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Blackwell-Rosenbluth award: extended deadline
by filippo ascolani 30 Jun '25

30 Jun '25

Dear all, we are writing to announce that the deadline for the nominations to the *Blackwell-Rosenbluth Award* has been moved to *July 15, 2025*. The award aims at recognizing outstanding junior Bayesian researchers based on their overall contribution to the field and to the community. There will be six winners in total who will be invited to present their work in two special webinar series and receive three years of free ISBA and j-ISBA membership. To encourage scientific exchange and strengthen research connections between geographies, three prizes will be awarded to researchers based in time zones UTC+0 to UTC+13 [e.g. Africa + Asia + Europe + Oceania] and three to those based in UTC-12 to UTC-1 [e.g. North America + South America]. We welcome nominations of junior researchers working in the broad spectrum of topics in Bayesian statistics, including but not limited to methods, theory, computation, machine learning, data science, biostatistics, econometrics, industrial statistics, environmental science, and software. Ph.D. students and early career researchers who received their Ph.D. after *January 1, 2020* are eligible for nomination. Candidates who were nominated in previous years may be nominated again if they received their Ph.D. after January 1, 2020. In exceptional cases, applicants who are more than five years past their Ph.D. may still be considered if they experienced a significant career break within five years of earning their degree (such as breaks due to illness, caring for a sick family member, pregnancy-related leave, or parental leave). A nomination may come from any ISBA member, including the nominee themselves. A nomination is to be submitted electronically and should contain: - Nominating letter in support of the candidate - CV of the candidate - One manuscript or alternate form of exposition (e.g. software documentation) of scientific work most representative of the candidate’s achievements; the submitted work should also be available as publication or in a public repository such as arXiv, bioRxiv, CRAN, Bioconductor or GitHub. Submit here <https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fu8042292.…> . If you are unable to use Google Forms, please email your nomination to jisba.section(a)gmail.com <https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fu8042292.…> . We look forward to receiving your applications! The j-ISBA (junior section of the International Society for Bayesian Analysis) Board

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Intensive short PhD courses in Mathematical Finance
by Athena Picarelli 30 Jun '25

30 Jun '25

Dear colleagues, We are pleased to announce that, in conjunction with the 12th General AMaMeF Conference that will take place at the Department of Economics of the University of Verona, on the 23-27 of June, we will host a series of special seminars led by some of the distinguished plenary speakers. These seminars, taking place during the weeks immediately preceding and following the Conference, are specifically designed for PhD students and offer an exceptional opportunity to engage with advanced topics in mathematical finance and to interact closely with leading experts in the field. All the seminars will take place in aula Vaona (Polo Santa Marta, Via Cantarane 24, 1st floor). Here the program: - *XUNYU ZHOU (Columbia University)* "Continuous Time Reinforcement Learning" Tuesday 17 June, h. 9.30-11.30 Wednesday 18 June, h. 9.30-11.30 Thursday 19 June, h. 9.30-11.30 - *SAMUEL COHEN (University of Oxford)* "Deep Galerkin method for PDEs": Monday 30 June, h. 10.00-12.00 Tuesday 1 July, h. 10.00-12.00 Wednesday 2 July, h. 10.00-12.00 - *AGOSTINO CAPPONI (Columbia University)* "Advances in Mathematics and Machine Learning for Finance" : Monday 30 June, h. 14.00-16.00: Microstructure of automated market makers. Introduction of the main properties and conceptual innovation of AMMs, and draw parallel with limit order books (CLOB). It will be shown how the convexity of the AMM pricing curve and depth of liquidity pools relates to price impact. It will be highlighted how mathematical control techniques can be used to decide on the best execution venues (AMMs vs CLOBs), and show what data can be used to validate model predictions Tuesday 1 July, h. 14.00-16.00: Machine Learning in Finance. State-of-art ML techniques, and how they can be used to solve financial mathematics problems. Introduction of diffusion maps, graph machine learning methods, and causal investing. Wednesday 2 July, h. 14.00-16.00: Goal-Based Wealth Management. A new framework to solve dynamic portfolio optimization problems in finance will be discussed. Rather than postulating risk-averse utility functions, the investor will specify deadlines and amounts of liabilities to be matched by an investment strategy. The basic framework, as well as future extensions and avenues of research, including the inclusion of insurance funds, stochastic deadlines, and connections to multiple optimal stopping will be presented. Best wishes, Athena Picarelli -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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SPASS seminar: Ujjwal Koley
by Mario Maurelli 28 Jun '25

