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PhD in Economics and Finance @Tor Vergata
by Katia Colaneri 25 May '26

25 May '26

*Italian at the bottom* Dear Colleagues, We would like to inform you that applications for the 42nd cycle of the *PhD Program in Economics and Finance* at the Department of Economics and Finance of the University of Rome Tor Vergata are now open. The *deadline is 9 June 2026* at 12:00. The PhD program is suitable for students with a solid mathematical background who are interested in applications to finance and economics, and it offers the opportunity to work in stochastic control/game theory, mathematical finance, and machine learning methods. Interested students are encouraged to contact us for more information: Katia Colaneri, katia.colaneri(a)uniroma2.it Jodi Dianetti, jodi.dianetti(a)uniroma2.it All useful links can be found below. Best wishes, Katia Colaneri and Jodi Dianetti LINKS: PhD program in Economics and Finance: https://economia.uniroma2.it/phd/ef/ <https://dottorati.uniroma2.it/42-ciclo_p10363.aspx> Call for applications: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx Applications may be submitted from today until the deadline of 9 June 2026 at 12:00. The following webpage contains links to the mini-sites of the PhD programs, where candidates can find information about access requirements, as well as the number and type of available positions: https://dottorati.uniroma2.it/corsi-di-dottorato-xlii_p10365.aspx Candidates can access the application platform through the following link: https://dottorati.delphi.uniroma2.it/piattaformaDottorati/jsp/welcome.jsp?l… --------------------------------- Gentili Colleghi, desideriamo informarvi che sono aperte le candidature per il 42° ciclo del *Dottorato di Ricerca in Economics and Finance* presso il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma Tor Vergata. La scadenza per la presentazione delle domande è fissata al *9 giugno 2026 alle ore 12:00*. Il programma di dottorato è rivolto a studenti con una solida preparazione matematica, interessati alle applicazioni in ambito economico e finanziario, e offre l’opportunità di svolgere attività di ricerca in stochastic control/game theory, finanza matematica e metodi di machine learning. Gli studenti interessati sono invitati a contattarci per ulteriori informazioni: Katia Colaneri, katia.colaneri(a)uniroma2.it Jodi Dianetti, jodi.dianetti(a)uniroma2.it Tutti i link utili sono riportati di seguito. Cordiali saluti, Katia Colaneri e Jodi Dianetti LINK: Programma di Dottorato in Economics and Finance: https://economia.uniroma2.it/phd/ef/ Bando di concorso: https://dottorati.uniroma2.it/42-ciclo_p10363.aspx Le candidature possono essere presentate da oggi fino alla scadenza del 9 giugno 2026 alle ore 12:00. La seguente pagina contiene i link ai mini-siti dei corsi di dottorato, dove i candidati possono trovare informazioni sui requisiti di accesso, nonché sul numero e la tipologia delle posizioni disponibili: https://dottorati.uniroma2.it/corsi-di-dottorato-xlii_p10365.aspx I candidati possono accedere alla piattaforma per la presentazione della domanda tramite il seguente link: https://dottorati.delphi.uniroma2.it/piattaformaDottorati/jsp/welcome.jsp?l…

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OWABI - Kate Lee - 29th May, 10am UK time
by Massimiliano Tamborrino 22 May '26

22 May '26

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the Season is quickly approaching! We are glad to inform you that our next speaker is Kate Lee<https://profiles.auckland.ac.nz/kate-lee>(University of Auckland), who will talk about "Towards Robust and Scalable Bayesian Learning" on the 29th May at 10am UK time (note the different time!), with an abstract reported below. The talk will be streamed on the OWABI MS Teams Channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at this link https://teams.microsoft.com/meet/382746871856192?p=U7SJQ144q6hLNVFGdS Meeting ID: 382 746 871 856 192 Passcode: FZ2gn73K Speaker: Kate Lee<https://profiles.auckland.ac.nz/kate-lee> (University of Auckland) Title: Towards Robust and Scalable Bayesian Learning Abstract: My talk consists of two parts. The first focuses on Generalised Bayesian Inference (GBI), where the loss hyperparameters are critical under model misspecification yet difficult to determine in a principled way. We introduce a Bayesian framework for hyperparameter inference using held-out data, enabling coherent estimation and uncertainty quantification, together with amortized generalized-posterior approximations that avoid repeated costly sampling across datasets and hyperparameter values. The second addresses scalability in simulation-based inference through data reduction, developing methods that learn informative low-dimensional summaries to enable efficient inference in complex settings, with applications to gravitational wave analysis. Keywords: GBI, SBI, amortized learning We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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[STAR Seminars] Thursday May 28 - Olivier Menoukeu Pamen
by Leonardo Tarquini 20 May '26

20 May '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Thursday, May 28th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/68221889625>. The speaker is Olivier Menoukeu Pamen (Institute for Financial and Actuarial Mathematics (IFAM), Department of Mathematical Sciences, University of Liverpool) with the talk: Title: A Stochastic Maximum Principle for Control Problems with Irregular Drift Abstract: This talk considers a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift coefficients. We study dynamics of the form b(t, x,a) = b1(t, x) +b2(x)b3(t,a), where b1 is bounded and Borel measurable, b2 is of bounded variation, and b3 is bounded and smooth. These weak regularity assumptions place the problem outside the scope of classical stochastic control theory. We establish a Pontryagin-type stochastic maximum principle under this lowregularity framework. The analysis relies on new well-posedness and regularity results for stochastic differential equations with random drifts of bounded variation, including existence, uniqueness. A central ingredient is an explicit representation of the first variation process via integration against the space–time local time of bounded variation processes. Our proof combines approximation methods with Ekeland’s variational principle, while a Garcia–Rodemich–Rumsey inequality provides the uniform estimates needed to control the first variation process. As an application, we derive an optimal corridor-type capital adjustment strategy for an insurance surplus model. This talk is based on a joint work with A. M. Bogso, D. Kuissi Kamdem and R. Likibi Pellat. We are looking forward to seeing you! Best regards, Frank, Giulia, Leonardo, Pere, and David

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Postdoctoral position at Stockholm University - LLMs and point processes
by Martina Favero 20 May '26

20 May '26

Buongiorno, Ricevo ed inoltro Saluti, Martina _______________________________________________________________________________________ Dear colleagues, I am looking for candidates for a postdoctoral position specialising in probability theory and/or statistics for a project on large language model (LLM) techniques and point processes. More information can be found at https://su.varbi.com/en/what:job/jobID:933428/type:job/where:4/apply:1 Best wishes, Mathias Lindholm … Associate professor Department of Mathematics, Div. of Mathematical Statistics Stockholm University Sweden E-mail: lindholm(a)math.su.se

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Open Call for Applications – PhD Program in Models for Economics, Territory and Finance
by Claudia Ceci 19 May '26

19 May '26

Dear Colleagues, I would like to draw your attention to the open call for applications for the 42nd cycle of the PhD Program in *Models for Economics, Territory and Finance* at Sapienza University of Rome (Academic Year 2026/2027). The official call is available here <https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato> . The PhD program includes the curriculum: *“Mathematical and Statistical Models and Methods for Economics and Finance.”* aimed at students interested in advanced quantitative methods and applications in finance, insurance, and economics. Further information can be found on the program web page here <https://phd.uniroma1.it/web/MODELLI-PER-L%27ECONOMIA,-IL-TERRITORIO-E-LA-FI…> . Please note that the deadline for submitting applications and paying the participation fee is strictly set for: *17 June 2026, at 14:00 CET.* All students who will obtain their Master’s degree by October 31, 2026, are eligible to participate. Please feel free to share this opportunity with interested students! Best Regards, Claudia Ceci Prof. Claudia Ceci Coordinator of the PhD Program in Models for Economics, Territory and Finance *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC
by Bertini, Lorenzo 19 May '26

