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Seminars in Statistics at Collegio Carlo Alberto - Andrea CREMASCHI (IE UNIVERSITY MADRID)
by Matteo Giordano 27 Nov '25

27 Nov '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Andrea CREMASCHI (IE UNIVERSITY MADRID) Title: Dependent Dirichlet-multinomial processes with random number of components Abstract: Bayesian nonparametric methods under partial exchangeability have largely focused on infinite support priors, yet almost-surely finite dimensional dependent mixtures remain underexplored despite their strong theoretical guarantees and performance in the exchangeable case. A novel class of finite dependent Dirichlet-multinomial processes and their counterparts are introduced, incorporating a prior on the number of components. The class is built on generalized Wishart unnormalized weights. It is proven that the normalized diagonals of correlated Wishart matrices admit a hierarchical negative binomial Dirichlet representation whose marginal laws are Dirichlet. The key distributional properties of the induced random probability measures are derived, showing they can achieve any prescribed dependence level and support efficient posterior computation without the need for costly variable augmentation schemes. The practical advantages of the proposed processes are further demonstrated through extensive simulation studies and the analysis of two real datasets: A benchmark dataset and a case study on sex-specific gene expression differences in the human brain, highlighting its flexibility and computational efficiency in capturing complex dependence structures. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 03/12/2025* 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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REMINDER: OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 26 Nov '25

26 Nov '25

Dear all, this is a kind reminder of the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> by Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" tomorrow, Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Invitation to submit minisymposia at ECMI2026 conference
by Alessandra Micheletti 25 Nov '25

25 Nov '25

Inoltro di seguito l’invito in oggetto da parte degli organizzatori di ECMI2026 https://ecmi2026.org/ecmi2026 Dear colleagues, As chair of organizing committee of ECMI2026 conference (29 June – 03 July 2026, Kaunas, Lithuania) I’d like to encourage you to suggest / register mini-symposia. The registration can be done at https://ecmi2026.org/deadlines. A mini-symposium is a set of several short, thematically connected talks organized around one specific topic. Each mini-symposium will include 3–5 speakers who present (15-20 min) their research, followed by discussion. Organizing a mini-symposium provides an excellent opportunity to bring together experts working on a focused topic, highlight emerging research directions, and strengthen collaboration within the community of industrial and applied mathematics. It is also a great way to increase the visibility of your research area and to stimulate discussion among participants with shared scientific interests. When submitting your proposal, you will be asked to provide the title of the mini-symposium, a brief description of its theme, and a preliminary list of potential speakers. If you have any questions regarding the format or the submission process, feel free to contact the organizing committee at ecmi2026(a)ktu.lt<mailto:ecmi2026@ktu.lt>. The deadline for registration is 31 December 2025. P.S. To help enhance the visibility of both your mini-symposium and the conference, we encourage you to follow and share our official LinkedIn event page: https://www.linkedin.com/events/23rdecmiconferenceonindustriala734791528174… . The hottest news, pictures and updates are also provided there. ------------------------------------------- Prof. Dr. Audrius Kabasinskas Dept. of Mathematical Modeling Kaunas University of Technology Studentu 50-144, LT - 51368 Kaunas, Lithuania Orcid: 0000-0001-6863-5895<https://orcid.org/0000-0001-6863-5895> Member of MSCA Industrial Doctoral Network on Digital Finance - Reaching New Frontiers<https://www.digital-finance-msca.com/> Organiser of ECMI conference 2026: https://ecmi2026.org/

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Seminar Torrisi at Tor Vergata, December 1
by Michele Salvi 25 Nov '25

25 Nov '25

Dear all, On Monday, December 1st, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Giovanni Luca Torrisi (CNR) with the seminar "Posterior Bayesian Neural Networks with Dependent and Heavy-Tailed Weights” Abstract: We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights. These networks have been introduced to alleviate the drawbacks due to a Gaussian initialization. In a Bayesian framework, when the likelihood is Gaussian, we identify the posterior distribution of the output in the sequential wide-width limit and, in the shallow case, we compute explicitly the posterior distribution of these models. The talk is based on a joint work with Nicola Apollonio and Giovanni Franzina. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Torrisi | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/37478212870196?p=ZvSguZtFDlcsnw2iv2> The seminar is part of the Excellence Project MatMod@TOV.

