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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 22 Jan '26

22 Jan '26

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

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Workshop Gnampa - 27 Gennaio - Luiss
by Marta Leocata 22 Jan '26

22 Jan '26

Cari colleghi, vi scrivo per comunicarvi che martedì 27 gennaio, presso la LUISS in Viale Romania 32, si terrà il workshop dal titolo “Mathematical Models for Climate Impacts”, che costituisce l’evento conclusivo del progetto GNAMPA “Mathematical methods for climate impacts: control, game theory, and inverse problems for EBCM”. In allegato trovate la locandina dell’evento. Per partecipare in presenza, o online, inviate una mail a mleocata(a)luiss.it <mailto:mleocata@luiss.it>. Marta

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LiBERA midterm workshop: Stochastic Dynamics, Interacting Particle Systems and Applications
by Stefano Pagliarani 21 Jan '26

21 Jan '26

Dear all, It is a pleasure to announce the LiBERA<https://site.unibo.it/libera/en> midterm workshop: International Workshop on Stochastic Dynamics, Interacting Particle Systems and Applications taking place 14th-19th June 2026 at Instituto Superior Técnico, Lisbon, Portugal The registration is open: https://sites.google.com/view/liberamidtermworkshop/home Title and abstract submission for short talks and posters is available until February 28th, 2026. Invited Speakers: Alekos Cecchin, University of Padova Maria Fernanda Cipriano, NOVA University Lisbon Ana Bela Cruzeiro, Instituto Superior Técnico Gonçalo dos Reis, University of Edinburgh Liliana Esquivel, University of Puerto Rico Noufel Frikha, Université Paris 1 Panthéon-Sorbonne Dario Gasbarra, University of Vaasa Erika Hausenblas, Montanuniversität Leoben (to be confirmed). Michael Högele, Universidad de Los Andes Mauricio Junca, Universidad de Los Andes Kush Kinra, NOVA School of Science and Technology Mateusz Majka, Heriot-Watt University Ester Mariucci, Laboratoire de Mathématiques de Versailles, Université de Versailles Saint-Quentin Leonard Monsaingeon, NOVA.Math NOVA FCT Maria João Oliveira, Universidade Aberta Stefano Pagliarani, University of Bologna Andrea Pascucci, University of Bologna Antonelle Pesce, University of Bologna Beatriz Salvador, Instituto Superior Técnico Günter Schütz, Instituto Superior Técnico Jonas Tölle, Aalto University Organizing committee Gerardo Barrera Vargas (CAMGSD, IST, Lisbon). Patrícia Gonçalves (CAMGSD, IST, Lisbon). Tiecheng Xu (CAMGSD, IST, Lisbon). LiBERA: https://site.unibo.it/libera/en

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[STAR Seminars] Wed Jan 21 - Susanna Dehò
by Leonardo Tarquini 21 Jan '26

21 Jan '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, January 21st, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/67027975721>. The speaker is Susanna Dehò (University of Milano "La Statale") with the talk: Title: Symmetries of SDEs: from invariance properties to integration by parts formulas Abstract: The study of symmetries in differential equations, pioneered by Sophus Lie, constitutes a fundamental geometric approach to understand the invariance properties governing a dynamical system. By identifying the groups of transformations that preserve the equation’s structure, this framework provides systematic tools for order reduction, the construction of exact solutions, and the simplification of complex problems. Although symmetry analysis stands as a classical pillar for deterministic differential equations (ODEs and PDEs), supported by extensive literature, its extension to Stochastic Differential Equations (SDEs) represents a relatively recent field of research. Recent literature has also highlighted significant connections with the symmetries of the associated Fokker-Planck or Kolmogorov equations. Furthermore, the application of Lie symmetry theory to SDEs enables the derivation of integration by parts formulas inspired by Bismut’s variational approach to Malliavin calculus, with notable applications to the analysis of the law and regularity of the processes, as well as to the development of a stochastic calculus of variations. In this talk, we will discuss various notions of symmetry for SDEs, highlighting their connections to established invariance properties of well-known stochastic models and the symmetries of Kolmogorov PDEs. We will analyze how a geometric approach, inspired by Lie’s deterministic framework, enables the development of powerful computational tools for symmetry calculation. Subsequently, we will demonstrate how applying this geometric theory allows for the constructive derivation of an integration by parts formula for SDEs, rooted in Bismut’s approach. Finally, we will show how this integration by parts formula acts as a generating identity for well-known probability formulas, and discuss its connections to Stein’s identities. This contribution is based on a joint work with F.C. De Vecchi, P. Morando and S. Ugolini. Susanna Dehò, Francesco C. De Vecchi, Paola Morando, and Stefania Ugolini. Random rotational invariance of integration by parts formulas within a Bismut-type approach. Journal of Mathematical Physics: in print, 2025. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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OWABI - Louis Sharrock - 29th January - 11am UK time
by Massimiliano Tamborrino 20 Jan '26

