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mini-course Eva Löcherbach
by Stefano Pagliarani 26 Apr '23

26 Apr '23

Dear all, From May 4th to May 12th, at the Department of Mathematics of UNIBO, classroom Seminario II, and online at https://unibo.zoom.us/j/81075102690, Eva LÖCHERBACH (Université Paris 1 Panthéon-Sorbonne) will give a cycle of lectures entitled McKEAN-VLASOV MODELS FOR SYSTEMS OF SPIKING NEURONS The cycle is a 10-hour PhD mini course, but the attendance is open to any type of audience. Feel free to forward this message to whoever might be interested. The abstract and the schedule of the course are available at https://www.dm.unibo.it/seminari/mat/cycles/80 Best regards, Stefano Pagliarani

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International Conference in Venice - Social, Sovereign and Geopolitical Risks - CALL FOR PAPERS
by Monica Billio 26 Apr '23

26 Apr '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 2023 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 C.r.e.d.i.t. 2023 is the*twenty-second *in a series of events dedicated to various aspects of credit 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*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The C.r.e.d.i.t. 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *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 & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *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, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023

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EU-funded postdoc positions in Financial Data Science/Finland
by Juho Kanniainen (TAU) 26 Apr '23

26 Apr '23

Dear all, Would you like to get desired and prestigious EU funding for your Post-Doc? Research group on Financial Computing and Data Analytics/Tampere University/Finland is are seeking talented researchers in quantitative finance / financial data science? For more information, please visit https://bigdatafinance.eu/seeking-postdocs-for-data-science-in-finance/. Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen>

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Postdoc position at the University of Bologna
by Fabrizio Lillo 26 Apr '23

26 Apr '23

Dear colleagues, I am currently advertising one two-year Postdoc position at the Department of Mathematics of the University of Bologna. The title of the postdoc is *Time-varying parameter models for market microstructure and networks* under the supervision of Fabrizio Lillo and Giacomo Bormetti. Deadline for application: May 18 2023. The call is published at the link: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=66345 Please contact me (fabrizio.lillo(a)unibo.it) or Prof. Bormetti ( giacomo.bormetti(a)unibo.it) for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Fabrizio Lillo ---------------------------------------- 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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Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 25 Apr '23

25 Apr '23

Dear colleagues, Let us draw your attention to the workshop for --- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) --- jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford). The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023. The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more. The keynote lectures will be given by: -- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca). We warmly invite junior researchers to apply for <contributed talks> and/or <financial support>. The deadline for both is <May 31, 2023>. Registration to the workshop is free but mandatory, and possible until <June 30, 2023>. More details can be found on the conference website under: --- https://www.wias-berlin.de/workshops/JRSOC23/ --- We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de<mailto:jrsoc23@wias-berlin.de>. Best regards, The Organizing Committee Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer

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Corso Paul JENKINS (University of Warwick)
by Matteo Ruggiero 24 Apr '23

24 Apr '23

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting), con piacere annunciamo il seguente corso: -------------------------------------- Paul JENKINS (University of Warwick) SIMULATION AND INFERENCE IN POPULATION GENETICS Population genetics provides a rich source of data. We now have the ability to sequence, cost-efficiently, the genomes of a large number of individuals from a species. Patterns of variation in DNA sequences offer a rich insight into biological and demographic processes: mutation, natural selection, past migration events, admixture, population structure, and so on. But such data are high-dimensional, noisy, and - because of shared ancestry - not independent, giving rise to some challenging statistical problems. In this course we will cover two important models for the analysis of genetic data - the coalescent, and the Wright-Fisher diffusion. We will discuss methods of simulation of data from these models, as well as how to perform inference for key biological and evolutionary parameters, using techniques such as MCMC. -------------------------------------- Il corso si svolgerà esclusivamente in presenza secondo il seguente calendario: - mar 2 Maggio, h.16-18 - mer 3 Maggio, h.16-18 - ven 5 Maggio, h.11.15-13.15 (Aula 3) - mar 9 Maggio, h.14-16 - mer 10 Maggio, h.16-18 - gio 11 Maggio, h.16-18 - mar 16 Maggio, h.14-16 - mer 17 Maggio, h.16-18 Sede dei corsi: Aula 11 (tranne il 5/5), Terzo piano - Corso Unione Sovietica 218/bis, 10134, Torino. Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario A. Stamm presso Politecnico di Milano
by Laura Maria Sangalli 24 Apr '23