19 May '26

Ricevo ed inoltro con piacere l'annuncio delle conferenze di H. Spohn e Z. Hani, fruibili anche in streaming. Saluti Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://lorenzobertini.alwaysdata.net/ ---------- Forwarded message --------- From: Panati, Gianluca <panati(a)mat.uniroma1.it> Date: Tue, May 19, 2026 at 2:41 PM Subject: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC To: Lorenzo Bertini <bertini(a)mat.uniroma1.it> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Lectio magistralis for the international prize ''Tullio Levi-Civita'' 2025 Mer, 20/05/2026 - 14:30-15:30 Sede: Aula Piano Terra CNR IAC, via dei Taurini 19, Roma Speaker: Herbert Spohn (Technical University of Munich) Integrable Fluids, Statics and Dynamics Integrable many-body systems have been discovered in the 1960ies. Physically these are one-dimensional fine-tuned fluids, so to have an extensive number of local conservation laws. While many beautiful and surprising results should be cited, roughly a decade ago the non-equilibrium statistical mechanics of integrable fluids started to flourish. In my introductory presentation I will outline some key features, as generalized Gibbs states, quasiparticles, and hydrodynamic properties. The link for the streaming is: https://www.youtube.com/watch?v=li4Oui7-66o Lectio magistralis for the international prize ''Tullio Levi-Civita'' 2024 Mer, 20/05/2026 - 15:30-16:30 Sede: Aula Piano Terra CNR IAC, via dei Taurini 19, Roma Speaker: Zaher Hani (Department of Mathematics University of Michigan) The mathematical foundations of kinetic theory: from particles to waves Kinetic theory is a legacy of Boltzmann and Maxwell, and is one of the deepest scientific ideas ever introduced. The question of establishing its mathematical foundations was raised soon after Boltzmann introduced his physical theory, and proved to be a highly interesting and challenging direction of research over the past 120 years. In its classical particle setting, this was part of Hilbert’s sixth problem, which asked for the derivation of the equations of fluid mechanics—such as the Euler and Navier-Stokes equations—from first principles, by rigorously justifying Boltzmann’s kinetic theory as an intermediate step. This entails starting from Newton’s laws for a system of N particles and taking successive limits to first obtain Boltzmann’s kinetic equation, and then deriving the equations of fluid mechanics from it. The major landmark in the early literature is the work of Oscar Lanford (1975), who provided the first rigorous derivation of the Boltzmann equation in the so-called Boltzmann-Grad limit, albeit only for short times. The latter restriction does not allow for a passage to the fluid limit as suggested in Hilbert’s sixth problem. In recent joint work with Yu Deng (University of Chicago) and Xiao Ma (University of Michigan), we extend Lanford’s theorem to long times—specifically, for as long as the solution of the Boltzmann equation exists. This allows us to carry out the fluid limit, and derive the fluid equations in the Boltzmann–Grad limit. The underlying strategy builds on earlier joint work with Yu Deng that resolved the parallel problem in wave kinetic theory (also known as wave turbulence theory), in which colliding particles are replaced by nonlinear waves. In this talk, we will review this progress and discuss several future directions that remain unsolved, and still lie under the broad umbrella of Hilbert’s sixth problem. The link for the streaming is: https://www.youtube.com/watch?v=li4Oui7-66o Contatti/Organizzatori: roberto.natalini(a)cnr.it %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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PhD in Statistical Sciences/Dottorato in Scienze Statistiche
by Enrico Scalas 19 May '26

19 May '26

Dear Colleagues, The PhD call for Statistical Sciences in Sapienza University of Rome is out. See the following link for details: https://phd.uniroma1.it/web/concorso42.aspx?s=&i=3544&m=&l=EN&p=&a= There is a deadline on 17 June 2026 at 2pm CET. Applications from probabilists are welcome. Buongiorno, Il bando di dottorato in Scienze Statistiche di Sapienza è stato pubblicato. Si veda il link seguente per i dettagli: https://phd.uniroma1.it/web/concorso42.aspx?s=&i=3544&m=&l=IT&p=&a= La scadenza è il 17 giugno 2026 alle 14:00 Le domande di persone interessate alla probabilità sono benvenute. Best wishes/cordiali saluti, Enrico Scalas

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LiBERA winter school in Finnish Lapland
by Stefano Pagliarani 19 May '26

19 May '26

Dear colleagues, we are pleased to announce the 1st LiBERA Winter School, which will take place at Kilpisjärvi Biological Station, Finnish Lapland, on January 4-9, 2027 https://math.aalto.fi/en/research/stochastics/events/SIS2027/ within the framework of the Horizon Europe MSCA Staff Exchange project LiBERA - "Stochastic Interacting Systems: Limiting Behavior, Evaluation, Regularity and Applications" (https://site.unibo.it/libera/en) The school will feature the following 3 minicourses: Scott Armstrong (CNRS, France, and Courant Institute/NYU, USA) Coarse-graining elliptic PDEs Ana Djurdjevac (University of Oxford, UK) From particle systems to nonlinear SPDEs Lauri Viitasaari (Aalto University, Finland) Statistical aspects related to SDEs Young researchers are welcome to contribute short talks and posters. Further information, including the scientific program and practical details, is available at: https://math.aalto.fi/en/research/stochastics/events/SIS2027/ The registration, which is free but compulsory, is open until September 30th, 2026. We would be grateful if you could share this announcement with potentially interested students and colleagues. Best regards, Stefano Pagliarani University of Bologna ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Fwd: PhD Program Call for Applications
by Irene Crimaldi 19 May '26

19 May '26

FYI ---------- Forwarded message --------- From: Silvio VISMARA <silvio.vismara(a)unibg.it> Dear all The call for applications for our PhD program in Intelligence Systems for Business Administration (ISBA) is now online and will remain open for one month. Please find the link here: https://www.unibg.it/node/19538 Here, the link to the PhD program webpage: https://phd-isba.unibg.it/en I would be very grateful if you could share it within your network. We hope to attract a strong pool of applicants! Have a great weekend. Silvio

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Seminario presso Politecnico di Milano - M. Fontana - Royal Holloway University of London
by Laura Maria Sangalli 19 May '26

19 May '26

Cari Colleghi, A seguire annuncio di un seminario MOX organizzato dal gruppo di Statistica: Matteo Fontana, Royal Holloway - University of London 04.06.26 ore 12:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Distribution-Free Inference for Multivariate Outputs and Time-Dependent Observations Abstract: Conformal prediction delivers finite-sample, distribution-free coverage guarantees, but its classical formulation is largely confined to univariate outputs and exchangeable observations. In this seminar I present two contributions that extend the framework along these axes. The first concerns multi-output conformal regression. I introduce a unified comparative study of nine methods - marginal, density-based, and sample-based - that clarifies their theoretical relationships and reveals that several sample-based methods are special cases of density-based ones. Within this framework I propose two novel classes of conformity scores: CDF-based scores, yielding a method (C-PCP) that achieves asymptotic conditional coverage using only samples from a generative model; and latent-based scores, yielding a computationally efficient method (L-CP) for invertible generative models. A large-scale empirical study across thirteen datasets confirms the predicted ordering of methods on conditional coverage, region size, and computational cost. The second contribution addresses multi-step forecasting under temporal dependence. I introduce JANET, which extends generalised conformal prediction from the transductive to the inductive setting and constructs joint prediction regions controlling the K-familywise error rate - a more flexible criterion than FWER for long horizons. The framework provides exact validity for independent series and approximate validity for single series under weak ergodicity, matching bootstrap alternatives at a fraction of the cost. Un caro saluto, Laura —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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PhD in Probability in Sapienza - application deadline June 17
by Lorenzo Taggi 19 May '26

19 May '26

Dear colleagues, We would like to announce the publication of the call for applications for the PhD program in Mathematics at Sapienza University of Rome: - Sapienza PhD admissions <https://www.uniroma1.it/en/pagina/admissions-2026-2027-phd-programmes> The call includes 8 PhD scholarships covering different areas of mathematics, with the possibility of pursuing a research project in Probability on one of the research topics of the department: - Some resarch lines of the Phd Program <https://phd.uniroma1.it/web/Research_nK139_EN.aspx> - Probability and Mathematical Physics in Sapienza <https://www.mat.uniroma1.it/it/research-group-stochastic-models-mathematica…> The PhD program will start in November 2026. Candidates are required to have completed a Master’s degree by the starting date of the program. For further information or assistance with the application, please contact lorenzo.taggi(a)uniroma1.it. or faggiona(a)mat.uniroma1.it The deadline for applications and payment of the application fee is June 17, 2:00 PM (CET). Best regards, Lorenzo Taggi

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Seminario alla Sapienza Università di Roma - Diederik van Engelenburg (TU Wien)
by Lorenzo Taggi 18 May '26

18 May '26

Care colleghe, cari colleghi, vi segnalo per martedì *26 maggio *alle* ore 14:00 *il seminario di Diederik van Engelenburg (TU Wien), che si terrà presso il dipartimento "Guido Castelnuovo" della Sapienza, dal titolo: *One-arm exponents of the high-dimensional Ising model* Riporto sotto i dettagli. Saluti, Lorenzo Taggi *Luogo:* Sala di Consiglio, Dipartimento "Guido Castelnuovo", Sapienza Università di Roma. *Speaker:* Diederik van Engelenburg <https://sites.google.com/view/diederik-van-engelenburg/homepage> (TU Wien) *Title*: One-arm exponents of the high-dimensional Ising model *Abstract: * In this talk, I will focus on behavior of the Ising model in high dimensions (d ≥ 4). Widom proposed that thermodynamic quantities follow power laws governed by critical exponents, and above the *upper critical dimension d_c = 4*, these exponents reduce to the mean-field values (matching those on trees or complete graphs). I will talk about a recent work about the so-called *one-arm event *(the origin connects to distance n) in the FK-Ising model, We observe that this exponent depends on the boundary condition: for wired boundary conditions, we prove that this probability decays up to constants as n^(-1) for d ≥ 4, whereas in infinite volume we prove that it decays as n^(-2) for d ≥ 6, but *not* for d = 4, 5.