20 Jan '26

Dear all, the first One World Approximate Bayesian Inference (OWABI) seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the year is quickly approaching! Our next speaker is Louis Sharrock<https://louissharrock.github.io/> <https://louissharrock.github.io/> (University College London) who will talk about "Sequential Neural Score Estimation: Likelihood-free inference with conditional score base diffusion models" on Thursday the 29th January at 11am UK time, with an abstract reported below. The talk will be streamed on the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…>, at the link below Join: https://teams.microsoft.com/meet/38899039621449?p=nCtiqu8zYnZNL2LGR8 Meeting ID: 388 990 396 214 49 Passcode: f3Dh22XL We are looking forward to seeing you at the next OWABI seminar, Best, Massimiliano on the behalf of the OWABI seminar organisers Speaker: Louis Sharrock (University College London) Title: Sequential Neural Score Estimation: Likelihood-free inference with conditional score base diffusion models Abstract: We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling, leverages conditional score-based diffusion models to generate samples from the posterior distribution of interest. The model is trained using an objective function which directly estimates the score of the posterior. We embed the model into a sequential training procedure, which guides simulations using the current approximation of the posterior at the observation of interest, thereby reducing the simulation cost. We also introduce several alternative sequential approaches, and discuss their relative merits. We then validate our method, as well as its amortised, non-sequential, variant on several numerical examples, demonstrating comparable or superior performance to existing state-of-the-art methods such as Sequential Neural Posterior Estimation (SNPE). Keywords: diffusion models, simulation based inference, sequential methods. Reference: L. Sharrock, J. Simons, S. Liu, M. Beaumont, Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models<https://proceedings.mlr.press/v235/sharrock24a.html>. PLMR, 235, 44565-44602, 2024. ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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StatMech Summer School 2026 - Random Interacting Systems, 31/08-4/09, Padova
by Alberto Chiarini 19 Jan '26

19 Jan '26

*************************** StatMech Summer School 2026 - Random Interacting Systems *************************** We are pleased to announce the StatMech Summer School 2026 to be held in Padova during the week of August 31 - September 4, 2026 https://sites.google.com/view/ris-school-26/home The theme of this school is Random Interacting Systems, which play a central role in modern probability and statistical mechanics and naturally arise in a wide range of applications at the interface of mathematics, physics, biology, and computer science. The school consists of two minicourses by Alessandra Faggionato (Sapienza University of Rome) Hubert Lacoin (IMPA) These will be complemented by selected lectures and by two sessions of short presentations by young participants, which are an important component of the school as they promote interaction among participants and provide a panorama of current research in probability. Registration is free but mandatory through the following link ("Register here!" button) https://sites.google.com/view/ris-school-26/home Some financial support to a limited number of young participants will be available. The deadline for requesting financial support is April 15th, 2026, and will be reviewed in May 2026. Contacts: ris-school26(a)math.unipd.it The organizers, Alessandra Bianchi Alberto Chiarini Giambattista Giacomin Vanessa Jacquier

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Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 19 Jan '26

19 Jan '26

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

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Seminario on-line PRISMA lunedì 2 febbraio 2026 - L. Zambotti & A. Bonicelli
by Sonia Mazzucchi 19 Jan '26

19 Jan '26

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per *lunedì 2 febbraio* 2026. I relatori saranno *Lorenzo Zambotti *(Sorbonne Université) e *Alberto Bonicelli* (Sorbonne Université) che parleranno di: * La rivoluzione dell’analisi stocastica « pathwise »*. con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/87499722273 ID riunione: 874 9972 2273 Codice d’accesso: 412980 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lorenzo Zambotti e Alberto Bonicelli (Sorbonne Université) TITOLO: La rivoluzione dell’analisi stocastica « pathwise ». RIASSUNTO: L’analisi stocastica, creata da Itô negli anni 40, ha dominato la teoria dei processi stocastici fino alla fine del XX secolo e oltre. Negli ultimi 25 anni una serie di nuove idee ha arricchito questa teoria e permesso dei progressi spettacolari, in particolare nello studio delle equazioni stocastiche alle derivate parziali. Le tecniche principali in questa area di ricerca sono i rough paths, il sewing lemma, le strutture di regolarità e le distribuzioni para-controllate. In questo seminario vogliamo presentare le idee principali di questo settore, in particolare la nozione di integrazione stocastica « pathwise », il teorema di ricostruzione e le espansioni di Taylor generalizzate.

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PhD in Statistics & Computer Science @Bocconi - deadline: 5 February
by Antonio Lijoi 18 Jan '26

18 Jan '26

*********************** PhD in Statistics and Computer Science - a.y. 2026-2027 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 12 scholarships for the PhD in Statistics and Computer Science, and 2 positions with tuition waiver. * Scholarship amount * 27,000 euros per annum (year 1) 23,000 euros per annum (years 2-4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 5, 2026 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (6 scholarships) and Computer Science (6 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the program can be found at www.unibocconi.eu/phdstatscompscience

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abstract submission: DSSV conference, Trento, Italy (June 29 - July 1, 2026)
by Claudio Agostinelli 18 Jan '26

18 Jan '26

Registration and abstract submission now open for Data Science, Statistics & Visualisation (DSSV 2026) Conference dates: June 29 - July 1, 2026 Location: University of Trento, Italy Conference web site:https://datascience.maths.unitn.it/dssv2026/ *Abstract submission*:https://datascience.maths.unitn.it/dssv2026/participate.html *Deadline* for submission: 25 march 2026 We invite you to contribute to methodological or applied aspects of data science, statistics and visualisation, and in particular those which are linking and integrating these subject areas. Keynote speakers: Alessandro Rinaldo, The University of Texas at Austin, USA Menna El-Assady, ETH Zurich, Switzerland Catherine Matias, Sorbonne University, France We look forward to welcoming you in Trento! Best wishes, Claudio Agostinelli (on behalf of all organizers)

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