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R: Seminario Padova - Marc Hoffman - zoom
by alekos.cecchin＠unipd.it 06 Mar '25

06 Mar '25

Buongiorno, Segnaliamo che il seminario di Marc Hoffman di domani (di seguito titolo e abstract) si potrà seguire anche su zoom. Di seguito il link Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Argomento: Zoom meeting invitation - Riunione Zoom di Alekos Cecchin Ora: 7 mar 2025 02:30 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna Entra nella riunione in Zoom https://unipd.zoom.us/j/85199623921?pwd=tEaW5MtO9cYnFp6cA4ZnHC6pgbZiCd.1 ID riunione: 851 9962 3921 Codice d’accesso: 292730 --- Un tocco su dispositivo mobile +17193594580,,85199623921# Stati Uniti +12532050468,,85199623921# Stati Uniti --- Componi in base alla tua posizione • +1 719 359 4580 Stati Uniti • +1 253 205 0468 Stati Uniti • +1 253 215 8782 Stati Uniti (Tacoma) • +1 301 715 8592 Stati Uniti (Washington DC) • +1 305 224 1968 Stati Uniti • +1 309 205 3325 Stati Uniti • +1 312 626 6799 Stati Uniti (Chicago) • +1 346 248 7799 Stati Uniti (Houston) • +1 360 209 5623 Stati Uniti • +1 386 347 5053 Stati Uniti • +1 408 638 0968 Stati Uniti (San Jose) • +1 507 473 4847 Stati Uniti • +1 564 217 2000 Stati Uniti • +1 646 876 9923 Stati Uniti (New York) • +1 646 931 3860 Stati Uniti • +1 669 444 9171 Stati Uniti • +1 669 900 6833 Stati Uniti (San Jose) • +1 689 278 1000 Stati Uniti ID riunione: 851 9962 3921 Trova il tuo numero locale: https://unipd.zoom.us/u/km68cLJ8a --- Partecipa tramite SIP • 85199623921(a)zoomcrc.com --- Entra tramite H.323 • 144.195.19.161 (Stati Uniti Occidentali) • 206.247.11.121 (Stati Uniti Orientali) • 115.114.131.7 (Mumbai - India) • 115.114.115.7 (Hyderabad - India) • 159.124.15.191 (Amsterdam Paesi Bassi) • 159.124.47.249 (Germania) • 159.124.104.213 (Australia Sydney) • 159.124.74.212 (Australia Melbourne) • 170.114.180.219 (Singapore) • 64.211.144.160 (Brasile) • 159.124.132.243 (Messico) • 159.124.168.213 (Canada Toronto) • 159.124.196.25 (Canada Vancouver) • 170.114.194.163 (Giappone Tokyo) • 147.124.100.25 (Giappone Osaka) ID riunione: 851 9962 3921 Codice d’accesso: 292730 Da: alekos.cecchin(a)unipd.it <alekos.cecchin(a)unipd.it> Inviato: sabato 1 marzo 2025 20:31 A: random(a)mail.dm.unipi.it Cc: 'MARC HOFFMANN' <hoffmann(a)ceremade.dauphine.fr> Oggetto: Seminario Padova - Marc Hoffman Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marc Hoffman (Université Paris-Dauphine) <https://www.ceremade.dauphine.fr/~hoffmann/> https://www.ceremade.dauphine.fr/~hoffmann/ Title: Some questions in mathematical statistics linked to evolution PDEs Date: March 7, 2025, at 14:30, room 2BC30 Abstract: Evolution models in applications are often analysed via PDEs, interpreted as a macroscopic decription of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires a underlying stochastic model. This is usullay treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasise the interest of our approach. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Call for interest: postdoc position at USI, Lugano, Switzerland
by Mira Antonietta 06 Mar '25

06 Mar '25

Antonietta Mira invites expression of interest for a Research Associate (not tenure track) / Postdoc position in Statistics / Data Science (ideally 100%, maximum duration 1.5 years) at Università della Svizzera italiana (USI), Lugano, Switzerland. The Position. The candidate will work with Prof. Mira (http://usi.to/exz) in a dynamic research team and in a multidisciplinary and international scientific environment. Information about ongoing projects is available upon request. The candidate is expected to present papers at scientific conferences and produce publications in high-ranking journals. Candidates’ profile Ideal candidates should satisfy the following requirements: • PhD in Statistics, Computer Science, or similar • Programming knowledge in Python and/or R • Fluent in English Contract terms. Workplace is USI Università della Svizzera italiana, located in Lugano, Switzerland. Starting date is as soon as possible, applications received before end of February 2025 will be given priority. However, the position will be kept open until a suitable candidate has been found. Long distance cooperation for part of the time can be discussed, as well as part time positions. The salary levels correspond to those set by the Swiss National Science Foundation for postdoctoral researchers (80.000 CHF per year, full time). The Application. Please send your expression of interest or requests for further information to Antonietta Mira (antonietta.mira(a)usi.ch). The Application procedure is quite easy. We will request (1) a letter in which the applicants describe their research interests, (2) a complete CV, (3) full transcript of records (does not need to be an official transcript), (4) a complete list of publications (5) contact information of 2 or 3 scientific references. The University. USI is a young and lively university, a hub of opportunity open to the world where students are offered a quality interdisciplinary education in which they can be fully engaged and take center stage, and where our researchers can count on having the space to freely pursue their initiative. Established in 1996, USI is in constant evolution, always taking on new challenges while remaining true to its three guiding principles: quality, openness and responsibility. USI strives to be an equal opportunity and family friendly employer and is further responsive to the needs of dual career couples. We guarantee that the selection process will give equal opportunities to female and male researchers. As an institution that values diversity, USI particularly encourages applications from women and from all individuals from underrepresented groups.

