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YEPXX | 23-27 June | final announcement
by Simone Baldassarri 11 May '25

11 May '25

Dear colleagues, This is the final 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. Please visit the website of the event YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…> for further information about the list of the speakers, the schedule and the abstract of the talks. Young researchers are encouraged to participate and contribute with a short talk or a poster by submitting their proposals through the registration form. They can also apply for financial support. If you want to apply for this, please send an email to *eurandom.office(a)tue.nl <eurandom.office(a)tue.nl> *with a brief motivation. The deadline for both contributions and financial support applications is *May 25.* 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

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Avviso di Seminario: Prof. Kei Kobayashi
by luigia.caputo 10 May '25

10 May '25

Il giorno 13 maggio 2025, alle ore 11:30, in SP2L, aula S. Rionero, del Dipartimento di Matematica e Applicazioni R. Caccioppoli dell'Università degli Studi di Napoli Federico II, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "_Numerical approximation of stochastic di__ﬀ__erential equations modeling subdi__ﬀ__usion"_ Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 09 May '25

09 May '25

Cari colleghi, The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, ~2200 EUR net salary per month) for 3 years starting October 1st, 2025. The IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. DEADLINE FOR APPLICATIONS IS MAY 25, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/193504 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Cordiali saluti, Fabio Bugini

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Cancellazione seminario//12 maggio//Andrea Rinaldo
by Faggionato, Alessandra 09 May '25

09 May '25

Buongiorno purtroppo il seminario di Andrea Rinaldo per Matematica, Scienza e Società previsto per lunedì 12 maggio presso il Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma è stato annullato. Saluti Alessandra -- ************************************************* 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 di Zongchen Chen a Roma Tre il 15 maggio alle 14:30
by Pietro Caputo 08 May '25

08 May '25

Giovedì 15 maggio alle ore 14.30 Zongchen Chen (Georgia Institute of Technology) terrà il seminario Title: *Counting Random k-SAT Near the Satisfiability Threshold*. Abstract: We present efficient counting and sampling algorithms for random k-SAT when the clause density is at most 2^k/poly(k). In particular, the exponential term 2^k matches the satisfiability threshold O(2^k) for the existence of a solution and the (conjectured) algorithmic threshold 2^k (\ln k)/k for efficiently finding a solution. At the heart of our approach is a refined analysis of the recent novel coupling procedure introduced by Wang and Yin. Our new analysis utilizes the structural properties of random constraint satisfaction problems (CSPs). It provides a universal framework for efficient counting and sampling for random atomic CSPs, including, for example, random hypergraph colorings. At the same time, we obtain as immediate corollaries several important probabilistic properties of random CSPs that have been widely studied but rarely justified, including replica symmetry and non-reconstruction. Joint work with Aditya Lonkar, Chunyang Wang, Kuan Yang, and Yitong Yin. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Via della Vasca Navale 84, Aula A. -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo

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Call for Papers: Special Issue on "Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making" - Mathematics
by Marta Pittavino 08 May '25

08 May '25

*Call for Papers* *Special Issue on “Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making”* *A special issue of Mathematics (ISSN 2227-7390), Section D1: Probability and Statistics* *Guest Editor:* Dr. Marta Pittavino (Ca’ Foscari University of Venice, Venice School of Management, Italy) Dear Colleagues, I am delighted to invite you to contribute to this Special Issue of *Mathematics*, dedicated to *“Bayesian Networks: Parameter and Structure Learning with Their Real-World Applications for Decision Making.”* This issue aims to showcase cutting-edge research and methodological innovations in the increasingly relevant domain of Bayesian Networks, with a particular focus on parameter learning, model fitting, and real-world decision-making applications. We welcome contributions on a wide range of topics, including (but not limited to) additive and dynamic Bayesian Networks, prior distribution choices for parameter estimation, score functions, and the factorization of joint probabilities. Special emphasis will be placed on empirical applications and case studies that demonstrate the impact of Bayesian approaches on practical decision-making. Our goal is to foster a vibrant interdisciplinary dialogue, bringing together researchers from academia and industry to explore new challenges and solutions in this evolving field. We warmly encourage you to submit your latest findings and insights, helping to expand the frontiers of knowledge in Bayesian modeling and decision sciences. We hope this Special Issue will become a valuable reference point for scholars and practitioners alike. Looking forward to your contributions and to a stimulating exchange of ideas! Warm regards, Dr. Marta Pittavino *Guest Editor* *Keywords* - Additive Bayesian networks - Dynamic Bayesian networks - Decision sciences - Choice of the prior distribution - Factorization of the joint probability - Score functions Information on how to submit the paper is available here <https://www.mdpi.com/si/mathematics/1LH93RZ1T1>. *Deadline for the submissions: **10 September 2025*! -- *Marta Pittavino* *Tenure-Track **Assistant Professor of Statistics (RTD-B)* Campus Economico San Giobbe Cannaregio 873 30121 Venezia T. +39 041 234 8755 W. www.veniceschoolofmanagement.it *Last publication: Kinlessness at older ages: Prevalence and heterogeneity in 27 countries <https://dx.doi.org/10.1093/geronb/gbae180>* LinkedIn page <https://www.linkedin.com/in/marta-pittavino-8668863a/>

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Announcement PhD course@UniPD - Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers, by Prof. Yuliia Mishura
by Tiziano Vargiolu 07 May '25

07 May '25

We are pleased to announce the PhD course "Bessel, Cox-Ingersoll-Ross, Ornstein-Uhlenbeck and Gaussian-Volterra processes with Wiener and fractional drivers", held by Prof. Yuliia Mishura (Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv) The course is organized by the Doctoral Program in Mathematical Sciences of the University of Padova --------------------- Aim: To introduce PhD students to the most interesting and modern models of stochastic pro- cesses, which, firstly, have various and quite deep analytical, wise-trajectory and asymptotic properties, and secondly, serve as adequate models in financial mathematics, physics, cellular communications, biology, etc. We will consider stochastic differential equations with both the Wiener process and the fractional Brownian process and its generalizations. Course contents: Standard Cox-Ingersoll-Ross and Bessel processes: local and global be- haviour of the trajectories as the functionals of coefficients. Fractional Cox-Ingersoll-Ross and Bessel processes and their main properties in dependence of the value of Hurst index. Drift parameters estimation in the standard and fractional Cox-Ingersoll-Ross models. Exact and ap- proximate option pricing under stochastic volatility modeled by fractional Ornstein-Uhlenbeck process. Functional limit theorems for financial markets driven by fractional long-range de- pendent processes. Fractional Gaussian noise: entropy and alternative entropy functionals, an- alytical and computational problems related to predictors. Gaussian-Volterra processes as the generalization of fractional Brownian motion. Tempered fractional processes. A more detailed description of the course can be found here: https://www.math.unipd.it/~dottmath/corsi2025/Mishura.pdf --------------------------- The course will consist of 16 hours, beginning on May 14, 2025 with the following calendar: 14/5 h. 14.30-16.30 16/5 h. 10.00-12.00 20/5 h. 14.30-16.30 21/5 h. 14.30-16.30 27/5 h. 14.30-16.30 30/5 h. 10.00-12.00 3/6 h. 14.30-16.30 6/6 h. 10.00-12.00 The course is free, but for organizing reasons we kindly ask all interested people to enroll the course here: https://servizi-esterno.math.unipd.it/userlist/lista/view?id=119 ------------------ Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Next OWPS today
by Luisa Andreis 07 May '25

07 May '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars> (next dates: May 14, May 21). We hope to see many of you online! Luisa and Roger ---------- Forwarded message --------- From: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> Date: Sun, May 4, 2025 at 9:58 PM Subject: Next OWPS this Wednesday To: <owps(a)lists.bath.ac.uk<mailto:owps@lists.bath.ac.uk>> The next OWPS will be on Wednesday, May 7, from 13:00 to 15:00 UTC time Speakers: Matthew Kahle<https://matthewkahle.org/> (Ohio State University), András Mészáros<https://users.renyi.hu/~meszaros/> (Alfréd Rényi Institute of Mathematics) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. Upcoming seminars<https://www.owprobability.org/one-world-probability-seminar/future-seminars>: May 14: Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) May 21: Eleanor Archer (Dauphine-PSL Paris), Anita Winter (Duisburg-Essen University) ----------------------- Introduction to determinantal random hypertrees Matthew Kahle (Ohio State University) Abstract: A hypertree is a simplicial complex that serves as a higher-dimensional analogue of a tree. We will discuss a natural model of random hypertree, inspired by enumerative work of Kalai and probabilistic work of Lyons. This model is a higher-dimensional analogue of a uniform spanning tree on a complete graph. In this talk, we will take some time to carefully motivate and define the model, and then to discuss some of its probabilistic properties. Finally, we will overview some results of Andrew Newman's and mine about the basic properties of 2-dimensional determinantal random hypertrees. In particular, we will discuss torsion in homology and hyperbolicity of the fundamental group. I will not assume any topological prerequisites, and will aim to make the talk as self contained as possible. Determinantal hypertrees and graph limits András Mészáros (Alfréd Rényi Institute of Mathematics) Abstract: We discuss how graph limit theory can provide us with useful tools to understand random simplicial complexes. Extendending the result of Grimmett on the local weak limit of uniform random spanning trees of complete graphs, we describe the local weak limit of determinantal hypertrees. Relying on the large deviation principle for the Erdős–Rényi random graph by Chatterjee and Varadhan, we give an upper bound on the mod 2 homology of 2-dimensional determinantal hypertrees. If time permits, we discuss conjectures on the distribution of the p-torsion of the first integral homology group of 2-dimensional determinantal hypertrees. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Save the date: OWABI@BioInference2025 - 29th May 10am UK time
by Massimiliano Tamborrino 07 May '25

