- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminar MAGGIS
by Stefano Pagliarani 11 Nov '24

11 Nov '24

Dear all, On November 19th, in the classroom Aula 1, Department of Physics of the University of Bologna, at Via Berti Pichat 6-6/2, the following seminar will take place: * 14:00-15:00: Marco MAGGIS "CONSISTENCY ISSUES IN STATE-DEPENDENT PREFERENCES" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

1 0

Seminario CLIMATH 20 Novembre
by Marta Leocata 09 Nov '24

09 Nov '24

Cari colleghi, Il gruppo UMI-Climath è lieto di invitarvi a una serie di seminari, in presenza e online, dedicati ai recenti avanzamenti teorici nello studio dei modelli matematici della variabilità climatica e dei modelli che includono gli impatti socio-economici associati. Maggiori dettagli sono disponibili sul sito del gruppo Climath: https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attività-del-g… <https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attivit%C3%A0-…> Il Prossimo seminario si terrà in data Mercoledì 20 novembre 2024, alle ore 14:30, presso l’Aula 1101 (D’Antoni), Dipartimento di Matematica, Tor Vergata, Roma, oppure online tramite Teams (richiesta registrazione al link: https://forms.gle/kuPKvHqLDP4RTLj4A) Ecco il programma: 14:30 - Valerio Lucarini (University of Leicester) Titolo: Detecting and Attributing Change in Climate and Complex Systems: Foundations, Green's Functions, and Nonlinear Fingerprints Abstract: Detection and attribution (D&A) studies are cornerstones of climate science, providing crucial evidence for policy decisions. Their goal is to link observed climate change patterns to anthropogenic and natural drivers via the optimal fingerprinting method (OFM). We show that response theory for nonequilibrium systems offers the physical and dynamical basis for OFM, including the concept of causality used for attribution. Our framework clarifies the method's assumptions, advantages, and potential weaknesses. We use our theory to perform D&A for prototypical climate change experiments performed on an energy balance model and on a low-resolution coupled climate model. We also explain the underpinnings of degenerate fingerprinting, which offers early warning indicators for tipping points. Finally, we extend the OFM to the nonlinear response regime. Our analysis shows that OFM has broad applicability across diverse stochastic systems influenced by time-dependent forcings, with potential relevance to ecosystems, quantitative social sciences, and finance, among others. 15:20 - Discussione 15:30 - Gianmarco Del Sarto (Technische Universität Darmstadt) Titolo: Some Perspective on Climate Change through Energy Balance Models Abstract: In this seminar, I will present how Energy Balance Models (EBMs) can be used to explore climate change dynamics. The first part focuses on ongoing research that investigates a fast-slow system where solar radiation acts as the fast component, while a zero-dimensional EBM describes the slow component. This model exhibits mathematical parallels with the seminal stochastic EBM inspired by Hasselmann's proposal, and we explore these similarities in terms of deterministic limits, fluctuations, and large deviations. In the second part, if time allows, I will discuss a completed research project that extends the analysis of 1D EBMs by introducing local instability effects and additive white noise. The model captures the super-greenhouse effect, a tropical feedback mechanism, and incorporates fast weather fluctuations as white noise. By studying the long-term behaviour of the model's invariant measure, we investigate the link between increased greenhouse gas concentrations and extreme weather events. 16:20 - Discussione 16:3 - Tavola Rotonda moderata da Piermarco Cannarsa Speriamo di vedervi numerosi, sia in presenza che online! Saluti, Marta Leocata (a nome del gruppo Climath)