28 Jun '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Hölder continuous solutions to inhomogeneous incompressible Euler flows* by *Ujjwal Koley* (Center for Applicable Mathematics, Tata Institute of Fundamental Research, Bangalore) The seminar will take place on *TUE, 01.07.2025* at *11:00 CEST *(mind unusual time) in Aula M-Lab, Polo Fibonacci, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: **Hölder continuous solutions to inhomogeneous incompressible Euler flows* *Abstract: In this talk, we shall *discuss about the* construction of global-in-time Hölder continuous weak solutions to density dependent incompressible Euler equations in three-dimensional periodic domain. The proof is based on convex integration techniques using Mikado flows as building blocks. As a main novelty with respect to the related literature, our result produces Hölder continuous density.*

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PhD scholarships in Pisa
by Mario Maurelli 26 Jun '25

26 Jun '25

Dear colleagues, I would like to advertise the call for PhD scholarships in Mathematics and PhD scholarships in High Performance Scientific Computing at University of Pisa. Deadline: July 18, 2025, 1pm Rome time zone. We strongly encourage applications of students interested in probability. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), interacting particle systems (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Our group carries out (together with Scuola Normale, Firenze and Siena) the "probability, stochastic analysis and statistics seminar series". PhD students can also enjoy study groups and informal seminars which usually run at University of Pisa or at Scuola Normale Superiore in Pisa. The Department of Mathematics has been awarded with the excellence framework (Dipartimento di eccellenza) for the period 2023-2027. More information on the PhD programs in Mathematics and in High Performance Scientific Computing are available here: https://www.dm.unipi.it/phd/ https://www.dm.unipi.it/phd-hpsc/ Do not hesitate to contact me or the other members of the group for further information. You find here the official call webpage in Italian: https://www.unipi.it/didattica/corsi/dottorati/bando2025-26/ and here in English: https://www.unipi.it/en/education/courses/dottorati/call-for-applications-f… Best regards Mario Maurelli

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Correzione: 30 GIUGNO !!! - Seminario LYSM di Felix Otto
by Faggionato, Alessandra 24 Jun '25

24 Jun '25

*SCUSATE, HO INDICATO LA DATA SBAGLIATA !!!!!! Correggo di seguito l'annuncio.* Buongiorno, vi informo che il *30 Giugno alle 17.30* al Dipartimento di Matematica della Sapienza (Aula Picone) il Prof. Felix Otto terra' un seminario organizzato dal LYSM con titolo The beginnings of Wasserstein gradient flows (https://www.altamatematica.it/lysm/miscellaneous/) Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar presented by Marta Leocata - Applications of Probability to Economics
by Enrico Scalas 24 Jun '25

24 Jun '25

Dear colleagues, (With apologies for cross-posting) On 26 June 2025 at 2pm (CET) Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) will present an online seminar whose title is: Two applications of multi-agent models in economic and social systems Abstract: In this talk, we present an overview of mathematical models that capture the behavior of myopic agents—who rely on short-term, local information in their decision-making—and strategic agents, who consider the long-term consequences of their actions within interactive environments. These concepts will be illustrated through two applications in economic and social contexts: a multi-agent model for the co-evolution of preferences and actions in the emergence of social norms (joint work with Michele Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to the Emission Trading System (joint work with Giulia Livieri, LSE, and Gianmarco Del Sarto, TU Darmstadt). The seminar link is: https://uniroma1.zoom.us/j/87022289921 This is the first seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The next seminars will be: on 10 July 2025, Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management), Modelling Stochastic Mortality for Life Insurance Applications on 17 July 2025, Sara Merino Aceituno (Faculty of Mathematics, University of Vienna, Austria), Large particle limit for jump processes Everybody is welcome to join these seminars! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Seminario LYSM di Felix Otto alla Sapienza - 23 Giugno
by Faggionato, Alessandra 24 Jun '25

24 Jun '25

Buongiorno, vi informo che il 23 Giugno alle 17.30 al Dipartimento di Matematica della Sapienza (Aula Picone) il Prof. Felix Otto terra' un seminario organizzato dal LYSM con titolo The beginnings of Wasserstein gradient flows (https://www.altamatematica.it/lysm/miscellaneous/) Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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ColloquiLYSM by Pierre-Luois LIONS July 15 2025 11.00 Sapienza
by Pietro Caputo 24 Jun '25