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Concorso da lecturer o professore associato in financial computing a UCL
by Germano, Guido 06 Mar '25

06 Mar '25

https://www.ucl.ac.uk/work-at-ucl/search-ucl-jobs/details?nPostingId=13253&… Lecturer/ Associate Professor in Financial Computing (Grade 8/9) Ref Number B04-05906 Professional Expertise Academic DepartmentUCL BEAMS (B04) Location London Working Pattern Full time Salary £66,711–£72,370 Contract Type Permanent Working Type On site Available for Secondment No Closing Date 28-Mar-2025 About us UCL’s Department of Computer Science (CS) is a top-ranked Computer Science Department in the UK. In the 2021 Research Excellence Framework (REF) evaluation, UCL Computer Science was ranked second in the UK for research power and first in England. The Financial Computing & Analytics Group is a leading research hub at the intersection of finance, data science, and technology. The group specialises in quantitative finance, machine learning, blockchain, and complex economic systems modelling, with strong ties to academia, industry, and policymakers. It also leads the UCL Centre for Blockchain Technologies and plays a key role in interdisciplinary collaborations across UCL and beyond. About the role The post holders will teach at undergraduate and graduate levels in areas allocated by the Head of Department or Director of Studies and carry out research and produce publications and other research outputs, in line with personal objectives agreed in the staff review process. They will also supervise or assist with supervision of undergraduate, taught graduate (Masters) or research graduate (MPhil/MRes/PhD/EngD) students. They will contribute to the development, planning and implementation of a high-quality curriculum, and to the development of learning materials. Additionally, they will be expected to secure research funding and actively engage in departmental, faculty and UCL-wide initiatives, working groups or committees. The post is advertised at Grade 8/9 with salary: Grade 8 (£52,487-£61,534), Grade 9 (£66,711- £72,370) inclusive of London Allowance per annum. Appointment at Grade 9 is dependent on evidence of a strong and sustained academic and research record. About you The successful candidate must hold a PhD in a relevant field (e.g., Computer Science, Physics, Mathematics, Economics) and demonstrate expertise in financial computing, quantitative finance, machine learning, complex systems modelling, or blockchain technologies. They should have a strong research track record, evidenced by high-quality publications and research outputs, as well as the ability to secure external research funding. The role requires excellent teaching skills, with experience in curriculum development, student supervision, and course delivery at undergraduate and postgraduate levels. Strong interpersonal, oral, and written communication skills are essential, along with the ability to work collaboratively in an interdisciplinary environment. A commitment to academic research, high-quality teaching, and fostering an inclusive learning environment is key. What we offer As well as the exciting opportunities this role presents, we also offer some great benefits some of which are below: • 41 Days holiday (27 days annual leave 8bank holiday and 6 closure days) • Additional 5 days’ annual leave purchase scheme • Defined benefit career average revalued earnings pension scheme (CARE) • Cycle to work scheme and season ticket loan • Immigration loan • Relocation scheme for certain posts • On-Site nursery • On-site gym • Enhanced maternity, paternity and adoption pay • Employee assistance programme: Staff Support Service • Discounted medical insurance Visit https://www.ucl.ac.uk/work-at-ucl/reward-and-benefitsto find out more. A job description and person specification can be accessed at the bottom of this page. To apply for the vacancy please click on the ‘Apply Now’ button below. If you have any queries regarding the vacancy or the application process, please contact Aste, Tomaso t.aste(a)ucl.ac.uk <mailto:t.aste@ucl.ac.uk> Our commitment to Equality, Diversity and Inclusion As London’s Global University, we know diversity fosters creativity and innovation, and we want our community to represent the diversity of the world’s talent. We are committed to equality of opportunity, to being fair and inclusive, and to being a place where we all belong. We therefore particularly encourage applications from candidates who are likely to be underrepresented in UCL’s workforce. These include people from Black, Asian and ethnic minority backgrounds; disabled people; LGBTQI+ people; and for our Grade 9 and 10 roles, women. Our department holds an Athena SWAN Bronze award, in recognition of our commitment to advancing gender equality. Available documents

