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Seminar (today, sorry!) by Dr. Ofelia Bonesini in Padova!
by Giorgia Callegaro 29 Mar '23

29 Mar '23

Dear all, you're invited (sorry for the very short notice!) to the seminar in Probability and Finance that will take place today (29.03.2023), in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Ofelia Bonesini (Imperial College London) * *Date and time*: 29th April 2023, *1.30pm* * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: https://unipd.zoom.us/j/82661564306 (ID riunione: 826 6156 4306) * *Title*: *Rough volatility, path-dependent PDEs and weak rates of convergence* * *Abstract*: please see here: https://www.math.unipd.it/news/rough-volatility-path-dependent-pdes-and-wea… See you there! G. 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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Reminder: Submission of titles and abstracts for talks at the 11th General AMaMeF Conference is now open
by Ferrari, Giorgio 28 Mar '23

28 Mar '23

Dear Colleagues, this is to remind you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* *All the details about deadlines, registration and fees are listed here:* https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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Seminario di Lionel Levine, Martedì 4 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 28 Mar '23

28 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 4 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lionel Levine, Cornell University *Title: *Universality Conjectures For Activated Random Walk *Abstract:* Activated Random Walk is a particle system displaying avalanches on all scales. How universal are these avalanches? I’ll narrate five interlocking conjectures aimed at different aspects of this question: infinite-volume limits, cutoff, incompressibility, rotational symmetry, and hyperuniformity. Joint work with Feng Liang and with Vittoria Silvestri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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avviso di seminario Simone Floreani
by epirozzi 28 Mar '23

28 Mar '23

*** AVVISO di SEMINARIO Dott. Simone Floreani Oxford University TITOLO A system of interacting Bouchaud trap models Abstract In this talk I will introduce a new interacting particle system consisting of interacting random walks in a trapping environment, known as Bouchaud trap models. I will show that the hydrodynamic equation emerging from such system is the Fractional Kinetics Equation, a sub-diffusive PDE. If time allows, I will also discuss some properties of the same system in contact with reservoirs. Based on projects with A. Chiarini (Padova), F. Redig (Delft) and F. Sau (Trieste). Il seminario si terrà il giorno 31 Marzo 2023 ore 14:00 nella Sala Professori I Livello 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… Dott. Giacomo Ascione *** -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI

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De Finetti Risk Seminar - April 12, 2023
by Emanuela Rosazza Gianin 28 Mar '23

28 Mar '23

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: Martin Schweizer ETH Zurich Title: Dynamic programming for mean-variance portfolio selection Abstract: We present a dynamic programming approach to solving the mean-variance portfolio selection problem in finite discrete time. This bypasses issues of time-inconsistency and hence does not need the introduction of an equilibrium or game-theoretic approach. The talk is based on joint work with Zhouyi Tan. LOCATION: The seminar will be held on *April 12, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. 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 ******************************************

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call for an Assistant Professor in Statistics at IMT School
by Irene Crimaldi 28 Mar '23

28 Mar '23

Dear Colleagues, I would like to draw your attention to the following call for an Assistant Professor (RTD-a) in Statistics at the IMT School for Advanced Studies Lucca (Italy): https://www.imtlucca.it/it/jobopportunity/statistics https://www.imtlucca.it/sites/default/files/2023-ap-statistics-rtda-bando.p… Best regards, Irene Crimaldi Associate Professor in Statistics IMT School for Advanced Studies Lucca Italy

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Seminar by S. De Marco in Padova (Probability and Finance)
by Giorgia Callegaro 27 Mar '23

27 Mar '23

Dear all, you're invited to the seminar in Probability and Finance that will take place Friday 28th April, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Stefano De Marco (Ecole Polytechnique) * *Date and time*: 28th April 2023, 2.30pm * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it at *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> * *Title*: *Fractional forward variance models - volatility surfaces and other features* * *Abstract*: We present some features of a class of forward variance models embedding rough volatility models (the so-called rough Bergomi model being the archetypal example): the structure of model-generated VIX smiles, the shapes of model-generated volatility surfaces on the spot, both implied and local, with a focus on the at-the-money volatility skew and the capability of such models to capture this specific feature of market data over different time horizons. We present related numerical methods for option pricing and their efficiency, from Monte Carlo to asymptotic methods. If time permits, we will discuss some dynamic properties of such models, focusing on the dynamics of implied volatilities they generate. 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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Seminario congiunto di Probabilità e Fisica Matematica//5 aprile//Fraydoun Rezakhanlou
by Bertini, Lorenzo 27 Mar '23

27 Mar '23

Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 5 aprile, ore 16:15, sala di Consiglio Fraydoun Rezakhanlou (University of Berkeley) Kinetic Theory for Laguerre Tessellations Abstract. In this talk I will discuss a family of Gibbsian measures on the set of Laguerre tessellations. These measures may be used to provide a systematic approach for constructing Gibbsian solutions to Hamilton-Jacobi PDEs by exploring the Eularian description of the shock dynamics. Such solutions depend on kernels satisfying kinetic-like equations reminiscent of the Smoluchowski model for coagulating and fragmenting particles. Tutti gli interessati sono invitati a partecipare. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Webinar UMI-PRISMA 3 aprile Campi-Callegaro
by Claudia Ceci 27 Mar '23

27 Mar '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 3 aprile 2023* ore 16-17 LUCIANO CAMPI Title: Correlated equilibria and mean field games Abstract: In the context of mean field games (MFGs), we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. The latter is a generalization of Nash equilibrium for stochastic games. Our notion of solution can be justified in two ways for MFGs in discrete time and finite state space: correlated solutions arise as limits of exchangeable correlated equilibria in restricted (Markov open-loop) strategies for the underlying $N$-player games, and approximate $N$-player correlated equilibria can be constructed starting from a correlated solution to the mean field game. Moreover, those results can be extended to progressive deviations, possibly depending on the whole history of the state and the flow of measures. In this talk we will focus especially on a further extension to continuous time MFGs through the notion of coarse correlated equilibrium. This talk is based on joint works with O. Bonesini, F. Cannerozzi and M. Fischer. ore 17-18 GIORGIA CALLEGARO Title: McKean–Vlasov Game of Commodity Production, Consumption and Trading Abstract: We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the consumption rate. We assume that the producer has a short position in a forward contract on λ units of the underlying at a fixed price F, while the consumer has the corresponding long position. Moreover, both players are risk-averse with respect to their financial position and their risk aversions are modelled through an integrated-variance penalization. We study the impact of risk aversion on the interaction between the producer and the consumer as well as on the derivative price. In mathematical terms, we are dealing with a two-player linear-quadratic McKean–Vlasov stochastic differential game. Using methods based on the martingale optimality principle and BSDEs, we find a Nash equilibrium and characterize the corresponding strategies and payoffs in semi-explicit form. Furthermore, we compute the two indifference prices (one for the producer and one for the consumer) induced by that equilibrium and we determine the quantity λ such that the players agree on the price. Finally, we illustrate our results with some numerics. In particular, we focus on how the risk aversions and the volatility control costs of the players affect the derivative price. Joint work with R. Aid, O. Bonesini and L. Campi. Il link per partecipare è il seguente https://teams.microsoft.com/l/channel/19%3ad685b25ed15f4821ac5168e63cf98ea4… Microsoft Teams meeting *Join on your computer, mobile app or room device* Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9…> Meeting ID: 375 963 625 218 Passcode: tjrYrN 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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Call for expressions of interest in a position of Full Professor
by Giovanni Puccetti 27 Mar '23

27 Mar '23

The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milan is seeking expressions of interest for a Full Professor (permanent position) in - Statistics - Mathematical Methods for Economics, Finance and Actuarial Science The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” (https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor (http://abilitazione.miur.it/public/index.php for applications), or must have been holding for at least 3 years an equivalent academic position abroad. Salary is fixed by national standards and starts at 76000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates coming from abroad. Interested candidates with a strong record of high impact research may express their interest by submitting the following material (in one single pdf file): 1) A brief motivation letter, including the candidate’s ongoing research, future research plans and her/his potential contribution to DEMM’s research, teaching and governance activities; 2) A full curriculum vitae including a full list of publications and the scientific sectors in which the candidate holds the Italian National Scientific Habilitation (ASN). Applications must be submitted to chiara.tommasi(a)unimi.it (Statistics) giovanni.puccetti(a)unimi.it (Mathematical Methods for Economics, Finance and Actuarial Science) before April 30, 2023. All correspondence and expressions of interest will be kept strictly confidential. The Department guarantees equal gender opportunities in recruitment and career. Disclaimer: Please note that this is just a call for interest, and not a job vacancy advertisement, and that the Department might decide not to open the corresponding position.

