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emesso Bando Premio Bruno de Finetti 2025 – Profilo A (Edizione Straordinaria) (scadenza 13 aprile 2025)
by Antonio DI CRESCENZO 19 Feb '25

19 Feb '25

Buongiorno, segnalo che al sito web dell'UMI (https://umi.dm.unibo.it/premi/bandi-premi/ ) sono disponibili diversi bandi di premi, tra cui il Bando Premio Bruno de Finetti 2025 – Profilo A (Edizione Straordinaria) <https://umi.dm.unibo.it/wp-content/uploads/2025/02/Bando-Premio-Bruno-de-Fi…> (scadenza 13 aprile 2025). Il premio è destinato a studiose e studiosi di Calcolo delle Probabilità e delle sue applicazioni aventi cittadinanza italiana e nati a partire dal 1 gennaio 1985. Il limite anagrafico si intende aumentato di un anno sia per ogni figlio avuto (o per ogni congedo parentale di cui si è usufruito) sia per ogni congedo superiore a 6 mesi dovuto a motivi di salute. Grazie per l'attenzione -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

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Seminar Claudia CECI
by Antonello Pesce 18 Feb '25

18 Feb '25

Dear all, On February 19th, in the classroom Aula Vitali, Department of Mathematics of the University of Bologna, the following seminar will take place: 11:00-12:00: Claudia CECI “OPTIMAL SELF-PROTECTION VIA BSDES FOR RISK MODELS WITH JUMP CLUSTERS” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/3738 <https://seminari.dm.unibo.it/mat/seminars/3738> 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)

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Seminario PRISMA lunedì 3 marzo 2025 - G. Cannizzaro & F. Toninelli
by Alberto Chiarini 18 Feb '25

18 Feb '25

Seminari 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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per lunedì 3 marzo 2025. I relatori 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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Fwd: Fw: Urgent support for colleagues at Cardiff University
by Tiziano De Angelis 18 Feb '25

18 Feb '25

Dear Colleagues, I am forwarding a petition started by the LMS to save the School of Maths at the University of Cardiff. Please consider signing it if you may. Best wishes Tiziano ---------- Forwarded message --------- Da: Amanda Turner <0001038771d4c3ec-dmarc-request(a)jiscmail.ac.uk> Date: lun 17 feb 2025 alle ore 19:24 Subject: Fw: Urgent support for colleagues at Cardiff University To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, You may have heard that the Cardiff University is threatening a significant number of compulsory redundancies within its School of Mathematics. If you would like to show support for mathematicians at Cardiff please consider signing the open letter below and forwarding it to others. Amanda [please sign this petition and forward on to your professional network] *Urgent support for colleagues at Cardiff University* Dear Colleague, I am writing to you in my role as President of the London Mathematical Society and Chair of the Campaign for the Mathematical Sciences. Cardiff University is threatening up to half of its staff in pure and applied mathematics with compulsory redundancy, despite the department returning a significant surplus to the university. As part of our campaign to avert these redundancies, we are now launching an open letter which can be viewed here: *https://tinyurl.com/2vjxurb9 <https://tinyurl.com/2vjxurb9>* If you are supportive and would like to sign, please fill in this form: *https://forms.gle/bqwZXMkajEVbucWe7 <https://forms.gle/bqwZXMkajEVbucWe7>* Your name should then automatically appear on the letter (refresh the form). Feel free to forward this message to your professional network. With many thanks for your support. Best wishes, Jens *Professor Jens Marklof FRS* Henry Overton Wills Chair, University of Bristol President, London Mathematical Society Chair, Campaign for the Mathematical Sciences ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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School on Robust Statistics: Theory and Computation - Ispra (IT) - 15-17 May 2025
by Francesca Greselin 17 Feb '25