24 Jun '25

ricevo e inoltro con piacere: ------------------------------ *Da:* PAUL Thierry <thierry.paul(a)sorbonne-universite.fr> *Inviato:* martedì 24 giugno 2025 08:45 *Oggetto:* ColloquiLYSM by Pierre-Luois LIONS July 15 2025 11.00 Sapienza Dear all, can I kindly ask you to diffuse the following announcement? - July 15 11.00, aula Levi-Civita Dipartimento di Matematica Guido Castelnuovo Sapienza University Roma Piazzale Aldo Moro, 5 – Roma, *Pierre-Louis Lions* *Collège de France, Paris* *Mathematics and the Real World Today… and Tomorrow?* *On mathematics and their applications.* *Abstract*: It is well-known that mathematics are everywhere nowadays, from the design and improvement of most things that we use every day to the ubiquitous algorithms that govern our lives more and more. After a brief discussion of the nature of maths today, we wish to recall some historical facts that go back to the dawn of mathematics and that emphasize the fast growing role of mathematics with the use of computers and machine learning (AI). We shall describe how real world problems are being tacked with the help of mathematical models and equations that are often partial differential equations. And we wish to emphasize how the study of applications goes hand in hand with the development of maths. We will do so by discussing, without mathematical details, examples using Mean Field Games theory or random matrices. Best regards, Thierry Paul. . -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo Tel +39 3460830076

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PhD Opportunities – Call for Candidates
by Mastrogiacomo Elisa 24 Jun '25

24 Jun '25

Dear all, We are pleased to announce the call for applications for the PhD Program in Methods and Models for Economic Decisions at the Department of Economics, University of Insubria. The program offers 5 fully funded positions and 1 position without a scholarship for the 2025–2026 academic year (Cycle 41). 🔗 Application links: * Call for applications – English version<https://www.uninsubria.eu/work-and-study-us/call-admission-doctoral-courses…> * Bando di ammissione – Versione italiana<https://www.uninsubria.it/bandi-e-concorsi/bando-di-ammissione-ai-corsi-di-…> 📅 Deadline: Applications must be submitted exclusively online via the Student Secretarial Web Services by July 12, 2025, at 12:00 p.m. (noon). We particularly encourage applications from candidates interested in research topics such as: * Operations Research * Probability and Stochastic Processes * Multiobjective Optimization * Stochastic Control * Mathematical Finance The PhD program lasts three years and all its activities are in English. Each post is endowed with a scholarship of about € 16.243 gross per year. Each student is endowed with an additional budget of about €1.624 per year for research activities. The PhD program is hosted by Department of Economics<https://www.uninsubria.it/dieco> of the University of Insubria (located in Varese, Italy), which has been granted the <https://www.mur.gov.it/it/aree-tematiche/universita/programmazione-e-finanz…> Departments of Excellence<https://www.mur.gov.it/it/aree-tematiche/universita/programmazione-e-finanz…> award and funding plan for the period 2023 – 2027 by the ANVUR<https://www.anvur.it/en> (Italian National Agency for the Evaluation of Universities and Research Institutes), ranking 8th among the Italian departments of economics and statistics. For more information on the Department of Economics, its research areas, and faculty involved in quantitative research, please visit: 🔍 Quantitative Research at the Department of Economics (DIECO)<https://archivio.uninsubria.it/siti-tematici-o-federati/siti-dei-dipartimen…> and the PhD website 🔍 PhD website We would be grateful if you could help share this opportunity with any potentially interested students or colleagues. Best regards, Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario 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 CNR-IAC
by GIOVANNI LUCA TORRISI 24 Jun '25

24 Jun '25

Oggi, martedì 24 giugno 2025 alle ore 14:30 Dario Trevisan, Dipartimento di Matematica , Università di Pisa , terrà il seminario: Convergenza quantitativa delle reti neurali profonde ai processi gaussiani Astratto In questo seminario, esploriamo la convergenza quantitativa di ampie reti neurali profonde con pesi gaussiani a processi gaussiani, stabilendo nuove velocità per la loro approssimazione gaussiana. Mostriamo che la distanza di Wasserstein tra l'output della rete e la sua controparte gaussiana scala inversamente alla larghezza della rete, con limiti applicabili a qualsiasi insieme finito di input in specifiche condizioni di non degenerazione delle covarianze. Inoltre, estendiamo la nostra analisi al framework bayesiano, studiando i posteriori esatti per le reti neurali, quando dotate di priori gaussiani e funzioni di verosimiglianza regolari, ma forniamo anche recenti progressi nell'approssimazione quantitativa di reti addestrate tramite discesa del gradiente nel regime NTK. Basato su lavori congiunti con A. Basteri, A. Agazzi ed E. Mosig. Il seminario si svolgerà presso la sede CNR-IAC di Roma , sala al primo piano , in modalità mista: in presenza e in streaming al link https://www.youtube.com/watch?v=RMKVBN5l13g Cordialmente, Giovanni Luca Torrisi

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Seminari Giorgio Cipolloni - Politecnico di Milano - 24 e 25 Giugno 2025
by Luca Scarpa 23 Jun '25