24 Apr '23

Si avvisa che in data 26-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica (Edificio 14 - La Nave), in Aula Saleri (sesto piano), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Aymeric Stamm, Laboratoire de Mathématiques Jean Leray - UMR CNRS, Nantes, France Titolo: Clustering for rotation-valued functional data Abstract: This talk is motivated by the strong case study of monitoring gait for early detection of gait impairment in patients diagnosed with gait-affecting disorders. To this effect, we record the rotation of the hip over time. This leads to data with a great complexity that makes any kind of statistical analysis non-trivial. In effect, we collect functional data that evaluates on the Lie group of three-dimensional rotations which is a non-Euclidean space. In this work, we develop sound statistical methods to enable joint clustering and alignment of such functional data by borrowing ideas from the existing 𝑘-means alignment approach. In the process, we will describe in great length the R package fdacluster, which is an extension of the R package fdakma that provides a fast C++ based implementation of the k-mean alignment algorithm from Sangalli et al. (2010) as well as hierarchical clustering for functional data and tools that help choosing the number of clusters. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 <https://mox.polimi.it/mox-seminars/?id_evento=2272> Tutti gli interessati sono cordialmente invitati a partecipare, 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 https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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PhD position in probability at RUG
by Szabo, R. 24 Apr '23

24 Apr '23

Dear colleagues, There is a vacancy for a 4-year PhD position in probability theory at the University of Groningen, on the topic of Stability of Interacting Particle Systems. I would be grateful if you could forward this announcement to potential candidates. For more information and application, please go to: https://www.rug.nl/about-ug/work-with-us/job-opportunities/?details=00347-0… The application deadline is 15 May. Kind regards, Réka Szabó

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2yr postdoc position at CEREMADE (Univ. Paris-Dauphine)
by Alessandra IACOBUCCI 24 Apr '23

24 Apr '23

Dear colleagues, A 24-months postdoctoral position is available on stochastic processes for energy transport at CEREMADE<https://www.ceremade.dauphine.fr/>, Université Paris-Dauphine, in collaboration with CERMICS<https://cermics-lab.enpc.fr/>, Ecole des Ponts ParisTech. The post-doc is funded by the French National Agency ANR within the SINEQ<https://sites.google.com/view/aleiac/anr-sineq> project. The application deadline is May 31, 2023. Applicants should hold a PhD in applied mathematics in at least one of the following fields: theory of stochastic processes, functional analysis, probability theory, theory of partial differential equations. A familiarity with associated numerical analysis or an interest in molecular dynamics and computational statistical physics methods is an advantage, but not required. For details, see https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf. I would be grateful if you could spread the information among your colleagues and potential candidates. Best regards, Alessandra Iacobucci

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Seminario di Gérard Letac, Giovedì 27 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 23 Apr '23