07 May '25

Dear all, the next OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is going to be quite special, consisting of two selected talks livestreamed from BioInference 2025 (https://bioinference.github.io/2025/) a conference on mathematical modelling and inference on (broadly speaking) biological system. The seminars will be on Thursday the 29th May, at 10am UK time (note the different time with respect to previous seminars), given by * Andrew Golightly (Durham University), Accelerating Bayesian inference for stochastic epidemic models using incidence data * Henrik Häggström (Chalmers University), Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology with abstracts reported below. The talks will be streamed on the OWABI MS Team Channel<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> , at the link https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 323 917 219 730 3 Passcode: Fk9JG3eB 1st OWABI Talk: 10-10.30am UK time Speaker: Andrew Golightly<https://www.durham.ac.uk/staff/andrew-golightly/> (Durham University) Title: Accelerating Bayesian inference for stochastic epidemic models using incidence data Abstract: This work considers the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. The most natural Markov jump process representation of the model is eschewed for reasons of computational efficiency, and replaced by a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. Unlike previous approaches that use the LNA in this setting, two approaches for marginalising over the latent process are considered: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the noise model. These approaches are compared using synthetic data with the best performing method applied to real data consisting of removal incidence of Oak Processionary moth nests in Richmond Park, London. 2nd Seminar: 10.30-11am UK time Speaker: Henrik Häggström<https://research.chalmers.se/en/person/henhagg> (Chalmers University) Title: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology Abstract: We propose a novel methodology for Bayesian inference in hierarchical mixed-effects models. By building on our work [1], we construct a simulation-based inference (SBI) framework that is highly scalable, where amortized approximations to the likelihood and the parameters posterior are first obtained, and these are rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. Unlike the current state-of-art SBI methods, which use neural networks, our approximations are expressed via Gaussian mixture models, leading to easily trainable, parsimonious yet expressive surrogate models of both the likelihood function and the posterior distribution. The methodology is exemplified via stochastic differential equation mixed-effects models to describe translation kinetics after mRNA transfection, however the methodology is general and can accommodate other types of stochastic and deterministic models. We compare our approximate inference with exact pseudomarginal inference and show that our methodology is fast and competitive. We are looking forward to seeing you at the next OWABI seminar(s), best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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5th ZiF Summer School Randomness in Physics and Mathematics
by Manuela Girotti 07 May '25

07 May '25

Deal all, I am forwarding the following exciting Summer School opportunity for young researchers (PhDs and postdocs). << Dear Colleague, Below please find the second circular on the 5th ZiF Summer School Randomness in Physics and Mathematics: From Thermalisation in Quantum systems to Random Matrices, Aug. 25 - Sept. 6, 2025, ZiF Bielefeld, Germany Please feel free to forward this to potential junior participants. The goal of this two-week event is to bring together PhD or MSc students and postdocs from various areas in mathematics, mathematical and theoretical physics. Topics include the eigenstate thermalisation hypothesis, two-dimensional Coulomb gases, multiplicative chaos and deep learning, with methods coming from free probability, spin glasses, integrable systems, and statistics. The interdisciplinary lecture series will be given by Benoit Collins (Kyoto), Laszlo Erdös (Klosterneuburg), Laura Foini (Saclay), Silvio Franz (Paris), Tamara Grava (Bristol), Gaultier Lambert (Stockholm), Andrea Montanari (Standford) and Ofer Zeitouni (Rehovot), see https://indico.physik.uni-bielefeld.de/event/220/ for further details. The school will kick off the 4 month programme "The Lush World of Random Matrices" at the Centre for Interdisciplinary Research ZiF, organised by Jean-Philippe Bouchaud and Valentina Ros. For further information including the 3 workshops held in this period see https://www.uni-bielefeld.de/einrichtungen/zif/groups/ongoing/matrices/ May 18 2025 is the deadline for applications to participate in the 5th ZiF Summer School, see https://indico.physik.uni-bielefeld.de/event/220/page/38-registration-form For further information about the school please contact one of the organisers: akemann(a)physik.uni-bielefeld.de or goetze(a)math.uni-bielefeld.de With best regards, Gernot Akemann and Friedrich Goetze >>

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Seminario Wojciech Górecki - Politecnico di Milano - 12 Maggio 2025
by Luca Scarpa 06 May '25

06 May '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 12 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Wojciech Górecki, Università di Pavia. Title: Fundamental bounds for the metrology of open quantum systems. Abstract. Quantum mechanics allows for enhanced measurement precision beyond classical limits by harnessing entanglement and/or long-time coherence. However, these resources are highly sensitive to noise, making their use in open quantum systems particularly challenging. At the same time, optimizing metrological protocolsกชanalytically or numericallyกชbecomes increasingly difficult as system size and measurement complexity grow. Nonetheless, for quantum systems governed by a master equation, it is possible to derive fundamental, protocol-independent bounds on achievable precision. These bounds provide an objective benchmark to assess existing strategies and identify potential for improvement. In this seminar, I will present these fundamental bounds, first introduced by A. Fujiwara and H. Imai and later extended by R. Demkowicz-Dobrzaจฝski, S. Zhou, L. Jiang, among others. I will illustrate the framework through examples involving interferometry and cavity parameter estimation under photon loss, with particular attention to critical metrology and continuous measurement in the steady-state regime. Link Zoom: https://polimi-it.zoom.us/j/98193479401?pwd=erIyNXKLNBPYszVUmps1PuI4xg1ztq.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2585&sezione_di_ricerca=&stringa=&sub… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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borsa di dottorato presso il Politecnico di Milano di statistica spaziale - scadenza iscrizioni 30 maggio 2025
by Alessandra Guglielmi 06 May '25

06 May '25

Cari colleghi, si è aperto il bando per una borsa di dottorato presso il Politecnico di Milano di argomento di statistica spaziale. Qui sotto l'annuncio, in italiano ed inglese, da fare circolare ai potenziali interessati. Grazie Cari saluti Alessandra Guglielmi #################################### È stato pubblicato il bando per una borsa di dottorato tematica di argomento statistico presso il Politecnico di Milano su metodi statistici spaziali per le disuguaglianze nell’offerta di servizi di istruzione e cura della prima infanzia (ECEC) e nell’impatto sulla partecipazione delle donne al mercato del lavoro. La scadenza per l'iscrizione è il 30 maggio alle h 14. Il bando e il link al sito per la procedura di iscrizione si trovano qui: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… La scheda della borsa, dal titolo SPATIAL ANALYSIS OF INEQUALITIES IN EARLY CHILDHOOD EDUCATION AND THEIR IMPACT ON WOMEN’S LABOUR MARKET PARTICIPATION si trova a partire da questa pagina https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… cliccando prima su MODELLI E METODI MATEMATICI PER L'INGEGNERIA<https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandoGU…>, poi su Thematic scholarships webpage e infine scaricando il pdf col titolo della borsa. La borsa è sostenuta dal progetto di ricerca #GROW - Where to grow a child? Spatial inequalities in ECEC and its impact on women’s labour market participation, finanziato dalla Fondazione Cariplo. Relatori: Alessandra Guglielmi, Dipartimento di Matematica, Polimi; Lara Maestripieri, Universitat Autonoma de Barcelona, Barcellona (Spagna). Il dottorando/la dottoranda dovrà spendere da 6 mesi a 1 anno presso l’Universitat Autonoma de Barcelona. Il dottorando/la dottoranda si occuperà di modelli bayesiani per il clustering di dati areali. Sarà coinvolto nel confronto tra l’offerta di ECEC a Milano e a Barcellona. Avrà un ruolo attivo nella disseminazione delle inferenze ottenute verso la società civile e i policymaker locali e nazionali. Borsa di studio: 1400 € netti mensili (x 36 mesi), +50% durante 6 mesi di trasferta a Barcellona. Chiusura del bando: 30/05/25, graduatoria del vincitore e degli idonei: 21/07/25. Presa di servizio: 12/09/25; è necessario essere laureati magistrali prima di quella data. Per ulteriori informazioni, contattare alessandra.guglielmi(a)polimi.it ####################################################### A call for applications has just been issued for a thematic PhD scholarship in statistics at the Politecnico di Milano. The position focuses on spatial statistical methods for analyzing inequalities in the provision of early childhood education and care (ECEC) services and their impact on women's participation in the labor market. The application deadline is 30 May at 2:00 PM. The official call, including the rules and the link to the online application portal, can be found here: https://www.dottorato.polimi.it/en/prospective-phd-candidates/calls-and-reg… For further information, click on MATHEMATICAL MODELS AND METHODS IN ENGINEERING<https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandoGU…> and then on Thematic scholarships webpage and download the description of the PhD project entitled “SPATIAL ANALYSIS OF INEQUALITIES IN EARLY CHILDHOOD EDUCATION AND THEIR IMPACT ON WOMEN’S LABOUR MARKET PARTICIPATION”. The scholarship is funded by the research project #GROW - Where to grow a child? Spatial inequalities in ECEC and its impact on women’s labour market participation. Supervisors: * Alessandra Guglielmi (Department of Mathematics, Politecnico di Milano) * Lara Maestripieri (Universitat Autònoma de Barcelona – Barcelona, Spain). The PhD student will spend from 6 to 12 months at Universitat Autònoma de Barcelona. The main research topic concerns Bayesian models for clustering areal data. The student will be involved in comparing the provision of ECEC in Milan and Barcelona. The student will also play an active role in disseminating inferences to civil society and local and national policymakers. Three-year scholarship: €1,400 net per month (for 36 months). During the 6-month stay in Barcelona, the scholarship will be increased by 50%. Call closing: 30/05/2025 Publication of the ranking list: 21/07/2025. Start date of the PhD program: 12/09/2025. To be eligible, candidates must obtain their Master’s degree by 11 September 2025. For additional information, contact alessandra.guglielmi(a)polimi.it -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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Fwd: Seminario di Matematica, Scienza & Società
by Faggionato, Alessandra 05 May '25