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Seminario presso Politecnico di Milano - Caterina Gregorio, Karolinska Institutet
by Laura Maria Sangalli 18 May '26

18 May '26

Cari Colleghi, A seguire annuncio di un seminario MOX organizzato dal gruppo di Statistica: 21.05.26 ore 15:45 – Aula Saleri Caterina Gregorio, Karolinska Institutet Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Statistical methods for health trajectories in aging and chronic Illness Abstract: Aging is a complex, lifelong process characterized by the accumulation of chronic conditions, functional decline, and increasing heterogeneity in health trajectories. Improving our understanding of aging is essential for identifying critical windows for prevention and intervention in older populations. However, longitudinal aging studies pose substantial statistical challenges due to intermittent observation, partial observability of health trajectories, and the presence of multiple biological processes evolving continuously over time. In this seminar, I will present my current research on the development and application of statistical methodologies to address etiological questions in aging research and to construct longitudinal aging metrics that support inference, individualized prediction, and data-driven evaluation of preventive interventions for healthy aging. The focus will be on extensions of classical multistate models that address interval censoring and hidden states, as well as on multivariate mixed latent formulations motivated by research questions in dementia, multimorbidity, and biological aging. Simulation studies and applications to population-based aging cohorts are used to evaluate model performance and to illustrate the practical implementation of these methods. Un caro saluto, Laura —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Call of interest – Position in Mathematics at University of Bologna
by Andrea Pascucci 18 May '26

18 May '26

The Department of Mathematics of the University of Bologna has opened a call of interest for a position in Mathematics at the level of either: * Tenure Track Researcher (RTT) * Associate Professor The call is aimed at researchers currently employed outside Italy with strong expertise and an outstanding research profile in any area of Mathematics. Deadline for expressions of interest: June 5, 2026. Applications should be sent to: mat.direzione(a)unibo.it Required documents: * updated CV (signed and dated) * up to 3 reference letters (sent directly by referees) * certificate of current employment Shortlisted candidates may be invited to give a seminar on June 17, 2026 at 2:00 pm. More information: https://matematica.unibo.it/it/notizie/call-of-interest-position-in-mathema… -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 ---------------------------------------------------------------

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Jodi Dianetti's Seminar on Thursday, May 21 at 11am Dip Matematica UNIBO Aula Arzelà
by Cristina Di Girolami 18 May '26

18 May '26

Dear colleagues, next Thursday, May 21 at 11:00 a.m. in Arzelà (5th floor, Department of Mathematics, Piazza di Porta San Donato, Bologna), there will be a seminar by Jodi Dianetti, University of Rome Tor Vergata, entitled: "REINFORCEMENT LEARNING FOR EXPLORATORY OPTIMAL STOPPING: A SINGULAR CONTROL FORMULATION" and abstract "In this talk we discuss continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is represented by the probability of stopping within a given time--specifically, a bounded, non-decreasing, càdlàg control process. To encourage exploration and facilitate learning, we introduce a regularized version of the problem by penalizing it with the cumulative residual entropy of the randomized stopping time. The regularized problem takes the form of an (n+1)-dimensional degenerate singular stochastic control with finite-fuel. We address this through the dynamic programming principle, which enables us to identify the unique optimal exploratory strategy. For the specific case of a real option problem, we derive a semi-explicit solution to the regularized problem, allowing us to assess the impact of entropy regularization and analyze the vanishing entropy limit. Finally, we propose a reinforcement learning algorithm based on policy iteration. We show policy improvement results for our proposed algorithm. This talk is based on a joint project together with Giorgio Ferrari and Renyuan Xu." It will be possible to follow online https://teams.microsoft.com/meet/363719926275962?p=aGps6f8abNyfzCedl5 https://teams.microsoft.com/meet/363719926275962?p=aGps6f8abNyfzCedl5 codice: ID riunione: 363 719 926 275 962 Passcode: yP9hT6CJ Best regards, Cristina Di Girolami

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Seminars in Statistics at Collegio Carlo Alberto - Yuqiong WANG (UNIVERSITY OF MICHIGAN)
by Matteo Giordano 18 May '26

18 May '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Martedì 26/05/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Yuqiong WANG (UNIVERSITY OF MICHIGAN) Title: Optimal match lengths in knock-out tournaments Abstract: Later-stage matches in sports tournaments, especially semifinals and finals, are often treated as more important and therefore played longer. We ask whether this intuition can be justified from a sequential testing viewpoint. We study a knock-out tournament with $2^n$ players in which each match is modeled by a Brownian motion with an unobservable drift, representing the players' relative abilities. The tournament designer chooses how long each match should be played so that the strongest player wins the tournament with a prescribed probability. We analyze two design regimes: $(i)$ deterministic designs, where all match lengths are fixed in advance, and $(ii)$ sequential designs, where match duration can adapt to the observed paths. Our main structural result shows that in both regimes, the optimal schedule makes the late-round matches longer than early-round matches, providing a formal statistical justification for common tournament practice. We also quantify the efficiency gain from allowing sequential decisions: sequential testing saves at least $36\%$ and at most $75\%$ on average. Moreover, the relative advantage of sequential methods grows as one requires higher precision. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email 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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Invitation to StatMod2026: Statistical Modeling with Applications (18–19 September 2026, Cyprus)
by Rita Giuliano 15 May '26

15 May '26

Buongiorno. Ricevo e inoltro Rita Giuliano -------- Messaggio Inoltrato -------- Oggetto: Reminder: Invitation to StatMod2026: Statistical Modeling with Applications (18–19 September 2026, Cyprus) Data: Tue, 12 May 2026 06:08:42 +0000 Mittente: Milto Hadjikyriakou <MHadjikyriakou(a)uclan.ac.uk> A: Milto Hadjikyriakou <MHadjikyriakou(a)uclan.ac.uk> CC: Bojana Milosevic <mazaupc(a)gmail.com>, Vlad Stefan Barbu <vladstefan.barbu(a)univ-rouen.fr>, Salim Bouzebda <salim.bouzebda(a)utc.fr>, Guglielmo DAmico <g.damico(a)unich.it>, alex.karagrigoriou(a)unipi.gr <alex.karagrigoriou(a)unipi.gr>, vasilepreda0(a)gmail.com <vasilepreda0(a)gmail.com>, Andreas Artemiou <artemiou(a)uol.ac.cy>, Makridis Andreas <amakridis(a)aegean.gr>, Andreas Anastasiou <anastasiou.andreas(a)ucy.ac.cy>, Costas Christofi <costas.christophi(a)cut.ac.cy>, Petroula Mavrikiou <p.mavrikiou(a)frederick.ac.cy>, Haritini Tsangari <tsangari.h(a)unic.ac.cy>, MICHAILIDOU Kyriaki <kyriakimi(a)cing.ac.cy>, Emmanouil-Nektarios Kalligeris <ekalligeres(a)gmail.com> Dear Colleagues, We are pleased to invite you to */StatMod2026: Statistical Modeling with Applications/*, which will take place on *18–19 September 2026 in Pyla, Larnaka, Cyprus.* StatMod2026 brings together researchers, academics, and practitioners working on modern statistical modeling and its applications across a wide range of fields, including data science, finance, economics, engineering, reliability, risk analysis, and applied probability. The conference places particular emphasis on the interaction between theoretical developments and real-world applications, making it highly relevant to organisations operating in data-driven environments. The conference is organised with the support of _UCLan Cyprus_ and is backed by a strong network of international scientific societies and research institutions. These include the _Cyprus Statistical Society_, the _Greek Statistical Institute_, the _Laboratory of Mathematics Raphaël Salem and the University of Rouen Normandy (France)_, the _French National Centre for Scientific Research (CNRS)_ and the _Fédération Normandie-Mathématiques_, as well as leading Romanian institutions and societies such as the _Romanian Society of Probability and Statistics_, the _Romanian Society of Applied and Industrial Mathematics_, the “_Costin C. Kirițescu” National Institute of Economic Research of the Romanian Academy_, and the “_Gheorghe Mihoc – Caius Iacob” Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy_. *Venue* UCLan Cyprus, Larnaka * * *Important Dates* * Deadline for Registration: 1 June 2026 * Deadline for Abstract Submission: 1 June 2026 * Deadline for Special Session Proposals: 1 June 2026 Further information about the conference, including registration and submission details, is available on the conference website ΣtatMod2026 <https://statmod2026.uclancyprus.ac.cy/index.html>. *Steering Committee* * Vlad Stefan Barbu, Founding Member, LMRS, Univ. of Rouen-Normandy, France & “Costin C. Kirițescu” National Institute of Economic Research of the Romanian Academy, Romania * Salim Bouzebda, Univ. of Technology of Compiègne, France * Guglielmo D'Amico, Univ. “G. d’Annunzio” of Chieti-Pescara, Italy * Milto Hadjikyriakou, Acting Chair, Univ. of Central Lancashire, UCLan Cyprus * Alex Karagrigoriou, Univ. of Piraeus, Greece * Bojana Milošević, Univ. of Belgrade, Faculty of Mathematics, Serbia * Vasile Preda, Founding Member, Honorary Chair, “Gheorghe Mihoc – Caius Iacob” Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy & “Costin C. Kirițescu” National Institute of Economic Research of the Romanian Academy, Univ. of Bucharest, Romania We would be grateful if you could circulate this invitation among colleagues and interested researchers. We look forward to welcoming you to Cyprus for what promises to be an engaging and stimulating scientific event. With kind regards, On behalf of the StatMod2026 Organising Committee *Milto Hadjikyriakou* Assistant Professor in Mathematics and Statistics ** School of Sciences *UCLan Cyprus* T. +357 24 69 4017 E. _mhadjikyriakou__(a)uclan.ac.uk_ <mailto:xxxxx@uclan.ac.uk> Where opportunity creates success University of Central Lancashire <https://www.uclancyprus.ac.cy> Please consider the environment before printing.

