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Avviso di Seminario: Radu Craiu @Memotef, Sapienza7 aprile 2025
by Brunero Liseo 21 Mar '25

21 Mar '25

Il prof. Radu Craiu, Dept. of Statistical Sciences - University of Toronto, terrà un seminario dal titolo *Statistical Elucidation of Latent Structures via Copulas.* *Abstract*: Latent variable models, be they static or dynamic, are ubiquitous in statistical analyses. We present copula-based extensions of such models and discuss the inferential benefits and computational challenges that result from these extensions. The methodology is illustrated using numerical experiments and data analyses Quando: *Lunedì 7 aprile ore 12* Dove:* Aula Di Fresco*, quarto piano della Facoltà di Economia, Ala Amministrazione. *Per seguire il seminario a distanza: * 1. collegarsi alla pagina https://memotef.web.uniroma1.it/it/aule-e-laboratori-memotef-link-zoom 2. Selezionare Aula Di Fresco mediante il Link Studente BL ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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YEPXX | 23-27 June | registration is now open
by Simone Baldassarri 20 Mar '25

20 Mar '25

Dear Colleagues, This is the second announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology. The workshop will be centered around interacting particle systems on and of complex systems, aiming at describing criticality, phase transitions, and finite-size corrections in problems at the interface of mathematics, physics, biology, and computer science. This workshop aims to bring together young researchers and renowned scientists to share ideas, discuss research, and enable the next generation of researchers to obtain an overview of the emerging research field on this theme. The workshop will feature 3 mini-courses by the following distinguished speakers: - Shankar Bhamidi (University of North Carolina) - Cristian Giardinà (Università degli Studi di Modena e Reggio Emilia) - Andrea Montanari (Stanford University) The workshop will also include invited talks by the following distinguished speakers: - Alessandra Bianchi (Università di Padova) - Francesca Collet (Università di Verona) - Elena Magnanini (Weierstrass Institut) - Noela Müller (TU Eindhoven) - Elena Pulvirenti (TU Delft) - Wioletta Ruszel (Utrecht University) - Mei Yin (University of Denver) - Irene Ayuso Ventura (Durham University) There will also be short talk and poster sessions for early postdocs and PhD students based on abstract proposals. Registrations are now open at *YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…>*. Subject to sufficient final resources we will consider granting additional funding for young researchers. If you want to apply for this, please send an email to: *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl>*. Further information is available on the website of the event. We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe The organizers of this workshop are committed to ensuring that scientific events are accessible to everyone, regardless of their identity, and are devoted to creating a safe and respectful environment for all participants.

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Seminario Lorenzo dello Schiavo
by Gustavo Posta 20 Mar '25

20 Mar '25

Nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor Lorenzo dello Schiavo, Dipartimento di Matematica dell'Università degli Studi di Roma Tor Vergata, terrà 2 seminari nell'aula L del Dipartimento di Matematica "G. Castelnuovo" il 2 aprile 2025 alle 16:00 e il 10 aprile 2025 alle 14:30 dal titolo Massive particle systems, Wasserstein Brownian motions, and the Dean–Kawasaki equation (Part I & II) Sunto: Let W be a conservative, ergodic Markov diffusion on some arbitrary state space M, converging exponentially fast to equilibrium. We consider: (1) Systems of up to countably many massive particles in M, with finite total mass. Each particle is subject to an independent instance of the noise W, with volatility the inverse mass carried by the particle. We prove that the corresponding infinite system of SDEs has a unique solution, for every starting configuration and every distribution of the masses in the infinite simplex. (2) Solutions to the Dean--Kawasaki SPDE with singular drift, driven by the generator L of W. We prove that the equation may be given rigorous meaning on M, and that it has a unique `distributional’ solution. This extends Konarovskyi--Lehmann--von Renesse's `ill-posedness vs. triviality' to the case of infinitely many massive particles. (3) Diffusions with values in the space P of all probability measures on M, driven by the geometry induced by L. (4) In the case when M is a manifold, differential-geometric and metric-measure Brownian motions on P induced by the geometry of optimal transportation and reversible for a normalized completely random measure. We show that all these objects coincide. The first talk will survey general aspects of the constructions, mostly focussing on (1) and (3). The second talk will focus on (2) and explain its relations with known results about the Dean–Kawasaki equation. Gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 -----------------------------------------------------------------

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Seminar Enrico Biffis
by Gabriele Stabile 20 Mar '25

20 Mar '25

Dear colleagues, you are all invited to participate in the following seminar *Enrico Biffis *(Imperial College Business School) Title: Robust climate risk management Abstract: In this talk I will review some recent problems arising in climate risk management ranging from climate model selection and climate stress testing to emissions estimation. I will then focus on emission targets and abatement incentives, presenting some empirical evidence on reported emissions and discussing a model allowing us to explore the interplay between carbon emission targets, endogenous GHG emission mix, and climate risk mitigation. The talk is based on works with Giuseppe Brandi, Kaveh Salehzadeh Nobari, Simone Cenci, and Sara Biagini. *Wednesday, 26 March 2025, 14.00-15.00* Aula Matematica (Faculty of Economics building-first floor), Via Del Castro Laurenziano 9, Roma

