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Seminar Announcement at Sapienza University of Rome (Max Sauerbrey)
by Antonio Agresti 12 May '25

12 May '25

Dear Colleagues, With this, I would like to advertise the following talk by Max Sauerbrey (MPI Leipzig), which will be held at Sapienza University of Rome in "Sala di Consiglio" at *14:00* on *Tuesday*, *May 20th*. Kind regards, Antonio Agresti *Max Sauerbrey* (Max Planck Institute, Leipzig) *Title:* Solution theory for the stochastic thin film equation with spatially colored noise *Abstract:* We present recent results on the local in time well-posedness of stochastic thin-film equations driven by Gaussian noise, which is white in time and colored in space, with strictly positive initial data. After introducing the underlying model, we state the local well-posedness and instantaneous regularization result in any space dimension, including corresponding blow-up criteria. Then we comment on the one-dimensional situation in which global in time well-posedness can be obtained under consideration of intermolecular van der Waals forces between the fluid and the substrate. The talk is based on joint work with Antonio Agresti: https://arxiv.org/abs/2403.12652.

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IFCS 2026: International Federation of Classification Societies Conference - First announcement
by Francesca Greselin 12 May '25

12 May '25

Dear All, We are delighted to announce that the *International Federation of Classification Societies (IFCS) Conference 2026* will take place in *Milan* , *Italy*, from *July 14 to 16, 2026*. The conference will be hosted by the *Department of Statistics and Quantitative Methods *at the* University of Milano-Bicocca*. The conference will feature plenary, invited, contributed, and poster sessions, tutorials, a data challenge, and vibrant social activities. *IFCS 2026* will offer a dynamic interdisciplinary environment for scholars and professionals across statistics, computer science, mathematics, data science, social sciences, and related fields. The conference will place special emphasis on topics including: - Analysis of complex and non-standard data (e.g., spatio-temporal, symbolic, compositional, network, and functional data). - Machine learning and deep learning approaches to classification and clustering. - Real-world applications across diverse scientific disciplines. Special issues in international journals and conference proceedings will be announced soon. We look forward to welcoming you to *Milan *- a city where rich history meets modern innovation at the crossroads of science, culture, and creativity! Best regards, Francesca Greselin On behalf of the Local Organizing Committee of IFCS 2026

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International Conference in Venice - CALL FOR PAPERS - Deadline May 31, 2025
by Monica Billio 11 May '25

11 May '25

24^th INTERNATIONAL CONFERENCE *C**.r.e.d.i.t.**202**5* ** */Emerging Global Financial Systems:/* */Exploring Polarization, Systemic Risks, Innovation, and Sustainable Solutions/* Venice, Italy 25–26September2025 * * *GRETA Associati* (Venice, Italy), *European Datawarehouse* (Frankfurt, Germany),and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 25-26, 2025. The *CREDIT 2025* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research.. The CREDIT 2025 is the *twenty-fourth* in a series of events dedicated to various aspects of risk and organised under the auspices of: the *Department of Economics* and *VERA *- *Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, Joint Research Center European Commission*, and *ABI - Italian Banking Association*. /Sustainability necessitates a global perspective, requiring the adaptation of contemporary business and societal models to navigate the dynamic landscape of the future. Policymakers and society must ensure that resources, particularly technology, are utilized responsibly and efficiently to enhance the well-being of both present and future generations while cultivating a harmonious relationship with the environment. This strategy is vital in addressing sustainability issues such as poverty, environmental degradation, pollution, and inequality. Effective global risk management is vital for bridging divisions and fragmentation through innovation./ The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: *Framing Global Challenges* * *Macroeconomic Polarization and Financial Fragmentation* o Economic bifurcation between advanced and emerging markets. o Trade conflicts and their financial spillovers. o Policy responses to maintain global economic stability. * *Geopolitical Risks and Global Financial Stability* o Implications of geopolitical tensions on global financial markets: capital flows and volatility. o Risk management strategies for financial institutions navigating geopolitical uncertainty. o The role of national and international economic policies: shaping a new geopolitical and economic order. * *Technological Innovation in Finance and Insurance* o Digital transformation in the insurance sector: a driver of resilience or disruption? o Financing Deep Tech. o Regulating innovation to balance opportunity and risk. *Risk Management and Resilience* * *Climate Change as a Systemic Risk* o Impact of climate-induced events on financial and insurance markets. o Climate risk modeling and its implications for global governance. o Financing the green transition: opportunities for insurers and institutional investors. * *Addressing Socioeconomic Disparities* o Polarization in wealth distribution and its implications for insurance coverage. o Designing inclusive financial products to address underinsurance in vulnerable populations. o The role of insurance in enhancing societal resilience to systemic shocks. *Towards a Sustainable Future* * *Innovating Governance for Future Risks* o Cross-border cooperation for risk regulation and mitigation. o Addressing new risks in cyber security, health crises, and technological disruptions. o Innovative governance models in finance and insurance. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Mario Greco* (Zurich Insurance Group, Zurich) and *Andrew Lo* (MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. he SCIENTIFIC COMMITTEE for the Conference consists of: *Andrew Lo* (MIT Sloan School of Management, Programme Chair)* Monica Billio* (Ca’ Foscari University of Venice & GRETA)* Lucia Alessi* (Joint Research Center, European Commission)* Marie Brière* (AMUNDI & Université Libre de Bruxelles)* Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst)* Marcin Kacperczyk* (Imperial College London)* Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School)* * *CALL FOR PAPERS* Those wishing to present a paper at the Conference should submit by *May 31, 2025* to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2025*. The final version of accepted papers must be received by August 31, 2025. Please send papers to: GRETA Associati GRETA, Dorsoduro 3707, 30123, Venice, Italy Phone : +39 349 060 3656 e-mail: credit(a)greta.it <mailto:credit@greta.it> *IMPORTANT DATES* *May 31, 2025*: Papers submission deadline *June 30, 2025*: Paper acceptance notification *August 31, 2025*: Deadline for sending final version of accepted papers More detailed information on the Conference website: https://www.greta.it/index.php/it/credit-2025 <https://www.greta.it/index.php/it/credit-2025> <https://www.greta.it/index.php/it/credit-2021> <https://www.greta.it/index.php/it/credit-2021> *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en