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3 Postdoc positions in Probability at Sapienza University of Rome
by Silvestri, Vittoria 14 May '26

14 May '26

Dear colleagues, **Apologies for the repeated message, the first announcement contained an outdated attachment** This is to advertise the opening of *3 Postdoc positions* (Contratti di Ricerca) within the FIS 2 project *Understanding pattern formation in nature via Complex Analysis <https://sites.google.com/view/fis2-pattern-formation/home-page> *at Sapienza University of Rome (details below). Please note the short application window. I would be grateful if you could share this message with anyone who might be interested. Best wishes, Vittoria Silvestri ----------------------------- 3 Postdoc positions (2 years) Link to the call: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/244870 Link to the online application: https://xup.mat.uniroma1.it/Home/CPService Deadline for applications: 7 June 2026 - strict Research topic: Probability, random growth models Duration: 2 years Monthly salary: approx 2800€ per month before taxes (Note: candidates moving to Italy after at lest 2 years abroad will not pay taxes for the duration of the postdoc. More information here <https://www.agenziaentrate.gov.it/portale/web/guest/docenti-e-ricercatori-r…> ) Selection procedure: based on CV, publications (max 5) and an interview (which can be held on zoom). Starting date: soon after the conclusion of the selection procedure (except for candidates in need of an Italian VISA). ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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3 Postdoc positions in Probability at Sapienza University of Rome
by Silvestri, Vittoria 14 May '26

14 May '26

Dear colleagues, This is to advertise the opening of *3 Postdoc positions* (Contratti di Ricerca) within the FIS 2 project *Understanding pattern formation in nature via Complex Analysis <https://sites.google.com/view/fis2-pattern-formation/home-page> *at Sapienza University of Rome (details below). Please note the short application window. I would be grateful if you could share this message with anyone who might be interested. Best wishes, Vittoria Silvestri ----------------------------- 3 Postdoc positions (2 years) Link to the call: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/244870 Link to the online application: https://xup.mat.uniroma1.it/Home/CPService Deadline for applications: 7 June 2026 - strict Research topic: Probability, random growth models Duration: 2 years Monthly salary: approx 2800€ per month before taxes (Note: candidates moving to Italy after at lest 2 years abroad will not pay taxes for the duration of the postdoc. More information here <https://www.agenziaentrate.gov.it/portale/web/guest/docenti-e-ricercatori-r…> ) Selection procedure: based on CV, publications (max 5) and an interview (which can be held on zoom). Starting date: soon after the conclusion of the selection procedure (except for candidates in need of an Italian VISA). Instructions for non-Italian speakers can be found here <https://drive.google.com/file/d/123fB5hu1lhX6t2qKvMWXyrfcN1MstWER/view?usp=…> . ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar Severo at Tor Vergata, May 18th
by Michele Salvi 14 May '26

14 May '26

Dear all, Next Monday RoMaDS will host at the Department of Mathematics of the University of Rome, Tor Vergata the seminar > Monday, 18th May Franco Severo (Sorbonne Université) "Level set percolation of smooth Gaussian fields: an overview" 14h00-15h00, Department of Mathematics, Aula Dal Passo. Abstract Consider the connected components of the level sets of a smooth Gaussian field on the d-dimensional Euclidean space. For which levels does an unbounded connected component appear? When it exists, is it unique? What is the typical size of large bounded components and how does it depend on the level? What happens at the critical level? How do the answers to these questions depend on the dimension and on the correlation decay? These natural questions lie at the heart of level-set percolation of smooth gaussian fields, a topic that has seen significant progress over the past decade. In this talk, I will give an overview of several recent results in the field and highlight a number of open problems that remain to be addressed. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/meet/324713312710924?p=fSpsvvN4aZ6M6ZjvFk The seminar is part of the Excellence Project MatMod@TOV.

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Prob@SISSA: trimester programme
by Ilya Chevyrev 14 May '26

14 May '26

Dear all, it is our pleasure to advertise the trimester programme “Probability and Stochastic Analysis” taking place at SISSA (International School for Advanced Studies), Trieste, from 14 September to 11 December 2026. Its scientific focus is probability theory and stochastic analysis, with emphasis on stochastic PDEs, random matrices, statistical mechanics, and probabilistic methods in QFT. The programme features two workshops (28 September - 2 October 2026 and 7 - 11 December 2026) and four courses delivered by Paul Bourgade, Giuseppe Cannizzaro, Thomas Leblé, and Hao Shen. ´ Participation is free and open, but spaces are limited; travel and accommodation support may be available upon request. Financial-support deadlines: 1 July 2026 (Workshop 1) and 1 October 2026 (Workshop 2). For further information and registration, please visit: https://sites.google.com/view/probsissa The organisers Ilya Chevyrev (SISSA) Gaultier Lambert (SISSA) Hao Shen (University of Wisconsin-Madison)

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PhD Economics and Finance, University of Verona - Call open
by Athena Picarelli 14 May '26

14 May '26

Dear Colleagues, We are pleased to announce the 2026 call for applications for 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 with full scholarships (about 1,300 euros net per month) are available. 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. To be admitted to the selection process, a mandatory, non-refundable fee of 10,00 euros is required, under penalty of exclusion. This fee must be paid by the application deadline. Here is the link to the application page: https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… The deadline for application is *June 9, 2026, at 12.00*. 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 or contact the program coordinator, Prof. Athena Picarelli ( athena.picarelli(a)univr.it) Best regards, Athena Picarelli -- *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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ISBA-BNP June 2026 special interview webinar: Eugenio Regazzini
by Tommaso Rigon 13 May '26

13 May '26

Dear all, Apologies for cross-posting. The Bayesian Nonparametric Section of ISBA is excited to announce a special interview webinar in the ISBA-BNP webinar series. Details about upcoming webinars, including the Zoom Registration link for this event, can be found at https://bnp-isba.github.io/webinars.html <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…> DATE & TIME: 15:00 UTC on Thursday June 4th, 2026. Note that 15:00 UTC corresponds to 11:00 US Eastern (EDT) and 17:00 Central European (CEST). SPEAKER: Eugenio Regazzini (University of Pavia) DESCRIPTION: This special interview webinar features a recorded interview with Prof. Eugenio Regazzini, conducted by Antonio Lijoi and Igor Prünster. Regazzini retraces his scientific itinerary from his student years at Bocconi in the late 1960s, when his thesis on hypothesis testing was assigned in an Italian landscape still dominated by Gini's descriptive tradition. He describes the state of probability and statistics in Italy in the late '60s and '70s, recalling the small network of probability chairs of the time and the "return" of de Finetti's ideas to Italy after Savage had championed them in the United States. He then recounts his long-standing collaboration with Donato Michele Cifarelli and the spark that led them into Bayesian nonparametrics — a 1935 abstract by de Finetti on "perequazione", combined with Ferguson's work on the Dirichlet process — which gave rise to their study of the distribution of the mean of a Dirichlet random measure (the Cifarelli–Regazzini identity). The interview closes with a reflection on what it means to be a subjectivist in the spirit of de Finetti, and with reading recommendations for young Bayesians. The interview is in Italian, with carefully curated English subtitles. Following the recording, there will be a live discussion with Prof. Regazzini. Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Associate Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io <https://tommasorigon.github.io/>

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SPASS seminar: Ehsan Hatefi
by Silvia MORLACCHI 13 May '26

13 May '26

Dear colleagues, We would like to invite you to the following SPASS seminar (abstract below): Mathematical Physics meet artificial intelligence and Computational Science by Dr. Ehsan Hatefi (visiting at Pisa University, Math department) The seminar will take place on Wednesday May 20th 2026 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, Università di Pisa. A link for online participants will be shared on the website: https://sites.google.com/unipi.it/spass Best regards, Silvia Morlacchi on behalf of the organizers ----------------------------------------------------- Abstract: Given the recent computational advances in Artificial intelligence, we apply various Machine learning methods as well as Neural networks for Bayesian Estimation of Black Hole solutions and their critical exponents using Quantum perturbation theory. To explore the physical applications of AI/ML, we employ these methods to the field of Gravitation that are useful for the whole community of Gravity, Mathematical and Theoretical Physicists. We then mention several applications of our methods related to Gravity, Solving highly nonlinear ODEs for Black Holes, and other related areas. Finally, we provide a broad perspective for future works. As a particular example of Quantum theory, we also talk about the Black holes, their symmetries, and their particular Geometry.