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New MSc in Statistics at the University of Warwick
by Massimiliano Tamborrino 20 Mar '25

20 Mar '25

Dear all, applications are now open for a new designed MSc in Statistics at the University of Warwick www.warwick.ac.uk/fac/sci/statistics/postgrad/msc/<https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/> starting on October 2025, with some available scholarships https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/fees-funding/ The new MSc comprehends four different pathways, on "General Statistics", "Data Science", "Finance" and "Probability". I would appreciate if you could circulate the announcement to any student interested in pursuing a degree in Statistics in a vibrant and exciting department. Many thanks, best, Massi ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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QuantitativeFinance@Work | University of Rome Tor Vergata - May 9, 2025
by Davide Pirino 19 Mar '25

19 Mar '25

Dear colleagues, We are pleased to announce the sixth edition of the *QFin@Work 2025*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking of the University of Rome Tor Vergata. This event connects leading experts and academics to explore future perspectives in the field and provide students with practical insights drawn from their experiences. The event takes place on *May 9, 2025 *at the Department of Economics and Finance, Building B, 2nd Floor, Sala del Consiglio from 9:30 a.m. The program is available at https://qfinatwork.com/2025/agenda/ Attendance is free, but registration is compulsory for organizational reasons. Participants are encouraged to register soon! Registration form <https://qfinatwork.com/2025/registration-2025/> Further information is available at https://qfinatwork.com/2025 Please feel free to share this event with anyone who might be interested. Looking forward to having you with us, The Scientific Committee Rocco Ciciretti, Katia Colaneri, Jodi Dianetti, Annalisa Fabretti, Stefano Herzel, Paolo Pigato, Davide Pirino, Alessandro Ramponi, Sergio Scarlatti.

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Fwd: postdoc position, stochastic control
by Alessandro Milazzo 19 Mar '25

19 Mar '25

Buongiorno, Ricevo e inoltro un'opportunità di Postdoc all'Università di Uppsala (Svezia) con il prof. Erik Ekström su tematiche di controllo stocastico. Aggiungo anche che, se interessati ad avere più dettagli, potete contattarmi privatamente in quanto io stesso ho avuto un'esperienza come Postdoc con il prof. Erik Ekström. Cordiali saluti, Alessandro Milazzo ---------- Forwarded message --------- Da: Erik Ekström <erik.ekstrom(a)math.uu.se> Date: mer 19 mar 2025 alle ore 10:56 Subject: postdoc position, stochastic control To: <ekstrom(a)math.uu.se> Dear Colleague, I hope you are well. I write this to let you know about a two-year postdoc position in stochastics control in Uppsala. If you know of any suitable candidates, please forward the advertisement to them! https://www.uu.se/en/about-uu/join-us/jobs-and-vacancies/job-details?query=… Thanks in advance! Best regards, Erik

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Fwd: Young Researchers in Stochastic Analysis and Stochastic Geometric Analysis
by Francesco Caravenna 19 Mar '25

19 Mar '25

Ricevo e volentieri inoltro. > Da: "Xue-Mei Li" <xue-mei.li(a)epfl.ch> > > I would like to bringing your attention to the following event, which is now open to registration. I would appreciate it if you could advertise it. > > --------------------------------------- > > Young Researchers in Stochastic Analysis and Stochastic Geometric Analysis > Dates: September 23–26, 2025 > Location: Bernoulli Center, EPFL, Lausanne > > This workshop provides a platform for young researchers to present their work, engage in discussions, and foster collaboration and idea-sharing in the fields of stochastic analysis and stochastic geometric analysis. > > > Web link: > https://www.epfl.ch/labs/stoan/events/future-events/young-researchers-works… > ----------------------------------------- > > > Best Regards, > Xue-Mei

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"Emergent Macroscopic Phenomena in Non-Equilibrium Statistical Mechanics" at GSSI
by Lu Xu 18 Mar '25