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YEPXX | 23-27 June | final announcement
by Simone Baldassarri 11 May '25

11 May '25

Dear colleagues, This is the final announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology. Please visit the website of the event YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…> for further information about the list of the speakers, the schedule and the abstract of the talks. Young researchers are encouraged to participate and contribute with a short talk or a poster by submitting their proposals through the registration form. They can also apply for financial support. If you want to apply for this, please send an email to *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl> *with a brief motivation. The deadline for both contributions and financial support applications is *May 25.* We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe

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Avviso di Seminario: Prof. Kei Kobayashi
by luigia.caputo 10 May '25

10 May '25

Il giorno 13 maggio 2025, alle ore 11:30, in SP2L, aula S. Rionero, del Dipartimento di Matematica e Applicazioni R. Caccioppoli dell'Università degli Studi di Napoli Federico II, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "_Numerical approximation of stochastic di__ﬀ__erential equations modeling subdi__ﬀ__usion"_ Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 09 May '25

09 May '25

Cari colleghi, The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, ~2200 EUR net salary per month) for 3 years starting October 1st, 2025. The IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. DEADLINE FOR APPLICATIONS IS MAY 25, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/193504 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Cordiali saluti, Fabio Bugini

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Cancellazione seminario//12 maggio//Andrea Rinaldo
by Faggionato, Alessandra 09 May '25

09 May '25

Buongiorno purtroppo il seminario di Andrea Rinaldo per Matematica, Scienza e Società previsto per lunedì 12 maggio presso il Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma è stato annullato. 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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Seminario di Zongchen Chen a Roma Tre il 15 maggio alle 14:30
by Pietro Caputo 08 May '25

08 May '25

Giovedì 15 maggio alle ore 14.30 Zongchen Chen (Georgia Institute of Technology) terrà il seminario Title: *Counting Random k-SAT Near the Satisfiability Threshold*. Abstract: We present efficient counting and sampling algorithms for random k-SAT when the clause density is at most 2^k/poly(k). In particular, the exponential term 2^k matches the satisfiability threshold O(2^k) for the existence of a solution and the (conjectured) algorithmic threshold 2^k (\ln k)/k for efficiently finding a solution. At the heart of our approach is a refined analysis of the recent novel coupling procedure introduced by Wang and Yin. Our new analysis utilizes the structural properties of random constraint satisfaction problems (CSPs). It provides a universal framework for efficient counting and sampling for random atomic CSPs, including, for example, random hypergraph colorings. At the same time, we obtain as immediate corollaries several important probabilistic properties of random CSPs that have been widely studied but rarely justified, including replica symmetry and non-reconstruction. Joint work with Aditya Lonkar, Chunyang Wang, Kuan Yang, and Yitong Yin. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Via della Vasca Navale 84, Aula A. -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo

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Call for Papers: Special Issue on "Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making" - Mathematics
by Marta Pittavino 08 May '25