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Stochastic geometry conference in Dijon, June 2023
by Pierre-Yves Louis 24 Mar '23

24 Mar '23

ricevo ed inoltro. Pierre-Yves LOUIS From: Arnaud Rousselle<Arnaud.Rousselle(a)u-bourgogne.fr> ----- Dear all, The Annual RT GeoSto conference will take place in Dijon (France), June 12-16, 2023. * Link to the website of the conference:https://geosto23.sciencesconf.org/ * Speakers of the mini-courses (June 12-13): Thomas Opitz (INRAE Avignon) Christoph Thäle (Ruhr-Universität Bochum * Invited speakers of the conference (June 14-16): François Bienvenu (ETH Zürich) Frédéric Chazal (INRIA Saclay) Nicolas Chenavier (Université du Littoral Côte d'Opale) Céline Duval (Université de Lille) Florence Forbes (INRIA Grenoble) Bruno Galerne (Université d'Orleans) Matthieu Jonckheere (CNRS, LAAS Toulouse) Cécile Mailler (University of Bath) Emmanuel Roubin (Université Grenoble Alpes) Laura Sangalli (Politecnico Milano) * Registrations: free but mandatory and open on the website until May 12. * Contributed talks: Some slots for 20 minutes contributed talks are reserved in the schedule; submission on the website until May 12. * Grants for young researchers: We offer financial aid for a limited number of young researchers (Phd students, post-docs) who need support to cover transport and/or accommodation costs. Please contact Arnaud Rousselle (arnaud.rousselle[at]u-bourgogne.fr) if you are interested. Best regards, Arnaud Rousselle on behalf of the organizing committee -- Pierre-Yves LOUIS professeur des universités, Enseignant-chercheur à Agrosup Dijon PAM UMR 02.102, Université Bourgogne Franche-Comté, AgroSup Dijon, chercheur associé à l'Institut de Mathématiques de Bourgogne, UMR 5584 CNRS, Université Bourgogne Franche-Comté, 21000, Dijon, France

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LTI@UniTO seminars | Peter Tankov March 27th @12.00
by Luca Regis 24 Mar '23

24 Mar '23

Dear Colleagues, it is my pleasure to invite you to the following seminar in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), that will take place at CCA in Torino and can be followed via zoom. At the event page link you can find the paper, the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- March 22nd @ 12.00 Speaker: Peter Tankov (ENSAE) Title: Decarbonization of financial markets: a mean-field game approach Abstract:We build a model of a financial market where a large number offirms determine their dynamic emission strategies under climate transition risk in the presence of both green-minded and neutral investors.The firms aim to achieve a trade-off between financial and environ-mental performance, while interacting through the stochastic discountfactor, determined in equilibrium by the investors’ allocations. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then presenta convergent numerical algorithm for computing this equilibrium andillustrate the impact of climate transition risk and the presence ofgreen-minded investors on the market decarbonization dynamics andshare prices. We show that uncertainty about future climate risks andpolicies leads to higher overall emissions and higher spreads betweenshare prices of green and brown companies. This effect is partially reversed in the presence of environmentally concerned investors, whoseimpact on the cost of capital spurs companies to reduce emissions. Event webpage link: https://www.carloalberto.org/event/peter-tankov-ensae/ Zoom link: https://us02web.zoom.us/j/82031514033?pwd=UWdnMU5MRmVlaWI1L294a3c4UlJYUT09 Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Incontro scientifico UMI, Pescara
by Claudia Ceci 24 Mar '23

24 Mar '23

Carissim*, il 30 marzo si svolgerà un incontro scientifico UMI (nell'ambito degli eventi organizzati per il centenario dell'UMI) presso il Dipartimento di Economia dell'Università G. d'Annunzio di Chieti-Pescara. Qui di seguito le informazioni: 30 MARZO 2023 Aula 10 Viale Pindaro 42 , Pescara Dipartimento di Economia Università degli Studi G. d’Annunzio Chieti-Pescara 15,00 Opening *15,15-15,55 Maurizio Parton*, Università degli Studi G. d’Annunzio Chieti-Pescara *Machine learning e matematica* <https://umi.dm.unibo.it/wp-content/uploads/2023/03/bis-abstract1-pescara202…> 16,00 Coffee break *16,20-17.00 Lucia Caramellino*, Università degli Studi di Roma Tor Vergata *Numerical option pricing under stochastic volatility* <https://umi.dm.unibo.it/wp-content/uploads/2023/03/abstract2Milano-2023-.pdf> *Comitato Incontri Scientifici* ( https://umi.dm.unibo.it/comitati/gruppo-di-lavoro-incontri-scientifici/) *Organizzatore locale*: Claudia Ceci ( claudia.ceci(a)uniroma1.it) La partecipazione è libera ma è necessario compilare il form alla pagina https://umi.dm.unibo.it/pescara30marzo23/ 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 claudia.ceci(a)uniroma1.it

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Seminar by Dr. Vincenzo Candila.
by Giorgio Rizzini 24 Mar '23

24 Mar '23

Dear all, we are glad to announce the following seminar by Dr. *Vincenzo Candila* (University of Salerno) on Wednesday March 29th 2023 starting from 4:30 p.m. in room 2062 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *On the tennis winner forecasting methods: from the Weighted Elo rates to the network-based indicators* *Vincenzo **Candila* Department of Economics and Statistics University of Salerno *Abstract:* Statistical methods for predicting the winner in tennis matches have increased in popularity over the last two decades. Currently, several techniques are available, such as the regression-based, point-based, and paired-comparison approaches. Within this latter class, the Elo rating is one of the most popular methods to predict the probability of winning tennis matches. Even with its widely recognized merits in terms of good performance, the Elo method only partially considers each player's current form and recent performances. To overcome this drawback, we have proposed a new version of the Elo rating method, labeled Weighted Elo (WElo), where the standard Elo rates are weighted according to the scoreline of the players’ last match. More recently, we have further enlarged the paired-comparison class of models, introducing the network-based indicators for the first time to allow the ratings of the whole set of players to vary every time there is a new match. This work aims to illustrate the main characteristics of the WElo and network-based rates. In the empirical applications, we show the statistically meaningful benefits of using the proposed approaches with respect to many popular competing specifications. *March 29th, 2023 at 4:30 p.m.* *Department of Statistics and Quantitative Methods* *Room **2062* * - Building U7 (Second floor)* *Bicocca degli Arcimboldi street, 8 – 20126 Milan* For further information, please write to rosanna.grassi(a)unimib.it

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Quantitative Finance at Work, 2023
by Davide Pirino 24 Mar '23

24 Mar '23

Dear Colleagues, We are pleased to announce the fourth edition of the *QFin@Work* on *April 28, 2023*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking <https://economia.uniroma2.it/master-science/financeandbanking/> of Tor Vergata University of Rome. The goal is to bring together leading experts, especially finance professionals, to learn from their experiences, listen to new ideas, and discuss future perspectives in the field. The schedule is available at https://qfinatwork.com/2023. Attendance is free and participants are encouraged to register soon! Looking forward to having you with us, Rocco Ciciretti (On behalf of the Scientific and Organizing committee)

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A spring day in Probability and Statistical Physics- 21 Aprile 2023
by Luisa Andreis 23 Mar '23

23 Mar '23

Care colleghe e colleghi, Vi annunciamo che prossimamente si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI… Vi aspettiamo numerosi! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Fabio Toninelli (Technical University of Vienna) Title: Out-of-equilibrium phenomena and stochastic PDEs Prof. Julia Komjathy (Technical University of Delft) Title: TBA 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Toninelli 11.45-12.15 Break 12.15-13.00 Seminar: Toninelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.45 Break 15.45-16.30 Seminar: Komjathy [cid:6D6AED0A-79CF-4C81-9F23-96145C7CAFD5] Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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Seminar: Francesco Vaccarino at Tor Vergata
by salvi 23 Mar '23

23 Mar '23

Dear all, On Wednesday, February 15th, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Francesco Vaccarino (Politecnico di Torino) with the seminar _ _ _"Hodge-Shapley game: a Laplacian-based Shapley-like associated game for eXplainable AI"_ _ _ Abstract: In cooperative game theory, a set of players or decision-makers should negotiate to decide how to allocate the worth gained by the coalition composed of all the players. A value is a solution concept that suggests the outcome of the negotiation among players. Among the many existing alternative solution concepts, it is prevalent the Shapley value solution concept. Its popularity also derives from the property of being a fair allocation, where a set of desirable properties or axioms describes fairness. The axioms characterize the Shapley value in the sense that it is the unique value satisfying those properties; at the same time, the axioms allow deriving a simple explicit combinatorial formula to compute the Shapley value. In our approach, coalitions are the main subjects of cooperation, instead of single players, and, inspired by the Shapley value, the goal is to derive a fair associated game, i.e. an allocation to coalitions satisfying a set of desirable properties. The methodology is based on using the Hodge decomposition of the simplicial complex associated with the partially ordered set of the subsets of the set of players ordered by inclusion. We will motivate this investigation within the framework of Explainable Artificial Intelligence (XAI). Joint work with Antonio Mastropietro (Eurecom - F) 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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Next OWPS on March 29th: Milton Jara and Otávio Menezes
by Alberto Chiarini 22 Mar '23