18 Mar '25

Dear colleagues and friends, it is a pleasure to announce the forthcoming workshop Emergent macroscopic phenomena in non-equilibrium statistical mechanics<https://trimester2025.math.gssi.it/workshop3/> which will be held at Gran Sasso Science Institute, in L'Aquila (Italy), from May 5th to 9th, 2025. The workshop aims to present the state of the art in understanding of the emergence of collective phenomena starting from particle systems, with a focus on non-equilibrium statistical mechanics. We provide a space for scientific exchanges among experts, PhD students and early-career researchers with common interests in the field of statistical mechanics. The workshop will consist of invited talks and a contributed talk session by selected young participants. Invited Speakers: * Lorenzo Bertini, Sapienza Università di Roma * Stella Brassesco, Venezuelan Institute for Scientific Research * Gioia Carinci, Università degli Studi di Modena e Reggio Emilia * Pablo A. Ferrari, University of Buenos Aires * Davide Gabrielli, Università degli Studi dell'Aquila * Cristian Giardinà, Università degli Studi di Modena e Reggio Emilia * Kohei Hayashi, RIKEN, Tokyo * Claudio Landim, IMPA, Rio de Janeiro * Frank Redig, Delft University of Technology * Senya Shlosman, Krichever Center of Advance Studies & Institute of the Information Transmission Problems, Moscow * Dimitrios Tsagkarogiannis, Università degli Studi dell'Aquila * Hayate Suda, Tokyo Institute of Technology * Maria E. Vares, Federal University of Rio De Janeiro Contributed talks: Prospective participants are welcome to apply for a contributed talk by sending the title, abstract as well as your brief CV to Lu Xu (lu.xu(a)gssi.it<mailto:lu.xu@gssi.it>) before April 15th, 2025. Registration: Registration to the workshop is free but mandatory (deadline: April 20th, 2025) through the web form: https://indico.gssi.it/event/745/ The workshop is part of the intensive thematic semester “Particles, Fluids and Patterns: Analytical and Computational Challenges” funded by the program “Pattern Analysis and Engineering” within the “Dipartimenti di Eccellenza” framework. Further information is available on the website: https://trimester2025.math.gssi.it/workshop3/. We would be grateful if you could circulate the announcement among potentially interested researchers. For any information do not hesitate to contact us at patterns(a)gssi.it<mailto:patterns@gssi.it>. With our best wishes, Serena Cenatiempo Alessia Nota Stefano Olla Marielle Simon Lu Xu

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Seminar Sirio Legramanti @Luiss
by Alessia Caponera 17 Mar '25

17 Mar '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Sirio Legramanti, University of Bergamo *Title*: Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity *When*: March 27, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: There has been an increasing interest on summary-free solutions for approximate Bayesian computation (ABC) that replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic samples generated under the proposed parameter values. The success of these strategies has motivated theoretical studies on the limiting properties of the induced posteriors. However, there is still the lack of a theoretical framework for summary-free ABC that (i) is unified, instead of discrepancy-specific, (ii) does not necessarily require to constrain the analysis to data generating processes and statistical models meeting specific regularity conditions, but rather facilitates the derivation of limiting properties that hold uniformly, and (iii) relies on verifiable assumptions that provide more explicit concentration bounds clarifying which factors govern the limiting behavior of the ABC posterior. We address this gap via a novel theoretical framework that introduces the concept of Rademacher complexity in the analysis of the limiting properties for discrepancy-based ABC posteriors, including in non-i.i.d. and misspecified settings. This yields a unified theory that relies on constructive arguments and provides more informative asymptotic results and uniform concentration bounds, even in those settings not covered by current studies. These key advancements are obtained by relating the asymptotic properties of summary-free ABC posteriors to the behavior of the Rademacher complexity associated with the chosen discrepancy within the family of integral probability semimetrics (IPS). The IPS class extends summary-based distances, and also includes the widely implemented Wasserstein distance and maximum mean discrepancy (MMD), among others. As clarified in specialized theoretical analyses of popular IPS discrepancies and via illustrative simulations, this new perspective improves the understanding of summary-free ABC. Joint work with Daniele Durante and Pierre Alquier. Main reference: https://doi.org/10.1214/24-AOS2453 *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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Reminder: seminar Luciano CAMPI
by Antonello Pesce 14 Mar '25

14 Mar '25

Dear all, We would like to remind you that on March 19th, at the Department of Mathematics of the University of Bologna and on Teams (LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZTI3YTRhYmEtZDhmYi00ZW…>), the following seminar will take place: 11:00-12:00: Luciano CAMPI “CONTINUOUS-TIME PERSUASION BY FILTERING ” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi <https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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R: Seminario Padova - Andrea Macrina - zoom link
by alekos.cecchin＠unipd.it 14 Mar '25