05 May '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Teta, Alessandro <teta(a)mat.uniroma1.it> Date: Mon, 5 May 2025 at 17:17 Subject: Seminario di Matematica, Scienza & Società To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Avviso di seminario di Matematica, Scienza & Società Lunedì 12 maggio 2025, alle ore 17.00 Aula Picone del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Andrea Rinaldo (École Polytechnique Fédérale Lausanne & Università di Padova)Clima, acqua, malattie e solidarietá nel mondo che cambia* Sommario Il clima sta cambiando rapidamente. Dobbiamo farlo anche noi, non considerando scontati privilegi consolidati dal tempo, usi e tradizioni dei luoghi, organizzazioni politiche e sociali, e le espressioni della sensibilità collettiva. Serviranno letture attente del governo dell’acqua, riflettendo su Ambiente naturale e costruito intorno a noi, e ripensamenti del rapporto fra risorse e solidarietà, e sui modi e i tempi della giustizia distributiva nella gestione delle risorse idriche. La mia tesi: i grandi temi di salvaguardia legati al governo dell’acqua, e dunque alla metastoria, riguardano sia il Nord che del Sud del mondo, e ci obbligano a riflettere sulla relazione fra trasformazioni del paesaggio, usi del suolo e dinamica delle risorse naturali, ma anche su un’etica dello sviluppo che tenga conto di un’equa distribuzione dei privilegi e delle risorse. Il seminario si propone in particolare di evidenziare il filo rosso che lega la descrizione matematica di processi idrologici ed epidemiologici, e della geometria della natura nel paesaggio fluviale, a temi centrali nella valutazione della ricchezza e della povertà delle nazioni e nella economia ambientale contemporanea. Per le registrazioni dei seminari già svolti e altre informazioni visita il sito https://sites.google.com/view/alessandro-teta/matematica-scienza-e-societa?… I seminari di Matematica, Scienza e Società sono dedicati all'approfondimento storico e critico di aspetti della matematica e dei suoi rapporti con la scienza e con la società. I seminari hanno carattere interdisciplinare e sono rivolti a studenti, dottorandi, docenti universitari e docenti della scuola secondaria di secondo grado. 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 Emanuele Dolera - Politecnico di Milano - 9 Maggio 2025
by Luca Scarpa 05 May '25

05 May '25

Si segnala il seguente seminario a tutti gli interessati. Venerdì 9 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Emanuele Dolera, Università di Pavia. Title: A new approach to Bayesian consistency rates via Wasserstein dynamics. Abstract: allegato Link Zoom: <https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> [cid:8fd49d77-1c52-4688-a3c4-5599dc0b248b@EURP251.PROD.OUTLOOK.COM] <https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/95865098687?pwd=GHed5kk0YbVynvjPLYmMviqSoZpvaW.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> [cid:22b0865f-f3c6-4784-88a5-f6d6f20c3901@EURP251.PROD.OUTLOOK.COM] <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> <https://www.mate.polimi.it/Eventi/?id=2584&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Bayesian Methods in Economics and Finance -- Summer School (25 - 29 August 2025, Venice)
by Roberto CASARIN 05 May '25

05 May '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/) in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Bayesian Methods in Economics and Finance, 25 - 29 August 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/bayesian-methods-economics-and-finan… The summer school aims to introduce participants to Bayesian Inference, starting with first principles and covering topics of interest to applied econometricians in economics and finance. The course is addressed to students without previous knowledge of Bayesian Statistics and Econometrics. The methods introduced in the lectures will be illustrated with hands-on applications in MATLAB and R based on reasoned statistical and economic examples. *Participation*: Online or in person *Application Deadline*: 18th May *Coordinator*Gaetano Carmeci <https://www.units.it/persone/index.php/from/abook/persona/4715>, University of Trieste *Lecturers* Gaetano Carmeci <https://www.units.it/persone/index.php/from/abook/persona/4715>, University of Trieste Roberto Casarin <https://www.unive.it/data/persone/5589863>, University of Venice, Italy Ca' Foscari Matteo Ciccarelli <https://www.ecb.europa.eu/pub/research/authors/profiles/matteo-ciccarelli.e…>, European Central Bank, DG Economics, Head of Forecasting and Policy Modelling Division Federico Bassetti <https://www4.ceda.polimi.it/manifesti/manifesti/controller/ricerche/Ricerca…>, Politecnico di Milano *Requirements* Intermediate knowledge of statistical inference (Note that preliminary knowledge of Bayesian inference is not required) Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Seminario PRISMA lunedì 5 maggio 2025 - C. Orrieri & L. Scarpa
by Sonia Mazzucchi 05 May '25

05 May '25

Buongiorno, ricordiamo a tutti gli interessati che oggi lunedì 5 maggio dalle 16 alle 17:17 si svolgerà il periodico seminario online del gruppo UMI-PRISMA. I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi pomeriggio saranno Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) che parleranno di: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88514293418 <https://www.google.com/url?q=https://unitn.zoom.us/j/88514293418&sa=D&sourc…> ID riunione: 885 1429 3418 Codice d’accesso: 236100 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Carlo Orrieri (Università di Pavia) e Luca Scarpa (Politecnico di Milano) TITOLO: Equazioni stocastiche doppiamente nonlineari e relativi problemi di regolarizzazione per rumore RIASSUNTO: Nella prima parte del seminario verranno introdotte alcune classi di equazioni di evoluzione in relazione alla modellizzazione di problemi di transizione di fase. Dal punto di vista matematico tali equazioni sono caratterizzate da una dinamica doppiamente nonlineare che tipicamente non ne assicura la buona positura. In particolare, l’unicità delle soluzioni viene a mancare. Questo motiva l’introduzione e l'analisi di opportune formulazioni stocastiche per tali modelli, nell’ottica di ottenere effetti di regolarizzazione per rumore. Nella seconda parte il problema di regolarizzazione per rumore verrà inquadrato nel contesto più generale di equazioni di evoluzione stocastiche con drift singolare e verranno presentati alcuni risultati di unicità. L'applicabilità di tali tecniche identificherà naturalmente un concetto di criticità che porrà le equazioni doppiamente nonlineari in un regime supercritico. Per queste verrà fornito infine un risultato parziale di stabilità per rumore. I risultati presentati nei seminari sono stati ottenuti in collaborazione con F. Bertacco (Imperial College London) e U. Stefanelli (Università di Vienna). %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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PhD course by Mathieu Rosenbaum in Verona "Recent developments in financial statistics for high frequency markets"
by Cecilia Mancini 04 May '25