23 Jun '25

Si segnalano i seguente seminario a tutti gli interessati. ----------------------------------------------------------------------------------------------------- Martedì 24 Giugno 2025, ore 15:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Giorgio Cipolloni, The University of Arizona, College of Mathematics. Title: Spectral Statistics of Large Random Matrices Abstract: The last fifteen years have brought major breakthroughs in understanding the spectra of large random matrices. I'll discuss several recent advances in eigenvalue and eigenvector statistics for both Hermitian and non-Hermitian matrices, focusing on the universal patterns that emerge. Link Zoom: https://polimi-it.zoom.us/j/92959315270?pwd=heQYe7W7vKv2UUf8mmT1mRuyW57F9B.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2597#single ----------------------------------------------------------------------------------------------------- Mercoledì 25 Giugno 2025, ore 15:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Giorgio Cipolloni, The University of Arizona, College of Mathematics. Title: Logarithmically Correlated Fields from Random Matrices. Abstract: In 2012, Fyodorov, Hiary, and Keating discovered a new connection between random matrices and extremal values of logarithmically correlated fields, such as branching Brownian motion and the 2D Gaussian Free Field. In particular, they conjectured that extreme statistics of random characteristic polynomials of unitary matrices belong to the universality class of logarithmically correlated fields, which was first identified by Bramson in his seminal work on branching Brownian motion. I will review several contributions in proving this connection and present some new recent works establishing new connections of characteristic polynomials of non-Hermitian matrices and two- and three-dimensional logarithmically correlated fields. Link Zoom: https://polimi-it.zoom.us/j/92092890590?pwd=81rN5Wr71qo5hPv5UkGhkm5MdPM7Rv.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2598#single ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Prof Scalas Seminar Sant'Anna Pisa, palazzo Boyl
by Francesco Montomoli 19 Jun '25

19 Jun '25

Ciao a tutti Oggi pomeriggio ore 15, Prof Scalas, Sapienza, tiene un seminario Palazzo Boyl, aula dottorandi, secondo piano CISC su Uncertainty Quantification con code grasse Siete benvenuti A presto Francesco

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Final Reminder Eurandom Workshop on Dependence Modeling (NL)
by Elisa Perrone 19 Jun '25

19 Jun '25

Dear Colleagues, This is a final reminder to register for the upcoming Eurandom Workshop on Dependence Modeling, taking place on June 30 - July 2, 2025, at the Eindhoven University of Technology (NL). Workshop website and program: Eurandom Workshop on Dependence Modeling <https://www.eurandom.tue.nl/event/https-www-eurandom-tue-nl-event-yes-depen…> Registration Deadline: Sunday, June 22. If you plan to attend and haven’t yet registered, we encourage you to do so as soon as possible. Special Journal Issue: We are pleased to announce a special issue of the journal Dependence Modeling <https://www.degruyterbrill.com/journal/key/demo/html?lang=en&srsltid=AfmBOo…>, exclusively open to workshop participants. This is a great opportunity to contribute to the field and showcase your work developed in connection with the workshop themes. Sponsors: This workshop is generously sponsored by Eurandom, NWO, 4TU.AMI, and STAR. We thank them for their support in fostering research collaboration and advancements in dependence modeling. We look forward to welcoming you in Eindhoven! Best wishes, Elisa Perrone (on behalf of all the organizers) --- 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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I: [owps] Fwd: next OWPS: Eva Löcherbach and Elisa Marini
by Luisa Andreis 18 Jun '25

18 Jun '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). This will be the last seminar of the spring term, we hope to see many of you online! Luisa and Roger ________________________________ Da: owps-request(a)lists.bath.ac.uk <owps-request(a)lists.bath.ac.uk> per conto di One World Probability <ow.probability(a)gmail.com> Inviato: martedì 17 giugno 2025 21:13 A: owps(a)lists.bath.ac.uk <owps(a)lists.bath.ac.uk> Oggetto: [owps] Fwd: next OWPS: Eva Löcherbach and Elisa Marini The final OWPS of Spring will be on Wednesday, June 18, from 13:00 to 15:00 UTC time. 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<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- Probabilistic models for systems of interacting spiking neurons and some words about their mean field limits E. Löcherbach (Paris 1 Panthéon-Sorbonne University) I will give an overview of recent results about mean field limits for systems of interacting point processes modeling spiking (biological) neurons. I will start with a short introduction to the functioning of neurons and the modeling of their spiking activity by stochastic integrate and fire models and then focus on a particular class of models which are stochastic intensity based processes. Then we will discuss mean field limits and propagation of chaos results for large homogeneous systems of neurons and see how the limit is described by a McKean-Vlasov type equation driven by Poisson random measure. A second part of the talk is devoted to the study of systems with random synaptic weights in a diffusive scaling. We will see how this setting leads to conditional propagation of chaos and how the convergence can be obtained by means of a new martingale problem. Finally, if time permits, I will also discuss the longtime behavior both of the finite and the limit system of neurons. The second part of the talk is based on joint work with Xavier Erny and Dasha Loukianova. Strong conditional propagation of chaos for systems of interacting particles with nearly stable jumps E. Marini (Dauphine-PSL Paris) We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a rate depending on its position. When this happens, all the other particles of the system receive the same random kick, distributed according to a heavy-tailed random variable belonging to the domain of attraction of an α-stable law, and scaled by N−1/α, where α ∈ (0, 2) \ {1}. We call these jumps collateral jumps. Moreover, in the case 0 < α < 1, the jumping particle itself undergoes a macroscopic, main jump. Similar systems are used to model networks of interacting neurons; in that context, main and collateral jumps represent, respectively, the hyperpolarization of a neuron after a spike and the synaptic inputs received by post-synaptic neurons from pre-synaptic ones. We prove that our system satisfies the conditional propagation of chaos property: as N → +∞, the finite particle system converges to an infinite exchangeable system that obeys a McKean–Vlasov SDE driven by an α-stable process. In the limit, the particles become independent, conditionally on the driving α-stable process. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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CLADAG 2025: extended deadlines and call for special issues
by Marta Nai Ruscone 17 Jun '25