22 Mar '23

OWPS's next session will be on Wednesday the 29th of March from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speakers are: Milton Jara (IMPA) and Otávio Menezes (Purdue 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. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Milton Jara (IMPA) and Otávio Menezes (Purdue University) Title : CLT for NESS Abstract : Non-equilibrium stationary states (NESS) are ubiquitous in nature, but not well understood from a mathematical point of view. The main features of NESS is the presence of non-trivial currents, which generate long-range correlations in the system. Modeling physical systems by Markov chains, one can restate questions about NESS as the description of invariant measures for non-reversible Markov chains. This opens the way to describe NESS by probabilistic methods. However, basic questions for non-reversible Markov chains, like for example mixing times or quantitative CLTs are not been answered in great generality. Our first talk will introduce NESS with some examples, and it will introduce general and fairly elementary methodology for Markov chains that we believe is well suited to the study of non-reversible Markov chains. The second talk will describe some recent results about the description of NESS for driven-diffusive systems. Zoom-link: https://unipd.zoom.us/j/82893164291?pwd=RHZIeXU2b3pVOE1OSU5tdFd2Y2RPUT09 Meeting ID: 828 9316 4291 Passcode: 251936 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 announcement: M. Tarsia on time-inconsistent recursive stochastic control problems – March 29, 2023 – 13:00-14:00
by Mastrogiacomo Elisa 21 Mar '23

21 Mar '23

Dear Colleagues, On March 29, 2023, 13:00-14:00, Dr. Marco Tarsia (University of Insubria) will give a talk on “Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems” (joint work with Elisa Mastrogiacomo). The seminar will be held in person and online via the MS Teams platform. Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWU0MDRiNjctYWNmYS00… Place: Dipartimento di Economia, Via Monte Generoso 71, room TBA. Below you can find an abstract of Marco’s talk. You are all invited. *** Abstract In this talk, we discuss about time-inconsistent recursive stochastic control problems, i.e., for which Bellman’s principle of optimality does not hold. In practice, a restriction of an optimal control for a specific initial pair on a later time interval might not be optimal for that corresponding initial pair; this happens, for instance, in dynamic utility maximization problems for investment- consumption strategies under non-exponential discounting. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and dynamic programming is not easily applicable. Therefore, the notion of optimality is defined through a game-theoretic framework by means of subgame-perfect equilibrium: we interpret our preference changes which, realistically, are inconsistent over time, as players in a game for which we want to find a Nash equilibrium. The approach followed in our work relies on the stochastic (Pontryagin) maximum principle: we adapt the classical spike variation technique to obtain a characterization of equilibrium strategies in terms of a generalized second-order Hamiltonian function defined through pairs of backward stochastic differential equations, even in the multidimensional case. We emphasize that, similarly to the classical case, equilibrium strategies are characterized through both a necessary condition and a sufficient condition involving the generalized Hamiltonian function, whereas, contrary to the classical case, this sufficient condition works even in the absence of extra convexity assumptions. Going further, our analysis is extended to time-inconsistent recursive stochastic control problems under a constraint defined by means of an additional recursive utility, under appropriate boundedness assumptions. That constraint refers to an expected value and so we adapt Ekeland’s variational principle to this trickier situation. Finally, the theoretical results are applied in the financial field to finite horizon investment-consumption policies with non-exponential actualization. Here the existence of non-trivial equilibrium policies is also ascertained. Best regards, Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 21 Mar '23

21 Mar '23

Ricordo il seminario di oggi, e segnalo che sarà trasmesso su zoom al seguente link: *Zoom link: * https://uniroma1.zoom.us/j/98462690288?pwd=SnYrNmpTQXQxZEI2UmN3VW1ucVNBdz09 Meeting ID: 984 6269 0288 Passcode: 683135 *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and philosophers of ethics, politics, and society aiming to understand mechanisms of green energy transition where some kind of interaction between many subjects and collective behaviors seem to play a role. We have identified as a first example the case of solar photovoltaic, with the purpose of explaining the time series of Italy and of different regions. We use tools from continuous-time Markov chains, mean field limits, optimal control, and mean field games. Then, we specify our analysis on the case of domestic installations. In order to explain them we propose a Markovian model of interacting particle systems to describe the decision of a significant proportion of the general public in Italy on the installation of solar photovoltaics (PVs) and compare our models to real data. We assume that the adoption decision follows a well precise pattern. First, the general public develops a certain level of sensitivity to climate change and environmental issues. Then it plans to install the PVs because she/he has a sufficient amount of information on the benefits of PVs. Finally, it installs PVs because the economic benefits out-weights the costs. In conclusion, we propose some original policies, not based not on financial incentives. This work is in collaboration with Franco Flandoli (SNS), Giulia Livieri (SNS), Silvia Morlacchi (SNS), Fausto Corvino (University of Gothenburg) and Alberto Pirni (SSSA). ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Padova Seminars in Probability and Finance - Nicola Turchi (Università Milano Bicocca)
by alessandra bianchi 20 Mar '23

20 Mar '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on March 31 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Nicola Turchi (Università Milano Bicocca) *Title*: High-dimensional random polytopes of the Beta kind *Date and time*: Friday, MARCH 31 at 14.30 *Place*: room 1BC45 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/82935460505 (Meeting ID 829 3546 0505) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: Beta polytopes are a class of random polytopes, which arise as convex hulls of independent random points distributed according to a certain radially-symmetric probability distribution supported on the Euclidean ball, called the beta distribution. A prominent reason for the interest surrounding them is that the beta distribution exhibits peculiar properties that make exact computations possible to achieve, contrarily to most other models of randomness with non-independent coordinates. As the space dimension grows, the expected fraction of the volume that these polytopes fill within their supporting balls can be asymptotically negligible or not, depending on the number of points which are picked in each dimension. In this talk we give an overview on how to quantify this statement, first showing a rough threshold for the aforementioned growth and secondly a more precise one, namely how many points are needed to get any fraction in average. Lastly, we show how we can handle more precise asymptotics for the approach towards zero in the lower regimes of points, based on a work in progress with G. Bonnet and Z. Kabluchko. -- 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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Concorso ricercatore/rice a tempo determinato di tipo b) SSD SECS-S/06 - Dip. di Scienze Economiche - Verona
by Cecilia Mancini 20 Mar '23

20 Mar '23

Nella Gazzetta Ufficiale - IV Serie Speciale n. 21 del 17/03/2023 è stato pubblicato l'avviso relativo all'indizione della procedura selettiva per il Dipartimento di Scienze Economiche: RTDB - SSD SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Cod. 2023rtdb003 Bando disponibile all'Albo Ufficiale e alla pagina concorsi del sito web di Ateneo all’indirizzo: https://www.univr.it/it/concorsi/personale-docente La scadenza per la presentazione delle domande è il 17 APRILE 2023 alle ore 20.00.

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Re: PhD in theoretical probability/statistical mechanics at UU
by Vanessa Jacquier 20 Mar '23

20 Mar '23

Inoltro per conoscenza. Vanessa Jacquier > > *From: *"Ruszel, W.M. (Wioletta)" <w.m.ruszel(a)uu.nl> > *Date: *Sunday, 19 March 2023 at 22:46 > *To: *stoch-ned-l <stoch-ned-l-bounces(a)lists.science.uu.nl> > *Subject: *PhD in theoretical probability/statistical mechanics at UU > > > > Dear colleagues, > > > > There is a vacancy for a PhD position in theoretical > probability/statistical mechanics at UU. I would appreciate if you > forwarded it to potentially interested students. > > > > *Description of the project:* > > Lattice models from statistical mechanics have been successfully used in > various areas to describe macroscopic properties of interacting systems by > specifying their microscopic interactions. Key objects are Gibbs measures, > which describe macroscopic equilibrium states of large systems of many > interacting objects. In case the interaction is of finite range, the > geometry of Gibbs measures and most of its properties are well understood. > Many interesting physical systems have interactions which decay > polynomially or are of Coulomb type. In this context, many natural > questions are still open. In the PhD project we will investigate the > geometry of the simplex of Gibbs measures with nonlocal interactions, > effective interface models and their scaling limits. The research work lies > in the intersection of theoretical probability, analysis and mathematical > physics. > > > > We are looking for a student with a master’s degree in mathematics and > some affinity to theoretical physics. > > > > For more information and application please go to: > > > https://www.uu.nl/en/organisation/working-at-utrecht-university/jobs/phd-po… > > > > *Deadline for the application*: 29.04.2023. > > > > Kind regards > > Wioletta Ruszel > > >

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Special Issue Applied Stochastic Models in Business and Industry
by Carlo Sgarra 20 Mar '23