08 May '25

*Call for Papers* *Special Issue on “Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making”* *A special issue of Mathematics (ISSN 2227-7390), Section D1: Probability and Statistics* *Guest Editor:* Dr. Marta Pittavino (Ca’ Foscari University of Venice, Venice School of Management, Italy) Dear Colleagues, I am delighted to invite you to contribute to this Special Issue of *Mathematics*, dedicated to *“Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making.”* This issue aims to showcase cutting-edge research and methodological innovations in the increasingly relevant domain of Bayesian Networks, with a particular focus on parameter learning, model fitting, and real-world decision-making applications. We welcome contributions on a wide range of topics, including (but not limited to) additive and dynamic Bayesian Networks, prior distribution choices for parameter estimation, score functions, and the factorization of joint probabilities. Special emphasis will be placed on empirical applications and case studies that demonstrate the impact of Bayesian approaches on practical decision-making. Our goal is to foster a vibrant interdisciplinary dialogue, bringing together researchers from academia and industry to explore new challenges and solutions in this evolving field. We warmly encourage you to submit your latest findings and insights, helping to expand the frontiers of knowledge in Bayesian modeling and decision sciences. We hope this Special Issue will become a valuable reference point for scholars and practitioners alike. Looking forward to your contributions and to a stimulating exchange of ideas! Warm regards, Dr. Marta Pittavino *Guest Editor* *Keywords* - Additive Bayesian networks - Dynamic Bayesian networks - Decision sciences - Choice of the prior distribution - Factorization of the joint probability - Score functions Information on how to submit the paper is available here <https://www.mdpi.com/si/mathematics/1LH93RZ1T1>. *Deadline for the submissions: **10 September 2025*! -- *Marta Pittavino* *Tenure-Track **Assistant Professor of Statistics (RTD-B)* Campus Economico San Giobbe Cannaregio 873 30121 Venezia T. +39 041 234 8755 W. www.veniceschoolofmanagement.it *Last publication: Kinlessness at older ages: Prevalence and heterogeneity in 27 countries <https://dx.doi.org/10.1093/geronb/gbae180>* LinkedIn page <https://www.linkedin.com/in/marta-pittavino-8668863a/>

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Announcement PhD course@UniPD - Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers, by Prof. Yuliia Mishura
by Tiziano Vargiolu 07 May '25

07 May '25

We are pleased to announce the PhD course "Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers", held by Prof. Yuliia Mishura (Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv) The course is organized by the Doctoral Program in Mathematical Sciences of the University of Padova --------------------- Aim: To introduce PhD students to the most interesting and modern models of stochastic pro- cesses, which, firstly, have various and quite deep analytical, wise-trajectory and asymptotic properties, and secondly, serve as adequate models in financial mathematics, physics, cellular communications, biology, etc. We will consider stochastic differential equations with both the Wiener process and the fractional Brownian process and its generalizations. Course contents: Standard Cox-Ingersoll-Ross and Bessel processes: local and global be- haviour of the trajectories as the functionals of coefficients. Fractional Cox-Ingersoll-Ross and Bessel processes and their main properties in dependence of the value of Hurst index. Drift parameters estimation in the standard and fractional Cox-Ingersoll-Ross models. Exact and ap- proximate option pricing under stochastic volatility modeled by fractional Ornstein-Uhlenbeck process. Functional limit theorems for financial markets driven by fractional long-range de- pendent processes. Fractional Gaussian noise: entropy and alternative entropy functionals, an- alytical and computational problems related to predictors. Gaussian-Volterra processes as the generalization of fractional Brownian motion. Tempered fractional processes. A more detailed description of the course can be found here: https://www.math.unipd.it/~dottmath/corsi2025/Mishura.pdf --------------------------- The course will consist of 16 hours, beginning on May 14, 2025 with the following calendar: 14/5 h. 14.30-16.30 16/5 h. 10.00-12.00 20/5 h. 14.30-16.30 21/5 h. 14.30-16.30 27/5 h. 14.30-16.30 30/5 h. 10.00-12.00 3/6 h. 14.30-16.30 6/6 h. 10.00-12.00 The course is free, but for organizing reasons we kindly ask all interested people to enroll the course here: https://servizi-esterno.math.unipd.it/userlist/lista/view?id=119 ------------------ Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Next OWPS today
by Luisa Andreis 07 May '25

