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Seminario Fabio Centofanti, KU Leuven, presso Politecnico di Milano
by Laura Maria Sangalli 08 Aug '26

08 Aug '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Dipartimento di Matematica, Politecnico di Milano Fabio Centofanti, KU Leuven, Belgium 11.09.26 ore 14:00 – Aula Saleri, sesto piano Dipartimento di Matematica Titolo: Robust Multivariate Analysis under Cellwise and Casewise Contamination Abstract: Robust statistics has traditionally focused on casewise outliers, meaning observations that behave differently from the bulk of the data. In modern datasets, however, contamination can occur in the form of cellwise outliers, which are individual contaminated entries in the data matrix. Even when the proportion of contaminated cells is relatively small, many observations may still contain at least one outlying value, which can make both classical and casewise robust methods unreliable. This talk presents recent developments for handling situations in which casewise and cellwise outliers appear simultaneously. We begin by introducing cellPCA, a novel robust principal component analysis method that estimates the principal subspace while simultaneously accommodating cellwise and casewise outliers, as well as missing values. Building on cellPCA, we then introduce cellRCov, which is a robust covariance estimator for high dimensional settings. The second part of the talk focuses on multivariate linear regression. The cellMR estimator combines robust covariance estimation with regularization to handle outliers in both the predictor and response matrices. We then introduce cellBoot, a bootstrap procedure based on indirect inference that complements robust estimation with valid confidence intervals for the regression coefficients. We conclude with a perspective on more complex data structures and contamination patterns, including tensor data, time series, functional data, and blockwise contamination. Un caro saluto a tutti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Tenure Track Position in Financial and Insurance Mathematics in Verona
by Alessandro Gnoatto 28 Jul '26

28 Jul '26

Tenure Track Position in Financial and Insurance Mathematics in Verona The Department of Economics at the University of Verona is looking for a tenure track researcher (RTT) in the field of Financial and Insurance Mathematics. The Department of Economics offers a vibrant research environment in the newly built campus of Santa Marta. The department won the "Italian Department of Excellence Competition" and received significant funds to start a new PhD program in financial and insurance mathematics. The Verona Quantitative Finance group offers a stimulating environment with researchers focusing on different areas such as: mathematical/quantitative finance, stochastic optimal control, computational finance and high frequency financial econometrics. https://dse.univr.it/quantlab/ The position is a fixed-term 6-year position (RTT). Subject to a positive evaluation, the position can be converted to a tenured associate professor position. The department offers courses taught in both Italian and English at various academic levels. Willingness to learn Italian is required. The position comes with a teaching load. The call and the online application form can be accessed via the following link. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… Candidates with a non-Italian PhD degree should apply for official recognition via the following form: https://cdn.docs.univr.it/documenti/Concorso/bando/bando191290.pdf Deadline for applications: 24 August 2026 8 p.m. Italian Time -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Conference Announcement: "Deterministic and Stochastic Evolution Equations", October 26-28, 2026, Pisa, Italy
by Andrea DI PRIMIO 27 Jul '26

27 Jul '26

Dear Colleagues, we are pleased to announce the upcoming conference *Deterministic and Stochastic Evolution Equations*, to be held at *Scuola Normale Superiore, Pisa, Italy* from *October 26th, 2026* to *October 28th, 2026*. The event will bring together researchers working in the fields of mathematical analysis and probability to discuss recent developments, exchange ideas, and foster new directions of research. The conference will provide a stimulating environment for researchers and students interested in deterministic and stochastic evolution equations. We would be grateful if you could forward this announcement among colleagues and other potentially interested participants. The list of speakers and further information can be found at the webpage https://indico.sns.it/e/dsee2026. Registration is free of charge, but mandatory and will remain open until *October 11th, 2026*. Limited funding is available to support participants' accommodation expenses. Those wishing to apply for financial support are kindly requested to register by *September 13th, 2026*. We look forward to welcoming you to Pisa! Best regards, Franco Flandoli and Andrea Di Primio

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Miguel Angel Sordo Diaz
by Enrico Scalas 20 Jul '26

20 Jul '26

Buongiorno, ecco l'annuncio e il link per il secondo seminario della serie. Speaker: Miguel Ángel Sordo Díaz, Departamento de Estadística e Investigación Operativa, Universidad de Cádiz Date: 23 July 2026, 2:00 PM Title: A Spearman-like coefficient for upper-tail association analysis Abstract: Quantifying association during extreme events is of paramount importance in fields such as finance, insurance, and environmental sciences. Classical correlation measures often fail to capture co-movements in the tails of distributions, while traditional boundary tail coefficients collapse under asymptotic independence, rendering them blind to sub asymptotic concentration. In this paper, we introduce a unified framework of Spearman-like, tail-sensitive indices constructed via the ranks and concomitants of the data to assess localized association conditional on large threshold exceedances. We establish two complementary families of measures: a discrete two-parameter family that encompasses Spearman's as a special case, and a continuous single-parameter family obtained as its asymptotic limit. This threshold-defined framework offers a flexible, interpretable diagnostic tool that continuously tracks tail-association paths and successfully discriminates among fundamentally distinct sub asymptotic structures where classical boundary indicators vanish. For both families, we investigate their theoretical properties - including their limiting behavior at the absolute boundary - propose empirical plug-in estimators, and derive their asymptotic distributions. The operational advantages of the indices are verified through analytical illustrations across diverse copula families and demonstrated via an empirical application to global catastrophic risk. link: https://polimi-it.zoom.us/j/92625519512 backup link: https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Workshop announcement: Data-driven modeling, simulation and inference for neurobiological problems
by Massimiliano Tamborrino 20 Jul '26