23 Apr '23

Segnalo il seguente seminario, che si terrà Giovedì prossimo in Sapienza. Notare il giorno e l'aula inusuali. *Giovedì 27 Aprile, ore 14:00* Aula L, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Gérard Letac (Paul Sabatier University - Toulouse III) *Title: *From the Matsumoto Yor observation to stationary measures for a discrete KdV model *Abstract: *Let F(x,y)=(u,v) from R2 into itself such that F∘F(x,y)=(x,y). The discrete Korteweg-de Vries model associated to F considers two dimensional vectors (x tn,ytn) indexed by (t,n)∈Z2 submitted to (xtn,ytn)=F(xt−1n,ytn−1). In the particular case F(x,y)=(y−1−(x+y)−1,(x+y)−1), by considerations on Brownian motion, Matsumoto-Yor in 1999 have found laws of independent random variables X,Y such that U,V defined by F(X,Y)=(U,V) are independent, obtaining stationary measures on the KdV model. In an extraordinary paper, Croydon and Sasada (2021) have generalized this result to the surprizing F(x ,y)=(yβxy+1αxy+1,xαxy+1βxy+1). The lecture will prove that if X,Y are independent and such that U,V=F(X,Y) are also independent, then the laws of X and Y are indeed the generalized Gaussian distributions discovered by Croydon and Sasada. This is joint work with Jacek Wesolowski (arXiv 2203.05404). *Nota*: Sul sito del dipartimento il seminario è, ad oggi, annunciato per le 17:00 (in Aula II), ma si terrà alle 14:00 (in Aula L), come annunciato in questa email. La pagina è in corso di aggiornamento. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar@UNIBO - ROSANNA GRASSI
by Fabrizio Lillo 22 Apr '23

22 Apr '23

*Tuesday May 2nd, 2023 12:00* *– 13:00* Dipartimento di Matematica, Università di Bologna Aula Seminario II, Piazza di Porta San Donato 5, Bologna Prof. Rosanna Grassi, Università degli Studi di Milano-Bicocca *Title: Higher order assortativity for directed weighted networks and Markov chains* Abstract: Assortativity is a global indicator that provides meaningful insights about the network structure. In the classical definition, the assortativity is a global measure based on the Pearson correlation between the degrees of nodes. This definition can be extended into two different directions. On the one side, one can consider other quantitative attributes of the nodes different from the degree; on the other side, one can move from the adjacency of the nodes – which is the basis of Newman’s degree-degree assortativity – and propose more general ways to connect them. We provide a generalized concept of the assortativity measure for directed and weighted networks, moving beyond the adjacency relations in both directions. The proposed concept is formulated on a node attribute that is not necessarily the degree or strength, and nodes are connected through walks or paths. In this way, we totally extend the assortativity definitions provided in the literature until now. We provide an empirical application of these measures for the paradigmatic case of the trade network. Interestingly, this interpretation of the higher-order assortativity measure allows stating a natural bridge between complex networks and stochastic processes. In so doing, we are able to move from the information content of the higher order assortativity of a network to the dynamical properties of the underlying Markov chain. Specifically, the temporal dimension of the network and the regularities captured by the autocorrelation – which are hidden in the network structure – become clear in moving to the Markov chain theory. ---------------------------------------- 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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Postdoc positions
by Franco Flandoli 21 Apr '23

21 Apr '23

Dear colleagues, I am currently advertising two two-year Postdoc positions under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: May 15 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/modelli-stocastici-della-tu… Information about the local research group on stochastic fluids and the ERC project can be found at the page https://sites.google.com/sns.it/franco-flandoli/home-page Please contact me for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Franco Flandoli

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OWABC- Emtiyaz Khan - The Bayesian Learning Rule - April 27, 9.30am UK time
by Massimiliano Tamborrino 21 Apr '23

