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Junior Milan Time Series Workshop at University of Milan @31/03/2025
by Luca Rossini 22 Jan '25

22 Jan '25

Dears, The University of Milan is organizing the first Junior Milan Time Series Workshop (Junior MiTSS) on *31 March 2025*. The workshop is aimed at PhD students, postdocs, and junior researchers in all the fields of time series econometrics, including panel data econometrics and macroeconometrics. The keynote speaker will be Roberto Casarin <https://sites.google.com/view/robertocasarin/home?authuser=0> (Ca' Foscari University of Venice). Interested scholars are invited to submit an extended abstract of 1-3 pages to *juniormitss(a)unimi.it <juniormitss(a)unimi.it>* by *7 February 2025*. The notification of acceptance will be on 28 February 2025; unfortunately, no travel funds are available. Best regards Luca

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Seminar Victor M. Panaretos @Luiss
by Alessia Caponera 22 Jan '25

22 Jan '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*: Victor M. Panaretos, École Polytechnique Fédérale de Lausanne (EPFL) *Title*: *Distributional Regression and Autoregression via Mass Transportation* *When*: February 6th, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: We present a framework for performing regression when both covariate and response are probability distributions. Our framework is based on the theory of mass transportation and links the conditional Fréchet mean of the response to the covariate via an optimal transport map. In the simplest context of distributions on the real line, we show how one can define and compute a Fréchet least squares estimator of the regression map, which attains the minimax convergence rate under minimal assumptions. We also discuss possible extensions to higher dimensional laws and to autoregressive settings, and how these seem to require additional smoothness conditions for consistent estimation. Based on joint work with Laya Ghodrati. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/distributional-regressio… *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 22 Jan '25

22 Jan '25

Dear colleagues, I am pleased to share with you the call for applications for the MAPPA program, a DOUBLE-DEGREE MASTER PROGRAM IN MATHEMATICS jointly offered by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program offers three specialized study paths: - MATHEMATICAL ANALYSIS - PROBABILITY AND FINANCE - PROBABILITY AND STATISTICAL MECHANICS Admitted students will spend their first year in Padova and their second year in Paris. Upon successful completion of the program, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2025-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 12, 2024, AT 12:00. Please share this opportunity with your bachelor students, and feel free to contact me for further information. Best Regards, Claudio Fontana

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Seminario a Roma il 05/02/2025
by Pietro Caputo 21 Jan '25

21 Jan '25

Mercoledì *5 febbraio *alle ore *14.30, *Simone Baldassarri (Mathematical Institute Leiden University) terrà il seminario dal titolo “*Opinion dynamics on dense dynamic random graphs*”. Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. In the first model only coexistence is attainable, meaning that both opinions survive, but with the presence of many disagreeing edges. In the second model only consensus prevails, while in the third model polarisation is possible. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. Il seminario avrà luogo in presenza presso il Dipartimento di Matematica e Fisica di Roma Tre Aula B in Via della Vasca Navale 84, 00146 Roma -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo Tel +39 3460830076

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WiM 2025
by giuseppe.sanfilippo＠unipa.it 21 Jan '25

21 Jan '25

Carissimə, siamo lietə di annunciarvi che il 6 e 7 febbraio 2025 si terrà a Palermo, presso il Dipartimento di Matematica e Informatica, Via Archirafi 34, la seconda edizione del Workshop “Women in Mathematics” organizzato con il patrocinio dell’Unione Matematica Italiana (UMI), dell’Istituto Nazionale di Alta Matematica (INdAM), del Dipartimento di Matematica e Informatica e dell’Università degli Studi di Palermo. L’obiettivo del workshop è di pubblicizzare l'ottimo lavoro di ricerca svolto dalle ricercatrici in matematica nel mondo, accrescere la loro visibilità e incrementare la rete di contatti, promuovendo l’interazione tra discipline diverse. L’iniziativa si svolge anche in concomitanza con la Giornata Internazionale delle Donne e Ragazze nella Scienza prevista l'11 febbraio 2025. Il workshop prevedrà l’intervento delle seguenti invited speakers: Eleonora Amoroso, Università degli Studi di Messina Alessandra Bernardi, Università di Trento Lydia Castronovo, Università degli Studi di Messina Alessandra Celletti, Università di Roma, Tor Vergata Gisella Croce, Université Paris 1, Panthéon-Sorbonne Chiara Giverso, Politecnico di Torino Anna Mercaldo, Università degli Studi di Napoli Federico II Sihem Mesneger, Université Paris VIII Anamari Nakić, University of Zagreb Helena J. Nussenzveig Lopes, Universidade Federal do Rio de Janeiro, Brasile Maria Rosaria Posteraro, Università degli Studi di Napoli Federico II Laura Lea Sacerdote, Università degli Studi di Torino Mariangela Sciandra, Università degli Studi di Palermo Barbara Vantaggi, Università la Sapienza Roma La partecipazione è aperta a tutti i ricercatori interessati. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Women in Mathematics”. Per partecipare non è richiesta alcuna tassa di iscrizione, ma è gradita la registrazione. I dettagli logistici e le ulteriori informazioni sono disponibili al seguente link: https://wim.unipa.it/ Vi aspettiamo, Gilberto Bini, Barbara Brandolini, Giovanni Falcone, Gaetana Gambino, Maria Carmela Lombardo, Marco Sammartino, Giuseppe Sanfilippo, Elisabetta Tornitore

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The ABS school SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY, June 3-6, 2025, Genova, Italy
by Elisa Varini 20 Jan '25