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Fwd: International Seminar on SDEs and Related Topics: Laurent Denis - March14
by Gianmario Tessitore - UNIMIB 06 Mar '25

06 Mar '25

Diffondo con piacere Mario ============================================================================ Dear Colleague, *on Friday, March 14,* (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 8:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Laurent Denis* (Université du Maine, France) will speak about */BSDE with singular terminal condition: the continuity up to terminal time problem/ * Abstract: We study the limit behavior of the solution of a backward stochastic differential equation when the terminal condition is singular, that is it can be equal to infinity with a positive probability. In the Markovian setting and in the case where the equation is driven by a Brownian motion, Malliavin's calculus enables us to prove continuity if a balance condition between the growth w.r.t. /y/ and the growth w.r.t. /z/ of the generator is satisfied. We apply our result to liquidity problem in finance and to the solution of some semi-linear partial differential equation ; the imposed assumption is also new in the literature on PDE. Finally, we prove that if there are jumps (i.e. the operator of the PDE is non local), we observe a propagation of the singularity, contrary to the continuous case (local operator). This talk is based on several joint works with D. Cacitti-Holland and A. Popier. References: Cacitti-Holland D., Denis L., Popier A. Continuity problem for BSDE and IPDE with singular terminal condition,/Journal of Mathematical Analysis and Applications/, Vol. 543, issue 1 (2025). Cacitti-Holland D., Denis L., Popier A. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time, to appear in /Stochastic Processes and their Applications/ (2025). ABOUT THE SPEAKER: Laurent Denis is professor at the mathematical laboratory, LMM, of "Le Mans Université" in France, since 2013. Formerly, he was professor at "Université d’Evry » from 2005 to 2013.He received a PhD in Mathematics from University Paris VI in 1994 under the supervision of F. Hirsch and his habilitation from Le Mans University in 2012. From 2012 to 2023 he was also teaching at Ecole Polytechnique. His research interests are centered around uncertain models in finance, non-linear expectation, Stochastic Partial Differential Equations, Malliavin calculus for jump processes, Dirichlet forms and more recently Backward Stochastic Differential equations.. Besides numerous publications, he is the co-author with N. Bouleau of the monograph "Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes » published in 2017. Welcome in the name of all the organizers Hannah Geiss For the dates and the list of the upcoming speakers go to http://users.jyu.fi/~chgeiss/seminar-on-sdes.html -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Reminder to register for SPDEvent 2025
by Umberto PAPPALETTERA 05 Mar '25

05 Mar '25

Dear colleagues, This is a friendly reminder that the deadline for registrations to the SPDEvent 2025 is approaching. If you wish to participate and you haven't already registered and/or applied for funding, please do it now to secure your participation. We look forward to seeing you in Bielefeld! The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange Eliseo Luongo Umberto Pappalettera

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OWPS is back next week!
by Luisa Andreis 05 Mar '25

05 Mar '25

Dear colleagues, We are delighted to announce that the One World Probability Seminar is returning for the Spring 2025 semester with a refreshed schedule! The seminar will be held every other Wednesday at 14:00 UTC. The season will kick off on Wednesday, March 12 at 14:00 UTC via Zoom (link<https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1>). We are thrilled to welcome our first two speakers: Shankar Bhamidi (University of North Carolina) and David J. Aldous (UC Berkeley) Please find titles and abstracts of their talks below and on our website<https://www.owprobability.org/about>, which also contains future speakers for the semester. Originally launched during the early days of the pandemic to keep the probability community connected, our seminar has since hosted over 100 research talks from around the globe. It remains open to anyone eager to learn about the latest developments in probability theory. We encourage you to share this announcement as we embark on this new chapter. If you want updates on future OWP seminars, consider joining our mailing list: here<https://www.owprobability.org/mailing-list> the instructions. We look forward to seeing many of you online! Best wishes, Luisa Andreis and Roger Van Peski Aldous’s fringe convergence of random trees and its applications Shankar Bhamidi (UNC Chapel Hill) Local weak convergence starting with the work of Aldous and Benjamini and Schramm has turned out to be one of the standard work horses in modern probabilistic combinatorics, to understand asymptotics of large discrete random structures and dynamics of processes such as random walks on such processes. The goal of this talk is to describe the impact of one of the less well known “OG” (original great) papers in this area: Aldous’s work on fringe convergence of random trees developed in a paper in the mid 90s. This technique, coupled with stochastic approximation techniques allows one to relatively easily prove local weak convergence of a number of modern random tree models proposed by domain scientists, including network evolution with limited choice, network dynamics where new individuals have access to only a partial temporal snapshot of the network and network evolution models where individuals have different attributes. Obscure results and open problems: some of my favorites David J. Aldous (UC Berkeley) These are some problems that I would like some smart young person to work on! (1) What probability distributions on $[0,\infty)$ arise as the distance between two i.i.d. points in some complete separable metric space? (2) Probability distributions on routed planar networks. (3) Combinatorics of fringe trees in a phylogenetic model. (4) Nearest neighbor of nearest neighbor, on the complete network -- Are you smarter than an AI? (5) Find a qualitatively realistic model for a generic subway network. (6) Percolation of empires.