1 0

Seminar by Joanna Michalak, Dr.
by monte＠uniroma2.it 09 Nov '24

09 Nov '24

Dear all, Dr. Joanna Michalak (Nicolaus Copernicus University in Torun, Poland) will give a seminar entitled "Integrated Approach to Sentiment Analysis: Optimizing Short Text Analysis Efficiency in the Context of Economics and Finance" on November 14th at 09:30 am in Room 5 at Macro Teaching Hub Engineering Area., Via del Politecnico, 1, University of Roma "Tor Vergata", Roma. The seminar can also be followed online by sending an email to roberto.monte(a)uniroma2.eu Abstract: Big social data (BSD) is widely used in the social sciences, particularly in economics and finance, where it is valued both for its explanatory insights and its predictive power. Predictive analyses leveraging BSD often focus on modeling the relationship between social media activity and stock market movements. The quality of these analyses relies on two main dimensions: (1) models that capture short-term dynamics and account for observed time-series properties, and (2) sentiment analysis methods that are specifically adapted to the unique vocabulary of finance and economics. This presentation addresses these two dimensions. In the first part, we explore a case study of Apple Inc., comparing the effectiveness of VAR, GARCH, and LSTM models for describing short-term interdependencies between social media sentiment and stock market behavior. The second part of the presentation focuses on the performance of various sentiment analysis methods selected to construct sentiment-based indices. This section aims to compare the efficiency and accuracy of different sentiment analysis methods when applied to short text data. The study emphasizes optimization of analysis efficiency by evaluating widely used datasets, such as Senti140. Several research questions guide this investigation: 1. Which sentiment analysis method is most effective in terms of accuracy and processing speed in financial data analysis? 2. Do advanced methods, such as deep learning models (e.g., BERT), outperform traditional lexicon-based techniques and classical machine learning algorithms? 3. What are the differences in sentiment analysis accuracy between general datasets like Senti140 and finance-specific datasets such as FinBERT? The issue of optimizing text data analysis methods remains an open aspect of this research. The ultimate objective of this study is to construct a dataset or lexicon specifically designed and recommended for financial data analysis.

1 0

YMCN Spring School: Recent Advances in SPDEs
by Lucio Galeati 08 Nov '24

08 Nov '24

Cari tutti, Segnalo con piacere l'annuncio della seguente Spring School su SPDEs che si terrà a Münster a Marzo 2025; sotto tutti i dettagli. Saluti, Lucio -------------------------------------------------------------------------------------------------------- Dear Colleagues, We are currently organizing the YMCN Spring School: Recent Advances in SPDEs (24–28 March 2025, Münster, Germany). The Spring School aims to bring together young researchers from the fields of Probability Theory and Partial Differential Equations (PDEs), particularly those with interests in statistical physics, quantum field theory (QFT), singular SPDEs and dispersive (S)PDEs. It will feature four mini-courses and several talks by leading mathematicians in these areas, highlighting recent breakthroughs. The poster is linked to https://www.uni-muenster.de/imperia/md/content/MathematicsMuenster/ymcn_spr… , and the details and the application platform can be found on the website: https://www.uni-muenster.de/MathematicsMuenster/de/events/2025/ymcn_spring-… . Limited funding will be available for PHD students, and we are looking forward to seeing you in Münster! Thank you and best regards, Fabian, Sarah and Xiaohao

1 0

Call for applications - PhD in Statistics & Computer Science @Bocconi
by Antonio Lijoi 06 Nov '24

06 Nov '24

*********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros (year 1) 23,000 euros per annum (years 2, 3 and 4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2024 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit https://www.unibocconi.it/en/events/phd-day-2024 and sign up for participation to the presentations of both the Bocconi PhD School (3pm) and the PhD program in Statistics and Computer Science (3:45pm). For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

1 1

Terzo Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Ernesto De Vito 06 Nov '24

06 Nov '24

Carissime e carissimi, vi segnalo la terza edizione del workshop "Mathematics for Artificial Intelligence and Machine Learning" organizzato nell’ambito delle attività del gruppo UMI “Matematica per l’Intelligenza Artificiale e il Machine Learning”. Il convegno si terrà a Bari dal 29 al 31 gennaio 2025 ed è incentrato sull'interazione tra matematica, intelligenza artificiale e apprendimento automatico. L'obiettivo dell'evento è incoraggiare la ricerca matematica in queste aree, promuovendo la diffusione dei risultati e facilitando l'interazione tra discipline diverse. La partecipazione è aperta a tutti i ricercatori interessati, anche non soci UMI. Caratteristica del workshop, fin dalla sua prima edizione, è quella di riservare le comunicazioni su contributo a giovani ricercatori. Per agevolare la partecipazione non sono previste tasse di iscrizione. Il workshop prevede tre conferenze plenarie tenute da: - Claudia Angelini, CNR - IAC, Napoli - Tommaso Di Noia, Politecnico di Bari - Yurii Nesterov, University of Louvain, Belgium Sono inoltre previste comunicazioni da parte di diversi keynote speaker, comunicazioni tematiche e interventi specialistici di aziende nel settore della AI. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Mathematics in AI and ML” che costituirà uno specifico momento di confronto tra gli invited speaker, alcuni rappresentanti del mondo accademico e i rappresentanti delle aziende che supportano l'evento. La scadenza per la sottomissione degli abstract per le comunicazioni tematiche è il 1° dicembre 2024, la scadenza per la registrazione è il 23 dicembre 2024. I dettagli logistici e le ulteriori informazioni sono disponibili alla pagina https://umi-math4aiml2025.uniba.it/ -------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy

1 0

Pescara Math Workshop 2024 (PMW24)
by Alessandra Cretarola 06 Nov '24

06 Nov '24

Buongiorno a tutti, Vi segnalo il seguente workshop, che si terrà sabato 9 novembre presso il Dipartimento di Economia dell'Università degli Studi “G. d'Annunzio” di Chieti-Pescara: Pescara Math Workshop 2024 (PMW24) Abstract In this edition of the Pescara Math Workshop, seven distinguished researchers will lecture on recent advances in mathematical logic, descriptive set theory, infinite dimensional analysis and geometry, and mathematical analysis. Speakers Nicola Arcozzi (Università di Bologna) Loredana Lanzani (Università di Bologna) Paul Blain Levy (University of Birmingham) Olof Svensson (Linköping University) Daniele Tiberio (SISSA, Trieste) Tomasz Weiss (University of Cardinal Stefan Wyszyński, Warsaw) Paweł Wójcicki (Warsaw University of Technology) Per ulteriori dettagli, si prega di visitare il sito web del workshop: https://www.sci.unich.it/pmw24/#home Cordiali saluti, Il Comitato organizzativo Gianluca Amato, Flavia Antonacci, Cristina Costantini, Alessandra Cretarola, Fausto Di Biase, Maurizio Parton __________________________ Alessandra Cretarola, PhD Professore Associato MATH-03/B Dipartimento di Economia Università "G. D'Annunzio'' di Chieti-Pescara, Viale Pindaro, 42, I-65127 Pescara

1 0

Conferenza in memoria di Giuseppe Da Prato
by Lorenzo Zambotti 05 Nov '24

05 Nov '24

Care colleghe e cari colleghi dal 13 al 17 gennaio 2025 si terrà alla Scuola Normale Superiore di Pisa un convegno su « Deterministic and Stochastic Evolution Equations » in memoria di Giuseppe Da Prato. Alla pagina https://sites.google.com/sns.it/dsee2025/ troverete la lista degli/delle speakers e un link per registrarvi (entro il 15 dicembre) se siete interessati/e a partecipare. La conferenza comincerà il lunedì mattina e finirà il venerdì all’ora di pranzo. Cordiali saluti, il comitato organizzativo Piermarco Cannarsa, Sandra Cerrai, Franco Flandoli, Alessandra Lunardi, Lorenzo Zambotti -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/

1 0

Seminar by Dr. Andrea Modena.
by Giorgio Rizzini 05 Nov '24

05 Nov '24

Dear all, as part of the Quantitative Finance Seminars, Dr. Andrea Modena (University of Mannheim) will give a seminar entitled "Coordinating Dividends and Capital Regulation" (joint work with Luca Regis and Salvatore Federico) on November 11th at 11 am in Aula Fermi at Scuola Normale Superiore in Pisa.The seminar can also be followed online by sending an email to giorgio.rizzini(a)sns.it. Best regards, Giorgio Rizzini *Abstract: * We develop a tractable dynamic corporate finance model to analyze the effects of state-contingent dividend restrictions and capital requirements on firm optimal policies and value. In the model, a risk-neutral shareholder manages a firm that generates stochastic income under time-varying macroeconomic conditions. The manager maximizes shareholder value by paying dividends, holding reserves, and issuing costly equity without agency conflicts. We analytically solve the firm's stochastic control problem and derive its reserve distribution in closed form. The model predicts that restricting dividends in "bad" macroeconomic states—characterized by lower and more volatile cash flows— reduces shareholder value but can effectively sustain the firm's credit capacity. The policy, however, curtails the firm's recapitalization incentives and credit capacity in "good" states. Coordinating dividends with counter-cyclical capital regulation can mitigate value losses but negatively impacts recapitalization incentives further.