14 Mar '25

Buongiorno a tutti, Il seminario di Andrea Macrina di oggi pomeriggio ore 16:30 sarà trasmesso anche su zoom. Di seguito il link zoom, e titolo e abstract. Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Argomento: Seminario Andrea Macrina Ora: 14 mar 2025 04:30 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna Entra nella riunione in Zoom https://unipd.zoom.us/j/82206498450?pwd=1eDVgGamD6rEwyR5gA2VYkmGMFI6EH.1 ID riunione: 822 0649 8450 Codice d’accesso: 244411 Da: alekos.cecchin(a)unipd.it <alekos.cecchin(a)unipd.it> Inviato: lunedì 10 marzo 2025 11:30 A: random(a)mail.dm.unipi.it Cc: 'Macrina, Andrea' <a.macrina(a)ucl.ac.uk> Oggetto: Seminario Padova - Andrea Macrina Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (14 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Macrina (UCL London) <https://amacrina.wixsite.com/macrina> https://amacrina.wixsite.com/macrina Title: Continuous-Time Quantile Processes with Applications in Finance and Insurance Date: March 14, 2025, at 16:30, room 2BC30 Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a dynamic random quantile level that allows for direct interpretation of the resulting quantile process characteristics such as location, scale, skewness, and kurtosis, in terms of the model parameters. The second type are function--valued quantile diffusions and are driven by stochastic parameter processes, which determine the entire quantile function at each point in time. By the proposed construction method, quantile processes are obtained by transforming the marginals of a diffusion process under a composite map consisting of a distribution and a quantile function. Sub-classes of quantile diffusions are explored, with emphasis placed on the Tukey family of models whereby skewness and kurtosis are directly parameterised and thus the composite map is explicable with respect to such statistical behaviours. As an example of an application of quantile diffusions, we show how probability measure distortions, a form of dynamic tilting, can be induced. Though particularly useful in financial mathematics and actuarial science, examples of which are given in this work, measure distortions feature across multiple research areas. For instance, dynamic distributional approximations (statistics), non-parametric and asymptotic analysis (mathematical statistics), dynamic risk measures (econometrics), behavioural economics, decision making (operations research), signal processing (information theory), and not least in general risk theory including applications thereof. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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NDSTD25@UniVie - Registration is open
by paul.peter.hager＠univie.ac.at 14 Mar '25

14 Mar '25

Dear colleagues, Registration is now open for the upcoming on-site Workshop on Neural Dynamical Systems for Time-Series Data (April 23–25, 2025 @ University of Vienna). You can find the registration link and further details on our website: https://ndstd25.unvie.ac.at. There is no registration fee, but registration is mandatory. The deadline to register is April 2. We look forward to seeing you there! Best wishes, The Organizers

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Open Dynamical Systems postdoc position at VU Amsterdam
by Massimiliano Tamborrino 13 Mar '25

13 Mar '25

Ricevo ed inoltro con piacere una call per un postdoc di 2 anni per lavorare con Daniele Avitabile (in Cc) a VU Amsterdam. Saluti, Massimiliano ________________________________ Dear All, Please find below the details of a posdtoctoral position open at VU Amsterdam’s Centre for Dynamics and Computation (ACDC), with deadline on Friday the 4th of April. The position is not attached to a specific project, and the candidate will ideally connect to the existing research streams in ACDC (see the message below below for a full list of researchers working in the centre). Mathematical Neuroscience, Uncertainty Quantification, Data Assimilation, Numerical Analysis, and Stochastics are amongst the themes of the call. ACDC members active in the areas above are Daniele Avitabile (d.avitabile(a)vu.nl<mailto:d.avitabile@vu.nl>) Chris Bick (c.bick(a)vu.nl<mailto:c.bick@vu.nl>) Svetlana Dubinkina (s.b.dubinkina(a)vu.nl) and candidates who would like to discuss connections to these areas can write to us jointly. General organisational enquries about the call should be sent to c.bick(a)vu.nl<mailto:c.bick@vu.nl> Please circulate this to potentially interested candidates. Daniele --- Dear colleagues, the Amsterdam Center for Dynamics and Computation (http://amsterdam-dynamics.nl<http://amsterdam-dynamics.nl/>) within the Department of Mathematics of the Vrije Universiteit Amsterdam is recruiting a 2-year postdoctoral researcher. Ideally, the candidate can connect to existing research strengths of the Center, including (but not limited to) differential equations, networks, data assimilation, systems biology, rigorous numerics, mathematical neuroscience, inverse problems, numerical analysis, and systems with multiple scales. Candidates should apply by *Fri, April 4, 2025* through the VU online system at the link below http://workingat.vu.nl/vacancies/postdoc-in-dynamical-systems-amsterdam-114… Please bring this vacancy to the attention of any suitable candidate. Best wishes, Chris on behalf of the Amsterdam Center for Dynamics and Computation Daniele Avitabile www.danieleavitabile.com ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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"An afternoon on stochastic control" - Milano-Bicocca
by Federica Masiero 13 Mar '25

13 Mar '25

Carissime/i segnaliamo che* lunedì 24 marzo, alle ore 14 in aula 3014*, edificio U5-Ratio, Università di Milano Bicocca, terzo piano, si terrà il mini workshop *"An afternoon on stochastic control"* Di seguito il programma: ore 14 *"Mean field Games in Hilbert spaces"* Salvatore Federico - Università di Bologna ore 14.40 *"Semimartingales with jumps, weak Dirichlet processes and* *generalized martingale problems"* Elena Bandini - Università di Bologna ore 15.20 *"Stochastic control for SPDEs driven by cylindrical stable noise"* Alessandro Bondi - Università Luiss Roma ore 16.00 coffee break ore 16.30 *"Stochastic model reduction in a control problem motivated by climate models"* Giuseppina Guatteri - Politecnico di Milano ore 17.10* "On some models of biodiversity evolution and agroecology"* Fausto Gozzi - Università Luiss Roma -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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Eurandom Workshop on Dependence Modeling at TU Eindhoven (NL) - June 30 - July 2, 2025
by Elisa Perrone 13 Mar '25