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Seminar Luciano CAMPI
by Antonello Pesce 05 Mar '25

05 Mar '25

Dear all, On March 19th, at the Department of Mathematics of the University of Bologna and online at this LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZTI3YTRhYmEtZDhmYi00ZW…>, the following seminar will take place: 11:00-12:00: Luciano CAMPI “CONTINUOUS-TIME PERSUASION BY FILTERING ” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi <https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi> 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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ABS25 (Applied Bayesian Statistics) summer school in Genova, Italy, 3-6/6/2025
by Elisa Varini 05 Mar '25

05 Mar '25

We are pleased to inform you that registration and fee payment are now possible for the next Applied Bayesian Statistics summer school - ABS25 to be held from 3 to 6 June 2025 in the beautiful historic city of Genova, overlooking the Ligurian Sea in Italy. Website: https://abs25.imati.cnr.it/ <https://abs25.imati.cnr.it/> The school is organized by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with the Department of Mathematics of the University of Genova. The topic will be SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY The lecturer will be Prof. ALEXANDRA SCHMIDT (McGill University, Department of Epidemiology, Biostatistics and Occupational Health, Canada), with the support of Dr. CARLO ZACCARDI (University G. d'Annunzio Chieti-Pescara, Department of Economics, Italy). As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: This course aims to explore the interface between environmental epidemiology (EE) and spatio-temporal modelling (ST). The aim of EE is to understand the adverse health effects of environmental hazards and to estimate the risks associated with those hazards. Such risks have traditionally been assessed either over time at a fixed point in space or over space at a fixed point in time. ST modelling characterizes the distribution of those hazards and associated risks over both geographical locations and time. Understanding variation and exploiting dependencies over both space and time greatly increases the power to assess those relationships. The course will cover a wide range of topics from an introduction to spatio-temporal and epidemiological principles along with the foundations of ST modeling, with specific focus on their application, to new directions for research. Topics to be covered: - Types of epidemiological studies: cohort, case–control, ecological - Measures of risk: relative risks, odds ratios, absolute risk, sources of bias, assessing uncertainty - Bayesian statistics and computational techniques: Markov Chain Monte Carlo (MCMC) - Regression models in epidemiology: Logistic and Poisson generalized linear models, hierarchical models - Dynamic linear models, temporal autocorrelation - Spatial models: area and point referenced methods, mapping, geostatistical methods, spatial regression - Spatial-temporal models: separable models, non-separable models, modelling exposures in space and time. Reference: Shaddick, G., Zidek, J.V., & Schmidt, A.M. (2023). Spatio–Temporal Methods in Environmental Epidemiology with R (2nd ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9781003352655 <https://doi.org/10.1201/9781003352655> We hope you will be interested in the school, and we would like to meet you in Genova. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS25

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Seminario Matteo Brachetta - Politecnico di Milano - 13 Marzo 2025
by Luca Scarpa 04 Mar '25

04 Mar '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 13 Marzo 2025, ore 11:45. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Matteo Brachetta, Università di Genova. Title: Risk measures and optimal reinsurance: finding a connection via BSDEs. Abstract: The aim of this talk is to connect utiility maximization problems and the optimization of dynamic risk measures, which are usually considered as two different branches or approaches to financial problems. A reinsurance contract allows an insurance company to transfer part of the risk to another company, namely the reinsurer, in order to reduce the future losses, which are usually modeled as a marked point process. Finding the optimal reinsurance agreement translates into a stochastic control problem for the insurer. Recently, some authors showed that the optimal value process for the utility maximization problem can be characterized as the solution of a BSDE with jumps. In other works, it is proved that some BSDEs induce dynamic risk measures, which can be financially interpreted as a default time and an associated mark. In this talk we aim to explore the properties of the risk measure induced by the optimal reinsurance policy under dierent risk models with jumps. The talk is based on a work in progress with Fulvia Confortola (Politecnico of Milan). Link Zoom: <https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> [zoom.ico]<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2550&sezione_di_ricerca=&stringa=&sub…> ----- 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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Seminario Elena Montanaro - Politecnico di Milano - 13 Marzo 2025
by Luca Scarpa 04 Mar '25