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XIII Bachelier World Congress – Call for Participation
by Silvia Romagnoli 25 Nov '25

25 Nov '25

Dear Colleagues, We would be grateful if you could consider the following announcement or kindly forward it to your collaborators and students. The XIII Bachelier World Congress will take place in Bologna, Italy, on 29 June – 3 July 2026. The Bachelier Congress is one of the leading international events in mathematical finance, bringing together researchers and practitioners working in areas such as: * stochastic analysis and its applications to finance * quantitative risk management * financial econometrics * numerical methods in finance * energy and climate finance * machine learning in finance The program will include invited plenary lectures, mini-symposia, and opportunities for contributed talks and posters. Further information, including the list of speakers, the call for mini-symposia, and the registration form, is available on the conference website: https://eventi.unibo.it/bachelier We look forward to welcoming you to Bologna for an exciting edition of the Bachelier World Congress. With best regards, Silvia Romagnoli on behalf of the Organizing Committee Silvia Romagnoli GrEnFIn EMJM Coordinator GrEnFIn Program Director Dipartimento di Scienze Statistiche Università di Bologna Tel. +39 051 2098364 silvia.romagnoli(a)unibo.it [social-image.png]

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SPASS seminar: room change
by Francesco Grotto 25 Nov '25

25 Nov '25

Dear colleagues, due to a schedule change of renovation works, the SPASS seminars of this afternoon will take place in *_Aula Magna_, Dip. Matematica, Pisa.* Titles, abstracts and a link for online participants are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

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Fwd: Probability and Analysis 2026 — Registration and Call for Talks
by Antonio Agresti 25 Nov '25

25 Nov '25

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Probability and Anatysis 2026 <pa2026(a)pwr.edu.pl> Date: lun 24 nov 2025 alle ore 21:07 Subject: Probability and Analysis 2026 — Registration and Call for Talks To: Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

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Call for Ph.D. Positions in Mathematics at GSSI – a.y. 2026/27
by Serena Cenatiempo 21 Nov '25

21 Nov '25

Dear colleagues and friends, We would like to draw your attention to the open call for 10 Ph.D. positions for the doctoral program in "Mathematics in Natural, Social and Life Sciences" at the Gran Sasso Science Institute (GSSI) in L’Aquila (Italy). Please find further details in the official call, available on this page <http://www.gssi.it/phd/>, or the related MathJobs post <https://www.mathjobs.org/jobs/list/27643>. The application deadline is January 13, 2026 (at 3 pm CET). Applications are submitted through the GSSI application portal <http://www.gssi.it/phd/>. The start date of the Ph.D. program is November 1, 2026. We would be grateful if you could circulate this announcement among potentially interested candidates. Please also find at this link <https://gssi.it/communication/news-events/item/download/5481_d8411a6c568861…> a printable version of our program flyer, which you may share on your Institution’s notice board. For questions and general inquiries, please contact us at applications(a)gssi.it. Best regards, Serena Cenatiempo Chair of the Ph.D. program in Mathematics (on behalf of the GSSI PhD Governing Board) -------------------------------------------------- Serena Cenatiempo, Prof. Gran Sasso Science Institute Phone: +39 0862 428 0276 Viale Rendina 24 67100 - L'Aquila (Italy) E-Mail: serena.cenatiempo(a)gssi.it Website: http://www.serenacenatiempo.it/

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Second call, Fintech2026, 29-30 January 2026, Pavia
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, This is a gentle reminder that the deadline (*December 14th, 2025*) for paper submission at the 4th edition of the '*International Fintech Research Conference (Fintech2026)*', January 29-30, 2026, Pavia, is approaching. 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*: 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 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

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Seminars Sapienza University: L. Cristofaro, W. Bock - 27-11-2025
by Luisa Beghin 21 Nov '25

21 Nov '25

Dear all, on* Thursday 27th November* the following seminars will be held at the *Department of Statistical Sciences, Sapienza University*: *Time: 14:30* *Speaker: Lorenzo Cristofaro (University of Luxembourg)* *Title: *A novel p-Poincaré inequality and a multiplication formula *Abstract:* We show a novel family of p-Poincaré inequalities for almost surely finite random variables (p ∈ [1, 2]). Regarding the case of multiple Wiener-Ito integrals, our results yield general multiplication formulae on the Poisson space under minimal conditions, naturally expressed in terms of diagrams and/or contraction operators. *Time: 15:15* *Speaker: Wolfgang Bock (Linnaeus University, Vaxjo, Sweden)* *Title: *The characterization of Malliavin-Watababe-Sobolev spaces via the Bargmann-Segal Space *Abstract: *The characterization theorem and its corollaries set the foundation of the success of white noise analysis in the recent 30 years. On different occasions the fathers of the characterization J. Potthoff and L. Streit were asked by P. Malliavin and P.-A. Meyer if such a characterization is also possible for the Mallliavin-Watanabe Sobolev spaces. In this talk we present how we closed this gap and give a characterization of the Mallliavin-Watanabe Sobolev spaces with the help of the Bargmann-Segal transform. The characterization can also be generalized to the non-Gaussian setting. Examples will showcase the regularity of different objects. It will be possible to attend them in presence in *Room n.24*, Building CU002, p.le A.Moro 5, Rome (4th floor) and *online* at this link <https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09> Best regards, Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *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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