04 May '25

It is an honor to announce that Professor Mathieu Rosenbaum, from the Polytechnic of Palaiseau, will teach the course Recent developments in financial statistics for high frequency markets for our doctoral students in Economics and Finance, track Mathematics and Data Analytics for Finance, at the University of Verona, campus Santa Marta, via Cantarane 24 The course is given in person, in English, and will be divided in 6 lessons of 3 hours each, from 29/4/2025 to 28/5/2025, as follows Tuesday 29/4/25: 3 pm-6 pm Wednesday 30/4/25: 9.15 am - 12:15 pm Tuesday 6/5/25: 3 pm-6 pm Wednesday 7/5/25: 9.15 am - 12:15 pm Tuesday 27/5/25: 3 pm-6 pm Wednesday 28/5/25: 9.15 am - 12:15 pm The initiative was possible thanks to the funding offered by INdAM (National Institute of Higher Mathematics, based in Rome) PROGRAM OF THE COURSE Introduction of various recent statistical tools which are nowadays essential when working on electronic markets. In particular, optimal high frequency trading and hedging, limit order book modelling, optimal tactics and statistical arbitrage were considered. We also addressed several regulation questions occurring at the microstructure level and made links with the recent literature on rough volatility. 1- Introduction to high frequency markets 2- Optimal trading 3- High frequency statistics 4- Limit order book modelling 5- Regulatory issues 6- From microstructure to market impact and rough volatility All the interested people are warmly invited to participate

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seminar - Roberto Ghiselli Ricci
by Sabrina Mulinacci 02 May '25

02 May '25

Dear all, I am glad to announce and invite you to the following seminar Statistics Seminars 2024/2025 Thursday May 8th, 2025 at 14.30 Room IV in Via Belle Arti, 41, Department of Statistics, University of Bologna or online on Microsoft Teams (here below you can find the link) “A world of copulas” Prof. Roberto Ghiselli Ricci (Università Ca‘ Foscari Venezia) Abstract A journey into the most outstanding family of aggregation functions given by the Copulas. They are particularly intriguing, because, on the one hand, they offer a theoretically fertile field of study with deep connections with different branches of mathematics such as Differential Calculus and even Group Theory, and, on the other hand, as consequence of the seminal Sklar's Theorem (1969), they are an essential tool for building refined stochastic models able to satisfy properties required by real problems. Best Regards Sabrina Mulinacci ________________________________________________________________________________ Microsoft Teams Serve aiuto?<https://aka.ms/JoinTeamsMeeting?omkt=it-IT> Partecipa alla riunione ora<https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWQyYjdiNGItOGEwMi00…> ID riunione: 396 589 226 763 9 Passcode: Wc9Nc95p

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SPASS Seminar: Theodore Drivas
by Mario Maurelli 02 May '25

02 May '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Vibrodynamics of constrained mechanical systems* by *Theodore D. Drivas* (Stony Brook University) The seminar will take place on *TUE, 06.05.2025* at *9:00 CEST *(mind unusual time) in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Vibrodynamics of constrained mechanical systems* *Abstract: We study the effect of rapid vibration of constraining surfaces of arbitrary codimension on a confined mechanical particle. The slow dynamics experience an effective potential force coming from the geometry of the vibrating surface, which can introduce new equilibria and change stability character of existing ones. A classical example is Kapitza's stabilization of the inverted pendulum with a vibrating pivot. After developing this formalism for finite dimensional systems, we generalize to infinite dimensions by analogy and study the resulting vibrogenic forces for inextensible threads and incompressible fluids. The thread effectively becomes elastic, and the fluid evolves as a variant of the incompressible inhomogeneous system. This is joint work with D. Glukhovskiy.*

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Fwd: annuncio LYSeMinar 6 maggio 2025
by Domenico Marinucci 01 May '25

01 May '25

Cari colleghi di seguito l'annuncio di un seminario organizzato nell'ambito delle attività dell'IRL LYSM INdAM-CNRS, a cui siete tutti cordialmente invitati a partecipare. ----------------------------------------------------------- LYSeMinar Martedì 6 maggio, ore 10:30, Sala di Consiglio, Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma, P.le A. Moro 5, 00185 Roma Speaker: Lucia Caramellino (Univ. Roma Tor Vergata) Title: Regularization lemmas and applications Abstract: The talk focuses on some regularization results that allow one to prove estimates in the total variation distance, typically by upgrading already known estimates holding in the Wasserstein distance. In all this, tools from Malliavin calculus will play a crucial role. Some applications will then be discussed. The talk is mainly based on the papers "Regularization lemmas and convergence in total variation", with V. Bally and G. Poly (EJP 2020), and "Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics", with G. Giorgio and M. Rossi (JFA 2024). -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09
by Gianmario Tessitore - UNIMIB 01 May '25

01 May '25

Condivido molto volentieri ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: gio 1 mag 2025 alle ore 16:16 Subject: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09 To: <gianmario.tessitore(a)unimib.it> Dear Mario, we got the info for next week's talk. Best wishes, Stefan ------------------------------------------------ Friday, May 09, (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Emmanuel Gobet* (CMAP-Ecole Polytechnique, France) https://users.jyu.fi/~chgeiss/posterofPrEGobet.jpg will speak about *Numerical approximation of ergodic BSDEs using nonlinear* *Feynman-Kac formulas* Abstract: We study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. In order to build our numerical scheme, we put forward a new representation of the PDE solution by using a classical probabilistic representation of the gradient. Then, based on this representation, we propose a fully implementable numerical scheme using a Picard iteration procedure, a grid space discretization and a Monte-Carlo approximation. Up to a limiting technical condition that guarantees the contraction of the Picard procedure, we obtain an upper bound for the numerical error. We also provide some numerical experiments that show the efficiency of this approach for small dimensions. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025
by Gasbarra, Dario 01 May '25

01 May '25

Dear friends of Stochastics and Statistics, students and supervisors, the registration for the 43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025 is still open until May 10th ! 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.fi/wp-content/uploads/2025/05/fdnss-school_poster-2025-3.pdf> , Preliminary program (PDF)<https://fdnss.fi/wp-content/uploads/2025/05/schedule_probability_summer_sch…> Lecturers: Martin Hairer<https://hairer.org/> (Imperial College London and EPFL Lausanne) Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) See you in Lammi ! (it will be also possible to attend remotely via zoom). With best greetings, Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland

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Seminars in Statistics at Collegio Carlo Alberto - Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE)
by Matteo Giordano 01 May '25

01 May '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 09/05/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE) Title: some questions in mathematical statistics linked to evolution PDEs Abstract: Evolution models in applications are often analyzed via PDEs, interpreted as a macroscopic description of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires an underlying stochastic model. This is usually treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasize the interest of our approach. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 07/05/2025* 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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Minicorso Christian Léonard
by Gustavo Posta 30 Apr '25

30 Apr '25

Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Christian Léonard (Paris Nanterre), terrà un minicorso dal titolo "Schroedinger’s problem" Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario: lunedì 5 maggio 16:00 sala di consiglio giovedì 8 maggio 14:30 aula L venerdì 9 maggio 14:30 sala di consiglio lunedì 12 maggio 16:00 sala di consiglio 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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QFinLab Seminar - Alessandro Sbuelz (Università Cattolica del Sacro Cuore) - 7/5/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 Apr '25

30 Apr '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 7 May 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Alessandro Sbuelz (Università Cattolica del Sacro Cuore) Title: The Zero-Theta Hedge Contract. Abstract: We examine long-dated asset valuation under systematic and idiosyncratic risk, driven by extreme trajectories. By introducing the zero-Theta hedge contract, a negative-Delta derivative security with a maturity-independent price, we study investor attitudes toward systematic long-run crashes. Declining expected payoff with maturity signal strong crash aversion. The contract aids in decomposing the stochastic discount factor, shedding light on long-run crash risk premia. Even for volatile assets whose price comes from idiosyncratic rallies, systematic long-run crashes remain central to long-run risk valuation. Based on a joint work with Anna Battauz and Marzia De Donno. Next seminars: Olimpia Carradori (University of Zurich), 5 June 12.00. Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Seminario Padova e Alumni Award - Jacopo Borga
by alekos.cecchin＠unipd.it 30 Apr '25

30 Apr '25

Buongiorno a tutti, Vorremmo segnalarvi che lunedì prossimo (5 Maggio) in aula 1BC45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Jacopo Borga (MIT) <https://www.jacopoborga.com/> https://www.jacopoborga.com Title: Lattice Yang-Mills theory in the large N limit via sums over surfaces Date: May 5, 2025, at 14:30, room 1BC45 Abstract: Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: 1. A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. 2. An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak. Segnaliamo inoltre che Jacopo Borga terrà un seminario divulgativo e riceverà l'Alumni Special Award dell’Università di Padova lunedì, 5 maggio in aula 1A150, Torre Archimede Programma: * 16:30. Saluti istituzionali (Italian) * 16:40. Borga presents to non-experts his research: A Walk through Random Combinatorial Structures <https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s…> https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s… * 17:10. Cerimonia di premiazione (Italian) Registration <https://www.cognitoforms.com/AssociazioneAlumniDellUniversit%C3%A0DegliStud…> welcome! Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Colloquium Matematico del Prof. Lorenzo Zambotti
by Sonia Mazzucchi 30 Apr '25