07 May '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). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars> (next dates: May 14, May 21). We hope to see many of you online! Luisa and Roger ---------- Forwarded message --------- From: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> Date: Sun, May 4, 2025 at 9:58 PM Subject: Next OWPS this Wednesday To: <owps(a)lists.bath.ac.uk<mailto:owps@lists.bath.ac.uk>> The next OWPS will be on Wednesday, May 7, from 13:00 to 15:00 UTC time Speakers: Matthew Kahle<https://matthewkahle.org/> (Ohio State University), András Mészáros<https://users.renyi.hu/~meszaros/> (Alfréd Rényi Institute of Mathematics) 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. Upcoming seminars<https://www.owprobability.org/one-world-probability-seminar/future-seminars>: May 14: Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) May 21: Eleanor Archer (Dauphine-PSL Paris), Anita Winter (Duisburg-Essen University) ----------------------- Introduction to determinantal random hypertrees Matthew Kahle (Ohio State University) Abstract: A hypertree is a simplicial complex that serves as a higher-dimensional analogue of a tree. We will discuss a natural model of random hypertree, inspired by enumerative work of Kalai and probabilistic work of Lyons. This model is a higher-dimensional analogue of a uniform spanning tree on a complete graph. In this talk, we will take some time to carefully motivate and define the model, and then to discuss some of its probabilistic properties. Finally, we will overview some results of Andrew Newman's and mine about the basic properties of 2-dimensional determinantal random hypertrees. In particular, we will discuss torsion in homology and hyperbolicity of the fundamental group. I will not assume any topological prerequisites, and will aim to make the talk as self contained as possible. Determinantal hypertrees and graph limits András Mészáros (Alfréd Rényi Institute of Mathematics) Abstract: We discuss how graph limit theory can provide us with useful tools to understand random simplicial complexes. Extendending the result of Grimmett on the local weak limit of uniform random spanning trees of complete graphs, we describe the local weak limit of determinantal hypertrees. Relying on the large deviation principle for the Erdős–Rényi random graph by Chatterjee and Varadhan, we give an upper bound on the mod 2 homology of 2-dimensional determinantal hypertrees. If time permits, we discuss conjectures on the distribution of the p-torsion of the first integral homology group of 2-dimensional determinantal hypertrees. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Save the date: OWABI@BioInference2025 - 29th May 10am UK time
by Massimiliano Tamborrino 07 May '25

07 May '25

Dear all, the next OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is going to be quite special, consisting of two selected talks livestreamed from BioInference 2025 (https://bioinference.github.io/2025/) a conference on mathematical modelling and inference on (broadly speaking) biological system. The seminars will be on Thursday the 29th May, at 10am UK time (note the different time with respect to previous seminars), given by * Andrew Golightly (Durham University), Accelerating Bayesian inference for stochastic epidemic models using incidence data * Henrik Häggström (Chalmers University), Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology with abstracts reported below. The talks will be streamed on the OWABI MS Team Channel<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> , at the link https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 323 917 219 730 3 Passcode: Fk9JG3eB 1st OWABI Talk: 10-10.30am UK time Speaker: Andrew Golightly<https://www.durham.ac.uk/staff/andrew-golightly/> (Durham University) Title: Accelerating Bayesian inference for stochastic epidemic models using incidence data Abstract: This work considers the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. The most natural Markov jump process representation of the model is eschewed for reasons of computational efficiency, and replaced by a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. Unlike previous approaches that use the LNA in this setting, two approaches for marginalising over the latent process are considered: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the noise model. These approaches are compared using synthetic data with the best performing method applied to real data consisting of removal incidence of Oak Processionary moth nests in Richmond Park, London. 2nd Seminar: 10.30-11am UK time Speaker: Henrik Häggström<https://research.chalmers.se/en/person/henhagg> (Chalmers University) Title: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology Abstract: We propose a novel methodology for Bayesian inference in hierarchical mixed-effects models. By building on our work [1], we construct a simulation-based inference (SBI) framework that is highly scalable, where amortized approximations to the likelihood and the parameters posterior are first obtained, and these are rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. Unlike the current state-of-art SBI methods, which use neural networks, our approximations are expressed via Gaussian mixture models, leading to easily trainable, parsimonious yet expressive surrogate models of both the likelihood function and the posterior distribution. The methodology is exemplified via stochastic differential equation mixed-effects models to describe translation kinetics after mRNA transfection, however the methodology is general and can accommodate other types of stochastic and deterministic models. We compare our approximate inference with exact pseudomarginal inference and show that our methodology is fast and competitive. We are looking forward to seeing you at the next OWABI seminar(s), best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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5th ZiF Summer School Randomness in Physics and Mathematics
by Manuela Girotti 07 May '25

07 May '25

Deal all, I am forwarding the following exciting Summer School opportunity for young researchers (PhDs and postdocs). << Dear Colleague, Below please find the second circular on the 5th ZiF Summer School Randomness in Physics and Mathematics: From Thermalisation in Quantum systems to Random Matrices, Aug. 25 - Sept. 6, 2025, ZiF Bielefeld, Germany Please feel free to forward this to potential junior participants. The goal of this two-week event is to bring together PhD or MSc students and postdocs from various areas in mathematics, mathematical and theoretical physics. Topics include the eigenstate thermalisation hypothesis, two-dimensional Coulomb gases, multiplicative chaos and deep learning, with methods coming from free probability, spin glasses, integrable systems, and statistics. The interdisciplinary lecture series will be given by Benoit Collins (Kyoto), Laszlo Erdös (Klosterneuburg), Laura Foini (Saclay), Silvio Franz (Paris), Tamara Grava (Bristol), Gaultier Lambert (Stockholm), Andrea Montanari (Standford) and Ofer Zeitouni (Rehovot), see https://indico.physik.uni-bielefeld.de/event/220/ for further details. The school will kick off the 4 month programme "The Lush World of Random Matrices" at the Centre for Interdisciplinary Research ZiF, organised by Jean-Philippe Bouchaud and Valentina Ros. For further information including the 3 workshops held in this period see https://www.uni-bielefeld.de/einrichtungen/zif/groups/ongoing/matrices/ May 18 2025 is the deadline for applications to participate in the 5th ZiF Summer School, see https://indico.physik.uni-bielefeld.de/event/220/page/38-registration-form For further information about the school please contact one of the organisers: akemann(a)physik.uni-bielefeld.de or goetze(a)math.uni-bielefeld.de With best regards, Gernot Akemann and Friedrich Goetze >>