04 Mar '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 13 Marzo 2025, ore 11:00. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Elena Montanaro, Università La Sapienza. Title: An epidemic model using GW trees and coupon collectors. Abstract: We describe a model for information or viral transmission on the complete graph $\mathbb{K}_n$. Each node is an individual which may be susceptible, infected or recovered. This model has been introduced by Comets et al. with the main goal of studying the asymptotic behavior, as $n$ goes to infinity, of the duration of the infection and of the proportion of infected individuals in the population. The results rely on two interesting stochastic processes: the GW process and the coupon collector process. We discuss some extensions of this problem Link Zoom: <https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> [zoom.ico]<https://polimi-it.zoom.us/j/95837122103?pwd=hXtbnj0t8rpSbybIkhGUYwEjZ1dgxN.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2549&sezione_di_ricerca=&stringa=&sub…> ----- 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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Seminario PRISMA lunedì 3 marzo 2025 - G. Cannizzaro & F. Toninelli
by Sonia Mazzucchi 03 Mar '25

03 Mar '25

Buongiorno, ricordiamo che *oggi lunedì 3 marzo dalle 16:30 alle 17:45* si terrà il seminario on-line del gruppo UMI - PRISMA ( http://www.umi-prisma.polito.it/). I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi saranno *Giuseppe Cannizzaro* (University of Warwick) e *Fabio Toninelli* (Technical University of Vienna) che parleranno di: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica. con il seguente orario: 16:30 Primo seminario 17:00 Pausa e discussione 17:15 Secondo seminario 17:45 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unipd.zoom.us/j/81175434050?pwd=hCozT8gqnlu49Io6LawZWAwLDrnaJ7.1 Meeting ID: 811 7543 4050 Passcode: 871716 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giuseppe Cannizzaro (University of Warwick) e Fabio Toninelli (Technical University of Vienna) TITOLO: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica RIASSUNTO: L'equazione di Burgers Stocastica (EBS) è stata introdotta da van Beijren, Kutner and Spohn per modellizzare sistemi diffusivi asimmetrici con una singola quantità conservata (e.g. il modello di esclusione semplice asimmetrico). Nella dimensione sub-critica d=1, EBS coincide con la derivata dell'equazione KPZ il cui comportamento a grandi scale è superdiffusivo con crescita polinomiale e le cui fluttuazioni coincidono con il KPZ Fixed Point, mentre nelle dimensioni super-critiche d>2, è diffusivo e converge a un'equazione del calore stocastica anisotropica. Alla dimensione critica, è stato congetturato che la EBS sia superdiffusiva con crescita logaritmica con un esponente preciso ma ciò è stato mostrato solo modulo correzioni di ordine inferiore. Il presente seminario è basato su un lavoro assieme a Quentin Moulard https://arxiv.org/abs/2501.00344, in cui indentifichiamo la superdiffusività e deriviamo le asintotiche della matrice di diffusione in modo esatto. Inoltre, dimostriamo che nel limite di scala corretto, ovvero che tiene presente della crescita logaritmiche alla diffusività, la soluzione di EBS soddisfa un teorema del limite centrale. Il nostro è il primo limite di scala superdiffusivo per un'equazione alle derivate parziali stocastica critica, al di là dell'ambito di applicabilità della teoria delle strutture di regolarità di Hairer. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario Padova - Marc Hoffman
by alekos.cecchin＠unipd.it 01 Mar '25

01 Mar '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marc Hoffman (Université Paris-Dauphine) <https://www.ceremade.dauphine.fr/~hoffmann/> https://www.ceremade.dauphine.fr/~hoffmann/ Title: Some questions in mathematical statistics linked to evolution PDEs Date: March 7, 2025, at 14:30, room 2BC30 Abstract: Evolution models in applications are often analysed via PDEs, interpreted as a macroscopic decription of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires a underlying stochastic model. This is usullay treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasise the interest of our approach. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Ait-Sahalia seminar in Verona, 14/3/2025
by Cecilia Mancini 28 Feb '25

28 Feb '25

Professor Yacine Ait-Sahalia will give the seminar So Many Jumps, So Little News At the Department of Economics of the University of Verona, on Friday, March 14, 2025, at noon (12 pm) Via Cantarane 24, Vaona Room, 1st floor It will be possible also to attend on Zoom here https://univr.zoom.us/j/93150650381 All the interested people are warmly invited to attend Abstract This paper relates jumps in high frequency stock prices to firm-level, industry and macroeconomic news, in the form of machine-readable releases from Thomson Reuters News Analytics. We find that most relevant news, both idiosyncratic and systematic, lead quickly to price jumps, as market efficiency suggests they should. However, in the reverse direction, the vast majority of price jumps do not have identifiable public news that can explain them, in a departure from the ideal of a fair, orderly and efficient market. We show that jumps without news do not correlate with observable proxies for asymmetric or private information, and that microstructure-driven variables have only limited power to help predict the occurrence of jumps without news.