30 Apr '25

Segnalo a tutti i potenziali interessati che mercoledì 7 maggio alle 14:00, nell'ambito dei "Colloquia matematica" del dipartimento di matematica dell'università di Trento, il Prof. Lorenzo Zambotti (Sorbonne Université) terrà un seminario dal titolo: Products of (random) distributions in Stochastic PDEs and Quantum Field Theories. Ulteriori dettagli e informazioni sono reperibili al seguente link https://eventi.unitn.it/it/products-random-distributions-stochastic-pdes-an… Grazie per l'attenzione e un caro saluto Sonia Mazzucchi --

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RTT in Statistics (STAT-01/A) - Dept of Mathematics - Trento
by Claudio Agostinelli 29 Apr '25

29 Apr '25

The Department of Mathematics at the University of Trento is inviting applications for a new position at the level of Tenure Track Assistant Professor (RTT, ricercatore/ricercatrice a tempo determinato in tenure track) in Statistics (STAT-01/A). This opportunity is aimed at individuals with a strong mathematical background and an outstanding track record in mathematical statistics, particularly in emerging areas such as: Statistical Machine Learning, High Dimensional Statistics, Bayesian Nonparametrics, Functional Data Analysis. The successful candidate will be expected to teach in English mainly for the MSc program in Mathematics. Here the link to the application: https://lavoraconnoi.unitn.it/bando-dr-valcomp/405-2025-dmath?check_logged_… The deadline for applying is *29 May*. Best, Claudio Agostinelli

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PhD position in Nice on "Statistical inference for interacting particle systems driven by fractional Brownian motion"
by Massimiliano Tamborrino 29 Apr '25

29 Apr '25

Dear all, I received and forward this advertisement for a PhD position in Nice. Best, Massimiliano ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ________________________________ ---- Dear colleagues, We are currently inviting applications for a fully funded PhD position in the area of statistical inference for stochastic processes, with a focus on interacting particle systems driven by fractional Brownian motion and potential applications. The position will be jointly supervised by Chiara Amorino (Universitat Pompeu Fabra, Barcelona) and Mira Shevchenko (Université Côte d’Azur, Nice). The successful candidate will divide their time between the two institutions and will be affiliated with the SPECTRUM Graduate School at Université Côte d’Azur. - Starting date: No later than December 1, 2025 - Gross monthly salary: Approximately €2,500 We welcome applications from candidates who meet the following criteria: - A Master’s degree (or equivalent) in Mathematics, Applied Mathematics, or a closely related field, completed by the starting date of the PhD. - A solid background or strong interest in stochastic analysis, stochastic processes, and/or mathematical statistics. - Familiarity with stochastic differential equations and/or Malliavin calculus is considered an asset. To apply, please send the following documents to [eur-spectrum.aap(a)univ-cotedazur.fr<mailto:eur-spectrum.aap@univ-cotedazur.fr>] by May 12, 2025, with Chiara Amorino (chiara.amorino(a)upf.edu<mailto:chiara.amorino@upf.edu>) and Mira Shevchenko (radomyra.shevchenko(a)univ-cotedazur.fr<mailto:radomyra.shevchenko@univ-cotedazur.fr>) in cc: 1. CV 2. Transcripts of academic records (Master’s), including rankings if available 3. Motivation letter (max. 1 page) 4. Two recommendation letters For any preliminary inquiries, feel free to contact either Chiara or Mira via the email addresses above. If you know any motivated students, we would be grateful if you could pass this along! Best, Chiara Amorino and Mira Shevchenko

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Short course by M. Gubinelli
by Lu Xu 29 Apr '25

29 Apr '25

Dear colleagues and friends, we are glad to announce the following short course in GSSI during May 12-16: ———————————————— The stochastic quantisation of the fractional $\Phi^4$ model in the full subcritical domain Lecturer: Prof. Massimiliano Gubinelli (University of Oxford) Venue: Main Lecture Hall, Gran Sasso Science Institute (Viale F. Crispi 7, L’Aquila) 13/5 (Mon) 14:15-15:45 14/5 (Tue) 16:15-17:45 15/5 (Wed) 10:45-12:15 16/5 (Thu) 10:45-12:15 I will present a complete proof of stochastic quantisation of a family of subcritical (i.e. superrenormalizable) scalar Euclidean QFT via the flow equation method of Duch. Euclidean QFT are measures on distributional fields which should be considered natural generalisation of Markov processes in higher dimension and which play a fundamental role in the rigorous construction of relativistic quantum fields. Stochastic quantisation is a method to realise such measures as pushforward of Gaussian measures via maps obtained by solving PDEs with random sources. In the last 10 years our understanding of the stochastic quantisation method has progressed greatly giving us new methods to attach the problems of EQFTs. The aim of the minicourse is to present, in most of the details, the various aspects of the construction of a particular class of EQFTs showcasing how probabilistic arguments merge with PDE estimates and renormalization group ideas. If the time permits I will also discuss the many open problems and fundamental issues in our understanding of these and more challenging models. ———————————————— Registration is free through the website: https://indico.gssi.it/event/745/. Other courses hosted by the trimester can be found in https://trimester2025.math.gssi.it/all_courses/. We would be grateful if you could circulate the announcement among potentially interested students and researchers. For any information do not hesitate to contact us (patterns(a)gssi.it<mailto:patterns@gssi.it>). With our best wishes, Lu Xu Assistant Professor (RTDb) Gran Sasso Science Institute

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reclutamento dei revisori della Valutazione della Qualità della Ricerca / call for the recruitment of reviewers for the Evaluation of Research Quality
by Antonio DI CRESCENZO 29 Apr '25

29 Apr '25

(scusandomi nel caso di invii multipli) segnalo che è disponibile online l'avviso pubblico per il reclutamento dei revisori esterni della Valutazione della Qualità della Ricerca del sistema della ricerca in Italia: https://www.anvur.it/it/novita-ed-eventi/avviso-n-92025-selezione-di-espert… L'Avviso è rivolto a ricercatori italiani e stranieri in possesso di elevata qualificazione scientifica. Le domande per essere inclusi nell’Albo dei revisori VQR potranno essere presentate fino a *mercoledì 21 maggio*, utilizzando una piattaforma informatica dedicata. Cordiali saluti --- (sorry for multiple emails) I would like to point out the call for the recruitment of external reviewers for the Evaluation of Research Quality of the research system in Italy: https://www.anvur.it/it/novita-ed-eventi/avviso-n-92025-selezione-di-espert… The call is aimed at Italian and foreign researchers with high scientific qualifications. Applications to be included in the Register of VQR reviewers can be submitted until *Wednesday 21 May*, through a dedicated IT platform. Kind regards

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numero speciale del Bollettino UMI su Matematica per AI & Machine Learning
by Adriano Barra 28 Apr '25

28 Apr '25

Care colleghe e cari colleghi, come gruppo UMI "AI&ML&MAT <https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>" stiamo dedicando un numero speciale del Bollettino dell'UMI alla "Matematica per l'AI ed il Machine Learning". Vi lascio i dettagli in calce, grazie per l'attenzione ed un caro saluto, Adriano Barra =============================== *Call for Papers – Collezione Tematica su “Matematica per l’Intelligenza Artificiale e il Machine Learning”* Il Bollettino dell’Unione Matematica Italiana (BUMI) annuncia l’apertura di una Collezione Tematica dedicata a “Matematica per l’Intelligenza Artificiale e il Machine Learning”. Negli ultimi anni, l’Intelligenza Artificiale (IA), trainata in particolare dai metodi di Machine Learning, ha raggiunto risultati straordinari in ambiti complessi come il riconoscimento di immagini, la diagnosi medica, la guida autonoma, la generazione del linguaggio naturale, i sistemi di raccomandazione personalizzata e molto altro. Al centro di questi progressi si trova la matematica, che fornisce modelli, strumenti e metodi fondamentali per affrontare le sfide teoriche, numeriche e applicative che l’IA pone. La Collezione Tematica accoglierà articoli di ricerca e survey ad ampio raggio sui seguenti argomenti (non esaustivi): • Sviluppi teorici negli algoritmi di machine learning • Modellistica matematica e ottimizzazione in sistemi di IA • Modellazione matematica delle reti neurali • Logica, sistemi simbolici e modelli di IA • Metodi probabilistici e statistici per applicazioni AI data-driven • Analisi numerica e metodi computazionali per modelli di IA • Studi interdisciplinari sulla sinergia tra matematica e AI Invitiamo la comunità matematica a contribuire con propri lavori originali o articoli di rassegna, per sottolineare il ruolo centrale della matematica nello sviluppo dell’IA e promuovere nuove collaborazioni e prospettive di ricerca in questo ambito in rapida evoluzione. Per maggiori informazioni e per sottomettere un contributo: https://link.springer.com/collections/aicaifdjbc

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9 PhD scholarships in Mathematics - University of Padova
by Claudio Fontana 28 Apr '25