13 Mar '25

Dear Colleagues, We are excited to announce the Eurandom Workshop on Dependence Modeling, that will take place at TU Eindhoven (NL) from June 30, until July 2, 2025. This event will bring together subject experts to explore the latest advancements in dependence modeling, covering both theoretical and practical aspects. There will be the opportunity for researchers in the field to present a poster. The event is sponsored by Eurandom, NWO, and 4TU.AMI. Registration is now open! For more details and to register, please visit the workshop page: Workshop Webpage <https://www.eurandom.tue.nl/event/https-www-eurandom-tue-nl-event-yes-depen…>. We look forward to your participation! Best regards, Elisa Perrone (on behalf of all the organizers, Alexis Derumigny, Irène Gijbels, and Antonis Papapantoleon) --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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A spring day in Probability and Statistical Physics: 11 aprile 2025, Firenze
by Luisa Andreis 11 Mar '25

11 Mar '25

(ENGLISH BELOW) Care colleghe e colleghi, Siamo felici di annunciarvi che venerdì 11 Aprile si terrà la quindicesima giornata di seminari del ciclo “Days in Probability and Statistical Physics”. A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS Università degli Studi di Firenze Venerdì 11 Aprile 2025 Lecturers: Clara Stegehuis (Twente University) e David Belius (UniDistance Suisse) 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 per un pubblico non esperto, seguita da un seminario di approfondimento sul tema, della stessa durata (vedi programma). Maggiori informazioni, compresi gli abstract, sono reperibili alla pagina web dell’evento (qui<https://sites.google.com/unifi.it/florence-probability-group/probability-da…>). Note pratiche: a coloro che fossero interessati a partecipare chiediamo di compilare il seguente Google Form entro il 6 Aprile: https://forms.gle/zYv2BFAmMy42cf8y8 Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessato/a, in particolare giovani ricercatrici e ricercatori! Luca Avena, Luisa Andreis, Gianmarco Bet e Elia Bisi 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. Clara Stegehuis (Twente University) Title: Detecting geometry in scale free networks Prof. David Belius (UniDistance Suisse) Title (Introductory lecture): The story of mean-field spin glasses Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Stegehuis 11.45-12.15 Break 12.15-13.00 Seminar: Stegehuis 13.00-14.30 Pranzo 14.30-15.15 Introductory lecture: Belius 15.15-15.45 Break 15.45-16.30 Seminar: Belius Trovate qui<https://drive.google.com/file/d/17o2Lj3hq4REcMMS788jd0Fe_4403Ikp1/view?usp=…> il poster dell’evento. —--------------------------------------------------- Dear colleagues, We are happy to announce that on Friday, April 11th, the fifteenth seminar day in the “Days in Probability and Statistical Physics” will take place. A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday, April 11th, 2025 Lecturers: Clara Stegehuis (Twente University) e David Belius (UniDistance Suisse) Location: Tricerri room, Department of Mathematics and Computer Science Ulisse Dini, Viale Morgagni 67/a, Florence, Florence Each speaker will give a 45 minutes introductory lecture tailored for non-experts, followed by another 45 minutes of seminar-style presentation (see program). More information, including the abstracts, can be found on the event’s webpage<https://sites.google.com/unifi.it/florence-probability-group/probability-da…>. Practical notes: for organization purposes, we kindly ask those who plan to attend to fill out the following Google Form by April 6: https://forms.gle/zYv2BFAmMy42cf8y8 We look forward to seeing many of you and please feel free to share the announcement with those you think may be interested, particularly to young researchers! Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi 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. PROGRAM Prof. Clara Stegehuis (Twente University) Title: Detecting geometry in scale free networks Prof. David Belius (UniDistance Suisse) Title (Introductory lecture): The story of mean-field spin glasses Title (Seminar): The Thouless-Andersson-Palmer (TAP) approach to mean-field spin glasses 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Stegehuis 11:45-12:15 Break 12:15-13:00 Seminar: Stegehuis 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Belius 15:15-15:45 Break 15:45-16:30 Seminar: Belius You can find here<https://drive.google.com/file/d/17o2Lj3hq4REcMMS788jd0Fe_4403Ikp1/view?usp=…> the poster of the event. Luisa Andreis ------------------------------------------------------- Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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registration open | PrefStat SUMMER SCHOOL, 30/6 - 4/7 2025, University of Oslo (Norway)
by Valeria Vitelli 11 Mar '25