1 0

Fwd: Post-doc advert Cambridge
by Laura Maria Sangalli 05 Nov '24

05 Nov '24

Ricevo ed inoltro l’annuncio di una posizione di post-doc presso l’Università di Cambridge, sotto la supervisione del Prof Richard Samworth. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it Inizio messaggio inoltrato: Da: Richard Samworth <rjs57(a)cam.ac.uk<mailto:rjs57@cam.ac.uk>> Oggetto: Post-doc advert Data: 3 novembre 2024, 11:11:40 CET A: Laura Maria Sangalli <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Hi Laura, Sorry for the formal message! I'm writing because I'm currently advertising for a post-doc position: https://www.jobs.cam.ac.uk/job/48646/ The closing date is 10 December. Please could you bring the advert to the attention of anyone who you think may be interested? Many thanks and best wishes Richard

1 0

Seminario PRISMA oggi
by Francesco Caravenna 05 Nov '24

05 Nov '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 5 novembre 2024, Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) ci parleranno di Il moto browniano iperbolico e le sue ramificazioni 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%% 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 %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Seminario Pablo Groisman, Lunedì 11 Novembre, Sapienza Università di Roma
by Silvestri, Vittoria 04 Nov '24

04 Nov '24

Segnalo il seguente seminario, che si terrà Lunedì prossimo in Sapienza. *Lunedì 11 Novembre, ore 14:00,* Aula B, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Pablo Groisman (University of Buenos Aires) *Title: *The Kuramoto Model in Random Geometric Graphs *Abstract: *The Kuramoto model is a nonlinear system of ODEs that represents the behavior of coupled oscillators. The coupling is determined by a given graph and pushes the system towards synchronization. An important question is whether there is global synchronization (the system converges to a state in which all the phases coincide from almost every initial condition) or if the system supports other patterns. We will consider the Kuramoto model on random geometric graphs in the d dimensional torus and prove a scaling limit. The limiting object is given by the heat equation. On the one hand this shows that the nonlinearities of the system disappear under this scaling and on the other hand, provides evidence that stable equilibria of the Kuramoto model on these graphs are, as n → ∞, in correspondence with those of the heat equation, which are explicit and given by twisted states. In view of this, we conjecture the existence of twisted stable equilibria with high probability as n → ∞. We'll prove this conjecture in dimension d=1. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

master / doctoral / post-doctoral scholarships in Paris
by CRISTINA TONINELLI 04 Nov '24

04 Nov '24

Ricevo e inoltro, cari saluti Cristina ----- Dear colleagues, The Fondation Sciences Mathématiques de Paris supports research and training in Mathematics and in fundamental Computer Science through its various programs: research chairs of excellence, postdoctoral positions, doctoral allowances, master scholarships. The positions are mainly located in Paris or in Paris area. For academic year 2025-2026, see schedule of deadlines below (at 11:59 p.m., Paris time). Feel free to circulate this message to your contacts. Paris Graduate School for Mathematical Sciences (master scholarships): Call (open to international students): from Monday November 4th 2024 to Thursday February 6th 2025 Offer description: https://sciencesmaths-paris.fr/en/pgsm-master FSMP Postdoctoral program: from Tuesday October 1st to Friday November 29th 2024 Offer description: https://www.sciencesmaths-paris.fr/en/postdoc-fsmp MathPhDInFrance (doctoral program): from Tuesday December 17th 2024 to Friday February 14th 2025 Offer description: https://mathphdinfrance.fr/ Research Chairs of excellence: from Tuesday October 1st to Friday November 29th 2024 Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/les-chaires-fsmp ------- --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

1 0

Research Associate in Bayesian Statistics, Newcastle University
by Fabrizio Leisen 04 Nov '24