21 Apr '23

Dear all, The One World ABC Seminar series www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to resume. Our next speaker will be Emtiyaz Khan<https://emtiyaz.github.io/> (RIKEN), who will talk about "The Bayesian Learning Rule" on Thursday, April 27, 9.30am UK time, with an abstract reported below. The talk will be hosted on MS Teams here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yjk5MDQyYWMtZmI3Yy00…>. Title: The Bayesian Learning Rule. Abstract Humans and animals have a natural ability to autonomously learn and quickly adapt to their surroundings. How can we design machines that do the same? In this talk, I will present Bayesian principles to bridge such gaps between humans and machines. I will show that a wide-variety of machine-learning algorithms are instances of a single learning-rule derived from Bayesian principles. I will also briefly discuss the dual perspective yielding new mechanisms for knowledge transfer in learning machines. My hope is to convince the audience that Bayesian principles are indispensable for an AI that learns as efficiently as we do. References * The Bayesian Learning Rule, (Preprint) M.E. Khan, H. Rue [ arXiv<https://arxiv.org/abs/2107.04562> ] [ Tweet<https://twitter.com/EmtiyazKhan/status/1414498922584711171?s=20> ] * Practical Deep Learning with Bayesian Principles, (NeurIPS 2019<https://nips.cc/Conferences/2019>) K. Osawa, S. Swaroop, A. Jain, R. Eschenhagen, R.E. Turner, R. Yokota, M.E. Khan. [ arXiv<https://arxiv.org/abs/1906.02506> ] [ Code<https://github.com/team-approx-bayes/dl-with-bayes> ] * Conjugate-Computation Variational Inference : Converting Variational Inference in Non-Conjugate Models to Inferences in Conjugate Models, (AIstats 2017<http://www.aistats.org/>) M.E. Khan and W. Lin [ Paper<https://arxiv.org/abs/1703.04265> ] Bio: Emtiyaz Khan (also known as Emti) is a team leader at the RIKEN center for Advanced Intelligence Project (AIP) in Tokyo where he leads the Approximate Bayesian Inference Team. He is also an external professor at the Okinawa Institute of Science and Technology (OIST). Previously, he was a postdoc and then a scientist at Ecole Polytechnique Fédérale de Lausanne (EPFL), where he also taught two large machine learning courses and received a teaching award. He finished his PhD in machine learning from University of British Columbia in 2012. The main goal of Emti’s research is to understand the principles of learning from data and use them to develop algorithms that can learn like living beings. For more than 10 years, his work has focused on developing Bayesian methods that could lead to such fundamental principles. The approximate Bayesian inference team now continues to use these principles, as well as derive new ones, to solve real-world problems. We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ------

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One Day Workshop on Risk Management - from Theory to Practice
by Stefano Bonaccorsi 21 Apr '23

21 Apr '23

Dear Colleagues, We are pleased to announce the workshop "Risk Management - From Theory to Practice" that will take place on Tuesday, May 2nd, at Cassa Centrale Banca, Via Giovanni Segantini, 23, 38122 Trento TN Program: 10:00 Giorgia Callegaro (Padova). Option Pricing: from Monte Carlo to Quantization 11:15 Emanuela Rosazza Gianin (Milano Bicocca): Risk measures beyond coherence 12:30 Lunch break 14:00 Fabio Bellini (Milano Bicocca): On the axiomatizations of Value at Risk, Expected Shortfall and expectiles 15:15 Elisa Mastrogiacomo (Insubria): Dynamic risk measures: dual representation, time-consistency and connections with Backward Stochastic Differential Equations} Organized by: Carlo Acerbi (Larix Risk Consulting) Stefano Bonaccorsi (Università di Trento) Sponsorship: Cassa Centrale Banca Participation is free of charge, but registration is mandatory. The registration deadline is April 28th 2023 (Friday) at 12:00. Please register via email at primer.maths(a)unitn.it Live streaming available on request, please contact the organizers at \ texttt{primer.maths(a)unitn.it} Risk Management – From theory to practice

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Summer School on "Statistical Mechanics and Stochastic PDEs" (Sep 11-15, 2023)
by Francesco Caravenna 20 Apr '23

20 Apr '23

Dear friends, this is the last announcement for the summer school "Statistical Mechanics and Stochastic PDEs" which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME. The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their updated course titles is: Massimiliano Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization Antti Kupiainen (Univ. Helsinki, Finland) - Constructive Conformal Field Theory: the case of the Liouville Model Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Large-scale behavior of (super-)critical stochastic PDEs We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation). Interested participants should submit their applications before Apr 30, 2023, through the school website: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…> Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…> Please feel free to circulate the information. The organisers, Francesco Caravenna, Rongfeng Sun, Nikos Zygouras -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminar: Federico Ricci Tersenghi at Tor Vergata
by salvi 19 Apr '23