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PhD Positions in Mathematics – University of Bologna
by Andrea Pascucci 28 Feb '25

28 Feb '25

*PhD Positions in Mathematics – University of Bologna* The call for applications for *six PhD positions* in Mathematics is now open https://unibo.it/en/study/phd-professional-masters-specialisation-schools-a… *Deadline: April 3rd, 2025.* -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 --------------------------------------------------------------- L'inferno dei viventi non è qualcosa che sarà: se ce n'è uno, è quello che è già qui, l'inferno che abitiamo tutti i giorni, che formiamo stando insieme. Due modi ci sono per non soffrirne. Il primo riesce facile a molti: accettare l'inferno e diventarne parte fino al punto di non vederlo più. Il secondo è rischioso ed esige attenzione e apprendimento continui: cercare e saper riconoscere chi e cosa, in mezzo all'inferno, non è inferno, e farlo durare, e dargli spazio. Italo Calvino

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Seminar Brunero Liseo @Luiss
by Alessia Caponera 28 Feb '25

28 Feb '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Brunero Liseo, Sapienza University of Rome *Title*: A Multivariate Copula-Based Conformal Bayesian Framework for Doping Detection *When*: March 6th, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: Doping control is an essential component of anti-doping organizations for protecting sports competitions. Since 2009, this mission has been complemented worldwide by the Athlete Biological Passport (ABP), which monitors athletes’ profiles over time. The practical implementation of the ABP is based on a Bayesian framework, called ADAPTIVE, intended to identify individual reference ranges outside of which an observation may indicate doping abuse. Currently, this method follows a univariate approach, relying on simultaneous analysis of different markers. This work extends the ADAPTIVE method to a multivariate testing framework, making use of copula models to couple the marginal distribution of biomarkers with their dependence structure. After introducing the proposed copula-based hierarchical model, we discuss our approach to inference, grounded in a Bayesian spirit, and present an extension to multidimensional predictive reference regions. We guarantee exact coverage of the regions through the use of a conformal prediction approach. Focusing on the hematological module of the ABP, we evaluate the proposed framework in both data-driven simulations and real data. Based on joint work with Nina Deliu. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/a-multivariate-copula-ba… *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING - Limerick
by Laura Maria Sangalli 27 Feb '25

27 Feb '25

Gentili Colleghi, mi è stato chiesto di inoltrare l’annuncio del 39TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING. Ho appena accettato di tenere il corso di 1 giorno associato al workshop, in sostituzione del corso precedentemente pianificato, che è stato cancellato per via di un problema del docente. Un caro saluto, Laura Sangalli ************************************************************* Hi all, We have some exciting announcements in relation to IWSM 2025, to be held in Limerick, 13th - 18th July (https://iwsm2025.ie/). * The submission portal for poster submissions is now open, with a deadline of Friday 28th March, 2025. * We are delighted to announce that Laura Sangalli will deliver the Short Course (Sunday July 13th) on the very interesting topic of "Physics-Informed Statistical Learning". * Finally, registration is now open! Note that the Early Bird closes on Friday 25th April, 2025. More information and relevant links can be found below. Our call for papers as poster presentations is now open! We are seeking novel and original contributions to the wider field of Statistical Modelling. Papers providing advances in the development of statistical models that are well motivated by a contemporary data scenario or application problem are particularly welcome. This includes contributions to estimation, inference, and computation for such modelling problems. Papers focusing on applications with important substantive implications as well as methodological issues are welcome, including new developments in Data Science and Machine Learning. Submissions by students and young researchers are particularly encouraged. Poster presentation submission deadline: Friday 28th March, 2025. Invited speakers / short course We have an excellent lineup of top-class invited speakers covering a range of diverse topics in statistical modelling. Speakers and provisional talk titles provided below. * Brendan Murphy | University College Dublin, Ireland Unsupervised record linkage * Ruth King | University of Edinburgh, UK Heterogeneous ecological modelling * Sonja Greven | Humboldt University of Berlin, Germany Additive density-on-scalar regression * Daniele Durante | Bocconi University, Italy Bayesian criminal network modelling * Cynthia Rudin | Duke University, USA Simpler machine learning models * Laura Sangalli | Politecnico di Milano, Italy Physics-informed statistical learning More information can be found here: https://iwsm2025.ie/programme/invited-speakers/ Registration Registration is now open! You can register here: https://iwsm2025.ie/registration/ Note that Early Bird registration closes on 25th April 2025. We are looking forward to seeing you in Limerick this July! Best wishes Kevin Burke on behalf of IWSM 2025 Organising Committee —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Reminder: Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 27 Feb '25

27 Feb '25

Dear Colleagues, We would like to remind you that the Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry, will take place at Como Lake, from June 16 to June 20, 2025. There are a few spots left, so we decided to postpone the application deadline to *March 9, 2025*. At this page https://sites.google.com/view/predictcomolake/registration you can find all the information about registration. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. The school includes foundational mini-courses as well as advanced courses on recent research results. Due to the novelty of the topic, the school is designed for Master and Ph.D. students, and of course also for more established researchers. Please see the following page https://sites.google.com/view/predictcomolake/program for the detailed program. For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