20 Jan '25

We are pleased to inform you that the next Applied Bayesian Statistics summer school - ABS25 will be held from 3 to 6 June 2025 in the beautiful historic city of Genova, overlooking the Ligurian Sea in Italy. The school is organized by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with the Department of Mathematics of the University of Genova. The topic will be SPATIO-TEMPORAL METHODS IN ENVIRONMENTAL EPIDEMIOLOGY The lecturer will be Prof. ALEXANDRA SCHMIDT (McGill University, Department of Epidemiology, Biostatistics and Occupational Health, Canada), with the support of Dr. CARLO ZACCARDI (University G. d'Annunzio Chieti-Pescara, Department of Economics, Italy). If interested, you can register on the school website: https://abs25.imati.cnr.it/ REGISTRATION is now open, but payments will be possible (by credit card and, possibly, by bank transfer) starting from about mid-February 2025. If you are interested in the school but unwilling to register for the moment, please send an email to abs25(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: This course aims to explore the interface between environmental epidemiology (EE) and spatio-temporal modelling (ST). The aim of EE is to understand the adverse health effects of environmental hazards and to estimate the risks associated with those hazards. Such risks have traditionally been assessed either over time at a fixed point in space or over space at a fixed point in time. ST modelling characterizes the distribution of those hazards and associated risks over both geographical locations and time. Understanding variation and exploiting dependencies over both space and time greatly increases the power to assess those relationships. The course will cover a wide range of topics from an introduction to spatio-temporal and epidemiological principles along with the foundations of ST modeling, with specific focus on their application, to new directions for research. Topics to be covered: - Types of epidemiological studies: cohort, case–control, ecological. - Measures of risk: relative risks, odds ratios, absolute risk, sources of bias, assessing uncertainty. - Bayesian statistics and computational techniques: Markov Chain Monte Carlo (MCMC). - Regression models in epidemiology: Logistic and Poisson generalized linear models, hierarchical models. - Dynamic linear models, temporal autocorrelation. - Spatial models: area and point referenced methods, mapping, geostatistical methods, spatial regression. - Spatial-temporal models: separable models, non-separable models, modelling exposures in space and time. Reference: Shaddick, G., Zidek, J.V., & Schmidt, A.M. (2023). Spatio–Temporal Methods in Environmental Epidemiology with R (2nd ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9781003352655 We hope you will be interested in the school, and we would like to meet you in Genova. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS25

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Call for papers BISP14 - 14th International Workshop on Bayesian Inference in Stochastic Processes
by Elisa Varini 20 Jan '25

20 Jan '25

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 Deadline for paper submission: February 8, 2025. CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers are Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), SIS (Italian Statistical Society), and supported by Department of Economics, Social Studies, Applied Mathematics and Statistics of the University of Turin. BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 8 February 2025: Deadline for abstracts' submission – 22 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) Best regards Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

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PhD thesis position in Geometric Statistics and Compound Climate Events
by Elena Di-Bernardino 20 Jan '25

20 Jan '25

Dear colleagues, Thomas Opitz (INRAE Avignon France) and I are looking for a motivated PhD candidate student from October 2025 to September 2028. The thesis will focus on spatial statistics, stochastic geometry and extreme value theory (see attachment for the thesis topic) with important applications to climate science. Do you know any students who might be interested on this topic? Ideal applicants have a strong background in mathematics, statistics, with interest spatiotemporal modeling of extremes. Yours sincerely Elena Di Bernardino and Thomas Opitz -- Elena Di Bernardino https://math.univ-cotedazur.fr/~elenadb/ Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

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PhD thesis, France
by Chenavier Nicolas 20 Jan '25

20 Jan '25

Dear colleagues, Bartek Błaszczyszyn and I are looking to co-supervise a PhD student from October 2025 to September 2028. The funding program we are applying for is MathPhDInFrance (see https://mathphdinfrance.fr/ for more information). To be eligible, the candidate must have spent at most one year studying in France between 2022 and 2025. The PhD thesis will focus on probability theory, specifically on stochastic geometry and extreme value theory https://www-lmpa.univ-littoral.fr//~chenavier/project_Blaszczyszyn&Chenavie…. The PhD thesis will take place at the University of Littoral (Calais) or in Paris, depending on the student’s preference. Best regards, Bartek Błaszczyszyn and Nicolas Chenavier.

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Seminario Padova - Orphée Collin
by alekos.cecchin＠unipd.it 17 Jan '25

17 Jan '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Gennaio) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Orphée Collin (LPSM Paris) Title: Two-dimensional simple random walk conditioned on avoiding 0 and two-dimendional random interlacements Date: January 24, 2025, at 14:30, room 2AB40 Abstract: In this talk, I will present joint works with Francis Comets and Serguei Popov. How can one condition the two-dimensional simple random walk (2D-SRW), which is well known to be recurrent, on not hitting the origin ? This question will be answered by defining rigorously the 2D-SRW conditioned to avoid the origin. I will then discuss some of its surprising properties and present results concerning its speed of escape towards infinity. I will also present the random interlacements model build upon the conditioned 2D-SRW, which was introduced by the aforementioned coauthors (together with Marina Vachkovskaia) in 2015. I will discuss some properties of this model : FKG inequality, 0-1 law, phase transition and behavior at criticality. During the talk, I will also evoke the continuous counterparts of these processes, namely : the two-dimensional Brownian motion conditioned to avoid the unit ball and the two-dimensional random interlacements. If time allows, I will mention some results on the Brownian random interlacements. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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