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2 Contratti di Ricerca Università di Pisa (FIS3 OTODDLE) scad. 12/06/2026
by Dario Trevisan 13 May '26

13 May '26

Buongiorno (English below), segnalo l’apertura di due bandi per il conferimento di Contratti di Ricerca presso l’Università di Pisa, nell’ambito del progetto FIS-2024-06000 OTODDLE – “Optimal TranspOrt and large Deviations for Deep LEarning theory” (Consolidator Grant). I due bandi hanno profilo scientifico parzialmente diverso: - CDR_mat2026_3 (OTODDLE A1) – taglio più statistico/numerico: metodi probabilistici e numerici per grandi deviazioni in reti neurali profonde, con attenzione a aspetti computazionali/simulativi e validazione numerica. link al bando: https://bandi.unipi.it/public/Bandi/Detail/4b77a93a-d638-4681-b543-e3e24fa9… - CDR_mat2026_4 (OTODDLE T1) – taglio più probabilistico/analitico: metodi probabilistici e analitici per grandi deviazioni in reti neurali profonde, con enfasi su risultati teorici e stime quantitative. https://bandi.unipi.it/public/Bandi/Detail/a0a9f13b-cb16-4832-abd8-b34e64e8… Le selezioni sono separate e daranno luogo a due graduatorie distinte. Le persone interessate sono invitate a valutare con attenzione a quale(i) bando(i) presentare domanda, in base al proprio profilo scientifico. Scadenza presentazione domande: 12 giugno 2026, ore 13:00 (per entrambi i bandi). Prego di far circolare per raggiungere il maggior numero di persone interessate. Cordiali saluti, Dario Trevisan --------- Dear colleagues, I would like to advertise two open calls for Research Contracts at the University of Pisa, within the framework of the FIS-2024-06000 OTODDLE project – “Optimal TranspOrt and large Deviations for Deep LEarning theory” (Consolidator Grant). The two calls target slightly different research profiles: CDR_mat2026_3 (OTODDLE A1) – more statistical/numerical in scope: probabilistic and numerical methods for large deviations in deep neural networks, with emphasis on computational/simulation aspects and numerical validation. https://bandi.unipi.it/public/Bandi/Detail/4b77a93a-d638-4681-b543-e3e24fa9… CDR_mat2026_4 (OTODDLE T1) – more probabilistic/analytical in scope: probabilistic and analytical methods for large deviations in deep neural networks, with emphasis on theoretical results and quantitative estimates. https://bandi.unipi.it/public/Bandi/Detail/a0a9f13b-cb16-4832-abd8-b34e64e8… The selections will produce two separate rankings. Interested applicants are therefore encouraged to carefully consider which call(s) best match their profile before applying. Application deadline: 12 June 2026, 13:00 (CET) (for both calls). Please feel free to circulate this announcement to reach as many interested people as possible. Best regards, Dario Trevisan -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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Reminder – Call for Papers | Special Issue on Transition Risks and Climate Challenges
by Daniele Marazzina 11 May '26

11 May '26

Dear colleagues, We would like to kindly remind you of the ongoing Call for Papers for the Special Issue: “Transition Risks and Climate Challenges: Interdisciplinary Perspectives” Decisions in Economics and Finance (Springer) This Special Issue aims to bring together contributions from economists, mathematicians, statisticians, financial analysts, and environmental scientists, focusing on quantitative and interdisciplinary approaches to climate and transition risks. Topics include (but are not limited to): * Climate-transition risk modeling * Sustainable finance and portfolio management under climate constraints * Climate–economy integrated modeling * Data science and machine learning for climate risk * Energy transition and market design * Behavioral, policy, ethical, and regulatory dimensions * Supply chain disruptions and resilience in the climate context 📅 Submission deadline: July 31, 2026 We warmly encourage you to submit your work and to share this call with colleagues who may be interested. For further details, please visit the official announcement: https://link.springer.com/journal/10203/updates/27823746 We look forward to receiving your contributions. Best regards, Daniele Marazzina (on behalf of the Guest Editors) Andrea Flori, Politecnico di Milano, Italy Gianluca Fusai, Università del Piemonte Orientale, Italy Anna Maria Gambaro, Università del Piemonte Orientale, Italy Daniele Marazzina, Politecnico di Milano, Italy Luca Regis, Università di Torino, Italy Luca Trapin, Università di Bologna, Italy

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PhD positions in Mathematics and in Modeling and Data Science at UNITO
by Bruno Toaldo 11 May '26

11 May '26

Dear Colleagues, I would like to draw your attention to the open call for positions in the PhD programs in* Mathematics *and in* Modeling and Data Science *at the* University of Torino*, Italy. See *here <https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLII_ciclo.html>* for the calls and information on how to apply. Deadline: *June 9**th*. The PhD in Mathematics offers *9 positions with scholarship*, with one *reserved for candidates with a foreign master degree*. The PhD in Modeling and Data Science offers *3** positions with scholarship*, with one *reserved for candidates with a foreign master degree*. Further positions (funded by companies) will be added to the call (see here <https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje…> forthcoming updates). See *here <https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=u4vb;field=file…> *for a description of the positions in mathematics. See also *this link <https://www.mathphd.unito.it/do/home.pl/View?doc=supervisors.html> *for a list of research topics with corresponding possible supervisors. See here <https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=bfjt;field=file…> for a description of the positions in Modeling and Data Science. See also here <https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje…> for further information on every position. The interviews for the selection of candidates will take place in the end of June / first half of July, and can be carried out online. The outcome of the selection will be published in the second half of July; admitted candidates have 7 days to accept the position. Candidates must obtain their Master degree by October 31st, 2026 (and not by the expiry date of the call). The starting date of the PhD program is November 1st, 2026. Please forward this email to anyone who might be interested. Best regards, Toaldo Bruno Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39 0116702850

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Seminario Padova - Bouchot
by alekos.cecchin＠unipd.it 08 May '26

08 May '26

Buongiorno a tutte/i, Vorremmo segnalarvi che Venerdì prossimo (6 Marzo) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Nicolas Bouchot (Universität Innsbruck) <https://www.uibk.ac.at/mathematik/personal/bouchot-nicolas/bouchotnicolas.h tml> website Title: Confined walk, interlacements and covering time Date: March 6, 2026, at 14:30, 2AB40 Abstract: Random interlacements are understood to naturally arise as a full-volume limit of random walks spending a long time inside a domain. However, this understanding is somewhat indirect, as it is often through ways of large deviations principles. In this talk, I will present a straightforward model: the random walk confined inside a domain. We obtain a precise coupling between this confined walk and some interlacements tilted by the first Laplace eigenvector on the domain. As an application, I will present asymptotics for the covering time of subdomains by the confined walk. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Rome Joint Seminars on Stochastic Dynamics, Control, and Learning – Third Meeting
by Marta Leocata 08 May '26

08 May '26

Cari colleghi, siamo felici di annunciare il terzo incontro del ciclo di seminari Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) che si terrà giovedì 14 Maggio 2026, dalle 16:00 alle 18:00 presso l’edificio condiviso EIEF–World Bank (EIEF – Einaudi Institute for Economics and Finance), Sala Conferenze, Via degli Abruzzi 10, Roma. Gli speaker di questo incontro saranno: Anna Vidotto, Sapienza University of Rome Random Fields on the Sphere: Applications to Climate Data Domenico Marinucci, University of Rome Tor Vergata Random Fields on the Sphere: Applications to neural networks Ulteriori informazioni sono disponibili al seguente link: https://sites.google.com/view/rome-sdcl/home Vi informiamo inoltre che sullo stesso sito è possibile accedere alle slides dei precedenti incontri. La partecipazione ai seminari è gratuita, ma la registrazione (non vincolante) è fortemente consigliata per accelerare l’ingresso nell’edificio condiviso EIEF–World Bank: https://docs.google.com/forms/d/e/1FAIpQLSfKuFV0b3kGaYLg2GLlaUmeAeutRDMw5dX… Speriamo di vedervi numerosi e vi invitiamo a condividere questo annuncio con chiunque possa essere interessato. A presto, Valeria Bignozzi, Sapienza University of Rome Alessandro Bondi, Luiss University Katia Colaneri, University of Rome Tor Vergata Jodi Dianetti, University of Rome Tor Vergata Marta Leocata, Luiss University

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PhD HPSC (Univ. Pisa, 42° ciclo) – borse su progetto, incl. 1 su FIS 3 OTODDLE
by Dario Trevisan 07 May '26