17 Jun '25

*** apologies for cross-posting *** Dear All, in reminding you that the deadline for abstract submission to CLADAG-VOC 2025 is next July 1st, we are pleased to inform that the call for Special Issues of ADAC and METRON related to next CLADAG-VOC 2025 are ready (detailed information are here <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fcladag2025.unina.it%2Fsi%2F&e…>.). The journal Advances in Data Analysis and Classification (https://link.springer.com/journal/11634 <https://urlsand.esvalabs.com/?u=https%3A%2F%2Flink.springer.com%2Fjournal%2…>) will publish a Special Issue on Data Modelling for Dimension Reduction, Clustering and Classification with Complex Data. Guest editors are Mark de Rooij (Leiden University, the Netherlands) Michele La Rocca (University of Salerno, Italy) Andrea Cerioli (University of Parma, Italy) Important dates: November 30th, 2025: Submission of full papers for the Special Issue; April 1st, 2026: Notification to Authors; June 30, 2026: Final papers. More information will be soon available on the panel “Journal updates” in the journal website <https://urlsand.esvalabs.com/?u=https%3A%2F%2Flink.springer.com%2Fjournal%2…>. The journal METRON (http://www.springer.com/statistics/journal/40300 <https://urlsand.esvalabs.com/?u=http%3A%2F%2Fwww.springer.com%2Fstatistics%…>) will publish a Special Issue on Theoretical and Computational Advances in Classification, Clustering, Pattern Recognition and Data Analysis. Guest editors are: Carlo Cavicchia (Erasmus University Rotterdam, the Netherlands) Antonio D'Ambrosio (University of Naples Federico II, Italy) Antonio Punzo (University of Catania, Italy) Important dates: November 30th, 2025: Submission of full papers for the Special Issue; February 28, 2026: Notification to Authors; May 31, 2026: Deadline for submitting the revised paper September 30, 2026: Publication of the Special Issue (tentative). More information are available on the dedicated web page of the journal <https://urlsand.esvalabs.com/?u=https%3A%2F%2Flink.springer.com%2Fjournal%2…>. Detailed information about next CLADAG-VOC 2025 are available here <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fcladag2025.unina.it%2F&e=ed7a…>. Kind regards, Antonio D'Ambrosio Michele La Rocca Mark de Rooij

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Seminario Bin Yu al dipartimento G. Catelnuovo
by Gustavo Posta 17 Jun '25

17 Jun '25

Lunedì 23 giugno alle 16:00 nella Sala di Consiglio il prof. Bin Yu (Statistics, EECS, Center for Computational Biology, and Simons Institute UC Berkeley) terrà un seminario dal titolo: Sparse dictionary learning and deep learning in practice and theory Abstract: Sparse dictionary learning has a long history and produces wavelet-like filters when fed with natural image patches, corresponding to the V1 primary visual cortex of the human brain. Wavelets as local Fourier Transforms are interpretable in physical sciences and beyond. In this talk, we will first describe adaptive wavelet distillation (AWD) to turn black-box deep learning models interpretable in cosmology and cellular biology problems while improving predictive performance. Then we present theoretical results that, under simple sparse dictionary models, gradient descent in auto-encoder fitting converges to one point on a manifold of global minima, and which minimum depends on the batch size. In particular, we show that when using a small batch-size as in stochastic gradient descent (SGD) a qualitatively different type of â€œfeature selectionâ€ occurs. Gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------- -- *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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OWABI@BayesComp - 19th June 1pm UK time
by Massimiliano Tamborrino 16 Jun '25