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Seminario Wojciech Górecki - Politecnico di Milano - 12 Maggio 2025
by Luca Scarpa 06 May '25

06 May '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 12 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Wojciech Górecki, Università di Pavia. Title: Fundamental bounds for the metrology of open quantum systems. Abstract. Quantum mechanics allows for enhanced measurement precision beyond classical limits by harnessing entanglement and/or long-time coherence. However, these resources are highly sensitive to noise, making their use in open quantum systems particularly challenging. At the same time, optimizing metrological protocolsกชanalytically or numericallyกชbecomes increasingly difficult as system size and measurement complexity grow. Nonetheless, for quantum systems governed by a master equation, it is possible to derive fundamental, protocol-independent bounds on achievable precision. These bounds provide an objective benchmark to assess existing strategies and identify potential for improvement. In this seminar, I will present these fundamental bounds, first introduced by A. Fujiwara and H. Imai and later extended by R. Demkowicz-Dobrzaจฝski, S. Zhou, L. Jiang, among others. I will illustrate the framework through examples involving interferometry and cavity parameter estimation under photon loss, with particular attention to critical metrology and continuous measurement in the steady-state regime. Link Zoom: https://polimi-it.zoom.us/j/98193479401?pwd=erIyNXKLNBPYszVUmps1PuI4xg1ztq.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2585&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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borsa di dottorato presso il Politecnico di Milano di statistica spaziale - scadenza iscrizioni 30 maggio 2025
by Alessandra Guglielmi 06 May '25

06 May '25

Cari colleghi, si è aperto il bando per una borsa di dottorato presso il Politecnico di Milano di argomento di statistica spaziale. Qui sotto l'annuncio, in italiano ed inglese, da fare circolare ai potenziali interessati. Grazie Cari saluti Alessandra Guglielmi #################################### È stato pubblicato il bando per una borsa di dottorato tematica di argomento statistico presso il Politecnico di Milano su metodi statistici spaziali per le disuguaglianze nell’offerta di servizi di istruzione e cura della prima infanzia (ECEC) e nell’impatto sulla partecipazione delle donne al mercato del lavoro. La scadenza per l'iscrizione è il 30 maggio alle h 14. Il bando e il link al sito per la procedura di iscrizione si trovano qui: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… La scheda della borsa, dal titolo SPATIAL ANALYSIS OF INEQUALITIES IN EARLY CHILDHOOD EDUCATION AND THEIR IMPACT ON WOMEN’S LABOUR MARKET PARTICIPATION si trova a partire da questa pagina https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… cliccando prima su MODELLI E METODI MATEMATICI PER L'INGEGNERIA<https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandoGU…>, poi su Thematic scholarships webpage e infine scaricando il pdf col titolo della borsa. La borsa è sostenuta dal progetto di ricerca #GROW - Where to grow a child? Spatial inequalities in ECEC and its impact on women’s labour market participation, finanziato dalla Fondazione Cariplo. Relatori: Alessandra Guglielmi, Dipartimento di Matematica, Polimi; Lara Maestripieri, Universitat Autonoma de Barcelona, Barcellona (Spagna). Il dottorando/la dottoranda dovrà spendere da 6 mesi a 1 anno presso l’Universitat Autonoma de Barcelona. Il dottorando/la dottoranda si occuperà di modelli bayesiani per il clustering di dati areali. Sarà coinvolto nel confronto tra l’offerta di ECEC a Milano e a Barcellona. Avrà un ruolo attivo nella disseminazione delle inferenze ottenute verso la società civile e i policymaker locali e nazionali. Borsa di studio: 1400 € netti mensili (x 36 mesi), +50% durante 6 mesi di trasferta a Barcellona. Chiusura del bando: 30/05/25, graduatoria del vincitore e degli idonei: 21/07/25. Presa di servizio: 12/09/25; è necessario essere laureati magistrali prima di quella data. Per ulteriori informazioni, contattare alessandra.guglielmi(a)polimi.it ####################################################### A call for applications has just been issued for a thematic PhD scholarship in statistics at the Politecnico di Milano. The position focuses on spatial statistical methods for analyzing inequalities in the provision of early childhood education and care (ECEC) services and their impact on women's participation in the labor market. The application deadline is 30 May at 2:00 PM. The official call, including the rules and the link to the online application portal, can be found here: https://www.dottorato.polimi.it/en/prospective-phd-candidates/calls-and-reg… For further information, click on MATHEMATICAL MODELS AND METHODS IN ENGINEERING<https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandoGU…> and then on Thematic scholarships webpage and download the description of the PhD project entitled “SPATIAL ANALYSIS OF INEQUALITIES IN EARLY CHILDHOOD EDUCATION AND THEIR IMPACT ON WOMEN’S LABOUR MARKET PARTICIPATION”. The scholarship is funded by the research project #GROW - Where to grow a child? Spatial inequalities in ECEC and its impact on women’s labour market participation. Supervisors: * Alessandra Guglielmi (Department of Mathematics, Politecnico di Milano) * Lara Maestripieri (Universitat Autònoma de Barcelona – Barcelona, Spain). The PhD student will spend from 6 to 12 months at Universitat Autònoma de Barcelona. The main research topic concerns Bayesian models for clustering areal data. The student will be involved in comparing the provision of ECEC in Milan and Barcelona. The student will also play an active role in disseminating inferences to civil society and local and national policymakers. Three-year scholarship: €1,400 net per month (for 36 months). During the 6-month stay in Barcelona, the scholarship will be increased by 50%. Call closing: 30/05/2025 Publication of the ranking list: 21/07/2025. Start date of the PhD program: 12/09/2025. To be eligible, candidates must obtain their Master’s degree by 11 September 2025. For additional information, contact alessandra.guglielmi(a)polimi.it -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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Fwd: Seminario di Matematica, Scienza & Società
by Faggionato, Alessandra 05 May '25