17 Feb '25

*School on Robust Statistics: Theory and Computation* *Date:* 15-17 May 2025 *Location:* Joint Research Centre of the European Commission, Ispra (Varese), Italy The *School on Robust Statistics* <https://datascience.maths.unitn.it/icors2025/school.html> is an *educational event* tailored for students, early-career researchers, and professionals. It precedes the International Conference on Robust Statistics (ICORS 2025) <https://datascience.maths.unitn.it/icors2025/> and offers a unique opportunity to learn from leading experts in robust statistics. The school will cover a broad range of topics central to robust statistics, starting with foundational principles and concepts that underpin robustness, such as breakdown points, influence functions, and the asymptotic properties of robust estimation techniques. These foundational elements are crucial for understanding why robust methods are indispensable in real data analysis, particularly in scenarios where standard approaches fail. Whether you are a student just beginning your journey into robust statistics or an experienced researcher looking to stay at the forefront of the field, this school provides an opportunity to learn, connect, and grow in an intellectually stimulating environment. *Lectures will be delivered in English.* The school has an excellent lineup of top-class lecturers covering a range of diverse topics in Robust Statistics: - Rik Lopuhaä (TU Delft, Netherlands) - Abhik Ghosh (Indian Statistical Institute, India) - Peter Rousseeuw (KU Leuven, Belgium) - Marco Riani (University of Parma, Italy) - Valentin Todorov (UNIDO, Austria) *Registration:* - *Opening Date:* 15 January 2025 - *Fee:* Free of charge - *Link to Register:* https://web.jrc.ec.europa.eu/remjrc/screen/meeting/16640/registration-form For further details, please visit: https://datascience.maths.unitn.it/icors2025/school.html ------------------------------ We look forward to welcoming you to *Ispra!* Best regards, The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma) Francesca Greselin <https://www.unimib.it/francesca-greselin>, Associate Professor University of Milano-Bicocca Scopus <https://www.scopus.com/authid/detail.uri?authorId=25936155400> - Wos <https://www.webofscience.com/wos/author/record/A-8770-2015> - ArXiv <https://arxiv.org/search/?query=Francesca+Greselin&searchtype=all&source=he…> - Personal page <https://sites.google.com/unimib.it/francesca-greselin> - ResearchGate <https://www.researchgate.net/profile/Francesca-Greselin/research> - ‪‪Google Scholar‬ <https://scholar.google.com/citations?hl=it&user=xOOTbBAAAAAJ> https://unimib.webex.com/meet/francesca.greselin

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Lecturer Positions at Bath in Probability and Numerical Analysis
by Avi Mayorcas 14 Feb '25

14 Feb '25

The University of Bath has just opened up two permanent Lecturer (Assistant Professor) positions, one focussed in probability, the other in numerical analysis and data science. The positions are 50/50 teaching and research, adverts below. Probability: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED12448 Numerical Analysis and Data Science: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED12447 Avi

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Seminari Padova - Claudio Macci e Jonathan Tam
by alekos.cecchin＠unipd.it 14 Feb '25

14 Feb '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (21 Febbraio) in aula 1BC45 (Torre Archimede, Università di Padova) ci saranno due seminari per il ciclo di seminari in Probabilità e Finanza di: 1. Claudio Macci (Università di Roma Tor Vergata) <https://www.mat.uniroma2.it/~macci/> https://www.mat.uniroma2.it/~macci/ Title: Large and moderate deviations for Gaussian neural networks Date: February 21, 2025, at 14:30, room 1BC45 Abstract: We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. However, for deep neural networks fed by a single input, we have results even if the pre-activation is ReLU. When the network is shallow (i.e., there is exactly one hidden layer) the large and moderate principles hold for quite general pre-activations and in an infinite-dimensional setting. Joint work with Barbara Pacchiarotti (Università di Roma Tor Vergata) and Giovanni Luca Torrisi (IAC-CNR). 2. Jonathan Tam (Università di Verona) <https://sites.google.com/view/jonathanyytam/home> https://sites.google.com/view/jonathanyytam/home Title: Extended mean-field control: a finite-dimensional numerical approximation Date: February 21, 2025, at 15:30, room 1BC45 Abstract: We present a finite-dimensional numerical approximation for a class of extended mean field control problems. Our algorithm learns the value function on the whole Wasserstein domain, as opposed to a fixed initial condition. We leverage the approximation of the mean field problem by a finite-player cooperative optimization problem, due to the propagation of chaos, together with the usage of finite-dimensional solvers. This avoids the need to directly approximate functions on an infinite-dimensional domain, and allows for more efficient memory usage and faster computation times. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminars in Statistics at Collegio Carlo Alberto - Nial Friel (University College Dublin)
by Matteo Giordano 14 Feb '25