20 Mar '23

Dear members of the Random list, As already anticipated, the journal of ISBIS (International Society for Business and Industrial Statistics), Applied Stochastic Models in Business and Industry (ASMBI), is inviting contributions for a special issue devoted to: “Energy Finance & Climate Change” Deadline: 30 June 2023 As it is mentioned in the call for papers, this special issue aims at collecting high-quality contributions on a wide range of theoretical and applied topics in energy finance and climate change, 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, 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. Contributions from multiple areas are welcome, and they might range from more exquisitely technical aspects of modeling to the practical implications of the actual uncertainties on the energy market recent developments, highlighting their innovative applications in an ever evolving complex environment. The displayed models, the computational techniques and the data methodologies can rely on stochastic processes, statistical analysis, time series forecasting, derivative pricing and hedging, machine learning, Monte Carlo simulations, data mining, risk estimation and management, and related tools. Papers should present innovative methodologies and/or forceful applications of existing methods. All submissions will go through the standard, selective review process of ASMBI via https://wiley.atyponrex.com/journal/ASMB<https://wiley.atyponrex.com/journal/ASMB%20is%2030%20June%202023>. Please follow the ASMBI author submission guidelines given on the ASMBI website and click on the box about submissions for special issues, selecting "Energy Finance” when prompted. The Guest Editors of the special issue are: - Roberto Baviera (roberto.baviera(a)polimi.it) - Carlo Sgarra (carlo.sgarra(a)polimi.it) - Tiziano Vargiolu (vargiolu(a)math.unipd.it) - Rituparna Sen (rsen(a)isichennai.res.in) For any information about ASMBI, please contact its Editor-in-Chief, Fabrizio Ruggeri (fabrizio(a)mi.imati.cnr.it) Waiting for your contribution The Guest Editors: Roberto Baviera, Rituparna Sen, Carlo Sgarra, Tiziano Vargiolu

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LTI@Unito Seminars| Dimitri Vayanos (March 7) and Johan Hombert (March 8) @ 12.00
by Luca Regis 17 Mar '23

17 Mar '23

Dear Colleagues, it is my pleasure to invite you to the following two seminars in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA): ------------------------------------------------------------------------------------------- March 7th @ 12.00 (webinar) Speaker: Dimitri Vayanos (LSE) Title: Passive Investing and the Rise of Mega-Firms Abstract: We study how passive investing affects asset prices. Flows into passive funds raise dispropor-tionately the stock prices of the economy’s largest firms—even when the indices tracked by the funds include all firms. Passive flows also raise the largest firms’ return volatility the most, andraise the aggregate stock market even when they are entirely due to investors switching from active to passive. These effects arise because of the re-pricing of systematic and large firms’idiosyncratic risk. We estimate that passive investing caused the 50 largest US firms to rise 30%more than the US stock market over 1996–2020. Zoom link: https://us02web.zoom.us/j/85025027662?pwd=ajU0NjU3MGZRMitQTkZRT0ZjR0F5UT09 Event webpage link: https://www.carloalberto.org/event/dimitri-vayanos-london-school-of-economi… ----------------------------------------------- March 8th @ 12.00 (hybrid seminar) Speaker: Johan Hombert (HEC Paris) Title: Innovation Booms, Easy Financing, and Human Capital Accumulation Abstract: Innovation booms occur frequently and are often fueled by easy financing that allows new technology firms to pay high wages that attracts skilled labor. Using the late 1990s Information and Communication Technology (ICT) boom as a laboratory, we show that skilled labor joining this new sector experienced sizeable long-term earnings losses. We trace these losses to skill obsolescence, that cannot be explained by either selection or the subsequent ICT sector bust. During the boom, capital flowed more to firms whose workers would ultimately experience a larger productivity decline. This suggests that financial capital can amplify the negative effects of labor reallocation into booming sectors on aggregate labor productivity. Zoom link: https://us02web.zoom.us/j/89743168691?pwd=bU1qMDZSVStBTjJtcU9nZXNWZS8zdz09 Event webpage link: https://www.carloalberto.org/event/johan-hombert-hec-paris/ Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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BioInference2023 - 2nd announcement
by Massimiliano Tamborrino 17 Mar '23

17 Mar '23

Dear all, We are delighted to announce the 2nd BioInference conference (https://bioinference.github.io/2023) taking place at the Doctoral Training Centre at the University of Oxford on the 8th-9th June 2023. It is our pleasure to confirm that this year's invited speakers are * Ritabrata Dutta<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/dutta/>, University of Warwick * Marina Evangelou<https://www.imperial.ac.uk/people/m.evangelou>, Imperial College London * Robin Thompson<https://www.robin-thompson.co.uk/>, University of Warwick * Juliette Unwin<https://www.imperial.ac.uk/people/h.unwin>, Imperial College London * Darren Wilkinson<https://darrenjw.github.io/>, Durham University The registration fee for in-person attendance (including lunch and refreshments for the two days) is £70. Moreover, the deadline for abstract submissions for the conference has been extended to 31st March. Abstracts for contributed talks or posters 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 can be submitted via a Google form (shorturl.at/dfo68<http://shorturl.at/dfo68>). 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)

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40th Linz Seminar on Fuzzy Set Theory: Copulas – Theory and Applications
by Fabrizio, Antonio DURANTE 17 Mar '23

17 Mar '23

Dear Colleague, it is our pleasure to invite you to participate in the 40th Linz Seminar on Fuzzy Set Theory <https://www.flll.jku.at/linz2023> Copulas – Theory and Applications Bildungshaus St. Magdalena, Linz, Austria June 6-9, 2023 Since their inception in 1979 the Linz Seminars on Fuzzy Sets have emphasized the development of mathematical aspects in the context of fuzzy sets by bringing together researchers in fuzzy sets and established mathematicians whose work outside the fuzzy setting can provide direction for further research. The philosophy of the seminar has always been to keep it deliberately small and intimate so that informal critical discussions remain central. LINZ 2023 will be the 40th seminar carrying on this tradition and is devoted to the theme "Copulas — Theory and Applications". The goal of the seminar is to present and to discuss recent advances of copulas and related functions and their applications in pure and applied fields. Accordingly, the topics of the Seminar will include but not be limited to: · Copula theory o From bivariate to multivariate copulas o Dependence measures and association o Approximation and convergence of copulas o Measure theoretic aspects of copulas o Copulas in the discrete setting · Copula applications o Applications in pure and applied fields o Estimation in the context of copulas o Copula methods in Data Science o Feature selection · Relationship to other aggregation functions o Triangular (co)norms, implications o Uninorms, nullnorms o Quasi-copulas, semicopulas o Distribution functions The "Linz" tradition has these key features: the number of participants of the Linz Seminars is usually bounded above by 40 with broad international representation and an enjoyable mix of pure and applied interests; there are no parallel sessions so that all participants focus on each presentation and fully engage in each topic; and there is time for discussion of each presentation, with follow up round table(s) for discussion of open problems and issues raised in the talks. In particular, young researchers (PhD students, junior post-docs) are encouraged to submit their latest results. Please submit your extended abstract (up to 4 pages) by March 29th, 2023 following the guidelines provided at the webpage of the seminar. Further Information about the seminar(s) is available at: https://www.flll.jku.at/linz2023 and https://www.flll.jku.at/linzseminars We look forward to your contributions and to welcoming you in Linz, Best regards, Fabrizio Durante, Susanne Saminger-Platz, Wolfgang Trutschnig (Program Chairs) --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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PhD Scholarship @Politecnico di Milano
by Laura Maria Sangalli 17 Mar '23

17 Mar '23

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito un bando aggiuntivo di ammissione al 38esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 6 aprile 2023 ** e ingresso 1 giugno 2023. https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> E’ disponibile 1 borsa in area Statistica / Data Science nell'ambito del dottorato in Data Analytics and Decision Sciences (DADS) Contatti: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> ... ENGLISH: A PhD scholarship is available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> Deadline for applications: April 6th 2023 The fellowiship is funded by the PNRR project GRINS – Growing Resilient, Inclusive and Sustainable, and is settled within the PhD program in Data Analytics and Decision Sciences (DADS). Contact persons: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@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 https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Fwd: New Call for Math GSSI PhD applications 2023/24 Now open
by Faggionato, Alessandra 16 Mar '23