07 May '26

Buongiorno a tutte e a tutti, segnalo l’apertura del bando per il Dottorato in High-Performance Scientific Computing (HPSC), 42° ciclo, presso l’Università di Pisa https://www.dm.unipi.it/phd-hpsc/call-for-applications-to-the-ph-d-programm… È disponibile 1 borsa finanziata sul progetto FIS 3 OTODDLE (Optimal Transport and Large Deviations for Deep Learning), sotto la mia supervisione. Il progetto di dottorato rientra nella linea applicata di OTODDLE e riguarda inizializzazione e training di reti neurali profonde, stime quantitative, algoritmi orientati all’HPC e simulazioni su larga scala, in stretta interazione con il gruppo di ricerca. Studenti e studentesse interessati/e ad aspetti computazionali, simulazione della probabilità e ottimizzazione sono invitati/e a candidarsi. Nota: oltre alla borsa su OTODDLE, il bando prevede altre borse su progetto: sarà sufficiente che il/la candidato/a indichi durante il colloquio orale a quali borse/progetti è interessato/a. Cordiali saluti, Dario Trevisan --- Dear colleagues, I would like to advertise the opening of the call for applications to the PhD Programme in High-Performance Scientific Computing (HPSC), 42nd cycle, at the University of Pisa: https://www.dm.unipi.it/phd-hpsc/call-for-applications-to-the-ph-d-programm… There is one PhD fellowship funded by the FIS 3 project OTODDLE (Optimal Transport and Large Deviations for Deep Learning), under my supervision. The PhD project lies within the OTODDLE applied research line and will focus on initialization and training of deep neural networks, quantitative estimates, HPC-oriented algorithms, and large-scale simulations, in close interaction with the research group. Students interested in computational aspects, probability simulation, and optimization are warmly encouraged to apply. Important note. In addition to the OTODDLE-funded fellowship, the call includes other project-funded fellowships. Applicants can simply state during the oral interview which fellowships/projects they are interested in. Best regards, Dario Trevisan -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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VII Edizione del Corso Executive in Finanza Matematica
by Andrea Pascucci 06 May '26

06 May '26

*Aperte le iscrizioni alla VII edizione del Corso Executive in Finanza Matematica – Università di Bologna* L’edizione 2026-2027 del *Corso Executive in Finanza Matematica* dell’Università di Bologna inizierà nel mese di *ottobre 2026*. Tutti i dettagli sul programma sono disponibili al seguente link: 🔗 https://site.unibo.it/finanza-matematica/it/ Il *bando di ammissione*, con scadenza *1 ottobre 2026*, è consultabile alla pagina: 📄https://www.unibo.it/it/studiare/dottorati-master-specializzazioni-e-altra-formazione/corsi-alta-formazione/2026-2027/executive-in-finanza-matematica -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 --------------------------------------------------------------- L'inferno dei viventi non è qualcosa che sarà: se ce n'è uno, è quello che è già qui, l'inferno che abitiamo tutti i giorni, che formiamo stando insieme. Due modi ci sono per non soffrirne. Il primo riesce facile a molti: accettare l'inferno e diventarne parte fino al punto di non vederlo più. Il secondo è rischioso ed esige attenzione e apprendimento continui: cercare e saper riconoscere chi e cosa, in mezzo all'inferno, non è inferno, e farlo durare, e dargli spazio. Italo Calvino

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SEMINAR: Petros Dellaportas @Luiss - 7 may
by Matteo Iacopini 05 May '26

05 May '26

Dear all, On Thursday, 7th May, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Petros Dellaportas (University College London) Title: “Gaussian Invariant Markov Chain Monte Carlo” Abstract: We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second-order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that Gaussian invariant sampling can lead to ergodic estimators with significantly improved statistical efficiency. This is due to a remarkable property of Gaussian invariance that allows us to obtain exact analytical solutions to the Poisson equation for Gaussian targets. These solutions can be used to construct efficient and easy-to-use control variates for variance reduction of estimators under any intractable target. We demonstrate the new samplers and estimators in several examples, including high-dimensional targets in latent Gaussian models, where we compare against several advanced methods and obtain state-of-the-art results. We also provide theoretical results regarding geometric ergodicity and an optimal scaling analysis that shows the dependence of the optimal acceptance rate on the Gaussianity of the target. Anyone interested in attending is welcome; just email me for logistical purposes. Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Two seminars and a mini-course next week at Tor Vergata
by Michele Salvi 05 May '26

05 May '26

Dear all, Next week RoMaDS will host two seminars and a mini-course at the Department of Mathematics of the University of Rome, Tor Vergata (this is the link <https://www.mat.uniroma2.it/~rds/events.php> to RoMaDS webpage with all future events. We have some technical problems at the moment, but you can safely access the website ignoring the warning!). All abstracts can be found at the end of this email. Best, Michele > Monday, 11th May, Seminar Johannes Alt (University of Bonn) "Spectra of critical Erdős-Rényi graphs" 14h00-15h00, Department of Mathematics, Aula Dal Passo. Teams link <https://teams.microsoft.com/meet/35777624543024?p=boIC6CbJ8QfDutJzUV>. > Thursday, 14th May, Seminar Isabella Ziccardi (IRIF, Université Paris Cité) "Electing a Leader with Limited Resources" 16h00-17h00, Department of Mathematics, Aula D’Antoni. Teams link <https://teams.microsoft.com/meet/389989257555244?p=IMwo46pwx3w3fSzhOm>. > 12-13-14th May, Mini-course Cyril Letrouit (CNRS, Laboratoire de Mathématiques d'Orsay) "The Mathematics of Transformers: From Particle Systems to Control Theory" 12, 13, 14 May, 11h00-12h30, Department of Mathematics, Aula Dal Passo For all further information you can contact Prof. Caponigro at caponigro(a)mat.uniroma2.it <mailto:caponigro@mat.uniroma2.it> ABSTRACTS Abstract Alt “Spectra of critical Erdős-Rényi graphs" We consider the Erdős-Rényi graph G in its critical regime when its expected degree d scales like the logarithm of its number of vertices. On this critical scale, G undergoes a connectivity transition through the formation of isolated vertices. Moreover, localized eigenvectors emerge. The time evolution of a free quantum particle on G is governed by the adjacency matrix A of G through the Schrödinger equation. We determine the solution to this Schrödinger equation by comparison to an infinite tree. As A possesses localized and delocalized eigenvectors, the solution is in general a mixture of localized and scattering waves Abstract Ziccardi “Electing a Leader with Limited Resources” A distributed system consists of n independent entities—such as computers, servers, or even biological organisms—connected by a communication graph G. In such a system, nodes operate autonomously using their own local memory. A fundamental challenge in this setting is the Leader Election problem, where nodes must coordinate to elect a single leader. Electing a leader is fundamental because it serves as a central control, simplifying many other coordination tasks. Recently, much attention has been focused on leader election within weak communication models, like the beeping or stone age models. While many algorithms have been proposed, they typically require nodes to have large memory capacities, require knowledge of global quantities (such the total number of nodes n) or only work on specific families of graphs. In this talk, I introduce a very simple randomized algorithm that almost surely elects a leader on any network G. Our approach requires only constant memory and zero prior knowledge about G’s size or topology; nodes interact by sending only a 1-bit signal. We show that this protocol is efficient, reaching a stable leader configuration in O(D^2 log n) rounds with high probability, where D is the diameter of G. Finally, I will address the issue of resilience. Because our algorithm requires all nodes to start from the same, fixed initial state, it cannot guarantee leader election if the system starts in an arbitrary configuration reached due to local faults. I will discuss how to extend this algorithm to be self-stabilizing—meaning it can recover and converge from any initial state. Our self-stabilizing solution uses only O(log log n) bits of memory, representing an exponential improvement over previous literature that required O(log n) bits. This presentation is based on joint work with Robin Vacus [PODC 2025] and Lélia Blin and Sylvain Gay [PODC 2026] Abstract Letroiut “The Mathematics of Transformers: From Particle Systems to Control Theory” Since their introduction in 2017, Transformers have profoundly transformed large language models and, more generally, deep learning. This success largely relies on the mechanism known as "self-attention". In this course, I will introduce a mathematical framework that allows self-attention to be viewed as a system of interacting particles. I will explain certain remarkable properties of the associated dynamics in the space of probability measures, with particular emphasis on cluster formation, the preservation of Gaussian distributions, the subtleties of the associated mean-field limit, and the great "expressivity" of these neural networks, proved thanks to control theory.

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PROMEMORIA MOX COLLOQUIUM presso Politecnico di Milano - 07.05.26 ore 14:30 – Peter Bühlmann
by Laura Maria Sangalli 05 May '26

05 May '26

Cari Colleghi, vi ricordo il seguente seminario della serie dei MOX COLLOQUIA: 07.05.26 Ore 14:30 - Sala Consiglio, Edificio 14, Politecnico di Milano Speaker: Peter Bühlmann, ETH Zürich Titolo: Causality-Inspired Machine Learning: A Path to more Robust AI Systems Abstract: The pursuit of reliable and robust machine learning has become a central focus, with statistics and data science playing pivotal roles in its advancement. We explore connections between distributional robustness and causality, providing methodological insights to enhance the reliability of AI systems. We examine the broader implications of these concepts through a case study in digital health and conclude by emphasizing the importance of rigorous real-world validation of machine learning and AI algorithms. https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… <https://cassyni.com/events/Lwo25Mh9yCpmezYk7Fie8m> [NgwyDiUV254sqYXdcEuAM4.png] Causality-Inspired Machine Learning: A Path to more Robust AI Systems<https://cassyni.com/events/Lwo25Mh9yCpmezYk7Fie8m> cassyni.com<https://cassyni.com/events/Lwo25Mh9yCpmezYk7Fie8m> Per seguirlo in streaming è necessario registrarsi (gratuitamente) alla piattaforma Cassyni. Un caro saluto, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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EXTENDED DEADLINE for AMASES 2026
by Francesco Cesarone 04 May '26