14 Feb '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 21/02/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Nial Friel (University College Dublin) Title: The clustered Mallows model Abstract: Rankings represent preferences that arise from situations where assessors arrange items, for example, in decreasing order of utility. Orderings of the item set are permutations that reflect strict preferences. However, strict preference relations can be unrealistic for real data. In large item sets, assessors might prioritise certain items, rank others low, and express indifference towards the remaining. Rank aggregation may involve decisive judgments in some parts and ambiguity in others. In this talk, we extend the famous Mallows (Mallows, 1957) model (MM) to accommodate item indifference. Grouping similar items motivates the proposed Clustered Mallows Model (CMM), a MM counterpart for tied ranks with ties learned from the data. The CMM provides the flexibility to combine strictness and indifferences, describing rank collections as ordered clusters. Bayesian inference for the CMM is a doubly-intractable problem since the normalised model is unavailable. We overcome this with a version of the exchange algorithm (Murray et al.,2006) and provide a pseudo-likelihood approximation as a computationally cheaper alternative. Analysis of two real-world ranking datasets is presented, showcasing the practical application of the CMM and highlighting scenarios where it offers advantages over alternative models. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 19/02/2025 * a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Fwd: First announcement - QFT conference in Roma, 15-17 sept 2025
by Francesco Caravenna 14 Feb '25

14 Feb '25

Ricevo e con piacere inoltro. FC > Da: Alessandro Giuliani <alessandro.giuliani(a)uniroma3.it> > Oggetto: First announcement - QFT conference in Roma, 15-17 sept 2025 > > Dear colleagues, > > it is a pleasure to announce the conference > > QFT AT THE CROSSROADS between MATHEMATICS AND PHYSICS > > which will take place on September 15-17, 2025, at the Department of Physics of Sapienza Università di Roma. > > The conference is the closing event of the PRIN project "Mathematical Interacting Quantum Fields" and it will focus on the long-standing problem of the non-perturbative foundation of Quantum Field Theory. > > Recent years have seen a revived interest both of mathematicians and physicists on this central question. New techniques and approaches are being developed by different communities. This conference aims at gathering researchers with different backgrounds and favoring a constructive dialogue about methods and future research directions. > > The list of speakers is attached below. > > The REGISTRATION is free but mandatory (deadline: March 21, 2025) and is available on the workshop website: > > https://sites.google.com/view/qft-at-the-crossroads > > For additional informations, please write at alessandro.giuliani(a)uniroma3.it <mailto:alessandro.giuliani@uniroma3.it>. > > Please feel free to circulate the announcement among colleagues and students who may be interested in the event. > > With best regards, > > Alessandro Giuliani and Vieri Mastropietro > > SPEAKERS: > > Roland Bauerschmidt (NYU) > Sourav Chatterjee (Stanford) > Jon Dimock (SUNY Buffalo) > Jürg Fröhlich (ETH Zurich) > Giovanni Gallavotti (Roma Sapienza) > Holger Gies (FSU Jena) > Alessandro Giuliani (Roma Tre) > Razvan Gurau (Heidelberg) > Clement Hongler (EPFL Lausanne) > David Kaplan (Washington) > Igor Klebanov (Princeton) > Christoph Kopper (Polytechnique Palaiseau) > Antti Kupiainen (Helsinki) > Marcos Mariño (Geneva) > Vieri Mastropietro (Roma Sapienza) > Kasia Rejzner (York) > Slava Rychkov (IHES) > Manfred Salmhofer (Heidelberg)

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Announcement PhD course@UniPD - Mathematical Climate Finance, by Prof. Andrea Macrina
by Tiziano Vargiolu 14 Feb '25