16 Mar '23

Ricevo ed inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Phd Mathematics GSSI <phd.math(a)gssi.it> Date: gio 16 mar 2023, 12:34 Subject: New Call for Math GSSI PhD applications 2023/24 Now open To: *11 PhD FELLOWSHIPS IN MATHEMATICS @GSSI* (Apologies for multiple posting) Please diffuse this announcement among colleagues and potentially interested students. Deadline *May 2nd, 2023 3pm* (Italian time). *Should you require any assistance with questions that are not addressed in the GSSI website*, please contact applications(a)gssi.it ================================================================== Dear Colleagues, this is to announce the opening for *11 PhD Fellowships* in "Mathematics in Natural, Social and Life Sciences" at Gran Sasso Science Institute (GSSI) starting in November 2021. The application must be submitted through the online form available at www.gssi.it/phd/ by May 2nd, 2023 at 3pm (Italian time zone). Please find the call at https://applications.gssi.it/applications/. The fellowships are awarded for 4 years and their yearly amount is € 16.159,91 gross. All PhD students have free accommodation, free luncheon vouchers and use of the canteen. The official language for the PhD course is English. 1 PhD Fellowship is funded under the ERC project *"CARDIOTRIALS -CARDIac simulations to run in-silicO clinical TRIALS**"*, please find further information below. Within the Ph <https://gssi.it/education/mathematics-education>.D. <https://gssi.it/education/mathematics-education>course in Mathematics in Natural, Social and Life Sciences <https://gssi.it/education/mathematics-education> a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics Modeling. Within these sectors there is a shared interest in problems related to fluid dynamics and nonlinear waves, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. *1 PhD fellowship* funded under the ERC project *“CARDIOTRIALS -CARDIacsimulations to run in-silicO clinical TRIALS**”*. The project aims at building a virtual model of the human heart based on the fluid-structure-electrophysiology interaction, which will be exploited to study numerically pathologies and assess the efficacy of cardiac devices, accounting for the statistical variability of the population. The project comprises the study of fluid dynamics phenomena and the application of numerical mathematics and high performance computing. The candidates willing to apply are required to work on this specific research project. Within the Ph.D. Programme in Mathematics in Natural, Social and Life Sciences, it is possible to apply both for the CardiOTrials Project position and for GSSI scholarships, by submitting two different applications. Best regards, ---- GSSI PhD Programme in Mathematics in Natural, Social and Life Sciences https://gssi.it/education/mathematics-education

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 16 Mar '23

16 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and philosophers of ethics, politics, and society aiming to understand mechanisms of green energy transition where some kind of interaction between many subjects and collective behaviors seem to play a role. We have identified as a first example the case of solar photovoltaic, with the purpose of explaining the time series of Italy and of different regions. We use tools from continuous-time Markov chains, mean field limits, optimal control, and mean field games. Then, we specify our analysis on the case of domestic installations. In order to explain them we propose a Markovian model of interacting particle systems to describe the decision of a significant proportion of the general public in Italy on the installation of solar photovoltaics (PVs) and compare our models to real data. We assume that the adoption decision follows a well precise pattern. First, the general public develops a certain level of sensitivity to climate change and environmental issues. Then it plans to install the PVs because she/he has a sufficient amount of information on the benefits of PVs. Finally, it installs PVs because the economic benefits out-weights the costs. In conclusion, we propose some original policies, not based not on financial incentives. This work is in collaboration with Franco Flandoli (SNS), Giulia Livieri (SNS), Silvia Morlacchi (SNS), Fausto Corvino (University of Gothenburg) and Alberto Pirni (SSSA). ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 16 Mar '23

16 Mar '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The C.r.e.d.i.t. 2023 is the*twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies - of the Ca’ Foscari University of Venice*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The C.r.e.d.i.t. 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023

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Summer School Mathematical foundations of Quantum Machine Learning
by Sonia Mazzucchi 15 Mar '23

15 Mar '23

Dear all, We are glad to announce the Summer School *Mathematical Foundations of Quantum Machine Learning*, to be held from 10 to 14 July 2023 at the University of Trento. The aim of the School is to present in an accessible way to a wide audience the mathematical theory underlying Quantum Machine Learning, through three mini courses held by researchers active in this field: Giacomo De Palma (University of Bologna) *Quantum Machine Learning*, Dario Trevisan (University of Pisa) *Quantum algorithms*, Leonardo Banchi (University of Firenze) *Laboratory*. The School aims to provide an opportunity for different communities to meet up, fostering the interactions, allowing exchanges of ideas and methods and contributing to the diffusion of open problems. It is meant mainly for master and graduate students, but also for postdocs, young as well as senior researchers interested in approaching this blooming research field. Registration is open on the website http://datascience.maths.unitn.it/events/qml2023/ We hope to see you in Trento! Sonia Mazzucchi, Claudio Agostinelli, Gian Paolo Leonardi, Valter Moretti -- Prof. Sonia Mazzucchi, PhD Department of Mathematics University of Trento - Italy

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Seminar by Yacine Ait Sahalia in Verona, Monday 20/3/2023 at noon: How and When are High-Frequency Prices Predictable?
by Cecilia Mancini 15 Mar '23

15 Mar '23

Dear all, Professor Yacine Ait Sahalia, from Princeton University, will give the seminar How and When are High-Frequency Prices Predictable? on Monday 20/3/2023 at the Department of Economics of the Verona University, at 12 p.m. in sala Vaona, 1st floor, Santa Marta main building, via Cantarane 24, Verona It will be possible to attend the seminar also on zoom (the meeting ID is given at the official page https://www.dse.univr.it/?ent=seminario&id=5807) All interested people will be very welcome. Best regards, Cecilia Abstract: This paper studies the predictability of ultra high-frequency stock returns and durations to relevant events, using machine learning methods. We find that, contrary to low frequency and long horizon returns, where predictability is rare and inconsistent, predictability in high frequency returns and durations is large, systematic and pervasive. We identify the relevant predictors and examine what determines the variation in predictability across different stocks and market environments. Next, we compute how the predictability varies with the timeliness of the data on a scale of milliseconds. Finally, we determine the value of getting a (short-lived and imperfect) peek at the incoming order flow, an ability that is often attributed to the fastest high frequency traders, in terms of improving the predictability. (joint work with Jianqing Fan, Lirong Xue and Yifeng Zhou) web page of Yacine: https://www.princeton.edu/~yacine/

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The 34th REVES website is now Live!
by Alessandra Fabbri Colabich 15 Mar '23

15 Mar '23

Dear colleagues, This is a notice to announce that the 34th REVES website is now Live! www.reves.cnr.it <https://sites.google.com/view/reves-cnr> REVES (Espérance de Vie et Santé) is an international organization for the promotion of the use of health expectancies as an indicator of the health of populations. The call for abstracts is open with following thematic areas: · Life expectancy and healthy expectancies · Chronic diseases in older population · Health inequalities · Social Determinants of health · Mobility, functional limitations, disability, frailty, and dependence · Cognitive impairment, depression and others · Longevity · Public policies We encourage your abstract submission at: reves.italy.2023(a)gmail.com Abstract must have title, objectives, methods, results, conclusions (350 maximum words, excluding title), and three key words. The deadline for submission is March 27th. The conference will be held at the Botanical Garden in Padova, Italy, on May 24-26, 2023. Pre-conference workshops on softwares to compute health expectancy (IMaCh and SPACE) will be held on 22 and 23 May at the Department of Statistical Sciences, Padova University. For further questions, please write to us (reves.italy.2023(a)gmail.com) The conference organizers wish you a wonderful day! For the conference organizers, Manuela Scioni

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OWPS Tomorrow: Amandine Veber and Apolline Louvet
by Alberto Chiarini 14 Mar '23

14 Mar '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) will be speaking at the One World Probability Seminar. 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 kindly ask that you share this message within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 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 announcement
by Marco Scarsini 14 Mar '23

14 Mar '23

Friday, March 17th 11.30 - 12.30 Luiss | Viale Romania, 32 | Room 310 Arkadi Predtetchinski (Maastricht University) 0-1 Laws for a Control Problem with Random Action Sets In many control problems there is only limited information about the actions that will be available at future stages. We introduce a framework where the controller sequentially chooses actions a0, a1, ... one at a time. Her goal is to maximize the probability that the infinite sequence a0, a1,... is an element of a subset G of the set of infinite sequences of natural numbers. The set G is assumed to be a Borel tail set. The controller's choices are restricted: having taken a sequence ht of actions prior to stage t, she must choose a decision at stage t from a restricted set A(ht) of natural number. The set A(ht) is chosen randomly from a distribution pt, independently over all time periods and past histories. We consider several information structures defined by how far into the future the controller knows what actions will be available. In the special case where all the action sets are singletons (and thus the controller is a dummy), Kolmogorov’s 0-1 law says that the probability for the goal to be reached is 0 or 1. We construct a number of counterexamples to show that in general the value of the control problem can be strictly between 0 and 1, and derive several sufficient conditions for the 0-1 "law" to hold. Joint work with Janos Flesch, William Sudderth, Xavier Venel ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Spring Colloquium on Probability and Finance in Padova (13 April 2023)
by Giorgia Callegaro 13 Mar '23