16 Jun '25

Dear All, The final OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the season will feature two selected talks and will take place live from BayesComp https://bayescomp2025.sg/! The talks will take place on Thursday the 19th June at 1pm UK time (note the different date and time!), and will be given by * Filippo Pagani (University of Warwick): Approximate Bayesian Fusion * Maurizio Filippone (KAUST): GANs Secretly Perform Approximate Bayesian Model Selection with abstracts reported below. The talks will be live streamed from the following link: https://monash.zoom.us/j/81050994376?pwd=aF52Ab2oUlNYPO251d4nDw0jXRemia.1<https://www.google.com/url?q=https%3A%2F%2Fmonash.zoom.us%2Fj%2F81050994376…> Meeting ID: 810 5099 4376 Passcode: 137607 The session will run in a hybrid format, taking place live from BayesCom2025 - 8pm-9pm (Singapore time) - and will be located in room LT50 in the conference venue. We look forward to seeing you online or in person! Best, Massimiliano on the behalf of the OWABI Organisers 1st OWABI Talk: 1-1.30pm Uk time Speaker: Filippo Pagani<https://filippopagani.github.io/> (University of Warwick) Title: Approximate Bayesian Fusion Abstract: Bayesian Fusion is a powerful approach that enables distributed inference while maintaining exactness. However, the approach is computationally expensive. In this work, we propose a novel method that incorporates numerical approximations to alleviate the most computationally expensive steps, thereby achieving substantial reductions in runtime. Our approach retains the flexibility to approximate the target posterior distribution to an arbitrary degree of accuracy, and is scalable with respect to both the size of the dataset and the number of computational cores. Our method offers a practical and efficient alternative for large-scale Bayesian inference in distributed environments. 2nd OWABI Talk: 1.30-2pm Uk time Speaker: Maurizio Filippone<https://www.kaust.edu.sa/en/study/faculty/maurizio-filippone> (KAUST) Title: GANs Secretly Perform Approximate Bayesian Model Selection Abstract: Generative Adversarial Networks (GANs) are popular models achieving impressive performance in various generative modeling tasks. In this work, we aim at explaining the undeniable success of GANs by interpreting them as probabilistic generative models. In this view, GANs transform a distribution over latent variables Z into a distribution over inputs X through a function parameterized by a neural network, which is usually referred to as the generator. This probabilistic interpretation enables us to cast the GAN adversarial-style optimization as a proxy for marginal likelihood optimization. More specifically, it is possible to show that marginal likelihood maximization with respect to model parameters is equivalent to the minimization of the Kullback-Leibler (KL) divergence between the true data generating distribution and the one modeled by the GAN. By replacing the KL divergence with other divergences and integral probability metrics we obtain popular variants of GANs such as f-GANs, Wasserstein-GANs, and Maximum Mean Discrepancy (MMD)-GANs. This connection has profound implications because of the desirable properties associated with marginal likelihood optimization, such as (i) lack of overfitting, which explains the success of GANs, and (ii) allowing for model selection, which opens to the possibility of obtaining parsimonious generators through architecture search. ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminars in Statistics at Collegio Carlo Alberto - Steven CAMPBELL (COLUMBIA UNIVERSITY)
by Matteo Giordano 16 Jun '25

16 Jun '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 20/06/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Steven CAMPBELL (COLUMBIA UNIVERSITY) Title: A Tractable Triple Problem in Sequential Inference: Filtering, Control, and Stopping Abstract: We study a Bayesian sequential inference problem for the drift of a Brownian motion in which the observer not only chooses their stopping and decision rules, but also controls the rate at which information is acquired. This extension introduces a cost for information acquisition, transforming the classical formulation of Shiryaev (1967) into a joint problem of filtering, control, and optimal stopping. Problems of this kind arise in adaptive experimental design and real-time inference across domains such as healthcare, finance, and engineering, where information is costly and decision-making must be timely. Our framework accommodates a host of classification losses and general running costs on the control process. Despite the added complexity, the problem admits a remarkably simple and semi-explicit solution that exhibits structural parallels with the classical setting. This work highlights a rare instance in which a triple problem—combining inference, control, and stopping—remains analytically tractable. Based on joint work with Georgy Gaitsgori and Richard Groenewald. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 18/06/2025* 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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Seminario Padova - Filippo Quattrocchi
by alekos.cecchin＠unipd.it 15 Jun '25