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seminar Irene Gijbels @ CNR Naples
by Daniela De Canditiis 27 Feb '25

27 Feb '25

Cari tutti per il ciclo *"Seminari Generali IAC 2025"* *martedì 4 marzo 2025 *alle ore *14:30* Irène Gijbels, Department of Mathematics, University of Leuven (KU Leuven), Belgium, terrà il seminario: *Measures of asymmetry for multivariate distributions* *Abstract* - In univariate settings the notion of measuring skewness of a distribution is well established. Extending this to measuring skewness (or asymmetry) in a multivariate setting is less obvious. In this talk we start by briefly reviewing some notions of asymmetry measures. We next propose a novel functional asymmetry measure (index) which is based on the natural idea of reflective symmetry around the mode. The proposed index is extended to the multivariate setting and a summarizing scalar (or vector based index in multivariate settings) is derived from it. Some illustrative examples are provided, and estimation of the proposed asymmetry index is discussed in parametric and nonparametric (multivariate) settings. Il seminario si svolgerà presso la sede *CNR-IAC di Napoli*, *sala conferenze “Vaccaro”*, in modalità mista: in presenza e in streaming al link *https://www.youtube.com/watch?v=eEPimm1_aww <https://www.youtube.com/watch?v=eEPimm1_aww>* Si ricorda che i seminari del ciclo si terranno di *martedì alle 14:30*, *a settimane alterne*, *salvo eccezioni* a partire da martedì 14 gennaio 2025. *Qui la pagina web dei seminari*: *https://www.iac.cnr.it/seminari-generali-iac-2025* <https://www.iac.cnr.it/seminari-generali-iac-2025> *VI ASPETTIAMO!* (organizzatori: Nicola Apollonio, Roberta Bianchini, Claudia Capone, Giuliana Ramella) -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Network Econometrics Summer School (30 June - 4 July, 2025, Venice)
by Roberto CASARIN 27 Feb '25

27 Feb '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/), in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 30 June - 4 July, 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2025 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. *Participation*: Online or in presence *Application Deadline*: 4th May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, LUISS University Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Registration Now Open – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 27 Feb '25

27 Feb '25

Dear Colleagues, We are pleased to announce that registration for the XXVI Workshop on Quantitative Finance is now open. There is no registration fee to attend the workshop, but registration is mandatory. You can complete your registration at the following link: Register Here<https://qfw2025.community.unipa.it/registration-and-submission> We look forward to your participation! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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Early-bird registration deadline approaching - 12th General AMaMeF Conference
by Athena Picarelli 26 Feb '25

26 Feb '25

Dear Colleagues, This is a reminder that the deadline for the early-bird registration to the 12th General AMaMeF Conference in Verona is February 28th. Here the link to the registration page: https://sites.google.com/view/amamef2025/registration Homepage of the event: https://sites.google.com/view/amamef2025/ Best Regards, 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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QFinLab Seminar - Katia Colaneri (Università di Roma Tor Vergata) - 5/3/2025, 12:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 26 Feb '25

26 Feb '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 5 March 2025, 12.00-13.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Katia Colaneri (Università di Roma Tor Vergata) Title: Expect the worst! Optimal emission abatement under tax policy uncertainty and stochastic differential games. Abstract: We study the problem of a profit maximizing electricity producer who has to pay carbon taxes and who decides on investments into technologies for the abatement of CO emissions in an environment where carbon tax policy is random and where the investment in the abatement technology is divisible, irreversible and subject to transaction costs. We consider two approaches for modelling the randomness in taxes. First we assume a precise probabilistic model for the tax process, namely a pure jump Markov process (so-called tax risk); this leads to a stochastic control problem for the investment strategy. Second, we analyze the case of an uncertainty-averse producer who uses a differential game to decide on optimal production and investment. We carry out a rigorous mathematical analysis of the producer's optimization problem and of the associated nonlinear PDEs in both cases. Numerical methods are used to study quantitative properties of the optimal investment strategy. We find that in the tax risk case the investment in abatement technologies is typically lower than in a benchmark scenario with deterministic taxes. However, there are a couple of interesting new twists related to production technology, divisibility of the investment, tax rebates and investor expectations. In the stochastic differential game on the other hand an increase in uncertainty might stipulate more investment. Next seminar: Claudio Fontana (Università di Padova), 2 April 12.00. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia

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2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning
by Francesca Crucinio 26 Feb '25

26 Feb '25

Dear all, We are happy to announce the *2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning *which will take place at the Alan Turing Institute in London on 24 March 2025. This one day event is sponsored by the Royal Statistical Society through its Computational Statistics and Machine Learning Section and The Alan Turing Institute, and will cover a wide range of topics connected to gradient flows including talks by Sahani Pathiraja (UNSW Sydney) Rocco Caprio (University of Warwick) Anna Korba (ENSAE/CREST) Paula Cordero Encinar (Imperial College London) Arthur Gretton (University College London/DeepMind) Jonas Latz (University of Manchester) For more info check https://rss.org.uk/training-events/events/events-2025/section-groups/2nd-rs… We look forward to seeing you there! The organising committee: Deniz Akyildiz, Francesca Crucinio and Andrew Duncan