11 Mar '25

Dear all, It is our pleasure to announce that registration to the second edition of the *Preference Statistics summer school* (PrefStat 2025 <https://www.prefstat.org/>) is now open at this link: https://nettskjema.no/a/494018#/page/1 *Early bird registration is open until 15 April* (late registration until 2 June) The school will be held at the *University of Oslo (Norway), from June 30th to July 4th, 2025.* Focus of the 2025 event will be on *Bayesian Methods in Preference Learning.* The PrefStat summer school is a 5-day event aimed at introducing young researchers to the highly active field of Preference Learning (PL), with a strong focus on applications and case studies. The key elements of the summer school are lectures by distinguished keynote speakers in the field, accompanied by computational sessions guiding the participants in the analysis of real-world datasets. The overall aim of the school is to educate a young generation of researchers to work at the interface of machine learning and theoretically advanced statistical methods, to unveil all potentialities of PL. The main target group for the school is master & PhD students, postdocs and interested senior researchers in statistics, data science, math, computer science, or related subjects with a strong interest in PL. Further information can be found on the University of Oslo event page: https://www.integreat.no/events/public-events/workshops/prefstat-summer-sch… We are looking forward to an inspiring event! Best regards, Valeria Vitelli On behalf of the scientific & organizing committees -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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DS4HB Workshop - last call for registrations!
by Francesca Ieva 11 Mar '25

11 Mar '25

Dear all, We remind you about the registration deadline for the 1st Workshop on Data Science for Health and Biology (DS4HB), jointly organized by Politecnico di Milano and Human Technopole, which will take place at Politecnico di Milano from April 7-9, 2025. With the registration deadline approaching on March 20, 2025, we invite you to secure your participation and contribute to this exciting event. DS4HB will bring together leading researchers, industry professionals, and clinicians to foster dialogue, collaboration, and innovation in applying data science to health and biology. This is a great opportunity to showcase to and discuss your work with a diverse audience of researchers, practitioners, and clinicians from across Europe. The workshop is organized across three thematic days: Day 1 – Data Science for Omics data Day 2 – Data Science for Medical Imaging Day 3 – Data Science for Electronic Health Records (EHR) Each day will feature keynote talks by internationally renowned speakers, roundtable discussions, hands-on tutorials, and poster sessions to stimulate networking and the exchange of ideas. Key Dates to Remember: * Registration Closes: March 20, 2025 * Conference start: April 7th, 2025 Discover more and register at www.ds4hb.polimi.it<https://www.ds4hb.polimi.it/>. Follow us on Linkedin<https://www.linkedin.com/company/ds4hb-workshop/?viewAsMember=true> and X<https://x.com/ds4hb> (@ds4hb) for the latest updates, news, and announcements Politecnico di Milano and Human Technopole are two leading institutions at the forefront of data science applications in biology, precision medicine, and health-related research. DS4HB is promoted by the Health Analytics<https://mox.polimi.it/research-areas/health-analytics/> and Statistical Learning<https://mox.polimi.it/research-areas/statistics/> groups of the MOX laboratory<https://mox.polimi.it/> within the Mathematical Department of Politecnico<https://www.mate.polimi.it/>, and the Health Data Science Center<https://humantechnopole.it/en/research-centres/health-data-science/> of Human Technopole<https://humantechnopole.it/en/>. We look forward to welcoming you to Milan next April for this unique event! Best regards, Francesca Ieva (Chair) On behalf of the Scientific and Organizing Committees of DS4HB -- Francesca Ieva Associate Professor of Statistics MOX - Department of Mathematics Politecnico di Milano, Milan 20133, Italy [url] https://sites.google.com/view/francesca-ieva/home Associate Head HDS - Health Data Science Center Human Technopole, Milan, Italy [url] https://humantechnopole.it/it/centri-di-ricerca/health-data-science/

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43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025
by Gasbarra, Dario 11 Mar '25

11 Mar '25

Dear friends of Stochastics and Statistics, the registration for the 43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025 is open ! Please check the website 43rd Finnish Summer School on Probability and Statistics | FDNSS<https://fdnss.fi/43rd-finnish-summer-school-on-probability-and-statistics/> Poster<https://fdnss.wordpress.com/wp-content/uploads/2025/03/fdnss-school_poster-…> Minicourses: * Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Long range dependent noise in Stochastic Differential Equations and Stochastic Partial Differential Equations * Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) McKean-Vlasov type SDEs and related PDEs: kinetic models and low-regularity coefficients * Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) Graphical Models and Algebraic Statistics See you in Lammi ! Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland

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Vienna Congress on Mathematical Finance 2025 - Submission Deadline: March 16
by Sandra Trenovatz 11 Mar '25