28 Apr '25

Dear colleagues, Nine fully funded PhD scholarships in Mathematics are available at the Dept. of Mathematics "Tullio Levi-Civita" of the University of Padova. The call is open to all areas of mathematics, including probability and its applications. An overview of the Probability research group in Padova can be found here: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit… The scholarship is awarded for three years, starting on November 1st, 2025, and includes a research budget of approximately 5000 euros. The call is open to applicants of any citizenship, holding a 2nd cycle degree. Admission is decided based on CV, recommendation letters, motivational letter, research proposal and an interview (for shortlisted candidates). Top-ranking candidates may also be considered for the prestigious Galilean School of Higher Education, offering additional benefits such as free board, lodging, and generous research funding. Admitted candidates have the possibility of pursuing a joint PhD in collaboration with a foreign institution. DEADLINE: May 13, 2025 - 1 pm CEST Official call and application information: https://dottorato.math.unipd.it/prospective-students/Admissions_Coming_Year For inquiries: phd.math(a)math.unipd.it. Best regards, Claudio Fontana

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Minicorso Claudio Landim
by Gustavo Posta 27 Apr '25

27 Apr '25

Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Claudio Landim (IMPA), terrà un minicorso dal titolo “Nonequilibrium fluctuations” Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario: lunedì 28 aprile 16:00 sala di consiglio mercoledì 30 aprile 16:00 sala di consiglio martedì 13 maggio 14:00 aula L Mi scuso per il breve preavviso. ---------------------------------------------------------------- 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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Leeds workshop on Stochastic Games and Randomised Strategies, 8-10 September
by Tiziano De Angelis 27 Apr '25

27 Apr '25

Dear All, It is a pleasure to announce the upcoming workshop on Stochastic Games and Randomised Strategies, which will be held at the School of Mathematics, University of Leeds, during the period 8–10 September 2025. This biannual workshop, first established in September 2017, aims to bring together experts in stochastic control and stochastic games, particularly in the context of partial and asymmetric information. The workshop will feature a combination of invited talks, contributed presentations, and dedicated time for research discussions, providing a stimulating environment for exchange and collaboration. The conference webpage is available at https://conferences.leeds.ac.uk/games2025/ *Contributed talks and posters:* We welcome a limited number of contributions from participants in the form of contributed talks or poster presentations. Please submit an abstract for a talk or poster via the conference website by 31 May, and register by 15 July. Notifications of acceptance will be sent around 15 June. All information available here: https://conferences.leeds.ac.uk/games2025/abstract-submission-and-registrat… *Financial support:* We have some funding available (covering the conference fee and accommodation) for early career researchers (pre-PhD to 3 years after PhD). For any further information, please do not hesitate to contact me directly. Best wishes Tiziano

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Mini-courses in GSSI trimester
by Lu Xu 25 Apr '25

25 Apr '25

Dear colleagues and friends, as part of the GSSI intensive trimester “Particles, Fluids and Patterns: analytical and computational challenges”, we are glad to announce 3 short courses in April: April 14-17: Prof. Makiko Sasada (Tokyo) April 28-30: Prof. Oriane Blondel (Lyon) and Prof. Alessandro Giuliani (Rome) Please see at the end of the email for the detailed place and time, titles and abstracts. Other courses hosted by the trimester can be found in https://trimester2025.math.gssi.it/all_courses/. Registration is free through the web form: https://indico.gssi.it/event/745/. We would be grateful if you could circulate the announcement among potentially interested students and researchers. For any information do not hesitate to contact us (patterns(a)gssi.it) ———————————————— Venue for all courses: Main Lecture Hall, Gran Sasso Science Institute (Viale F. Crispi 7, L’Aquila) ———————————————— Introduction to probabilistic aspects of integrable systems Lecturer: Makiko Sasada (The University of Tokyo) 14/4 (Mon) 9:00-10:30 15/4 (Tue) 14:15-15:45 16/4 (Wed) 10:45-12:15 17/4 (Thu) 9:00-10:30 In recent years, there has been growing interest in the study of integrable systems from the perspectives of statistical mechanics and probability theory. The theory of generalized hydrodynamics, developed by mathematical physicists, suggests that the macroscopic behavior of integrable systems is highly universal. To mathematically substantiate such theories with concrete models, a type of cellular automaton called the box-ball system (BBS) has been extensively studied by probabilists in recent years. The BBS, which exhibits solitonic behavior, has been studied from various viewpoints, such as tropical geometry, combinatorics, and representation theory, over 30 years. However, research from the probabilistic perspective began only about 10 years ago. Recently, probabilistic approaches, including the application of the Pitman transform, analysis of invariant measures, and scaling limits, have rapidly expanded. These have revealed new connections between probability theory and classical integrable systems, showing that the macroscopic behavior of integrable systems exhibits a universality distinct from that of chaotic systems. In this lecture, I will introduce these new research topics, mainly focusing on the box-ball system, and present the rigorous results obtained in the past several years, starting from the basic concepts. ———————————————— Long range order in atomistic models for solids Lecturer: Alessandro Giuliani (Rome Tre) 28/4 (Mon) 16:15-17:45 29/4 (Tue) 16:15-17:45 30/4 (Wed) 10:45-12:15 & 14:15-15:45 The emergence of long range order at low temperatures in atomistic systems with continuous symmetry is a fundamental, yet poorly understood phenomenon in physics. To address this challenge I will introduce a discrete microscopic model for an elastic crystal with dislocations in three dimensions, originally proposed by Ariza and Ortiz. The model is rich enough to support some realistic features of three-dimensional dislocation theory, most notably grains and the Read-Shockley law for grain boundaries, which I will review and show how to derive microscopically in the context of the Ariza-Ortiz model, at least in a simple, explicit geometry. I will also explain how to analyze the model at positive temperatures, in terms of a Gibbs distribution with energy function given by the Ariza–Ortiz Hamiltonian plus a contribution from the dislocation cores. The main result is that the model exhibits Long Range Positional Order (LRPO) at low temperatures. Its proof is based on the tools of discrete exterior calculus, together with cluster expansion techniques. In this mini-course I will introduce these methods and explain how to combine them in order to prove existence of LRPO. Time permitting, I will discuss some perspectives about the extension of these ideas and methods to two dimensions. Based on joint work with Florian Theil. ———————————————— Fluctuations in exclusion processes Lecturer: Oriane Blondel (University of Lyon 1) 28/4 (Mon) 10:45-12:15 29/4 (Tue) 9:00-10:30 & 14:15-15:45 30/4 (Wed) 16:15-17:45 We will focus on weakly asymmetric exclusion processes on the line or half-line, and investigate their fluctuations out of equilibrium. We will review the various tools used in proving convergence to the KPZ equation in the strategy initiated in [Bertini-Giacomin ‘97] and discuss how they can be adapted to the singular initial condition that arises when one considers fluctuations of the facilitated exclusion process at the interface. ———————————————— With our best wishes, Lu Xu Assistant Professor (RTDb) Gran Sasso Science Institute

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Summer School on “Managing Uncertainty in Climate Economics“
by Ferrari, Giorgio 24 Apr '25

24 Apr '25

Dear Colleagues, this is to inform you that the Research Training Group CUDE at Bielefeld University is organizing a Summer School on “Managing Uncertainty in Climate Economics“ from July 7 to 11, 2025 with support from the Bielefeld Graduate School of Economics and Management (BIGSEM) and the IMW (Center for Mathematical Economics). The summer school consists of three courses presenting recent aspects of managing climate uncertainty: https://sites.google.com/view/summerschool2025 A selected number of short presentations held by the students are part of the scientific program: *_Applications are open until April 30_*. The acceptance of talks will be communicated until May 9. In addition, to coffee breaks, a social event and a joint social dinner, we are planning two separate events for female researchers: a female mentoring session and a dinner for female researchers. Best wishes, Giorgio Ferrari

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short announcement + link
by Marco Alessandro Fuhrman 24 Apr '25

24 Apr '25

Buongiorno. Ricevo a diffondo volentieri. Marco Fuhrman ________________________________ Da: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Inviato: giovedì 24 aprile 2025 16:37 A: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Oggetto: Fwd: short announcement + link Dear colleagues, Please find an annoucement for a PhD in mathematical biology. May I ask you to forward it to potential candidates in applied mathematics, data science, computer science, computational biology or computational physics? Best regards, Arnaud. ________________________________ The Computational Systems Biology team at LPHI (University of Montpellier, CNRS, INSERM) is seeking a highly motivated PhD candidate to work on advanced modeling of cancer treatment resistance, using probabilistic methods and deep learning. The project combines high-dimensional PDE-based modeling, stochastic differential equations and AI, to address real data applications in collaboration with Dr. J.-E. Sarry's cancer biology research team in Toulouse. Please find the full details here: PhD offers 2025 – Computational Systems Biology team at LPHI UMR5235 CNRS / U.Montpellie<https://systems-biology-lphi.cnrs.fr/phd-offers-2025/>r Applications are open now and will be accepted until May 20.