20 Jul '26

Dear all, I'd like to draw your attention on the workshop 'Data-driven modeling, simulation and inference for neurobiological problems’, which will take place at NITMB Chicago from the 28th of September to the 2nd of October 2026 (https://www.nitmb.org/neurobio-problems-workshop) Applications to attend the event and receive travel/accommodation fundings are now open. This is possible via the website above, with a deadline on the 30th of July 2026. Key themes of the workshop include: • Integrating mathematical models with experimental data. • Advanced numerical techniques for neural network simulation. • Numerical analysis of nonlocal and nonlinear neural evolution equations . • Statistical inference in neurobiological systems. • Uncertainty quantification in neural dynamics. • Inverse problem methodologies in neuroscience . On the website, you can also find the list of invited speakers. I'm looking forward to welcoming you in Chicago, best, Massimiliano on the behalf of the organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Doctoral position in Bayesian spatiotemporal statistics for forest disturbance monitoring
by Guillaume Kon Kam King 15 Jul '26

15 Jul '26

Dear all, I would like to draw your attention to a doctoral position currently open at the Laboratoire d’Inventaire Forestier, Institut National de l’Information Géographique et Forestière, in Nancy, France. The doctoral project will be supervised by Alexander Massey, a researcher in survey sampling and statistical inference for forests at the Laboratoire d’Inventaire Forestier. The project focuses on small-area estimation methods for forest disturbance monitoring using Bayesian spatiotemporal approaches. It should be of particular interest to students with a background in statistics, spatial modelling, Bayesian inference, environmental statistics, forest inventory, or related fields. Further details are available here: https://lif-geodata.github.io/LIF/phd-xrisks.html Please feel free to circulate this announcement to potentially interested candidates. Best regards, Guillaume --------------------------- Dr. Guillaume KON KAM KING Chargé de recherches/Senior Research Fellow INRAE Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France

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Postdoc position: Stochastic optimization and mathematical foundations of machine learning, Wuppertal University
by Luigi Borasi 14 Jul '26

14 Jul '26

Dear All, I forward the advertisement below from Prof. Sebastian Kassing about one Postoc position at Wuppertal University. Best regards, Luigi Borasi Dear colleagues, there is an open Postdoc position in my group at the University of Wuppertal in the area of stochastic optimization and mathematical foundations of machine learning. The position is for 2 years and is to be filled as soon as possible. Interested candidates should have a background in one or more of the following areas: - Stochastic Optimization - Mathematical Foundations of Machine Learning - Stochastic Analysis - Neural Networks - Reinforcement Learning - Programming experience is desirable Further information, including the full job announcement, is available here: https://stellenausschreibungen.uni-wuppertal.de/qisserver/rds?state=bwm&mod… = Applications should be submitted through the University of Wuppertal’s application portal, https://stellenausschreibungen.uni-wuppertal.de, under reference number 26208. The deadline is August 10th, 2026. Please feel free to contact me at kassing(a)uni-wuppertal.de if you have any questions, and to forward this announcement to suitable candidates. Best regards, Sebastian Kassing

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Autumn Probability Day 2026 in Florence
by Gianmarco Bet 13 Jul '26

13 Jul '26

Dear colleagues, Save the date! The Autumn Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *5th of November* (*it's a Thursday!*) at the University of Florence. The speakers will be Alessandra Cipriani (University College London) and Alexandre Stauffer (King's College London). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Daria Ghilli
by Enrico Scalas 13 Jul '26

13 Jul '26

Il 16 luglio 2026 alle ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia terrà un seminario dal titolo Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. Il link per accedere al seminario è https://polimi-it.zoom.us/j/96054779369 Vi è anche un link di back-up da usare in caso di eventuali problemi tecnici https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Assistant, Associate, and Full Professors at Imperial College London
by Mario Maurelli 13 Jul '26

13 Jul '26

Dear colleagues, I forward the advertisement below from Michele Coti Zelati about positions at Imperial College London. Best regards Mario Maurelli The Department of Mathematics at Imperial College London is currently recruiting Assistant, Associate, and Full Professors across all areas of mathematics. Personally, I would be especially delighted to receive applications from outstanding researchers working in analysis, probability, and partial differential equations, so please do encourage any strong candidates in these areas to apply. Further details and the application portal can be found here: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=285… Best wishes, Michele Coti Zelati

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