05 May '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Mon, 5 May 2025 at 17:17 Subject: Seminario di Matematica, Scienza & Società To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Avviso di seminario di Matematica, Scienza & Società Lunedì 12 maggio 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Andrea Rinaldo (École Polytechnique Fédérale Lausanne & Università di Padova)Clima, acqua, malattie e solidarietá nel mondo che cambia* Sommario Il clima sta cambiando rapidamente. Dobbiamo farlo anche noi, non considerando scontati privilegi consolidati dal tempo, usi e tradizioni dei luoghi, organizzazioni politiche e sociali, e le espressioni della sensibilità collettiva. Serviranno letture attente del governo dell’acqua, riflettendo su Ambiente naturale e costruito intorno a noi, e ripensamenti del rapporto fra risorse e solidarietà, e sui modi e i tempi della giustizia distributiva nella gestione delle risorse idriche. La mia tesi: i grandi temi di salvaguardia legati al governo dell’acqua, e dunque alla metastoria, riguardano sia il Nord che del Sud del mondo, e ci obbligano a riflettere sulla relazione fra trasformazioni del paesaggio, usi del suolo e dinamica delle risorse naturali, ma anche su un’etica dello sviluppo che tenga conto di un’equa distribuzione dei privilegi e delle risorse. Il seminario si propone in particolare di evidenziare il filo rosso che lega la descrizione matematica di processi idrologici ed epidemiologici, e della geometria della natura nel paesaggio fluviale, a temi centrali nella valutazione della ricchezza e della povertà delle nazioni e nella economia ambientale contemporanea. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… I seminari di Matematica, Scienza e Società sono dedicati all'approfondimento storico e critico di aspetti della matematica e dei suoi rapporti con la scienza e con la società. I seminari hanno carattere interdisciplinare e sono rivolti a studenti, dottorandi, docenti universitari e docenti della scuola secondaria di secondo grado. F. Dell'Isola, M. Pulvirenti, E. Rogora, B. Scoppola, A. Teta %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- ************************************************* 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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Seminario Emanuele Dolera - Politecnico di Milano - 9 Maggio 2025
by Luca Scarpa 05 May '25

05 May '25

Si segnala il seguente seminario a tutti gli interessati. Venerdì 9 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Emanuele Dolera, Università di Pavia. Title: A new approach to Bayesian consistency rates via Wasserstein dynamics. Abstract: allegato Link Zoom: <https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> [cid:8fd49d77-1c52-4688-a3c4-5599dc0b248b@EURP251.PROD.OUTLOOK.COM] <https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> [cid:22b0865f-f3c6-4784-88a5-f6d6f20c3901@EURP251.PROD.OUTLOOK.COM] <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> <https://www.mate.polimi.it/Eventi/?id=2584&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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Bayesian Methods in Economics and Finance -- Summer School (25 - 29 August 2025, Venice)
by Roberto CASARIN 05 May '25