04 May '26

Dear Colleagues, Due to numerous requests, the Organizing Committee of the 50th Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences (AMASES 2026) https://sites.google.com/uniroma1.it/amases2026/<https://urldefense.com/v3/__https:/sites.google.com/uniroma1.it/amases2026/…> has decided to extend the deadline for abstract submissions. New Deadline for Abstract Submission: May 10, 2026 Notification of Acceptance: June 5, 2026 Deadline for Early Bird Registration: June 30, 2026 Deadline Registration for Communications to be included in the program: June 30, 2026 Francesco Cesarone On behalf of The AMASES 2026 Organizing Committee * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Reminder: 44th Finnish Summer School on Probability and Statistics, 50 years jubilee, Lammi, Finland 25-29.5.2026
by Gasbarra, Dario 04 May '26

04 May '26

Dear friends of Stochastics and Statistics, registration for the 44th Finnish Summer School on Probability and Statistics, 50 years jubilee edition, in Lammi, Finland 25-29.5.2026 is open until SATURDAY MAY 9th. Please check the website 44th Finnish Summer School on Probability and Statistics, 50 years jubilee | FDNSS<https://fdnss.fi/44th-finnish-summer-school-on-probability-and-statistics-5…> https://fdnss.fi/wp-content/uploads/2026/03/fdnss-school_poster-2026.pdf Minicourses: * Nils Berglund<https://www.idpoisson.fr/berglund/> (Université d’Orléans) Topics in Gaussian Wiener chaos expansion (abstract)<https://fdnss.fi/topics-in-gaussian-wiener-chaos-expansion/> * Giulia di Nunno<https://www.mn.uio.no/math/personer/vit/giulian/> (University of Oslo) BSDEs and fully-dynamic risk measures * Frank Röttger<https://sites.google.com/view/roettger/startseite> (University of Twente) Probabilistic graphical models and their application to extreme value statistics * SJS Lectures: Subhabrata Sen<https://sites.harvard.edu/sus977/> (Harvard University) Recent progress in multi-modal data analysis (abstract)<https://fdnss.fi/recent-progress-in-multi-modal-data-analysis/> See you in Lammi ! Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland dario.gasbarra(a)uwasa.fi

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Seminario Sapienza Roma - 7 Maggio 2026
by Alessandro Degregorio 04 May '26

04 May '26

Cari tutti, vorrei segnalare il seguente seminario che si terrà il *7 Maggio* *alle ore 14, aula 24,* presso il *Dipartimento di Scienze Statistiche -- Sapienza Roma * (Edificio CU002, IV piano, p.le A.Moro 5, Roma). *Speaker:* Kei Kobyashi (Fordham University - New York) *Title: *Small-time asymptotic behavior of the spectral heat content for isotropic Lévy processes *Abstract: *The spectral heat content (SHC) measures the total heat contained in a bounded domain at a given time when the initial temperature inside the domain is set to be one, and the temperature outside the domain is kept at zero. The SHC with heat particles represented by Brownian motion was intensively studied more than three decades ago, whereas the investigation of the SHC for Lévy processes started only about a decade ago. In this talk, we derive the precise small-time asymptotic behavior of the SHC for a large class of isotropic Lévy processes. The result covers the cases of Brownian motion, stable Lévy processes, and some jump diffusions, while the proof provides a unified approach to the asymptotic behavior of the SHC for all of these processes. This is joint work with Hyunchul Park. E' possibile assistere al seminario online collegandosi al seguente indirizzo: https://uniroma1.zoom.us/j/88659953902?pwd=bRglbpbc8ZyN4BBxllXPxlncAa1l6i.1 (ID riunione: 886 5995 3902) Cordiali saluti, Alessandro De Gregorio -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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SPASS seminar: Lucie Laurence - Tue 5 May at 14:00
by Marco Romito 03 May '26

03 May '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): _Speaker_: *Lucie Laurence *(University of Bern, Institute of Mathematical Statistics and Actuarial Sciences) _Title_: *Noise-induced stabilization in chemical reaction networks* _Date and time_: *Tue, May 5th* at *14:00 CET* _Place_: Auletta Riunioni, Dipartimento di Matematica, UniPi, Pisa _Join online_: https://meet.google.com/esx-pxkw-fhw On behalf of the organisers, Samuele Saviozzi ********************* _Abstract_: /Chemical reaction networks (CRNs) describe the evolution of interacting molecular species through a set of reactions. In the stochastic formulation, the system tracks discrete molecule counts and evolves as a jump process driven by reaction events. Transition rates follow mass‑action kinetics and are polynomial functions of the state. When molecule numbers are large, these stochastic dynamics are typically approximated by a deterministic ODE system. The connection between the stability of these two models is an active area of research./ /In this talk, I will present a CRN exhibiting a noise‑induced stabilization phenomenon. Deterministically, the associated ODE admits trajectories that diverge and blow up in finite time. In contrast, the stochastic model is stable: sample paths remain bounded and repeatedly return to compact regions of the state space. The proof combines a Lyapunov‑function criterion with scaling arguments that control the behavior of the stochastic trajectories./ /In the final part of the talk, I will discuss new directions for extending this stabilization result to broader classes of CRNs. Using Poincaré compactification, I will outline conditions on the deterministic dynamics that ensure stability of the corresponding stochastic system./ /This is a joint work with A. Agazzi./

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Seminario di Vanessa Jacquier in Sapienza - Giovedi' 7 Maggio
by Faggionato, Alessandra 29 Apr '26

29 Apr '26

Buongiorno, Giovedi' 7 Maggio alle ore 14:00 in Aula L (piano terra) del Dipartimento di Matematica in Sapienza *Vanessa Jacquier *(Univ. di Padova) terrà un seminario, di cui sotto trovate titolo e abstract. Buona giornata Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Title: *Minimal shapes on the hyperbolic lattices and the emergence of metastability *Abstract: *We investigate geometric and dynamical aspects of hyperbolic lattices arising from regular tilings with 1/p+1/q<1/2. We first characterize finite shapes with minimal perimeter and show that the ratio of perimeter to volume converges to the isoperimetric constant. We also construct a family of regular layered balls that achieve this constant for any fixed volume. We then study the Ising model on finite subgraphs with minus boundary conditions and a positive external field h. For a suitable range of h, we prove the presence of metastable behavior, identify the metastable state, and characterize the exit time. Finally, we describe the energy landscape and analyze the nucleation mechanism for all positive values of h, including beyond the metastable regime. -- ************************************************* 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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Network Econometrics Summer School (June, 29 - July, 3, 2026, Venice, Italy)
by Roberto CASARIN 28 Apr '26

28 Apr '26

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, Ca' Foscari University, organizes the course for PhD students in: Network Econometrics, 29 June - 3 July, 2026, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2026 The Summer School aims to provide participants with models and tools from graph theory to analyze various effects of social, economic, financial, and political interaction. The school will host leading scholars to develop relevant network modeling and inference research and its applications to various fields. *Participation*: Online or in presence *Application Deadline*: May *Coordinator* Roberto Casarin <https://sites.google.com/view/robertocasarin>, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti <https://emanuelealiverti.github.io/>, University of Padova Monica Billio <http://venus.unive.it/billio/>, Ca' Foscari University of Venice Matteo Iacopini <https://matteoiacopini.github.io/>, LUISS University Mariangela Guidolin <https://scholar.google.com/citations?user=tOh7UTUAAAAJ&hl=it>, University of Padova Luca Rossini <https://lucarossini.wixsite.com/luca-rossini>, University of Milan Ovielt Baltodano Lopez <https://sites.google.com/view/ovieltbaltodano/>, Ca' Foscari University of Venice *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards -- 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>

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Tenure track in Data Science at BI Norwegian Business School (Oslo)
by Lavagnini, Silvia 28 Apr '26

28 Apr '26

Dear all, There is a new open position at the Department of Data Science and Analytics at BI Norwegian Business School (Oslo): We are looking for an Assistant Professor (4-year tenure-track position). 𝗧𝗵𝗲 𝗥𝗼𝗹𝗲: • Focus on Machine Learning, AI, and Statistical Learning. • Low teaching load and competitive research support. • Part of the Center for Applied AI and SURE-AI. 𝗥𝗲𝗾𝘂𝗶𝗿𝗲𝗺𝗲𝗻𝘁𝘀: PhD in Computer Science, Math, Stats, or related fields. For info and application form: https://bi.easycruit.com/intranet/intranet/vacancy/3620885/195887?iso=no Deadline: 26/05/2026 Best regards, Silvia — Silvia Lavagnini Assistant Professor Department of Data Science and Analytics Nydalsveien 37, 0484 Oslo www.bi.edu/silvia-lavagnini<https://www.bi.edu/about-bi/employees/department-of-data-science-and-analyt…>

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QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 28 Apr '26