11 Mar '25

Vienna Congress on Mathematical Finance (VCMF 2025) Wednesday, July 9 - Friday, July 11, 2025 https://fam.tuwien.ac.at/vcmf2025/ ----------------------------------------------------- The call for contributed talks & posters is open until March 16, 2025. https://fam.tuwien.ac.at/vcmf2025/registration.php ----------------------------------------------------- Dear colleagues, the third Vienna Congress on Mathematical Finance (VCMF 2025) will be held from July 9-11, 2025, once again at the WU campus. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Financial Economics - Green and Sustainable Finance (Electricity, Energy,...) - Insurance (Climate Risk, Cyber Risk, ...) - Statistics for Financial Markets and Large Language Models - Mean Field Games and Stochastic Control - New Technologies in Finance and Insurance (Computational Methods and Machine Learning, Cryptocurrencies, Limit Order Book and High Frequency Trading, Algorithmic Trading) - Optimal Transport (Robust Finance) - Portfolio Optimisation - Risk Management (Risk Allocation, Risk Aggregation, Credit Risk and Systemic Risk) - Rough Analysis in Finance and Insurance (Rough and Stochastic Volatility) The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. In the framework of a Panel Discussion on the theme "AI in Finance and Insurance" we offer the conference participants a platform for discussions with a number of renowned experts. The VCMF 2025 follows the successful previous editions VCMF 2019 and VCMF 2016. For further information including details on plenary and invited speakers see the conference homepage at: https://fam.tuwien.ac.at/vcmf2025/ We are looking forward to meeting you in July! With kind regards from the VCMF 2025 organizers, Christa Cuchiero, Julia Eisenberg, Zehra Eksi-Altay, Rüdiger Frey, Stefan Gerhold, Paul Krühner, Uwe Schmock, Josef Teichmann ----------------------------------------------------- Venue: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna, Austria Jointly organized by: TU Wien University of Vienna WU Vienna - Vienna University of Economics & Business WPI - Wolfgang Pauli Institute Gold Sponsors: Bank Austria IQAM Invest Raiffeisen Bank International Silver Sponsors: Deloitte Meyerthole Siems Kohlruss (further sponsors are welcome) Plenary Speakers: - Eduardo Abi Jaber (Ecole Polytechnique, FR) - René Aïd (Université Paris-Dauphine, FR) - Caroline Hillairet (ENSAE-Paris, CREST, FR) - Marcel Nutz (Columbia University, US) - Aaditya Ramdas (Carnegie Mellon University, US) - Sara Svaluto-Ferro (University of Verona, IT) - Renyuan Xu (University of Southern California, US) - Stefan Zohren (University of Oxford, UK) Invited Speakers: - Hansjoerg Albrecher (University of Lausanne, CH) - Ofelia Bonesini (London School of Economics, UK) - Katia Colaneri (University of Rome Tor Vergata, IT) - Damir Filipovic (EPFL and Swiss Finance Institute, CH) - Ruimeng Hu (University of California, US) - Grégoire Loeper (BNP Paribas CIB, FR) - Yuri F. Saporito (Fundação Getulio Vargas, BR) - Konstantinos Spiliopoulos (Boston University, US) Additionally on the first day of the congress there will be a panel discussion with the title: "AI in Finance and Insurance" Moderator: - Josef Teichmann (ETH Zurich, CH) For further details see the schedule overview: https://fam.tuwien.ac.at/vcmf2025/speakers.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until March 16, 2025. Acceptance/rejection letters will be sent until April 15, 2025 at the latest. Registration: Early registration is possible until April 30, 2025. Registration is possible until June 15, 2025. Submission and Registration: https://fam.tuwien.ac.at/vcmf2025/registration.php CPD - Continuing Professional Development for actuaries: VCMF 2025 is accredited by the Actuarial Association of Austria (AVÖ). Actuaries can earn up to 17 CPD points. For any requests, do not hesitate to write an e-mail to the conference managers Katrin Artner and Sandra Trenovatz <vcmf2025(a)fam.tuwien.ac.at> ----------------------------------------------------- "Le congrès danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815) https://en.wikipedia.org/wiki/Congress_of_Vienna -----------------------------------------------------

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Fwd: Seminario di Matematica, Scienza & Società
by Faggionato, Alessandra 10 Mar '25

10 Mar '25

Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Mon, 10 Mar 2025 at 17:07 Subject: Fwd: Seminario di Matematica, Scienza & Società %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Avviso di seminario di Matematica, Scienza & Società Lunedì 17 marzo 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Michela Procesi* (Università di Roma Tre) *Moti ricorsivi e stabilità nei sistemi dinamici* Sommario Uno dei problemi fondamentali della meccanica è descrivere matematicamente i moti, per esempio il moto planetario o delle particelle in un fluido. A parte esempi specialissimi però, non ci si può aspettare di poter dare una descrizione esatta del comportamento in ciascun istante. In effetti in generale le evoluzioni temporali possono essere molto imprevedibili, ad esempio, in assenza di attrito, ci si aspetta la coesistenza di dinamiche ricorrenti e caotiche. In questo seminario discuterò principalmente modelli semplificati che sono piccole perturbazioni di sistemi di molle e mostrerò che già in questo caso si osservano vari fenomeni matematicamente interessanti e fisicamente significativi. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… F. Dell'Isola, M. Pulvirenti, E. Rogora, B. Scoppola, A. Teta %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario Padova - Andrea Macrina
by alekos.cecchin＠unipd.it 10 Mar '25