14 Feb '25

We are pleased to announce the PhD course "Mathematical Climate Finance", held by Prof. Andrea Macrina (Department of Mathematics, University College London) The course is organized by the Doctoral Program in Mathematical Sciences, under the framework "Shaping a World-Class University" of the University of Padova --------------------- Outline This is an introduction to mathematical climate finance by in-depth treatment of some of the recent advances in this burgeoning field of research in financial mathematics. The focus will be on climate transition risk that, together with physical risk, is a major source of climate change risk impacting economies and financial markets. The mathematics, especially the formulation and modelling aspects, on which climate finance is based, is at the core of this course. The aim is thus the study and development of climate finance anchored in financial mathematics. Mathematical climate finance is an active area of research, and this course aims at keeping up- to-date with new insights and ongoing research progress in academia and the industry. A taste of the topic treated in this course can be sampled from the cover story in the Fields Notes, Vol. 12:4, Spring/Summer 2024. https://www.fields.utoronto.ca/sites/default/files/uploads/01875_FI_FieldsN… A more detailed description of the course can be found here: https://www.math.unipd.it/~dottmath/corsi2025/Macrina.pdf --------------------------- The course will consist of 16 hours, beginning on February 25, 2025 with the following calendar: 25/2 h. 15-17 27/2 h. 16-18 4/3 h. 15-17 6/3 h. 16-18 11/3 h. 15-17 13/3 h. 16-18 18/3 h. 15-17 19/3 h. 15-17 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=118 ------------------ 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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OWABI - Ayush Bharti - Feb 27
by Massimiliano Tamborrino 13 Feb '25

13 Feb '25

Dear all, the next OWABI seminar<http://www.warwick.ac.uk/oneworldabc> is scheduled on Thursday the 27th February at 11am. I am pleased to inform you that our next speaker is Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be streamed on MS Teams on the OWABI Ms Teams channel OWABI Seminar: One World Approximate Bayesian Inference Seminar | General | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> You could join the meeting with the link and details below Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 311 178 293 223 Passcode: zg3E8kw3 Important: The virtual lobby has been removed, so everyone should now be able to join the seminar without any authorisation. Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling 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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QFinLab Seminar - Marzia De Donno (Università Cattolica del Sacro Cuore) - 19/2/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 13 Feb '25

13 Feb '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 19 February 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Marzia De Donno (Università Cattolica del Sacro Cuore) Title: Short rate models with stochastic discontinuities: a PDE approach. Abstract: With the recent reform of interest rate benchmarks, interbank offered rates (IBORs) like LIBOR have been replaced by risk-free rates (RFRs), such as the Secured Overnight Financing Rate (SOFR) in the U.S. and the Euro Short-Term Rate (€STR) in Europe. These rates exhibit characteristics like jumps and spikes that correspond to specific market events, driven by regulatory and liquidity constraints. To capture these characteristics, this paper considers a general short-rate model that incorporates discontinuities at fixed times with random sizes. Within this framework, we introduce a PDE-based approach for pricing interest rate derivatives. For affine models, we derive (quasi) closed-form solutions, while for the general case, we develop numerical methods to solve the resulting PDEs. (Joint work with A. Calvia, C. Guardasoni, S. Sanfelici). Next seminar: Katia Colaneri (Università di Roma Tor Vergata), 5 March 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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Procedura selettiva 2025RTT01 - Università di Padova
by Alessandra Fabbri Colabich 13 Feb '25

13 Feb '25

Si informa che è stato pubblicato il bando *2025RTT01 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 15 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022. In particolare, presso il Dipartimento di Scienze Statistiche: - uno nel *GSD 13/STAT-01*, SSD STAT-01/A STAT-01/B (Allegato 12) - uno nel *GSD 13/STAT-02*, SSD STAT-02/A (Allegato 13) Info al link: https://www.unipd.it/procedura-2025RTT01 *Scadenza: 13.03.2025 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Open Day – PhD Program in Mathematics, University of Bologna
by Andrea Pascucci 13 Feb '25

13 Feb '25

The PhD School in Mathematics at the University of Bologna is pleased to invite you to the Open Day of the PhD Program in Mathematics, an event dedicated to master’s students interested in pursuing advanced studies and research. During the event, you will have the opportunity to explore the main research areas within the PhD program, meet faculty members and PhD students, gain insights into the curriculum, and receive useful information on admission procedures, scholarships, and career opportunities. At the end of the presentations, there will be a dedicated session for questions and individual discussions. 📅 Date: Wednesday, March 5th, 2025 📍 Link: https://sites.google.com/view/mathphd-openday-bologna/home Don't miss this opportunity to learn more about the PhD Program in Mathematics! -- --------------------------------------------------------------- Andrea Pascucci andrea.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 ---------------------------------------------------------------