13 Mar '23

Dear all, We are glad to announce the 4th edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 13 April 2023. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field. Attendance is free but registration is required (on the conference website). Website: *https://events.math.unipd.it/SpringColloquium4/node/32 <https://events.math.unipd.it/SpringColloquium4/node/32>* Invited plenary speakers (list to be completed soon!): - Katia COLANERI (University of Rome - Tor Vergata, IT) - Mao Fabrice DJETE (Ecole Polytechnique, FR) - Caroline HILLAIRET (ENSAE - CREST, FR) - Cosimo Andrea MUNARI (University of Zurich, CH) - Sergio PULIDO (ENSIIE - LaMME, FR) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana -- 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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Seminar in Statistics - ELISABETH GASSIAT
by Pierpaolo De Blasi 13 Mar '23

13 Mar '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Marzo 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Elisabeth Gassiat* (Université Paris-Saclay) Title: *Deconvolution with unknown noise distribution is possible. Application to distribution and support learning* Abstract: I consider the deconvolution problem in the case where no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples are available to estimate it: the deconvolution problem is solved based only on observations of the corrupted signal. I will present an identifiability result, and its use for statistical inference in various applications. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88424860408?pwd=VE1yYVIwN0dleE50aUxLd0lhNkMrZz09> 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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Submission of titles and abstracts for talks at the 11th General AMaMeF Conference (Bielefeld, June 26-30, 2023)
by Ferrari, Giorgio 10 Mar '23

10 Mar '23

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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SPASS Seminar: Avi Mayorcas
by Francesco Grotto 10 Mar '23

10 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Blow-up criteria for an SPDE model of chemotaxis Avi Mayorcas (TU Berlin) The seminar will take place on TUE, 14.3.2023 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: **Chemotaxis and related phenomena have been an active area of mathematical research since statistical and PDE models were first proposed by C. Patlak (’53) and E. Keller & L. Segel (’71). They are commonly studied through mean field PDE models and a common feature of these equations is the possibility of finite time blow-up under given model parameters. Recently it was shown that advection by a sufficiently strong relaxation enhancing vector field could suppress this blow up (Kiselev & Xu ’16, Iyer, Zlatos & Xu ’20). In this talk I will discuss new results (obtained with M. Tomašević) regarding criteria for the persistence of blow-up for an SPDE model of chemotaxis with stochastic advection. The noise we cover is of a form recently shown to be almost surely relaxation enhancing (Gess & Yaroslavtsev ’21) and closely related to those studied in recent works by Galeati, Flandoli and Luo.*

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Next OWPS on March 15th: Amandine Veber and Apolline Louvet
by Alberto Chiarini 09 Mar '23

09 Mar '23

OWPS's next session will be on Wednesday the 15th of March of from 15:00 to 17:00 UTC. Our next speakers are: Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) 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 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 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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41st Finnish Summer School on Probability and Statistics, Lammi Finland 22-26.5.2023
by Gasbarra, Dario 09 Mar '23

09 Mar '23

Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 41a scuola estiva finlandese di probabilita' e statistica, 22-26.5.2022 Lammi, Finlandia. Per ulteriori informazioni visitate il sito https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 41th Finnish Summer School on Probability and Statistics in Lammi, Finland 22-26.5.2023 is open, please check the website https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Minicourses: Beatrice Acciaio (ETH Zurich) Stochastic optimal transport and applications in mathematical finance Persi Diaconis (Stanford) The Markov Chain Monte Carlo Revolution : Recent Progress Yuliya Mishura (Taras Shevchenko National University of Kyiv): Standard and fractional stochastic differential equations of CIR and CKLS type: properties of solutions, reflection and statistical inference . Distinguished guest lecture by Susan Holmes (Stanford) Statistics and Geometry for Biological Systems See you in Lammi ! Dario Gasbarra, Department of Mathematics and Statistics University of Helsinki

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Corso di dottorato "Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance"
by Fabio Antonelli 08 Mar '23

08 Mar '23

Con preghiera di diffusione -------------------------------------------------------- Prof. Giorgio Ferrari and Dr. Jodi Dianetti will give the following Ph.D course at DISIM dell'Università di L'Aquila Via Vetoio - loc. Coppito - L'Aquila in mixed mode (online and in presence) Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance. with the following schedule 27 March, 8:30 - 10:00. Ferrari. (online) 28 March, 8:30 - 10:00. Ferrari. (online) 29 March, 14:30-16:00. Dianetti (in presence and online) 30 March, 14:30-16:00. Dianetti (in presence and online) 3 April, 14:30-16:00. Dianetti (in presence and online) 4 April, 14:30-16:00. Dianetti (in presence and online) 5 April, 14:30-16:00. Dianetti (in presence and online) Abstract and further information (room and links) to be found at the link http://people.disim.univaq.it/~dottorato_mate_mode/ All interested people. are welcome. Please, register by using the form at the link https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr… [https://lh4.googleusercontent.com/mBsRy-IvwqbmIaQk9Xq-QfkTEquhunQ7-dT6UIfWH…]<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Corso di Dottorato presso DISIM - Università di L' Aquila - prof. G. Ferrari e Dr. J. Dianetti docs.google.com Fabio Antonelli DISIM Università di L'Aquila Via Vetoio - Loc. Coppito 67100 L'Aquila (ITALY) email: fabio.antonelli(a)univaq.it

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Ph.D. Course "Mathematical aspects of quantum information theory"
by Bertini, Lorenzo 08 Mar '23

08 Mar '23

Annuncment of Ph.D. Course MATHEMATICAL ASPECTS OF QUANTUM INFORMATION THEORY Prof. Dario Trevisan Dates of the lectures: Mo 23/01, Fr 27/01, Fr 03/02, Th. 9/02, Mo 13/02, Fr 17/02 Timetable: 11:00 - 13:000 Location: Aula B. Dipartimento di Matematica, Universita' di Roma La Sapienza Topics: 1. Principles of QM: pure and mixed states, observables, tensor products and entanglement. 2. Examples: qudits, spin chains, Gaussian systems. 3. Open quantum systems: CPTP maps, quantum Markov semigroups and their generators. 4. Distances between quantum states: trace distance, fidelity, quantum optimal transport. 5. Quantum entropy and its properties. A quantum channel coding theorem. Bibliography: - Nielsen, M.A. and Chuang, I.L., Quantum Computation and Quantum Information: 10th Anniversary Edition, Cambridge University Press, 2010 - Naaijkens, Pieter. Quantum spin systems on infinite lattices. eScholarship, University of California, 2013. Best Regards, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario di K. Khanin a Milano-Bicocca (14 mar 2023)
by Francesco Caravenna 07 Mar '23

07 Mar '23

Ho il piacere di annunciare il seguente seminario, nell'ambito del Seminario Matematico e Fisico di Milano: Autore: Konstantin Khanin (University of Toronto) Titolo: On KPZ problem and statistics of stochastic flows Quando: martedì 14 marzo 2023 ore 11:30 Dove: aula 3014, Dipartimento di Matematica e Applicazioni di Milano-Bicocca (Edificio U5, via Cozzi 55, Milano) Segue il riassunto. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk we will discuss a geometrical approach to the problem of the KPZ Universality. Instead of looking at the height (interface) function and Airy processes, we will focus on the statistics of shocks and points of concentration of mass. We will also discuss the connection with the problem of the coalescing Brownian motions and coalescing fractional Brownian motions. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Change of time and location - De Finetti Risk Seminar - March 8
by Emanuela Rosazza Gianin 06 Mar '23

06 Mar '23

Dear all, Please note that, because of the strike of public transports, the talk of Peter Tankov here below will take place *On March 8, 2023 at 15.00,** Aula Dottorato, First Floor,* Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Best regards, Emanuela ---------- Forwarded message --------- Da: Emanuela Rosazza Gianin <emanuela.rosazza1(a)unimib.it> Date: ven 3 mar 2023 alle ore 16:55 Subject: De Finetti Risk Seminar - March 8, 2023 To: random <random(a)fields.dm.unipi.it> 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: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. 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 ******************************************

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Apply to the MSCA MaRaThoN@University of Padua 2023 by 4 April 2023
by Tiziano Vargiolu 06 Mar '23