19 Apr '23

Dear all, On Wednesday, April 26th, at 14h00 in Aula 2001 (change of usual room! Aula 2001 is behind Aula Dal Passo) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Federico Ricci Tersenghi (La Sapienza) with the seminar _ _ _"Phase transitions and algorithmic thresholds for optimization and inference problems on sparse random graphs__"_ _ _ Abstract: Focusing on some fundamental constraint satisfaction problems defined on sparse random graphs (e.g. random k-sat, random q-coloring) I will start summarizing the rich phase diagram of the solution space which has been derived using powerful techniques from statistical mechanics of disordered systems. I will then discuss the implications of some of these phase transitions for the behaviour of smart algorithms searching for solutions. In the second part, I will consider the problem of inferring a signal from noisy and/or incomplete data within the Bayesian framework called the teacher-student scenario. I will discuss the corresponding phase diagrams and how phase transitions may affect the performances of inference algorithms based on message-passing and Monte Carlo sampling. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams [1]. The seminar is part of the Excellence Project MatMod@TOV. Note that in the next month we will have plenty more of interesting seminars from mathematicians and computer scientists, save the dates! 03.05.2023 - Pierluigi Crescenzi (GSSI) 09.05.2023 - Arturo Kohatsu-Higa (Ritsumeikan University, Kyoto) 17*.05.2023 - Daniele Calandriello (Google Deep Mind, Paris) 24.05.2023 - Rongfeng Sun (NUS, Singapore) *exact date to be confirmed You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php. Links: ------ [1] https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…

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Pre-Doc research Position TU Wien
by Avalos Pacheco, Alejandra 19 Apr '23

19 Apr '23

Dear colleagues, The Research Unit of Applied Statistics at TU Wien invites applications for a Pre-Doc research Position. Tasks: * Conduct research leading to peer-reviewed articles and a PhD dissertation * Assist in teaching (including evaluations, exams and guidance of students) * Participation in scientific functions (conferences, workshops, summer schools, etc.) * Assistance/Collaboration in organization of research unit functions and administrative tasks Your profile: * Bachelor’s Degree in Mathematics (preferably) or related field * Completed Master’s Degree or equivalent (e.g., Dipl.-Ing., Dipl.-Inf.), preferably with distinction, in Statistics, Pure or Applied Mathematics, Computer Science or related fields * Strong analytical and computing skills (R, Python, C++, Matlab) * Strong interest in research * Good communication and writing skills in English The entry level salary is determined by the pay grade B1 of the Austrian collective agreement for university staff. This is a minimum of currently EUR 2,458.00/month gross, 14 times/year for 30 hours/week. Relevant working experiences may increase the monthly income. Apply here: https://jobs.tuwien.ac.at/Job/207833 Best regards, Alejandra Avalos-Pacheco

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Call for applications: PhD fellowship in Economics @University of Milan (Statale), Italy
by Luca Rossini 19 Apr '23

19 Apr '23

Dear colleagues, The Department of Economics, Management, and Quantitative Methods (DEMM) of the University of Milano invites applications to its Ph.D. Programme in Economics for the academic year 2023-24. *The _deadline_ for applications is May 05th, 2023 at 2 p.m.* The official Call for Applications: https://apps.unimi.it/files/bandi/call-2024-1-economics.pdf?18-APR-23 Ph.D. program's webpage: https://www.unimi.it/en/education/postgraduate-and-continuing-education-pro… The length of the Ph.D. Programme is three years, starting in October 2023. We offer six fellowships (for a period of three years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.350 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. students visiting academic or scientific institutions abroad. Starting from the first year, in addition to the scholarship and depending on the University’s financial resources, each doctoral student is given a budget for research activity in Italy and abroad suited for the type of programme, and in any case amounting to no less than 10% of the amount of the scholarship itself. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (Interview in 23-25 May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions. -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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Associate Professor in Statistics, Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 19 Apr '23