04 Nov '24

Apologies for cross posting. Con preghiera di diffusione. Il candidato ideale deve avere della solide basi in inferenza Bayesiana da un punto di vista statistico piuttosto che Machine Learning. Cordiali Saluti, Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London ---------- Forwarded message --------- Da: Kevin Wilson <0000c562ec979ac8-dmarc-request(a)jiscmail.ac.uk> Date: mer 30 ott 2024 alle ore 14:41 Subject: JOB: Research Associate in Bayesian Statistics, Newcastle University To: <allstat(a)jiscmail.ac.uk> JOB: Research Associate in Bayesian Statistics School of Mathematics, Statistics and Physics, Newcastle University Full advert: Research Associate in Bayesian Statistics Job Details | Newcastle University< https://jobs.ncl.ac.uk/job/Newcastle-Research-Associate-in-Bayesian-Statist… > Applications are invited for a Research Associate position in Bayesian Statistics, for a period of 24 months. The project is at the forefront of Bayesian inference and aims to design a novel Bayesian methodology to implement Bayesian Additive Regression Trees (BART) models to deal with non-linear phenomena. In particular, the aim is to bridge the Loss-based methodology to the framework of BART, building on the previous works of Prof Cristiano Villa and Prof Fabrizio Leisen on model selection, linear regression models and Gaussian graphical models. The successful candidate will work on developing prior distributions to estimate the structure of the trees and the number of trees in a BART model, and building scalable and efficient computational tools to ease the implementation of the methodology. The candidate must have a solid background in computational methods for Bayesian inference to develop efficient algorithms for the new proposed modelling framework. Within the project, the candidate will also perform theoretical modelling and data analysis, as well as disseminate the outputs through publications and presentations at scientific meetings. The successful candidate will join the growing Statistics & Data Science group at Newcastle University and interact with the Statistics group at King's College London. The position is offered on a fixed term basis for two years from the start date. Generous funds are available for travel, training and other support. To apply, please complete the online application and attach a CV and covering letter. In your covering letter, please outline how you are either working towards, meet or exceed all the essential requirements for the role holder as outlined in the full advertisement, and highlight any expertise relevant to the described project. For all information enquiries about the position, please contact Prof Kevin Wilson (kevin.wilson(a)newcastle.ac.uk) Prof Cristiano Villa ( cristiano.villa(a)dukekunshan.edu.cn) or Prof Fabrizio Leisen ( fabrizio.leisen(a)kcl.ac.uk) You may leave the list at any time by sending the command SIGNOFF allstat to listserv(a)jiscmail.ac.uk, leaving the subject line blank.

1 0

2-year PostDoc Position at TU Eindhoven (NL)
by Elisa Perrone 31 Oct '24

31 Oct '24

Dear colleagues, We currently have a vacancy for a 2-year PostDoc position in the Mathematical Statistics group at TU Eindhoven. The position comes with light educational duties but it is not attached to a specific research project. Therefore, there is considerable freedom for the candidate to independently pursue their own research agenda, as long as it has a good embedding within the research activities of the group. Here is the website with the job description: link <https://jobs.tue.nl/en/vacancy/postdoc-in-mathematical-statistics-1119766.h…>. The submission deadline is December 1, 2024. I would appreciate it if you could help us circulate the announcement and forward it to potentially interested candidates. Thank you very much, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

1 0

Seminario di Stanislav Smirnov (medaglia Fields 2010) a Roma Tre
by Elisabetta Candellero 31 Oct '24

31 Oct '24

Stanislav Smirnov (medaglia Fields 2010) terra' un seminario dal titolo "Coulomb gas and lattice models" il giorno mercoledi' 6 novembre, ore 16:00. Il seminario si terra' in Aula M1, Blocco Aule Lungotevere Dante 376 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract: Even before the introduction of Conformal Field Theory by Belavin, Polyakov and Zamolodchikov, it appeared indirectly in the work of den Nijs and Nienhuis using Coulomb gas techniques. The latter postulate (unrigorously) that height functions of lattice models converge to the Gaussian Free Field, allowing to derive many exponents and dimensions of 2D lattice models. This convergence is in many ways mysterious, in particular it was never formulated in the presence of a boundary, but rather on a torus or a cylinder. We will discuss possible formulations on general domains or Riemann surfaces and their relations to CFT, SLE and conformal invariance of critical lattice models. Interestingly, new objects in complex geometry and potential theory seem to arise.

1 0

Seminario di probabilita' (Roma Tre), 6/11/2024, Amitai Linker (Santiago del Cile)
by Elisabetta Candellero 31 Oct '24

31 Oct '24

*Data e orario*: Mercoledi' 6 novembre alle ore 14:30 Via della Vasca Navale 84, Dipartimento di Matematica e Fisica, Universita' degli Studi roma Tre, AULA B *Relatore*: Amitai Linker (Universidad Andrés Bello, Santiago, Cile) *Titolo*: "The contact process on dynamic scale-free networks" *Abstract*: In this talk, I will present recent results on the contact process on two specific types of scale-free, inhomogeneous random networks that evolve either through edge resampling or by resampling entire neighborhoods of vertices. Depending on the type of graph, the selected stationary dynamic, the tail exponent of the degree distribution, and the updating rate, we identify parameter regimes that result in either fast or slow extinction. In the latter case, we determine metastable exponents that exhibit first-order phase transitions. This is joint work with Emmanuel Jacob (ENS Lyon) and Peter Mörters (Universität zu Köln).