28 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 4 May 2026, 13.15-14.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with arbitrary accuracy. Abstract: We propose a unified methodology for pricing general path-dependent derivatives, such as (without sake of exhaustiveness) Asian, barrier, variance, lookback and cliquet options. The proposed approach is based on the Monte Carlo Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the new algorithm over existing literature consists in a simple and effective control of the error. A practitioner needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance, ε. Then, our proposed algorithm provides a price approximation that differs by no more than e from the true unknown option price with probability at least equal to ε. In other words, the practitioner can easily control the accuracy of the price approximation, contrarily to any other approach proposed in the literature so far. We provide explicit formulas linking the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. Leveraging such formulas, it is possible to drastically reduce computing times through variance reduction techniques, rendering the pricing methodology computationally efficient. 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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LSAA 2026, June 15–18 – registration deadline extended to May 14
by Andreas Petersson 28 Apr '26

28 Apr '26

Dear colleagues (apologies if you get multiple copies of this email), The registration deadline for the Linnaeus Workshop on Stochastic Analysis and Applications (LSAA 2026), held at Linnaeus University in Växjö, Sweden, during the Midsummer week of June 15–18, 2026, has been extended to May 14. We would be grateful if you could forward this information within your department. LSAA is an annual conference series (since 2010) and a meeting point for researchers working on stochastic processes, differential equations, and applications, with a focus on fostering collaboration across stochastics, numerics, analysis, and complex systems. We welcome contributed talks, and PhD students and early-stage researchers are especially encouraged to participate. The workshop is held in conjunction with the 3rd Young Summer School on Stochastic Analysis. Register and find details: https://lnu.se/en/lsaa2026 We look forward to welcoming you to Växjö in June! Best regards, Andreas Petersson, Wolfgang Bock, and Astrid Hilbert (Workshop organizers)

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Reminder: OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 28 Apr '26

28 Apr '26

Dear all, a kind reminder of this week's OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar on April 30, 1pm UK time, when Oksana Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) will talk about "Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems". The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm Meeting ID: 374 263 351 331 567 Passcode: B8Em6Cg9 Speaker: Oksana A. Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system. Keywords: Deep learning; likelihood-free inference; generative models. Reference: R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167 Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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SPASS seminar: Alessandro Panconesi - Wed 29 Apr at 14:00
by Alessandra Caraceni 27 Apr '26

27 Apr '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Alessandro Panconesi (Sapienza Università di Roma) Title: Probabilistic Algorithms and Methods for the Web Economy Date and time: Wed, April 29th at 14:00 CET Place: Aula Mancini, Palazzo della Carovana, Scuola Normale Superiore, Pisa Join online: https://meet.google.com/cuf-mjvp-ynv On behalf of the organisers, Alessandra Caraceni ********************* Abstract: The web economy offers a wealth of challenging problems for algorithmic research, many of which require fundamentally probabilistic techniques. In this talk, I will briefly discuss two examples from our work. First, I will consider the classic online matching problem, a central primitive in online advertising. We prove a new impossibility result: no online algorithm can achieve a competitive ratio better than 1-e^{1-e}. Second, I will turn to problems arising in discrete choice, a framework widely used in economics. In particular, within random utility models (RUMs) – introduced by Nobel laureate Daniel McFadden – we establish a striking impossibility result about the learnability of user preferences. This result shows that even with massive data and computational power, web platforms face fundamental limits in inferring user behaviour. This is joint work with Flavio Chierichetti, Mirko Giacchini, Ravi Kumar, Erasmo Tani, Andrew Tomkins and Andrea Vattani.

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ESOBE 2026 - deadline extension
by Matteo Iacopini 27 Apr '26

27 Apr '26

Dear all, This is to announce an extension to the deadline for submitting a paper (or extended abstract) for a contributed oral or poster session to the upcoming ESOBE conference (https://esobe2026.github.io/) which will take place on 27-28 August 2026 at LUISS University in Rome. The extended deadline is Wednesday, 6th May. I also remind you that: * PhD students who are members of the EFaB section within ISBA may apply for a travel support grant. * PhD students and researchers who received their PhD after August 2021 may apply to present their work in the dedicated oral “Young Researchers Session”. For further details about the call for papers, please see the conference website (https://esobe2026.github.io/) or write an email to esobe2026(a)gmail.com<mailto:esobe2026@gmail.com> Looking forward to meeting you in Rome! Kind regards, Matteo Iacopini --------------------------------------------------------- Matteo Iacopini Assistant professor (tenure) in Statistics LUISS "Guido Carli" University, Italy web: https://matteoiacopini.github.io<https://matteoiacopini.github.io/> La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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6-year postdoc (university assistant) position in Probability at TU Wien
by Prof. Fabio Toninelli 24 Apr '26

24 Apr '26

Dear colleagues, the probability group (https://www.tuwien.at/en/mg/proba) at TU Wien advertises a 6-year postdoc (university assistant) position. The link to the announcement is here: https://jobs.tuwien.ac.at/Job/266455 <https://jobs.tuwien.ac.at/Job/266455> Deadline for application: *May 21st, 2026* Starting date: *October 2026* (with some flexibility). Best wishes Fabio Toninelli and Marcin Lis -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Registrations open for BioInferece2026
by Massimiliano Tamborrino 22 Apr '26

22 Apr '26

Dear all, Registrations are now open for the 5th BioInference conference<https://bioinference.github.io/2026/2026-main-page/>, taking place at the University of St Andrews between 10 and 12 June 2026. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. We are excited to welcome you to a three-day conference featuring 40 invited and contributed talks (single-track, no parallel session!). In addition to the diverse programme of talks, the conference includes: * a poster session on Wednesday afternoon, * a session with industry and non-academic partners from Vici.bio, Cancer Research Horizon, Firefinch and Fios Genomics on Thursday afternoon, * optional evening social activities to explore the local culture of St Andrews, its rich golf history, and the Scottish traditions of whisky and gin tasting on Wednesday evening, * a conference dinner on Thursday evening (£30) You can register at https://www.eventsforce.net/standrews/336/home by the 17th May 2026. Tickets are limited and will be allocated on a first-come, first-served basis. The registration fee is set as £70 and it covers lunches and coffee breaks during the three days of the conference. Some of the optional social activities on Wednesday afternoon involve additional fees. You can find out more and indicate your preferences on the registration page. Registration for the conference dinner is optional and it costs £30.00. Accommodation and Travel We encourage you to book accommodation as soon as possible. You can find information about accommodation at a discounted price and travel here<https://www.eventsforce.net/standrews/frontend/reg/tOtherPage.csp?pageID=19…>. Please don't hesitate to get in touch if you have any information. We are looking forward to seeing you at BioInference 2026. Best, Massi on the behalf of the BioInference2026 Organisers ------------------------------------------------------------------------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Seminario Maria Infusino - Politecnico di Milano - 4 Maggio 2026
by Luca Scarpa 21 Apr '26

21 Apr '26

Si segnala il seguente seminario a tutti gli interessati. Lunedì 4 Maggio 2026, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Maria Infusino, Università di Cagliari. Title: A few moments with the problem of moments: from finite to infinite dimensions. Abstract: The problem of moments, also known as moment problem, is the elegant question of establishing whether there exists a probability measure having some prescribed moments. A fascinating feature of this problem is its great modeling power, which has been attracting scientists for more than a century in the most different scientific areas. This talk aims to give an introduction to the moment problem with a special focus on the connection between finite and infinite dimensional moment problem. In fact, the theory of moment problems for probabilities supported in an infinite dimensional space is not as well developed as in the finite dimensional case and is still not up to the demand of the applications. We present a general approach to the infinite dimensional moment problem based on projective limit techniques which allow us to exploit the results in the classical finite dimensional moment theory to the infinite dimensional case. We prove that under the so-called Prokhorov condition, the infinite dimensional moment problem on a unital commutative algebra A is solvable if and only if for any finitely generated subalgebra S of A the corresponding finite dimensional moment problem is solvable. Among the several applications, we point out the case when A is the tensor algebra of an infinite dimensional vector space and discuss some consequences for moment problems for random measures. This is a joint work with Salma Kuhlmann, Tobias Kuna and Patrick Michalski. Link Zoom: https://polimi-it.zoom.us/j/92717904160?pwd=pYnlbEU3lgY1fsNsUR3eILct80N9wT.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2719&sezione_di_ricerca=probstat&stri… ----- 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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14th International Conference on Statistical Seismology (StatSei14): October 13–16, 2026
by ELISA VARINI 20 Apr '26

20 Apr '26

Dear all, We are pleased to announce that the 14th International Conference on Statistical Seismology (StatSei14) will take place October 13-16, 2026 at the Universidad Andrés Bello (UNAB), Casona de Las Condes Campus, Santiago, Chile. The abstract submission period is now open, and we are ready to warmly invite researchers to submit their contributions. More information is available at: www.statsei14.cl<http://www.statsei14.cl/> Important dates * March 1 – April 30 Abstract submission period * June 1 – June 14 Notification of acceptance of contributions * June 1 – July 31 Early registration period * August 1 – September 30 Late registration period * October 13 – October 16 StatSei14 Conference We would appreciate you sharing this announcement with interested colleagues and networks. Best regards, Orietta Nicolis Professor, Andres Bello University Member of the StatSei14 Local Organizing Committee

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