15 Jun '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (20 Giugno) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Filippo Quattrocchi (Institute of Science and Technology Austria (ISTA)) <https://sites.google.com/view/filippoquattrocchi/> https://sites.google.com/view/filippoquattrocchi/ Title: Acceleration-based Optimal Transport Date: June 20, 2025, at 14:30, 2BC30 Abstract: Finding smooth interpolations between probability measures is a problem of broad interest, with applications ranging from physics to biology, from computer graphics to engineering. In this talk, I will discuss a model in which such interpolations are found by minimising an action functional of the acceleration, and present recent results obtained in collaboration with G. Brigati and J. Maas (ISTA), arXiv:2502.15665. The first result is a fluid-dynamic equivalent formulation of the model, previously conjectured by Y. Chen, G. Conforti, and T. T. Georgiou. We complete the formal argument outlined by the aforementioned authors through the introduction of two new mathematical ingredients. The second result is the description of the (hypoelliptic) Riemannian structure induced by the minimal acceleration-based action on the space of probability measures. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Barcelona Summer School of Stochastic Analysis and Quantitative Finance
by Bernardo D'Auria 14 Jun '25

14 Jun '25

Dear all, I would like to share the call for the Barcelona Summer School of Stochastic Analysis and Quantitative Finance, 21-25 July 2025 https://www.crm.cat/5th-barcelona-summer-school-of-stochastic-analysis-and-… Registration deadline July 06th, 2025 Regards, Bernardo D'Auria — Associate Professor at University of Padua

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Doctoral Colloquium on Risk Analytics: applications to 3rd session are open
by Maria Elvira Mancino 13 Jun '25

13 Jun '25

CICF is offering 20 fellowships to doctoral students for attending the third session of the *Doctoral Colloquium in Risk Analytics* <https://landing.cafoscarichallengeschool.it/docra/> *Session 3 (14 - 27 September): AI for Risk * 15-23 September: *Stefano Favaro* (U. Torino and Collegio Carlo Alberto),* Predictive Uncertainty in Machine Learning with Conformal Inference* 19 September: Guest Lecture by *Alessandro Armando *(U. Genova and IMT Lucca), *Introduction to Cyber Risk* 22-26 September: *Christa Cuchiero* (U. Vienna), *Concepts of Deep Learning and Applications to Finance and Risk Management* *Aims and scope* The Colloquium is an *honours course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. The course is organized into four sessions. *Target* We seek *PhD students from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for one session at a time, but must attend the whole session. They may get credit for the courses taken within the Colloquium. There are no participation fees; the Colloquium covers accommodation and may reimburse travel expenses. Up to five additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own expense. *Where* Santa Marta <https://www.camplus.it/en/city/venice/camplus-santa-marta/>, Venice *Applications* Apply through the link at the bottom of the webpage <https://landing.cafoscarichallengeschool.it/docra/> Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *The organizers*: Elisa Luciano (chair), Mavira Mancino, Marco Corazza, Marco Li Calzi

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Special Issue on Causal Inference in Healthcare
by Azzimonti Laura 13 Jun '25

13 Jun '25

Dear all, We are pleased to announce the special issue of the International Journal of Approximate Reasoning titled “Causal Inference in Healthcare”. The deadline for manuscript submission is November 5th, 2025. The widespread availability of real-world data from electronic health records, databases, registries, and digital health tools offers unique opportunities for advancing healthcare. However, extracting actionable insights requires grounded methods that account for bias, confounders, and the complexity of medical and biomedical systems. Causal inference provides a rigorous and robust framework for modelling cause-and-effect relationships, addressing biases and confounding factors and evaluating treatment effects, ultimately enabling personalised decision-making. This special issue seeks contributions exploring innovative applications, methodological advancements, and interdisciplinary perspectives on causality in healthcare, with a focus on utilising evidence from diverse data sources to address critical medical challenges. Topics of interest include, but are not limited to: - Personalised treatment effect estimation. - Causal inference in randomised clinical trials. - Bias identification and mitigation in healthcare studies. - Counterfactual reasoning for clinical prediction. - Counterfactual fairness in healthcare. - Mediation analysis in medical research. Guest editors: - Laura Azzimonti, IDSIA USI-SUPSI, Lugano, Switzerland (laura.azzimonti(a)supsi.ch<mailto:laura.azzimonti@supsi.ch>) - Alessandro Antonucci, IDSIA USI-SUPSI, Lugano, Switzerland (alessandro.antonucci(a)supsi.ch<mailto:alessandro.antonucci@supsi.ch>) Important Dates: - Submission Open Date: May 05, 2025 - Submission Deadline: November 05, 2025 - Notification of Acceptance: March 05, 2026 Manuscripts must be submitted via the International Journal of Approximate Reasoning online submission system (Editorial Manager®). Please select the article type “VSI: Causal Inference in Healthcare” when submitting your manuscript online. Please refer to the Guide for authors to prepare your manuscript. All submitted papers under this call will undergo the journal's standard review process. For any further information, the authors may contact the Guest Editors. We warmly encourage you to submit your work or share this call with colleagues who might be interested. For further details, please visit https://www.sciencedirect.com/special-issue/321586/causal-inference-in-heal… Thank you for your attention. Best regards, Laura Azzimonti Guest Editor ––––––––––––––––––––––––––––––––––––––––––––– Scuola universitaria professionale della Svizzera italiana Istituto Dalle Molle di studi sull’intelligenza artificiale IDSIA USI-SUPSI Laura Azzimonti, PhD Senior Researcher and Lecturer Polo universitario Lugano Via la Santa 1 CH – 6962 Lugano-Viganello Tel. +41 (0)58 666 66 44 laura.azzimonti(a)idsia.ch www.idsia.ch