1 0

Call for Contributed Talks at BNP 14
by Alessandra Guglielmi 31 Oct '24

31 Oct '24

Dear all, We invite the submission of contributed talks for the 14th International Conference on Bayesian Nonparametrics, to be held in person at UCLA in Los Angeles, United States, on June 23-27th, 2025. The deadline for submission is December 15, 2024. Contributed talks will be around 20 minutes long. Please note that the one-presentation-per-speaker policy is in effect: each participant of this meeting shall give at most one presentation (oral or poster). We encourage potential participants to submit their proposals, as there will be many opportunities for contributed speakers. Please submit your proposed talk using this form<https://bnp14.org/submissions/>, by December 15, 2024. Please indicate if, in the unfortunate case you were not selected for an Oral Talk, you would like to be automatically considered for a Poster Presentation. The results will be announced by the end of January 2025. A separate call for posters will be made soon. Thank you for your support of the 14th International Conference on Bayesian Nonparametrics. If you have any questions, please email bnp14ucla(a)gmail.com. For further information on the 14th International Conference on Bayesian Nonparametrics, see https://bnp14.org/ Best regards Alessandra Guglielmi, Chair of the Scientific Committee of BNP 14 https://bnp14.org/ -- 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>

1 0

topical collection on JOTP
by Bruno Toaldo 31 Oct '24

31 Oct '24

Dear All, The *Journal of Theoretical Probability* has recently launched a topical collection titled *"Non-Markov Dynamics and Non-Local Operators"* https ://link.springer.com/collections/fhbhjheefi. This initiative responds to the growing interest in modeling anomalous phenomena, such as anomalous relaxations and diffusions. The scope of this theory encompasses various aspects of random processes, including, but not limited to, semi-Markov processes, continuous-time random walks, (generalized) fractional Brownian motions, long-range dependent processes, and non-Gaussian measures. This topical collection invites submissions on recent advances in these areas broadly, including works focused on specific classes of non-Markov processes or non-local operators with potential applications in probability theory. Submissions for publication are now open. All submitted papers will follow the journal’s standard peer-review process. The review will be managed by the Editors-in-Chief, myself, and Dr. Giacomo Ascione as guest editor. Please feel free to share this announcement: https://link.springer.com /journal/10959/updates/27709086. Thank you all, and best wishes, Giacomo and Bruno

1 0

call for paper
by Enea Bongiorno 30 Oct '24

30 Oct '24

Carissimi, segnalo la seguente Special Issue di EcoSta (Econometrics and Statistics) con deadline 30 Giugno. Cordiali saluti, Enea ------------------- Special Issue on HIGH-DIMENSIONAL AND FUNCTIONAL DATA ANALYSIS Econometrics and Statistics http://www.elsevier.com/locate/ecosta We are inviting submissions to the special issue of the journal Econometrics and Statistics dedicated to High-dimensional and Functional Data Analysis. Such data structures have been an important focus of methodological, theoretical and applied statistics research for over two decades, with applications areas including biostatistics, economics, finance, chemometrics, environmetrics, genetics, geophysics, and neuroimaging. The aim of this special issue is to collect research papers concerned with computational and data-analytic aspects of high-dimensional and functional data analysis. Papers in the following areas are particularly welcome, as long as they pertain to the general theme of the special issue: Classification, clustering , discrimination, prediction; Dependent data structures; Hypothesis testing and model selection; Nonparametric modeling; Statistical Learning; high-dimensional econometrics; large panels. In order to be considered for publication, a submission must have a significant novel component in either high-dimensional or functional data analysis with emphasis on methodological, computational or theoretical aspects or novel analysis of important new data sets. Authors who are uncertain about the suitability of their paper should contact the editors. Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta. The deadline for submissions is 30 June 2025. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EM: https://www.editorialmanager.com/ecosta/. In the EM, please choose the special issue on High-dimensional and Functional Data Analysis. The special issue Guest Editors: Enea Bongiorno, University of Eastern Piedmont, Italy Email: enea.bongiorno(a)uniupo.it Frederic Ferraty, Toulouse Jean Jaures University, France Email: ferraty(a)math.univ-toulouse.fr Erricos Kontoghiorghes, Cyprus University of Technology and Birkbeck UNiversity of London, UK Email: erricos(a)cut.ac.cy Jeng-Min Chiou, Academia Sinica, Taiwan Email: jmchiou(a)stat.sinica.edu.tw -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

