breaks are available to candidates who have been residing outside of Italy. The Department offers a vibrant research environment in the newly built campus of Santa Marta next to the city centre. Research conducted by the Department covers a wide range of topics, such as quantitative finance, behavioral and experimental economics, inequality and poverty, industrial organization, health economics, economic history, and statistical methods for economic analysis. The Department has obtained the maximum possible score in the most recent Italian Government research exercise called “Dipartimenti di Eccellenza” (Departments of Excellence). Applications should include: * a cover letter with a clear statement of research interests and a motivation for why the candidate would like to join our department; * a curriculum vitae; * a job market paper; * at least two reference letters. The application material should be uploaded on the EconJobMarket<https://econjobmarket.org/> website https://econjobmarket.org/positions/8876. Selected applicants will be interviewed via Zoom within the 2022 European Job Market for Economists (12th-14th December). For additional information or any inquiry please visit the following link: https://www.dse.univr.it/?ent=iniziativa&did=1&id=10302 or write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it> Best regards, Athena Picarelli ---------------------- Dr. Athena Picarelli Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24, 37129, Verona (VR) email: athena.picarelli(a)univr.it

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Seminario di Gianni Pagnini a Napoli
by Enrica Pirozzi 30 Oct '22

30 Oct '22

--- AVVISO di SEMINARIO Dr. Gianni Pagnini BCAM & Ikerbasque, Bilbao, Spain Title: Fractional diffusion as an intermediate asymptotic regime. Abstract: A continuous-time random walk driven by two different Markovian hopping-trap mechanisms is investigated and it is shown that the paradigmatic features of anomalous diffusion are met. More precisely, anomalous diffusion results from a process that goes through the action of two co-existing Markovian mechanisms acting with different statistical frequency, and the probability of occurrence of this switch between the two Markovian settings originates and fully characterises the anomalous diffusion. In fact, ensemble and single-particle observables of this model have been studied and they match the main characteristics of anomalous diffusion as they are typically measured in living systems. In particular, the celebrated transition of the walker?s distribution from exponential to stretched-exponential and finally to Gaussian distribution is displayed by including also the Brownian yet non-Gaussian interval. Moreover, the model dynamically provides the power-law exponent of the mean-square displacement as a function of the probability of switching between the two Markovian states, namely the fractional order. Hence, fractional diffusion emerges as an intermediate asymptotic regime. Finally, within the present approach, fractional diffusion can be interpreted as a mathematical method for bridging two co-existing equilibrium states in a disordered medium. This talk is based on: Vitali S, Paradisi P and Pagnini 2022 J. Phys. A: Math. Theor. 55 224012 Il seminario si terrà il giorno 3 Novembre 2022 ore 16:00 nella Aula D primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Link per seguire online: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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