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Next POPS talk 17.12.: Giulia Sebastiani "From Parisi to Boltzmann: via GREM and TAP"
by Jonas Köppl 15 Dec '25

15 Dec '25

Dear colleagues, The year is coming to an end and we are excited to announce that our next and final speaker of the year will be Giulia Sebastiani (Universität Bonn) who will be speaking about From Parisi to Boltzmann: via GREM and TAP. on December 17, at 13:30 GMT / 14:30 CET / 15:30 EET, on Teams broadcast with the following link: Link to join teams<https://teams.microsoft.com/l/meetup-join/19%3ameeting_N2Q2NGY2NDEtYWVmNS00…> The talk is scheduled for one hour, allowing time for questions. Additionally, we'll be remaining on the call for a chat afterwards if you'd like to join us. We are looking forward to seeing you. Speaker: Giulia Sebastiani Title: From Parisi to Boltzmann: via GREM and TAP Abstract: Introduced by Derrida in the 80s, the Generalized Random Energy Models (GREM) serve as simplified, abstract models that are completely solvable and have significantly contributed to our comprehension of specific facets within the Parisi theory for mean-field spin glasses. In this talk, after an overview of Parisi’s ultrametric principle for the free energy of the Sherrington-Kirkpatrick (SK) model, we will turn to the alternative approach due to Thouless, Anderson, and Palmer (TAP). The TAP approach provides a representation of the SK free energy as the maximum of a random functional over local magnetizations. A simple reformulation reveals that, when evaluated at its critical points, the TAP free energy becomes a nonlinear functional of empirical measures constructed from local fields. Motivated by this structure, we construct abstract GREM-like models whose Hamiltonians are nonlinear functionals of empirical measures associated with GREM-like variables. For the thermodynamic free energy of these abstract models, dual Parisi-like formulas hold and turn out to be finite-dimensional “collapsed” versions of the underlying infinite-dimensional Gibbs-Boltzmann principles. Crucially, the nonlinearity inherited from the TAP representation generates a correction term (absent in canonical GREM-like models) that substantially reduces the gap between the free energies of such abstract hierarchical models and Parisi’s solution for the SK. Based on joint work with Nicola Kistler and Marius Alexander Schmidt. You can find more information about the talk on our website Postgraduate Online Probability Seminars (pg-prob-sem.github.io)<https://pg-prob-sem.github.io/>. Warm regards, The POPS Team This talk will be broadcast on December 17, at 13:30 GMT / 14:30 CET / 15:30 EET on MS Teams only. Meeting ID: 393 527 089 878 Passcode: dsm7py

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Seminars in Statistics at Collegio Carlo Alberto - Alejandra Avalos-Pacheco (JKU Linz)
by Matteo Giordano 15 Dec '25

15 Dec '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 19/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ———————————————————————— 10.00-11.00 Speaker: Alejandra Avalos-Pacheco (JKU Linz) Title: Fast Integrative Factor Models: Applications from Nutritional Epidemiology to Cancer Genomics Abstract: Data-integration of multiple studies can be key to understand and gain knowledge in statistical research. However, such data present artifactual sources of variation, also known as covariate effects. Covariate effects can be complex, leading to systematic biases, that if not corrected could lead to unreliable inference. In this talk I will present novel sparse latent factor regression (FR) and multi-study factor regression (MSFR) models to integrate such heterogeneous data. The FR model provide a tool for data exploration via dimensionality reduction and sparse low-rank covariance estimation while correcting for a range of covariate effects. MSFR are extensions of FR that enable us to jointly obtain a covariance structure that models the group-specific covariances in addition to the common component. I will discuss the use of several sparse priors (local and non-local) to learn the dimension of the latent factors. Our approaches provide a flexible methodology for sparse factor regression which is not limited to data with covariate effects. Our models are fitted leveraging novel scalable EM and ECM algorithms as well as Variational Inference methods. I will present several examples, with a focus on bioinformatics applications. We show the usefulness of our methods in two main tasks: as an unsupervised dimension reduction task to give a visual representation of the latent factors of the data; and as a supervised tool to: (i) provide survival predictions leveraging the obtained factors, or (ii) obtain dietary patterns, associating each factor with a measure of overall diet quality related to cardiometabolic disease risk. ———————————————————————— Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 17/12/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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deadline extension - Fintech 2026, January 29-30 2026 @UniPV
by Giacomo Bormetti 15 Dec '25

15 Dec '25

Dear Colleagues, The deadline for abstract/paper submission at the 4th edition of the '*International Fintech Research Conference (Fintech2026)*', January 29-30, 2026, Pavia, has been extended to *December 21st, 2026*. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. The Conference establishes a *prize for the best paper* presented by young researchers. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives, including conferences, summer schools, workshops, seminars, and research projects, within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Tomaso Aste, Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 21, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026* *Giacomo Bormetti* Department of Economics and Management Professor of Mathematical Methods for Economics, Finance, and Actuarial Sciences MSc in Finance Program Coordinator <http://maps.google.com/?q=Via+San+Felice%2C+5+27100+Pavia+%28Italia%29> Office 26, Via San Felice, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+San+Felice%2C+5+27100+Pavia+%28Italia%29> T. *0382.98 <0382986207>**.**6483* *Webpage <https://unipv.unifind.cineca.it/get/person/021642>*

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Vacancy for three assistant professors in statistics at TU Eindhoven (NL)
by Elisa Perrone 15 Dec '25