10 Mar '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (14 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Macrina (UCL London) <https://amacrina.wixsite.com/macrina> https://amacrina.wixsite.com/macrina Title: Continuous-Time Quantile Processes with Applications in Finance and Insurance Date: March 14, 2025, at 16:30, room 2BC30 Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a dynamic random quantile level that allows for direct interpretation of the resulting quantile process characteristics such as location, scale, skewness, and kurtosis, in terms of the model parameters. The second type are function--valued quantile diffusions and are driven by stochastic parameter processes, which determine the entire quantile function at each point in time. By the proposed construction method, quantile processes are obtained by transforming the marginals of a diffusion process under a composite map consisting of a distribution and a quantile function. Sub-classes of quantile diffusions are explored, with emphasis placed on the Tukey family of models whereby skewness and kurtosis are directly parameterised and thus the composite map is explicable with respect to such statistical behaviours. As an example of an application of quantile diffusions, we show how probability measure distortions, a form of dynamic tilting, can be induced. Though particularly useful in financial mathematics and actuarial science, examples of which are given in this work, measure distortions feature across multiple research areas. For instance, dynamic distributional approximations (statistics), non-parametric and asymptotic analysis (mathematical statistics), dynamic risk measures (econometrics), behavioural economics, decision making (operations research), signal processing (information theory), and not least in general risk theory including applications thereof. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminars in Statistics at Collegio Carlo Alberto - Sahani PATHIRAJA (UNSW SYDNEY) and Quan ZHOU (TEXAS AMU)
by Matteo Giordano 08 Mar '25

08 Mar '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 14/03/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario: ------------------------------------------------ 11.00-12.00 Speaker: Sahani PATHIRAJA (UNSW SYDNEY) Title: ON CONNECTIONS BETWEEN SEQUENTIAL BAYESIAN INFERENCE AND EVOLUTIONARY DYNAMICS Abstract: It has long been posited that there is a connection between the dynamical equations describing birth-death & evolutionary processes in biology (so-called ``replicator-mutator’’ dynamics) and sequential Bayesian learning methods. This talk describes new research in which this precise connection is rigorously established in the continuous time setting. Here we focus on a class of interacting particle methods for solving the sequential Bayesian inference problem which are characterised by a McKean-Vlasov Stochastic differential equation. Of particular importance is a piecewise smooth approximation of the observation path from which the discrete time filtering equations are shown to converge to a Stratonovich interpretation of the Kushner equation. This smooth formulation will then be used to draw precise connections between nonlinear filtering and replicator-mutator dynamics. Additionally, gradient flow formulations will be investigated as well as a particular form of replicator-mutator dynamics which is shown to be beneficial for filtering with misspecified models. It is hoped this work will spur further research into exchanges between sequential learning and evolutionary biology and to inspire new algorithms in filtering and sampling. 12.00-13.00 Speaker: Quan ZHOU (TEXAS AMU) Title: GENERATIVE MODELING USING SOFT-CONSTRAINED SCHRODINGER BRIDGE Abstract: Schrodinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We propose to generalize this problem by allowing the terminal distribution to differ from the target but penalizing the Kullback-Leibler divergence between the two distributions. We call this new control problem soft-constrained Schrodinger bridge (SSB). The main contribution of this work is a theoretical derivation of the solution to SSB, which shows that the terminal distribution of the optimally controlled process is a geometric mixture of the target and some other distribution. This result is further extended to a time series setting. One application is the development of robust generative diffusion models. We propose a score matching-based algorithm for sampling from geometric mixtures and showcase its use via a numerical example for the MNIST data set. Joint work with J. Garg and X. Zhang. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 12/03/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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StatPhys29 Satellite Conference: "Non-equilibrium statistical physics: mathematical and physical advances", Florence 21-25 July 2025:
by luca.avena＠unifi.it 07 Mar '25

07 Mar '25

Dear colleagues, We are pleased to announce the upcoming StatPhys29 Satellite Conference: "Non-equilibrium statistical physics: mathematical and physical advances", Florence 21-25 July 2025: https://sites.google.com/view/nesp-2025 Research on non-equilibrium statistical physics has been developing rapidly and today represents a theme of growing interest worldwide. Fundamental ideas, methods and techniques have gradually made their way from statistical physics into probability theory and mathematical physics, where they lead to new problems and new solutions. This crossroad has developed into a very active research area over the past 10 years. In the proposed workshop the focus is on common concepts and tools and on the surprising new connections that have become available recently. Key topics that will be addressed at the conference are: (1) Non-equilibrium steady states of classical, quantum, and stochastic systems; (2) KPZ universality; (3) integrable quantum dynamics; (4) hydrodynamic limit and large deviations; (5) anomalous transport. The satellite meeting aims at gathering major experts in these fields, with the goal of exchanging ideas and setting the stage for further progress. Registration Details: This Satellite Conference is open to everybody. There is the possibility of a few contributed talks. • Deadline: April 30, 2025. • Please register via https://sites.google.com/view/nesp-2025 • There is no registration fee. Feel free to share this invitation with anyone who may be interested. Best regards, L. Avena, F. Colomo, C. Giardina', P. Goncalvez, F. Essler, T. Sasamoto, H. Spohn.

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