05 May '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: Bayesian Methods in Economics and Finance, 25 - 29 August 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/bayesian-methods-economics-and-finan… The summer school aims to introduce participants to Bayesian Inference, starting with first principles and covering topics of interest to applied econometricians in economics and finance. The course is addressed to students without previous knowledge of Bayesian Statistics and Econometrics. The methods introduced in the lectures will be illustrated with hands-on applications in MATLAB and R based on reasoned statistical and economic examples. *Participation*: Online or in person *Application Deadline*: 18th May *Coordinator*Gaetano Carmeci <https://www.units.it/persone/index.php/from/abook/persona/4715>, University of Trieste *Lecturers* Gaetano Carmeci <https://www.units.it/persone/index.php/from/abook/persona/4715>, University of Trieste Roberto Casarin <https://www.unive.it/data/persone/5589863>, University of Venice, Italy Ca' Foscari Matteo Ciccarelli <https://www.ecb.europa.eu/pub/research/authors/profiles/matteo-ciccarelli.e…>, European Central Bank, DG Economics, Head of Forecasting and Policy Modelling Division Federico Bassetti <https://www4.ceda.polimi.it/manifesti/manifesti/controller/ricerche/Ricerca…>, Politecnico di Milano *Requirements* Intermediate knowledge of statistical inference (Note that preliminary knowledge of Bayesian inference is not required) 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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Seminario PRISMA lunedì 5 maggio 2025 - C. Orrieri & L. Scarpa
by Sonia Mazzucchi 05 May '25

05 May '25

Buongiorno, ricordiamo a tutti gli interessati che oggi lunedì 5 maggio dalle 16 alle 17:17 si svolgerà il periodico seminario online del gruppo UMI-PRISMA. 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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi pomeriggio saranno Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) che parleranno di: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88514293418 <https://www.google.com/url?q=https://unitn.zoom.us/j/88514293418&sa=D&sourc…> ID riunione: 885 1429 3418 Codice d’accesso: 236100 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) TITOLO: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore RIASSUNTO: Nella prima parte del seminario verranno introdotte alcune classi di equazioni di evoluzione in relazione alla modellizzazione di problemi di transizione di fase. Dal punto di vista matematico tali equazioni sono caratterizzate da una dinamica doppiamente nonlineare che tipicamente non ne assicura la buona positura. In particolare, l’unicità delle soluzioni viene a mancare. Questo motiva l’introduzione e l'analisi di opportune formulazioni stocastiche per tali modelli, nell’ottica di ottenere effetti di regolarizzazione per rumore. Nella seconda parte il problema di regolarizzazione per rumore verrà inquadrato nel contesto più generale di equazioni di evoluzione stocastiche con drift singolare e verranno presentati alcuni risultati di unicità. L'applicabilità di tali tecniche identificherà naturalmente un concetto di criticità che porrà le equazioni doppiamente nonlineari in un regime supercritico. Per queste verrà fornito infine un risultato parziale di stabilità per rumore. I risultati presentati nei seminari sono stati ottenuti in collaborazione con F. Bertacco (Imperial College London) e U. Stefanelli (Università di Vienna). %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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PhD course by Mathieu Rosenbaum in Verona "Recent developments in financial statistics for high frequency markets"
by Cecilia Mancini 04 May '25

04 May '25

It is an honor to announce that Professor Mathieu Rosenbaum, from the Polytechnic of Palaiseau, will teach the course Recent developments in financial statistics for high frequency markets for our doctoral students in Economics and Finance, track Mathematics and Data Analytics for Finance, at the University of Verona, campus Santa Marta, via Cantarane 24 The course is given in person, in English, and will be divided in 6 lessons of 3 hours each, from 29/4/2025 to 28/5/2025, as follows Tuesday 29/4/25: 3 pm-6 pm Wednesday 30/4/25: 9.15 am - 12:15 pm Tuesday 6/5/25: 3 pm-6 pm Wednesday 7/5/25: 9.15 am - 12:15 pm Tuesday 27/5/25: 3 pm-6 pm Wednesday 28/5/25: 9.15 am - 12:15 pm The initiative was possible thanks to the funding offered by INdAM (National Institute of Higher Mathematics, based in Rome) PROGRAM OF THE COURSE Introduction of various recent statistical tools which are nowadays essential when working on electronic markets. In particular, optimal high frequency trading and hedging, limit order book modelling, optimal tactics and statistical arbitrage were considered. We also addressed several regulation questions occurring at the microstructure level and made links with the recent literature on rough volatility. 1- Introduction to high frequency markets 2- Optimal trading 3- High frequency statistics 4- Limit order book modelling 5- Regulatory issues 6- From microstructure to market impact and rough volatility All the interested people are warmly invited to participate

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seminar - Roberto Ghiselli Ricci
by Sabrina Mulinacci 02 May '25