06 Mar '23

Please circulate among all potentially interested people ------------------ The University of Padua will organize a new in person edition of the MSCA MaRaThoN@University of Padua - Master your Research and Training Needs from 22 to 24 May, 2023. This intensive training programme, which has reached its seventh edition, is addressed to top researchers, willing to submit a Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowship with the University of Padua as their Host Institution. Interactive classes will focus on how to write a successful proposal for the next Postdoctoral Fellowships (PF) call. Marie Skłodowska-Curie Actions are intended for experienced researchers (holding a PhD degree) of any age, nationality or discipline. They fund excellent researchers who wish to carry out their research activities abroad, acquire new skills and develop their careers. The University of Padua offers a unique opportunity for researchers to work with highly qualified research groups across a broad inter-disciplinary network of scientific areas. Moreover, hosting an increasing number of Postdoctoral Fellowships, it allows promising and motivated scientists to join a well-established and lively community of Marie Curie fellows. If you wish to apply to the MSCA MaRaThoN@ University of Padua 2023, please visit https://www.unipd.it/en/msca-marathon23 for relevant information. Application deadline to the MSCA MaRaThoN@University of Padua is 4 April 2023 at 1 p.m. Italian time zone. The new call for the Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowships will be launched by the European Commission on 12 April with deadline on 13 September 2023. Outstanding candidates who are not funded, but receive the Seal of Excellence for their high quality MSCA - Postdoctoral Fellowship proposals above the quality threshold, scoring 85/100 or higher, may apply for alternative funding under the MSCA Seal of Excellence@University of Padua programme. More info here: http://www.unipd.it/en/msca-seal-excellence For any further inquiries, please contact the University International Research Office - mariecurie.marathon(a)unipd.it Best Regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Thu, 23 Feb 2023 11:05:19 +0100 From: International Research Unipd <international.research(a)unipd.it> To: "lista-direttori(a)unipd.it" <lista-direttori(a)unipd.it>, "lista-direzioni.dip(a)unipd.it" <lista-direzioni.dip(a)unipd.it>, "lista-docenti(a)unipd.it" <lista-docenti(a)unipd.it>, "lista-sad(a)unipd.it" <lista-sad(a)unipd.it>, Ufficio Ricerca DAFNAE <ricerca.dafnae(a)unipd.it>, ricerca.dbc(a)unipd.it, Ricerca Biologia <ricerca.biologia(a)unipd.it>, Ricerca Bca <ricerca.bca(a)unipd.it>, Ricerca Dpcd <ricerca.dpcd(a)unipd.it>, comunicazionericerca.dirpubblico(a)unipd.it, Ricerca Fisppa <ricerca.fisppa(a)unipd.it>, Settore Ricerca <settore.ricerca(a)dfa.unipd.it>, ricerca.geoscienze(a)unipd.it, ricerca(a)dicea.unipd.it, Ufficio Ricerca DEI <ricerca(a)dei.unipd.it>, DII Ricerca <ricerca.dii(a)unipd.it>, servizio.ricerca(a)dii.unipd.it, Ricerca DM <ricerca(a)math.unipd.it>, Ricerca DIMED <ricerca.dimed(a)unipd.it>, Ricerca maps <ricerca.maps(a)unipd.it>, Ricerca Dmm <ricerca.dmm(a)unipd.it>, Ricerca Neuroscienze <ricerca.neuroscienze(a)unipd.it>, Ricerca DPSS UniPD <ricerca.dpss(a)unipd.it>, ricerca.dpg(a)unipd.it, ricerca.sdb(a)unipd.it, ricerca.biomed(a)unipd.it, Ricerca DCTV <ricerca.dctv(a)unipd.it>, Melania Brolis - Segreteria Scientifica <scientifica.chimica(a)unipd.it>, ricerca.discog(a)unipd.it, Ricerca Dsf <ricerca.dsf(a)unipd.it>, Segreteria Scientifica Dsea <scientifica.economia(a)unipd.it>, Scientifica Spgi <scientifica.spgi(a)unipd.it>, comm_scientifica(a)stat.unipd.it, ricerca.stat(a)stat.unipd.it, Research Dissgea <research.dissgea(a)unipd.it>, Ricerca Disll <ricerca.disll(a)unipd.it>, Ricerca Dtg <ricerca.dtg(a)unipd.it>, ricerca.tesaf(a)unipd.it Cc: "rettore(a)unipd.it" <rettore(a)unipd.it>, "direttore.generale(a)unipd.it" <direttore.generale(a)unipd.it>, Andrea Berti <andrea.berti(a)unipd.it>, Fabio Zwirner <fabio.zwirner(a)unipd.it>, Francesca Mura <francesca.mura(a)unipd.it> Subject: MSCA Marathon@Unipd 2023 (22-24 maggio) | Iscrizioni entro il 4 aprile p.v. Care Colleghe, cari Colleghi, Segnalo che la prossima call Horizon Europe (HE) dedicata all’Azione Marie Sklodowska-Curie Postdoctoral Fellowships (MSCA-PF) si aprirà il 12 aprile con scadenza il 13 settembre 2023. Le Postdoctoral Fellowships sono finanziamenti indirizzati a sostenere i progetti di giovani ricercatrici e ricercatori eccellenti, che lavorino in collaborazione con un docente Supervisor presso la Host Institution selezionata. Si rivolgono a scienziate e scienziati in possesso del titolo di dottore di ricerca da non più di otto anni. Iniziato nel 2021, il Programma HE ha visto un’attiva partecipazione dell’Ateneo, che ha conseguito ottimi risultati per numero di fellowship assegnate: nell’ultima call 2022, i cui esiti sono stati annunciati in questi giorni (All. 3 - Report Unipd – MSCA 2022), risultano 15 le proposte vincitrici e 13 quelle al momento collocate in lista di riserva. Dal 2014, nell’ambito dei programmi quadro Horizon 2020 e Horizon Europe, sono in totale 106 le ricercatrici e i ricercatori che hanno ottenuto una borsa Marie Skłodowska Curie con l’Università di Padova. Il report allegato illustra il numero di Dipartimenti coinvolti nelle candidature (Report Unipd – MSCA 2022). Tale successo si deve certamente anche alle iniziative promosse dall’Università che sostengono l’Azione, quali la MSCA MaRaThoN - Master your Research and Training Needs, un corso intensivo di preparazione alla scrittura di una proposta progettuale, che intende portare a Padova aspiranti Fellow di talento. Dal 2021, in HE, sono 21 le ricercatrici e i ricercatori partecipanti alla MSCA MaRaThoN ad aver ottenuto una fellowship e 15 ad aver ottenuto il riconoscimento “Seal of Excellence”. La nuova edizione del percorso formativo, che verrà organizzata in presenza dal 22 al 24 maggio 2023, è aperta a 40 potenziali "postdoctoral fellows" selezionati in base ai loro CV e proposal summary. L’Università sosterrà le spese di viaggio e alloggio alle candidate e ai candidati selezionati. Per partecipare, le interessate e gli interessati devono rispettare le condizioni di ammissibilità stabilite dal programma HE MSCA-PF (quali il possesso del titolo di dottore di ricerca da non più di otto anni) e la regola di mobilità indicata dalla call. Il termine per la presentazione delle candidature MSCA MaRaThoN è fissato alle ore 13.00 di martedì 4 aprile 2023. Tutte le informazioni sono disponibili al link https://www.unipd.it/en/msca-marathon23. La pagina contiene anche i nominativi dei docenti che negli scorsi anni si sono proposti quali Supervisor, decidendo di accogliere potenziali Fellow Marie Sklodowska-Curie nel proprio team di ricerca. Chi di voi avesse intenzione di ricoprire per la prima volta il ruolo di Supervisor, o di aggiornare i propri dati, può segnalarlo compilando il modulo on line: https://www.unipd.it/supervisor-form. Per maggiori dettagli sul bando MSCA-PF e sull’importanza dell’azione dei Supervisor nei progetti, vi invito a visionare la registrazione dell’incontro FOCUS ON MSCA – “Le Azioni MSCA Postdoctoral Fellowships in Horizon Europe: Perché fare il supervisor?” (accesso con Single Sign On):https://elearning.unipd.it/ufficiserviziapplicazioni/mod/page/view.php?id=1 5936 Vi chiedo di collaborare attivamente alla diffusione dell’iniziativa, così da favorire la più ampia partecipazione dell’Ateneo al prossimo bando MSCA-PF. Per segnalare la MaRaThoN@Unipd 2023 ai vostri contatti internazionali potrete utilizzare la traccia di mail informativa e l’Announcement ufficiale dell’evento, entrambi in allegato. Comunico infine che per il 2024 l'Ateneo intende proseguire con l’iniziativa a supporto delle proposte assegnatarie del sigillo della Commissione Europea “Seal of Excellence”: https://www.unipd.it/en/msca-seal-excellence-unipd Per ulteriori approfondimenti, non esitate a contattare l’Ufficio Ricerca Internazionale (mariecurie.marathon(a)unipd.it - persone di riferimento: Viviana Gialain - int. 1945, Alice Beggiato - int. 1821). Vi ringrazio per la preziosa collaborazione. Un saluto cordiale, Fabio Zwirner Prorettore alla Ricerca Università di Padova Allegati: 1. Announcement MSCA MaRaThoN@Unipd 2023; 2. Modello mail informativa (inglese) promozione MSCA MaRaThoN@Unipd 2023 3. Report Unipd - MSCA PF 2022 -- Ufficio Ricerca Internazionale | International Research Office Università degli Studi di Padova | University of Padua Via Martiri della Libertà, 8 - 35137 Padova, Italia | Italy http://www.unipd.it/ricercainternazionale https://www.unipd.it/en/supportingresearch FB: International Research Office Twitter: Ricerca Int. UniPd@ServizioRicerc LinkedIN: Int. Research Office Unipd Il contenuto di questa email e' confidenziale ed indirizzato al solo destinatario specificato nel messaggio. Se ricevuto per errore, e' proibita qualsiasi azione atta a divulgare e utilizzare le informazioni in esso contenute. Si invita a rispondere al messaggio e a procedere alla sua cancellazione per garantire che tale errore non si verifichi piu'. The content of this email is confidential and intended for the recipient specified in the message only. If you received this message by mistake, do not disseminate, copy, use, disclose or take any action or reliance on it. Please reply to this message and follow with its deletion, so that we can ensure such a mistake does not occur in the future.