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Kinetic Limit and Probability Workshop//Rome//June9-13
by Basile, Giada 24 Apr '25

24 Apr '25

Dear Colleagues, We are happy to announce the workshop *"**Kinetic Limit and Probability"*, which will take place on June 9-13, 2025, at the Mathematics Department of Sapienza University of Rome ( https://sites.google.com/uniroma1.it/klp/home?authuser=0) This workshop gathers together prominent scientists and young researchers, promoting the exchange of ideas around the relations between small and large scales, focusing on interacting particle systems and applications of such topics of recent interest. On the occasion of the workshop, we commemorate the contribution of Oscar Lanford, coinciding with the 50th anniversary of the publication of his work on the validity of the Boltzmann equation. Registration is free but mandatory. To register, please complete the form available on the website (here <https://docs.google.com/forms/d/e/1FAIpQLSdK0DbDZDD-gwSDUNUZG3rPNsRCyXL3jQY…> the link). Limited financial support is available for young participants. Should you wish to apply for it, please contact basile(a)mat.uniroma1.it or sergio.simonella(a)uniroma1.it The workshop is part of the Eccellenza program 2025 "Statistical Mechanics and Nonequilibrium Processes <https://sites.google.com/uniroma1.it/excellence-department-mmsp/mmsp-th-per…> ". For additional information, do not hesitate to contact us. Best regards, Organizing committee Giada Basile, Amit Einav, Isabelle Gallagher, Jani Lukkarinen, Sergio Simonella.

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Workshop: Rome Workshop on Veridical Data Science, June 20th 2025.
by Arnoldo Frigessi 23 Apr '25

23 Apr '25

The veridical data science one-day workshop at University of Roma la Sapienza aims at showcasing and promoting veridical (truthful) data science towards reproducible and reliable data analysis and decisions. It intends to build a community of veridical data science researchers in Europe for trustworthy data science and machine learning. https://www.integreat.no/events/public-events/workshops/veridical-data-scie… The workshop discussions will provide opportunities for statisticians and data scientists to identify important research topics and critical applications in academia and industry. Graduate students and early career researchers will benefit from this workshop to find future research directions. Time and place: June 20, 2025 9:00 AM - 6:00 PM, Aula Acquario, MEMOTEF, University of Roma la Sapienza, Rome, Italy <https://g.co/kgs/LvBFmg2> Registration is free but required. Please follow this link<https://nettskjema.no/a/veridicaldatascienceroma>. Deadline for registration: June 10th, 2025. Call for oral contributions: We are pleased to invite researchers from all stages in academia and industry to submit abstracts for consideration to give a contributed talk in the workshop on Veridical Data Science in Rome. We encourage submissions from graduate students and early career researchers. To submit your abstract please send a pdf file with information about the authors, identifying the presenter at the workshop, and an abstract of between 1 to 4 pages. Use this email: admin(a)integreat.no<mailto:admin@integreat.no> Deadline is May 10, 2025. Acceptance will be communicated by May 20. The accepted presentation will be given orally and will be of various length, depending on the final programme. For additional information, please contact the organising committee at admin(a)integreat.no<mailto:admin@integreat.no>. The workshop is co-organized by Integreat, the Norwegian centre for knowledge-driven machine learning in Oslo, the Department of Statistics, University of California, Berkeley, the L'EMbeDS Department of Excellence at the Sant'Anna School of Advanced Studies at Pisa, and the Department of Methods and Models for Economics, Territory and Finance of the University of Roma La Sapienza and the Institute for Systems Analysis and Computer Science of the Italian National Research Council.

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Open PhD Position (Nice/Barcelona): Statistical Inference for Stochastic Processes
by AMORINO, CHIARA 23 Apr '25

23 Apr '25

Dear colleagues, We are currently inviting applications for a fully funded *PhD position* in the area of statistical inference for stochastic processes, with a focus on interacting particle systems driven by fractional Brownian motion and potential applications. The position will be jointly supervised by *Chiara Amorino* (Universitat Pompeu Fabra, Barcelona) and *Mira Shevchenko* (Université Côte d’Azur, Nice). The successful candidate will divide their time between the two institutions and will be affiliated with the *SPECTRUM Graduate School* at Université Côte d’Azur. - *Starting date*: No later than December 1, 2025 - *Gross monthly salary*: Approximately €2,500 We welcome applications from candidates who meet the following criteria: - A Master’s degree (or equivalent) in Mathematics, Applied Mathematics, or a closely related field, completed by the starting date of the PhD. - A solid background or strong interest in stochastic analysis, stochastic processes, and/or mathematical statistics. - Familiarity with stochastic differential equations and/or Malliavin calculus is considered an asset. *To apply*, please send the following documents to [ eur-spectrum.aap(a)univ-cotedazur.fr] by *May 12, 2025*, with Chiara Amorino ( chiara.amorino(a)upf.edu) and Radomyra Shevchenko ( radomyra.shevchenko(a)univ-cotedazur.fr) in cc: 1. CV 2. Transcripts of academic records (Master’s), including rankings if available 3. Motivation letter (max. 1 page) 4. Two recommendation letters For any preliminary inquiries, feel free to contact either Chiara or Mira via the email addresses above. If you know any motivated students, I’d be grateful if you could pass this along! Best, Chiara

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GSSI workshop May 5-9 (detailed schedule, special session and social events)
by Lu Xu 23 Apr '25

23 Apr '25

Dear colleagues and friends, Please find the detailed schedule, titles and abstracts of the forthcoming workshop Emergent macroscopic phenomena in non-equilibrium statistical mechanics (May 5-9 at Gran Sasso Science Institute) in the following website: https://trimester2025.math.gssi.it/workshop3/schedule/ The workshop will include a special session in memory of Professor Errico Presutti on May 6, dedicated to his profound contribution to mathematical physics and to the start of the PhD school in mathematics at GSSI. An afternoon excursion to Rocca Calascio will be held on May 7. Should weather conditions prevent the visit, the alternative destination will be the medieval churches of Bominaco. A social dinner will follow the excursion. The excursion is free for everyone. The social dinner is free for students, 40 euros/person for other participants. Registration to the workshop is free. Please indicate your participation by April 30 here: https://indico.gssi.it/event/745/ To join the excursion and/or the social dinner, please register here: https://forms.gle/A45Pbmn6ksBnvL557 We would be grateful if you could circulate the announcement among potentially interested students and researchers. With our best wishes, Serena Cenatiempo Alessia Nota Stefano Olla Marielle Simon Lu Xu

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Two Open PhD Positions – Math for Climate-Resilient Energy Networks (VU Amsterdam)
by Zocca, A. (Alessandro) 23 Apr '25

23 Apr '25

Dear colleagues, I currently have two open PhD positions at Vrije Universiteit Amsterdam as part of a new NWO-funded project at the intersection of applied probability, graph theory, and network optimization. The goal is to develop mathematical foundations for climate-resilient energy systems—a pressing challenge as extreme weather events increasingly threaten the reliability of our power infrastructure. The two positions focus on complementary but distinct aspects of the problem: PhD 1 – Modeling Weather-Driven Failures Develop parsimonious stochastic models using applied probability and graph theory to understand how spatially correlated extreme weather events cause multi-point failures across power grids. PhD 2 – Optimizing Climate-Resilient Grid Operations Design flexible, cost-effective decision-making tools using stochastic optimization and simulation to support smart planning and reconfiguration of energy networks under uncertainty. Both positions are fully funded for 4 years, with a tentative start date in September 2025. The application deadline is May 25, 2025. I’m happy to answer informal questions directly by email, but formal applications must go through the following link: https://workingat.vu.nl/vacancies/phd-positions-in-applied-probability-and-… If you know motivated students or recent graduates with a strong mathematical background and an interest in energy systems, sustainability, and uncertainty modeling, I’d be grateful if you could pass this along. Best, Alessandro Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Surveys: Have you seen proteins?
by ELISA VARINI 23 Apr '25

23 Apr '25

ColorBIO Surveys: Colors and Visual Strategies in Structural and Cellular Biology Depicting the invisible. When illustrating things that are too small to be seen, each illustrator can adopt different techniques and colors. What works and what not? Please contribute to our study by completing some or all these simple surveys on visualization of proteins and cells. The survey is completely anonymous, and will take only a few minutes to complete. COLORBIO Project: http://arm.mi.imati.cnr.it/colorbio/login_page.php Login: CBIO_1 Password: Pi01Ugr5vsFIxtw Want more info? Leave your email address to monicamaria.zoppe(a)cnr.it and we'll contact you. Thank you in advance The ColorBio team Link: http://arm.mi.imati.cnr.it/colorbio/home_page.php CNR - National Research Council of Italy, IBF and IMATI Institutes

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Scuola ABS a Genova (3-6/6/25): Spatio-temporal Methods in Environmental Epidemiology
by Fabrizio Ruggeri 23 Apr '25