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I: PhD positions in Statistics (Amsterdam)
by Francesca Collet 13 Feb '25

13 Feb '25

Ricevo ed inoltro. Cordiali saluti, Francesca Collet ________________________________ Da: Eni Musta <e.musta(a)uva.nl> Inviato: mercoledì 12 febbraio 2025 17:44 A: Francesca Collet <francesca.collet(a)univr.it> Oggetto: PhD positions in Statistics (Amsterdam) Dear Francesca, Could you please distribute the announcement below about two PhD positions in Statistics? Many thanks, Eni ________________________________ Dear all, Applications are invited for two PhD positions in Statistics: one at the Korteweg-de Vries Institute for Mathematics of the University of Amsterdam and one at the department of Econometrics and Data Science of the Vrije Universiteit Amsterdam. The positions are part of a research project on survival analysis and extreme value theory, funded by the Dutch Research Council (NWO). More details about the vacancies can be found at the links below: * UvA position https://werkenbij.uva.nl/en/vacancies/phd-position-in-statistics-on-surviva… * VU Amsterdam position https://workingat.vu.nl/vacancies/phd-position-in-extreme-value-theory-for-… We would be grateful if you could share the vacancies with interested candidates. Best wishes, Eni Musta ____________________________________ Dr. E. Musta Assistant Professor of Statistics University of Amsterdam Korteweg-de Vries Institute for Mathematics Science Park 105-107, 1098 XG Amsterdam

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last call for the International Conference on Robust Statistics (ICORS 2025) - Stresa, 19-23 May 2025
by Francesca Greselin 11 Feb '25

11 Feb '25

*** Apologies for cross-posting *** Dear Colleagues, In response to numerous requests, we are happy to inform you that a few slots remain available for contributed papers at the *International Conference on Robust Statistics (ICORS 2025)*. This event is dedicated to advancing research in *robust statistics and data science*. *Date:* 19-23 May 2025 *Location:* Hotel La Palma, Stresa (VA), Italy Since 2001, ICORS has been an annual international conference for researchers and practitioners interested in robust statistics, machine learning, visualization, and related fields. The conference provides a vibrant forum for discussing theoretical developments and practical applications. Given the recent revolution in AI and on large language models, ICORS 2025 encourages contributions on the interplay between robustness issues in these new fields. *Key Deadlines:* - *Abstract Submission**:* 1 December 2024 to *20 February 2025 (extended)* - *Notification of Acceptance:* before *22 February 2025* - *Early Registration Deadline**:* from 15 January 2025 to *28 February 2025* For more information and submission details, please visit: https://datascience.maths.unitn.it/icors2025/index.html We look forward to welcoming you in Stresa! Best regards, The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

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[Reminder] Oberwolfach seminar on SPDEs in critical spaces
by Antonio Agresti 11 Feb '25

11 Feb '25

Dear colleagues, This is a reminder for the Oberwolfach seminar *“Stochastic Partial Differential Equations in Critical Spaces”, 8-13 June 2025,* that I am co-organizing with Mark Veraar (TU Delft). The meeting takes place in Oberwolfach, and we will present several lectures on the above topic. - The meeting is only meant for PhD students and postdocs. - The deadline for applications is March 1st, 2025. - The lectures are partly based on our recent survey: https://arxiv.org/abs/2501.18561 - Information on how to apply can be found at https://www.mfo.de/scientific-program/meetings/oberwolfach-seminars - For the program and poster, see https://www.mfo.de/occasion/2524a/www_view Please forward it to people who may be interested in attending. Do not hesitate to write if you have any questions. Best regards, Antonio Agresti and Mark Veraar

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Announcement PhD course@MaLGa - Theoretical Foundations of Machine Learning
by Ernesto De Vito 11 Feb '25