15 Dec '25

Dear Colleagues, The Department of Mathematics and Computer Science at Eindhoven University of Technology (TU/e) is excited to announce three full-time openings for Assistant Professors in Statistics. We are looking for outstanding candidates with research profiles ranging from foundational to applied statistics. The positions will be embedded in the Statistics, Probability and Operations Research (SPOR) cluster, offering a vibrant and collaborative research environment. Further information about the positions and the application procedure can be found here: link <https://www.tue.nl/en/working-at-tue/vacancy-overview/assistant-professors-…>. The application deadline is February 2, 2026. We would greatly appreciate it if you could forward this announcement to potential candidates. Best wishes, Elisa Perrone --- 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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SPASS seminar 16/12: Andrei Volodin
by Dario Trevisan 12 Dec '25

12 Dec '25

Dear all, we would like to announce the following seminar of our SPASS series (details below). With best regards, Dario Trevisan ---- Tuesday December 16th 2025 at 11:00 CET Saletta Riunioni Dipartimento di Matematica, Università di Pisa Speaker: Andrei Volodin (University of Regina) Title: On the Negatively Mixed Distributions Abstract: The negatively mixed distributions will be derived by the usage negative weights instead of positive. In this talk we construct the negatively mixed distribution and derives its properties, including the cumulative distribution function, raw moment, moment generating function, and characteristic function. Furthermore, we provide special case, the negatively mixed exponential distribution and its properties afterwards. We also propose the parameter estimation based on the method of moments and the maximum likelihood methods. The performance of estimators was studied through the Monte Carlo simulations. Moreover, a dataset is analyzed to show how the proposed model and method works in practice. -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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Two postdoc positions at Stockholm University
by Martina Favero 12 Dec '25

12 Dec '25

Dear colleagues, If you are interested in joining the Mathematics Department at Stockholm University to work on infectious disease dynamics inference and/or modelling, please see these two postdoc positions <https://www.su.se/english/divisions/department-of-mathematics/news/articles…>, supervised by Tom Britton. Deadline: January 15 Best wishes, Martina Favero

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Seminario su "Random flights and anomalous diffusion: A non-Markovian take on Lorentz processes"
by Enrico Scalas 12 Dec '25

12 Dec '25

Buongiorno, vi segnalo un seminario che può essere di interesse. Cordiali saluti, Enrico Scalas -- Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza mercoledì 17 dicembre, ore 16:00, aula E Lorenzo Facciaroni (Sapienza Università di Roma) Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes Abstract. We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type scaling limit, they converge to non-Markovian random-flight processes. A further scaling limit yields another non-Markovian process, i.e., a superdiffusion obtained by a suitable time-change of Brownian motion. Furthermore, we obtain the governing equations for our random flights and anomalous diffusion, which represent a non-local counterpart for the linear-Boltzmann and diffusion equations. It turns out that these have the form of fractional kinetic equations in both time and space. To prove such results, we develop a technique based on averaging Feller semigroups. Tutte le persone interessate sono invitate a partecipare. --

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2-year postdoc probability @ UCL
by Cipriani, Alessandra 11 Dec '25

11 Dec '25

Dear colleagues, currently I am advertising a postdoc position, so please feel free to forward the below announcement to any interested candidate: ------------- Applications are invited for a 2-year postdoctoral position at University College London on the topic of probability and statistical mechanics. The starting date is flexible (earliest: 1st April 2026, and ideally no later than September 2026). Applications should include a CV, a cover letter and the names and contact details of two referees. The deadline for applications is 12th January 2026. The full description of the job, as well as the application portal, can be found here: Job details: Research Fellow in Probability Theory<https://www.ucl.ac.uk/work-at-ucl/search-ucl-jobs/details?nPostingId=16650&…>. For any inquiry please do not hesitate to contact me at a.cipriani(a)ucl.ac.uk. Best wishes, Alessandra

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WMFW Deadline for Submission Approaching!
by Claudia Ceci 11 Dec '25

11 Dec '25

Dear all, This is a reminder that the deadline for submitting papers by early-career female researchers to the *Women in Mathematical Finance Workshop*, which will take place at the University of Rome Sapienza on February 12–13, 2026, is approaching. The workshop aims to highlight the scientific contributions of female researchers in mathematical finance and related fields. The program will feature seven invited lectures by leading scholars, along with contributed talks by early-career female researchers. *Important Dates* · *Abstract/paper submission deadline (Early-Career Female Researchers):* December 15, 2025 · *Notification of acceptance:* January 9, 2026 · *Registration (open to everyone!):* January 15, 2026 *Invited Speakers* · Giorgia Callegaro – University of Padova · Christa Cuchiero – University of Vienna · Giulia Di Nunno – University of Oslo · Elisa Luciano – University of Torino · Yuliya Mishura – University of Kyiv · Agnès Sulem – Inria Paris · Sara Svaluto-Ferro – University of Verona Further information is available on the website: https://memotef.web.uniroma1.it/it/women-mathematical-finance-workshop-febr… Best regards, *On behalf of the Organizing Committee,* Claudia Ceci *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Reminder: OWPS's seminar today
by Federico Sau 11 Dec '25

11 Dec '25

Dear all, This is a reminder for today's seminar by Hindy Drillick (SLMath) and Shalin Parekh (Mayne), at 15:00-17:00 (Rome time). All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

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