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Special issue of "Mathematical Finance" on "Climate and Nature Risk in Mathematical Finance" (fwd)
by Tiziano Vargiolu 25 Feb '25

25 Feb '25

Apologies for cross-postings. ----------------------- Special Issue on Climate and Nature Risk in Mathematical Finance Guest Editors: Andrea Macrina & Peter Tankov New extended deadline for submissions: 30 April 2025 The urgency and complexity of the climate crisis call for contributions from many scientific domains. In finance, modelling challenges posed by the environmental transition and by the climate change and nature-related risks call for inter- and transdisciplinary approaches, based on a multitude of data sources and long-term projections taking into account deep uncertainty. The mathematical finance community, which has developed robust systematic approaches to financial modelling and risk management, is well placed to address these challenges and has already made numerous quantitative contributions to the field of green finance. Mathematical Finance will dedicate a Special Issue to Mathematical Finance for Climate and Nature to further emphasise this area of research. Submissions to the Special Issue should develop and apply novel mathematical and statistical methods to financial and economic problems arising in the field of green finance and meet the editorial standards of Mathematical Finance as detailed in the aims and scope statement of the journal. Submissions with a policy or industry perspective are encouraged. We invite in particular the submission of original research articles on the following topics: * Assessment of climate and nature-related risks and uncertainties in financial systems; climate stress testing. * Study of transmission channels of physical risks, transition risk and nature-related risks to asset prices, portfolios and the stability of the financial system. * Optimal policies and incentives for environmental transition and adaptation of the economy, from the central planner perspective and in decentralised systems. * Optimal design and study of financial and insurance products, including derivative products, for managing climate and nature-related risks and for financing the environmental transition and adaptation. * Design and study of transition scenarios; quantification of scenario uncertainty * Net zero investment: quantitative methodologies for constructing net-zero-aligned portfolios and portfolios with positive impact on nature and biodiversity. * Study of innovative datasets and numerical methods, including AI-based methods, in support of the above topics. * Design of medium and long-term risk management methods accounting for potential policy changes and systemic alterations of market structures and stability. * Impact of climate and nature risks on emerging markets and developing economies. Please submit your contributions through the journal’s web submission portal before 30 April 2025. Please indicate in your submission that it is intended for the ‘Special Issue on Climate and Nature Risk in Mathematical Finance’. All submissions will undergo the usual review process for the journal. -- Peter Tankov Professor of quantitative finance, ENSAE, IP Paris Phone: +33 1 70 26 68 73 Email: peter.tankov(a)ensae.fr https://sites.google.com/site/petertankov https://www.parc-research.org/ https://pladifes.institutlouisbachelier.org/

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Seminar Ziyi Song @ Unimib
by Federico Camerlenghi 25 Feb '25

25 Feb '25

Dear all, we are glad to announce the next DEMS seminar in Statistics: *Wednesday, 5th March 2025* *Time 12.00*, Seminar room 2104, Department of Economics, Management and Statistics (DEMS) Building U7, second floor, University of Milano - Bicocca The speaker is Ziyi Song (University of California, Irvine). *TITLE:* Clustering computer-mouse tracking data with informed hierarchical shrinkage partition priors *ABSTRACT:* Mouse-tracking data, which record computer mouse trajectories while participants perform an experimental task, provide valuable insights into subjects’ underlying cognitive processes. Neuroscientists are interested in clustering the subjects’ responses during computer mouse-tracking tasks to reveal patterns of individual decision-making behaviors and identify population subgroups with similar neurobehavioral responses.These data can be combined with neuroimaging data to provide additional information for personalized interventions. In this article, we develop a novel hierarchical shrinkage partition (HSP) prior for clustering summary statistics derived from the trajectories of mouse-tracking data. The HSP model defines a subjects’ cluster as a set of subjects that gives rise to more similar (rather than identical) nested partitions of the conditions. The proposed model can incorporate prior information about the partitioning of either subjects or conditions to facilitate clustering, and it allows for deviations of the nested partitions within each subject group. These features distinguish the HSP model from other bi-clustering methods that typically create identical nested partitions of conditions within a subject group. Furthermore, it differs from existing nested clustering methods, which define clusters based on common parameters in the sampling model and identify subject groups by different distributions. We illustrate the unique features of the HSP model on a mouse tracking dataset from a pilot study and in simulation studies. Our results show the ability and effectiveness of the proposed exploratory framework in clustering and revealing possible different behavioral patterns across subject groups. The paper has been published on Biometrics. <https://academic.oup.com/biometrics/article/80/4/ujae124/7850951?login=true> Best wishes, Federico Camerlenghi

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