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Seminar Giuseppina GUATTERI
by Antonello Pesce 13 Jun '25

13 Jun '25

Dear all, On JUNE 18th, at the Department of Mathematics of the University of Bologna, room Vitali, and online at this LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_NzYzZTc5ZDgtZjAxYi00ND…>, the following seminar will take place: 11:00-12:00: Giuseppina GUATTERI “MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH DELAYS IN THE NON CONVEX CASE” as part of the cycle Stochastics and Applications. ABSTRACT: We establish a stochastic maximum principle for controlled stochastic differential equations with delay and control-dependent noise, without convexity assumptions on the control space. The cost functional depends on both present and delayed states, modeled via general finite measures. For measures with square-integrable densities, we employ infinite-dimensional reformulation and BSDE techniques; for general measures, we apply anticipated BSDEs and weak convergence methods. We further analyze the case of delay measures with $L^p$-densities ($p \in (1,2)$), deriving a generalized mild backward equation beyond Hilbertian settings. For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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Bernoulli Society New Researcher Award 2026 in Probability Theory
by AMORINO, CHIARA 13 Jun '25

13 Jun '25

Dear colleagues, I would like to kindly remind you of the *Bernoulli Society New Researcher Award 2026 in Probability Theory*, which is currently accepting applications. The call has been open for some time, but we have not yet received many applications, so we would really appreciate your help in spreading the word. This award recognizes outstanding contributions from early-career researchers in probability. Each awardee will be invited to present their work at a *special invited session during the 45th Stochastic Processes and their Applications (SPA) conference*, to be held in *Ithaca, New York, USA, June 15–19, 2026*. In addition, each awardee will receive up to *1000 EUR* to help cover travel and other expenses, and their profiles will be featured in *Bernoulli News*. *Eligibility:* - Active researchers in Probability Theory who obtained their PhD on or after *June 30, 2020*. - Candidates must be regular members of the Bernoulli Society. - Extensions may be granted for career breaks, such as parental leave. - The Bernoulli Society strongly encourages applications from women and members of under-represented groups. *Application process:* Candidates should submit their applications through the web form available [here] and send the required documents to the email address indicated in the form. *Deadline:* June 30, 2025 Please feel free to forward this call to potential candidates or anyone who might be interested! Thank you very much for your help. Best regards, Chiara

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DEADLINE EXTENSION: Summer School on "Combinatorial stochastic models and mean field games", 8-12 September 2025, San Miniato, Italy.
by Giulio Bottazzi 12 Jun '25

12 Jun '25

Dear Colleagues, the Centro de Giorgi, Scuola Normale Superiore, and the PhD Programme in Economics of the Scuola Superiore Sant'Anna, are jointly organizing the Ph.D.Summer School on "Combinatorial stochastic models and mean field games". The school is aimed at graduate students in Economics, Finance and related disciplines. Application for last-year master students or young researchers will also be considered, conditional on available founds. The deadline for registration and application for FINANCIAL SUPPORT has been extended to June 23rd. Please check https://indico.sns.it/event/105/ Main lecturers: Daria Ghilli, University of Pavia, and Enrico Scalas, La Sapienza, Rome. Best Regards, Giulio Bottazzi -- Giulio Bottazzi PGP Key ID:BAB0A33F Professor of Economics Faculty of Social Sciences Advanced Calculus for Economics and Finance Theory and Methods https://link.springer.com/book/10.1007/978-3-031-30316-6 Scuola Superiore Sant'Anna 56127 - Pisa, Italy Phone:(+39)-050-883365 email:bottazzi@santannapisa.it Fax: (+39)-050-883344 http://www.sssup.it/~bottazzi The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review of, re-transmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient, is prohibited. If you received this in error, please inform the sender by e-mail and delete the content. Il contenuto e gli allegati di questo messaggio sono strettamente confidenziali e ad uso esclusivo del destinatario. Ne sono vietati la diffusione, l'inoltro e l'uso non autorizzato da parte di utenti diversi dal destinatario. Qualora il presente messaggio Le fosse pervenuto per errore, La preghiamo di distruggerlo e darcene comunicazione a mezzo e-mail.

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