11 Feb '25

We apologize for multiple postings and kindly request students and researchers who might be interested to participate. We are pleased to announce the PhD course "Theoretical Foundations of Machine Learning" ( https://tinyurl.com/2s3jtfnp) The course is organized by MaLGa - Machine Learning Genoa Center, as part of the ELLIS Genoa unit activities, and is taught by Ernesto De Vito, Lorenzo Rosasco, and Silvia Villa. The objective of the course is to introduce the mathematical framework and key foundational results in Machine Learning Theory. In particular, the course will present the statistical learning theory framework with empirical risk minimization and regularization as guiding principles for algorithm design. Linear and nonlinear models will be discussed, including neural networks and kernel methods (reproducing kernel Hilbert spaces). The course will cover optimization aspects, discussing and analyzing stochastic gradient methods and backpropagation. Additionally, it will cover the error analysis of different algorithms, considering both statistical and approximation theory aspects. Further advanced topics will be covered in a half-day workshop by Nicolò Cesa-Bianchi (UniMi) and Andrea Agazzi (UniBe). -------------------------------------------------------------------------------------------------- Format: The course will consist of 28 hours, held from June 23 to June 27, 2025, at the DIBRIS/DIMA@UNIGE building, Via Dodecaneso 35, 16146 Genoa, Italy. Lessons will be in-person only. Participants will receive a certificate of attendance upon completing the course. -------------------------------------------------------------------------------------------------- Applications: Submit your application here: https://forms.gle/FPMz4bcwzfExhud69 Application deadline: March 16, 2025. The maximum number of participants is 120. Selection will be based on CV evaluation. We encourage early applications as spaces are limited. Best regards, The organizers: Marco Rando Hippolyte Labarrière Giulia Casu

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Seminario Jacopo Borga, Martedì 11 Febbraio, Sapienza Università di Roma
by Silvestri, Vittoria 11 Feb '25

11 Feb '25

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 11 Febbraio, ore 14:00,* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Jacopo Borga (MIT) *Title: *Lattice Yang-Mills theory in the large N limit via sums over surfaces *Abstract:* Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: - A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. - An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were previously established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Fwd: I: Open Doctoral/PhD Position
by Antonio Agresti 10 Feb '25

10 Feb '25

Dear All, Below, you can find the announcement for a PhD position on "Dynamical Systems Uncertainty Quantification for Climate Systems" at TU Munich. Please forward it to possible interested candidates. Best regards, Antonio Agresti ------------------------------ *Da:* Christian Kuehn <ckuehn(a)ma.tum.de> *Inviato:* domenica 9 febbraio 2025 11:56 *A:* ckuehn(a)ma.tum.de <ckuehn(a)ma.tum.de> *Oggetto:* Open Doctoral/PhD Position Dear Colleague, Currently there is an open doctoral/PhD position in my group at Technical University of Munich for a student to start some time in 2025, more details can be found here: https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.multi… <https://www.multiscale.systems/PDF_files/job.pdf> Please feel encouraged to forward this announcement to your local lists and direct colleagues, to collaborative-projects lists, as well as to interested candidates, thank you. Best, Christian -- Christian Kuehn Lichtenberg Professor for Multiscale and Stochastic Dynamics Technical University of Munich https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.multis… <http://www.multiscale.systems/> --

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Submission Deadline Extended – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 10 Feb '25

10 Feb '25

Dear Colleagues, due to numerous requests, we are pleased to announce an extension of the submission deadline for the XXVI Workshop on Quantitative Finance (QFW 2025). The new deadline is now February 28, 2025. We encourage you to take advantage of this extension and submit your paper or extended abstract (minimum four pages) via email to qfw2025(a)unipa.it. For more details, please visit the QFW 2025 website<https://qfw2025.community.unipa.it/>. 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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Workshop On Randomness and Discrete Structures (Groningen, April 7-9, 2025)
by Réka Szabó 10 Feb '25