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Espressione di interesse per il Dipartimento di Matematica-Politecnico di Milano
by Luisa Andreis 03 Mar '23

03 Mar '23

Care colleghe e cari colleghi, Vi allego qui l’annuncio della possibilità di presentare al Dipartimento di Matematica del Politecnico di Milano espressioni di interesse per svariate posizioni (tenured-track position, associate o full professor). Vi prego di inoltrare questo annuncio a chi pensate possa essere interessata/o. Cordiali saluti, Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it> ———————————————————————————————————————————————————————————— Thanks to the award of “Excellence Department” obtained from the Italian Ministery (MUR), the Department of Mathematics, Politecnico di Milano, Italy (www.mate.polimi.it<http://www.mate.polimi.it>) is seeking expressions of interest for Associate or Full Professor (permanent position) and tenured-track positions, to be covered starting from 2023 by outstanding scientists. Candidates in all areas of pure and applied mathematics will be considered and are invited to submit their files (see below). In particular, candidates with research interests related to the topics below are particularly welcome: - mathematical analysis, functional analysis, PDEs in fluid mechanics, elasticity, fluid-structure interactions - mathematics for quantum mechanics with attention to its analytical, geometrical and probabilistic features - development and analysis of differential models (PDEs) and their numerical implementation, focusing on some applications to sustainable development issues and biomedicine. Some experience in scientific computing, high-performance computing, or the application of scientific machine learning to this class of problems is appreciated. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: - Research, by developing/defining research projects, attracting funding, and disseminating their results through top-level publications. - Teaching, by offering courses for approximately 120 hrs per year (this translates to 2 courses per year) to students at the undergraduate and graduate level. - Management, by serving in committees and boards of our university. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for associate/full professor (see http://abilitazione.miur.it/public/index.php for applications), or must already hold an equivalent certified academic position. Salary is conformal to national standards. Taxes reduction may apply for 5 or more years according to the Italian rules. Interested candidates are kindly requested to submit via the link https://www.mate.polimi.it/forms/call_for_interest.php the following material (one single compressed file): - a curriculum vitae (maximum length 5 pages) - a complete list of publications - research statement (maximum length 2 pages) - a short letter explaining their interest in working in Italy and, in particular, at the Department of Mathematics, Politecnico di Milano (maximum length 1 page) Applications to be considered should reach within April 21, 2023, 5 pm (CET time). The official email of the procedure is call-dmat(a)polimi.it<mailto:call-dmat@polimi.it> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010 Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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De Finetti Risk Seminar - March 8, 2023
by Emanuela Rosazza Gianin 03 Mar '23

03 Mar '23

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: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. 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 ****************************************** RispondiInoltra

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expression of interest for mini-symposium on Graphical Models for Life Science
by Daniela De Canditiis 03 Mar '23

03 Mar '23

Dear Colleagues, this is an invitation to express your interest in participating as a speaker at the following mini-symposium for the IMACS 2023 that will be in September in Rome *Site of Congress*: https://www.imacs2023.eu/index.php/IMACS2023/IMACS2023 *Title of the mini_symposium*: “Graphical Models for Life Science” *Organizers*: Claudia Angelini, Daniela De Canditiis and Italia De Feis (IAC-CNR) *Abstract*: Graphical models are an elegant framework for describing complex systems of random variables. The nodes represent variables, while the edges represent relationships among variables, such as conditional independence. Bayesian networks are direct acyclic graphs, while Markov networks are undirect graphs, both have undergone enormous development in the last decades. Graphical models are helpful for the statistical analysis of data in various domains. Recently, they are becoming strategic for life science, allowing us to infer relations among variables such as genes/proteins/diseases/. However, their use in life science opens novel challenges due to the amount and heterogeneity of the data. This Special Session is open to theoretical and methodological contributions and innovative applications in life science. All interested researchers are welcome to email one of the organizers by the 20th of March 2023. Best Regards Claudia Angelini: claudia.angelini(a)cnr.it <c.angelini(a)na.iac.cnr.it>, Daniela De Canditiis: d.decanditiis(a)iac.cnr.it, Italia De Feis: i.defeis(a)iac.cnr.it -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Announcement Bernoulli Workshop EPFL September 2023
by Lucio Galeati 02 Mar '23

02 Mar '23

Dear Professors and Colleagues, I am writing to advertise a young researcher workshop that we are organizing for this September (see announcement below) in the Bernoulli Center for fundamental studies <https://bernoulli.epfl.ch/> at EPFL. Feel free to share this announcement among potentially interested participants you might know. There are funding opportunities, but participation is limited. The application for participation and funding is done through this form https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin… The deadline is May 15th. Thanks in advance and best wishes, Michele, Lucio and Massimo ========= *Bernoulli workshop: Enjoying Probability and Fluids in Lausanne* Date: Monday, Sep 18, 2023 -- Friday, Sep 22, 2023 Place: Bernoulli center for fundamental studies at EPFL <https://bernoulli.epfl.ch/>, Lausanne, Switzerland The workshop aims at bringing together some of the most talented early stage researchers working on modern analytic and probabilistic aspects of fluid dynamics. The format will consist of several talks from invited speakers and open discussions. The focus will be on Euler, Navier-Stokes equations and related models. Topics that might be addressed include non-uniqueness, blow-up, bifurcation, invariant measures, ergodicity, mixing. The workshop is intended for early stage researchers (mainly Ph.D. and postdocs) interested in working on these subjects. Support for selected participants will be available. Organizing Commitee: Michele Dolce, Lucio Galeati, Massimo Sorella Website at Bernoulli: https://bernoulli.epfl.ch/programs/enjoying-probability-and-fluids-in-lausa… Website at EPFL: https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin…

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Seminar by Alessandra Faggionato, on March 6th, Padova Seminars in Probability and Finance
by Alberto Chiarini 02 Mar '23

02 Mar '23

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on March 6th, 2023 at 16.00, Room 1BC45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Alessandra Faggionato (Università La Sapienza) Title: Hydrodynamic limit of simple exclusion processes on point processes with random conductances Date and time: Monday, MARCH 6th at 16.00 Place: room 1BC45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/83774362817?pwd=ZDZnRGdZZGpDNDRQd3pMQUw4NUx4dz09 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We consider continuous-time random walks on a simple point process with random symmetric jump rates. The jump range can be unbounded. We assume some second-moment conditions and that the above randomness is left invariant by the action of the group G = R^d or G = Z^d. We then add the site-exclusion interaction, thus making the particle system a simple exclusion process. We show that, for almost all environments, under diffusive space-time rescaling the system exhibits a hydrodynamic limit in path space. The hydrodynamic equation is non-random and governed by the effective homogenized matrix D of the single random walk, which can be degenerate. The proof relies both on particle duality and on stochastic homogenization for a single random walk. We then focus on specific examples, including the simple exclusion process on Delaunay triangulations. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

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Seminario di Markus Fischer - 7 marzo, Sapienza Università di Roma
by Giacomo Di Gesu 02 Mar '23

02 Mar '23

Martedì 7 marzo, ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma. *Speaker: *Markus Fischer, Università di Padova *Title: *On correlated equilibria and mean field games *Abstract: *Mean field games are limit models for symmetric N-player games, as the number of players N tends to infinity. The prelimit models are usually solved in terms of Nash equilibria. A generalization of the notion of Nash equilibrium, due to Robert Aumann (1974, 1987), is that of correlated equilibrium. In a simple discrete setting, we will discuss correlated equilibria for mean field games and their connection with the underlying N-player games. We first consider equilibria in restricted strategies (Markov open-loop), where control actions depend only on time and a player's own state. In this case, N-player correlated equilibria are seen to converge to the mean field game limit and, conversely, correlated mean field game solutions induce approximate N-player correlated equilibria. We then discuss the problem of constructing approximate equilibria when deviating players have access to the aggregate system state. We also give an explicit example of a correlated mean field game solution not of Nash-type. Results (with L. Campi and Federico Cannerozzi) on a related notion of equilibrium in a diffusion-type setting will be mentioned as well. Joint work with Ofelia Bonesini (Imperial College London) and Luciano Campi (University of Milan "La Statale")

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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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