1 0

Seminario 05/11 ore 11 A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries
by ANTONIO PIEVATOLO 30 Oct '24

30 Oct '24

[ENGLISH BELOW] Con preghiera di diffusione, si avvisa che in data 05-11-2024, alle ore 11:00 precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, la Dr. Alice Giampino, Università degli Studi di Milano-Bicocca, terrà un seminario dal titolo A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Gli interessati potranno partecipare al seminario da remoto, utilizzando il link indicato qui sotto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… oppure in presenza previa prenotazione via email a federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Distinti saluti, Federico P. Cortese ***ENGLISH*** Dear all, We are honoured to announce that on 11/05/2024, at 11:00 AM, in the Pentagonale Room of the CNR Research Area 1 in Milan, Via A. Corti 12, Dr. Alice Giampino from the University of Milano-Bicocca will present a seminar titled: A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Interested participants may attend the seminar remotely using the link provided below: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… or in person by reserving a spot via email at federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Best regards, Federico P. Cortese To unsubscribe from this group and stop receiving emails from it, send an email to all_ricercatori+unsubscribe(a)imati.cnr.it<mailto:all_ricercatori+unsubscribe@imati.cnr.it>.

1 0

Workshop "Random Geometric Structures and Statistical Physics", 30 June - 4 July 2025, Rome
by Faggionato, Alessandra 29 Oct '24

29 Oct '24

Dear all, This is a preliminary announcement for the workshop “Random Geometric Structures and Statistical Physics,” to be held at the Department of Mathematics, Sapienza University of Rome, from June 30 to July 4, 2025. The workshop is part of the Eccellenza scientific program at Sapienza, titled “Statistical Mechanics and Nonequilibrium Processes.” The workshop will cover topics such as random growth processes, percolation, random walks and interacting particles on random graphs, random surfaces, statistical mechanics, and more. It will gather experts from these research fields. A follow-up message will be sent with more information once the meeting website is available. The organizers, Alessandra Faggionato Vittoria Silvestri Lorenzo Taggi -- ************************************************* 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 *************************************************

1 0

Seminario PRISMA mar 5 nov 2024
by Francesco Caravenna 29 Oct '24

29 Oct '24

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 martedì 5 novembre 2024. I relatori saranno Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) che ci parleranno di Il moto browniano iperbolico e le sue ramificazioni 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

1 0

Budapest
by Faggionato, Alessandra 28 Oct '24

28 Oct '24

Ricevo da Marton Balasz e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Marton Balazs <m.balazs(a)bristol.ac.uk> Date: Mon, 28 Oct 2024 at 13:31 School and workshop on stochastic interacting particle systems and random matrices ===8<=== Dear Colleagues, It is our pleasure to announce the School and the Workshop on Stochastic interacting particle systems and random matrices, to be held at the Erdős Center of the Rényi Institute, Budapest. School on Stochastic interacting particle systems and random matrices: 16-20 June, 2025 Workshop on Stochastic interacting particle systems and random matrices: 23-27 June, 2025 - The School will feature minicourses from the following distinguished researchers: Charles Bordenave Ivan Corwin László Erdős Nina Gantert Alice Guionnet Bálint Virág We are also planning on short talks from interested attendees. Further details are to be found at https://erdoscenter.renyi.hu/events/school-stochastic-interacting-particle-… . Registration deadline: 15 March 2025. - The workshop will consist of numerous talks by researchers ranging from early career colleagues to top experts of interacting particle systems and of random matrix theory. There will also be opportunities for discussions during the meeting. Please see details at https://erdoscenter.renyi.hu/events/workshop-stochastic-interacting-particl… . Registration deadline: 15 May 2025. Please advertise these meetings to interested students and colleagues. With best wishes from the organisers: Márton Balázs Laure Dumaz Benedek Valkó Bálint Vető probstatphys25(a)renyi.hu ===8<=== -- ************************************************* 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 *************************************************

1 0

GPSD conference in Dresden
by Enrico Scalas 28 Oct '24

28 Oct '24

Dear Colleagues, On behalf of the organisers, I would like to point you to the GPSD conference in Dresden https://www.gpsd-2025.de/ As usual, apologies for cross-posting. Best wishes, Enrico Scalas

1 0