02 May '25

Dear all, I am glad to announce and invite you to the following seminar Statistics Seminars 2024/2025 Thursday May 8th, 2025 at 14.30 Room IV in Via Belle Arti, 41, Department of Statistics, University of Bologna or online on Microsoft Teams (here below you can find the link) “A world of copulas” Prof. Roberto Ghiselli Ricci (Università Ca‘ Foscari Venezia) Abstract A journey into the most outstanding family of aggregation functions given by the Copulas. They are particularly intriguing, because, on the one hand, they offer a theoretically fertile field of study with deep connections with different branches of mathematics such as Differential Calculus and even Group Theory, and, on the other hand, as consequence of the seminal Sklar's Theorem (1969), they are an essential tool for building refined stochastic models able to satisfy properties required by real problems. Best Regards Sabrina Mulinacci ________________________________________________________________________________ Microsoft Teams Serve aiuto?<https://aka.ms/JoinTeamsMeeting?omkt=it-IT> Partecipa alla riunione ora<https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWQyYjdiNGItOGEwMi00…> ID riunione: 396 589 226 763 9 Passcode: Wc9Nc95p

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SPASS Seminar: Theodore Drivas
by Mario Maurelli 02 May '25

02 May '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Vibrodynamics of constrained mechanical systems* by *Theodore D. Drivas* (Stony Brook University) The seminar will take place on *TUE, 06.05.2025* at *9:00 CEST *(mind unusual time) in Aula Seminari, Dipartimento di Matematica, 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: Vibrodynamics of constrained mechanical systems* *Abstract: We study the effect of rapid vibration of constraining surfaces of arbitrary codimension on a confined mechanical particle. The slow dynamics experience an effective potential force coming from the geometry of the vibrating surface, which can introduce new equilibria and change stability character of existing ones. A classical example is Kapitza's stabilization of the inverted pendulum with a vibrating pivot. After developing this formalism for finite dimensional systems, we generalize to infinite dimensions by analogy and study the resulting vibrogenic forces for inextensible threads and incompressible fluids. The thread effectively becomes elastic, and the fluid evolves as a variant of the incompressible inhomogeneous system. This is joint work with D. Glukhovskiy.*

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Fwd: annuncio LYSeMinar 6 maggio 2025
by Domenico Marinucci 01 May '25

01 May '25

Cari colleghi di seguito l'annuncio di un seminario organizzato nell'ambito delle attività dell'IRL LYSM INdAM-CNRS, a cui siete tutti cordialmente invitati a partecipare. ----------------------------------------------------------- LYSeMinar Martedì 6 maggio, ore 10:30, Sala di Consiglio, Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma, P.le A. Moro 5, 00185 Roma Speaker: Lucia Caramellino (Univ. Roma Tor Vergata) Title: Regularization lemmas and applications Abstract: The talk focuses on some regularization results that allow one to prove estimates in the total variation distance, typically by upgrading already known estimates holding in the Wasserstein distance. In all this, tools from Malliavin calculus will play a crucial role. Some applications will then be discussed. The talk is mainly based on the papers "Regularization lemmas and convergence in total variation", with V. Bally and G. Poly (EJP 2020), and "Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics", with G. Giorgio and M. Rossi (JFA 2024). -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09
by Gianmario Tessitore - UNIMIB 01 May '25

01 May '25

Condivido molto volentieri ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: gio 1 mag 2025 alle ore 16:16 Subject: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09 To: <gianmario.tessitore(a)unimib.it> Dear Mario, we got the info for next week's talk. Best wishes, Stefan ------------------------------------------------ Friday, May 09, (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Emmanuel Gobet* (CMAP-Ecole Polytechnique, France) https://users.jyu.fi/~chgeiss/posterofPrEGobet.jpg will speak about *Numerical approximation of ergodic BSDEs using nonlinear* *Feynman-Kac formulas* Abstract: We study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. In order to build our numerical scheme, we put forward a new representation of the PDE solution by using a classical probabilistic representation of the gradient. Then, based on this representation, we propose a fully implementable numerical scheme using a Picard iteration procedure, a grid space discretization and a Monte-Carlo approximation. Up to a limiting technical condition that guarantees the contraction of the Picard procedure, we obtain an upper bound for the numerical error. We also provide some numerical experiments that show the efficiency of this approach for small dimensions. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025
by Gasbarra, Dario 01 May '25

01 May '25

Dear friends of Stochastics and Statistics, students and supervisors, the registration for the 43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025 is still open until May 10th ! Please check the website 43rd Finnish Summer School on Probability and Statistics | FDNSS<https://fdnss.fi/43rd-finnish-summer-school-on-probability-and-statistics/> Poster<https://fdnss.fi/wp-content/uploads/2025/05/fdnss-school_poster-2025-3.pdf> , Preliminary program (PDF)<https://fdnss.fi/wp-content/uploads/2025/05/schedule_probability_summer_sch…> Lecturers: Martin Hairer<https://hairer.org/> (Imperial College London and EPFL Lausanne) Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) See you in Lammi ! (it will be also possible to attend remotely via zoom). With best greetings, Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland

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