19 Apr '23

Gentili iscritte/i alla lista l'Università Ca’ Foscari di Venezia bandisce un posto per professore associato settore concorsuale 13/D1 (Statistica), settore s-d SECS-S/01 (Statistica) presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS). Il bando è finanziato dal programma "Dipartimento di eccellenza" e la scadenza per la presentazione delle domande è il*27 APRILE 2023 alle ore 13.00.* Richieste d'informazione informali possono essere inviate al mio collega Cristiano Varin (cristiano.varin(a)unive.it) , mentre per formulare la domanda si consideri il link* * ** https://www.unive.it/data/38002/?id=2023-UNVE000-0070510 Grazie se potete segnalare il bando alle/ai potenziali interessate/i e qui sotto vi riporto l'annuncio in inglese per favorire ancor di più la diffusione del bando. Buona giornata, Carlo Gaetan ======================= Associate Professor in Statistics, Ca’ Foscari University of Venice, Italy Application Deadline: April 27, 2023 1:00pm (Italian Time) The Department of Environmental Sciences, Informatics and Statistics of the Ca’ Foscari University of Venice is recruiting a full time Associate Professor in Statistics (SECS-S/01 Statistica). The new hire would join the Statistics group (https://www.unive.it/pag/41970/) and he/she is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” (https://www.miur.gov.it/dipartimenti-di-eccellenza) The teaching load would include classes of varying size at bachelor, master and PhD level in Italian or English. Foreign candidates should state in their application that they have adequate Italian language skills or that they do not have adequate Italian language skills but they commit to achieve them. More information about the call (in Italian and English) can be found at https://www.unive.it/data/38002/?id=2023-UNVE000-0070510 Ca’ Foscari University offers a start-up fund for newly recruited researchers and offers funding opportunities, including: - an annual support to individual researchers; - co-founded post-doc positions; - financial support for short-term incoming and outgoing visits; - financial support for seminars and visiting scholars. Professors and researchers who have carried out their research activities abroad for at least two consecutive years and who move to Italy acquiring tax residency, are entitled to substantial tax benefits. See more at https://www.agenziaentrate.gov.it/portale/web/english/nse/individuals/tax-i…. Informal enquiries about the job and the application process can be made to Professor Cristiano Varin cristiano.varin(a)unive.it -- - Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

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Mark Podolskij's seminar at LUISS (hybrid mode)
by Sara 17 Apr '23

17 Apr '23

Dear all, Professor Mark Podolskij ( https://wwwen.uni.lu/research/fstm/dmath/people/mark_podolskij) will give a seminar on *Thursday, April 20 at noon in room 205:* *Title * On Estimation of the Maximal Rank of Stochastic Volatility *Abstract* In this talk we address the question of how many Brownian motions are required to model a multivariate price process of diffusion type. It turns out that this question is equivalent to estimation of the maximal rank of the volatility component. We solve this mathematical problem in the high frequency regime and provide a formal estimation and testing procedure. If the time allows we touch upon high dimensional aspects of the problem. Please, find here the link to the seminar virtual room: Link room 205 B: https://luiss.webex.com/luiss-en/j.php?MTID=me3d961dc4b3575085d5d4b6a304e2d… guest username: w_guest(a)luiss.it pw : i7G3HiAKq2Q Best regards, Sara ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of Economics and Finance *LUISS University* Address: Viale Romania, 32 00197 Roma *Web* (institutional): https://economiaefinanza.luiss.it/docenti/cv/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/

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Seminar in Statistics - EVGENII CHZHEN
by Pierpaolo De Blasi 17 Apr '23

17 Apr '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Aprile 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Evgenii Chzhen* (Université Paris-Saclay, France) Title: *Demographic parity constraint for algorithmic fairness : a statistical perspective* Abstract: In this talk I will give a brief introduction to the recently emerged field of algorithmic fairness and advocate for a statistical study of the problem. To support my claims, I will focus on the Demographic Parity fairness constraint, describing various connections to classical statistical theory, optimal transport, and conformal prediction literature. In particular, we will study the form of an optimal prediction function under this constraint in both regression and classification. Then, I will describe a learning procedure which is supported by statistical guarantees under no or mild assumptions on the underlying data distribution. This talk is based on a sequence of joint works with Ch. Denis, S. Gaucher, M. Hebiri, L. Oneto, M. Pontil, and N. Schreuder. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89455985680?pwd=OXBPZSthaG5pRjZGbDNMVk9MMG1PQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario F. Mecatti (UNIMIB) presso il Politecnico di Milano
by Laura Maria Sangalli 17 Apr '23