10 Feb '25

Dear Colleagues, We are pleased to announce the Workshop On Randomness and Discrete Structures (WORDS 2025) 7-9 April 2025 University of Groningen, the Netherlands The workshop will explore various topics related to discrete structures and randomness, including but not limited to percolation, random graphs, and stochastic geometry. The program will feature presentations from the 9 keynote speakers below, as well as contributed talks. - Timothy Budd (Radboud University) Self-overlapping lattice polygons - Nicolas Curien (Université Paris-Sud) Scaling limits of the Luczak-Winkler growth algorithm - Daniel Dadush (Utrecht University) Integrality Gaps for Random Integer Programs via Discrepancy - Zakhar Kabluchko (University of Münster) TBA - Júlia Komjáthy (Delft University of Technology) Schramm's locality conjecture for long range percolation cluster size decay and the locality conjecture - Irène Marcovici (Université de Rouen Normandie) A decentralised diagnosis method with probabilistic cellular automata - Giovanni Peccati (University of Luxembourg) On irreducible CLTs - Wioletta Ruszel (Utrecht University) Fermionic structures in random lattice models - Clara Stegehuis (Twente University) Detecting geometry in scale free networks The registration deadline is February 28, 2025. We encourage junior researchers to propose a contributed talk. For more information and registration, please visit our website: https://sites.google.com/rug.nl/words2025/home The workshop is supported by the grant "NWO Scientific Meetings and Consultations Domain Science WBO 2024-1". We look forward to seeing you in Groningen! Best regards, Tobias Müller, Réka Szabó and Gilles Bonnet

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SPASS Seminar: Olga Ariasova
by Francesco Grotto 10 Feb '25

10 Feb '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Homogenization of a multivariate diffusion with semipermeable reflecting interfaces* by Olga Ariasova (Inst. Geophys. Nat. Acad. Sciences of Ukraine, F. Schiller Univ. of Jena) The seminar will take place tomorrow TUE, 11.2.2025 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * The mathematical problem of homogenization typically involves studying the effective parameters of a system that exhibits rapid variations in its spatial characteristics. However, we focus on a stochastic multivariate homogenization problem of a different kind: the diffusion in the presence of narrowly located semipermeable interfaces. In simple words, our model reminds of a foiled composite material consisting of a media interlaced with very thin plates of different permeability. In material science such models are referred to as reinforced materials like a glass wool reinforced by aluminium foil. Usually, one is interested in the effective parameters of such a system. By combining the study of stochastic differential equations with local times and homogenization, we explore how the presence of interfaces can alter the diffusion behavior of the limit process. As a byproduct of our research, we obtain theorems for the existence and uniqueness of solutions to SDEs for multidimensional diffusion processes with membranes. Uniqueness is a problem of particular interest because it implies the strong Markov property of the solution, which is essential for the proof of convergence.

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Call for Posters – Workshop on Nonparametric Statistics @Luiss University (May 15-16, 2025)
by Alessia Caponera 10 Feb '25

10 Feb '25

Dear colleagues, We invite early-career researchers (PhD students or scholars within 5 years of obtaining the PhD) to submit a poster for the *Workshop on Nonparametric Statistics*, which will be held at *Luiss University in Rome on May 15-16, 2025*. This event provides an opportunity to present research, receive feedback, and engage with peers in an informal setting. Submission details: - Deadline for submission: March 1, 2025 - Abstract length: Max 1 page - Notification: March 16, 2025 - To submit a poster, please e-mail npstats(a)luiss.it, attaching the abstract. The poster session will be held on May 16, alongside talks by distinguished invited speakers. For more details, visit our website https://sites.google.com/view/wsnpstats/home <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.goo…> or e-mail npstats(a)luiss.it. We look forward to your submissions! Best regards, Alessia Caponera On behalf of the Organising committee Alessia Caponera, Marta Catalano, Matteo Iacopini, Marco Perone Pacifico

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PhD positions at Scuola Normale Superiore, Pisa, Italy
by Fabrizio Lillo 09 Feb '25

09 Feb '25

Seven PhD fellowships are available at SNS for students interested in pursuing a PhD degree in* Computational Methods and Mathematical* *Modeling for the Sciences and Finance*. Areas of specialization include: Numerical Analysis and Scientific Computing, Quantitative Finance, Stochastic Analysis, Machine Learning, Computational Chemistry, Computational Biology and Quantum Information Theory. The application deadline is March 6, 2025; start date is November 1, 2025. For application information, see https://www.sns.it/sites/default/files/2025-01/dd_bando_phd_2025-26_sci-sig… (Please note: the English version starts on page 12 of the document.) Further information about the PhD program is available at https://www.sns.it/en/computational-methods-and-mathematical-models-science… ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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