23 Apr '25

The ABS (Applied Bayesian Statistics) schools have been organised by CNR-IMATI (Italian National Research Council - Institute of Applied Mathematics and Information Technologies, Milano Department) since 2004, inviting top researchers and combining lectures with practical sessions and informal discussions about participants' projects. Some seats are still available for the ABS25 summer school in Genova (Italy), 3-6 June 2025. Reduced fees are available until 11 May 2025. TOPIC: Spatio-temporal Methods in Environmental Epidemiology WEBSITE: https://abs25.imati.cnr.it/ DETAILED PROGRAMME: https://abs25.imati.cnr.it/programme.htm CONTACT: abs25(a)mi.imati.cnr.it LECTURERS: Alexandra Schmidt (McGill University, Canada) and (practical sessions) Carlo Zaccardi (Università di Chieti-Pescara, Italy) ALEXANDRA SCHMIDT (B.Sc. and M.Sc. Rio de Janeiro, Ph.D. Sheffield) is Professor of Biostatistics and helds the endowed University Chair in the Department of Epidemiology, Biostatistics and Occupational Health at McGill University. Between 2002 and 2016 she worked in the Department of Statistical Methods of the Federal University of Rio de Janeiro, Brazil, where she became Full Professor of Statistics in 2012. She is an Elected Fellow of the International Society for Bayesian Analysis (2024), the American Statistical Association (2020) and an Elected Member of the International Statistical Institute (2010). She was awarded the Distinguished Achievement Medal (2017) from the American Statistical Association’s Section on Statistics and the Environmentand the Abdel El-Shaarawi Young Investigator Award (2008) from The International Environmetrics Society. She was the President of the International Society for Bayesian Analysis in 2015. Currently, she is the Program Chair of the 2025 Joint Statistical Meetings in Nashville, USA, and Council Member of the International Statistical Institute. More details on Prof. Schmidt (including publications, mostly on the topic of the course) at https://alex-schmidt.research.mcgill.ca/ CARLO ZACCARDI got his B.Sc., M.Sc., Ph.D. Università di Chieti-Pescara, where he is currently post-doc. GENOVA: Information on what to do and see at https://www.visitgenoa.it/en Best regards, Elisa Varini and Fabrizio Ruggeri (ABS25 Executive Director and Director) ---------------------------- Fabrizio Ruggeri President-Elect (2023-2025) CNR IMATI International Statistical Institute Via Alfonso Corti 12 fabrizio(a)mi.imati.cnr.it I-20133 Milano (Italy) www.mi.imati.cnr.it/fabrizio

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Reminder: OWABI - Ayush Bharti - April 24
by Massimiliano Tamborrino 23 Apr '25

23 Apr '25

Dear all, a kind reminder of tomorrow's (Thursday the 24th April, 11am UK time) OWABI seminar<http://www.warwick.ac.uk/oneworldabc> by Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be exceptionally streamed on Zoom https://chalmers.zoom.us/j/67207457257 (password 201659), Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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PhD in Economics and Finance, University of Verona - Call for Applications
by Athena Picarelli 22 Apr '25

22 Apr '25

Dear colleagues, We are pleased to announce the 2025 call for applications of the PhD Program in Economics and Finance at the University of Verona. The Program offers two dedicated tracks: “Economics” and “Mathematics and Data Analytics for Finance”. It aims at bringing brilliant students to the international research frontier, and at developing their ability to create their own research contributions. This year six positions are available: five with full scholarships (about 1,600 euros per month) and one without scholarship. We invite applications from outstanding graduates who hold or are expected to hold a master’s degree in Economics, Finance or related fields. The following material is required for an application: i) Certificate with final graduation mark or transcript with exam grades; ii) Curriculum Vitae; iii) Original research proposal of maximum 2,000 words; iv) Two reference letters; v) Further documents the candidate considers relevant for the evaluation. Here is the link to the application page: https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… *The deadline for the application is May 20, 2025.* *Description of the Program* The PhD Program in Economics and Finance of the University of Verona trains academic and professional figures able to autonomously carry out research in economics and finance at universities, research institutes, consulting firms, public and private companies. PhD graduates undertake job positions requiring critical and problem solving skills, in which to matter are the ability to identify a problem and analyze it using economic reasoning, manage and process data through a statistical approach, interpret the findings and communicate results and implications. The four-year PhD Program in Economics and Finance consists of a course-work part and a research part. During the first part of the program, students attend advanced courses (both compulsory and elective) related to their chosen track (“Economics” or “Mathematics and Data Analytics for Finance”). Students then develop an independent study and research agenda under the guidance of two supervisors. The program is completed by the final thesis containing research contributions following high-quality international standards. Our PhD Program also offers personal research funds, access to dedicated room and Department facilities, and financial support for study and research periods in foreign universities or institutions. The University of Verona is among the top hundred world universities with less than 50 years in the rankings of the Times Higher Education. In the RepEc ranking, the Department of Economics ranks in the top 10% of the Italian distribution and in the top 25% of the world distribution of research departments and institutions in Economics. It received the “Department of Excellence 2023-2027” seal by the Italian ministry of university and research. For further information please visit the official Program webpage, https://www.corsi.univr.it/?ent=cs&id=1008&menu=ilcorso&tab=presentazione lang=en <https://www.corsi.univr.it/?ent=cs&id=1008&menu=ilcorso&tab=presentazione&l…> or contact the program coordinator, Prof. Athena Picarelli ( athena.picarelli(a)univr.it) -------------------- -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Conference in CIRM, Marseille in October 2025: New trends of Stochastic nonlinear systems
by Erika Hausenblas 22 Apr '25

22 Apr '25

We would like to bring to your attention the conference in CIRM - Lumini, Marseille from 20 – 24 October, 2025: New trends of stochastic nonlinear systems: well-posedeness, dynamics and numerics Erika Hausenblas (University of Leoben) Chengcheng Ling (University of Augsburg) Stéphane Menozzi (Université d’Évry) https://conferences.cirm-math.fr/3374.html Stochastic analysis is a very dynamic field which has undergone numerous developments over the last decades: stochastic differential equations (SDE), stochastic partial differential equations (EDPS), Malliavin calculus... In order to study new singular complex models, which in particular arise from regularization/de-regulation by noise-related problems, particle systems, quantum mechanics or machine learning, new ideas have appeared, yielding numerous results concerning the well-posedness, dynamics and approximation of singular ED(P)S in numerous scientific or engineering fields. Among these ideas, we can mention: the application of convex integration techniques for stochastic equations, the sewing lemma to highlight fine regularisation properties of the underlying noise, quantum field theory to help understand quantum dynamics, or the association of classical techniques with tools such as rough paths theory to solve problems which could not be addressed independently. If you would like to participate, please contact one of the organisers or spdescirmmarseille(a)gmail.com.

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I: PhD a Singapore
by Federico Sau 22 Apr '25

22 Apr '25

Buongiorno a tutti, Ricevo e inoltro l'apertura di posizioni di dottorato a Singapore (NUS) con Matteo Mucciconi https://matteomucciconi.github.io/. I programmi partono a gennaio 2026 (deadline il 15 maggio) o ad agosto 2026 (deadline il 15 novembre). Cordiali saluti, Federico ________________________________ Da: Matteo Mucciconi Inviato: Martedì, 22 Aprile, 2025 09:21 A: Federico Sau Oggetto: PhD a Singapore Ciao Federico, spero tu stia bene. Ad Agosto dell'anno scorso ci siamo incontrati qui a Singapore e ti avevo parlato del fatto che volevo promuovere posizioni di PhD qui ad NUS. Se conosci degli studenti che potrebbero essere interessati a fare un PhD qui, potresti far girare questo pamphlet, o dare loro il mio contatto? I programmi partono da Gennaio 2026 (deadline il 15 Maggio) o Agosto 2026 (deadline il 15 Novembre). Ti ringrazio in anticipo del supporto. Matteo

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Tom Kurtz
by c.costantini＠unich.it 22 Apr '25

22 Apr '25

E' con grande tristezza che do l'annuncio della morte, sabato 19 aprile, di Tom Kurtz. Tom ha visitato l'Italia molte volte e molti probabilisti italiani l'hanno conosciuto di persona. Il libro che Tom ha scritto nel 1986 insieme a Stewart Ethier, "Markov processes: characterization and convergence", è tuttora un testo di riferimento. Tom ha scritto anche un altro libro, con Jin Feng, su "Large deviations for stochastic processes". Tom ha dato importantissimi contributi non solo sulla caratterizzazione dei processi di Markov e sui metodi per studiarne la convergenza, e sulla teoria delle grandi deviazioni, ma anche alla teoria del filtraggio, alla teoria dei processi a valori misura, allo studio delle equazioni differenziali stocastiche alle derivate parziali, allo studio dei processi di punto spaziali, alla dinamica delle popolazioni, alla teoria delle diffusioni riflettenti, alla teoria delle reti stocastiche, in particolare per le reazioni chimiche, e in altri campi ancora. Caratteristica di Tom era la sua disponibilità a parlare con tutti, da un collega a un giovanissimo studente, condividendo con grandissima generosità il suo tempo, la sua conoscenza e le sue idee. Cristina Costantini

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