17 Apr '23

Si avvisa che in data 21-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Fulvia Mecatti, Università degli Studi Milano Bicocca Titolo: What is big in big data? A sampling statistician perspective Abstract: BigData users as well as BigData research community are fast growing bigger and bigger while statisticians at large seem to be growing divided between enthusiastic and worried, when not downright hostile. Is BigData also a big step ahead to extract information and actual knowledge from data? Is BigData underplaying statistical inference as we know it? Supplanting stats methodology as a low-cost futuristic option? As a (mainly) sampling statistician, in this webinar I shall try to decipher the multifaceted relationship connecting BigData to statistical and to sampling methodology, starting with the still blurry definition of BigData and discussing some very personal considerations and views. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 Tutti gli interessati sono cordialmente invitati a partecipare, 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 https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Deadline approaching (April 19): PhD Economics, Statistics and Data Science @unimib
by Tommaso Rigon 14 Apr '23

14 Apr '23

Dear colleagues, The Department of Economics, Management, and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its Ph.D. Programme in Economics, Statistics, and Data Science (ECOSTATDATA) for the academic year 2023-24 (XXXIX cycle, Session I). The deadline for applications is approaching: April 19th, 2023, at 12.00 noon. The official Call for Applications: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Ph.D. program's webpage: https://www.dems.unimib.it/en/research/phd-economics-statistics-and-data-sc… The Ph.D. Programme is articulated in three curricula, Economics (ECO), Statistics (STAT), and Big Data & Analytics for Business (BIDAB). The length of the Ph.D. Programme is four years, starting in late October 2023. We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.200 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. students visiting academic or scientific institutions abroad. There will also be allowances (research funds) for short-period mobility (from the first year). Additional scholarships and positions are also available on specific research projects in collaboration with national and international companies of primary importance. The selection procedure is regulated by the official Call for Applications (Bando di Concorso) – Session I, which was published in the Doctoral School’s and on the Ph.D. programme websites on March 21st, 2023. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (approximately during May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions.

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[Reminder] A spring day in Probability and Statistical Physics - 21 Aprile 2023
by Gianmarco Bet 13 Apr '23

13 Apr '23

Care colleghe e colleghi, Vi ricordiamo che Venerdì 21 Aprile si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…>. Trovate qui <https://drive.google.com/file/d/1sZk_pdmI0_vO8vnfE-KHWbbNrE3OCCf2/view?usp=…> il poster dell’evento. Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI… <https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI…> Vi aspettiamo numerosi! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Fabio Toninelli (Technical University of Vienna) Title: Driven diffusive systems and stochastic PDEs Prof. Julia Komjathy (Technical University of Delft) Title: Cluster-size decay in spatial random graphs 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Toninelli 11.45-12.15 Break 12.15-13.00 Seminar: Toninelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.45 Break 15.45-16.30 Seminar: Komjathy ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet <https://gianmarco.bet/> Phone: (+39) 055 2751491 Department of Mathematics and Computer Science "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 https://unifirenze.webex.com/meet/gianmarco.bet <https://unifirenze.webex.com/meet/gianmarco.bet> ----------------------------------------------------------------------

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Seminario di Nikolay Barashkov, martedì 18 aprile in Sapienza
by Giacomo Di Gesu 13 Apr '23

13 Apr '23

Segnalo il seguente seminario: *Martedì 18 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Nikolay Barashkov, University of Helsinki *Title:* Gluing for $\phi^4_3$ on cylinders *Abstract:* The $\phi^4_3$ model is a 3-dimensional non-Gaussian Euclidean QFT. Showing existence of such a measure was one of the highlights of the constructive QFT programme in the '70s. In this talk I will describe joint work with Trishen Gunaratnam in analysing how $\phi^4_3$ models glue together on cylinders.

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